|
10/31/2018* |
Transamerica Multi-Managed Balanced VP
| Security Description | % of Total Net Assets |
|---|---|
| Microsoft Corp. | 2.66% |
| Apple, Inc. | 2.53% |
| Amazon.com, Inc. | 1.95% |
| Federal National Mortgage Association, 3.00%, TBA | 1.62% |
| Federal National Mortgage Association, 3.50%, TBA | 1.37% |
| Alphabet, Inc., Class A | 1.04% |
| UnitedHealth Group, Inc. | 1.02% |
| Alphabet, Inc., Class C | 0.99% |
| Berkshire Hathaway, Inc., Class B | 0.96% |
| Bank of America Corp. | 0.96% |
| U.S. Treasury Bill, 2.21%, due 01/03/2019 | 0.87% |
| Pfizer, Inc. | 0.87% |
| Visa, Inc., Class A | 0.82% |
| Federal National Mortgage Association, 3.00%, TBA | 0.81% |
| Chevron Corp. | 0.77% |
| U.S. Treasury Note, 1.00%, due 11/30/2019 | 0.76% |
| Johnson & Johnson | 0.76% |
| Verizon Communications, Inc. | 0.72% |
| Walt Disney Co. | 0.70% |
| U.S. Treasury Bond, 3.62%, due 02/15/2044 | 0.70% |
| Coca-Cola Co. | 0.69% |
| Union Pacific Corp. | 0.66% |
| Wells Fargo & Co. | 0.66% |
| Honeywell International, Inc. | 0.66% |
| PepsiCo, Inc. | 0.63% |
| Home Depot, Inc. | 0.63% |
| Citigroup, Inc. | 0.62% |
| salesforce.com, Inc. | 0.61% |
| DowDuPont, Inc. | 0.59% |
| Analog Devices, Inc. | 0.59% |
| Philip Morris International, Inc. | 0.58% |
| U.S. Treasury Note, 2.37%, due 01/31/2023 | 0.58% |
| NextEra Energy, Inc. | 0.58% |
| Cigna Corp. | 0.57% |
| Merck & Co., Inc. | 0.57% |
| Comcast Corp., Class A | 0.57% |
| Facebook, Inc., Class A | 0.55% |
| Morgan Stanley | 0.55% |
| Norfolk Southern Corp. | 0.55% |
| Boston Scientific Corp. | 0.54% |
| NVIDIA Corp. | 0.54% |
| U.S. Treasury Bond, 4.75%, due 02/15/2037 | 0.53% |
| Automatic Data Processing, Inc. | 0.53% |
| Mondelez International, Inc., Class A | 0.53% |
| Medtronic PLC | 0.52% |
| U.S. Treasury Bond, 3.50%, due 02/15/2039 | 0.52% |
| EOG Resources, Inc. | 0.51% |
| Federal National Mortgage Association, 4.00%, TBA | 0.51% |
| Ross Stores, Inc. | 0.49% |
| Texas Instruments, Inc. | 0.48% |
| Oracle Corp. | 0.47% |
| Occidental Petroleum Corp. | 0.45% |
| General Dynamics Corp. | 0.44% |
| Marathon Petroleum Corp. | 0.43% |
| U.S. Treasury Note, 2.87%, due 05/15/2028 | 0.43% |
| Charter Communications, Inc., Class A | 0.42% |
| Anglesea Funding PLC, 2.31%, due 11/01/2018 | 0.42% |
| Gotham Funding Corp., 2.29%, due 11/05/2018 | 0.42% |
| U.S. Treasury Bond, 4.50%, due 02/15/2036 | 0.41% |
| Capital One Financial Corp. | 0.41% |
| Federal National Mortgage Association, 5.00%, TBA | 0.41% |
| Eli Lilly & Co. | 0.41% |
| Crown Point Capital Co., 2.34%, due 12/07/2018 | 0.41% |
| CVS Health Corp. | 0.41% |
| U.S. Treasury Note, 1.62%, due 03/31/2019 | 0.40% |
| Exelon Corp. | 0.40% |
| Zimmer Biomet Holdings, Inc. | 0.39% |
| Manhattan Asset Funding, 2.24%, due 11/16/2018 | 0.39% |
| AutoZone, Inc. | 0.39% |
| Liberty Funding LLC, 2.30%, due 12/04/2018 | 0.39% |
| Sumitomo Mitsui Banking Corp., 2.28%, due 12/17/2018 | 0.39% |
| Cafco LLC, 2.32%, due 12/17/2018 | 0.39% |
| Schlumberger Investment SA, 2.42%, due 01/03/2019 | 0.39% |
| Eaton Corp. PLC | 0.38% |
| U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2024 | 0.37% |
| Pioneer Natural Resources Co. | 0.36% |
| PayPal Holdings, Inc. | 0.36% |
| U.S. Treasury Bond, 5.25%, due 02/15/2029 | 0.36% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.06%, due 08/25/2024 | 0.35% |
| Fidelity National Information Services, Inc. | 0.35% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.89%, due 06/25/2027 | 0.34% |
| Federal National Mortgage Association, 2.50%, TBA | 0.34% |
| KeyCorp | 0.34% |
| U.S. Treasury Note, 2.87%, due 08/15/2028 | 0.34% |
| Dollar General Corp. | 0.33% |
| U.S. Treasury Bond, 2.50%, due 02/15/2045 | 0.33% |
| Broadcom, Inc. | 0.33% |
| U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 | 0.33% |
| Prologis, Inc., REIT | 0.33% |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2012-WLDN, Class A, 3.90%, due 05/05/2030 | 0.32% |
| Xcel Energy, Inc. | 0.32% |
| Caterpillar, Inc. | 0.32% |
| U.S. Treasury Note, 2.87%, due 09/30/2023 | 0.32% |
| American International Group, Inc. | 0.32% |
| SunTrust Banks, Inc. | 0.31% |
| Barclays Bank PLC, 10.17%, due 06/12/2021 | 0.31% |
| United Technologies Corp. | 0.31% |
| COMM Mortgage Trust, Series 2015-3BP, Class A, 3.17%, due 02/10/2035 | 0.30% |
| Netflix, Inc. | 0.30% |
| O'Reilly Automotive, Inc. | 0.29% |
| Anthem, Inc. | 0.29% |
| Adobe, Inc. | 0.29% |
| Exxon Mobil Corp. | 0.28% |
| Intercontinental Exchange, Inc. | 0.28% |
| Sempra Energy | 0.28% |
| Procter & Gamble Co. | 0.28% |
| Microchip Technology, Inc. | 0.28% |
| Estee Lauder Cos., Inc., Class A | 0.28% |
| Altria Group, Inc. | 0.28% |
| Diamondback Energy, Inc. | 0.28% |
| Gilead Sciences, Inc. | 0.28% |
| U.S. Treasury Bond, 2.87%, due 08/15/2045 | 0.28% |
| U.S. Treasury Bond, 2.50%, due 05/15/2046 | 0.27% |
| Yum! Brands, Inc. | 0.27% |
| T-Mobile US, Inc. | 0.27% |
| Fairway Finance Corp., 2.41%, due 01/03/2019 | 0.27% |
| Motel 6 Trust, Series 2017-MTL6, Class C, 3.67%, due 08/15/2034 | 0.26% |
| HP, Inc. | 0.26% |
| Eastman Chemical Co. | 0.26% |
| Stanley Black & Decker, Inc. | 0.26% |
| Molson Coors Brewing Co., Class B | 0.26% |
| MetLife, Inc. | 0.26% |
| T. Rowe Price Group, Inc. | 0.26% |
| Boeing Co. | 0.26% |
| AvalonBay Communities, Inc., REIT | 0.26% |
| Charles Schwab Corp. | 0.25% |
| Vertex Pharmaceuticals, Inc. | 0.25% |
| Federal National Mortgage Association, 3.50%, TBA | 0.25% |
| PVH Corp. | 0.24% |
| Hewlett Packard Enterprise Co. | 0.24% |
| Best Buy Co., Inc. | 0.24% |
| Biogen, Inc. | 0.24% |
| Thermo Fisher Scientific, Inc. | 0.24% |
| Delta Air Lines, Inc. | 0.24% |
| Lowe's Cos., Inc. | 0.24% |
| Electronic Arts, Inc. | 0.24% |
| Expedia Group, Inc. | 0.23% |
| Goldman Sachs Group, Inc. | 0.23% |
| U.S. Treasury Note, 1.62%, due 05/15/2026 | 0.23% |
| PACCAR, Inc. | 0.22% |
| Ingersoll-Rand PLC | 0.22% |
| LMA SA, 2.65%, due 02/04/2019 | 0.22% |
| TE Connectivity, Ltd. | 0.22% |
| U.S. Treasury Bond, 2.75%, due 08/15/2047 | 0.22% |
| Vornado Realty Trust, REIT | 0.22% |
| Hartford Financial Services Group, Inc. | 0.21% |
| TD Ameritrade Holding Corp. | 0.21% |
| Nordea Bank Abp, 4.25%, due 09/21/2022 | 0.21% |
| Northrop Grumman Corp. | 0.21% |
| Goldman Sachs Group, Inc., 5.25%, due 07/27/2021 | 0.20% |
| Becton Dickinson and Co. | 0.20% |
| SBA Tower Trust, Series 2014-1A, Class C, 2.89%, due 10/15/2044 | 0.20% |
| CIFC Funding, Ltd., Series 2013-2A, Class A1LR, 3.65%, due 10/18/2030 | 0.20% |
| Bank of America Corp., Series MTN, 4.45%, due 03/03/2026 | 0.20% |
| Commerzbank AG, 8.12%, due 09/19/2023 | 0.20% |
| Crown Castle Towers LLC, 3.22%, due 05/15/2042 | 0.19% |
| ONEOK, Inc. | 0.19% |
| Lincoln National Corp. | 0.19% |
| Snap-on, Inc. | 0.19% |
| Celgene Corp. | 0.19% |
| Bristol-Myers Squibb Co. | 0.18% |
| U.S. Treasury Bond, 2.75%, due 08/15/2042 | 0.18% |
| Towd Point Mortgage Trust, Series 2018-1, Class A1, 3.00%, due 01/25/2058 | 0.18% |
| Masco Corp. | 0.18% |
| VB-S1 Issuer LLC, Series 2018-1A, Class C, 3.41%, due 02/15/2048 | 0.18% |
| Le Fayette Asset Securitization LLC, 2.44%, due 01/03/2019 | 0.18% |
| Ocwen Master Advance Receivables Trust, Series 2018-T1, Class AT1, 3.30%, due 08/15/2049 | 0.18% |
| U.S. Treasury Bond, 3.12%, due 02/15/2042 | 0.18% |
| Ocwen Master Advance Receivables Trust, Series 2018-T2, Class AT2, 3.59%, due 08/15/2050 | 0.18% |
| Allergan PLC | 0.17% |
| Mastercard, Inc., Class A | 0.17% |
| Hilton Worldwide Holdings, Inc. | 0.17% |
| Amgen, Inc. | 0.17% |
| Cisco Systems, Inc. | 0.17% |
| Nieuw Amsterdam Receivables Corp., 2.43%, due 01/09/2019 | 0.17% |
| Ameren Corp. | 0.16% |
| State Street Corp. | 0.16% |
| Morgan Stanley, 5.75%, due 01/25/2021 | 0.16% |
| New Residential Advanced Receivables Trust, Series 2017-T1, Class AT1, 3.21%, due 02/15/2051 | 0.16% |
| Alexion Pharmaceuticals, Inc. | 0.16% |
| EPR Properties, 4.75%, due 12/15/2026 | 0.16% |
| WestRock Co. | 0.16% |
| U.S. Treasury Bill, 2.20%, due 01/03/2019 | 0.16% |
| Danaher Corp. | 0.15% |
| Cooperatieve Rabobank UA, 11.00%, due 06/30/2019 | 0.15% |
| CGRBS Commercial Mortgage Trust, Series 2013-VN05, Class B, 3.58%, due 03/13/2035 | 0.15% |
| HCP, Inc., 3.40%, due 02/01/2025 | 0.15% |
| Workday, Inc., Class A | 0.15% |
| CIFC Funding, Ltd., Series 2017-3A, Class A1, 3.68%, due 07/20/2030 | 0.15% |
| New Residential Mortgage Loan Trust, Series 2017-3A, Class A1, 4.00%, due 04/25/2057 | 0.15% |
| Magna International, Inc. | 0.15% |
| Verizon Communications, Inc., 5.15%, due 09/15/2023 | 0.15% |
| Barton Capital Corp., 2.31%, due 11/19/2018 | 0.14% |
| U.S. Treasury Note, 1.12%, due 06/30/2021 | 0.14% |
| Citigroup, Inc., 3.43%, due 07/24/2023 | 0.14% |
| SBA Tower Trust, 3.44%, due 03/15/2048 | 0.14% |
| Lennar Corp., Class A | 0.14% |
| Delta Air Lines Pass-Through Trust, 6.82%, due 02/10/2024 | 0.14% |
| Cummins, Inc. | 0.14% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.49%, due 01/25/2024 | 0.14% |
| AT&T, Inc. | 0.13% |
| Deere & Co. | 0.13% |
| Anadarko Petroleum Corp., 5.55%, due 03/15/2026 | 0.13% |
| Morgan Stanley Capital Barclays Bank Trust, Series 2016-MART, Class A, 2.20%, due 09/13/2031 | 0.13% |
| Northrop Grumman Corp., 2.55%, due 10/15/2022 | 0.13% |
| United Airlines Pass-Through Trust, 3.75%, due 03/03/2028 | 0.13% |
| Microsoft Corp., 3.30%, due 02/06/2027 | 0.13% |
| BP Capital Markets PLC, 3.11%, due 05/04/2026 | 0.13% |
| U.S. Treasury Note, 1.62%, due 02/15/2026 | 0.13% |
| One Market Plaza Trust, Series 2017-1MKT, Class A, 3.61%, due 02/10/2032 | 0.13% |
| Accenture PLC, Class A | 0.13% |
| U.S. Treasury Note, 2.25%, due 11/15/2027 | 0.13% |
| Charles Schwab Corp., 3.85%, due 05/21/2025 | 0.13% |
| Duke Energy Corp., 3.75%, due 09/01/2046 | 0.13% |
| Celanese Corp. | 0.12% |
| Verizon Communications, Inc., 5.50%, due 03/16/2047 | 0.12% |
| Federal Realty Investment Trust, REIT | 0.12% |
| Illumina, Inc. | 0.12% |
| Credit Suisse Group Funding Guernsey, Ltd., 3.75%, due 03/26/2025 | 0.12% |
| Ventas, Inc., REIT | 0.12% |
| HSBC Holdings PLC, 4.29%, due 09/12/2026 | 0.12% |
| CVS Health Corp., 2.12%, due 06/01/2021 | 0.12% |
| American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 | 0.12% |
| Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75%, due 10/25/2057 | 0.12% |
| U.S. Treasury Bond, 2.25%, due 08/15/2046 | 0.12% |
| AT&T, Inc., 3.00%, due 06/30/2022 | 0.12% |
| Goldman Sachs Group, Inc., 6.75%, due 10/01/2037 | 0.12% |
| Prudential Financial, Inc. | 0.12% |
| Intel Corp. | 0.12% |
| AT&T, Inc., 3.40%, due 05/15/2025 | 0.12% |
| COMM Mortgage Trust, Series 2013-WWP, Class B, 3.72%, due 03/10/2031 | 0.12% |
| Aviation Capital Group LLC, 7.12%, due 10/15/2020 | 0.12% |
| AbbVie, Inc. | 0.12% |
| General Electric Co., 5.00%, due 01/21/2021 | 0.11% |
| Martin Marietta Materials, Inc., 4.25%, due 07/02/2024 | 0.11% |
| Towd Point Mortgage Trust, Series 2018-4, Class A1, 3.00%, due 06/25/2058 | 0.11% |
| Alliance Data Systems Corp. | 0.11% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.50%, due 05/15/2021 | 0.11% |
| Air Lease Corp., 3.50%, due 01/15/2022 | 0.11% |
| U.S. Treasury Bond, 3.00%, due 05/15/2042 | 0.11% |
| UBS Group Funding Switzerland AG, 4.25%, due 03/23/2028 | 0.11% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.53%, due 07/25/2023 | 0.11% |
| Exxon Mobil Corp., 3.04%, due 03/01/2026 | 0.11% |
| Palisades Center Trust, Series 2016-PLSD, Class A, 2.71%, due 04/13/2033 | 0.11% |
| Intuitive Surgical, Inc. | 0.11% |
| Pernod Ricard SA, 5.75%, due 04/07/2021 | 0.11% |
| Caesars Palace Las Vegas Trust, Series 2017-VICI, Class A, 3.53%, due 10/15/2034 | 0.11% |
| GS Mortgage Securities Trust, Series 2013-G1, Class A2, 3.55%, due 04/10/2031 | 0.11% |
| Toronto-Dominion Bank, 3.62%, due 09/15/2031 | 0.11% |
| Keysight Technologies, Inc., 4.55%, due 10/30/2024 | 0.11% |
| Discovery, Inc., Class A | 0.11% |
| Walgreens Boots Alliance, Inc., 3.30%, due 11/18/2021 | 0.11% |
| DISH Network Corp., Class A | 0.10% |
| U.S. Treasury Inflation-Indexed Bond, 1.75%, due 01/15/2028 | 0.10% |
| Mexico Government International Bond, 3.75%, due 01/11/2028 | 0.10% |
| COMM Mortgage Trust, Series 2013-CR11, Class AM, 4.71%, due 08/10/2050 | 0.10% |
| AbbVie, Inc., 3.20%, due 05/14/2026 | 0.10% |
| New Residential Mortgage Trust, Series 2018-1A, Class A1A, 4.00%, due 12/25/2057 | 0.10% |
| Owens Corning, 4.20%, due 12/15/2022 | 0.10% |
| Towd Point Mortgage Trust, Series 2015-4, Class A1B, 2.75%, due 04/25/2055 | 0.10% |
| BAT Capital Corp., 3.55%, due 08/15/2027 | 0.10% |
| UBS AG, 7.62%, due 08/17/2022 | 0.10% |
| Dollar Tree, Inc. | 0.10% |
| New Residential Mortgage Loan Trust, Series 2017-1A, Class A1, 4.00%, due 02/25/2057 | 0.10% |
| Shell International Finance BV, 2.50%, due 09/12/2026 | 0.10% |
| Booking Holdings, Inc. | 0.10% |
| Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 | 0.10% |
| PacifiCorp, 3.60%, due 04/01/2024 | 0.10% |
| BMW US Capital LLC, 2.80%, due 04/11/2026 | 0.10% |
| General Electric Co., Series MTN, 6.87%, due 01/10/2039 | 0.10% |
| Commercial Mortgage Pass-Through Certificates, Series 2012-LTRT, Class A2, 3.39%, due 10/05/2030 | 0.10% |
| AXA Equitable Holdings, Inc., 4.35%, due 04/20/2028 | 0.10% |
| Towd Point Mortgage Trust, Series 2016-2, Class A1A, 2.75%, due 08/25/2055 | 0.10% |
| State of California, 7.95%, due 03/01/2036 | 0.10% |
| BB-UBS Trust, Series 2012-TFT, Class A, 2.89%, due 06/05/2030 | 0.10% |
| International Lease Finance Corp., 8.25%, due 12/15/2020 | 0.10% |
| Huntington Bancshares, Inc. | 0.09% |
| Ford Motor Co. | 0.09% |
| New Residential Mortgage Loan Trust, Series 2017-2A, Class A3, 4.00%, due 03/25/2057 | 0.09% |
| Becton Dickinson and Co., 3.70%, due 06/06/2027 | 0.09% |
| Bank of America Corp., Series MTN, 3.09%, due 10/01/2025 | 0.09% |
| Advance Auto Parts, Inc. | 0.09% |
| JGWPT XXVIII LLC, Series 2013-1A, Class A, 3.22%, due 04/15/2067 | 0.09% |
| Oncor Electric Delivery Co. LLC, 4.10%, due 06/01/2022 | 0.09% |
| Berkshire Hathaway Finance Corp., 3.00%, due 05/15/2022 | 0.09% |
| Ally Financial, Inc., 3.50%, due 01/27/2019 | 0.09% |
| Macy's, Inc. | 0.09% |
| Biogen, Inc., 4.05%, due 09/15/2025 | 0.09% |
| CNA Financial Corp., 5.87%, due 08/15/2020 | 0.09% |
| DTE Electric Co., 4.30%, due 07/01/2044 | 0.09% |
| Petronas Capital, Ltd., 5.25%, due 08/12/2019 | 0.09% |
| American Express Co. | 0.09% |
| Ally Financial, Inc., 4.12%, due 03/30/2020 | 0.09% |
| Cedar Springs Capital Co. LLC, 2.34%, due 12/07/2018 | 0.09% |
| Intel Corp., 2.87%, due 05/11/2024 | 0.09% |
| Credit Suisse Group Funding Guernsey, Ltd., 3.80%, due 06/09/2023 | 0.09% |
| JPMorgan Chase & Co., 3.37%, due 05/01/2023 | 0.09% |
| NBCUniversal Media LLC, 4.37%, due 04/01/2021 | 0.09% |
| Equinix, Inc., REIT | 0.09% |
| SBA Tower Trust, 3.16%, due 04/09/2047 | 0.09% |
| Enterprise Products Operating LLC, 4.25%, due 02/15/2048 | 0.09% |
| SBA Tower Trust, 2.87%, due 07/10/2046 | 0.09% |
| Lazard Group LLC, 4.50%, due 09/19/2028 | 0.09% |
| Ford Motor Co., 4.34%, due 12/08/2026 | 0.09% |
| Bayer US Finance II LLC, 4.40%, due 07/15/2044 | 0.08% |
| JPMorgan Chase & Co., 2.70%, due 05/18/2023 | 0.08% |
| Octagon Investment Partners 33, Ltd., Series 2017-1A, Class A1, 3.65%, due 01/20/2031 | 0.08% |
| Concho Resources, Inc. | 0.08% |
| U.S. Treasury Bond, 2.75%, due 11/15/2047 | 0.08% |
| Welk Resorts LLC, Series 2017-AA, Class A, 2.82%, due 06/15/2033 | 0.08% |
| Bank of New York Mellon Corp. | 0.08% |
| Petroleos Mexicanos, 3.50%, due 01/30/2023 | 0.08% |
| Western Digital Corp., 4.75%, due 02/15/2026 | 0.08% |
| Marsh & McLennan Cos., Inc. | 0.08% |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2012-C6, Class AS, 3.47%, due 11/15/2045 | 0.08% |
| Walmart, Inc., 3.62%, due 12/15/2047 | 0.08% |
| Towd Point Mortgage Trust, Series 2017-1, Class A1, 2.75%, due 10/25/2056 | 0.08% |
| Orange Lake Timeshare Trust, Series 2016-A, Class A, 2.61%, due 03/08/2029 | 0.08% |
| BB-UBS Trust, Series 2012-TFT, Class C, 3.46%, due 06/05/2030 | 0.08% |
| Fifth Third Bancorp, 3.95%, due 03/14/2028 | 0.08% |
| Apple, Inc., 2.85%, due 02/23/2023 | 0.08% |
| AmerisourceBergen Corp., 4.30%, due 12/15/2047 | 0.08% |
| Schlumberger Holdings Corp., 3.00%, due 12/21/2020 | 0.08% |
| Federal National Mortgage Association, 6.00%, due 06/01/2041 | 0.08% |
| New Residential Mortgage Loan Trust, Series 2016-4A, Class A1, 3.75%, due 11/25/2056 | 0.08% |
| Aventura Mall Trust, Series 2013-AVM, Class A, 3.74%, due 12/05/2032 | 0.08% |
| QUALCOMM, Inc., 3.25%, due 05/20/2027 | 0.08% |
| Aptiv PLC | 0.08% |
| HSBC Holdings PLC, 3.32%, due 05/18/2024 | 0.08% |
| Arrow Electronics, Inc., 3.87%, due 01/12/2028 | 0.08% |
| NRZ Advance Receivables Trust, Series 2016-T4, Class AT4, 3.10%, due 12/15/2050 | 0.08% |
| Kinder Morgan Energy Partners, LP, 4.15%, due 02/01/2024 | 0.08% |
| Everest Re Group, Ltd. | 0.08% |
| FedEx Corp., 4.90%, due 01/15/2034 | 0.08% |
| Hospitality Properties Trust, 5.00%, due 08/15/2022 | 0.08% |
| Clear Channel Worldwide Holdings, Inc., 6.50%, due 11/15/2022 | 0.08% |
| BorgWarner, Inc. | 0.08% |
| Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 5.75%, due 10/15/2020 | 0.08% |
| JG Wentworth XXII LLC, Series 2010-3A, Class A, 3.82%, due 12/15/2048 | 0.08% |
| Towd Point Mortgage Trust, Series 2015-3, Class A1B, 3.00%, due 03/25/2054 | 0.07% |
| Anheuser-Busch InBev Worldwide, Inc., 4.43%, due 10/06/2048 | 0.07% |
| Citigroup, Inc., 3.88%, due 01/10/2028 | 0.07% |
| Sabine Pass Liquefaction LLC, 4.20%, due 03/15/2028 | 0.07% |
| Hughes Satellite Systems Corp., 7.62%, due 06/15/2021 | 0.07% |
| Ameriprise Financial, Inc., 7.30%, due 06/28/2019 | 0.07% |
| NBCUniversal Media LLC, 4.45%, due 01/15/2043 | 0.07% |
| Huntington National Bank, 3.55%, due 10/06/2023 | 0.07% |
| Barton Capital Corp., 2.55%, due 01/24/2019 | 0.07% |
| US Airways Pass-Through Trust, 5.37%, due 05/15/2023 | 0.07% |
| Avery Dennison Corp. | 0.07% |
| International Paper Co., 4.75%, due 02/15/2022 | 0.07% |
| Indonesia Government International Bond, 4.75%, due 01/08/2026 | 0.07% |
| BBCMS Trust, Series 2015-MSQ, Class B, 3.89%, due 09/15/2032 | 0.07% |
| Public Service Enterprise Group, Inc. | 0.07% |
| Shire Acquisitions Investments Ireland DAC, 3.20%, due 09/23/2026 | 0.07% |
| Jefferies Group LLC / Jefferies Group Capital Finance, Inc., 4.15%, due 01/23/2030 | 0.07% |
| Towd Point Mortgage Trust, Series 2017-2, Class A1, 2.75%, due 04/25/2057 | 0.07% |
| LafargeHolcim Finance US LLC, 4.75%, due 09/22/2046 | 0.07% |
| Colombia Government International Bond, 4.50%, due 01/28/2026 | 0.07% |
| Wellfleet CLO, Ltd., Series 2016-2A, Class A1R, Zero Coupon, due 10/20/2028 | 0.07% |
| Wellfleet CLO, Ltd., Series 2016-2A, Class A1, 4.11%, due 10/20/2028 | 0.07% |
| VEREIT Operating Partnership, LP, 4.62%, due 11/01/2025 | 0.07% |
| Core Industrial Trust, Series 2015-CALW, Class B, 3.25%, due 02/10/2034 | 0.07% |
| ICG US CLO, Ltd., Series 2014-1A, Class A1R, 3.68%, due 01/20/2030 | 0.07% |
| Nokia OYJ, 3.37%, due 06/12/2022 | 0.07% |
| Celgene Corp., 3.87%, due 08/15/2025 | 0.07% |
| Ameriprise Financial, Inc., 3.70%, due 10/15/2024 | 0.07% |
| Towd Point Mortgage Trust, Series 2016-4, Class A1, 2.25%, due 07/25/2056 | 0.06% |
| Kilroy Realty, LP, 4.25%, due 08/15/2029 | 0.06% |
| New Residential Mortgage Loan Trust, Series 2014-2A, Class A3, 3.75%, due 05/25/2054 | 0.06% |
| Capital One Financial Corp., 3.30%, due 10/30/2024 | 0.06% |
| Citigroup Mortgage Loan Trust, Inc., Series 2018-RP1, Class A1, 3.00%, due 09/25/2064 | 0.06% |
| DXC Technology Co., 4.75%, due 04/15/2027 | 0.06% |
| Danone SA, 2.94%, due 11/02/2026 | 0.06% |
| Wells Fargo & Co., 5.37%, due 11/02/2043 | 0.06% |
| State of California, 7.30%, due 10/01/2039 | 0.06% |
| First Horizon National Corp., 3.50%, due 12/15/2020 | 0.06% |
| Laurel Road Prime Student Loan Trust, Series 2018-B, Class A2FX, 3.54%, due 05/26/2043 | 0.06% |
| CVS Health Corp., 5.05%, due 03/25/2048 | 0.06% |
| JPMorgan Chase & Co., 4.85%, due 02/01/2044 | 0.06% |
| Host Hotels & Resorts, Inc., REIT | 0.06% |
| Principal Financial Group, Inc. | 0.06% |
| Delta Air Lines Pass-Through Trust, 4.75%, due 11/07/2021 | 0.06% |
| Athene Holding, Ltd., 4.12%, due 01/12/2028 | 0.06% |
| Citrix Systems, Inc. | 0.06% |
| Charles Schwab Corp., 3.20%, due 03/02/2027 | 0.06% |
| Sprint Communications, Inc., 9.00%, due 11/15/2018 | 0.06% |
| Morgan Stanley, 5.00%, due 11/24/2025 | 0.06% |
| Royal Caribbean Cruises, Ltd. | 0.06% |
| Freeport-McMoRan, Inc. | 0.06% |
| Ocwen Master Advance Receivables Trust, Series 2016-T2, Class AT2, 2.72%, due 08/16/2049 | 0.06% |
| Ameriprise Financial, Inc., 2.87%, due 09/15/2026 | 0.06% |
| Discover Bank, 3.45%, due 07/27/2026 | 0.06% |
| America Movil SAB de CV, 3.12%, due 07/16/2022 | 0.06% |
| Baidu, Inc., 3.87%, due 09/29/2023 | 0.06% |
| New Residential Mortgage Loan Trust, Series 2017-4A, Class A1, 4.00%, due 05/25/2057 | 0.06% |
| First Data Corp., 7.00%, due 12/01/2023 | 0.06% |
| Bayer US Finance LLC, 3.00%, due 10/08/2021 | 0.06% |
| Sysco Corp., 3.25%, due 07/15/2027 | 0.06% |
| Athene Global Funding, 3.00%, due 07/01/2022 | 0.06% |
| HD Supply Holdings, Inc. | 0.06% |
| Realty Income Corp., 3.87%, due 07/15/2024 | 0.06% |
| Citizens Financial Group, Inc. | 0.06% |
| Regions Financial Corp. | 0.06% |
| State of California, 7.60%, due 11/01/2040 | 0.06% |
| Allstate Corp., 3.28%, due 12/15/2026 | 0.06% |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class B, 4.35%, due 08/15/2046 | 0.06% |
| Federal National Mortgage Association, 5.00%, due 04/01/2039 | 0.06% |
| Kilroy Realty, LP, 6.62%, due 06/01/2020 | 0.06% |
| Diamond Resorts Owner Trust, Series 2014-1, Class A, 2.54%, due 05/20/2027 | 0.06% |
| BlueMountain CLO, Ltd., Series 2015-2A, Class A1R, 3.37%, due 07/18/2027 | 0.06% |
| Banco Santander SA, 4.37%, due 04/12/2028 | 0.06% |
| Bank One Corp., 8.00%, due 04/29/2027 | 0.06% |
| Agilent Technologies, Inc. | 0.06% |
| Palmer Square CLO, Ltd., Series 2015-2A, Class A1AR, 3.73%, due 07/20/2030 | 0.05% |
| Waldorf Astoria Boca Raton Trust, Series 2016-BOCA, Class C, 4.77%, due 06/15/2029 | 0.05% |
| PNC Bank NA, 4.05%, due 07/26/2028 | 0.05% |
| Perrigo Finance Unlimited Co., 4.37%, due 03/15/2026 | 0.05% |
| UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 | 0.05% |
| United Continental Holdings, Inc. | 0.05% |
| Apple, Inc., 2.40%, due 05/03/2023 | 0.05% |
| Duke Energy Progress LLC, 3.60%, due 09/15/2047 | 0.05% |
| COMM Mortgage Trust, Series 2014-UBS2, Class A5, 3.96%, due 03/10/2047 | 0.05% |
| Seagate HDD Cayman, 4.87%, due 06/01/2027 | 0.05% |
| Abbott Laboratories, 3.75%, due 11/30/2026 | 0.05% |
| Korea Development Bank, 3.00%, due 03/17/2019 | 0.05% |
| Kraft Heinz Foods Co., 2.80%, due 07/02/2020 | 0.05% |
| CBL & Associates, LP, 5.25%, due 12/01/2023 | 0.05% |
| Duke Energy Corp., 3.75%, due 04/15/2024 | 0.05% |
| General Motors Co., 6.25%, due 10/02/2043 | 0.05% |
| D.R. Horton, Inc., 4.37%, due 09/15/2022 | 0.05% |
| Syngenta Finance NV, 3.93%, due 04/23/2021 | 0.05% |
| Towd Point Mortgage Trust, Series 2017-3, Class A1, 2.75%, due 07/25/2057 | 0.05% |
| Towd Point Mortgage Trust, Series 2016-1, Class A1B, 2.75%, due 02/25/2055 | 0.05% |
| Dominion Energy, Inc., 2.57%, due 07/01/2020 | 0.05% |
| Equity Residential, REIT | 0.05% |
| U.S. Treasury Note, 1.50%, due 08/15/2026 | 0.05% |
| Halfmoon Parent, Inc., 4.12%, due 11/15/2025 | 0.05% |
| First Data Corp., Class A | 0.05% |
| VEREIT Operating Partnership, LP, 4.12%, due 06/01/2021 | 0.05% |
| Petroleos Mexicanos, 6.87%, due 08/04/2026 | 0.05% |
| Royal Bank of Scotland Group PLC, 5.07%, due 01/27/2030 | 0.05% |
| Federal National Mortgage Association, 5.50%, due 12/01/2041 | 0.05% |
| Towd Point Mortgage Trust, Series 2016-3, Class A1, 2.25%, due 04/25/2056 | 0.05% |
| Micron Technology, Inc. | 0.05% |
| SpringCastle America Funding LLC, Series 2016-AA, Class A, 3.05%, due 04/25/2029 | 0.05% |
| Houston Galleria Mall Trust, Series 2015-HGLR, Class A1A2, 3.08%, due 03/05/2037 | 0.05% |
| BBCMS Trust, Series 2013-TYSN, Class B, 4.04%, due 09/05/2032 | 0.05% |
| BXG Receivables Note Trust, Series 2015-A, Class A, 2.88%, due 05/02/2030 | 0.05% |
| BorgWarner, Inc., 3.37%, due 03/15/2025 | 0.04% |
| American Tower Trust #1, 3.65%, due 03/23/2048 | 0.04% |
| JPMorgan Chase & Co., 6.40%, due 05/15/2038 | 0.04% |
| Anglo American Capital PLC, 4.00%, due 09/11/2027 | 0.04% |
| American Airlines Pass-Through Trust, 3.20%, due 12/15/2029 | 0.04% |
| Pernod Ricard SA, 4.45%, due 01/15/2022 | 0.04% |
| Constellation Brands, Inc., 4.40%, due 11/15/2025 | 0.04% |
| Hertz Vehicle Financing II, LP, Series 2016-3A, Class A, 2.27%, due 07/25/2020 | 0.04% |
| Mylan NV | 0.04% |
| Energy Transfer Operating, LP, 5.95%, due 10/01/2043 | 0.04% |
| New Residential Mortgage Loan Trust, Series 2016-3A, Class A1B, 3.25%, due 09/25/2056 | 0.04% |
| ERAC USA Finance LLC, 3.85%, due 11/15/2024 | 0.04% |
| Evergy, Inc. | 0.04% |
| 321 Henderson Receivables VI LLC, Series 2010-1A, Class A, 5.56%, due 07/15/2059 | 0.04% |
| Energy Transfer Operating, LP, 5.15%, due 02/01/2043 | 0.04% |
| Digital Realty Trust, Inc., REIT | 0.04% |
| Citigroup, Inc., 4.50%, due 01/14/2022 | 0.04% |
| Towd Point Mortgage Trust, Series 2015-5, Class A1B, 2.75%, due 05/25/2055 | 0.04% |
| Federal Home Loan Mortgage Corp., 5.00%, due 08/01/2035 | 0.04% |
| Hertz Vehicle Financing II, LP, Series 2016-4A, Class A, 2.65%, due 07/25/2022 | 0.04% |
| COMM Mortgage Trust, Series 2016-GCT, Class C, 3.46%, due 08/10/2029 | 0.04% |
| New Residential Mortgage Loan Trust, Series 2016-2A, Class A1, 3.75%, due 11/26/2035 | 0.04% |
| Petrobras Global Finance BV, 6.25%, due 03/17/2024 | 0.04% |
| Saudi Government International Bond, 2.37%, due 10/26/2021 | 0.04% |
| HCA Healthcare, Inc., 6.25%, due 02/15/2021 | 0.04% |
| Energy Transfer Operating, LP, 4.90%, due 02/01/2024 | 0.04% |
| Kilroy Realty, LP, 4.37%, due 10/01/2025 | 0.04% |
| Morgan Stanley Resecuritization Trust, Series 2014-R3, Class 2A, 3.00%, due 07/26/2048 | 0.04% |
| CSMC Trust, Series 2014-4R, Class 21A1, 2.87%, due 12/27/2035 | 0.04% |
| Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 | 0.04% |
| Anheuser-Busch InBev Finance, Inc., 3.65%, due 02/01/2026 | 0.04% |
| Energy Transfer Operating, LP, 7.60%, due 02/01/2024 | 0.04% |
| Newmont Mining Corp. | 0.04% |
| Exxon Mobil Corp., 1.81%, due 03/15/2019 | 0.04% |
| Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 5.12%, due 07/15/2023 | 0.04% |
| AT&T, Inc., 4.35%, due 06/15/2045 | 0.04% |
| State of California, 7.70%, due 11/01/2030 | 0.04% |
| Petroleos Mexicanos, 6.50%, due 01/23/2029 | 0.04% |
| New Residential Mortgage Loan Trust, Series 2015-2A, Class A1, 3.75%, due 08/25/2055 | 0.04% |
| Wells Fargo Bank NA, 2.60%, due 01/15/2021 | 0.04% |
| Public Service Enterprise Group, Inc., 2.65%, due 11/15/2022 | 0.04% |
| Constellation Brands, Inc., Class A | 0.04% |
| VEREIT Operating Partnership, LP, 3.00%, due 02/06/2019 | 0.04% |
| Hutchison Whampoa International 11, Ltd., 4.62%, due 01/13/2022 | 0.04% |
| Morgan Stanley, Series MTN, 4.35%, due 09/08/2026 | 0.04% |
| Booking Holdings, Inc., 3.60%, due 06/01/2026 | 0.04% |
| Northwest Airlines Pass-Through Trust, 7.02%, due 05/01/2021 | 0.04% |
| SPS Servicer Advance Receivables Trust, Series 2016-T2, Class AT2, 2.75%, due 11/15/2049 | 0.04% |
| Intesa Sanpaolo SpA, 3.87%, due 07/14/2027 | 0.04% |
| Owens Corning, 4.40%, due 01/30/2048 | 0.03% |
| CK Hutchison International 17 II, Ltd., 2.25%, due 09/29/2020 | 0.03% |
| ERAC USA Finance LLC, 2.70%, due 11/01/2023 | 0.03% |
| Doosan Heavy Industries & Construction Co., Ltd., 2.12%, due 04/27/2020 | 0.03% |
| Motorola Solutions, Inc. | 0.03% |
| Kraft Heinz Foods Co., 4.87%, due 02/15/2025 | 0.03% |
| Intesa Sanpaolo SpA, 5.01%, due 06/26/2024 | 0.03% |
| Public Service Electric & Gas Co., Series MTN, 3.00%, due 05/15/2025 | 0.03% |
| Appalachian Power Co., 3.40%, due 06/01/2025 | 0.03% |
| Panama Government International Bond, 3.87%, due 03/17/2028 | 0.03% |
| SolarCity LMC Series III LLC, Series 2014-2, Class A, 4.02%, due 07/20/2044 | 0.03% |
| Packaging Corp. of America | 0.03% |
| Zoetis, Inc. | 0.03% |
| KLA-Tencor Corp., 4.12%, due 11/01/2021 | 0.03% |
| Citigroup Mortgage Loan Trust, Series 2015-A, Class A1, 3.50%, due 06/25/2058 | 0.03% |
| U.S. Treasury Bill, 2.02%, due 01/31/2019 | 0.03% |
| Cintas Corp. | 0.03% |
| Burlington Northern Santa Fe LLC, 3.00%, due 03/15/2023 | 0.03% |
| American Express Co., 3.00%, due 10/30/2024 | 0.03% |
| Royal Bank of Scotland Group PLC, 6.10%, due 06/10/2023 | 0.03% |
| Wells Fargo Bank NA, 5.95%, due 08/26/2036 | 0.03% |
| Towd Point Mortgage Trust, Series 2015-6, Class A1B, 2.75%, due 04/25/2055 | 0.03% |
| NBCUniversal Enterprise, Inc., 5.25%, due 03/19/2021 | 0.03% |
| BAT Capital Corp., 2.29%, due 08/14/2020 | 0.03% |
| Energizer Holdings, Inc. | 0.03% |
| H&R Block, Inc. | 0.03% |
| Mill City Mortgage Loan Trust, Series 2016-1, Class A1, 2.50%, due 04/25/2057 | 0.03% |
| RJ Reynolds Tobacco Co., 8.12%, due 06/23/2019 | 0.03% |
| Brazil Government International Bond, 4.25%, due 01/07/2025 | 0.03% |
| Federal National Mortgage Association, 5.00%, due 11/01/2039 | 0.03% |
| Voya Financial, Inc. | 0.03% |
| GS Mortgage Securities Corp. II, Series 2013-KING, Class E, 3.43%, due 12/10/2027 | 0.03% |
| Constellation Brands, Inc., 3.70%, due 12/06/2026 | 0.03% |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2010-C1, Class B, 5.95%, due 06/15/2043 | 0.03% |
| VSE VOI Mortgage LLC, Series 2016-A, Class A, 2.54%, due 07/20/2033 | 0.02% |
| Citigroup Capital XIII, 8.89% | 0.02% |
| Indonesia Government International Bond, 5.37%, due 10/17/2023 | 0.02% |
| Atlantic Asset Securitization LLC, 2.39%, due 12/17/2018 | 0.02% |
| Sirius XM Holdings, Inc. | 0.02% |
| Longfellow Place CLO, Ltd., Series 2013-1A, Class ARR, 3.77%, due 04/15/2029 | 0.02% |
| Republic of Poland Government International Bond, 3.00%, due 03/17/2023 | 0.02% |
| CSC Holdings LLC, 10.12%, due 01/15/2023 | 0.02% |
| Sierra Receivables Funding Co. LLC, Series 2017-1A, Class A, 2.91%, due 03/20/2034 | 0.02% |
| Bank of America Corp., 3.41%, due 12/20/2028 | 0.02% |
| Federal National Mortgage Association, 5.00%, due 11/01/2039 | 0.02% |
| EOG Resources, Inc., 2.45%, due 04/01/2020 | 0.02% |
| Sierra Timeshare Receivables Funding LLC, Series 2016-2A, Class A, 2.33%, due 07/20/2033 | 0.02% |
| KLA-Tencor Corp., 4.65%, due 11/01/2024 | 0.02% |
| Continental Resources, Inc., 3.80%, due 06/01/2024 | 0.02% |
| Niagara Mohawk Power Corp., 4.88%, due 08/15/2019 | 0.02% |
| Anglo American Capital PLC, 4.75%, due 04/10/2027 | 0.02% |
| Sprint Corp., 7.25%, due 09/15/2021 | 0.02% |
| U.S. Treasury Note, 1.12%, due 09/30/2021 | 0.02% |
| New Residential Advanced Receivables Trust, Series 2016-T2, Class AT2, 2.57%, due 10/15/2049 | 0.02% |
| Intesa Sanpaolo SpA, 3.37%, due 01/12/2023 | 0.02% |
| Nationstar Mortgage Loan Trust, Series 2013-A, Class A, 3.75%, due 12/25/2052 | 0.02% |
| Arrow Electronics, Inc., 3.25%, due 09/08/2024 | 0.02% |
| General Motors Co., 4.87%, due 10/02/2023 | 0.02% |
| United Rentals, Inc. | 0.02% |
| Nektar Therapeutics | 0.02% |
| Gilead Sciences, Inc., 2.95%, due 03/01/2027 | 0.02% |
| Hilton Grand Vacations Trust, Series 2017-AA, Class A, 2.66%, due 12/26/2028 | 0.02% |
| Colombia Government International Bond, 4.00%, due 02/26/2024 | 0.02% |
| Orange Lake Timeshare Trust, Series 2018-A, Class A, 3.10%, due 11/08/2030 | 0.02% |
| New Residential Mortgage Loan Trust, Series 2014-1A, Class A, 3.75%, due 01/25/2054 | 0.02% |
| New Residential Mortgage Loan Trust, Series 2014-3A, Class AFX3, 3.75%, due 11/25/2054 | 0.02% |
| Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A4, 4.02%, due 03/10/2047 | 0.02% |
| Federal National Mortgage Association, 4.50%, due 06/01/2026 | 0.02% |
| Royal Bank of Scotland Group PLC, 6.00%, due 12/19/2023 | 0.02% |
| American Express Co., 4.05%, due 12/03/2042 | 0.02% |
| Gilead Sciences, Inc., 4.15%, due 03/01/2047 | 0.02% |
| Fidelity National Financial, Inc., 5.50%, due 09/01/2022 | 0.02% |
| Entergy Arkansas, Inc., 3.70%, due 06/01/2024 | 0.02% |
| Orange Lake Timeshare Trust, Series 2015-AA, Class A, 2.88%, due 09/08/2027 | 0.02% |
| Western Gas Partners, LP, 5.37%, due 06/01/2021 | 0.02% |
| Cooperatieve Rabobank UA, 2.25%, due 01/14/2019 | 0.02% |
| Provident Funding Mortgage Loan Trust, Series 2005-1, Class 3A1, 2.86%, due 05/25/2035 | 0.02% |
| Orange Lake Timeshare Trust, Series 2018-A, Class B, 3.35%, due 11/08/2030 | 0.01% |
| Futures Contracts, Long, S&P 500® E-Mini Index | 0.01% |
| Federal National Mortgage Association, 3.32%, due 10/25/2023 | 0.01% |
| JPMorgan Chase & Co., 8.75%, due 09/01/2030 | 0.01% |
| Shell International Finance BV, 3.75%, due 09/12/2046 | 0.01% |
| Federal National Mortgage Association, 5.00%, due 08/01/2039 | 0.01% |
| Coventry Health Care, Inc., 5.45%, due 06/15/2021 | 0.01% |
| America Movil SAB de CV, 4.37%, due 07/16/2042 | 0.01% |
| Cisco Systems, Inc., 2.12%, due 03/01/2019 | 0.01% |
| Mastercard, Inc., 2.00%, due 04/01/2019 | 0.01% |
| LyondellBasell Industries NV, 5.00%, due 04/15/2019 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 02/01/2041 | 0.01% |
| Sprint Corp., 7.87%, due 09/15/2023 | 0.01% |
| Kerr-McGee Corp., 6.95%, due 07/01/2024 | 0.01% |
| FedEx Corp., 5.10%, due 01/15/2044 | 0.01% |
| CVS Health Corp., 5.30%, due 12/05/2043 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 08/01/2036 | 0.01% |
| MVW Owner Trust, Series 2014-1A, Class A, 2.25%, due 09/22/2031 | 0.01% |
| CMS Energy Corp., 4.87%, due 03/01/2044 | 0.01% |
| GTP Acquisition Partners I LLC, 2.35%, due 06/15/2045 | 0.01% |
| HSBC Holdings PLC, 5.25%, due 03/14/2044 | 0.01% |
| Qatar Government International Bond, 3.87%, due 04/23/2023 | 0.01% |
| HSBC Holdings PLC, 4.25%, due 03/14/2024 | 0.01% |
| Peru Government International Bond, 7.35%, due 07/21/2025 | 0.01% |
| Royal Bank of Scotland Group PLC, 6.40%, due 10/21/2019 | 0.01% |
| Husky Energy, Inc., 4.00%, due 04/15/2024 | 0.01% |
| Wells Fargo & Co., 5.90%, due 06/15/2024 | 0.01% |
| Federal National Mortgage Association, 5.00%, due 10/01/2039 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 11/01/2028 | 0.01% |
| PacifiCorp, 5.75%, due 04/01/2037 | 0.01% |
| Sprint Capital Corp., 6.87%, due 11/15/2028 | 0.01% |
| Freeport-McMoRan, Inc., 3.87%, due 03/15/2023 | 0.01% |
| Federal National Mortgage Association, 6.50%, due 05/01/2040 | 0.01% |
| COMM Mortgage Trust, Series 2013-GAM, Class A2, 3.36%, due 02/10/2028 | 0.01% |
| Federal National Mortgage Association, 5.50%, due 06/01/2039 | 0.01% |
| Federal National Mortgage Association, 4.00%, due 06/01/2042 | 0.01% |
| TransCanada PipeLines, Ltd., 3.75%, due 10/16/2023 | 0.01% |
| Credit Suisse Mortgage Capital Certificates, Series 2009-11R, Class 5A1, 3.78%, due 08/26/2036 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 10/01/2028 | 0.01% |
| Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A3, 3.75%, due 03/10/2047 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 01/01/2029 | 0.01% |
| TransCanada PipeLines, Ltd., 4.62%, due 03/01/2034 | 0.01% |
| Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-RMP1, Class A2, 2.43%, due 12/25/2036 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 04/01/2040 | 0.01% |
| NRZ Advance Receivables Trust, Series 2016-T3, Class AT3, 2.83%, due 10/16/2051 | 0.01% |
| Schlumberger Investment SA, 3.65%, due 12/01/2023 | 0.01% |
| BB-UBS Trust, Interest Only STRIPS, Series 2012-SHOW, Class XA, 0.59%, due 11/05/2036 | 0.01% |
| Jersey Central Power & Light Co., 7.35%, due 02/01/2019 | 0.01% |
| Cleveland Electric Illuminating Co., 5.95%, due 12/15/2036 | 0.01% |
| CIT Group, Inc., 4.12%, due 03/09/2021 | 0.01% |
| Federal Home Loan Mortgage Corp., 5.50%, due 06/01/2041 | 0.01% |
| Williams Cos., Inc., 5.40%, due 03/04/2044 | 0.01% |
| Williams Cos., Inc., 7.87%, due 09/01/2021 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 01/01/2040 | 0.01% |
| Port Authority of New York & New Jersey, Series 181, 4.96%, due 08/01/2046 | 0.01% |
| Weatherford International, Ltd., 5.95%, due 04/15/2042 | 0.01% |
| New Jersey Turnpike Authority, Series F, 7.41%, due 01/01/2040 | 0.01% |
| Noble Energy, Inc., 6.00%, due 03/01/2041 | 0.01% |
| COMM Mortgage Trust, Series 2013-GAM, Class A1, 1.70%, due 02/10/2028 | 0.01% |
| President & Fellows of Harvard College, 3.61%, due 10/01/2037 | 0.01% |
| Sierra Timeshare Receivables Funding LLC, Series 2014-2A, Class A, 2.05%, due 06/20/2031 | 0.01% |
| Federal National Mortgage Association, 5.50%, due 08/01/2037 | 0.01% |
| CMS Energy Corp., 3.87%, due 03/01/2024 | 0.01% |
| Federal National Mortgage Association, 3.35%, due 02/01/2043 | 0.01% |
| Oncor Electric Delivery Co. LLC, 5.30%, due 06/01/2042 | 0.01% |
| Williams Cos., Inc., 3.70%, due 01/15/2023 | 0.00%** |
| State Street Corp., Series D, 5.90% | 0.00%** |
| Resideo Technologies, Inc. | 0.00%** |
| Metropolitan Transportation Authority, Series E, 6.81%, due 11/15/2040 | 0.00%** |
| Sierra Timeshare Receivables Funding LLC, Series 2015-1A, Class B, 3.05%, due 03/22/2032 | 0.00%** |
| Apache Corp., 4.75%, due 04/15/2043 | 0.00%** |
| Sierra Timeshare Receivables Funding LLC, Series 2015-1A, Class A, 2.40%, due 03/22/2032 | 0.00%** |
| Los Angeles Community College District, 6.60%, due 08/01/2042 | 0.00%** |
| Federal National Mortgage Association, 3.50%, due 07/01/2028 | 0.00%** |
| JPMorgan Chase & Co., 6.75%, due 02/01/2024 | 0.00%** |
| New York City Water & Sewer System, Series CC, 5.88%, due 06/15/2044 | 0.00%** |
| Cleveland Electric Illuminating Co., 8.87%, due 11/15/2018 | 0.00%** |
| New York State Dormitory Authority, Series H, 5.38%, due 03/15/2040 | 0.00%** |
| Federal Home Loan Mortgage Corp., 6.00%, due 12/01/2037 | 0.00%** |
| Jefferies Resecuritization Trust, Series 2009-R7, Class 1A1, 4.04%, due 02/26/2036 | 0.00%** |
| U.S. Treasury Bond, 3.12%, due 05/15/2048 | 0.00%** |
| Apache Corp., 4.25%, due 01/15/2044 | 0.00%** |
| Municipal Electric Authority of Georgia, Series A, 6.63%, due 04/01/2057 | 0.00%** |
| American International Group, Inc., 8.17%, due 05/15/2068 | 0.00%** |
| University of California, Series AD, 4.85%, due 05/15/2112 | 0.00%** |
| Burlington Northern Santa Fe LLC, 3.75%, due 04/01/2024 | 0.00%** |
| Sierra Timeshare Receivables Funding LLC, Series 2015-3A, Class A, 2.58%, due 09/20/2032 | 0.00%** |
| Crown Castle Towers LLC, 3.72%, due 07/15/2043 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 0.77%, due 02/16/2053 | 0.00%** |
| BCAP LLC Trust, Series 2010-RR1, Class 12A1, 5.25%, due 08/26/2036 | 0.00%** |
| SCE Trust III, Series H, 5.75% | 0.00%** |
| Federal National Mortgage Association, 5.50%, due 01/01/2038 | 0.00%** |
| Federal Home Loan Mortgage Corp., 5.50%, due 07/01/2037 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 02/01/2038 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 06/01/2041 | 0.00%** |
| Federal National Mortgage Association, 5.50%, due 04/01/2037 | 0.00%** |
| Federal National Mortgage Association, 5.50%, due 04/01/2041 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 10/01/2038 | 0.00%** |
| Federal National Mortgage Association, 5.50%, due 11/01/2038 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 05/01/2038 | 0.00%** |
| Federal National Mortgage Association, 4.50%, due 02/01/2025 | 0.00%** |
| Federal National Mortgage Association, 4.50%, due 07/01/2025 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 09/01/2040 | 0.00%** |
| Nexen Energy ULC, 5.87%, due 03/10/2035 | 0.00%** |
| BCAP LLC Trust, Series 2009-RR6, Class 2A1, 4.13%, due 08/26/2035 | 0.00%** |
| Federal Home Loan Mortgage Corp., 5.00%, due 02/01/2024 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 12/01/2038 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 10/01/2038 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 03/01/2038 | 0.00%** |
| Toll Brothers, Inc. | 0.00%** |
| Federal Home Loan Mortgage Corp., 5.50%, due 11/01/2018 | 0.00%** |
| Net Other Assets (Liabilities) | -4.24%** |
Mutual funds, variable annuities and variable life insurance policies are subject to market risk, including the loss of principal. There is no assurance the fund will meet its investment objective. See the fund’s prospectus for complete information on all of the risks inherent with investing in the fund.
*There is no assurance that the securities listed are held beyond the indicated date. The holdings will remain online for six months, starting 15 days after the end of each calendar month.
**This security represents less than 0.01% of total holdings.
The Net Other Assets (Liabilities) category may include, but is not limited to, repurchase agreements, reverse repurchase agreements, security lending collateral, forward foreign currency contracts, and cash collateral.
This list of portfolio holdings is published on a delayed basis, 15 days after the end of each calendar month, and does not necessarily represent the actual investments held by a portfolio at the time of publication. All holdings are subject to change daily. This list has not been audited and is provided for informational use only. It is not intended as a recommendation, offer, or solicitation for the purchase or sale of any security. Transamerica assumes no obligation to update or supplement this list to reflect any change that may occur, and assumes no liability relating to the use of this information.
Unlike the fund’s regulatory filings, the portfolio data and its presentation in this document are not required to conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation requirements. Therefore, it differs from that in the complete statement of investments in the annual and semiannual report to shareholders filed with the SEC on Form N-CSR, and the complete statement of investments provided in the first and third quarter SEC Form N-Q filings for each fiscal year.
Shares of the funds may only be sold by offering the funds’ prospectus. You should consider the investment objective, risks, charges, and expenses of the fund carefully before investing. The prospectus contains this and additional important information regarding the fund. For Transamerica Funds - To obtain the prospectus and/or a summary prospectus, please contact your financial professional or go to transamerica.com. For Transamerica Partners Funds - go to transamericapartners.com. For Transamerica Series Trust portfolios - Investors should carefully consider their investment objectives and risks, along with a product’s charges and expenses before investing. The prospectus includes complete information and other important facts about the variable annuity or variable universal life insurance policy’s charges and expenses. Please contact your financial professional for a prospectus. The prospectus should be read carefully before investing.
Transamerica Series Trust portfolios are only available through the purchase of a variable life insurance policy or variable annuity contract.
No part of this material may be reproduced in any form, or referred to in any publication, without express written permission.
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