|
11/30/2020* |
Transamerica Multi-Managed Balanced VP
| Security Description | % of Total Net Assets |
|---|---|
| Apple, Inc. | 4.09% |
| Microsoft Corp. | 3.88% |
| Amazon.com, Inc. | 3.04% |
| Uniform Mortgage-Backed Security, 3.00%, TBA | 2.33% |
| Uniform Mortgage-Backed Security, 3.50%, TBA | 1.93% |
| Alphabet, Inc., Class A | 1.35% |
| Facebook, Inc., Class A | 1.25% |
| Alphabet, Inc., Class C | 1.08% |
| Mastercard, Inc., Class A | 1.01% |
| Berkshire Hathaway, Inc., Class B | 1.00% |
| PayPal Holdings, Inc. | 0.81% |
| Uniform Mortgage-Backed Security, 2.00%, TBA | 0.81% |
| UnitedHealth Group, Inc. | 0.80% |
| Procter & Gamble Co. | 0.78% |
| Thermo Fisher Scientific, Inc. | 0.72% |
| AbbVie, Inc. | 0.70% |
| Comcast Corp., Class A | 0.68% |
| Netflix, Inc. | 0.67% |
| salesforce.com, Inc. | 0.66% |
| Accenture PLC, Class A | 0.64% |
| NextEra Energy, Inc. | 0.62% |
| Merck & Co., Inc. | 0.62% |
| Texas Instruments, Inc. | 0.61% |
| Home Depot, Inc. | 0.60% |
| Honeywell International, Inc. | 0.59% |
| Lowe's Cos., Inc. | 0.59% |
| Bristol-Myers Squibb Co. | 0.58% |
| Verizon Communications, Inc. | 0.57% |
| U.S. Treasury Note, 0.62%, due 05/15/2030 | 0.56% |
| Visa, Inc., Class A | 0.56% |
| NVIDIA Corp. | 0.55% |
| Medtronic PLC | 0.55% |
| Morgan Stanley | 0.54% |
| Coca-Cola Co. | 0.51% |
| Eli Lilly & Co. | 0.51% |
| Norfolk Southern Corp. | 0.50% |
| U.S. Treasury Bond, 3.12%, due 02/15/2042 | 0.49% |
| Charter Communications, Inc., Class A | 0.48% |
| Citigroup, Inc. | 0.47% |
| NIKE, Inc., Class B | 0.47% |
| Chevron Corp. | 0.47% |
| Johnson & Johnson | 0.47% |
| T-Mobile US, Inc. | 0.46% |
| Intuit, Inc. | 0.45% |
| Applied Materials, Inc. | 0.44% |
| Uniform Mortgage-Backed Security, 2.00%, TBA | 0.43% |
| Uniform Mortgage-Backed Security, 2.50%, TBA | 0.43% |
| Analog Devices, Inc. | 0.43% |
| Le Fayette Asset Securitization LLC, 0.19%, due 02/19/2021 | 0.42% |
| Philip Morris International, Inc. | 0.40% |
| Mondelez International, Inc., Class A | 0.40% |
| National Bank of Canada, 0.17%, due 01/04/2021 | 0.39% |
| U.S. Treasury Bond, 3.62%, due 02/15/2044 | 0.39% |
| U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2024 | 0.39% |
| U.S. Treasury Note, 0.62%, due 08/15/2030 | 0.39% |
| Target Corp. | 0.39% |
| FedEx Corp. | 0.38% |
| Zimmer Biomet Holdings, Inc. | 0.38% |
| Eaton Corp. PLC | 0.38% |
| Manhattan Asset Funding Co. LLC, 0.16%, due 12/01/2020 | 0.37% |
| Anglesea Funding PLC, 0.20%, due 02/04/2021 | 0.37% |
| Skandinaviska Enskilda Banken AB, 0.19%, due 02/17/2021 | 0.37% |
| U.S. Treasury Bill, 0.09%, due 12/31/2020 | 0.37% |
| Uniform Mortgage-Backed Security, 4.00%, TBA | 0.37% |
| Wells Fargo & Co. | 0.37% |
| Cigna Corp. | 0.36% |
| S&P Global, Inc. | 0.36% |
| Advanced Micro Devices, Inc. | 0.36% |
| U.S. Treasury Bond, 2.50%, due 05/15/2046 | 0.35% |
| U.S. Treasury Bond, 2.87%, due 08/15/2045 | 0.35% |
| McKesson Corp. | 0.35% |
| Concord Minutemen Capital Co., 0.23%, due 02/18/2021 | 0.35% |
| U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 | 0.34% |
| Best Buy Co., Inc. | 0.34% |
| Stanley Black & Decker, Inc. | 0.34% |
| U.S. Treasury Note, 1.75%, due 11/15/2029 | 0.34% |
| Trane Technologies PLC | 0.34% |
| Raytheon Technologies Corp. | 0.32% |
| Altria Group, Inc. | 0.32% |
| U.S. Treasury Note, 2.25%, due 11/15/2027 | 0.32% |
| NXP Semiconductors NV | 0.32% |
| Allstate Corp. | 0.32% |
| Constellation Brands, Inc., Class A | 0.31% |
| U.S. Treasury Note, 0.25%, due 08/31/2025 | 0.31% |
| U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2030 | 0.31% |
| U.S. Treasury Bond, 2.50%, due 02/15/2045 | 0.31% |
| Lam Research Corp. | 0.31% |
| Parker-Hannifin Corp. | 0.31% |
| Prologis, Inc., REIT | 0.30% |
| AutoZone, Inc. | 0.30% |
| Goldman Sachs Group, Inc. | 0.30% |
| International Business Machines Corp. | 0.30% |
| Intercontinental Exchange, Inc. | 0.30% |
| CRC Funding LLC, 0.17%, due 12/08/2020 | 0.29% |
| Kimberly-Clark Corp. | 0.29% |
| Eastman Chemical Co. | 0.29% |
| U.S. Treasury Bill, 0.08%, due 02/04/2021 | 0.29% |
| NRZ Advance Receivables Trust, Series 2020-T2, Class AT2, 1.47%, due 09/15/2053 | 0.28% |
| Progressive Corp. | 0.28% |
| Equinix, Inc., REIT | 0.28% |
| U.S. Treasury Note, 2.75%, due 02/15/2028 | 0.28% |
| Cedar Springs Capital Co. LLC, 0.20%, due 01/05/2021 | 0.28% |
| Booking Holdings, Inc. | 0.28% |
| TJX Cos., Inc. | 0.27% |
| Ocwen Master Advance Receivables Trust, Series 2020-T1, Class AT1, 1.27%, due 08/15/2052 | 0.27% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.01%, due 07/25/2025 | 0.27% |
| Capital One Financial Corp. | 0.27% |
| Cancara Asset Securitisation LLC, 0.21%, due 12/03/2020 | 0.27% |
| Atlantic Asset Securitization LLC, 0.20%, due 01/28/2021 | 0.27% |
| Jupiter Securitization Co. LLC, 0.18%, due 02/08/2021 | 0.27% |
| Morgan Stanley Capital Barclays Bank Trust, Series 2016-MART, Class A, 2.20%, due 09/13/2031 | 0.26% |
| COMM Mortgage Trust, Series 2015-3BP, Class A, 3.17%, due 02/10/2035 | 0.26% |
| Baxter International, Inc. | 0.25% |
| Costco Wholesale Corp. | 0.25% |
| U.S. Treasury Bond, 2.75%, due 08/15/2047 | 0.24% |
| U.S. Treasury Bill, 0.10%, due 12/10/2020 | 0.24% |
| Lexington Parker Capital Co. LLC, 0.23%, due 01/13/2021 | 0.24% |
| Leidos Holdings, Inc. | 0.24% |
| Bank of America Corp. | 0.24% |
| KeyCorp | 0.23% |
| Cummins, Inc. | 0.23% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 1.38%, due 06/25/2030 | 0.23% |
| Lennar Corp., Class A | 0.23% |
| Alexion Pharmaceuticals, Inc. | 0.22% |
| U.S. Treasury Bond, 2.00%, due 02/15/2050 | 0.22% |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2012-WLDN, Class A, 3.90%, due 05/05/2030 | 0.22% |
| State Street Corp. | 0.22% |
| Pioneer Natural Resources Co. | 0.22% |
| Uniform Mortgage-Backed Security, 2.50%, TBA | 0.22% |
| US Bancorp | 0.22% |
| Northrop Grumman Corp. | 0.22% |
| Yum! Brands, Inc. | 0.22% |
| Chubb, Ltd. | 0.21% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.06%, due 08/25/2024 | 0.21% |
| Vertex Pharmaceuticals, Inc. | 0.21% |
| Masco Corp. | 0.21% |
| Citigroup, Inc., 3.52%, due 10/27/2028 | 0.20% |
| Deere & Co. | 0.20% |
| Linde PLC | 0.20% |
| BlackRock, Inc. | 0.20% |
| Estee Lauder Cos., Inc., Class A | 0.19% |
| Bank of America Corp., Series MTN, 2.49%, due 02/13/2031 | 0.19% |
| Motel 6 Trust, Series 2017-MTL6, Class C, 1.54%, due 08/15/2034 | 0.19% |
| SBA Tower Trust, 2.83%, due 01/15/2050 | 0.19% |
| Cisco Systems, Inc. | 0.19% |
| Regeneron Pharmaceuticals, Inc. | 0.19% |
| U.S. Treasury Bond, 3.00%, due 08/15/2048 | 0.19% |
| Boston Scientific Corp. | 0.19% |
| Macquarie Bank, Ltd., 0.18%, due 12/03/2020 | 0.19% |
| Towd Point Mortgage Trust, Series 2019-1, Class A1, 3.72%, due 03/25/2058 | 0.19% |
| U.S. Treasury Bond, 2.25%, due 08/15/2046 | 0.18% |
| Seagate Technology PLC | 0.18% |
| Qorvo, Inc. | 0.18% |
| EOG Resources, Inc. | 0.18% |
| CIFC Funding, Ltd., Series 2013-2A, Class A1LR, 1.42%, due 10/18/2030 | 0.18% |
| Becton Dickinson & Co. | 0.18% |
| Regions Financial Corp. | 0.18% |
| U.S. Treasury Note, 1.50%, due 08/15/2026 | 0.18% |
| U.S. Treasury Bond, 4.50%, due 02/15/2036 | 0.17% |
| Sheffield Receivable, 0.17%, due 12/01/2020 | 0.17% |
| Sheffield Receivable, 0.18%, due 02/04/2021 | 0.17% |
| Ameren Corp. | 0.17% |
| U.S. Treasury Note, 1.62%, due 08/15/2029 | 0.17% |
| New Residential Mortgage Loan Trust, Series 2019-5A, Class A1B, 3.50%, due 08/25/2059 | 0.17% |
| VB-S1 Issuer LLC, Series 2018-1A, Class C, 3.41%, due 02/15/2048 | 0.17% |
| Towd Point Mortgage Trust, Series 2020-4, Class A1, 1.75%, due 10/25/2060 | 0.17% |
| Emerson Electric Co. | 0.16% |
| Anthem, Inc. | 0.16% |
| Crown Castle Towers LLC, 3.22%, due 05/15/2042 | 0.16% |
| U.S. Treasury Note, 3.12%, due 11/15/2028 | 0.16% |
| HSBC Bank PLC, 0.20%, due 01/07/2021 | 0.16% |
| Hilton Worldwide Holdings, Inc. | 0.16% |
| Entergy Corp. | 0.16% |
| Public Service Enterprise Group, Inc. | 0.16% |
| General Motors Co. | 0.15% |
| Dollar Tree, Inc. | 0.15% |
| Xcel Energy, Inc. | 0.15% |
| U.S. Treasury Note, 2.12%, due 06/30/2021 | 0.15% |
| U.S. Treasury Note, 2.50%, due 05/15/2024 | 0.15% |
| Lexington Parker Capital Co. LLC, 0.23%, due 02/10/2021 | 0.15% |
| U.S. Treasury Bond, 5.25%, due 02/15/2029 | 0.15% |
| Chariot Funding LLC, 0.16%, due 01/04/2021 | 0.15% |
| DTE Energy Co. | 0.15% |
| Avery Dennison Corp. | 0.15% |
| Phillips 66 | 0.15% |
| Discovery, Inc., Class C | 0.15% |
| Intel Corp. | 0.15% |
| Illumina, Inc. | 0.15% |
| JPMorgan Chase & Co., 2.95%, due 05/13/2031 | 0.15% |
| Micron Technology, Inc. | 0.15% |
| Verizon Communications, Inc., 2.98%, due 10/30/2056 | 0.15% |
| Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 | 0.15% |
| New Residential Mortgage Loan Trust, Series 2019-4A, Class A1B, 3.50%, due 12/25/2058 | 0.14% |
| TE Connectivity, Ltd. | 0.14% |
| Macquarie Bank, Ltd., 0.17%, due 12/03/2020 | 0.14% |
| Duke Energy Corp., 3.75%, due 09/01/2046 | 0.14% |
| Citizens Financial Group, Inc. | 0.14% |
| Camden Property Trust, REIT | 0.14% |
| Dow, Inc. | 0.14% |
| Enterprise Products Operating LLC, 4.25%, due 02/15/2048 | 0.14% |
| Workday, Inc., Class A | 0.14% |
| U.S. Treasury Bond, 3.00%, due 05/15/2042 | 0.14% |
| CMS Energy Corp. | 0.14% |
| Starbird Funding Corp., 0.19%, due 02/08/2021 | 0.14% |
| COMM Mortgage Trust, Series 2014-UBS2, Class A5, 3.96%, due 03/10/2047 | 0.14% |
| TSMC Global, Ltd., 1.37%, due 09/28/2030 | 0.14% |
| Crown Holdings, Inc. | 0.14% |
| Carter's, Inc. | 0.13% |
| DuPont de Nemours, Inc. | 0.13% |
| CIFC Funding, Ltd., Series 2017-3A, Class A1, 1.43%, due 07/20/2030 | 0.13% |
| Biogen, Inc. | 0.13% |
| Microchip Technology, Inc. | 0.13% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.49%, due 01/25/2024 | 0.13% |
| Credit Agricole SA, 3.25%, due 01/14/2030 | 0.13% |
| U.S. Treasury Note, 2.87%, due 05/15/2028 | 0.13% |
| Union Pacific Corp. | 0.13% |
| U.S. Treasury Bond, 3.00%, due 02/15/2049 | 0.13% |
| U.S. Treasury Note, 2.37%, due 05/15/2029 | 0.13% |
| Morgan Stanley, Series MTN, 3.70%, due 10/23/2024 | 0.13% |
| Aviation Capital Group LLC, 5.50%, due 12/15/2024 | 0.12% |
| BP Capital Markets PLC, 3.11%, due 05/04/2026 | 0.12% |
| Walmart, Inc., 3.62%, due 12/15/2047 | 0.12% |
| Air Products & Chemicals, Inc. | 0.12% |
| DTE Electric Co., 4.30%, due 07/01/2044 | 0.12% |
| One Market Plaza Trust, Series 2017-1MKT, Class A, 3.61%, due 02/10/2032 | 0.12% |
| Fontainebleau Miami Beach Trust, Series 2019-FBLU, Class B, 3.44%, due 12/10/2036 | 0.12% |
| WestRock Co. | 0.12% |
| Reinsurance Group of America, Inc., 3.90%, due 05/15/2029 | 0.12% |
| UniCredit SpA, 2.56%, due 09/22/2026 | 0.12% |
| Discovery, Inc., Class A | 0.12% |
| Southwest Airlines Co. | 0.12% |
| Intuitive Surgical, Inc. | 0.11% |
| Mid-America Apartment Communities, Inc., REIT | 0.11% |
| Magna International, Inc. | 0.11% |
| Verizon Communications, Inc., 1.68%, due 10/30/2030 | 0.11% |
| Mexico Government International Bond, 3.75%, due 01/11/2028 | 0.11% |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2012-C6, Class AS, 3.47%, due 11/15/2045 | 0.11% |
| Exelon Corp. | 0.11% |
| Commerzbank AG, 8.12%, due 09/19/2023 | 0.11% |
| U.S. Treasury Bond, 2.75%, due 11/15/2047 | 0.11% |
| COMM Mortgage Trust, Series 2013-WWP, Class B, 3.72%, due 03/10/2031 | 0.11% |
| Discover Bank, 4.65%, due 09/13/2028 | 0.11% |
| Sumitomo Mitsui Brokerage Corp., 0.20%, due 02/11/2021 | 0.11% |
| Bank of America Corp., 3.41%, due 12/20/2028 | 0.11% |
| Marsh & McLennan Cos., Inc. | 0.11% |
| QUALCOMM, Inc. | 0.11% |
| Boeing Co., 3.50%, due 03/01/2039 | 0.11% |
| Occidental Petroleum Corp., 5.55%, due 03/15/2026 | 0.10% |
| Celanese Corp. | 0.10% |
| BAT Capital Corp., 2.25%, due 03/25/2028 | 0.10% |
| U.S. Treasury Note, 2.25%, due 11/15/2025 | 0.10% |
| Snap-on, Inc. | 0.10% |
| CSX Corp. | 0.10% |
| ConocoPhillips | 0.10% |
| Palmer Square CLO, Ltd., Series 2015-2A, Class A1R2, 1.31%, due 07/20/2030 | 0.10% |
| Goldman Sachs Group, Inc., 6.75%, due 10/01/2037 | 0.10% |
| General Dynamics Corp. | 0.10% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.89%, due 06/25/2027 | 0.10% |
| Pfizer, Inc. | 0.10% |
| U.S. Treasury Inflation-Indexed Bond, 0.25%, due 02/15/2050 | 0.10% |
| Shell International Finance BV, 2.50%, due 09/12/2026 | 0.10% |
| Booz Allen Hamilton Holding Corp. | 0.10% |
| U.S. Treasury Inflation-Indexed Bond, 1.75%, due 01/15/2028 | 0.10% |
| GS Mortgage Securities Trust, Series 2013-G1, Class A2, 3.55%, due 04/10/2031 | 0.10% |
| Freeport-McMoRan, Inc., 3.87%, due 03/15/2023 | 0.10% |
| COMM Mortgage Trust, Series 2013-CR11, Class AM, 4.71%, due 08/10/2050 | 0.10% |
| Delta Air Lines Pass-Through Trust, 6.82%, due 02/10/2024 | 0.10% |
| Quest Diagnostics, Inc., 4.20%, due 06/30/2029 | 0.10% |
| Towd Point Mortgage Trust, Series 2017-4, Class A1, 2.75%, due 06/25/2057 | 0.09% |
| Starbird Funding Corp., 0.20%, due 02/22/2021 | 0.09% |
| Truist Financial Corp. | 0.09% |
| Newmont Corp. | 0.09% |
| Towd Point Mortgage Trust, Series 2017-1, Class A1, 2.75%, due 10/25/2056 | 0.09% |
| Avolon Holdings Funding, Ltd., 4.37%, due 05/01/2026 | 0.09% |
| U.S. Treasury Note, 2.87%, due 08/15/2028 | 0.09% |
| Hartford Financial Services Group, Inc. | 0.09% |
| BMW US Capital LLC, 2.80%, due 04/11/2026 | 0.09% |
| Kroger Co. | 0.09% |
| Nieuw Amsterdam Receivables Corp., 0.17%, due 12/10/2020 | 0.09% |
| Macquarie Bank, Ltd., 3.62%, due 06/03/2030 | 0.09% |
| UBS AG, 7.62%, due 08/17/2022 | 0.09% |
| JPMorgan Chase & Co., 3.10%, due 04/22/2041 | 0.09% |
| Keurig Dr. Pepper, Inc., 3.20%, due 05/01/2030 | 0.09% |
| Highwoods Realty, LP, 3.05%, due 02/15/2030 | 0.09% |
| LMA SA / LMA Americas LLC, 0.18%, due 02/04/2021 | 0.09% |
| Sierra Timeshare Receivables Funding LLC, Series 2020-2A, Class A, 1.33%, due 07/20/2037 | 0.09% |
| MSCI, Inc. | 0.09% |
| Baidu, Inc., 4.37%, due 05/14/2024 | 0.09% |
| JPMorgan Chase & Co., 4.12%, due 12/15/2026 | 0.09% |
| New Residential Mortgage Loan Trust, Series 2017-3A, Class A1, 4.00%, due 04/25/2057 | 0.09% |
| Microsoft Corp., 3.30%, due 02/06/2027 | 0.09% |
| Credit Suisse Group AG, 3.80%, due 06/09/2023 | 0.09% |
| BB-UBS Trust, Series 2012-TFT, Class A, 2.89%, due 06/05/2030 | 0.09% |
| Western Digital Corp., 4.75%, due 02/15/2026 | 0.09% |
| SBA Tower Trust, 3.44%, due 03/15/2048 | 0.09% |
| Anglo American Capital PLC, 4.00%, due 09/11/2027 | 0.09% |
| LyondellBasell Industries NV, Class A | 0.09% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.45%, due 08/25/2023 | 0.09% |
| Takeda Pharmaceutical Co., Ltd., 5.00%, due 11/26/2028 | 0.09% |
| Markel Corp., 3.35%, due 09/17/2029 | 0.09% |
| Schlumberger Holdings Corp., 3.90%, due 05/17/2028 | 0.09% |
| Charta LLC, 0.17%, due 01/15/2021 | 0.08% |
| Lazard Group LLC, 4.50%, due 09/19/2028 | 0.08% |
| Abbott Laboratories | 0.08% |
| U.S. Treasury Note, 1.50%, due 02/15/2030 | 0.08% |
| Palisades Center Trust, Series 2016-PLSD, Class A, 2.71%, due 04/13/2033 | 0.08% |
| NBCUniversal Media LLC, 4.45%, due 01/15/2043 | 0.08% |
| Prudential Financial, Inc., 3.70%, due 10/01/2050 | 0.08% |
| Towd Point Mortgage Trust, Series 2018-4, Class A1, 3.00%, due 06/25/2058 | 0.08% |
| LafargeHolcim Finance LLC, 4.75%, due 09/22/2046 | 0.08% |
| Amgen, Inc. | 0.08% |
| Electronic Arts, Inc. | 0.08% |
| MarketAxess Holdings, Inc. | 0.08% |
| Keysight Technologies, Inc., 4.60%, due 04/06/2027 | 0.08% |
| Danske Bank A/S, 3.24%, due 12/20/2025 | 0.08% |
| Boston Scientific Corp., 4.70%, due 03/01/2049 | 0.08% |
| Centene Corp., 3.00%, due 10/15/2030 | 0.08% |
| CVS Health Corp., 3.75%, due 04/01/2030 | 0.08% |
| Petroleos Mexicanos, 6.84%, due 01/23/2030 | 0.08% |
| Boeing Co., 5.15%, due 05/01/2030 | 0.08% |
| JGWPT XXVIII LLC, Series 2013-1A, Class A, 3.22%, due 04/15/2067 | 0.08% |
| Commercial Mortgage Pass-Through Certificates Trust, Series 2012-LTRT, Class A2, 3.39%, due 10/05/2030 | 0.08% |
| U.S. Treasury Bond, 3.50%, due 02/15/2039 | 0.08% |
| Delta Air Lines, Inc. | 0.08% |
| Oncor Electric Delivery Co. LLC, 4.10%, due 06/01/2022 | 0.08% |
| DENTSPLY SIRONA, Inc., 3.25%, due 06/01/2030 | 0.08% |
| Intercontinental Exchange, Inc., 1.85%, due 09/15/2032 | 0.08% |
| U.S. Treasury Note, 1.75%, due 07/31/2021 | 0.08% |
| U.S. Treasury Note, 2.37%, due 01/31/2023 | 0.08% |
| Sempra Energy | 0.08% |
| Anheuser-Busch InBev Worldwide, Inc., 4.75%, due 01/23/2029 | 0.08% |
| Ventas, Inc., REIT | 0.08% |
| Cintas Corp. | 0.08% |
| Campbell Soup Co., 2.37%, due 04/24/2030 | 0.07% |
| Tencent Holdings, Ltd., 3.28%, due 04/11/2024 | 0.07% |
| Octagon Investment Partners 33, Ltd., Series 2017-1A, Class A1, 1.40%, due 01/20/2031 | 0.07% |
| T-Mobile USA, Inc., 3.87%, due 04/15/2030 | 0.07% |
| SBA Tower Trust, 3.16%, due 04/09/2047 | 0.07% |
| Longfellow Place CLO, Ltd., Series 2013-1A, Class ARR, 1.57%, due 04/15/2029 | 0.07% |
| Fiserv, Inc., 3.50%, due 07/01/2029 | 0.07% |
| Indonesia Government International Bond, 4.75%, due 01/08/2026 | 0.07% |
| SBA Tower Trust, 1.88%, due 07/15/2050 | 0.07% |
| Altice USA, Inc., Class A | 0.07% |
| Equinix, Inc., 5.37%, due 05/15/2027 | 0.07% |
| Apple, Inc., 2.85%, due 02/23/2023 | 0.07% |
| Australia & New Zealand Banking Group, Ltd., 2.57%, due 11/25/2035 | 0.07% |
| Morgan Stanley, Series MTN, 2.69%, due 01/22/2031 | 0.07% |
| Cheniere Energy, Inc. | 0.07% |
| New Residential Mortgage Loan Trust, Series 2017-4A, Class A1, 4.00%, due 05/25/2057 | 0.07% |
| Diamondback Energy, Inc. | 0.07% |
| Kinder Morgan Energy Partners, LP, 4.15%, due 02/01/2024 | 0.07% |
| U.S. Treasury Note, 1.12%, due 06/30/2021 | 0.07% |
| D.R. Horton, Inc., 4.37%, due 09/15/2022 | 0.07% |
| American International Group, Inc. | 0.07% |
| State of California, 7.30%, due 10/01/2039 | 0.07% |
| Colombia Government International Bond, 4.50%, due 01/28/2026 | 0.07% |
| Verisk Analytics, Inc. | 0.07% |
| U.S. Treasury Note, 0.25%, due 05/31/2025 | 0.07% |
| Health Care Service Corp., 2.20%, due 06/01/2030 | 0.07% |
| JetBlue Pass-Through Trust, 2.75%, due 11/15/2033 | 0.06% |
| New Residential Mortgage Loan Trust, Series 2018-1A, Class A1A, 4.00%, due 12/25/2057 | 0.06% |
| Lyft, Inc., Class A | 0.06% |
| Credit Suisse Group AG, 3.75%, due 03/26/2025 | 0.06% |
| Weyerhaeuser Co., 4.00%, due 04/15/2030 | 0.06% |
| Towd Point Mortgage Trust, Series 2018-1, Class A1, 3.00%, due 01/25/2058 | 0.06% |
| State of California, 7.60%, due 11/01/2040 | 0.06% |
| Kinder Morgan, Inc. | 0.06% |
| Hughes Satellite Systems Corp., 7.62%, due 06/15/2021 | 0.06% |
| Barclays Bank PLC, 10.17%, due 06/12/2021 | 0.06% |
| Carlisle Cos., Inc., 3.75%, due 12/01/2027 | 0.06% |
| BBCMS Trust, Series 2015-MSQ, Class B, 3.89%, due 09/15/2032 | 0.06% |
| Nokia OYJ, 3.37%, due 06/12/2022 | 0.06% |
| Lam Research Corp., 3.75%, due 03/15/2026 | 0.06% |
| Edwards Lifesciences Corp. | 0.06% |
| Carrier Global Corp., 2.72%, due 02/15/2030 | 0.06% |
| Duke Energy Progress LLC, 3.60%, due 09/15/2047 | 0.06% |
| Royalty Pharma PLC, 2.20%, due 09/02/2030 | 0.06% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.50%, due 09/15/2023 | 0.06% |
| ViacomCBS, Inc., 4.20%, due 05/19/2032 | 0.06% |
| QUALCOMM, Inc., 3.25%, due 05/20/2027 | 0.06% |
| Carrier Global Corp. | 0.06% |
| Santander UK Group Holdings PLC, 5.62%, due 09/15/2045 | 0.06% |
| Natwest Group PLC, 3.03%, due 11/28/2035 | 0.06% |
| DexCom, Inc. | 0.06% |
| NBCUniversal Enterprise, Inc., 5.25%, due 03/19/2021 | 0.06% |
| Nutrition & Biosciences, Inc., 2.30%, due 11/01/2030 | 0.06% |
| Deutsche Bank AG, 3.54%, due 09/18/2031 | 0.06% |
| CRH America Finance, Inc., 4.50%, due 04/04/2048 | 0.06% |
| Black Hills Corp., 4.25%, due 11/30/2023 | 0.06% |
| Wellfleet CLO, Ltd., Series 2016-2A, Class A1R, 1.35%, due 10/20/2028 | 0.06% |
| New Residential Mortgage Loan Trust, Series 2017-1A, Class A1, 4.00%, due 02/25/2057 | 0.06% |
| General Motors Co., 6.25%, due 10/02/2043 | 0.06% |
| Bank of America Corp., Series MTN, 2.67%, due 06/19/2041 | 0.06% |
| T. Rowe Price Group, Inc. | 0.06% |
| Syngenta Finance NV, 3.93%, due 04/23/2021 | 0.06% |
| American International Group, Inc., 4.25%, due 03/15/2029 | 0.06% |
| New Residential Mortgage Loan Trust, Series 2017-2A, Class A3, 4.00%, due 03/25/2057 | 0.06% |
| United Airlines Pass-Through Trust, 3.75%, due 03/03/2028 | 0.06% |
| ICG CLO, Ltd., Series 2014-1A, Class A1R, 1.43%, due 01/20/2030 | 0.06% |
| Experian Finance PLC, 2.75%, due 03/08/2030 | 0.06% |
| U.S. Treasury Note, 2.12%, due 06/30/2022 | 0.06% |
| Danaher Corp., 2.60%, due 10/01/2050 | 0.06% |
| Smith & Nephew PLC, 2.03%, due 10/14/2030 | 0.06% |
| America Movil SAB de CV, 3.12%, due 07/16/2022 | 0.06% |
| Alphabet, Inc., 1.10%, due 08/15/2030 | 0.06% |
| Anheuser-Busch InBev Worldwide, Inc., 4.43%, due 10/06/2048 | 0.06% |
| Bayer US Finance II LLC, 4.37%, due 12/15/2028 | 0.06% |
| Sysco Corp., 3.30%, due 07/15/2026 | 0.06% |
| AstraZeneca PLC, 4.37%, due 08/17/2048 | 0.06% |
| Infor, Inc., 1.75%, due 07/15/2025 | 0.06% |
| Pacific Gas & Electric Co., 2.50%, due 02/01/2031 | 0.05% |
| Alcon Finance Corp., 2.75%, due 09/23/2026 | 0.05% |
| Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 | 0.05% |
| VEREIT Operating Partnership, LP, 2.20%, due 06/15/2028 | 0.05% |
| Xilinx, Inc., 2.37%, due 06/01/2030 | 0.05% |
| National Retail Properties, Inc., 2.50%, due 04/15/2030 | 0.05% |
| Allianz SE, 3.50%, due 11/17/2025 | 0.05% |
| Morgan Stanley, 5.00%, due 11/24/2025 | 0.05% |
| Amphenol Corp., 2.80%, due 02/15/2030 | 0.05% |
| NVIDIA Corp., 2.85%, due 04/01/2030 | 0.05% |
| Federal National Mortgage Association, 6.00%, due 06/01/2041 | 0.05% |
| Amgen, Inc., 2.20%, due 02/21/2027 | 0.05% |
| Bristol-Myers Squibb Co., 1.45%, due 11/13/2030 | 0.05% |
| AstraZeneca PLC, 2.37%, due 06/12/2022 | 0.05% |
| U.S. Treasury Bond, 1.25%, due 05/15/2050 | 0.05% |
| Packaging Corp. of America | 0.05% |
| American International Group, Inc., 4.20%, due 04/01/2028 | 0.05% |
| PacifiCorp, 3.60%, due 04/01/2024 | 0.05% |
| QUALCOMM, Inc., 3.25%, due 05/20/2050 | 0.05% |
| Williams Cos., Inc. | 0.05% |
| Federal Realty Investment Trust, 1.25%, due 02/15/2026 | 0.05% |
| American Electric Power Co., Inc., 2.95%, due 12/15/2022 | 0.05% |
| Level 3 Financing, Inc., 3.40%, due 03/01/2027 | 0.05% |
| Adobe, Inc., 2.15%, due 02/01/2027 | 0.05% |
| Cigna Corp., 2.40%, due 03/15/2030 | 0.05% |
| Expedia Group, Inc., 3.80%, due 02/15/2028 | 0.05% |
| U.S. Treasury Note, 2.87%, due 09/30/2023 | 0.05% |
| General Electric Co., Series MTN, 6.87%, due 01/10/2039 | 0.05% |
| BAT Capital Corp., 4.90%, due 04/02/2030 | 0.05% |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class B, 4.49%, due 08/15/2046 | 0.05% |
| Anthem, Inc., 2.25%, due 05/15/2030 | 0.05% |
| New Residential Mortgage Loan Trust, Series 2016-4A, Class A1, 3.75%, due 11/25/2056 | 0.05% |
| Waste Connections, Inc., 2.60%, due 02/01/2030 | 0.05% |
| Equity Lifestyle Properties, Inc., REIT | 0.05% |
| CyrusOne, LP / CyrusOne Finance Corp., 2.90%, due 11/15/2024 | 0.05% |
| U.S. Treasury Note, 2.62%, due 02/15/2029 | 0.05% |
| KLA Corp., 3.30%, due 03/01/2050 | 0.05% |
| New Residential Advance Receivables Trust, Series 2020-T1, Class AT1, 1.42%, due 08/15/2053 | 0.05% |
| UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 | 0.05% |
| Altria Group, Inc., 3.40%, due 05/06/2030 | 0.05% |
| Centene Corp., 3.37%, due 02/15/2030 | 0.05% |
| JG Wentworth XXII LLC, Series 2010-3A, Class A, 3.82%, due 12/15/2048 | 0.05% |
| Element Fleet Management Corp., 3.85%, due 06/15/2025 | 0.05% |
| Hewlett Packard Enterprise Co., 4.45%, due 10/02/2023 | 0.05% |
| UnitedHealth Group, Inc., 2.00%, due 05/15/2030 | 0.05% |
| Quanta Services, Inc., 2.90%, due 10/01/2030 | 0.05% |
| Ally Financial, Inc., 3.87%, due 05/21/2024 | 0.05% |
| Duke Energy Corp., 3.75%, due 04/15/2024 | 0.05% |
| US Airways Pass-Through Trust, 5.37%, due 05/15/2023 | 0.05% |
| BlueMountain CLO, Ltd., Series 2015-2A, Class A1R, 1.14%, due 07/18/2027 | 0.05% |
| FleetCor Technologies, Inc. | 0.05% |
| Citigroup Mortgage Loan Trust, Inc., Series 2018-RP1, Class A1, 3.00%, due 09/25/2064 | 0.05% |
| American Tower Trust #1, 3.65%, due 03/15/2048 | 0.05% |
| SPS Servicer Advance Receivables Trust II, Series 2020-T1, Class AT1, 1.28%, due 11/15/2052 | 0.04% |
| Healthcare Trust of America Holdings, LP, 3.10%, due 02/15/2030 | 0.04% |
| New Residential Mortgage Loan Trust, Series 2018-RPL1, Class A1, 3.50%, due 12/25/2057 | 0.04% |
| Houston Galleria Mall Trust, Series 2015-HGLR, Class A1A2, 3.08%, due 03/05/2037 | 0.04% |
| Towd Point Mortgage Trust, Series 2016-2, Class A1A, 2.75%, due 08/25/2055 | 0.04% |
| Voya Financial, Inc. | 0.04% |
| Fidelity National Information Services, Inc., 3.75%, due 05/21/2029 | 0.04% |
| Banco Santander SA, 2.74%, due 12/03/2030 | 0.04% |
| Intel Corp., 2.87%, due 05/11/2024 | 0.04% |
| Equifax, Inc., 2.60%, due 12/01/2024 | 0.04% |
| Ashtead Capital, Inc., 4.25%, due 11/01/2029 | 0.04% |
| CSX Corp., 3.80%, due 11/01/2046 | 0.04% |
| BorgWarner, Inc., 3.37%, due 03/15/2025 | 0.04% |
| BB-UBS Trust, Series 2012-TFT, Class C, 3.58%, due 06/05/2030 | 0.04% |
| L3 Harris Technologies, Inc., 2.90%, due 12/15/2029 | 0.04% |
| Life Storage, LP, 4.00%, due 06/15/2029 | 0.04% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 | 0.04% |
| Thermo Fisher Scientific, Inc., 5.30%, due 02/01/2044 | 0.04% |
| Chile Government International Bond, 3.50%, due 01/25/2050 | 0.04% |
| Orange Lake Timeshare Trust, Series 2016-A, Class A, 2.61%, due 03/08/2029 | 0.04% |
| Plains All American Pipeline, LP / PAA Finance Corp., 3.55%, due 12/15/2029 | 0.04% |
| Centene Corp. | 0.04% |
| Energy Transfer Operating, LP, 5.15%, due 02/01/2043 | 0.04% |
| Volkswagen Group of America Finance LLC, 1.62%, due 11/24/2027 | 0.04% |
| BBCMS Trust, Series 2013-TYSN, Class B, 4.04%, due 09/05/2032 | 0.04% |
| Sensata Technologies, Inc., Co., 4.37%, due 02/15/2030 | 0.04% |
| Energy Transfer Operating, LP, 5.95%, due 10/01/2043 | 0.04% |
| Intuit, Inc., 1.35%, due 07/15/2027 | 0.04% |
| Barclays PLC, 5.20%, due 05/12/2026 | 0.04% |
| Avolon Holdings Funding, Ltd., 5.50%, due 01/15/2026 | 0.04% |
| Healthpeak Properties, Inc., 3.50%, due 07/15/2029 | 0.04% |
| AbbVie, Inc., 3.20%, due 05/14/2026 | 0.04% |
| Noble Energy, Inc., 3.25%, due 10/15/2029 | 0.04% |
| ERAC USA Finance LLC, 3.85%, due 11/15/2024 | 0.04% |
| Lam Research Corp., 1.90%, due 06/15/2030 | 0.04% |
| CVS Health Corp., 2.70%, due 08/21/2040 | 0.04% |
| Sprint Corp., 7.87%, due 09/15/2023 | 0.04% |
| Federal National Mortgage Association, 5.00%, due 04/01/2039 | 0.04% |
| Sun Communities, Inc., REIT | 0.04% |
| AbbVie, Inc., 4.05%, due 11/21/2039 | 0.04% |
| Merck & Co., Inc., 3.40%, due 03/07/2029 | 0.04% |
| Saudi Government International Bond, 2.37%, due 10/26/2021 | 0.04% |
| Welk Resorts LLC, Series 2017-AA, Class A, 2.82%, due 06/15/2033 | 0.04% |
| Deutsche Bank AG, 2.12%, due 11/24/2026 | 0.04% |
| New Residential Mortgage Loan Trust, Series 2014-2A, Class A3, 3.75%, due 05/25/2054 | 0.04% |
| Xylem, Inc., 1.95%, due 01/30/2028 | 0.04% |
| Ford Motor Credit Co. LLC, 3.37%, due 11/13/2025 | 0.04% |
| ERAC USA Finance LLC, 3.30%, due 12/01/2026 | 0.04% |
| COMM Mortgage Trust, Series 2016-GCT, Class C, 3.57%, due 08/10/2029 | 0.04% |
| New Residential Mortgage Loan Trust, Series 2016-3A, Class A1B, 3.25%, due 09/25/2056 | 0.04% |
| Sabine Pass Liquefaction LLC, 4.20%, due 03/15/2028 | 0.04% |
| Conagra Brands, Inc. | 0.04% |
| U.S. Treasury Bond, 2.87%, due 05/15/2049 | 0.04% |
| BAE Systems PLC, 3.40%, due 04/15/2030 | 0.04% |
| Intesa Sanpaolo SpA, 5.01%, due 06/26/2024 | 0.04% |
| American Airlines Pass-Through Trust, 3.20%, due 12/15/2029 | 0.04% |
| Fortinet, Inc. | 0.04% |
| Pacific LifeCorp, 3.35%, due 09/15/2050 | 0.04% |
| Zoetis, Inc., 2.00%, due 05/15/2030 | 0.04% |
| Towd Point Mortgage Trust, Series 2017-2, Class A1, 2.75%, due 04/25/2057 | 0.04% |
| Energy Transfer Operating, LP, 4.90%, due 02/01/2024 | 0.03% |
| HCA, Inc., 4.12%, due 06/15/2029 | 0.03% |
| Boardwalk Pipelines, LP, 3.40%, due 02/15/2031 | 0.03% |
| Constellation Brands, Inc., 3.15%, due 08/01/2029 | 0.03% |
| Anheuser-Busch InBev Worldwide, Inc., 4.15%, due 01/23/2025 | 0.03% |
| Petroleos Mexicanos, 6.50%, due 01/23/2029 | 0.03% |
| Motorola Solutions, Inc. | 0.03% |
| Biogen, Inc., 2.25%, due 05/01/2030 | 0.03% |
| Hutchison Whampoa International 11, Ltd., 4.62%, due 01/13/2022 | 0.03% |
| Panama Government International Bond, 3.87%, due 03/17/2028 | 0.03% |
| Public Service Enterprise Group, Inc., 2.65%, due 11/15/2022 | 0.03% |
| Wells Fargo & Co., 5.90%, due 06/15/2024 | 0.03% |
| Apple, Inc., 2.65%, due 05/11/2050 | 0.03% |
| Energy Transfer Operating, LP, 7.60%, due 02/01/2024 | 0.03% |
| Mid-America Apartments, LP, 1.70%, due 02/15/2031 | 0.03% |
| ERAC USA Finance LLC, 2.70%, due 11/01/2023 | 0.03% |
| Federal National Mortgage Association, 5.50%, due 12/01/2041 | 0.03% |
| Waters Corp. | 0.03% |
| Bristol-Myers Squibb Co., 3.20%, due 06/15/2026 | 0.03% |
| Huntington Ingalls Industries, Inc., 3.84%, due 05/01/2025 | 0.03% |
| Public Storage, REIT | 0.03% |
| Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75%, due 10/25/2057 | 0.03% |
| Public Service Electric & Gas Co., Series MTN, 3.00%, due 05/15/2025 | 0.03% |
| Atlantic Asset Securitization LLC, 0.18%, due 02/04/2021 | 0.03% |
| Appalachian Power Co., 3.40%, due 06/01/2025 | 0.03% |
| MetLife, Inc. | 0.03% |
| Laurel Road Prime Student Loan Trust, Series 2018-B, Class A2FX, 3.54%, due 05/26/2043 | 0.03% |
| Viatris, Inc., 2.30%, due 06/22/2027 | 0.03% |
| Towd Point Mortgage Trust, Series 2016-4, Class A1, 2.25%, due 07/25/2056 | 0.03% |
| 321 Henderson Receivables VI LLC, Series 2010-1A, Class A, 5.56%, due 07/15/2059 | 0.03% |
| CSX Corp., 3.80%, due 04/15/2050 | 0.03% |
| Corporate Office Properties, LP, 2.25%, due 03/15/2026 | 0.03% |
| Clear Channel Worldwide Holdings, Inc., 5.12%, due 08/15/2027 | 0.03% |
| Abbott Laboratories, 1.40%, due 06/30/2030 | 0.03% |
| Agree, LP, 2.90%, due 10/01/2030 | 0.03% |
| Brazil Government International Bond, 4.25%, due 01/07/2025 | 0.03% |
| Realty Income Corp., 3.25%, due 01/15/2031 | 0.03% |
| American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 | 0.03% |
| Towd Point Mortgage Trust, Series 2017-3, Class A1, 2.75%, due 07/25/2057 | 0.03% |
| Burlington Northern Santa Fe LLC, 3.00%, due 03/15/2023 | 0.03% |
| NXP BV / NXP Funding LLC / NXP USA, Inc., 3.40%, due 05/01/2030 | 0.03% |
| Federal Home Loan Mortgage Corp., 5.00%, due 08/01/2035 | 0.03% |
| Arrow Electronics, Inc., 3.87%, due 01/12/2028 | 0.03% |
| Realty Income Corp., REIT | 0.03% |
| SolarCity LMC LLC, Series 2014-2, Class A, 4.02%, due 07/20/2044 | 0.03% |
| ABIOMED, Inc. | 0.03% |
| Micron Technology, Inc., 2.49%, due 04/24/2023 | 0.03% |
| New Residential Mortgage Loan Trust, Series 2016-2A, Class A1, 3.75%, due 11/26/2035 | 0.02% |
| Indonesia Government International Bond, 5.37%, due 10/17/2023 | 0.02% |
| MVW Owner Trust, Series 2019-1A, Class A, 2.89%, due 11/20/2036 | 0.02% |
| HCA, Inc., 5.25%, due 04/15/2025 | 0.02% |
| Sierra Timeshare Receivables Funding LLC, Series 2019-1A, Class A, 3.20%, due 01/20/2036 | 0.02% |
| Republic of Poland Government International Bond, 3.00%, due 03/17/2023 | 0.02% |
| UDR, Inc., REIT | 0.02% |
| Anglo American Capital PLC, 4.75%, due 04/10/2027 | 0.02% |
| WP Carey, Inc., 2.40%, due 02/01/2031 | 0.02% |
| Petroleos Mexicanos, 6.87%, due 08/04/2026 | 0.02% |
| Citigroup Capital XIII, 6.58% | 0.02% |
| New Residential Mortgage Loan Trust, Series 2015-2A, Class A1, 3.75%, due 08/25/2055 | 0.02% |
| BXG Receivables Note Trust, Series 2015-A, Class A, 2.88%, due 05/02/2030 | 0.02% |
| AstraZeneca PLC, 4.00%, due 01/17/2029 | 0.02% |
| Orange Lake Timeshare Trust, Series 2019-A, Class A, 3.06%, due 04/09/2038 | 0.02% |
| Towd Point Mortgage Trust, Series 2015-4, Class A1B, 2.75%, due 04/25/2055 | 0.02% |
| U.S. Treasury Note, 1.12%, due 09/30/2021 | 0.02% |
| Arrow Electronics, Inc., 3.25%, due 09/08/2024 | 0.02% |
| Gilead Sciences, Inc., 4.15%, due 03/01/2047 | 0.02% |
| American Express Co., 4.05%, due 12/03/2042 | 0.02% |
| Sprint Corp., 7.25%, due 09/15/2021 | 0.02% |
| General Motors Co., 4.87%, due 10/02/2023 | 0.02% |
| Towd Point Mortgage Trust, Series 2016-3, Class A1, 2.25%, due 04/25/2056 | 0.02% |
| Federal National Mortgage Association, 5.00%, due 11/01/2039 | 0.02% |
| Colombia Government International Bond, 4.00%, due 02/26/2024 | 0.02% |
| Cabot Oil & Gas Corp. | 0.02% |
| Constellation Brands, Inc., 3.70%, due 12/06/2026 | 0.02% |
| America Movil SAB de CV, 4.37%, due 07/16/2042 | 0.02% |
| Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A4, 4.02%, due 03/10/2047 | 0.02% |
| Federal National Mortgage Association, 5.00%, due 11/01/2039 | 0.02% |
| Futures Contracts, Long, S&P 500® E-Mini Index | 0.02% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 6.50%, due 07/15/2025 | 0.02% |
| Shell International Finance BV, 3.75%, due 09/12/2046 | 0.02% |
| Towd Point Mortgage Trust, Series 2016-1, Class A1B, 2.75%, due 02/25/2055 | 0.02% |
| H&R Block, Inc. | 0.01% |
| Entergy Arkansas LLC, 3.70%, due 06/01/2024 | 0.01% |
| Morgan Stanley Resecuritization Trust, Series 2014-R3, Class 2A, 3.00%, due 07/26/2048 | 0.01% |
| Atlantic Asset Securitization LLC, 0.14%, due 12/04/2020 | 0.01% |
| CMS Energy Corp., 4.87%, due 03/01/2044 | 0.01% |
| MetLife Securitization Trust, Series 2019-1A, Class A1A, 3.75%, due 04/25/2058 | 0.01% |
| Towd Point Mortgage Trust, Series 2015-3, Class A1B, 3.00%, due 03/25/2054 | 0.01% |
| Sprint Capital Corp., 6.87%, due 11/15/2028 | 0.01% |
| Saudi Arabian Oil Co., 1.25%, due 11/24/2023 | 0.01% |
| Qatar Government International Bond, 3.87%, due 04/23/2023 | 0.01% |
| CSMC Trust, Series 2014-4R, Class 21A1, 0.80%, due 12/27/2035 | 0.01% |
| Towd Point Mortgage Trust, Series 2015-6, Class A1B, 2.75%, due 04/25/2055 | 0.01% |
| Peru Government International Bond, 7.35%, due 07/21/2025 | 0.01% |
| PacifiCorp, 5.75%, due 04/01/2037 | 0.01% |
| VSE VOI Mortgage LLC, Series 2016-A, Class A, 2.54%, due 07/20/2033 | 0.01% |
| New Residential Mortgage Loan Trust, Series 2014-3A, Class AFX3, 3.75%, due 11/25/2054 | 0.01% |
| Seagate HDD Cayman, 4.12%, due 01/15/2031 | 0.01% |
| Nationstar Mortgage Loan Trust, Series 2013-A, Class A, 3.75%, due 12/25/2052 | 0.01% |
| Towd Point Mortgage Trust, Series 2015-5, Class A1B, 2.75%, due 05/25/2055 | 0.01% |
| New Residential Mortgage Loan Trust, Series 2014-1A, Class A, 3.75%, due 01/25/2054 | 0.01% |
| Mill City Mortgage Loan Trust, Series 2016-1, Class A1, 2.50%, due 04/25/2057 | 0.01% |
| Federal National Mortgage Association, 3.32%, due 10/25/2023 | 0.01% |
| Federal National Mortgage Association, 5.00%, due 08/01/2039 | 0.01% |
| Sierra Timeshare Conduit Receivables Funding LLC, Series 2017-1A, Class A, 2.91%, due 03/20/2034 | 0.01% |
| COMM Mortgage Trust, Series 2013-GAM, Class A2, 3.36%, due 02/10/2028 | 0.01% |
| Hilton Grand Vacations Trust, Series 2017-AA, Class A, 2.66%, due 12/26/2028 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 02/01/2041 | 0.01% |
| Petroleos Mexicanos, 7.69%, due 01/23/2050 | 0.01% |
| Citigroup Mortgage Loan Trust, Inc., Series 2015-A, Class A1, 3.50%, due 06/25/2058 | 0.01% |
| Sierra Timeshare Receivables Funding LLC, Series 2016-2A, Class A, 2.33%, due 07/20/2033 | 0.01% |
| Orange Lake Timeshare Trust, Series 2018-A, Class A, 3.10%, due 11/08/2030 | 0.01% |
| Williams Cos., Inc., 5.40%, due 03/04/2044 | 0.01% |
| NRZ Advance Receivables Trust, Series 2020-T3, Class AT3, 1.31%, due 10/15/2052 | 0.01% |
| Federal National Mortgage Association, 4.50%, due 06/01/2026 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 08/01/2036 | 0.01% |
| Schlumberger Investment SA, 3.65%, due 12/01/2023 | 0.01% |
| Cleveland Electric Illuminating Co., 5.95%, due 12/15/2036 | 0.01% |
| Federal National Mortgage Association, 5.00%, due 10/01/2039 | 0.01% |
| Port Authority of New York & New Jersey, Series 181, 4.96%, due 08/01/2046 | 0.01% |
| CIT Group, Inc., 4.12%, due 03/09/2021 | 0.01% |
| Federal National Mortgage Association, 5.50%, due 06/01/2039 | 0.01% |
| Federal National Mortgage Association, 6.50%, due 05/01/2040 | 0.01% |
| Orange Lake Timeshare Trust, Series 2015-AA, Class A, 2.88%, due 09/08/2027 | 0.01% |
| New Jersey Turnpike Authority, Series F, 7.41%, due 01/01/2040 | 0.01% |
| Orange Lake Timeshare Trust, Series 2018-A, Class B, 3.35%, due 11/08/2030 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 11/01/2028 | 0.01% |
| Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A3, 3.75%, due 03/10/2047 | 0.01% |
| Williams Cos., Inc., 7.87%, due 09/01/2021 | 0.01% |
| Federal National Mortgage Association, 4.00%, due 06/01/2042 | 0.01% |
| President & Fellows of Harvard College, 3.61%, due 10/01/2037 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 01/01/2029 | 0.01% |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2007-RMP1, Class A2, 0.30%, due 12/25/2036 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 10/01/2028 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 04/01/2040 | 0.01% |
| Oncor Electric Delivery Co. LLC, 5.30%, due 06/01/2042 | 0.01% |
| Los Angeles Community College District, 6.60%, due 08/01/2042 | 0.00%** |
| Federal Home Loan Mortgage Corp., 5.50%, due 06/01/2041 | 0.00%** |
| MVW Owner Trust, Series 2014-1A, Class A, 2.25%, due 09/22/2031 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 01/01/2040 | 0.00%** |
| New York City Water & Sewer System, Series CC, 5.88%, due 06/15/2044 | 0.00%** |
| BB-UBS Trust, Series 2012-SHOW, Class XA, 0.73%, due 11/05/2036 | 0.00%** |
| CMS Energy Corp., 3.87%, due 03/01/2024 | 0.00%** |
| U.S. Treasury Bond, 3.12%, due 05/15/2048 | 0.00%** |
| Metropolitan Transportation Authority, Series E, 6.81%, due 11/15/2040 | 0.00%** |
| New York State Dormitory Authority, Series H, 5.38%, due 03/15/2040 | 0.00%** |
| Municipal Electric Authority of Georgia, Series A, 6.63%, due 04/01/2057 | 0.00%** |
| University of California, Series AD, 4.85%, due 05/15/2112 | 0.00%** |
| Federal National Mortgage Association, 5.50%, due 08/01/2037 | 0.00%** |
| Federal National Mortgage Association, 3.51%, due 02/01/2043 | 0.00%** |
| Burlington Northern Santa Fe LLC, 3.75%, due 04/01/2024 | 0.00%** |
| Federal Home Loan Mortgage Corp., 6.00%, due 12/01/2037 | 0.00%** |
| Federal National Mortgage Association, 3.50%, due 07/01/2028 | 0.00%** |
| Crown Castle Towers LLC, 3.72%, due 07/15/2043 | 0.00%** |
| SCE Trust III, Series H, 5.75% | 0.00%** |
| Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.12%, due 07/15/2023 | 0.00%** |
| Federal Home Loan Mortgage Corp., 5.50%, due 07/01/2037 | 0.00%** |
| Federal National Mortgage Association, 5.50%, due 01/01/2038 | 0.00%** |
| Federal National Mortgage Association, 5.50%, due 04/01/2037 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 06/01/2041 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 02/01/2038 | 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%** |
| Government National Mortgage Association, Interest Only STRIPS, 0.71%, due 02/16/2053 | 0.00%** |
| CNOOC Petroleum North America ULC, 5.87%, due 03/10/2035 | 0.00%** |
| COMM Mortgage Trust, Series 2013-GAM, Class A1, 1.70%, due 02/10/2028 | 0.00%** |
| Viatris, Inc. | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 09/01/2040 | 0.00%** |
| Federal National Mortgage Association, 4.50%, due 02/01/2025 | 0.00%** |
| Federal Home Loan Mortgage Corp., 5.00%, due 02/01/2024 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 10/01/2038 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 12/01/2038 | 0.00%** |
| Federal National Mortgage Association, 4.50%, due 07/01/2025 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 03/01/2038 | 0.00%** |
| Net Other Assets (Liabilities) | -5.68%** |
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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