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09/30/2019* |
Transamerica PIMCO Total Return VP
Security Description | % of Total Net Assets |
---|---|
Federal National Mortgage Association, 3.50%, TBA | 10.43% |
Federal National Mortgage Association, 3.00%, TBA | 5.39% |
Government National Mortgage Association, 4.00%, TBA | 5.16% |
Government National Mortgage Association, 3.50%, TBA | 3.62% |
U.S. Treasury Note, 2.25%, due 08/15/2027 | 3.18% |
Federal National Mortgage Association, 3.50%, TBA | 2.68% |
U.S. Treasury Inflation-Indexed Note, 0.75%, due 07/15/2028 | 2.55% |
U.S. Treasury Note, 2.12%, due 09/30/2024 | 2.53% |
Federal National Mortgage Association, 3.00%, TBA | 2.52% |
U.S. Treasury Bond, 3.12%, due 08/15/2044 | 2.46% |
Federal National Mortgage Association, 4.00%, TBA | 2.22% |
U.S. Treasury Inflation-Indexed Bond, 0.87%, due 01/15/2029 | 2.18% |
Government National Mortgage Association, 3.50%, TBA | 2.13% |
Government National Mortgage Association, 4.50%, TBA | 1.72% |
U.S. Treasury Bond, 3.37%, due 05/15/2044 | 1.67% |
U.S. Treasury Bond, 3.00%, due 05/15/2045 | 1.65% |
Government National Mortgage Association, 4.00%, TBA | 1.56% |
Brazil Letras do Tesouro Nacional, Zero Coupon, due 04/01/2020 | 1.55% |
U.S. Treasury Note, 1.87%, due 07/31/2022 | 1.23% |
Hawksmoor Mortgages, Series 2019-1A, Class A, 1.75%, due 05/25/2053 | 1.17% |
Government National Mortgage Association, 5.00%, TBA | 1.13% |
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2022 | 1.11% |
U.S. Treasury Bond, 3.00%, due 11/15/2044 | 1.09% |
U.S. Treasury Note, 2.62%, due 02/15/2029 | 1.07% |
U.S. Treasury Bond, 2.87%, due 08/15/2045 | 1.06% |
Government National Mortgage Association, 5.00%, TBA | 0.94% |
Washington Prime Group, LP, 6.45%, due 08/15/2024 | 0.83% |
Spain Government Bond, Series MTN, 0.60%, due 10/31/2029 | 0.75% |
U.S. Treasury Bond, 2.75%, due 11/15/2042 | 0.74% |
U.S. Treasury Note, 1.75%, due 06/30/2024 | 0.74% |
U.S. Treasury Bond, 3.62%, due 08/15/2043 | 0.71% |
Towd Point Mortgage Funding PLC, Series 2019-GR4A, Class A1, 1.79%, due 10/20/2051 | 0.67% |
JPMorgan Chase Bank NA, 3.08%, due 04/26/2021 | 0.65% |
Bank of America Corp., 3.00%, due 12/20/2023 | 0.62% |
U.S. Treasury Note, 1.87%, due 08/31/2022 | 0.62% |
Government National Mortgage Association, 3.00%, TBA | 0.61% |
U.S. Treasury Bond, 3.75%, due 11/15/2043 | 0.61% |
U.S. Treasury Inflation-Indexed Bond, 1.00%, due 02/15/2048 | 0.60% |
U.S. Treasury Bond, 2.87%, due 05/15/2043 | 0.59% |
U.S. Treasury Note, 2.25%, due 10/31/2024 | 0.56% |
UniCredit SpA, 7.83%, due 12/04/2023 | 0.55% |
U.S. Treasury Inflation-Indexed Bond, 0.75%, due 02/15/2042 | 0.54% |
Ford Motor Credit Co. LLC, Series MTN, 3.06%, due 09/24/2020 | 0.54% |
U.S. Treasury Bond, 3.00%, due 02/15/2048 | 0.54% |
Bayer Finance II LLC, 3.87%, due 12/15/2023 | 0.54% |
U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2026 | 0.54% |
Brazil Letras do Tesouro Nacional, Zero Coupon, due 01/01/2020 | 0.51% |
Barclays Bank PLC, 2.67%, due 10/25/2019 | 0.51% |
Spain Government Bond, 1.40%, due 07/30/2028 | 0.50% |
Government National Mortgage Association, 4.50%, TBA | 0.48% |
Federal National Mortgage Association, 4.50%, due 12/01/2047 | 0.47% |
U.S. Treasury Bond, 3.62%, due 02/15/2044 | 0.45% |
U.S. Treasury Inflation-Indexed Bond, 0.87%, due 02/15/2047 | 0.45% |
Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE10, Class 21A3, 2.25%, due 12/25/2036 | 0.43% |
Federal National Mortgage Association, 5.00%, TBA | 0.42% |
Goldman Sachs Group, Inc., 3.75%, due 05/22/2025 | 0.42% |
UBS Group Funding Switzerland AG, 3.00%, due 04/15/2021 | 0.42% |
Trillium Credit Card Trust II, Series 2018-1A, Class A, 2.73%, due 02/27/2023 | 0.42% |
Japan Finance Organization for Municipalities, 3.37%, due 09/27/2023 | 0.41% |
U.S. Treasury Bond, 2.75%, due 08/15/2042 | 0.40% |
Government National Mortgage Association, 3.00%, due 09/20/2066 | 0.40% |
Federal National Mortgage Association, 4.00%, due 11/01/2048 | 0.39% |
NXP BV / NXP Funding LLC, 4.12%, due 06/01/2021 | 0.39% |
Federal National Mortgage Association, 3.50%, TBA | 0.38% |
CitiBank NA, 3.05%, due 05/01/2020 | 0.36% |
Government National Mortgage Association, 5.00%, TBA | 0.35% |
Ally Financial, Inc., 8.00%, due 03/15/2020 | 0.35% |
Spain Government Bond, 1.45%, due 04/30/2029 | 0.34% |
Japan Bank for International Cooperation, 2.87%, due 07/21/2027 | 0.34% |
Qatar Government International Bond, 5.10%, due 04/23/2048 | 0.33% |
Tyson Foods, Inc., 2.60%, due 08/21/2020 | 0.33% |
American Express Co., 3.40%, due 02/27/2023 | 0.32% |
Government National Mortgage Association, 2.82%, due 08/20/2065 | 0.32% |
Hilton Trust, Series 2016-SFP, Class A, 2.82%, due 11/05/2035 | 0.32% |
Bank of America Corp., 3.28%, due 04/24/2023 | 0.32% |
Japan Finance Organization for Municipalities, 2.62%, due 04/20/2022 | 0.32% |
Citigroup, Inc., 2.75%, due 04/25/2022 | 0.32% |
Mizuho Financial Group, Inc., 3.92%, due 09/11/2024 | 0.32% |
Countrywide Asset-Backed Certificates, Series 2006-24, Class 1A, 2.15%, due 06/25/2047 | 0.32% |
General Motors Financial Co., Inc., 3.23%, due 04/13/2020 | 0.32% |
AbbVie, Inc., 3.37%, due 11/14/2021 | 0.31% |
CIFC Funding, Ltd., Series 2015-2A, Class AR, 3.08%, due 04/15/2027 | 0.31% |
Wells Fargo Bank NA, 3.55%, due 08/14/2023 | 0.31% |
Santander PLC, 3.75%, due 11/15/2021 | 0.31% |
Toronto-Dominion Bank, 3.35%, due 10/22/2021 | 0.31% |
Qatar Government International Bond, 4.50%, due 04/23/2028 | 0.31% |
Government National Mortgage Association, 4.00%, due 06/20/2047 | 0.31% |
Deutsche Bank AG, 3.70%, due 05/30/2024 | 0.31% |
Deutsche Bank AG, 3.15%, due 01/22/2021 | 0.31% |
Daimler Finance North America LLC, 3.40%, due 02/22/2022 | 0.31% |
CIFC Funding, Ltd., Series 2015-5A, Class A1R, 3.13%, due 10/25/2027 | 0.31% |
U.S. Treasury Inflation-Indexed Note, 0.37%, due 01/15/2027 | 0.31% |
CVS Health Corp., 2.80%, due 07/20/2020 | 0.30% |
American Tower Corp., 3.37%, due 05/15/2024 | 0.30% |
Kraft Heinz Foods Co., 3.37%, due 06/15/2021 | 0.30% |
Mississippi Power Co., 2.74%, due 03/27/2020 | 0.30% |
Lloyds Bank PLC, 2.25%, due 08/14/2022 | 0.30% |
Banque Federative du Credit Mutuel SA, 3.23%, due 07/20/2023 | 0.30% |
Evergreen Credit Card Trust, Series 2019-2, Class A, 1.90%, due 09/15/2024 | 0.30% |
Daimler Finance North America LLC, 2.55%, due 08/15/2022 | 0.30% |
Government National Mortgage Association, 2.82%, due 07/20/2065 | 0.30% |
Cooperatieve Rabobank UA, 4.37%, due 08/04/2025 | 0.30% |
AT&T, Inc., 2.88%, due 06/01/2021 | 0.30% |
Sumitomo Mitsui Banking Corp., 2.69%, due 10/16/2020 | 0.30% |
Tralee CLO, Ltd., Series 2018-5A, Class A1, 3.38%, due 10/20/2028 | 0.30% |
Lloyds Bank PLC, Series MTN, 7.50%, due 04/02/2032 | 0.29% |
Morgan Stanley, Series MTN, 2.72%, due 07/22/2025 | 0.29% |
JPMorgan Chase & Co., 3.90%, due 07/15/2025 | 0.29% |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.30%, due 01/23/2023 | 0.29% |
Svenska Handelsbanken AB, 3.90%, due 11/20/2023 | 0.28% |
JPMorgan Chase & Co., 2.40%, due 06/07/2021 | 0.28% |
UniCredit SpA, 6.57%, due 01/14/2022 | 0.28% |
Ashford Hospitality Trust, Series 2018-AHT1, Class A, 3.02%, due 05/15/2035 | 0.28% |
Volkswagen Group of America Finance LLC, 4.75%, due 11/13/2028 | 0.28% |
Marriott International, Inc., 4.15%, due 12/01/2023 | 0.28% |
Volkswagen Group of America Finance LLC, 4.62%, due 11/13/2025 | 0.28% |
Citigroup Commercial Mortgage Trust, Series 2016-P5, Class AAB, 2.84%, due 10/10/2049 | 0.28% |
Government National Mortgage Association, 2.99%, due 10/20/2066 | 0.28% |
Government National Mortgage Association, 4.00%, due 06/20/2049 | 0.27% |
United Technologies Corp., 3.65%, due 08/16/2023 | 0.27% |
Venture XII CLO, Ltd., Series 2012-12A, Class ARR, 2.94%, due 02/28/2026 | 0.27% |
Duke Energy Corp., 3.05%, due 08/15/2022 | 0.27% |
VMware, Inc., 2.95%, due 08/21/2022 | 0.27% |
Government National Mortgage Association, 3.00%, TBA | 0.27% |
Japan Government Twenty Year Bond, 0.30%, due 06/20/2039 | 0.27% |
Credit Suisse Group Funding Guernsey, Ltd., 3.75%, due 03/26/2025 | 0.27% |
CenterPoint Energy Resources Corp., 3.55%, due 04/01/2023 | 0.27% |
Federal National Mortgage Association, 4.00%, due 02/01/2048 | 0.27% |
DBGS Mortgage Trust, Series 2019-1735, Class A, 3.84%, due 04/10/2037 | 0.27% |
Svenska Handelsbanken AB, Series MTN, 3.35%, due 05/24/2021 | 0.27% |
Mondelez International, Inc., 3.62%, due 05/07/2023 | 0.27% |
RASC Trust, Series 2005-KS11, Class M2, 2.43%, due 12/25/2035 | 0.27% |
Sumitomo Mitsui Banking Corp., 2.51%, due 01/17/2020 | 0.27% |
Goldman Sachs Group, Inc., 2.89%, due 02/23/2023 | 0.27% |
Dryden XXV Senior Loan Fund, Series 2012-25A, Class ARR, 3.20%, due 10/15/2027 | 0.27% |
Banco Santander SA, 3.84%, due 04/12/2023 | 0.27% |
Keurig Dr. Pepper, Inc., 4.05%, due 05/25/2023 | 0.27% |
TICP CLO I, Ltd., Series 2015-1A, Class AR, 3.07%, due 07/20/2027 | 0.26% |
Dell International LLC / EMC Corp., 5.45%, due 06/15/2023 | 0.26% |
AT&T, Inc., 3.25%, due 07/15/2021 | 0.26% |
Credit Suisse Group AG, 4.20%, due 06/12/2024 | 0.26% |
General Motors Financial Co., Inc., 3.20%, due 07/13/2020 | 0.26% |
Synchrony Bank, 3.65%, due 05/24/2021 | 0.26% |
Capital One Financial Corp., 2.71%, due 10/30/2020 | 0.26% |
Chase Issuance Trust, Series 2017-A1, Class A, 2.32%, due 01/15/2022 | 0.26% |
OCP CLO, Ltd., Series 2015-9A, Class A1R, 3.10%, due 07/15/2027 | 0.26% |
Deutsche Bank AG, 2.70%, due 07/13/2020 | 0.26% |
Venture XVI CLO, Ltd., Series 2014-16A, Class ARR, 3.15%, due 01/15/2028 | 0.26% |
AIB Group PLC, 4.75%, due 10/12/2023 | 0.26% |
KVK CLO, Ltd., Series 2013-1A, Class AR, 3.69%, due 01/14/2028 | 0.26% |
Federal National Mortgage Association, 4.00%, due 09/01/2048 | 0.26% |
Standard Chartered PLC, 4.24%, due 01/20/2023 | 0.26% |
Capital One Financial Corp., 2.40%, due 10/30/2020 | 0.26% |
Skandinaviska Enskilda Banken AB, 3.25%, due 05/17/2021 | 0.26% |
Daimler Finance North America LLC, 3.35%, due 05/04/2021 | 0.26% |
Citigroup, Inc., 2.70%, due 10/27/2022 | 0.26% |
Societe Generale SA, 4.25%, due 09/14/2023 | 0.26% |
Regions Bank, 3.37%, due 08/13/2021 | 0.26% |
NextEra Energy Capital Holdings, Inc., 3.20%, due 02/25/2022 | 0.26% |
Ford Motor Credit Co. LLC, 5.59%, due 01/07/2022 | 0.26% |
AT&T, Inc., 3.31%, due 06/12/2024 | 0.26% |
Ford Credit Auto Owner Trust, Series 2014-2, Class A, 2.31%, due 04/15/2026 | 0.26% |
OneMain Direct Auto Receivables Trust, Series 2018-1A, Class A, 3.43%, due 12/16/2024 | 0.25% |
Citigroup Commercial Mortgage Trust, Series 2017-1500, Class A, 2.87%, due 07/15/2032 | 0.25% |
Boston Properties, LP, 3.40%, due 06/21/2029 | 0.25% |
Barclays PLC, 7.75%, due 09/15/2023 | 0.25% |
PayPal Holdings, Inc., 2.85%, due 10/01/2029 | 0.25% |
Simon Property Group, LP, 2.00%, due 09/13/2024 | 0.25% |
American Express Co., 3.37%, due 05/17/2021 | 0.25% |
Volkswagen Group of America Finance LLC, 2.94%, due 11/13/2020 | 0.25% |
Ford Motor Credit Co. LLC, 5.75%, due 02/01/2021 | 0.25% |
Skandinaviska Enskilda Banken AB, 2.55%, due 05/17/2021 | 0.25% |
BMW Finance NV, 2.25%, due 08/12/2022 | 0.25% |
Apex Credit CLO, Ltd., Series 2016-1A, Class ASR, 3.30%, due 10/27/2028 | 0.25% |
Delta Air Lines Pass-Through Trust, 6.82%, due 02/10/2024 | 0.25% |
Gallatin CLO IX, Ltd., Series 2018-1A, Class A, 3.32%, due 01/21/2028 | 0.25% |
Credit Suisse Group AG, 3.37%, due 06/12/2024 | 0.25% |
RMAC Securities No. 1 PLC, Series 2007-NS1X, Class A2B, 2.28%, due 06/12/2044 | 0.25% |
General Motors Financial Co., Inc., 4.20%, due 11/06/2021 | 0.25% |
LoanCore Issuer, Ltd., Series 2018-CRE1, Class A, 3.15%, due 05/15/2028 | 0.25% |
McDonald's Corp., Series MTN, 2.68%, due 10/28/2021 | 0.25% |
Wabtec Corp., 3.41%, due 09/15/2021 | 0.25% |
Service Properties Trust, 4.35%, due 10/01/2024 | 0.25% |
Barings Euro CLO, Series 2016-1A, Class A1R, 0.68%, due 07/27/2030 | 0.24% |
Jackson National Life Global Funding, 2.37%, due 09/15/2022 | 0.24% |
Chesapeake Funding II LLC, Series 2018-2A, Class A1, 3.23%, due 08/15/2030 | 0.24% |
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.50%, due 03/01/2025 | 0.24% |
HSBC Holdings PLC, 2.78%, due 09/11/2021 | 0.24% |
Ford Motor Credit Co. LLC, 3.20%, due 01/15/2021 | 0.24% |
Capital One Financial Corp., 4.25%, due 04/30/2025 | 0.24% |
Government National Mortgage Association, 4.50%, due 04/20/2049 | 0.24% |
Welltower, Inc., 4.25%, due 04/15/2028 | 0.24% |
Deutsche Bank AG, 3.37%, due 05/12/2021 | 0.24% |
Natwest Markets PLC, Series MTN, 0.62%, due 03/02/2022 | 0.24% |
Credit Suisse Group AG, 2.59%, due 09/11/2025 | 0.24% |
Boston Gas Co., 3.00%, due 08/01/2029 | 0.24% |
Imperial Brands Finance PLC, 2.95%, due 07/21/2020 | 0.23% |
Government National Mortgage Association, 5.00%, due 04/20/2049 | 0.23% |
Barclays Bank PLC, 10.17%, due 06/12/2021 | 0.23% |
Springleaf Finance Corp., 6.87%, due 03/15/2025 | 0.23% |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C20, Class ASB, 3.06%, due 02/15/2048 | 0.23% |
Nissan Motor Acceptance Corp., Series MTN, 2.60%, due 09/28/2022 | 0.23% |
GLP Capital, LP / GLP Financing II, Inc., 4.00%, due 01/15/2030 | 0.23% |
Federal Home Loan Mortgage Corp., 4.00%, due 01/01/2049 | 0.23% |
Sumitomo Mitsui Financial Group, Inc., 3.78%, due 03/09/2021 | 0.23% |
Andeavor Logistics, LP / Tesoro Logistics Finance Corp., 5.50%, due 10/15/2019 | 0.23% |
Ambac LSNI LLC, 7.10%, due 02/12/2023 | 0.23% |
Government National Mortgage Association, 4.50%, due 06/20/2048 | 0.23% |
GS Mortgage Securities Corp. Trust, Series 2016-RENT, Class A, 3.20%, due 02/10/2029 | 0.23% |
Citigroup Mortgage Loan Trust, Inc., Series 2007-AMC1, Class A1, 2.17%, due 12/25/2036 | 0.23% |
Broadcom Corp. / Broadcom Cayman Finance, Ltd., 3.00%, due 01/15/2022 | 0.23% |
HSBC Holdings PLC, Series MTN, 4.75%, due 07/04/2029 | 0.22% |
Structured Asset Investment Loan Trust, Series 2005-9, Class M1, 2.43%, due 11/25/2035 | 0.22% |
Option One Mortgage Loan Trust, Series 2007-5, Class 1A1, 2.23%, due 05/25/2037 | 0.22% |
Intesa Sanpaolo SpA, 4.00%, due 09/23/2029 | 0.22% |
Spain Government Bond, 1.85%, due 07/30/2035 | 0.22% |
Credit Suisse Group Funding Guernsey, Ltd., 3.80%, due 06/09/2023 | 0.22% |
CVS Health Corp., 3.70%, due 03/09/2023 | 0.22% |
HCA, Inc., 5.37%, due 09/01/2026 | 0.22% |
Wells Fargo Bank NA, 2.78%, due 10/22/2021 | 0.22% |
AvalonBay Communities, Inc., Series MTN, 3.45%, due 06/01/2025 | 0.22% |
Sasol Financing LLC, 5.87%, due 03/27/2024 | 0.21% |
Monarch Grove CLO Trust, Series 2018-1A, Class A1, 3.15%, due 01/25/2028 | 0.21% |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.12%, due 07/03/2023 | 0.21% |
IndyMac INDX Mortgage Loan Trust, Series 2006-AR35, Class 2A1A, 2.18%, due 01/25/2037 | 0.21% |
U.S. Treasury Note, 1.75%, due 09/30/2022 | 0.21% |
Allstate Corp., 2.73%, due 03/29/2023 | 0.21% |
Unibail-Rodamco-Westfield SE, Series MTN, 1.00%, due 03/14/2025 | 0.21% |
Government National Mortgage Association, 3.02%, due 06/20/2066 | 0.21% |
Government National Mortgage Association, 2.84%, due 09/20/2065 | 0.21% |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class ASB, 3.55%, due 12/15/2047 | 0.21% |
Federal National Mortgage Association, 3.50%, due 04/01/2045 | 0.21% |
Venture XX CLO, Ltd., Series 2015-20A, Class AR, 3.12%, due 04/15/2027 | 0.21% |
Aviation Capital Group LLC, 4.12%, due 08/01/2025 | 0.21% |
Deutsche Bank AG, 5.00%, due 02/14/2022 | 0.21% |
TICP CLO III, Ltd., Series 2018-3R, Class A, 3.11%, due 04/20/2028 | 0.20% |
Wells Fargo & Co., Series MTN, 2.62%, due 07/22/2022 | 0.20% |
Credit Suisse Group Funding Guernsey, Ltd., 4.58%, due 04/16/2021 | 0.20% |
Reckitt Benckiser Treasury Services PLC, 2.37%, due 06/24/2022 | 0.20% |
Lloyds Banking Group PLC, 2.85%, due 03/17/2023 | 0.20% |
Volkswagen Group of America Finance LLC, 2.97%, due 09/24/2021 | 0.20% |
AT&T, Inc., 2.95%, due 01/15/2020 | 0.20% |
U.S. Treasury Bond, 3.12%, due 02/15/2043 | 0.20% |
Broadcom, Inc., 3.12%, due 10/15/2022 | 0.20% |
Lloyds Banking Group PLC, 4.05%, due 08/16/2023 | 0.20% |
UBS Group Funding Switzerland AG, 4.25%, due 03/23/2028 | 0.20% |
Enbridge, Inc., 2.81%, due 06/15/2020 | 0.20% |
Mitsubishi UFJ Financial Group, Inc., 3.40%, due 03/07/2024 | 0.20% |
Barclays PLC, 4.29%, due 08/10/2021 | 0.20% |
Air Lease Corp., Series MTN, 4.25%, due 02/01/2024 | 0.20% |
Royal Bank of Scotland Group PLC, 4.51%, due 06/25/2024 | 0.20% |
DXC Technology Co., 3.08%, due 03/01/2021 | 0.20% |
Syngenta Finance NV, 4.44%, due 04/24/2023 | 0.20% |
Barclays PLC, 3.96%, due 01/10/2023 | 0.20% |
BAT International Finance PLC, 2.75%, due 06/15/2020 | 0.20% |
Government National Mortgage Association, 5.00%, due 05/20/2049 | 0.19% |
SLM Student Loan Trust, Series 2003-11, Class A6, 2.66%, due 12/15/2025 | 0.19% |
Jersey Central Power & Light Co., 4.70%, due 04/01/2024 | 0.19% |
Government National Mortgage Association, 2.82%, due 09/20/2065 | 0.19% |
Broadcom Corp. / Broadcom Cayman Finance, Ltd., 3.62%, due 01/15/2024 | 0.19% |
Mitsubishi UFJ Financial Group, Inc., 3.45%, due 03/02/2023 | 0.19% |
Royal Bank of Scotland Group PLC, 3.49%, due 05/15/2023 | 0.19% |
Government National Mortgage Association, 4.00%, due 03/20/2048 | 0.19% |
CBL & Associates, LP, 5.95%, due 12/15/2026 | 0.19% |
Government National Mortgage Association, 3.62%, due 09/20/2067 | 0.19% |
Government National Mortgage Association, 5.00%, due 02/20/2049 | 0.19% |
Goldman Sachs Group, Inc., 3.03%, due 10/31/2022 | 0.18% |
Government National Mortgage Association, 2.82%, due 08/20/2065 | 0.18% |
Federal Home Loan Mortgage Corp. REMIC, 2.42%, due 06/15/2041 | 0.18% |
Latam Airlines Pass-Through Trust, 4.20%, due 08/15/2029 | 0.18% |
Microchip Technology, Inc., 3.92%, due 06/01/2021 | 0.18% |
Voya CLO, Ltd., Series 2014-3A, Class A1R, 2.99%, due 07/25/2026 | 0.18% |
JT International Financial Services BV, Series MTN, 3.50%, due 09/28/2023 | 0.17% |
Government National Mortgage Association, 3.10%, due 04/20/2065 | 0.17% |
Citigroup Mortgage Loan Trust Asset-Backed Pass-Through Certificate, Series 2004-OPT1, Class M3, 2.96%, due 10/25/2034 | 0.17% |
Government National Mortgage Association, 2.80%, due 06/20/2065 | 0.17% |
Federal Home Loan Mortgage Corp., 4.00%, due 11/01/2048 | 0.17% |
Countrywide Asset-Backed Certificates, Series 2007-2, Class 2A3, 2.15%, due 08/25/2037 | 0.17% |
Federal National Mortgage Association, 4.50%, due 11/01/2048 | 0.17% |
GS Mortgage Securities Trust, Series 2016-GS3, Class AAB, 2.77%, due 10/10/2049 | 0.17% |
Progress Energy, Inc., 4.40%, due 01/15/2021 | 0.17% |
Benefit Street Partners CLO VII, Ltd., Series 2015-VIIA, Class A1AR, 3.07%, due 07/18/2027 | 0.17% |
Deutsche Bank AG, 3.30%, due 11/16/2022 | 0.17% |
Alexandria Real Estate Equities, Inc., 4.30%, due 01/15/2026 | 0.17% |
BBCMS Trust, Series 2015-STP, Class A, 3.32%, due 09/10/2028 | 0.17% |
U.S. Treasury Bond, 4.50%, due 08/15/2039 | 0.16% |
Bank of America Corp., 4.10%, due 07/24/2023 | 0.16% |
Citigroup, Inc., 3.56%, due 09/01/2023 | 0.16% |
Crown Castle International Corp., 5.25%, due 01/15/2023 | 0.16% |
Government National Mortgage Association, 2.82%, due 10/20/2065 | 0.16% |
Royal Bank of Scotland Group PLC, 3.87%, due 09/12/2023 | 0.16% |
BAT Capital Corp., 3.55%, due 08/15/2027 | 0.16% |
UBS AG, 2.45%, due 12/01/2020 | 0.16% |
Marriott Ownership Resorts, Inc. / ILG LLC, 6.50%, due 09/15/2026 | 0.16% |
Wyndham Hotels & Resorts, Inc., Term Loan B, 3.79%, due 05/30/2025 | 0.16% |
WEA Finance LLC / Westfield UK & Europe Finance PLC, 3.25%, due 10/05/2020 | 0.16% |
Halcyon Loan Advisors Funding, Ltd., Series 2014-3A, Class AR, 3.37%, due 10/22/2025 | 0.16% |
Government National Mortgage Association, 2.82%, due 07/20/2065 | 0.16% |
Pernod Ricard SA, 4.45%, due 01/15/2022 | 0.16% |
Government National Mortgage Association, 4.00%, TBA | 0.16% |
CIT Mortgage Loan Trust, Series 2007-1, Class 1A, 3.36%, due 10/25/2037 | 0.16% |
Deutsche Bank AG, 4.25%, due 10/14/2021 | 0.16% |
Santander PLC, 2.12%, due 11/03/2020 | 0.16% |
Federal National Mortgage Association, 4.00%, due 10/01/2048 | 0.15% |
Wells Fargo Bank NA, 3.62%, due 10/22/2021 | 0.15% |
General Motors Financial Co., Inc., 3.16%, due 04/09/2021 | 0.15% |
Octagon Investment Partners XXIII, Ltd., Series 2015-1A, Class A1R, 3.15%, due 07/15/2027 | 0.15% |
Mitsubishi UFJ Lease & Finance Co., Ltd., Series MTN, 2.25%, due 09/07/2021 | 0.15% |
Royal Bank of Scotland Group PLC, 8.62%, due 08/15/2021 | 0.15% |
Bayer Finance II LLC, 4.25%, due 12/15/2025 | 0.15% |
Aviation Capital Group LLC, 3.87%, due 05/01/2023 | 0.15% |
Option One Mortgage Loan Trust, Series 2007-2, Class 1A1, 2.15%, due 03/25/2037 | 0.15% |
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.46%, due 07/23/2022 | 0.15% |
Wells Fargo & Co., 2.10%, due 07/26/2021 | 0.15% |
Banco Bilbao Vizcaya Argentaria SA, 6.75%, due 02/18/2020 | 0.15% |
BBVA USA, 2.50%, due 08/27/2024 | 0.15% |
U.S. Treasury Inflation-Indexed Bond, 1.37%, due 02/15/2044 | 0.15% |
Aurium CLO, Series 2A, Class AR, 0.68%, due 10/13/2029 | 0.15% |
Barclays PLC, 7.87%, due 09/15/2022 | 0.15% |
Teva Pharmaceutical Finance II BV, 3.25%, due 04/15/2022 | 0.14% |
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2048 | 0.14% |
Countrywide Asset-Backed Certificates, Series 2006-20, Class 1A, 2.15%, due 04/25/2047 | 0.14% |
Cent CLO 19, Ltd., Series 2013-19A, Class A1A, 3.58%, due 10/29/2025 | 0.14% |
Cooperatieve Rabobank UA, 6.62%, due 06/29/2021 | 0.14% |
Celgene Corp., 2.25%, due 08/15/2021 | 0.14% |
Sofi Professional Loan Program Trust, Series 2018-B, Class A1FX, 2.64%, due 08/25/2047 | 0.14% |
Credit Suisse Group Funding Guernsey, Ltd., 3.45%, due 04/16/2021 | 0.14% |
Citigroup, Inc., 2.90%, due 12/08/2021 | 0.14% |
Cooperatieve Rabobank UA, 2.69%, due 04/26/2021 | 0.14% |
ING Bank NV, 2.62%, due 12/05/2022 | 0.14% |
Alternative Loan Trust, Series 2005-80CB, Class 1A1, 6.00%, due 02/25/2036 | 0.14% |
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC, 3.36%, due 03/20/2023 | 0.14% |
Charter Communications Operating LLC / Charter Communications Operating Capital, 3.90%, due 02/01/2024 | 0.13% |
Home Equity Asset Trust, Series 2004-4, Class M1, 2.79%, due 10/25/2034 | 0.13% |
Government National Mortgage Association, 2.97%, due 08/20/2067 | 0.13% |
Federal National Mortgage Association REMIC, 2.67%, due 09/25/2046 | 0.13% |
Barclays Bank PLC, 7.62%, due 11/21/2022 | 0.13% |
NTT Finance Corp., Series MTN, 1.90%, due 07/21/2021 | 0.13% |
Lloyds Banking Group PLC, 7.62%, due 06/27/2023 | 0.13% |
Florida Power & Light Co., 3.70%, due 12/01/2047 | 0.12% |
FirstEnergy Corp., 3.90%, due 07/15/2027 | 0.12% |
Adams Mill CLO, Ltd., Series 2014-1A, Class A1R, 3.40%, due 07/15/2026 | 0.12% |
Federal National Mortgage Association, 3.00%, due 08/01/2049 | 0.12% |
Petroleos Mexicanos, 6.84%, due 01/23/2030 | 0.12% |
Citigroup Mortgage Loan Trust, Inc., Series 2007-FS1, Class 1A1, 4.59%, due 10/25/2037 | 0.12% |
Metropolitan Water District of Southern California, Series A, 6.94%, due 07/01/2040 | 0.12% |
Sofi Professional Loan Program LLC, Series 2018-A, Class A2A, 2.39%, due 02/25/2042 | 0.12% |
GSR Mortgage Loan Trust, Series 2005-8F, Class 2A6, 5.50%, due 11/25/2035 | 0.12% |
Celgene Corp., 3.25%, due 08/15/2022 | 0.12% |
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2049 | 0.11% |
Tayarra, Ltd., 3.62%, due 02/15/2022 | 0.11% |
Mountain Hawk III CLO, Ltd., Series 2014-3A, Class AR, 3.49%, due 04/18/2025 | 0.11% |
Westlake Automobile Receivables Trust, Series 2018-3A, Class A2A, 2.98%, due 01/18/2022 | 0.11% |
B&M CLO, Ltd., Series 2014-1A, Class A1R, 3.05%, due 04/16/2026 | 0.11% |
Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-WMC6, Class M3, 2.78%, due 07/25/2035 | 0.11% |
Petrobras Global Finance BV, 5.09%, due 01/15/2030 | 0.11% |
Campbell Soup Co., 3.30%, due 03/15/2021 | 0.11% |
Master Asset-Backed Securities Trust, Series 2007-HE2, Class A1, 3.16%, due 08/25/2037 | 0.11% |
Conagra Brands, Inc., 3.80%, due 10/22/2021 | 0.11% |
AbbVie, Inc., 3.75%, due 11/14/2023 | 0.11% |
Reperforming Loan REMIC Trust, Series 2006-R1, Class AF1, 2.35%, due 01/25/2036 | 0.10% |
IndyMac INDX Mortgage Loan Trust, Series 2006-R1, Class A3, 3.73%, due 12/25/2035 | 0.10% |
U.S. Treasury Bond, 4.25%, due 05/15/2039 | 0.10% |
Government National Mortgage Association, 3.17%, due 12/20/2066 | 0.10% |
Bear Stearns Alt-A Trust, Series 2006-6, Class 31A1, 4.05%, due 11/25/2036 | 0.10% |
Federal National Mortgage Association, 4.71%, due 01/01/2036 | 0.10% |
Morgan Stanley, 3.45%, due 01/20/2022 | 0.10% |
Swap Agreement, Receive, 6-Month JPY-LIBOR | 0.10% |
Alternative Loan Trust, Series 2005-J12, Class 2A1, 2.55%, due 08/25/2035 | 0.10% |
Volkswagen Bank GmbH, Series MTN, 1.87%, due 01/31/2024 | 0.10% |
Countrywide Asset-Backed Certificates, Series 2006-24, Class 2A3, 2.16%, due 06/25/2047 | 0.10% |
Federal National Mortgage Association, 3.50%, due 05/01/2049 | 0.10% |
Mondelez International Holdings BV, 2.00%, due 10/28/2021 | 0.10% |
GSAMP Trust, Series 2005-HE1, Class M2, 3.33%, due 12/25/2034 | 0.10% |
Teva Pharmaceutical Finance II BV, 1.25%, due 03/31/2023 | 0.10% |
Banc of America Funding Trust, Series 2005-D, Class A1, 4.80%, due 05/25/2035 | 0.10% |
Aircastle, Ltd., 5.12%, due 03/15/2021 | 0.09% |
CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-9, Class MV4, 3.59%, due 11/25/2034 | 0.09% |
Time Warner Cable LLC, 4.00%, due 09/01/2021 | 0.09% |
Molson Coors Brewing Co., 2.10%, due 07/15/2021 | 0.09% |
General Electric Co., Series MTN, 4.65%, due 10/17/2021 | 0.09% |
Ally Auto Receivables Trust, Series 2018-3, Class A2, 2.72%, due 05/17/2021 | 0.09% |
UBS Group Funding Switzerland AG, 4.12%, due 09/24/2025 | 0.09% |
State of Illinois, 6.63%, due 02/01/2035 | 0.09% |
American International Group, Inc., 3.75%, due 07/10/2025 | 0.09% |
Federal Home Loan Mortgage Corp., 4.00%, due 10/01/2048 | 0.09% |
Futures Contracts, Long, Euro-BTP Italy Government Bond | 0.09% |
Tobacco Settlement Finance Authority, Series A, 7.46%, due 06/01/2047 | 0.08% |
Swap Agreement, Receive, 3-Month USD-LIBOR | 0.08% |
WaMu Asset-Backed Certificates Trust, Series 2007-HE2, Class 2A3, 2.26%, due 04/25/2037 | 0.08% |
Argent Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-W4, Class A2D, 2.39%, due 02/25/2036 | 0.08% |
WaMu Mortgage Pass-Through Certificates Trust, Series 2007-HY4, Class 2A2, 3.47%, due 04/25/2037 | 0.08% |
Federal Home Loan Mortgage Corp., 4.00%, due 09/01/2048 | 0.08% |
Business Mortgage Finance 7 PLC, Series 7X, Class A1, 2.76%, due 02/15/2041 | 0.08% |
Alternative Loan Trust, Series 2006-OA12, Class A1B, 2.23%, due 09/20/2046 | 0.08% |
Structured Adjustable Rate Mortgage Loan Trust, Series 2006-8, Class 1A2, 3.72%, due 09/25/2036 | 0.08% |
AT&T, Inc., 3.40%, due 06/15/2022 | 0.08% |
American Home Mortgage Assets Trust, Series 2007-1, Class A1, 3.14%, due 02/25/2047 | 0.08% |
Government National Mortgage Association, 5.00%, due 06/20/2049 | 0.08% |
GS Mortgage Securities Trust, Series 2016-GS3, Class WMA, 3.72%, due 10/10/2049 | 0.08% |
Eurosail PLC, Series 2007-3X, Class A3C, 1.72%, due 06/13/2045 | 0.08% |
U.S. Treasury Inflation-Indexed Bond, 1.00%, due 02/15/2049 | 0.08% |
General Motors Financial Co., Inc., Series MTN, 0.14%, due 03/26/2022 | 0.08% |
Bayer Finance II LLC, 3.50%, due 06/25/2021 | 0.08% |
Bear Stearns Asset-Backed Securities Trust, Series 2004-1, Class M1, 2.99%, due 06/25/2034 | 0.08% |
Wells Fargo & Co., 3.48%, due 10/31/2023 | 0.08% |
Zimmer Biomet Holdings, Inc., 2.70%, due 04/01/2020 | 0.07% |
RALI Trust, Series 2007-QO2, Class A1, 2.16%, due 02/25/2047 | 0.07% |
General Electric Co., 0.37%, due 05/17/2022 | 0.07% |
Service Properties Trust, 4.25%, due 02/15/2021 | 0.07% |
Morgan Stanley, 3.73%, due 04/24/2024 | 0.07% |
Air Lease Corp., 3.87%, due 04/01/2021 | 0.07% |
Navient Private Education Loan Trust, Series 2018-BA, Class A1, 2.37%, due 12/15/2059 | 0.07% |
Residential Asset Securitization Trust, Series 2007-A2, Class 2A2, 6.50%, due 04/25/2037 | 0.07% |
Continental Airlines Pass-Through Trust, 4.15%, due 10/11/2025 | 0.07% |
Southern Co., 2.75%, due 06/15/2020 | 0.07% |
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR13, Class A1A1, 2.30%, due 10/25/2045 | 0.07% |
Alternative Loan Trust, Series 2006-OA21, Class A1, 2.23%, due 03/20/2047 | 0.07% |
Bear Stearns Alt-A Trust, Series 2005-8, Class 21A1, 4.18%, due 10/25/2035 | 0.06% |
BP Capital Markets America, Inc., 3.79%, due 02/06/2024 | 0.06% |
Federal Home Loan Mortgage Corp., 4.00%, due 08/01/2048 | 0.06% |
Digital Realty Trust, LP, 3.70%, due 08/15/2027 | 0.06% |
U.S. Treasury Bond, 4.62%, due 02/15/2040 | 0.06% |
Wachovia Mortgage Loan Trust, Series 2005-WMC1, Class M2, 2.70%, due 10/25/2035 | 0.06% |
CVS Health Corp., 3.50%, due 07/20/2022 | 0.06% |
RALI Trust, Series 2005-QA13, Class 2A1, 4.78%, due 12/25/2035 | 0.06% |
Morgan Stanley ABS Capital I, Inc. Trust, Series 2007-HE5, Class A2C, 2.26%, due 03/25/2037 | 0.06% |
Soundview Home Loan Trust, Series 2006-OPT2, Class A3, 2.19%, due 05/25/2036 | 0.06% |
Evergy, Inc., 2.45%, due 09/15/2024 | 0.06% |
BOC Aviation, Ltd., Series MTN, 4.00%, due 01/25/2024 | 0.05% |
Futures Contracts, Short, Euro OAT | 0.05% |
Volkswagen International Finance NV, 4.00%, due 08/12/2020 | 0.05% |
RASC Trust, Series 2006-EMX1, Class M1, 2.42%, due 01/25/2036 | 0.05% |
U.S. Treasury Bond, 4.37%, due 05/15/2040 | 0.05% |
SLM Student Loan Trust, Series 2005-3, Class A5, 2.36%, due 10/25/2024 | 0.05% |
Government National Mortgage Association, 4.00%, due 04/20/2048 | 0.05% |
Alexandria Real Estate Equities, Inc., 3.37%, due 08/15/2031 | 0.05% |
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE9, Class M2, 2.94%, due 11/25/2034 | 0.05% |
Kuwait International Government Bond, 2.75%, due 03/20/2022 | 0.05% |
Nationwide Building Society, 2.35%, due 01/21/2020 | 0.05% |
Government National Mortgage Association, 2.59%, due 10/20/2066 | 0.05% |
Allergan Sales LLC, 5.00%, due 12/15/2021 | 0.05% |
U.S. Treasury Inflation-Indexed Bond, 0.75%, due 02/15/2045 | 0.05% |
Emera Finance, LP, 2.70%, due 06/15/2021 | 0.05% |
Daimler Finance North America LLC, 2.25%, due 03/02/2020 | 0.04% |
Home Equity Mortgage Loan Asset-Backed Trust, Series 2007-A, Class 1A, 2.23%, due 04/25/2037 | 0.04% |
RASC Trust, Series 2006-KS9, Class AI3, 2.17%, due 11/25/2036 | 0.04% |
Government National Mortgage Association, 5.00%, due 03/20/2049 | 0.04% |
U.S. Treasury Bond, 4.37%, due 11/15/2039 | 0.04% |
Citigroup, Inc., 3.48%, due 03/30/2021 | 0.04% |
Aviation Capital Group LLC, 2.87%, due 01/20/2022 | 0.04% |
Alternative Loan Trust, Series 2007-HY4, Class 1A1, 3.94%, due 06/25/2037 | 0.04% |
HCP, Inc., 4.00%, due 12/01/2022 | 0.04% |
Government National Mortgage Association, 4.00%, due 01/20/2045 | 0.04% |
Altice Financing SA, 6.62%, due 02/15/2023 | 0.04% |
ING Groep NV, 4.62%, due 01/06/2026 | 0.04% |
Odebrecht Offshore Drilling Finance, Ltd., 7.72%, due 12/01/2026 | 0.03% |
Shire Acquisitions Investments Ireland DAC, 2.40%, due 09/23/2021 | 0.03% |
Wells Fargo Mortgage-Backed Securities Trust, Series 2005-AR2, Class 1A1, 5.07%, due 03/25/2035 | 0.03% |
Sabra Health Care, LP / Sabra Capital Corp., 3.90%, due 10/15/2029 | 0.03% |
Federal Home Loan Mortgage Corp., 4.00%, due 12/01/2047 | 0.03% |
Morgan Stanley Mortgage Loan Trust, Series 2007-14AR, Class 1A3, 4.21%, due 10/25/2037 | 0.03% |
Ford Motor Credit Co. LLC, Series MTN, 0.05%, due 12/01/2021 | 0.03% |
Navient Student Loan Trust, Series 2017-3A, Class A1, 2.31%, due 07/26/2066 | 0.03% |
Structured Adjustable Rate Mortgage Loan Trust, Series 2005-18, Class 3A1, 4.18%, due 09/25/2035 | 0.03% |
Federal National Mortgage Association, 4.00%, due 10/01/2047 | 0.03% |
ZF North America Capital, Inc., 4.50%, due 04/29/2022 | 0.03% |
JPMorgan Chase & Co., 2.55%, due 10/29/2020 | 0.03% |
Odebrecht Offshore Drilling Finance, Ltd., 6.72%, due 12/01/2022 | 0.03% |
AmeriCredit Automobile Receivables Trust, Series 2018-1, Class A2B, 2.27%, due 07/19/2021 | 0.03% |
Constellation Brands, Inc., 4.25%, due 05/01/2023 | 0.03% |
Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A2, 2.21%, due 04/25/2037 | 0.03% |
Centene Corp., 5.37%, due 06/01/2026 | 0.03% |
CSMC Trust, Series 2008-3R, Class 1A2, 3.99%, due 07/26/2037 | 0.03% |
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 2A, 4.40%, due 09/25/2033 | 0.03% |
Bear Stearns Asset-Backed Securities I Trust, Series 2005-AQ1, Class M2, 2.66%, due 03/25/2035 | 0.02% |
Government National Mortgage Association, 4.00%, due 10/20/2044 | 0.02% |
Alternative Loan Trust, Series 2007-9T1, Class 1A10, 6.00%, due 05/25/2037 | 0.02% |
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 3.64%, due 10/25/2044 | 0.02% |
Kentucky State Property & Building Commission, Series C, 4.40%, due 11/01/2020 | 0.02% |
U.S. Small Business Administration, Series 2008-20L, Class 1, 6.22%, due 12/01/2028 | 0.02% |
GSAMP Trust, Series 2007-HS1, Class A1, 2.86%, due 02/25/2047 | 0.02% |
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Interest Only STRIPS, 1.37%, due 08/25/2022 | 0.02% |
WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR10, Class 1A1, 3.72%, due 09/25/2036 | 0.02% |
Discovery Communications LLC, 2.80%, due 06/15/2020 | 0.02% |
Citigroup Mortgage Loan Trust, Inc., Series 2007-AMC4, Class A2C, 2.18%, due 05/25/2037 | 0.02% |
Kentucky State Property & Building Commission, Series C, 4.30%, due 11/01/2019 | 0.02% |
Apidos CLO XVI, Series 2013-16A, Class A1R, 3.28%, due 01/19/2025 | 0.02% |
Bear Stearns Alt-A Trust, Series 2006-6, Class 32A1, 3.82%, due 11/25/2036 | 0.02% |
Soundview Home Loan Trust, Series 2007-WMC1, Class 3A1, 2.12%, due 02/25/2037 | 0.02% |
CVS Health Corp., 4.00%, due 12/05/2023 | 0.02% |
Bear Stearns Alt-A Trust, Series 2006-R1, Class 2E21, 3.94%, due 08/25/2036 | 0.02% |
Sequoia Mortgage Trust, Series 2004-12, Class A1, 2.58%, due 01/20/2035 | 0.02% |
General Electric Co., Series MTN, 2.20%, due 01/09/2020 | 0.01% |
Government National Mortgage Association, 3.20%, due 10/20/2065 | 0.01% |
Federal Home Loan Mortgage Corp., 3.50%, due 03/01/2048 | 0.01% |
NACC Reperforming Loan REMIC Trust, Series 2004-R1, Class A1, 6.50%, due 03/25/2034 | 0.01% |
Banco Espirito Santo SA, Series MTN, 2.62%, due 05/08/2017 | 0.01% |
Federal National Mortgage Association, 4.10%, due 09/01/2035 | 0.01% |
Alternative Loan Trust, Series 2005-56, Class 5A2, 2.78%, due 11/25/2035 | 0.01% |
RFMSI Trust, Series 2005-SA4, Class 1A21, 4.33%, due 09/25/2035 | 0.01% |
Allergan Funding SCS, 3.45%, due 03/15/2022 | 0.01% |
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 3.84%, due 07/25/2044 | 0.01% |
Futures Contracts, Short, 3-Month EURIBOR | 0.01% |
Federal Home Loan Mortgage Corp., 4.32%, due 09/01/2035 | 0.01% |
Bear Stearns Alt-A Trust, Series 2006-8, Class 3A1, 2.17%, due 02/25/2034 | 0.01% |
Reperforming Loan REMIC Trust, Series 2005-R2, Class 1AF1, 2.35%, due 06/25/2035 | 0.01% |
Reperforming Loan REMIC Trust, Series 2003-R4, Class 2A, 4.95%, due 01/25/2034 | 0.01% |
Futures Contracts, Short, 3-Month EURIBOR | 0.01% |
WaMu Mortgage Pass-Through Certificates Trust, Series 2007-HY1, Class 1A1, 3.88%, due 02/25/2037 | 0.01% |
HarborView Mortgage Loan Trust, Series 2006-7, Class 2A1A, 2.25%, due 09/19/2046 | 0.01% |
Bear Stearns ARM Trust, Series 2003-5, Class 2A1, 4.43%, due 08/25/2033 | 0.01% |
Bear Stearns Asset-Backed Securities I Trust, Series 2005-HE6, Class M2, 3.02%, due 06/25/2035 | 0.01% |
Federal National Mortgage Association, 3.75%, due 08/01/2035 | 0.01% |
Banc of America Funding Trust, Series 2006-D, Class 5A1, 4.35%, due 05/20/2036 | 0.01% |
Federal National Mortgage Association, 4.46%, due 05/01/2035 | 0.01% |
Bear Stearns Structured Products, Inc. Trust, Series 2007-R6, Class 1A1, 4.08%, due 01/26/2036 | 0.01% |
GSR Mortgage Loan Trust, Series 2004-12, Class 1A1, 2.35%, due 12/25/2034 | 0.01% |
Government National Mortgage Association, 2.59%, due 06/20/2061 | 0.01% |
Swap Agreement, Receive, 6-Month JPY-LIBOR | 0.01% |
U.S. Treasury Note, 2.00%, due 10/31/2022 | 0.01% |
Structured Adjustable Rate Mortgage Loan Trust, Series 2005-1, Class 1A1, 4.12%, due 02/25/2035 | 0.01% |
U.S. Small Business Administration, Series 2004-20C, Class 1, 4.34%, due 03/01/2024 | 0.01% |
Credit Suisse First Boston Mortgage Securities Corp., Series 2003-AR15, Class 2A1, 4.20%, due 06/25/2033 | 0.01% |
RALI Trust, Series 2005-QO3, Class A1, 2.81%, due 10/25/2045 | 0.01% |
Ameriquest Mortgage Securities Trust, Series 2006-R1, Class M1, 2.40%, due 03/25/2036 | 0.01% |
Futures Contracts, Short, German Euro BOBL | 0.01% |
Banco Espirito Santo SA, Series MTN, 4.00%, due 01/21/2019 | 0.01% |
Bear Stearns Structured Products, Inc. Trust, Series 2007-R6, Class 2A1, 3.61%, due 12/26/2046 | 0.01% |
Swap Agreement, Receive, Tesco PLC, 6.00%, 12/14/2029 | 0.01% |
Reperforming Loan REMIC Trust, Series 2004-R1, Class 2A, 6.50%, due 11/25/2034 | 0.01% |
Alternative Loan Trust, Series 2005-14, Class 2A1, 2.22%, due 05/25/2035 | 0.01% |
Structured Asset Mortgage Investments II Trust, Series 2005-AR8, Class A1A, 2.29%, due 02/25/2036 | 0.01% |
Bear Stearns ARM Trust, Series 2006-4, Class 1A1, 4.66%, due 10/25/2036 | 0.01% |
Citigroup Mortgage Loan Trust, Inc., Series 2005-6, Class A1, 4.68%, due 09/25/2035 | 0.01% |
Federal National Mortgage Association, 4.00%, due 12/01/2040 | 0.00%** |
ABFC Trust, Series 2004-OPT4, Class A1, 2.63%, due 04/25/2034 | 0.00%** |
Federal National Mortgage Association, 4.00%, due 12/01/2040 | 0.00%** |
Federal National Mortgage Association, 5.00%, due 07/01/2024 | 0.00%** |
WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR7, Class 2A, 3.42%, due 07/25/2046 | 0.00%** |
HCA, Inc., 5.87%, due 02/01/2029 | 0.00%** |
Adjustable Rate Mortgage Trust, Series 2005-10, Class 1A21, 4.32%, due 01/25/2036 | 0.00%** |
GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1, 4.47%, due 09/25/2035 | 0.00%** |
Soundview Home Loan Trust, Series 2005-3, Class M3, 2.84%, due 06/25/2035 | 0.00%** |
Futures Contracts, Short, OTC Put Options Exercise Price EUR 171.50 on German Euro Bund Futures | 0.00%** |
Futures Contracts, Long, Euro-BTP Italy Government Bond | 0.00%** |
Citigroup Mortgage Loan Trust, Inc., Series 2005-6, Class A2, 4.55%, due 09/25/2035 | 0.00%** |
Swap Agreement, Receive, 6-Month JPY-LIBOR | 0.00%** |
Bear Stearns Asset-Backed Securities Trust, Series 2006-SD3, Class 21A1, 4.34%, due 07/25/2036 | 0.00%** |
Swap Agreement, Receive, MetLife, Inc., 4.75%, 02/08/2021 | 0.00%** |
Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3, 2.30%, due 07/19/2035 | 0.00%** |
Federal National Mortgage Association, 5.50%, due 01/01/2025 | 0.00%** |
Adjustable Rate Mortgage Trust, Series 2005-4, Class 1A1, 3.17%, due 08/25/2035 | 0.00%** |
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-AR1, Class 2A1, 3.40%, due 08/25/2035 | 0.00%** |
Federal National Mortgage Association, 3.68%, due 06/01/2043 | 0.00%** |
Adjustable Rate Mortgage Trust, Series 2005-5, Class 2A1, 4.60%, due 09/25/2035 | 0.00%** |
CHL Mortgage Pass-Through Trust, Series 2005-HY10, Class 5A1, 3.83%, due 02/20/2036 | 0.00%** |
Bear Stearns ARM Trust, Series 2004-10, Class 22A1, 4.60%, due 01/25/2035 | 0.00%** |
Bear Stearns ARM Trust, Series 2003-8, Class 4A1, 4.67%, due 01/25/2034 | 0.00%** |
Structured Adjustable Rate Mortgage Loan Trust, Series 2004-20, Class 3A1, 4.03%, due 01/25/2035 | 0.00%** |
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-CC, Class A1, 4.98%, due 01/25/2035 | 0.00%** |
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 6.50%, due 07/25/2043 | 0.00%** |
Structured Adjustable Rate Mortgage Loan Trust, Series 2004-12, Class 3A1, 4.22%, due 09/25/2034 | 0.00%** |
Federal National Mortgage Association, 4.10%, due 08/01/2036 | 0.00%** |
Banc of America Funding Trust, Series 2006-J, Class 4A1, 4.64%, due 01/20/2047 | 0.00%** |
BCAP LLC Trust, Series 2013-RR12, Class 1A3, 2.64%, due 05/26/2035 | 0.00%** |
Swap Agreement, Receive, 6-Month JPY-LIBOR | 0.00%** |
Federal National Mortgage Association, 4.50%, due 07/01/2041 | 0.00%** |
Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A1, 2.30%, due 07/19/2035 | 0.00%** |
Government National Mortgage Association, 2.90%, due 03/20/2062 | 0.00%** |
Bear Stearns ARM Trust, Series 2003-9, Class 2A1, 4.61%, due 02/25/2034 | 0.00%** |
MASTR Alternative Loan Trust, Series 2006-2, Class 2A1, 2.41%, due 03/25/2036 | 0.00%** |
Federal Home Loan Mortgage Corp., 3.82%, due 09/01/2035 | 0.00%** |
Structured Adjustable Rate Mortgage Loan Trust, Series 2005-17, Class 3A1, 4.15%, due 08/25/2035 | 0.00%** |
Federal National Mortgage Association, 4.00%, due 03/01/2041 | 0.00%** |
Futures Contracts, Short, German Euro Bund | 0.00%** |
Swap Agreement, Receive, 6-Month JPY-LIBOR | 0.00%** |
Swap Agreement, Receive, 6-Month JPY-LIBOR | 0.00%** |
Swap Agreement, Receive, 6-Month JPY-LIBOR | 0.00%** |
Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A2, 2.30%, due 07/19/2035 | 0.00%** |
Swap Agreement, Receive, 6-Month JPY-LIBOR | 0.00%** |
Alternative Loan Trust, Series 2003-J3, Class 2A1, 6.25%, due 12/25/2033 | 0.00%** |
CHL Mortgage Pass-Through Trust, Series 2002-30, Class M, 4.69%, due 10/19/2032 | 0.00%** |
Federal National Mortgage Association, 5.00%, due 06/01/2037 | 0.00%** |
Bear Stearns ARM Trust, Series 2003-8, Class 2A1, 4.88%, due 01/25/2034 | 0.00%** |
Federal National Mortgage Association, 5.00%, due 12/01/2022 | 0.00%** |
Futures Contracts, Short, German Euro Schatz Index | 0.00%** |
U.S. Small Business Administration, Series 2003-20I, Class 1, 5.13%, due 09/01/2023 | 0.00%** |
CHL Mortgage Pass-Through Trust, Series 2004-12, Class 11A1, 3.80%, due 08/25/2034 | 0.00%** |
First Horizon Mortgage Pass-Through Trust, Series 2005-AR3, Class 2A1, 4.60%, due 08/25/2035 | 0.00%** |
Federal National Mortgage Association, 5.00%, due 05/01/2037 | 0.00%** |
Swap Agreement, Receive, 6-Month JPY-LIBOR | 0.00%** |
Swap Agreement, Receive, 6-Month JPY-LIBOR | 0.00%** |
Federal Home Loan Mortgage Corp. REMIC, 2.37%, due 12/15/2029 | 0.00%** |
Federal National Mortgage Association, 4.72%, due 01/01/2028 | 0.00%** |
Swap Agreement, Receive, Brazil Government International Bond, 4.25%, 01/07/2025 | 0.00%** |
Alternative Loan Trust, Series 2005-62, Class 2A1, 3.44%, due 12/25/2035 | 0.00%** |
Federal National Mortgage Association, 5.50%, due 09/01/2027 | 0.00%** |
Structured Asset Mortgage Investments Trust, Series 2002-AR3, Class A1, 2.71%, due 09/19/2032 | 0.00%** |
Swap Agreement, Receive, 6-Month JPY-LIBOR | 0.00%** |
Sequoia Mortgage Trust, Series 2010, Class 2A1, 2.80%, due 10/20/2027 | 0.00%** |
Federal Home Loan Mortgage Corp., 4.66%, due 08/01/2023 | 0.00%** |
Federal National Mortgage Association, 4.07%, due 08/01/2035 | 0.00%** |
Bear Stearns Asset-Backed Securities Trust, Series 2002-2, Class A1, 2.67%, due 10/25/2032 | 0.00%** |
Odebrecht Oil & Gas Finance, Ltd., Zero Coupon, due 10/31/2019 | 0.00%** |
Federal National Mortgage Association, 4.23%, due 12/01/2034 | 0.00%** |
Swap Agreement, Receive, General Electric Co., 2.70%, 10/09/2022 | 0.00%** |
Federal National Mortgage Association, 4.47%, due 10/01/2035 | 0.00%** |
Federal National Mortgage Association, 5.00%, due 01/01/2023 | 0.00%** |
Federal National Mortgage Association, 4.53%, due 07/01/2032 | 0.00%** |
RFMSI Trust, Series 2003-S9, Class A1, 6.50%, due 03/25/2032 | 0.00%** |
Swap Agreement, Receive, Petrobras International Finance Co. SA, 8.38%, 12/10/2018 | 0.00%** |
GSR Mortgage Loan Trust, Series 2006-AR1, Class 2A1, 4.38%, due 01/25/2036 | 0.00%** |
Swap Agreement, Receive, Petrobras International Finance Co. SA, 8.38%, 12/10/2018 | 0.00%** |
Swap Agreement, Receive, Petrobras Global Finance BV, 8.38%, 12/10/2018 | 0.00%** |
Home Equity Asset Trust, Series 2002-1, Class A4, 2.61%, due 11/25/2032 | 0.00%** |
Option Purchased, PUT, 10-Year U.S. Treasury Note Futures | 0.00%** |
Option Purchased, PUT, 5-Year U.S. Treasury Note Futures | 0.00%** |
Option Purchased, PUT, 5-Year U.S. Treasury Note Futures | 0.00%** |
Option Purchased, PUT, 5-Year U.S. Treasury Note Futures | 0.00%** |
CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 2A2, 2.31%, due 04/25/2046 | 0.00%** |
Option Purchased, PUT, 10-Year U.S. Treasury Note Futures | 0.00%** |
Merrill Lynch Mortgage Investors Trust, Series 2005-3, Class 4A, 2.26%, due 11/25/2035 | 0.00%** |
Federal National Mortgage Association, 5.00%, due 06/01/2023 | 0.00%** |
Swap Agreement, Receive, Petrobras Global Finance BV, 8.38%, 12/10/2018 | 0.00%** |
Option Purchased, PUT, 10-Year U.S. Treasury Note Futures | 0.00%** |
Option Purchased, PUT, 5-Year U.S. Treasury Note Futures | 0.00%** |
Swaption Purchased, PUT, 30-Year | 0.00%** |
Swap Agreement, Receive, Petrobras Global Finance BV, 8.38%, 12/10/2018 | 0.00%** |
Option Purchased, CALL, U.S. Treasury Note Futures | 0.00%** |
Option Purchased, PUT, 10-Year U.S. Treasury Note Futures | 0.00%** |
Option Purchased, PUT, 2-Year U.S. Treasury Note Futures | 0.00%** |
Option Purchased, PUT, 2-Year U.S. Treasury Note Futures | 0.00%** |
Swaption Purchased, PUT, 30-Year | 0.00%** |
Option Purchased, PUT, 5-Year U.S. Treasury Note Futures | 0.00%** |
Option Purchased, CALL, U.S. Treasury Note Futures | 0.00%** |
Option Purchased, CALL, U.S. Treasury Note Futures | 0.00%** |
Option Purchased, PUT, 5-Year U.S. Treasury Note Futures | 0.00%** |
Option Purchased, PUT, 5-Year U.S. Treasury Note Futures | 0.00%** |
Option Purchased, CALL, U.S. Treasury Note Futures | 0.00%** |
Option Purchased, PUT, 5-Year U.S. Treasury Note Futures | 0.00%** |
Option Purchased, PUT, 10-Year U.S. Treasury Note Futures | 0.00%** |
Option Purchased, CALL, U.S. Treasury Note Futures | 0.00%** |
Wells Fargo Mortgage-Backed Securities Trust, Series 2006-AR8, Class 2A4, 4.84%, due 04/25/2036 | 0.00%** |
Swaption Written, PUT, 5-Year | 0.00%** |
Futures Contracts, Long, OTC Call Options Exercise Price EUR 192.00 on German Euro Bund Futures | 0.00%** |
Futures Contracts, Long, OTC Call Options Exercise Price EUR 200.00 on German Euro Bund Futures | 0.00%** |
Futures Contracts, Long, OTC Put Options Exercise Price EUR 101.00 on German Euro Bund Futures | 0.00%** |
Futures Contracts, Long, OTC Call Options Exercise Price EUR 185.50 on German Euro Bund Futures | 0.00%** |
Swaption Written, PUT, 5-Year | 0.00%** |
Futures Contracts, Long, OTC Put Options Exercise Price EUR 100.00 on German Euro Bund Futures | 0.00%** |
Futures Contracts, Long, OTC Call Options Exercise Price EUR 192.00 on German Euro Bund Futures | 0.00%** |
Futures Contracts, Long, 30-Year U.S. Treasury Note Futures | 0.00%** |
Futures Contracts, Long, 30-Year U.S. Treasury Note Futures | 0.00%** |
Option Written, CALL, USD vs. MXN | 0.00%** |
Futures Contracts, Short, U.K. Gilt | 0.00%** |
Option Written, CALL, Federal National Mortgage Association, 3.00%, TBA | 0.00%** |
Futures Contracts, Short, OTC Put Options Exercise Price EUR 174.00 on German Euro Bund Futures | 0.00%** |
Option Written, CALL, Federal National Mortgage Association, 3.00%, TBA | 0.00%** |
Swap Agreement, Receive, General Electric Co., 2.70%, 10/09/2022 | 0.00%** |
Futures Contracts, Short, OTC Put Options Exercise Price EUR 173.50 on German Euro Bund Futures | 0.00%** |
Option Written, CALL, USD vs. MXN | 0.00%** |
Option Written, PUT, 5-Year U.S. Treasury Note Futures | 0.00%** |
Swap Agreement, Receive, General Electric Co., 2.70%, 10/09/2022 | 0.00%** |
Futures Contracts, Short, 3-Year Australia Treasury Bond | 0.00%** |
Swap Agreement, Receive, 6-Month JPY-LIBOR | 0.00%** |
Option Written, CALL, 10-Year U.S. Treasury Note Futures | 0.00%** |
Futures Contracts, Long, 2-Year U.S. Treasury Note | 0.00%** |
Swap Agreement, Pay, North America Investment Grade Index - Series 31 | -0.01%** |
Option Written, PUT, USD vs. MXN | -0.01%** |
Swap Agreement, Receive, 6-Month JPY-LIBOR | -0.01%** |
Swap Agreement, Pay, 6-Month GBP-LIBOR | -0.01%** |
Swap Agreement, Pay, 6-Month GBP-LIBOR | -0.01%** |
Swap Agreement, Receive, Republic of South Africa Government International Bond, 5.50%, 03/09/2020 | -0.01%** |
Futures Contracts, Long, German Euro BUXL | -0.01%** |
Swap Agreement, Receive, 6-Month JPY-LIBOR | -0.01%** |
Swap Agreement, Pay, 6-Month GBP-LIBOR | -0.01%** |
Swap Agreement, Receive, Home Equity ABS Index - Series 6-2 | -0.01%** |
Swap Agreement, Pay, 6-Month JPY-LIBOR | -0.01%** |
Swap Agreement, Pay, 6-Month GBP-LIBOR | -0.01%** |
Swap Agreement, Pay, 6-Month JPY-LIBOR | -0.02%** |
Futures Contracts, Short, 10-Year Australia Treasury Bond | -0.02%** |
Swap Agreement, Pay, 6-Month JPY-LIBOR | -0.02%** |
Swap Agreement, Pay, 6-Month JPY-LIBOR | -0.02%** |
Swap Agreement, Pay, 6-Month JPY-LIBOR | -0.02%** |
Swap Agreement, Pay, 6-Month JPY-LIBOR | -0.03%** |
Swap Agreement, Pay, 6-Month JPY-LIBOR | -0.03%** |
Swap Agreement, Pay, 3-Month USD-LIBOR | -0.04%** |
Futures Contracts, Short, 30-Year U.S. Treasury Bond | -0.05%** |
Swap Agreement, Pay, 3-Month USD-LIBOR | -0.05%** |
Futures Contracts, Long, 10-Year U.S. Treasury Note | -0.07%** |
Swap Agreement, Pay, 6-Month GBP-LIBOR | -0.09%** |
Futures Contracts, Long, 5-Year U.S. Treasury Note | -0.09%** |
Federal National Mortgage Association, 4.00%, TBA | -0.09%** |
Swap Agreement, Pay, 3-Month USD-LIBOR | -0.09%** |
Swap Agreement, Pay, 6-Month JPY-LIBOR | -0.10%** |
Swap Agreement, Pay, 6-Month JPY-LIBOR | -0.11%** |
Swap Agreement, Pay, 3-Month USD-LIBOR | -0.12%** |
Swap Agreement, Pay, 6-Month JPY-LIBOR | -0.12%** |
Swap Agreement, Pay, 3-Month USD-LIBOR | -0.13%** |
Swap Agreement, Pay, 6-Month JPY-LIBOR | -0.15%** |
Federal National Mortgage Association, 4.50%, TBA | -0.63%** |
Federal National Mortgage Association, 4.00%, TBA | -1.04%** |
Federal National Mortgage Association, 3.50%, TBA | -2.68%** |
Net Other Assets (Liabilities) | -51.63%** |
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.
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.