|
10/31/2020* |
Transamerica Janus Balanced VP
| Security Description | % of Total Net Assets |
|---|---|
| Microsoft Corp. | 4.63% |
| Apple, Inc. | 3.15% |
| Amazon.com, Inc. | 3.01% |
| Alphabet, Inc., Class C | 2.51% |
| Mastercard, Inc., Class A | 2.09% |
| UnitedHealth Group, Inc. | 2.03% |
| Adobe, Inc. | 1.85% |
| Home Depot, Inc. | 1.84% |
| McDonald's Corp. | 1.47% |
| U.S. Treasury Bond, 1.25%, due 05/15/2050 | 1.40% |
| Merck & Co., Inc. | 1.34% |
| Comcast Corp., Class A | 1.24% |
| Accenture PLC, Class A | 1.24% |
| Progressive Corp. | 1.24% |
| Costco Wholesale Corp. | 1.21% |
| Lam Research Corp. | 1.20% |
| Abbott Laboratories | 1.19% |
| Thermo Fisher Scientific, Inc. | 1.12% |
| NVIDIA Corp. | 1.07% |
| U.S. Treasury Note, 1.12%, due 02/28/2022 | 1.04% |
| Dollar General Corp. | 1.03% |
| Procter & Gamble Co. | 0.96% |
| NIKE, Inc., Class B | 0.94% |
| Honeywell International, Inc. | 0.94% |
| Bristol-Myers Squibb Co. | 0.93% |
| General Dynamics Corp. | 0.90% |
| Eli Lilly & Co. | 0.89% |
| salesforce.com, Inc. | 0.84% |
| Texas Instruments, Inc. | 0.82% |
| Deere & Co. | 0.80% |
| Intel Corp. | 0.78% |
| U.S. Treasury Bond, 2.75%, due 08/15/2042 | 0.77% |
| Bank of America Corp. | 0.77% |
| Federal National Mortgage Association, 3.00%, due 02/01/2047 | 0.76% |
| Monster Beverage Corp. | 0.73% |
| Blackstone Group, Inc., Class A | 0.73% |
| CSX Corp. | 0.70% |
| Morgan Stanley | 0.68% |
| Walt Disney Co. | 0.67% |
| CME Group, Inc. | 0.63% |
| Medtronic PLC | 0.63% |
| United Parcel Service, Inc., Class B | 0.62% |
| U.S. Treasury Inflation-Indexed Note, 0.12%, due 10/15/2025 | 0.61% |
| Crown Castle International Corp., REIT | 0.58% |
| Starbucks Corp. | 0.56% |
| AbbVie, Inc. | 0.51% |
| Hilton Worldwide Holdings, Inc. | 0.51% |
| Hasbro, Inc. | 0.50% |
| American Express Co. | 0.49% |
| CBRE Group, Inc., Class A | 0.48% |
| Sherwin-Williams Co. | 0.46% |
| U.S. Treasury Bond, 0.62%, due 08/15/2030 | 0.45% |
| Hershey Co. | 0.43% |
| Corning, Inc. | 0.42% |
| Federal National Mortgage Association, 3.50%, due 07/01/2048 | 0.41% |
| Government National Mortgage Association, 2.50%, TBA | 0.39% |
| Uniform Mortgage-Backed Security, 2.50%, TBA | 0.37% |
| Motorola Solutions, Inc. | 0.37% |
| Sempra Energy | 0.37% |
| T-Mobile US, Inc. | 0.32% |
| JPMorgan Chase & Co., 2.08%, due 04/22/2026 | 0.32% |
| Booking Holdings, Inc. | 0.30% |
| Stryker Corp. | 0.30% |
| Goldman Sachs Group, Inc., 3.50%, due 04/01/2025 | 0.30% |
| Charles Schwab Corp., 5.37%, due 06/01/2025 | 0.29% |
| U.S. Treasury Note, 0.25%, due 06/30/2025 | 0.28% |
| Marsh & McLennan Cos., Inc. | 0.28% |
| QUALCOMM, Inc. | 0.27% |
| Intuitive Surgical, Inc. | 0.27% |
| Sysco Corp. | 0.27% |
| S&P Global, Inc. | 0.26% |
| Bank of America Corp., 2.59%, due 04/29/2031 | 0.26% |
| JPMorgan Chase & Co., 2.95%, due 05/13/2031 | 0.25% |
| T-Mobile USA, Inc., 3.75%, due 04/15/2027 | 0.25% |
| Government National Mortgage Association, 4.00%, due 05/20/2048 | 0.24% |
| Clorox Co. | 0.24% |
| Ameren Corp., 3.50%, due 01/15/2031 | 0.24% |
| Morgan Stanley, 2.18%, due 04/28/2026 | 0.23% |
| Activision Blizzard, Inc. | 0.23% |
| Estee Lauder Cos., Inc., Class A | 0.22% |
| Molina Healthcare, Inc., 4.37%, due 06/15/2028 | 0.22% |
| Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2046 | 0.22% |
| Booking Holdings, Inc., 4.10%, due 04/13/2025 | 0.21% |
| Trimble, Inc., 4.90%, due 06/15/2028 | 0.21% |
| Westinghouse Air Brake Technologies Corp., 4.95%, due 09/15/2028 | 0.20% |
| Illumina, Inc. | 0.20% |
| Federal National Mortgage Association, 3.50%, due 12/01/2045 | 0.20% |
| Citigroup, Inc., 3.88%, due 01/10/2028 | 0.19% |
| Cheniere Energy, Inc., 4.62%, due 10/15/2028 | 0.19% |
| PPL WEM, Ltd. / Western Power Distribution PLC, 5.37%, due 05/01/2021 | 0.19% |
| 1011778 BC ULC / New Red Finance, Inc., 4.00%, due 10/15/2030 | 0.19% |
| Uniform Mortgage-Backed Security, 2.00%, TBA | 0.18% |
| Elanco Animal Health, Inc., Term Loan B, 1.89%, due 08/01/2027 | 0.18% |
| CCO Holdings LLC / CCO Holdings Capital Corp., 4.50%, due 05/01/2032 | 0.18% |
| Broadridge Financial Solutions, Inc., 2.90%, due 12/01/2029 | 0.18% |
| Experian Finance PLC, 2.75%, due 03/08/2030 | 0.18% |
| Bank of America Corp., 3.70%, due 04/24/2028 | 0.17% |
| GCI LLC, 4.75%, due 10/15/2028 | 0.17% |
| Bank of New York Mellon Corp., 4.70%, due 09/20/2025 | 0.16% |
| Level 3 Financing, Inc., 3.87%, due 11/15/2029 | 0.16% |
| Sysco Corp., 5.95%, due 04/01/2030 | 0.16% |
| Aramark Services, Inc., 6.37%, due 05/01/2025 | 0.16% |
| U.S. Treasury Note, 0.37%, due 09/30/2027 | 0.16% |
| Federal National Mortgage Association, 4.00%, due 09/01/2049 | 0.16% |
| JPMorgan Chase & Co., 3.96%, due 01/29/2027 | 0.16% |
| Hasbro, Inc., 3.55%, due 11/19/2026 | 0.16% |
| Federal National Mortgage Association, 3.00%, due 11/01/2048 | 0.15% |
| Truist Financial Corp., Series R, 4.75% | 0.15% |
| BNP Paribas SA, 2.58%, due 08/12/2035 | 0.15% |
| Goldman Sachs Group, Inc., 4.16%, due 11/30/2020 | 0.15% |
| Drive Auto Receivables Trust, Series 2017-1, Class E, 5.17%, due 09/16/2024 | 0.14% |
| JPMorgan Chase & Co., 4.45%, due 12/05/2029 | 0.14% |
| Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2, 3.66%, due 10/25/2049 | 0.14% |
| Broadcom, Inc., 4.70%, due 04/15/2025 | 0.14% |
| TransCanada PipeLines, Ltd., 4.10%, due 04/15/2030 | 0.14% |
| Federal Home Loan Mortgage Corp., 2.50%, due 12/01/2033 | 0.14% |
| Prudential Financial, Inc., 3.70%, due 10/01/2050 | 0.14% |
| Citigroup, Inc., 4.41%, due 03/31/2031 | 0.14% |
| Hasbro, Inc., 3.90%, due 11/19/2029 | 0.14% |
| Morgan Stanley, 3.95%, due 04/23/2027 | 0.13% |
| Federal National Mortgage Association REMIC, 3.00%, due 11/25/2049 | 0.13% |
| Federal National Mortgage Association, 3.50%, due 02/01/2057 | 0.13% |
| Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class A, 1.12%, due 05/15/2036 | 0.13% |
| Huntington Ingalls Industries, Inc., 4.20%, due 05/01/2030 | 0.13% |
| Centene Corp., 4.62%, due 12/15/2029 | 0.13% |
| HCA, Inc., 3.50%, due 09/01/2030 | 0.13% |
| Drive Auto Receivables Trust, Series 2017-2, Class E, 5.27%, due 11/15/2024 | 0.13% |
| Marvell Technology Group, Ltd., 4.87%, due 06/22/2028 | 0.13% |
| Sirius XM Radio, Inc., 4.12%, due 07/01/2030 | 0.13% |
| Thermo Fisher Scientific, Inc., 4.49%, due 03/25/2030 | 0.13% |
| Agree, LP, 2.90%, due 10/01/2030 | 0.13% |
| Booking Holdings, Inc., 4.50%, due 04/13/2027 | 0.12% |
| Equifax, Inc., 2.60%, due 12/01/2024 | 0.12% |
| First Republic Bank, Series K, 4.12% | 0.12% |
| Lowe's Cos., Inc., 4.50%, due 04/15/2030 | 0.12% |
| BX Trust, Series 2020-FOX, Class A, 1.00%, due 11/15/2032 | 0.12% |
| UBS Group AG, 1.36%, due 01/30/2027 | 0.12% |
| Broadcom, Inc., 3.15%, due 11/15/2025 | 0.12% |
| Dominion Energy, Inc., 3.37%, due 04/01/2030 | 0.12% |
| Vantage Data Centers LLC, Series 2020-1A, Class A2, 1.64%, due 09/15/2045 | 0.12% |
| Marriott International, Inc., 5.75%, due 05/01/2025 | 0.12% |
| Federal Home Loan Mortgage Corp., 3.00%, due 05/01/2031 | 0.12% |
| Microchip Technology, Inc., 2.67%, due 09/01/2023 | 0.12% |
| Cold Storage Trust, Series 2020-ICE5, Class A, 1.05%, due 11/15/2023 | 0.12% |
| CCO Holdings LLC / CCO Holdings Capital Corp., 4.25%, due 02/01/2031 | 0.12% |
| Micron Technology, Inc., 2.49%, due 04/24/2023 | 0.12% |
| Hess Midstream Operations, LP, 5.12%, due 06/15/2028 | 0.12% |
| Sysco Corp., 6.60%, due 04/01/2040 | 0.12% |
| Centene Corp., 5.37%, due 06/01/2026 | 0.12% |
| Boeing Co., 4.50%, due 05/01/2023 | 0.11% |
| Government National Mortgage Association, 4.50%, due 08/15/2046 | 0.11% |
| Quicken Loans LLC / Quicken Loans Co-Issuer, Inc., 3.87%, due 03/01/2031 | 0.11% |
| Spruce Hill Mortgage Loan Trust, Series 2020-SH2, Class A1, 3.40%, due 06/25/2055 | 0.11% |
| Centene Corp., 4.25%, due 12/15/2027 | 0.11% |
| Arbys Funding LLC, Series 2020-1A, Class A2, 3.23%, due 07/30/2050 | 0.11% |
| Alexandria Real Estate Equities, Inc., 4.90%, due 12/15/2030 | 0.11% |
| Dell International LLC / EMC Corp., 5.87%, due 06/15/2021 | 0.11% |
| Qorvo, Inc., 3.37%, due 04/01/2031 | 0.11% |
| Federal National Mortgage Association, 3.00%, due 09/01/2046 | 0.11% |
| Elanco Animal Health, Inc., 5.27%, due 08/28/2023 | 0.10% |
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, due 02/01/2046 | 0.10% |
| PayPal Holdings, Inc., 2.65%, due 10/01/2026 | 0.10% |
| Cos.tar Group, Inc., 2.80%, due 07/15/2030 | 0.10% |
| CSC Holdings LLC, 4.12%, due 12/01/2030 | 0.10% |
| Broadcom, Inc., 4.15%, due 11/15/2030 | 0.10% |
| Barclays PLC, 6.12%, due 12/15/2025 | 0.10% |
| JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 5.50%, due 01/15/2030 | 0.10% |
| Preston Ridge Partners Mortgage Trust, Series 2020-3, Class A1, 2.85%, due 09/25/2025 | 0.10% |
| VMware, Inc., 4.65%, due 05/15/2027 | 0.10% |
| Federal National Mortgage Association, 3.00%, due 02/01/2057 | 0.10% |
| Wells Fargo & Co., Series MTN, 1.65%, due 06/02/2024 | 0.10% |
| Element Solutions, Inc., 3.87%, due 09/01/2028 | 0.10% |
| O'Reilly Automotive, Inc., 3.90%, due 06/01/2029 | 0.10% |
| Avery Dennison Corp., 2.65%, due 04/30/2030 | 0.10% |
| GLP Capital, LP / GLP Financing II, Inc., 4.00%, due 01/15/2030 | 0.10% |
| Huntington Ingalls Industries, Inc., 5.00%, due 11/15/2025 | 0.10% |
| Keysight Technologies, Inc., 3.00%, due 10/30/2029 | 0.10% |
| Baxter International, Inc., 3.75%, due 10/01/2025 | 0.10% |
| HSBC Holdings PLC, 1.64%, due 04/18/2026 | 0.10% |
| Bank of America Corp., 6.25%, due 09/05/2024 | 0.10% |
| Booz Allen Hamilton, Inc., 3.87%, due 09/01/2028 | 0.10% |
| Natwest Group PLC, 3.03%, due 11/28/2035 | 0.09% |
| Sensata Technologies, Inc., 3.75%, due 02/15/2031 | 0.09% |
| DaVita, Inc., 3.75%, due 02/15/2031 | 0.09% |
| Connecticut Avenue Securities Trust, Series 2020-R02, Class 2M2, 2.14%, due 01/25/2040 | 0.09% |
| Microchip Technology, Inc., 4.25%, due 09/01/2025 | 0.09% |
| Leidos, Inc., 4.37%, due 05/15/2030 | 0.09% |
| Westinghouse Air Brake Technologies Corp., 3.20%, due 06/15/2025 | 0.09% |
| Boeing Co., 3.60%, due 05/01/2034 | 0.09% |
| American Water Capital Corp., 3.45%, due 05/01/2050 | 0.09% |
| Mastercard, Inc., 3.30%, due 03/26/2027 | 0.09% |
| CSC Holdings LLC, 4.62%, due 12/01/2030 | 0.09% |
| Equifax, Inc., 2.60%, due 12/15/2025 | 0.09% |
| NRG Energy, Inc., 6.62%, due 01/15/2027 | 0.09% |
| Federal National Mortgage Association, 3.50%, due 08/01/2056 | 0.09% |
| Boeing Co., 5.70%, due 05/01/2040 | 0.09% |
| VMware, Inc., 4.50%, due 05/15/2025 | 0.09% |
| Equinix, Inc., 3.20%, due 11/18/2029 | 0.09% |
| MSCI, Inc., 3.87%, due 02/15/2031 | 0.09% |
| Constellium SE, 5.75%, due 05/15/2024 | 0.09% |
| BX Trust, Series 2019-OC11, Class A, 3.20%, due 12/09/2041 | 0.09% |
| Cheniere Corpus Christi Holdings LLC, 3.70%, due 11/15/2029 | 0.09% |
| Booking Holdings, Inc., 4.62%, due 04/13/2030 | 0.09% |
| General Motors Co., 5.00%, due 10/01/2028 | 0.09% |
| BANK, Series 2019-BN18, Class A4, 3.58%, due 05/15/2062 | 0.09% |
| Connecticut Avenue Securities Trust, Series 2019-R07, Class 1M2, 2.24%, due 10/25/2039 | 0.09% |
| Government National Mortgage Association, 4.00%, due 01/15/2045 | 0.09% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 2.80%, due 04/01/2031 | 0.09% |
| Trimble, Inc., 4.75%, due 12/01/2024 | 0.09% |
| NRG Energy, Inc., 7.25%, due 05/15/2026 | 0.09% |
| Sysco Corp., 6.60%, due 04/01/2050 | 0.09% |
| Choice Hotels International, Inc., 3.70%, due 12/01/2029 | 0.08% |
| Broadcom, Inc., 4.30%, due 11/15/2032 | 0.08% |
| BX Commercial Mortgage Trust, Series 2019-XL, Class A, 1.06%, due 10/15/2036 | 0.08% |
| JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 6.50%, due 04/15/2029 | 0.08% |
| Equifax, Inc., 3.10%, due 05/15/2030 | 0.08% |
| AT&T, Inc., 3.55%, due 09/15/2055 | 0.08% |
| Westinghouse Air Brake Technologies Corp., 4.40%, due 03/15/2024 | 0.08% |
| Equinix, Inc., 1.80%, due 07/15/2027 | 0.08% |
| BNP Paribas SA, 3.05%, due 01/13/2031 | 0.08% |
| Global Payments, Inc., 2.90%, due 05/15/2030 | 0.08% |
| DaVita, Inc., 4.62%, due 06/01/2030 | 0.08% |
| Mondelez International Holdings BV, 2.25%, due 09/19/2024 | 0.08% |
| Morgan Stanley, Series MTN, 4.35%, due 09/08/2026 | 0.08% |
| Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2046 | 0.08% |
| Federal National Mortgage Association, 3.50%, due 11/01/2048 | 0.08% |
| Northrop Grumman Corp., 4.40%, due 05/01/2030 | 0.08% |
| Nutrition & Biosciences, Inc., 3.46%, due 12/01/2050 | 0.08% |
| United Parcel Service, Inc., 5.30%, due 04/01/2050 | 0.08% |
| Quicken Loans LLC / Quicken Loans Co-Issuer, Inc., 3.62%, due 03/01/2029 | 0.08% |
| Jack in the Box Funding LLC, Series 2019-1A, Class A23, 4.97%, due 08/25/2049 | 0.08% |
| Federal National Mortgage Association REMIC, 3.00%, due 05/25/2048 | 0.08% |
| Global Payments, Inc., 4.80%, due 04/01/2026 | 0.08% |
| Connecticut Avenue Securities Trust, Series 2019-R05, Class 1M2, 2.14%, due 07/25/2039 | 0.08% |
| Jack in the Box Funding LLC, Series 2019-1A, Class A2II, 4.47%, due 08/25/2049 | 0.08% |
| T-Mobile USA, Inc., 3.87%, due 04/15/2030 | 0.08% |
| Crown Castle International Corp., 3.10%, due 11/15/2029 | 0.08% |
| IHS Markit, Ltd., 4.75%, due 02/15/2025 | 0.08% |
| Jack in the Box Funding LLC, Series 2019-1A, Class A2I, 3.98%, due 08/25/2049 | 0.08% |
| NGPL PipeCo LLC, 4.37%, due 08/15/2022 | 0.08% |
| Applebee's Funding LLC / IHOP Funding LLC, Series 2019-1A, Class A2I, 4.19%, due 06/07/2049 | 0.08% |
| Morgan Stanley Capital I Trust, Series 2018-H4, Class A4, 4.31%, due 12/15/2051 | 0.07% |
| Allegheny Technologies, Inc., 5.87%, due 12/01/2027 | 0.07% |
| Nordstrom, Inc., 4.37%, due 04/01/2030 | 0.07% |
| Intercontinental Exchange, Inc., 2.10%, due 06/15/2030 | 0.07% |
| American Water Capital Corp., 2.80%, due 05/01/2030 | 0.07% |
| BANK, Series 2019-BN23, Class A3, 2.92%, due 12/15/2052 | 0.07% |
| Avantor Funding, Inc., 4.62%, due 07/15/2028 | 0.07% |
| Uniform Mortgage-Backed Security, 2.50%, TBA | 0.07% |
| Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2I, 4.11%, due 07/25/2048 | 0.07% |
| Government National Mortgage Association, 5.00%, due 08/20/2048 | 0.07% |
| Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Trust REMIC, 1.84%, due 01/25/2050 | 0.07% |
| AT&T, Inc., 3.50%, due 09/15/2053 | 0.07% |
| ONEOK, Inc., 6.35%, due 01/15/2031 | 0.07% |
| BBCMS Trust, Series 2015-SRCH, Class A2, 4.19%, due 08/10/2035 | 0.07% |
| Huntington Ingalls Industries, Inc., 3.84%, due 05/01/2025 | 0.07% |
| Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2048 | 0.07% |
| General Dynamics Corp., 3.25%, due 04/01/2025 | 0.07% |
| Oncor Electric Delivery Co. LLC, 3.80%, due 06/01/2049 | 0.07% |
| Baxter International, Inc., 3.95%, due 04/01/2030 | 0.07% |
| Bank of America Corp., Series MTN, 3.97%, due 03/05/2029 | 0.07% |
| Connecticut Avenue Securities Trust, Series 2019-R04, Class 2M2, 2.24%, due 06/25/2039 | 0.07% |
| Nutrition & Biosciences, Inc., 1.83%, due 10/15/2027 | 0.07% |
| WP Carey, Inc., 2.40%, due 02/01/2031 | 0.07% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 | 0.07% |
| Citigroup, Inc., 5.95%, due 01/30/2023 | 0.07% |
| Federal National Mortgage Association, 5.00%, due 07/01/2044 | 0.07% |
| U.S. Treasury Bond, 1.12%, due 05/15/2040 | 0.07% |
| Anheuser-Busch InBev Worldwide, Inc., 4.35%, due 06/01/2040 | 0.07% |
| Royalty Pharma PLC, 3.30%, due 09/02/2040 | 0.07% |
| Centene Corp., 3.37%, due 02/15/2030 | 0.07% |
| Dollar General Corp., 4.12%, due 04/03/2050 | 0.07% |
| Lowe's Cos., Inc., 5.00%, due 04/15/2040 | 0.07% |
| Federal Home Loan Mortgage Corp., 3.14%, due 06/25/2050 | 0.07% |
| CSC Holdings LLC, 3.37%, due 02/15/2031 | 0.07% |
| Jones Lang LaSalle, Inc., 4.40%, due 11/15/2022 | 0.07% |
| Dollar General Corp., 3.50%, due 04/03/2030 | 0.07% |
| Federal National Mortgage Association, 4.00%, due 01/01/2048 | 0.07% |
| Royalty Pharma PLC, 3.55%, due 09/02/2050 | 0.07% |
| Georgia-Pacific LLC, 3.16%, due 11/15/2021 | 0.07% |
| Federal National Mortgage Association Connecticut Avenue Securities, 2.14%, due 03/25/2031 | 0.06% |
| Leidos, Inc., 2.30%, due 02/15/2031 | 0.06% |
| Federal National Mortgage Association, 3.50%, due 07/01/2046 | 0.06% |
| Raymond James Financial, Inc., 4.95%, due 07/15/2046 | 0.06% |
| MSCI, Inc., 3.62%, due 09/01/2030 | 0.06% |
| PRPM LLC, Series 2020-4, Class A1, 2.61%, due 10/25/2025 | 0.06% |
| Leidos, Inc., 3.62%, due 05/15/2025 | 0.06% |
| Federal National Mortgage Association, 3.00%, due 03/01/2047 | 0.06% |
| MGM Growth Properties LLC, Class A, REIT | 0.06% |
| Planet Fitness Master Issuer LLC, Series 2019-1A, Class A2, 3.85%, due 12/05/2049 | 0.06% |
| Reliance Steel & Aluminum Co., 4.50%, due 04/15/2023 | 0.06% |
| United Parcel Service, Inc., 3.90%, due 04/01/2025 | 0.06% |
| VCAT LLC, Series 2020-NPL1, Class A1, 3.67%, due 08/25/2050 | 0.06% |
| T-Mobile USA, Inc., 3.50%, due 04/15/2025 | 0.06% |
| BNP Paribas SA, 4.70%, due 01/10/2025 | 0.06% |
| Angel Oak Mortgage Trust, Series 2020-3, Class A2, 2.41%, due 04/25/2065 | 0.06% |
| Connecticut Avenue Securities Trust, Series 2019-R03, Class 1M2, 2.29%, due 09/25/2031 | 0.06% |
| General Electric Co., 5.00%, due 01/21/2021 | 0.06% |
| BX Trust, Series 2019-OC11, Class D, 4.07%, due 12/09/2041 | 0.06% |
| Brown & Brown, Inc., 4.50%, due 03/15/2029 | 0.06% |
| General Motors Financial Co., Inc., 4.35%, due 04/09/2025 | 0.06% |
| Fomento Economico Mexicano SAB de CV, 3.50%, due 01/16/2050 | 0.06% |
| AEP Transmission Co. LLC, 3.65%, due 04/01/2050 | 0.06% |
| CVS Health Corp., 4.30%, due 03/25/2028 | 0.06% |
| Verisk Analytics, Inc., 3.62%, due 05/15/2050 | 0.06% |
| Connecticut Avenue Securities Trust, Series 2020-R01, Class 1M2, 2.19%, due 01/25/2040 | 0.06% |
| GS Mortgage Securities Trust, Series 2020-GC47, Class A5, 2.37%, due 05/12/2053 | 0.06% |
| Diageo Capital PLC, 1.37%, due 09/29/2025 | 0.06% |
| GLP Capital, LP / GLP Financing II, Inc., 5.37%, due 04/15/2026 | 0.06% |
| General Electric Co., Series MTN, 6.75%, due 03/15/2032 | 0.06% |
| Crown Castle International Corp., 4.30%, due 02/15/2029 | 0.06% |
| CenturyLink, Inc., 6.45%, due 06/15/2021 | 0.06% |
| Connecticut Avenue Securities Trust, Series 2018-R07, Class 1M2, 2.54%, due 04/25/2031 | 0.06% |
| Vulcan Materials Co., 3.50%, due 06/01/2030 | 0.06% |
| Thermo Fisher Scientific, Inc., 4.13%, due 03/25/2025 | 0.06% |
| BAE Systems PLC, 1.90%, due 02/15/2031 | 0.06% |
| AT&T, Inc., 4.50%, due 03/09/2048 | 0.06% |
| Otis Worldwide Corp., 2.05%, due 04/05/2025 | 0.06% |
| Citizens Financial Group, Inc., 2.63%, due 09/30/2032 | 0.06% |
| GS Mortgage Securities Trust, Series 2018-GS9, Class A4, 3.99%, due 03/10/2051 | 0.06% |
| Diageo Capital PLC, 2.00%, due 04/29/2030 | 0.06% |
| MDC Holdings, Inc., 5.50%, due 01/15/2024 | 0.05% |
| Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2048 | 0.05% |
| AT&T, Inc., 1.65%, due 02/01/2028 | 0.05% |
| Morgan Stanley Capital I Trust, Series 2016-UB11, Class A4, 2.78%, due 08/15/2049 | 0.05% |
| Vantage Data Centers LLC, Series 2020-2A, Class A2, 1.99%, due 09/15/2045 | 0.05% |
| Cold Storage Trust, Series 2020-ICE5, Class C, 1.58%, due 11/15/2023 | 0.05% |
| Coca-Cola Femsa SAB de CV, 2.75%, due 01/22/2030 | 0.05% |
| Cboe Global Markets, Inc., 3.65%, due 01/12/2027 | 0.05% |
| Cold Storage Trust, Series 2020-ICE5, Class B, 1.28%, due 11/15/2023 | 0.05% |
| 280 Park Avenue Mortgage Trust, Series 2017-280P, Class A, 1.02%, due 09/15/2034 | 0.05% |
| Federal National Mortgage Association, 3.00%, due 05/01/2043 | 0.05% |
| Northrop Grumman Corp., 5.25%, due 05/01/2050 | 0.05% |
| BANK, Series 2019-BN17, Class A4, 3.71%, due 04/15/2052 | 0.05% |
| JBS USA LUX SA / JBS USA Finance, Inc., 6.75%, due 02/15/2028 | 0.05% |
| Analog Devices, Inc., 2.95%, due 04/01/2025 | 0.05% |
| Intercontinental Exchange, Inc., 3.00%, due 09/15/2060 | 0.05% |
| Santander Consumer Auto Receivables Trust, Series 2020-AA, Class A, 1.37%, due 10/15/2024 | 0.05% |
| NextEra Energy Capital Holdings, Inc., 2.75%, due 05/01/2025 | 0.05% |
| CVS Health Corp., 4.12%, due 04/01/2040 | 0.05% |
| BX Commercial Mortgage Trust, Series 2018-IND, Class A, 0.89%, due 11/15/2035 | 0.05% |
| T-Mobile USA, Inc., 3.00%, due 02/15/2041 | 0.05% |
| CarMax Auto Owner Trust, Series 2017-3, Class C, 2.72%, due 05/15/2023 | 0.05% |
| HSBC Holdings PLC, 2.35%, due 08/18/2031 | 0.05% |
| Morgan Stanley Capital I Trust, Series 2018-H3, Class A5, 4.17%, due 07/15/2051 | 0.05% |
| Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2049 | 0.05% |
| PayPal Holdings, Inc., 2.30%, due 06/01/2030 | 0.05% |
| Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2047 | 0.05% |
| Boston Scientific Corp., 3.75%, due 03/01/2026 | 0.05% |
| Equinix, Inc., 2.15%, due 07/15/2030 | 0.05% |
| PRPM LLC, Series 2019-4A, Class A1, 3.35%, due 11/25/2024 | 0.05% |
| Angel Oak Mortgage Trust, Series 2019-6, Class A1, 2.62%, due 11/25/2059 | 0.05% |
| Federal National Mortgage Association, 3.50%, due 04/01/2048 | 0.05% |
| Federal National Mortgage Association Connecticut Avenue Securities, 5.14%, due 07/25/2025 | 0.05% |
| Planet Fitness Master Issuer LLC, Series 2018-1A, Class A2I, 4.26%, due 09/05/2048 | 0.05% |
| Crown Castle International Corp., 3.65%, due 09/01/2027 | 0.05% |
| Citigroup, Inc., 5.95%, due 05/15/2025 | 0.05% |
| WFRBS Commercial Mortgage Trust, Series 2014-C25, Class A5, 3.63%, due 11/15/2047 | 0.05% |
| Federal National Mortgage Association, 2.50%, due 11/01/2034 | 0.05% |
| BAE Systems PLC, 3.00%, due 09/15/2050 | 0.05% |
| Federal National Mortgage Association, 4.00%, due 05/01/2048 | 0.05% |
| Bristol-Myers Squibb Co., 3.40%, due 07/26/2029 | 0.05% |
| Boston Scientific Corp., 4.70%, due 03/01/2049 | 0.05% |
| Federal National Mortgage Association, 4.50%, due 02/01/2046 | 0.05% |
| HCA, Inc., 5.37%, due 02/01/2025 | 0.05% |
| BAE Systems PLC, 3.40%, due 04/15/2030 | 0.05% |
| GS Mortgage Securities Trust, Series 2020-GC45, Class A5, 2.91%, due 02/13/2053 | 0.05% |
| CHT Mortgage Trust, Series 2017-CSMO, Class A, 1.07%, due 11/15/2036 | 0.05% |
| CVS Health Corp., 5.05%, due 03/25/2048 | 0.04% |
| Diageo Capital PLC, 2.12%, due 04/29/2032 | 0.04% |
| Benchmark Mortgage Trust, Series 2020-B16, Class A5, 2.73%, due 02/15/2053 | 0.04% |
| BNP Paribas SA, 2.81%, due 11/19/2025 | 0.04% |
| Wingstop Funding LLC, Series 2020-1A, Class A2, 2.84%, due 12/05/2050 | 0.04% |
| Verizon Communications, Inc., 3.00%, due 03/22/2027 | 0.04% |
| Wells Fargo & Co., 2.18%, due 04/30/2026 | 0.04% |
| Raymond James Financial, Inc., 4.65%, due 04/01/2030 | 0.04% |
| DH Europe Finance II SARL, 2.20%, due 11/15/2024 | 0.04% |
| Morgan Stanley Capital I Trust, Series 2015-UBS8, Class A4, 3.80%, due 12/15/2048 | 0.04% |
| Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2II, 4.32%, due 07/25/2048 | 0.04% |
| BX Trust, Series 2019-OC11, Class B, 3.60%, due 12/09/2041 | 0.04% |
| T-Mobile USA, Inc., 3.30%, due 02/15/2051 | 0.04% |
| Bank of America Corp., 6.10%, due 03/17/2025 | 0.04% |
| HCA, Inc., 5.87%, due 02/01/2029 | 0.04% |
| Nutrition & Biosciences, Inc., 2.30%, due 11/01/2030 | 0.04% |
| Verisk Analytics, Inc., 5.50%, due 06/15/2045 | 0.04% |
| Government National Mortgage Association, 4.50%, due 05/20/2048 | 0.04% |
| United Parcel Service, Inc., 5.20%, due 04/01/2040 | 0.04% |
| Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes REMIC, 3.29%, due 09/25/2050 | 0.04% |
| First Republic Bank, 4.62%, due 02/13/2047 | 0.04% |
| BX Trust, Series 2019-OC11, Class C, 3.85%, due 12/09/2041 | 0.04% |
| Government National Mortgage Association, 2.00%, TBA | 0.04% |
| Angel Oak Mortgage Trust, Series 2019-5, Class A1, 2.59%, due 10/25/2049 | 0.04% |
| PayPal Holdings, Inc., 1.65%, due 06/01/2025 | 0.04% |
| Federal National Mortgage Association Connecticut Avenue Securities, 3.69%, due 07/25/2029 | 0.04% |
| AutoZone, Inc., 1.65%, due 01/15/2031 | 0.04% |
| General Dynamics Corp., 3.50%, due 04/01/2027 | 0.04% |
| BANK, Series 2019-BN20, Class A3, 3.01%, due 09/15/2062 | 0.04% |
| Ross Stores, Inc., 0.87%, due 04/15/2026 | 0.04% |
| Federal National Mortgage Association, 4.00%, due 12/01/2047 | 0.04% |
| AutoZone, Inc., 3.75%, due 04/18/2029 | 0.04% |
| Wendy's Funding LLC, Series 2019-1A, Class A2I, 3.78%, due 06/15/2049 | 0.04% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 3.70%, due 04/01/2051 | 0.04% |
| Equinix, Inc., 2.90%, due 11/18/2026 | 0.04% |
| Intercontinental Exchange, Inc., 1.85%, due 09/15/2032 | 0.04% |
| Verizon Communications, Inc., 4.86%, due 08/21/2046 | 0.04% |
| Boeing Co., 4.87%, due 05/01/2025 | 0.04% |
| Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2049 | 0.04% |
| Federal Home Loan Mortgage Corp., 2.50%, due 11/01/2034 | 0.04% |
| Northrop Grumman Corp., 5.15%, due 05/01/2040 | 0.04% |
| Service Corp. International, 3.37%, due 08/15/2030 | 0.04% |
| Cigna Corp., 2.40%, due 03/15/2030 | 0.04% |
| FLIR Systems, Inc., 2.50%, due 08/01/2030 | 0.04% |
| BBCMS Mortgage Trust, Series 2017-DELC, Class A, 0.99%, due 08/15/2036 | 0.04% |
| DB Master Finance LLC, Series 2019-1A, Class A2I, 3.78%, due 05/20/2049 | 0.04% |
| Royalty Pharma PLC, 1.75%, due 09/02/2027 | 0.04% |
| Intercontinental Exchange, Inc., 2.65%, due 09/15/2040 | 0.04% |
| PRPM LLC, Series 2020-2, Class A1, 3.67%, due 08/25/2025 | 0.04% |
| COLT Mortgage Loan Trust, Series 2020-3, Class A1, 1.50%, due 04/27/2065 | 0.04% |
| Boeing Co., 3.25%, due 02/01/2028 | 0.04% |
| Fox Corp., 4.03%, due 01/25/2024 | 0.04% |
| Federal National Mortgage Association Connecticut Avenue Securities, Series 2016-C06, Class 1M2, 4.39%, due 04/25/2029 | 0.04% |
| COLT Mortgage Loan Trust, Series 2020-2, Class A1, 1.85%, due 03/25/2065 | 0.03% |
| Marvell Technology Group, Ltd., 4.20%, due 06/22/2023 | 0.03% |
| Ross Stores, Inc., 1.87%, due 04/15/2031 | 0.03% |
| GLP Capital, LP / GLP Financing II, Inc., 4.00%, due 01/15/2031 | 0.03% |
| GS Mortgage Securities Corp. II, Series 2018-GS10, Class A5, 4.15%, due 07/10/2051 | 0.03% |
| AT&T, Inc., 3.50%, due 02/01/2061 | 0.03% |
| Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes, 5.69%, due 07/25/2028 | 0.03% |
| PRPM LLC, Series 2019-3A, Class A1, 3.35%, due 07/25/2024 | 0.03% |
| Boeing Co., 2.75%, due 02/01/2026 | 0.03% |
| Federal Home Loan Mortgage Corp., 3.00%, due 11/01/2049 | 0.03% |
| Credit Agricole SA, 1.90%, due 06/16/2026 | 0.03% |
| Preston Ridge Partners Mortgage Trust, Series 2020-5, Class A1, 3.10%, due 11/25/2025 | 0.03% |
| UBS Group AG, 1.00%, due 07/30/2024 | 0.03% |
| CenturyLink, Inc., 5.80%, due 03/15/2022 | 0.03% |
| Spruce Hill Mortgage Loan Trust, Series 2020-SH1, Class A2, 2.62%, due 01/28/2050 | 0.03% |
| General Motors Co., 4.20%, due 10/01/2027 | 0.03% |
| ONEOK, Inc., 5.85%, due 01/15/2026 | 0.03% |
| Wells Fargo Mortgage-Backed Securities Trust, Series 2019-4, Class A3, 3.50%, due 09/25/2049 | 0.03% |
| Energy Transfer Operating, LP, 5.50%, due 06/01/2027 | 0.03% |
| Government National Mortgage Association, 4.00%, due 07/15/2047 | 0.03% |
| Connecticut Avenue Securities Trust, Series 2019-R02, Class 1M2, 2.44%, due 08/25/2031 | 0.03% |
| CVS Health Corp., 2.70%, due 08/21/2040 | 0.03% |
| Black Hills Corp., 2.50%, due 06/15/2030 | 0.03% |
| BXP Trust, Series 2017-GM, Class A, 3.37%, due 06/13/2039 | 0.03% |
| Comcast Corp., 3.75%, due 04/01/2040 | 0.03% |
| Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 | 0.03% |
| Starwood Mortgage Residential Trust, Series 2020-2, Class A1, 2.71%, due 04/25/2060 | 0.03% |
| Campbell Soup Co., 3.95%, due 03/15/2025 | 0.03% |
| Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2049 | 0.03% |
| DB Master Finance LLC, Series 2019-1A, Class A23, 4.35%, due 05/20/2049 | 0.03% |
| GLP Capital, LP / GLP Financing II, Inc., 5.25%, due 06/01/2025 | 0.03% |
| Federal National Mortgage Association Connecticut Avenue Securities, 4.39%, due 01/25/2029 | 0.03% |
| Federal National Mortgage Association, 4.50%, due 03/01/2048 | 0.03% |
| Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2034 | 0.03% |
| Federal National Mortgage Association, 3.50%, due 07/01/2049 | 0.03% |
| General Motors Financial Co., Inc., 4.35%, due 01/17/2027 | 0.03% |
| United Auto Credit Securitization Trust, Series 2019-1, Class C, 3.16%, due 08/12/2024 | 0.03% |
| Mars, Inc., 4.20%, due 04/01/2059 | 0.03% |
| Federal Home Loan Mortgage Corp., 4.50%, due 12/01/2048 | 0.03% |
| Morgan Stanley Capital I Trust, Series 2019-H6, Class A4, 3.41%, due 06/15/2052 | 0.03% |
| Federal Home Loan Mortgage Corp., 3.00%, due 04/01/2047 | 0.03% |
| Credit Acceptance Auto Loan Trust, Series 2018-2A, Class B, 3.94%, due 07/15/2027 | 0.03% |
| Sequoia Mortgage Trust, Series 2013-5, Class A1, 2.50%, due 05/25/2043 | 0.03% |
| T-Mobile USA, Inc., 2.55%, due 02/15/2031 | 0.03% |
| Federal National Mortgage Association, 3.50%, due 12/01/2047 | 0.03% |
| United Rentals North America, Inc., 3.87%, due 02/15/2031 | 0.03% |
| HCA, Inc., 5.62%, due 09/01/2028 | 0.03% |
| Federal National Mortgage Association, 4.00%, due 03/01/2048 | 0.03% |
| Federal Home Loan Mortgage Corp., 3.00%, due 09/01/2032 | 0.03% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 6.48%, due 10/23/2045 | 0.03% |
| Nutrition & Biosciences, Inc., 3.26%, due 11/15/2040 | 0.03% |
| Global Payments, Inc., 3.20%, due 08/15/2029 | 0.03% |
| Federal National Mortgage Association Connecticut Avenue Securities, 5.84%, due 04/25/2028 | 0.03% |
| Federal Home Loan Mortgage Corp., 4.50%, due 03/01/2048 | 0.03% |
| Cigna Corp., 3.40%, due 03/15/2050 | 0.03% |
| CVS Health Corp., 4.25%, due 04/01/2050 | 0.03% |
| Federal National Mortgage Association Connecticut Avenue Securities, 2.49%, due 01/25/2031 | 0.03% |
| Santander Drive Auto Receivables Trust, Series 2020-1, Class A2A, 2.07%, due 01/17/2023 | 0.03% |
| Boston Scientific Corp., 4.00%, due 03/01/2029 | 0.03% |
| Energy Transfer Operating, LP, 5.87%, due 01/15/2024 | 0.03% |
| Boeing Co., 5.93%, due 05/01/2060 | 0.03% |
| Federal National Mortgage Association, 4.50%, due 06/01/2047 | 0.03% |
| Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class C, 1.57%, due 05/15/2036 | 0.02% |
| Hasbro, Inc., 5.10%, due 05/15/2044 | 0.02% |
| Wendy's Funding LLC, Series 2018-1A, Class A2I, 3.57%, due 03/15/2048 | 0.02% |
| DH Europe Finance II SARL, 2.60%, due 11/15/2029 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2047 | 0.02% |
| HCA, Inc., 5.87%, due 02/15/2026 | 0.02% |
| BANK, Series 2018-BN12, Class A4, 4.25%, due 05/15/2061 | 0.02% |
| General Dynamics Corp., 4.25%, due 04/01/2050 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2047 | 0.02% |
| New Residential Mortgage Loan Trust, Series 2018-2A, Class A1, 4.50%, due 02/25/2058 | 0.02% |
| Kinder Morgan, Inc., 4.30%, due 03/01/2028 | 0.02% |
| Federal National Mortgage Association, 4.00%, due 02/01/2049 | 0.02% |
| Federal National Mortgage Association, 4.50%, due 03/01/2045 | 0.02% |
| Great Wolf Trust, Series 2019-WOLF, Class C, 1.78%, due 12/15/2036 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2043 | 0.02% |
| Raymond James Financial, Inc., 5.62%, due 04/01/2024 | 0.02% |
| Sysco Corp., 2.50%, due 07/15/2021 | 0.02% |
| Choice Hotels International, Inc., 3.70%, due 01/15/2031 | 0.02% |
| Sysco Corp., 2.40%, due 02/15/2030 | 0.02% |
| Towd Point HE Trust, Series 2019-HE1, Class A1, 1.04%, due 04/25/2048 | 0.02% |
| JPMorgan Mortgage Trust, Series 2019-LTV2, Class A11, 1.04%, due 12/25/2049 | 0.02% |
| Westinghouse Air Brake Technologies Corp., 3.45%, due 11/15/2026 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.00%, due 08/01/2046 | 0.02% |
| Federal National Mortgage Association, 2.50%, due 10/01/2050 | 0.02% |
| BX Trust, Series 2020-FOX, Class B, 1.00%, due 11/15/2032 | 0.02% |
| BX Trust, Series 2020-FOX, Class C, 1.00%, due 11/15/2032 | 0.02% |
| Great Wolf Trust, Series 2019-WOLF, Class B, 1.48%, due 12/15/2036 | 0.02% |
| Federal National Mortgage Association, 4.50%, due 08/01/2048 | 0.02% |
| T-Mobile USA, Inc., 2.05%, due 02/15/2028 | 0.02% |
| Uniform Mortgage-Backed Security, 1.50%, TBA | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2048 | 0.02% |
| DB Master Finance LLC, Series 2019-1A, Class A2II, 4.02%, due 05/20/2049 | 0.02% |
| Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2048 | 0.02% |
| Federal National Mortgage Association, 3.50%, due 12/01/2045 | 0.02% |
| Federal National Mortgage Association, 3.50%, due 01/01/2048 | 0.02% |
| Federal National Mortgage Association, 3.50%, due 01/01/2048 | 0.02% |
| Great Wolf Trust, Series 2019-WOLF, Class A, 1.18%, due 12/15/2036 | 0.02% |
| Drive Auto Receivables Trust, Series 2017-AA, Class D, 4.16%, due 05/15/2024 | 0.02% |
| Federal National Mortgage Association, 4.50%, due 04/01/2048 | 0.02% |
| Gartner, Inc., 3.75%, due 10/01/2030 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 | 0.02% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 5.37%, due 05/01/2047 | 0.02% |
| ONEOK, Inc., 7.15%, due 01/15/2051 | 0.02% |
| HCA, Inc., 5.37%, due 09/01/2026 | 0.02% |
| PRPM LLC, Series 2020-1A, Class A1, 2.98%, due 02/25/2025 | 0.02% |
| Federal Home Loan Mortgage Corp., 2.50%, due 11/01/2034 | 0.02% |
| General Motors Financial Co., Inc., 4.30%, due 07/13/2025 | 0.02% |
| BANK, Series 2019-BN24, Class A3, 2.96%, due 11/15/2062 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2049 | 0.02% |
| Federal National Mortgage Association, 4.50%, due 07/01/2047 | 0.02% |
| Citizens Financial Group, Inc., 3.75%, due 07/01/2024 | 0.02% |
| Government National Mortgage Association, 4.00%, due 12/15/2047 | 0.02% |
| O'Reilly Automotive, Inc., 4.35%, due 06/01/2028 | 0.02% |
| Federal National Mortgage Association, 4.00%, due 11/01/2047 | 0.02% |
| Provident Funding Mortgage Trust, Series 2020-1, Class A5, 3.00%, due 02/25/2050 | 0.02% |
| Cigna Corp., 3.20%, due 03/15/2040 | 0.02% |
| Federal National Mortgage Association, 5.00%, due 05/01/2048 | 0.02% |
| Federal National Mortgage Association, 4.50%, due 08/01/2047 | 0.02% |
| Brown & Brown, Inc., 2.37%, due 03/15/2031 | 0.02% |
| East Ohio Gas Co., 3.00%, due 06/15/2050 | 0.02% |
| Federal National Mortgage Association, 3.50%, due 03/01/2047 | 0.02% |
| Domino's Pizza Master Issuer LLC, Series 2017-1A, Class A23, 4.11%, due 07/25/2047 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2046 | 0.02% |
| Arroyo Mortgage Trust, Series 2018-1, Class A1, 3.76%, due 04/25/2048 | 0.02% |
| Federal National Mortgage Association, 3.00%, due 10/01/2034 | 0.02% |
| Sequoia Mortgage Trust, Series 2020-2, Class A19, 3.50%, due 03/25/2050 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2049 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2048 | 0.02% |
| Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2048 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.00%, due 11/01/2049 | 0.02% |
| Taco Bell Funding LLC, Series 2018-1A, Class A2II, 4.94%, due 11/25/2048 | 0.02% |
| Upjohn, Inc., 1.65%, due 06/22/2025 | 0.02% |
| Federal National Mortgage Association, 4.50%, due 03/01/2048 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2045 | 0.02% |
| Federal National Mortgage Association, 4.50%, due 10/01/2044 | 0.02% |
| Federal National Mortgage Association, 3.50%, due 08/01/2047 | 0.02% |
| Leidos, Inc., 2.95%, due 05/15/2023 | 0.02% |
| BX Trust, Series 2019-OC11, Class E, 4.07%, due 12/09/2041 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2049 | 0.01% |
| Domino's Pizza Master Issuer LLC, Series 2017-1A, Class A2II, 3.08%, due 07/25/2047 | 0.01% |
| Government National Mortgage Association, 4.00%, due 11/15/2047 | 0.01% |
| Federal National Mortgage Association, 4.00%, due 10/01/2047 | 0.01% |
| Federal National Mortgage Association, 4.00%, due 10/01/2047 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2033 | 0.01% |
| GLP Capital, LP / GLP Financing II, Inc., 3.35%, due 09/01/2024 | 0.01% |
| Cigna Corp., 3.40%, due 09/17/2021 | 0.01% |
| Mondelez International, Inc., 2.75%, due 04/13/2030 | 0.01% |
| USAA Capital Corp., 2.12%, due 05/01/2030 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 07/01/2047 | 0.01% |
| MGM Resorts International, 7.75%, due 03/15/2022 | 0.01% |
| BX Commercial Mortgage Trust, Series 2019-XL, Class B, 1.22%, due 10/15/2036 | 0.01% |
| OneMain Direct Auto Receivables Trust, Series 2018-1A, Class C, 3.85%, due 10/14/2025 | 0.01% |
| OneMain Direct Auto Receivables Trust, Series 2018-1A, Class D, 4.40%, due 01/14/2028 | 0.01% |
| Federal National Mortgage Association, 2.50%, due 01/01/2050 | 0.01% |
| Spruce Hill Mortgage Loan Trust, Series 2020-SH1, Class A1, 2.52%, due 01/28/2050 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2044 | 0.01% |
| Connecticut Avenue Securities Trust, Series 2020-R01, Class 1M1, 0.94%, due 01/25/2040 | 0.01% |
| Drive Auto Receivables Trust, Series 2018-4, Class C, 3.66%, due 11/15/2024 | 0.01% |
| East Ohio Gas Co., 1.30%, due 06/15/2025 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 03/01/2048 | 0.01% |
| Federal National Mortgage Association, 4.00%, due 10/01/2047 | 0.01% |
| Federal National Mortgage Association Connecticut Avenue Securities, 6.04%, due 10/25/2028 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 04/01/2044 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2034 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 12/01/2047 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 08/01/2047 | 0.01% |
| East Ohio Gas Co., 2.00%, due 06/15/2030 | 0.01% |
| Federal National Mortgage Association, 4.50%, due 06/01/2048 | 0.01% |
| Federal National Mortgage Association, 4.50%, due 05/01/2048 | 0.01% |
| Government National Mortgage Association, 4.50%, due 02/20/2048 | 0.01% |
| Federal National Mortgage Association, 4.50%, due 05/01/2048 | 0.01% |
| Federal National Mortgage Association, 4.50%, due 07/01/2047 | 0.01% |
| Federal National Mortgage Association, 4.50%, due 07/01/2047 | 0.01% |
| Federal National Mortgage Association, 4.50%, due 11/01/2047 | 0.01% |
| Sequoia Mortgage Trust, Series 2019-3, Class A2, 3.50%, due 09/25/2049 | 0.01% |
| Government National Mortgage Association, 4.50%, due 05/20/2048 | 0.01% |
| Boeing Co., 2.25%, due 06/15/2026 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2047 | 0.01% |
| Federal National Mortgage Association, 4.50%, due 09/01/2047 | 0.01% |
| Federal National Mortgage Association, 4.00%, due 08/01/2047 | 0.01% |
| Federal National Mortgage Association, 4.50%, due 06/01/2048 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 08/01/2047 | 0.01% |
| Drive Auto Receivables Trust, Series 2017-3, Class D, 3.53%, due 12/15/2023 | 0.01% |
| Sequoia Mortgage Trust, Series 2013-7, Class A2, 3.00%, due 06/25/2043 | 0.01% |
| Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2047 | 0.01% |
| Verizon Communications, Inc., 4.52%, due 09/15/2048 | 0.01% |
| Federal National Mortgage Association, 4.00%, due 10/01/2047 | 0.01% |
| AT&T, Inc., 3.65%, due 09/15/2059 | 0.01% |
| General Motors Co., 5.40%, due 04/01/2048 | 0.01% |
| IHS Markit, Ltd., 5.00%, due 11/01/2022 | 0.01% |
| Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A11, 1.04%, due 07/25/2049 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2032 | 0.01% |
| Citigroup, Inc., 5.90%, due 02/15/2023 | 0.01% |
| Federal National Mortgage Association, 3.00%, due 05/01/2043 | 0.01% |
| MSCI, Inc., 4.00%, due 11/15/2029 | 0.01% |
| Federal National Mortgage Association Connecticut Avenue Securities, 5.04%, due 11/25/2024 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.00%, due 03/01/2050 | 0.01% |
| Federal National Mortgage Association, 4.00%, due 01/01/2048 | 0.01% |
| Federal Home Loan Mortgage Corp., 6.00%, due 04/01/2040 | 0.01% |
| Angel Oak Mortgage Trust, Series 2018-2, Class A1, 3.67%, due 07/27/2048 | 0.01% |
| Government National Mortgage Association, 4.00%, due 08/15/2047 | 0.01% |
| Energy Transfer Operating, LP, 4.95%, due 06/15/2028 | 0.01% |
| Government National Mortgage Association, 4.00%, due 08/20/2047 | 0.01% |
| Federal National Mortgage Association, 4.00%, due 10/01/2047 | 0.01% |
| GLP Capital, LP / GLP Financing II, Inc., 5.30%, due 01/15/2029 | 0.01% |
| Wendy's Funding LLC, Series 2018-1A, Class A2II, 3.88%, due 03/15/2048 | 0.01% |
| Federal National Mortgage Association, 4.00%, due 08/01/2047 | 0.01% |
| Royalty Pharma PLC, 2.20%, due 09/02/2030 | 0.01% |
| Federal National Mortgage Association, 4.50%, due 11/01/2042 | 0.01% |
| Uniform Mortgage-Backed Security, 2.00%, TBA | 0.01% |
| Federal National Mortgage Association, 4.50%, due 05/01/2047 | 0.01% |
| Federal National Mortgage Association, 4.00%, due 11/01/2047 | 0.01% |
| Federal National Mortgage Association, 3.00%, due 08/01/2049 | 0.01% |
| Federal National Mortgage Association, 3.00%, due 01/01/2043 | 0.01% |
| Federal Home Loan Mortgage Corp., 2.50%, due 01/01/2050 | 0.01% |
| Federal National Mortgage Association, 3.00%, due 09/01/2049 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.00%, due 08/01/2049 | 0.01% |
| Federal National Mortgage Association, 4.00%, due 07/01/2047 | 0.01% |
| Federal National Mortgage Association, 4.50%, due 05/01/2047 | 0.01% |
| Federal National Mortgage Association, 4.50%, due 05/01/2047 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 12/01/2047 | 0.01% |
| Drive Auto Receivables Trust, Series 2019-2, Class A3, 3.04%, due 03/15/2023 | 0.01% |
| Federal National Mortgage Association, 4.00%, due 06/01/2047 | 0.01% |
| Sequoia Mortgage Trust, Series 2013-9, Class A1, 3.50%, due 07/25/2043 | 0.00%** |
| Federal Home Loan Mortgage Corp., 5.00%, due 09/01/2048 | 0.00%** |
| Federal National Mortgage Association, 4.50%, due 05/01/2047 | 0.00%** |
| Federal National Mortgage Association, 3.50%, due 03/01/2048 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2049 | 0.00%** |
| Government National Mortgage Association, 4.00%, due 08/20/2047 | 0.00%** |
| Federal National Mortgage Association, 4.50%, due 05/01/2047 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2044 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.00%, due 06/01/2043 | 0.00%** |
| Federal National Mortgage Association, 4.00%, due 06/01/2047 | 0.00%** |
| Federal National Mortgage Association, 4.00%, due 07/01/2047 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2042 | 0.00%** |
| Federal National Mortgage Association, 4.00%, due 09/01/2047 | 0.00%** |
| Federal National Mortgage Association, 4.00%, due 06/01/2047 | 0.00%** |
| Federal National Mortgage Association, 4.50%, due 05/01/2047 | 0.00%** |
| Federal National Mortgage Association, 3.00%, due 12/01/2034 | 0.00%** |
| Federal National Mortgage Association, 3.00%, due 11/01/2034 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2042 | 0.00%** |
| Federal National Mortgage Association, 3.50%, due 12/01/2047 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2042 | 0.00%** |
| Federal National Mortgage Association, 3.00%, due 01/01/2046 | 0.00%** |
| Federal National Mortgage Association, 4.50%, due 10/01/2047 | 0.00%** |
| Government National Mortgage Association, 4.00%, due 08/20/2047 | 0.00%** |
| Federal National Mortgage Association, 4.50%, due 05/01/2047 | 0.00%** |
| O'Reilly Automotive, Inc., 3.60%, due 09/01/2027 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.00%, due 08/01/2049 | 0.00%** |
| Federal National Mortgage Association, 3.00%, due 02/01/2043 | 0.00%** |
| Federal National Mortgage Association, 3.50%, due 11/01/2043 | 0.00%** |
| Federal National Mortgage Association, 4.00%, due 07/01/2047 | 0.00%** |
| Federal National Mortgage Association, 4.50%, due 08/01/2047 | 0.00%** |
| Federal National Mortgage Association, 4.00%, due 06/01/2047 | 0.00%** |
| Federal National Mortgage Association, 4.50%, due 06/01/2047 | 0.00%** |
| Federal National Mortgage Association, 3.00%, due 06/01/2057 | 0.00%** |
| Federal National Mortgage Association, 4.50%, due 10/01/2047 | 0.00%** |
| Federal National Mortgage Association, 4.50%, due 05/01/2047 | 0.00%** |
| Federal National Mortgage Association, 4.50%, due 05/01/2047 | 0.00%** |
| Federal National Mortgage Association, 4.00%, due 07/01/2047 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 02/01/2037 | 0.00%** |
| Net Other Assets (Liabilities) | 0.44% |
The information, data, analyses, and opinions contained herein may include, or be derived from, information provided by the sub-adviser to the fund as of the date specified and are provided solely for informational purposes and therefore are not an offer to buy or sell a security. There is no assurance that the securities are held beyond the indicated date and as a result data may vary.
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.
TAHLD-WB0417