|
11/30/2020* |
Transamerica Janus Balanced VP
| Security Description | % of Total Net Assets |
|---|---|
| Microsoft Corp. | 4.55% |
| Apple, Inc. | 3.21% |
| Amazon.com, Inc. | 3.03% |
| Alphabet, Inc., Class C | 2.61% |
| Mastercard, Inc., Class A | 2.27% |
| UnitedHealth Group, Inc. | 2.08% |
| Adobe, Inc. | 1.85% |
| Home Depot, Inc. | 1.78% |
| Lam Research Corp. | 1.48% |
| McDonald's Corp. | 1.39% |
| Comcast Corp., Class A | 1.38% |
| Merck & Co., Inc. | 1.33% |
| Accenture PLC, Class A | 1.33% |
| U.S. Treasury Bond, 1.25%, due 05/15/2050 | 1.27% |
| Costco Wholesale Corp. | 1.23% |
| U.S. Treasury Inflation-Indexed Note, 0.12%, due 10/15/2025 | 1.17% |
| NVIDIA Corp. | 1.14% |
| Abbott Laboratories | 1.14% |
| Honeywell International, Inc. | 1.13% |
| Progressive Corp. | 1.09% |
| Thermo Fisher Scientific, Inc. | 1.03% |
| Dollar General Corp. | 1.01% |
| NIKE, Inc., Class B | 0.98% |
| Texas Instruments, Inc. | 0.93% |
| Eli Lilly & Co. | 0.92% |
| Bristol-Myers Squibb Co. | 0.92% |
| Procter & Gamble Co. | 0.90% |
| Morgan Stanley | 0.87% |
| Deere & Co. | 0.86% |
| Bank of America Corp. | 0.85% |
| salesforce.com, Inc. | 0.82% |
| Blackstone Group, Inc., Class A | 0.80% |
| Walt Disney Co. | 0.76% |
| Monster Beverage Corp. | 0.75% |
| CSX Corp. | 0.74% |
| U.S. Treasury Bond, 2.75%, due 08/15/2042 | 0.71% |
| Federal National Mortgage Association, 3.00%, due 02/01/2047 | 0.68% |
| CME Group, Inc. | 0.68% |
| AbbVie, Inc. | 0.68% |
| General Dynamics Corp. | 0.67% |
| Medtronic PLC | 0.66% |
| American Express Co. | 0.64% |
| United Parcel Service, Inc., Class B | 0.62% |
| Starbucks Corp. | 0.59% |
| Crown Castle International Corp., REIT | 0.58% |
| Uniform Mortgage-Backed Security, 2.50%, TBA | 0.57% |
| Hilton Worldwide Holdings, Inc. | 0.56% |
| CBRE Group, Inc., Class A | 0.54% |
| QUALCOMM, Inc. | 0.54% |
| Hasbro, Inc. | 0.52% |
| Sherwin-Williams Co. | 0.46% |
| Corning, Inc. | 0.46% |
| U.S. Treasury Note, 0.87%, due 11/15/2030 | 0.43% |
| Hershey Co. | 0.43% |
| Booking Holdings, Inc. | 0.38% |
| Government National Mortgage Association, 2.50%, TBA | 0.37% |
| Motorola Solutions, Inc. | 0.37% |
| Federal National Mortgage Association, 3.50%, due 07/01/2048 | 0.37% |
| T-Mobile US, Inc. | 0.36% |
| Stryker Corp. | 0.32% |
| Illumina, Inc. | 0.32% |
| Sysco Corp. | 0.32% |
| Activision Blizzard, Inc. | 0.30% |
| JPMorgan Chase & Co., 2.08%, due 04/22/2026 | 0.30% |
| L3 Harris Technologies, Inc. | 0.29% |
| Marsh & McLennan Cos., Inc. | 0.28% |
| Charles Schwab Corp., 5.37%, due 06/01/2025 | 0.28% |
| Intuitive Surgical, Inc. | 0.27% |
| S&P Global, Inc. | 0.27% |
| Uniform Mortgage-Backed Security, 2.00%, TBA | 0.26% |
| MPT Operating Partnership, LP / MPT Finance Corp., 3.50%, due 03/15/2031 | 0.26% |
| Bank of America Corp., 2.59%, due 04/29/2031 | 0.25% |
| U.S. Treasury Note, 0.37%, due 11/30/2025 | 0.24% |
| JPMorgan Chase & Co., 2.95%, due 05/13/2031 | 0.24% |
| T-Mobile USA, Inc., 3.75%, due 04/15/2027 | 0.24% |
| Estee Lauder Cos., Inc., Class A | 0.23% |
| Ameren Corp., 3.50%, due 01/15/2031 | 0.23% |
| Clorox Co. | 0.22% |
| Government National Mortgage Association, 4.00%, due 05/20/2048 | 0.21% |
| Molina Healthcare, Inc., 4.37%, due 06/15/2028 | 0.21% |
| HSBC Holdings PLC, 1.58%, due 05/24/2027 | 0.21% |
| Goldman Sachs Group, Inc., 3.50%, due 04/01/2025 | 0.20% |
| Booking Holdings, Inc., 4.10%, due 04/13/2025 | 0.20% |
| Trimble, Inc., 4.90%, due 06/15/2028 | 0.20% |
| Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2046 | 0.20% |
| Westinghouse Air Brake Technologies Corp., 4.95%, due 09/15/2028 | 0.19% |
| Citigroup, Inc., 3.88%, due 01/10/2028 | 0.18% |
| Cheniere Energy, Inc., 4.62%, due 10/15/2028 | 0.18% |
| Fidelity National Information Services, Inc. | 0.18% |
| PPL WEM, Ltd. / Western Power Distribution PLC, 5.37%, due 05/01/2021 | 0.18% |
| Federal National Mortgage Association, 3.50%, due 12/01/2045 | 0.18% |
| 1011778 BC ULC / New Red Finance, Inc., 4.00%, due 10/15/2030 | 0.17% |
| Uniform Mortgage-Backed Security, 2.00%, TBA | 0.17% |
| CCO Holdings LLC / CCO Holdings Capital Corp., 4.50%, due 05/01/2032 | 0.17% |
| Elanco Animal Health, Inc., Term Loan B, 1.89%, due 08/01/2027 | 0.17% |
| Experian Finance PLC, 2.75%, due 03/08/2030 | 0.17% |
| 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 | 0.15% |
| Hasbro, Inc., 3.55%, due 11/19/2026 | 0.15% |
| Continental Resources, Inc., 5.75%, due 01/15/2031 | 0.15% |
| JPMorgan Chase & Co., 3.96%, due 01/29/2027 | 0.15% |
| BNP Paribas SA, 2.58%, due 08/12/2035 | 0.15% |
| Truist Financial Corp., Series R, 4.75% | 0.14% |
| Goldman Sachs Group, Inc., 4.12%, due 12/28/2020 | 0.14% |
| TransCanada PipeLines, Ltd., 4.10%, due 04/15/2030 | 0.14% |
| Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2, 3.66%, due 10/25/2049 | 0.14% |
| Drive Auto Receivables Trust, Series 2017-1, Class E, 5.17%, due 09/16/2024 | 0.14% |
| Hasbro, Inc., 3.90%, due 11/19/2029 | 0.13% |
| Broadcom, Inc., 4.70%, due 04/15/2025 | 0.13% |
| Federal National Mortgage Association, 3.00%, due 11/01/2048 | 0.13% |
| Banco Santander SA, 2.74%, due 12/03/2030 | 0.13% |
| Prudential Financial, Inc., 3.70%, due 10/01/2050 | 0.13% |
| Citigroup, Inc., 4.41%, due 03/31/2031 | 0.13% |
| Morgan Stanley, 3.95%, due 04/23/2027 | 0.13% |
| Huntington Ingalls Industries, Inc., 4.20%, due 05/01/2030 | 0.13% |
| Federal Home Loan Mortgage Corp., 2.50%, due 12/01/2033 | 0.13% |
| Centene Corp., 4.62%, due 12/15/2029 | 0.13% |
| Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class A, 1.12%, due 05/15/2036 | 0.13% |
| Axalta Coating Systems LLC, 3.37%, due 02/15/2029 | 0.13% |
| Federal National Mortgage Association REMIC, 3.00%, due 11/25/2049 | 0.12% |
| HCA, Inc., 3.50%, due 09/01/2030 | 0.12% |
| Federal National Mortgage Association, 3.50%, due 02/01/2057 | 0.12% |
| Marvell Technology Group, Ltd., 4.87%, due 06/22/2028 | 0.12% |
| Sirius XM Radio, Inc., 4.12%, due 07/01/2030 | 0.12% |
| Agree, LP, 2.90%, due 10/01/2030 | 0.12% |
| Drive Auto Receivables Trust, Series 2017-2, Class E, 5.27%, due 11/15/2024 | 0.12% |
| Morgan Stanley, 2.18%, due 04/28/2026 | 0.12% |
| Booking Holdings, Inc., 4.50%, due 04/13/2027 | 0.12% |
| First Republic Bank, Series K, 4.12% | 0.12% |
| Marriott International, Inc., 5.75%, due 05/01/2025 | 0.12% |
| Sysco Corp., 6.60%, due 04/01/2040 | 0.12% |
| Equifax, Inc., 2.60%, due 12/01/2024 | 0.12% |
| Lowe's Cos., Inc., 4.50%, due 04/15/2030 | 0.12% |
| Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes, Series 2020-HQA5, Class M2, 2.69%, due 11/25/2050 | 0.12% |
| UBS Group AG, 1.36%, due 01/30/2027 | 0.12% |
| BX Trust, Series 2020-FOX, Class A, 1.14%, due 11/15/2032 | 0.12% |
| Dominion Energy, Inc., 3.37%, due 04/01/2030 | 0.11% |
| Broadcom, Inc., 3.15%, due 11/15/2025 | 0.11% |
| Vantage Data Centers LLC, Series 2020-1A, Class A2, 1.64%, due 09/15/2045 | 0.11% |
| Microchip Technology, Inc., 2.67%, due 09/01/2023 | 0.11% |
| Hess Midstream Operations, LP, 5.12%, due 06/15/2028 | 0.11% |
| CCO Holdings LLC / CCO Holdings Capital Corp., 4.25%, due 02/01/2031 | 0.11% |
| Cold Storage Trust, Series 2020-ICE5, Class A, 1.04%, due 11/15/2037 | 0.11% |
| Quicken Loans LLC / Quicken Loans Co-Issuer, Inc., 3.87%, due 03/01/2031 | 0.11% |
| Federal Home Loan Mortgage Corp., 3.00%, due 05/01/2031 | 0.11% |
| Boeing Co., 4.50%, due 05/01/2023 | 0.11% |
| Centene Corp., 5.37%, due 06/01/2026 | 0.11% |
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, due 02/01/2046 | 0.10% |
| Government National Mortgage Association, 4.50%, due 08/15/2046 | 0.10% |
| Spruce Hill Mortgage Loan Trust, Series 2020-SH2, Class A1, 3.40%, due 06/25/2055 | 0.10% |
| Centene Corp., 4.25%, due 12/15/2027 | 0.10% |
| Barclays PLC, 6.12%, due 12/15/2025 | 0.10% |
| Alexandria Real Estate Equities, Inc., 4.90%, due 12/15/2030 | 0.10% |
| Broadcom, Inc., 4.15%, due 11/15/2030 | 0.10% |
| Arbys Funding LLC, Series 2020-1A, Class A2, 3.23%, due 07/30/2050 | 0.10% |
| JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 5.50%, due 01/15/2030 | 0.10% |
| Dell International LLC / EMC Corp., 5.87%, due 06/15/2021 | 0.10% |
| Cos.tar Group, Inc., 2.80%, due 07/15/2030 | 0.10% |
| Qorvo, Inc., 3.37%, due 04/01/2031 | 0.10% |
| CSC Holdings LLC, 4.12%, due 12/01/2030 | 0.10% |
| Elanco Animal Health, Inc., 5.27%, due 08/28/2023 | 0.10% |
| PayPal Holdings, Inc., 2.65%, due 10/01/2026 | 0.10% |
| Broadridge Financial Solutions, Inc., 2.90%, due 12/01/2029 | 0.10% |
| VMware, Inc., 4.65%, due 05/15/2027 | 0.10% |
| Element Solutions, Inc., 3.87%, due 09/01/2028 | 0.10% |
| Federal National Mortgage Association, 3.00%, due 09/01/2046 | 0.10% |
| GLP Capital, LP / GLP Financing II, Inc., 4.00%, due 01/15/2030 | 0.10% |
| Preston Ridge Partners Mortgage Trust, Series 2020-3, Class A1, 2.85%, due 09/25/2025 | 0.10% |
| Federal National Mortgage Association, 3.00%, due 02/01/2057 | 0.09% |
| Westpac Banking Corp., 2.66%, due 11/15/2035 | 0.09% |
| O'Reilly Automotive, Inc., 3.90%, due 06/01/2029 | 0.09% |
| Avery Dennison Corp., 2.65%, due 04/30/2030 | 0.09% |
| Keysight Technologies, Inc., 3.00%, due 10/30/2029 | 0.09% |
| Ford Motor Credit Co. LLC, 3.37%, due 11/13/2025 | 0.09% |
| Morgan Stanley, Series MTN, 1.79%, due 02/13/2032 | 0.09% |
| Bank of America Corp., 6.25%, due 09/05/2024 | 0.09% |
| Natwest Group PLC, 3.03%, due 11/28/2035 | 0.09% |
| HSBC Holdings PLC, 1.64%, due 04/18/2026 | 0.09% |
| Boeing Co., 5.70%, due 05/01/2040 | 0.09% |
| NRG Energy, Inc., 3.62%, due 02/15/2031 | 0.09% |
| DaVita, Inc., 3.75%, due 02/15/2031 | 0.09% |
| Booz Allen Hamilton, Inc., 3.87%, due 09/01/2028 | 0.09% |
| Sensata Technologies, Inc., 3.75%, due 02/15/2031 | 0.09% |
| American Water Capital Corp., 3.45%, due 05/01/2050 | 0.09% |
| Connecticut Avenue Securities Trust, Series 2020-R02, Class 2M2, 2.15%, due 01/25/2040 | 0.09% |
| Leidos, Inc., 4.37%, due 05/15/2030 | 0.09% |
| Microchip Technology, Inc., 4.25%, due 09/01/2025 | 0.09% |
| Sysco Corp., 6.60%, due 04/01/2050 | 0.09% |
| Boeing Co., 3.60%, due 05/01/2034 | 0.09% |
| Cheniere Corpus Christi Holdings LLC, 3.70%, due 11/15/2029 | 0.09% |
| CSC Holdings LLC, 4.62%, due 12/01/2030 | 0.09% |
| Nordstrom, Inc., 4.37%, due 04/01/2030 | 0.09% |
| General Motors Co., 5.00%, due 10/01/2028 | 0.09% |
| Westinghouse Air Brake Technologies Corp., 3.20%, due 06/15/2025 | 0.09% |
| Booking Holdings, Inc., 4.62%, due 04/13/2030 | 0.09% |
| Equifax, Inc., 2.60%, due 12/15/2025 | 0.09% |
| BX Trust, Series 2019-OC11, Class A, 3.20%, due 12/09/2041 | 0.09% |
| Equinix, Inc., 3.20%, due 11/18/2029 | 0.09% |
| Oak Street Investment Grade Net Lease Fund, Series 2020-1A, Class A5, 3.39%, due 10/20/2050 | 0.08% |
| NRG Energy, Inc., 6.62%, due 01/15/2027 | 0.08% |
| MSCI, Inc., 3.87%, due 02/15/2031 | 0.08% |
| AT&T, Inc., 3.55%, due 09/15/2055 | 0.08% |
| Constellium SE, 5.75%, due 05/15/2024 | 0.08% |
| VMware, Inc., 4.50%, due 05/15/2025 | 0.08% |
| Broadcom, Inc., 4.30%, due 11/15/2032 | 0.08% |
| BANK, Series 2019-BN18, Class A4, 3.58%, due 05/15/2062 | 0.08% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 2.80%, due 04/01/2031 | 0.08% |
| Federal National Mortgage Association, 3.50%, due 08/01/2056 | 0.08% |
| Choice Hotels International, Inc., 3.70%, due 12/01/2029 | 0.08% |
| Connecticut Avenue Securities Trust, Series 2019-R07, Class 1M2, 2.25%, due 10/25/2039 | 0.08% |
| Trimble, Inc., 4.75%, due 12/01/2024 | 0.08% |
| Ford Motor Credit Co. LLC, 4.00%, due 11/13/2030 | 0.08% |
| NRG Energy, Inc., 7.25%, due 05/15/2026 | 0.08% |
| Equifax, Inc., 3.10%, due 05/15/2030 | 0.08% |
| NRG Energy, Inc., 3.37%, due 02/15/2029 | 0.08% |
| JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 6.50%, due 04/15/2029 | 0.08% |
| BNP Paribas SA, 3.05%, due 01/13/2031 | 0.08% |
| BX Commercial Mortgage Trust, Series 2019-XL, Class A, 1.06%, due 10/15/2036 | 0.08% |
| DaVita, Inc., 4.62%, due 06/01/2030 | 0.08% |
| Global Payments, Inc., 2.90%, due 05/15/2030 | 0.08% |
| U.S. Treasury Note, 0.25%, due 06/30/2025 | 0.08% |
| Equinix, Inc., 1.80%, due 07/15/2027 | 0.08% |
| Government National Mortgage Association, 4.00%, due 01/15/2045 | 0.08% |
| United Parcel Service, Inc., 5.30%, due 04/01/2050 | 0.08% |
| Nutrition & Biosciences, Inc., 3.46%, due 12/01/2050 | 0.08% |
| Westinghouse Air Brake Technologies Corp., 4.40%, due 03/15/2024 | 0.08% |
| Allegheny Technologies, Inc., 5.87%, due 12/01/2027 | 0.08% |
| Morgan Stanley, Series MTN, 4.35%, due 09/08/2026 | 0.08% |
| Northrop Grumman Corp., 4.40%, due 05/01/2030 | 0.07% |
| Quicken Loans LLC / Quicken Loans Co-Issuer, Inc., 3.62%, due 03/01/2029 | 0.07% |
| T-Mobile USA, Inc., 3.87%, due 04/15/2030 | 0.07% |
| Bank of America Corp., 4.30%, due 01/28/2025 | 0.07% |
| Crown Castle International Corp., 3.10%, due 11/15/2029 | 0.07% |
| Global Payments, Inc., 4.80%, due 04/01/2026 | 0.07% |
| IHS Markit, Ltd., 4.75%, due 02/15/2025 | 0.07% |
| Jack in the Box Funding LLC, Series 2019-1A, Class A23, 4.97%, due 08/25/2049 | 0.07% |
| Jack in the Box Funding LLC, Series 2019-1A, Class A2II, 4.47%, due 08/25/2049 | 0.07% |
| Federal National Mortgage Association, 3.50%, due 11/01/2048 | 0.07% |
| AT&T, Inc., 3.50%, due 09/15/2053 | 0.07% |
| Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2046 | 0.07% |
| Jack in the Box Funding LLC, Series 2019-1A, Class A2I, 3.98%, due 08/25/2049 | 0.07% |
| NGPL PipeCo LLC, 4.37%, due 08/15/2022 | 0.07% |
| Morgan Stanley Capital I Trust, Series 2018-H4, Class A4, 4.31%, due 12/15/2051 | 0.07% |
| ONEOK, Inc., 6.35%, due 01/15/2031 | 0.07% |
| Applebee's Funding LLC / IHOP Funding LLC, Series 2019-1A, Class A2I, 4.19%, due 06/07/2049 | 0.07% |
| Westpac Banking Corp., 2.96%, due 11/16/2040 | 0.07% |
| Federal National Mortgage Association REMIC, 3.00%, due 05/25/2048 | 0.07% |
| Intercontinental Exchange, Inc., 2.10%, due 06/15/2030 | 0.07% |
| Connecticut Avenue Securities Trust, Series 2019-R04, Class 2M2, 2.25%, due 06/25/2039 | 0.07% |
| American Water Capital Corp., 2.80%, due 05/01/2030 | 0.07% |
| Avantor Funding, Inc., 4.62%, due 07/15/2028 | 0.07% |
| Oncor Electric Delivery Co. LLC, 3.80%, due 06/01/2049 | 0.07% |
| BANK, Series 2019-BN23, Class A3, 2.92%, due 12/15/2052 | 0.07% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 | 0.07% |
| Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Trust REMIC, 1.85%, due 01/25/2050 | 0.07% |
| Royalty Pharma PLC, 3.30%, due 09/02/2040 | 0.07% |
| Dollar General Corp., 4.12%, due 04/03/2050 | 0.07% |
| WP Carey, Inc., 2.40%, due 02/01/2031 | 0.07% |
| Uniform Mortgage-Backed Security, 2.50%, TBA | 0.07% |
| Anheuser-Busch InBev Worldwide, Inc., 4.35%, due 06/01/2040 | 0.07% |
| Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2I, 4.11%, due 07/25/2048 | 0.07% |
| Huntington Ingalls Industries, Inc., 3.84%, due 05/01/2025 | 0.07% |
| Nutrition & Biosciences, Inc., 1.83%, due 10/15/2027 | 0.07% |
| Royalty Pharma PLC, 3.55%, due 09/02/2050 | 0.07% |
| Bank of America Corp., Series MTN, 3.97%, due 03/05/2029 | 0.07% |
| Baxter International, Inc., 3.95%, due 04/01/2030 | 0.07% |
| BBCMS Trust, Series 2015-SRCH, Class A2, 4.19%, due 08/10/2035 | 0.07% |
| Citigroup, Inc., 5.95%, due 01/30/2023 | 0.07% |
| Lowe's Cos., Inc., 5.00%, due 04/15/2040 | 0.07% |
| Connecticut Avenue Securities Trust, Series 2019-R05, Class 1M2, 2.15%, due 07/25/2039 | 0.07% |
| Centene Corp., 3.37%, due 02/15/2030 | 0.06% |
| Federal Home Loan Mortgage Corp., 3.14%, due 06/25/2050 | 0.06% |
| Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2048 | 0.06% |
| Government National Mortgage Association, 5.00%, due 08/20/2048 | 0.06% |
| Dollar General Corp., 3.50%, due 04/03/2030 | 0.06% |
| CSC Holdings LLC, 3.37%, due 02/15/2031 | 0.06% |
| General Electric Co., 5.00%, due 01/21/2021 | 0.06% |
| Jones Lang LaSalle, Inc., 4.40%, due 11/15/2022 | 0.06% |
| Federal National Mortgage Association, 5.00%, due 07/01/2044 | 0.06% |
| Georgia-Pacific LLC, 3.16%, due 11/15/2021 | 0.06% |
| Raymond James Financial, Inc., 4.95%, due 07/15/2046 | 0.06% |
| Leidos, Inc., 2.30%, due 02/15/2031 | 0.06% |
| Federal National Mortgage Association Connecticut Avenue Securities, 2.15%, due 03/25/2031 | 0.06% |
| Connecticut Avenue Securities Trust, Series 2019-R06, Class 2M2, 2.25%, due 09/25/2039 | 0.06% |
| MSCI, Inc., 3.62%, due 09/01/2030 | 0.06% |
| Federal National Mortgage Association, 4.00%, due 01/01/2048 | 0.06% |
| Oak Street Investment Grade Net Lease Fund, Series 2020-1A, Class A1, 1.85%, due 10/20/2050 | 0.06% |
| Fomento Economico Mexicano SAB de CV, 3.50%, due 01/16/2050 | 0.06% |
| BX Trust, Series 2019-OC11, Class D, 4.07%, due 12/09/2041 | 0.06% |
| Leidos, Inc., 3.62%, due 05/15/2025 | 0.06% |
| Verisk Analytics, Inc., 3.62%, due 05/15/2050 | 0.06% |
| AEP Transmission Co. LLC, 3.65%, due 04/01/2050 | 0.06% |
| Wingstop Funding LLC, Series 2020-1A, Class A2, 2.84%, due 12/05/2050 | 0.06% |
| PRPM LLC, Series 2020-4, Class A1, 2.95%, due 10/25/2025 | 0.06% |
| Planet Fitness Master Issuer LLC, Series 2019-1A, Class A2, 3.85%, due 12/05/2049 | 0.06% |
| T-Mobile USA, Inc., 3.50%, due 04/15/2025 | 0.06% |
| General Electric Co., Series MTN, 6.75%, due 03/15/2032 | 0.06% |
| BNP Paribas SA, 4.70%, due 01/10/2025 | 0.06% |
| Reliance Steel & Aluminum Co., 4.50%, due 04/15/2023 | 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% |
| Connecticut Avenue Securities Trust, Series 2019-R03, Class 1M2, 2.30%, due 09/25/2031 | 0.06% |
| Federal National Mortgage Association, 3.50%, due 07/01/2046 | 0.06% |
| AT&T, Inc., 4.50%, due 03/09/2048 | 0.06% |
| CVS Health Corp., 4.30%, due 03/25/2028 | 0.06% |
| U.S. Treasury Bond, 1.12%, due 05/15/2040 | 0.06% |
| Connecticut Avenue Securities Trust, Series 2020-R01, Class 1M2, 2.20%, due 01/25/2040 | 0.06% |
| GLP Capital, LP / GLP Financing II, Inc., 5.37%, due 04/15/2026 | 0.06% |
| Federal National Mortgage Association, 3.00%, due 03/01/2047 | 0.06% |
| GS Mortgage Securities Trust, Series 2020-GC47, Class A5, 2.37%, due 05/12/2053 | 0.06% |
| Angel Oak Mortgage Trust, Series 2020-3, Class A2, 2.41%, due 04/25/2065 | 0.06% |
| Crown Castle International Corp., 4.30%, due 02/15/2029 | 0.06% |
| Diageo Capital PLC, 1.37%, due 09/29/2025 | 0.06% |
| CenturyLink, Inc., 6.45%, due 06/15/2021 | 0.05% |
| Vulcan Materials Co., 3.50%, due 06/01/2030 | 0.05% |
| Citizens Financial Group, Inc., 2.63%, due 09/30/2032 | 0.05% |
| Connecticut Avenue Securities Trust, Series 2018-R07, Class 1M2, 2.55%, due 04/25/2031 | 0.05% |
| BAE Systems PLC, 1.90%, due 02/15/2031 | 0.05% |
| Diageo Capital PLC, 2.00%, due 04/29/2030 | 0.05% |
| GS Mortgage Securities Trust, Series 2018-GS9, Class A4, 3.99%, due 03/10/2051 | 0.05% |
| MDC Holdings, Inc., 5.50%, due 01/15/2024 | 0.05% |
| Northrop Grumman Corp., 5.25%, due 05/01/2050 | 0.05% |
| AT&T, Inc., 1.65%, due 02/01/2028 | 0.05% |
| Intercontinental Exchange, Inc., 3.00%, due 09/15/2060 | 0.05% |
| Cboe Global Markets, Inc., 3.65%, due 01/12/2027 | 0.05% |
| U.S. Treasury Bond, 1.37%, due 08/15/2050 | 0.05% |
| Morgan Stanley Capital I Trust, Series 2016-UB11, Class A4, 2.78%, due 08/15/2049 | 0.05% |
| T-Mobile USA, Inc., 3.00%, due 02/15/2041 | 0.05% |
| Coca-Cola Femsa SAB de CV, 2.75%, due 01/22/2030 | 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, 1.79%, due 11/15/2037 | 0.05% |
| Cold Storage Trust, Series 2020-ICE5, Class B, 1.44%, due 11/15/2037 | 0.05% |
| CVS Health Corp., 4.12%, due 04/01/2040 | 0.05% |
| 280 Park Avenue Mortgage Trust, Series 2017-280P, Class A, 1.02%, due 09/15/2034 | 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% |
| HSBC Holdings PLC, 2.35%, due 08/18/2031 | 0.05% |
| NextEra Energy Capital Holdings, Inc., 2.75%, due 05/01/2025 | 0.05% |
| Taco Bell Funding LLC, Series 2018-1A, Class A2I, 4.31%, due 11/25/2048 | 0.05% |
| Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2048 | 0.05% |
| BX Commercial Mortgage Trust, Series 2018-IND, Class A, 0.89%, due 11/15/2035 | 0.05% |
| PayPal Holdings, Inc., 2.30%, due 06/01/2030 | 0.05% |
| Morgan Stanley Capital I Trust, Series 2018-H3, Class A5, 4.17%, due 07/15/2051 | 0.05% |
| CarMax Auto Owner Trust, Series 2017-3, Class C, 2.72%, due 05/15/2023 | 0.05% |
| Federal National Mortgage Association, 3.00%, due 05/01/2043 | 0.05% |
| Equinix, Inc., 2.15%, due 07/15/2030 | 0.05% |
| BAE Systems PLC, 3.00%, due 09/15/2050 | 0.05% |
| Boston Scientific Corp., 4.70%, due 03/01/2049 | 0.04% |
| CVS Health Corp., 5.05%, due 03/25/2048 | 0.04% |
| Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2047 | 0.04% |
| Citigroup, Inc., 5.95%, due 05/15/2025 | 0.04% |
| Crown Castle International Corp., 3.65%, due 09/01/2027 | 0.04% |
| T-Mobile USA, Inc., 3.30%, due 02/15/2051 | 0.04% |
| Planet Fitness Master Issuer LLC, Series 2018-1A, Class A2I, 4.26%, due 09/05/2048 | 0.04% |
| WFRBS Commercial Mortgage Trust, Series 2014-C25, Class A5, 3.63%, due 11/15/2047 | 0.04% |
| Citigroup, Inc., 5.00%, due 09/12/2024 | 0.04% |
| BAE Systems PLC, 3.40%, due 04/15/2030 | 0.04% |
| HCA, Inc., 5.37%, due 02/01/2025 | 0.04% |
| GS Mortgage Securities Trust, Series 2020-GC45, Class A5, 2.91%, due 02/13/2053 | 0.04% |
| PRPM LLC, Series 2019-4A, Class A1, 3.35%, due 11/25/2024 | 0.04% |
| CHT Mortgage Trust, Series 2017-CSMO, Class A, 1.07%, due 11/15/2036 | 0.04% |
| Angel Oak Mortgage Trust, Series 2019-6, Class A1, 2.62%, due 11/25/2059 | 0.04% |
| Diageo Capital PLC, 2.12%, due 04/29/2032 | 0.04% |
| Federal National Mortgage Association, 2.50%, due 11/01/2034 | 0.04% |
| Federal National Mortgage Association, 3.50%, due 04/01/2048 | 0.04% |
| Benchmark Mortgage Trust, Series 2020-B16, Class A5, 2.73%, due 02/15/2053 | 0.04% |
| BX Trust, Series 2019-OC11, Class B, 3.60%, due 12/09/2041 | 0.04% |
| BNP Paribas SA, 2.81%, due 11/19/2025 | 0.04% |
| United Parcel Service, Inc., 5.20%, due 04/01/2040 | 0.04% |
| Verizon Communications, Inc., 3.00%, due 03/22/2027 | 0.04% |
| Raymond James Financial, Inc., 4.65%, due 04/01/2030 | 0.04% |
| Federal National Mortgage Association Connecticut Avenue Securities, 5.15%, due 07/25/2025 | 0.04% |
| Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2049 | 0.04% |
| Citigroup, Inc., 5.35%, due 05/15/2023 | 0.04% |
| Verisk Analytics, Inc., 5.50%, due 06/15/2045 | 0.04% |
| Federal National Mortgage Association, 4.50%, due 02/01/2046 | 0.04% |
| Morgan Stanley Capital I Trust, Series 2015-UBS8, Class A4, 3.80%, due 12/15/2048 | 0.04% |
| First Republic Bank, 4.62%, due 02/13/2047 | 0.04% |
| Nutrition & Biosciences, Inc., 2.30%, due 11/01/2030 | 0.04% |
| Citigroup, Inc., 4.70%, due 01/30/2025 | 0.04% |
| HCA, Inc., 5.87%, due 02/01/2029 | 0.04% |
| Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2II, 4.32%, due 07/25/2048 | 0.04% |
| Bank of America Corp., 6.10%, due 03/17/2025 | 0.04% |
| BX Trust, Series 2019-OC11, Class C, 3.85%, due 12/09/2041 | 0.04% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 3.70%, due 04/01/2051 | 0.04% |
| Taco Bell Funding LLC, Series 2018-1A, Class A2II, 4.94%, due 11/25/2048 | 0.04% |
| Federal National Mortgage Association, 4.00%, due 05/01/2048 | 0.04% |
| Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes REMIC, 3.30%, due 09/25/2050 | 0.04% |
| Government National Mortgage Association, 2.00%, TBA | 0.04% |
| PayPal Holdings, Inc., 1.65%, due 06/01/2025 | 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% |
| Federal National Mortgage Association Connecticut Avenue Securities, 3.70%, due 07/25/2029 | 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% |
| Angel Oak Mortgage Trust, Series 2019-5, Class A1, 2.59%, due 10/25/2049 | 0.04% |
| Equinix, Inc., 2.90%, due 11/18/2026 | 0.04% |
| Verizon Communications, Inc., 4.86%, due 08/21/2046 | 0.04% |
| Intercontinental Exchange, Inc., 1.85%, due 09/15/2032 | 0.04% |
| Northrop Grumman Corp., 5.15%, due 05/01/2040 | 0.04% |
| Boeing Co., 4.87%, due 05/01/2025 | 0.04% |
| Government National Mortgage Association, 4.50%, due 05/20/2048 | 0.04% |
| Federal National Mortgage Association, 4.00%, due 12/01/2047 | 0.04% |
| Cigna Corp., 2.40%, due 03/15/2030 | 0.04% |
| Service Corp. International, 3.37%, due 08/15/2030 | 0.04% |
| VCAT LLC, Series 2020-NPL1, Class A1, 3.67%, due 08/25/2050 | 0.04% |
| JPMorgan Chase & Co., 4.60%, due 02/01/2025 | 0.04% |
| Boeing Co., 3.25%, due 02/01/2028 | 0.03% |
| Federal Home Loan Mortgage Corp., 2.50%, due 11/01/2034 | 0.03% |
| AT&T, Inc., 3.50%, due 02/01/2061 | 0.03% |
| BBCMS Mortgage Trust, Series 2017-DELC, Class A, 0.99%, due 08/15/2036 | 0.03% |
| Intercontinental Exchange, Inc., 2.65%, due 09/15/2040 | 0.03% |
| JPMorgan Chase & Co., 5.00%, due 08/01/2024 | 0.03% |
| Royalty Pharma PLC, 1.75%, due 09/02/2027 | 0.03% |
| Bank of America Corp., 5.20%, due 06/01/2023 | 0.03% |
| DB Master Finance LLC, Series 2019-1A, Class A2I, 3.78%, due 05/20/2049 | 0.03% |
| Federal National Mortgage Association Connecticut Avenue Securities, Series 2016-C06, Class 1M2, 4.40%, due 04/25/2029 | 0.03% |
| Fox Corp., 4.03%, due 01/25/2024 | 0.03% |
| PRPM LLC, Series 2020-2, Class A1, 3.67%, due 08/25/2025 | 0.03% |
| GLP Capital, LP / GLP Financing II, Inc., 4.00%, due 01/15/2031 | 0.03% |
| COLT Mortgage Loan Trust, Series 2020-3, Class A1, 1.50%, due 04/27/2065 | 0.03% |
| JPMorgan Chase & Co., 4.00%, due 04/01/2025 | 0.03% |
| Ross Stores, Inc., 1.87%, due 04/15/2031 | 0.03% |
| Marvell Technology Group, Ltd., 4.20%, due 06/22/2023 | 0.03% |
| Boeing Co., 2.75%, due 02/01/2026 | 0.03% |
| COLT Mortgage Loan Trust, Series 2020-2, Class A1, 1.85%, due 03/25/2065 | 0.03% |
| GS Mortgage Securities Corp. II, Series 2018-GS10, Class A5, 4.15%, due 07/10/2051 | 0.03% |
| CVS Health Corp., 2.70%, due 08/21/2040 | 0.03% |
| General Motors Co., 4.20%, due 10/01/2027 | 0.03% |
| Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes, 5.69%, due 07/25/2028 | 0.03% |
| Energy Transfer Operating, LP, 5.50%, due 06/01/2027 | 0.03% |
| ONEOK, Inc., 5.85%, due 01/15/2026 | 0.03% |
| Credit Agricole SA, 1.90%, due 06/16/2026 | 0.03% |
| Federal Home Loan Mortgage Corp., 3.00%, due 11/01/2049 | 0.03% |
| Comcast Corp., 3.75%, due 04/01/2040 | 0.03% |
| PRPM LLC, Series 2019-3A, Class A1, 3.35%, due 07/25/2024 | 0.03% |
| CenturyLink, Inc., 5.80%, due 03/15/2022 | 0.03% |
| Preston Ridge Partners Mortgage Trust, Series 2020-5, Class A1, 3.10%, due 11/25/2025 | 0.03% |
| Spruce Hill Mortgage Loan Trust, Series 2020-SH1, Class A2, 2.62%, due 01/28/2050 | 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% |
| Connecticut Avenue Securities Trust, Series 2019-R02, Class 1M2, 2.45%, due 08/25/2031 | 0.03% |
| Government National Mortgage Association, 4.00%, due 07/15/2047 | 0.03% |
| General Motors Financial Co., Inc., 4.35%, due 01/17/2027 | 0.03% |
| Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 | 0.03% |
| GLP Capital, LP / GLP Financing II, Inc., 5.25%, due 06/01/2025 | 0.03% |
| Goldman Sachs Group, Inc., 4.95%, due 02/10/2025 | 0.03% |
| Federal National Mortgage Association Connecticut Avenue Securities, 4.40%, due 01/25/2029 | 0.03% |
| Starwood Mortgage Residential Trust, Series 2020-2, Class A1, 2.71%, due 04/25/2060 | 0.03% |
| DB Master Finance LLC, Series 2019-1A, Class A23, 4.35%, due 05/20/2049 | 0.03% |
| Mars, Inc., 4.20%, due 04/01/2059 | 0.03% |
| Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2034 | 0.03% |
| United Auto Credit Securitization Trust, Series 2019-1, Class C, 3.16%, due 08/12/2024 | 0.03% |
| Federal National Mortgage Association, 4.50%, due 03/01/2048 | 0.03% |
| T-Mobile USA, Inc., 2.55%, due 02/15/2031 | 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 12/01/2049 | 0.03% |
| United Rentals North America, Inc., 3.87%, due 02/15/2031 | 0.03% |
| MPT Operating Partnership, LP / MPT Finance Corp., 5.00%, due 10/15/2027 | 0.03% |
| Boeing Co., 5.93%, due 05/01/2060 | 0.03% |
| Credit Acceptance Auto Loan Trust, Series 2018-2A, Class B, 3.94%, due 07/15/2027 | 0.03% |
| Federal National Mortgage Association, 3.50%, due 07/01/2049 | 0.03% |
| MPT Operating Partnership, LP / MPT Finance Corp., 4.62%, due 08/01/2029 | 0.03% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 6.48%, due 10/23/2045 | 0.03% |
| Federal Home Loan Mortgage Corp., 4.50%, due 12/01/2048 | 0.03% |
| Nutrition & Biosciences, Inc., 3.26%, due 11/15/2040 | 0.03% |
| Cigna Corp., 3.40%, due 03/15/2050 | 0.03% |
| HCA, Inc., 5.62%, due 09/01/2028 | 0.03% |
| CVS Health Corp., 4.25%, due 04/01/2050 | 0.03% |
| Global Payments, Inc., 3.20%, due 08/15/2029 | 0.03% |
| Federal National Mortgage Association, 3.50%, due 12/01/2047 | 0.03% |
| Hasbro, Inc., 5.10%, due 05/15/2044 | 0.02% |
| FLIR Systems, Inc., 2.50%, due 08/01/2030 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.00%, due 04/01/2047 | 0.02% |
| Federal National Mortgage Association Connecticut Avenue Securities, 5.85%, due 04/25/2028 | 0.02% |
| Federal National Mortgage Association Connecticut Avenue Securities, 2.50%, due 01/25/2031 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.00%, due 09/01/2032 | 0.02% |
| Boston Scientific Corp., 4.00%, due 03/01/2029 | 0.02% |
| Energy Transfer Operating, LP, 5.87%, due 01/15/2024 | 0.02% |
| Sequoia Mortgage Trust, Series 2013-5, Class A1, 2.50%, due 05/25/2043 | 0.02% |
| Federal National Mortgage Association, 4.00%, due 03/01/2048 | 0.02% |
| General Dynamics Corp., 4.25%, due 04/01/2050 | 0.02% |
| Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class C, 1.57%, due 05/15/2036 | 0.02% |
| HCA, Inc., 5.87%, due 02/15/2026 | 0.02% |
| Wendy's Funding LLC, Series 2018-1A, Class A2I, 3.57%, due 03/15/2048 | 0.02% |
| Kinder Morgan, Inc., 4.30%, due 03/01/2028 | 0.02% |
| BANK, Series 2018-BN12, Class A4, 4.25%, due 05/15/2061 | 0.02% |
| Choice Hotels International, Inc., 3.70%, due 01/15/2031 | 0.02% |
| Great Wolf Trust, Series 2019-WOLF, Class C, 1.77%, due 12/15/2036 | 0.02% |
| Sysco Corp., 2.40%, due 02/15/2030 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2047 | 0.02% |
| Raymond James Financial, Inc., 5.62%, due 04/01/2024 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2047 | 0.02% |
| Sysco Corp., 2.50%, due 07/15/2021 | 0.02% |
| Federal Home Loan Mortgage Corp., 4.50%, due 03/01/2048 | 0.02% |
| New Residential Mortgage Loan Trust, Series 2018-2A, Class A1, 4.50%, due 02/25/2058 | 0.02% |
| Federal National Mortgage Association, 4.50%, due 03/01/2045 | 0.02% |
| Westinghouse Air Brake Technologies Corp., 3.45%, due 11/15/2026 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2043 | 0.02% |
| Federal National Mortgage Association, 2.50%, due 10/01/2050 | 0.02% |
| Santander Drive Auto Receivables Trust, Series 2020-1, Class A2A, 2.07%, due 01/17/2023 | 0.02% |
| Great Wolf Trust, Series 2019-WOLF, Class B, 1.47%, due 12/15/2036 | 0.02% |
| Federal National Mortgage Association, 4.00%, due 02/01/2049 | 0.02% |
| Towd Point HE Trust, Series 2019-HE1, Class A1, 1.05%, due 04/25/2048 | 0.02% |
| BX Trust, Series 2020-FOX, Class C, 1.69%, due 11/15/2032 | 0.02% |
| BX Trust, Series 2020-FOX, Class B, 1.49%, due 11/15/2032 | 0.02% |
| T-Mobile USA, Inc., 2.05%, due 02/15/2028 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.00%, due 08/01/2046 | 0.02% |
| Federal National Mortgage Association, 4.50%, due 08/01/2048 | 0.02% |
| Uniform Mortgage-Backed Security, 1.50%, TBA | 0.02% |
| ONEOK, Inc., 7.15%, due 01/15/2051 | 0.02% |
| JPMorgan Mortgage Trust, Series 2019-LTV2, Class A11, 1.05%, due 12/25/2049 | 0.02% |
| DB Master Finance LLC, Series 2019-1A, Class A2II, 4.02%, due 05/20/2049 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2048 | 0.02% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 5.37%, due 05/01/2047 | 0.02% |
| Great Wolf Trust, Series 2019-WOLF, Class A, 1.17%, due 12/15/2036 | 0.02% |
| Wells Fargo Mortgage-Backed Securities Trust, Series 2019-4, Class A3, 3.50%, due 09/25/2049 | 0.02% |
| Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2048 | 0.02% |
| Gartner, Inc., 3.75%, due 10/01/2030 | 0.02% |
| Federal National Mortgage Association, 3.50%, due 01/01/2048 | 0.02% |
| General Motors Financial Co., Inc., 4.30%, due 07/13/2025 | 0.02% |
| HCA, Inc., 5.37%, due 09/01/2026 | 0.02% |
| Federal National Mortgage Association, 3.50%, due 01/01/2048 | 0.02% |
| Federal National Mortgage Association, 3.50%, due 12/01/2045 | 0.02% |
| BANK, Series 2019-BN24, Class A3, 2.96%, due 11/15/2062 | 0.02% |
| Federal Home Loan Mortgage Corp., 2.50%, due 11/01/2034 | 0.02% |
| Drive Auto Receivables Trust, Series 2017-AA, Class D, 4.16%, due 05/15/2024 | 0.02% |
| East Ohio Gas Co., 3.00%, due 06/15/2050 | 0.02% |
| PRPM LLC, Series 2020-1A, Class A1, 2.98%, due 02/25/2025 | 0.02% |
| Cigna Corp., 3.20%, due 03/15/2040 | 0.02% |
| Citizens Financial Group, Inc., 3.75%, due 07/01/2024 | 0.02% |
| Brown & Brown, Inc., 2.37%, due 03/15/2031 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2049 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 | 0.02% |
| O'Reilly Automotive, Inc., 4.35%, due 06/01/2028 | 0.02% |
| Domino's Pizza Master Issuer LLC, Series 2017-1A, Class A23, 4.11%, due 07/25/2047 | 0.02% |
| Government National Mortgage Association, 4.00%, due 12/15/2047 | 0.02% |
| Federal National Mortgage Association, 3.00%, due 10/01/2034 | 0.02% |
| Federal National Mortgage Association, 5.00%, due 05/01/2048 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2046 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.00%, due 11/01/2049 | 0.02% |
| Arroyo Mortgage Trust, Series 2018-1, Class A1, 3.76%, due 04/25/2048 | 0.02% |
| Viatris, Inc., 1.65%, due 06/22/2025 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2048 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 03/01/2047 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2049 | 0.01% |
| Provident Funding Mortgage Trust, Series 2020-1, Class A5, 3.00%, due 02/25/2050 | 0.01% |
| Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2048 | 0.01% |
| Sequoia Mortgage Trust, Series 2020-2, Class A19, 3.50%, due 03/25/2050 | 0.01% |
| Leidos, Inc., 2.95%, due 05/15/2023 | 0.01% |
| BX Trust, Series 2019-OC11, Class E, 4.07%, due 12/09/2041 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 08/01/2047 | 0.01% |
| Federal National Mortgage Association, 4.50%, due 10/01/2044 | 0.01% |
| Domino's Pizza Master Issuer LLC, Series 2017-1A, Class A2II, 3.08%, due 07/25/2047 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2045 | 0.01% |
| GLP Capital, LP / GLP Financing II, Inc., 3.35%, due 09/01/2024 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2049 | 0.01% |
| Government National Mortgage Association, 4.00%, due 11/15/2047 | 0.01% |
| JPMorgan Chase & Co., 4.62%, due 11/01/2022 | 0.01% |
| Mondelez International, Inc., 2.75%, due 04/13/2030 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2033 | 0.01% |
| USAA Capital Corp., 2.12%, due 05/01/2030 | 0.01% |
| MGM Resorts International, 7.75%, due 03/15/2022 | 0.01% |
| Cigna Corp., 3.40%, due 09/17/2021 | 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% |
| Federal National Mortgage Association, 2.50%, due 01/01/2050 | 0.01% |
| OneMain Direct Auto Receivables Trust, Series 2018-1A, Class D, 4.40%, due 01/14/2028 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 07/01/2047 | 0.01% |
| Spruce Hill Mortgage Loan Trust, Series 2020-SH1, Class A1, 2.52%, due 01/28/2050 | 0.01% |
| Goldman Sachs Group, Inc., 5.00%, due 11/10/2022 | 0.01% |
| Connecticut Avenue Securities Trust, Series 2020-R01, Class 1M1, 0.95%, due 01/25/2040 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2044 | 0.01% |
| Federal National Mortgage Association Connecticut Avenue Securities, 6.05%, due 10/25/2028 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 03/01/2048 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2034 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 04/01/2044 | 0.01% |
| East Ohio Gas Co., 2.00%, due 06/15/2030 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 08/01/2047 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 12/01/2047 | 0.01% |
| Drive Auto Receivables Trust, Series 2018-4, Class C, 3.66%, due 11/15/2024 | 0.01% |
| Boeing Co., 2.25%, due 06/15/2026 | 0.01% |
| Government National Mortgage Association, 4.50%, due 02/20/2048 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2047 | 0.01% |
| Citigroup, Inc., 6.30%, due 05/15/2024 | 0.01% |
| General Motors Co., 5.40%, due 04/01/2048 | 0.01% |
| Verizon Communications, Inc., 4.52%, due 09/15/2048 | 0.01% |
| Sequoia Mortgage Trust, Series 2019-3, Class A2, 3.50%, due 09/25/2049 | 0.01% |
| AT&T, Inc., 3.65%, due 09/15/2059 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 08/01/2047 | 0.01% |
| Government National Mortgage Association, 4.50%, due 05/20/2048 | 0.01% |
| Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2047 | 0.01% |
| Drive Auto Receivables Trust, Series 2017-3, Class D, 3.53%, due 12/15/2023 | 0.01% |
| Citigroup, Inc., 5.90%, due 02/15/2023 | 0.01% |
| Sequoia Mortgage Trust, Series 2013-7, Class A2, 3.00%, due 06/25/2043 | 0.01% |
| IHS Markit, Ltd., 5.00%, due 11/01/2022 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2032 | 0.01% |
| MSCI, Inc., 4.00%, due 11/15/2029 | 0.01% |
| Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A11, 1.05%, due 07/25/2049 | 0.01% |
| Federal National Mortgage Association, 3.00%, due 05/01/2043 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.00%, due 03/01/2050 | 0.01% |
| Energy Transfer Operating, LP, 4.95%, due 06/15/2028 | 0.01% |
| Federal National Mortgage Association Connecticut Avenue Securities, 5.05%, due 11/25/2024 | 0.01% |
| Government National Mortgage Association, 4.00%, due 08/15/2047 | 0.01% |
| GLP Capital, LP / GLP Financing II, Inc., 5.30%, due 01/15/2029 | 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% |
| Government National Mortgage Association, 4.00%, due 08/20/2047 | 0.01% |
| Angel Oak Mortgage Trust, Series 2018-2, Class A1, 3.67%, due 07/27/2048 | 0.01% |
| Wendy's Funding LLC, Series 2018-1A, Class A2II, 3.88%, due 03/15/2048 | 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% |
| 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 National Mortgage Association, 3.00%, due 09/01/2049 | 0.01% |
| Federal Home Loan Mortgage Corp., 2.50%, due 01/01/2050 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.00%, due 08/01/2049 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 12/01/2047 | 0.00%** |
| Federal Home Loan Mortgage Corp., 5.00%, due 09/01/2048 | 0.00%** |
| Sequoia Mortgage Trust, Series 2013-9, Class A1, 3.50%, due 07/25/2043 | 0.00%** |
| Federal National Mortgage Association, 3.50%, due 03/01/2048 | 0.00%** |
| Government National Mortgage Association, 4.00%, due 08/20/2047 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2049 | 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 Home Loan Mortgage Corp., 3.50%, due 08/01/2042 | 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 National Mortgage Association, 3.00%, due 01/01/2046 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2042 | 0.00%** |
| Government National Mortgage Association, 4.00%, due 08/20/2047 | 0.00%** |
| O'Reilly Automotive, Inc., 3.60%, due 09/01/2027 | 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 Home Loan Mortgage Corp., 3.00%, due 08/01/2049 | 0.00%** |
| Federal National Mortgage Association, 3.00%, due 06/01/2057 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 02/01/2037 | 0.00%** |
| Net Other Assets (Liabilities) | 0.95% |
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.
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