Portfolio Holdings as of 09/30/2014* Transamerica Capital, Inc.
Transamerica Multi-Managed Balanced VP Security Description U.S. Treasury Bill, 0.016%, due 12/11/2014 Apple, Inc. Federal National Mortgage Association TBA, 3.500% Johnson & Johnson U.S. Treasury Bill, 0.020%, due 11/06/2014 Microsoft Corp. U.S. Treasury Note, 0.500%, due 09/30/2016 U.S. Treasury Bond, 3.625%, due 02/15/2044 Wells Fargo & Co. Exxon Mobil Corp. Federal National Mortgage Association TBA, 4.000% Chevron Corp. Bank of America Corp. Procter & Gamble Co. Verizon Communications, Inc. United Technologies Corp. Union Pacific Corp. U.S. Treasury Note, 1.625%, due 03/31/2019 U.S. Treasury Note, 2.500%, due 05/15/2024 Comcast Corp., Class A U.S. Treasury Note, 1.250%, due 11/30/2018 Citigroup, Inc. Home Depot, Inc. Philip Morris International, Inc. Google, Inc., Class A U.S. Treasury Inflation Indexed Note, 0.625%, due 01/15/2024 Time Warner, Inc. Coca-Cola Co. Federal National Mortgage Association TBA, 4.500% Merck & Co., Inc. Schlumberger, Ltd. Google, Inc., Class C Cisco Systems, Inc. Visa, Inc., Class A QUALCOMM, Inc. Honeywell International, Inc. Berkshire Hathaway, Inc., Class B U.S. Treasury Note, 1.750%, due 09/30/2019 TAHLD-WB1014
% of Total Market Value 2.92% 2.01% 1.70% 1.54% 1.50% 1.41% 1.38% 1.34% 1.34% 1.10% 1.05% 0.93% 0.91% 0.90% 0.90% 0.86% 0.82% 0.82% 0.80% 0.78% 0.76% 0.76% 0.74% 0.71% 0.71% 0.71% 0.71% 0.70% 0.69% 0.69% 0.68% 0.67% 0.65% 0.63% 0.63% 0.62% 0.62% 0.62%
Security Description ACE, Ltd. CVS Health Corp. Celgene Corp. Bristol-Myers Squibb Co. Biogen Idec, Inc. Federal National Mortgage Association TBA, 3.500% U.S. Treasury Note, 0.875%, due 04/15/2017 Federal National Mortgage Association TBA, 5.000% U.S. Treasury Bill, 0.026%, due 11/20/2014 Abbott Laboratories MetLife, Inc. Mondelez International, Inc., Class A Lowe's Cos., Inc. CSX Corp. Fluor Corp. Morgan Stanley LAM Research Corp. Facebook, Inc., Class A PACCAR, Inc. General Electric Co. U.S. Treasury Note, 1.000%, due 11/30/2019 Charles Schwab Corp. Adobe Systems, Inc. Accenture PLC, Class A Edison International Eaton Corp. PLC Emerson Electric Co. VF Corp. Humana, Inc., Class A NextEra Energy, Inc. Archer-Daniels-Midland Co. TJX Cos., Inc. Barclays Bank PLC, 10.179%, due 06/12/2021 Cooperatieve Centrale Raiffeisen-Boerenleenbank BA, 11.000%, due 06/30/2019 Invesco, Ltd. General Motors Co. Boston Scientific Corp. Marathon Oil Corp. Costco Wholesale Corp. AutoZone, Inc. Oracle Corp. Occidental Petroleum Corp. Broadcom Corp., Class A Alcoa, Inc. UnitedHealth Group, Inc. Monsanto Co. U.S. Treasury Note, 0.875%, due 04/30/2017 Nordea Bank AB, 4.250%, due 09/21/2022 Gilead Sciences, Inc. eBay, Inc. TAHLD-WB1014
% of Total Market Value 0.61% 0.60% 0.59% 0.59% 0.59% 0.59% 0.57% 0.56% 0.55% 0.54% 0.52% 0.52% 0.50% 0.47% 0.45% 0.45% 0.45% 0.44% 0.44% 0.43% 0.42% 0.42% 0.41% 0.41% 0.40% 0.40% 0.39% 0.39% 0.39% 0.36% 0.35% 0.34% 0.34% 0.34% 0.34% 0.33% 0.33% 0.33% 0.33% 0.32% 0.32% 0.32% 0.32% 0.32% 0.32% 0.31% 0.31% 0.31% 0.31% 0.30%
Security Description Walt Disney Co., Class A Starbucks Corp. American International Group, Inc., 8.250%, due 08/15/2018 Avago Technologies, Ltd., Class A Priceline Group, Inc. Halliburton Co. Twenty-First Century Fox, Inc., Class A Kimberly-Clark Corp. PNC Financial Services Group, Inc. Hanover Insurance Group, Inc., 6.375%, due 06/15/2021 Hewlett-Packard Co. EOG Resources, Inc. Simon Property Group, Inc., REIT ZFS Finance USA Trust II, 6.450%, due 12/15/2065 Cognizant Technology Solutions Corp., Class A International Business Machines Corp. Constellation Brands, Inc., Class A Amazon.com, Inc. KLA-Tencor Corp. Goldman Sachs Group, Inc. Stryker Corp. U.S. Treasury Inflation Indexed Bond, 2.500%, due 01/15/2029 Exelon Corp. NiSource, Inc., Class B Marsh & McLennan Cos., Inc. State Street Corp. Morgan Stanley Re-REMIC Trust, 3.000%, due 07/26/2048, Series 2014-R3, Class 2A Anadarko Petroleum Corp., Class A WW Grainger, Inc. Citrix Systems, Inc. Pacific Life Insurance Co., 9.250%, due 06/15/2039 McKesson Corp. Macquarie Group, Ltd., 6.250%, due 01/14/2021 Pfizer, Inc. Intercontinental Exchange, Inc. Harman International Industries, Inc. JPMorgan Re-REMIC Trust, 2.896%, due 05/26/2037, Series 2014-2, Class 6A1 Royal Caribbean Cruises, Ltd., Class A Aetna, Inc. SLM Private Education Loan Trust, 1.850%, due 06/17/2030, Series 2013-B, Class A2A AvalonBay Communities, Inc., REIT Credit Suisse Mortgage Capital Certificates, 4.396%, due 08/26/2036, Series 2009-11R, Class 5A1 United Airlines Pass-Through Trust, 3.750%, due 03/03/2028 Ensco PLC, Class A L-3 Communications Holdings, Inc. Capital One Financial Corp. U.S. Steel Corp. CSMC Trust, 0.456%, due 12/27/2035, Series 2014-4R, Class 21A1 Entergy Corp., Class B TAHLD-WB1014
% of Total Market Value 0.30% 0.30% 0.30% 0.30% 0.29% 0.29% 0.28% 0.28% 0.28% 0.27% 0.27% 0.26% 0.26% 0.26% 0.25% 0.25% 0.25% 0.25% 0.25% 0.25% 0.25% 0.25% 0.24% 0.24% 0.24% 0.24% 0.23% 0.23% 0.22% 0.22% 0.22% 0.22% 0.21% 0.21% 0.21% 0.21% 0.21% 0.21% 0.21% 0.21% 0.20% 0.20% 0.20% 0.20% 0.19% 0.19% 0.19% 0.19% 0.19%
Security Description United Continental Holdings, Inc. PepsiCo, Inc. LyondellBasell Industries NV, 5.000%, due 04/15/2019 Nationstar Mortgage Loan Trust, 3.750%, due 12/25/2052, Series 2013-A, Class A Mosaic Co. Simon Property Group, LP, 3.375%, due 10/01/2024 ARC Properties Operating Partnership, LP / Clark Acquisition LLC, 2.000%, due 02/06/2017 Allergan, Inc. Hess Corp. Kilroy Realty, LP, 4.250%, due 08/15/2029 Vertex Pharmaceuticals, Inc. UBS AG, 7.625%, due 08/17/2022 Phillips 66 Dr. Pepper Snapple Group, Inc. Freeport-McMoRan, Inc. Santander Drive Auto Receivables Trust, 1.780%, due 11/15/2018, Series 2012-AA, Class C Lincoln National Corp., 8.750%, due 07/01/2019 Federal National Mortgage Association, 4.500%, due 06/01/2026 U.S. Treasury Note, 0.375%, due 03/31/2016 Alexion Pharmaceuticals, Inc. Delta Air Lines, Inc. Bank of America Corp., 2.650%, due 04/01/2019 HSBC Home Equity Loan Trust, 0.414%, due 03/20/2036, Series 2006-3, Class M1 Realty Income Corp., 3.875%, due 07/15/2024 DISH Network Corp., Class A CSMC Trust, 0.305%, due 03/27/2036, Series 2013-8R, Class 3A1 BB&T Corp. Actavis PLC Martin Marietta Materials, Inc., 4.250%, due 07/02/2024 Transocean, Inc., 6.000%, due 03/15/2018 SLM Private Education Loan Trust, 1.770%, due 05/17/2027, Series 2013-A, Class A2A Crown Holdings, Inc. International Paper Co., 4.750%, due 02/15/2022 Prologis, Inc., REIT, Class A CareFusion Corp., Class A CenterPoint Energy, Inc. Baker Hughes, Inc. CMS Energy Corp. Dominion Resources, Inc. WellPoint, Inc., 2.300%, due 07/15/2018 321 Henderson Receivables VI LLC, 5.560%, due 07/15/2059, Series 2010-1A, Class A Oaktree Capital Management, LP, 6.750%, due 12/02/2019 Prudential Financial, Inc. Time Warner Cable, Inc. Mexico Government International Bond, 4.000%, due 10/02/2023 Dow Chemical Co. Metropolitan Life Global Funding I, 1.300%, due 04/10/2017 PulteGroup, Inc. TAHLD-WB1014
% of Total Market Value 0.18% 0.18% 0.18% 0.18% 0.18% 0.18% 0.17% 0.17% 0.17% 0.17% 0.17% 0.17% 0.16% 0.16% 0.16% 0.16% 0.16% 0.16% 0.16% 0.16% 0.15% 0.15% 0.15% 0.15% 0.15% 0.15% 0.15% 0.14% 0.14% 0.14% 0.14% 0.14% 0.14% 0.14% 0.14% 0.14% 0.14% 0.13% 0.13% 0.13% 0.13% 0.13% 0.13% 0.13% 0.13% 0.13% 0.13% 0.13%
Security Description Continental Resources, Inc., 3.800%, due 06/01/2024 Masco Corp. Perrigo Co. PLC Metropolitan Life Global Funding I, 3.875%, due 04/11/2022 Canadian Pacific Railway, Ltd. SLM Private Education Loan Trust, 2.950%, due 02/15/2046, Series 2012-D, Class A2 SYSCO Corp., 2.350%, due 10/02/2019 Motel 6 Trust, 3.139%, due 10/05/2025, Series 2012-MTL6, Class C Santander Drive Auto Receivables Trust, 1.590%, due 10/15/2018, Series 2014-1, Class B American Airlines Pass-Through Trust, 3.700%, due 04/01/2028 Intesa Sanpaolo SpA, 5.017%, due 06/26/2024 WEA Finance LLC / Westfield UK & Europe Finance PLC, 2.700%, due 09/17/2019 MVW Owner Trust, 1.000%, due 09/20/2031, Series 2014-1A, Class A SLM Private Education Loan Trust, 1.904%, due 06/15/2045, Series 2012-E, Class A2B ERAC USA Finance LLC, 3.850%, due 11/15/2024 Wal-Mart Stores, Inc. HSBC Bank Brasil SA - Banco Multiplo, 4.000%, due 05/11/2016, Series MTN Export-Import Bank of Korea, 4.000%, due 01/11/2017 Ross Stores, Inc. EQT Corp. Santander Drive Auto Receivables Trust, 1.550%, due 10/15/2018, Series 2013-5, Class B LB-UBS Commercial Mortgage Trust, 4.927%, due 12/15/2039, Series 2004-C8, Class C JPMorgan Chase Commercial Mortgage Securities Trust, 5.431%, due 06/12/2047, Series 2007-CB18, Class A1A CSMC Trust, 5.695%, due 09/15/2040, Series 2010-RR1, Class 2A America Movil SAB de CV, 2.375%, due 09/08/2016 Wisconsin Energy Corp. Morgan Stanley Capital I Trust, 5.312%, due 03/15/2044, Series 2007-IQ13, Class A1A Liberty Property Trust, REIT, Series C Verizon Communications, Inc., 3.850%, due 11/01/2042 SolarCity LMC Series III LLC, 4.020%, due 07/20/2044, Series 2014-2, Class A General Mills, Inc. Exxon Mobil Corp., 1.819%, due 03/15/2019 Santander Drive Auto Receivables Trust, 3.200%, due 02/15/2018, Series 2012-2, Class C JPMorgan Chase Commercial Mortgage Securities Trust, 5.850%, due 02/15/2051, Series 2007-LD12, Class A1A SLM Private Education Loan Trust, 1.204%, due 05/17/2027, Series 2013-A, Class A2B Boston Properties, Inc., REIT Verizon Communications, Inc., 6.550%, due 09/15/2043 CSMC Trust, 5.000%, due 02/27/2047, Series 2010-1R, Class 28A1 SpringCastle America Funding LLC, 3.750%, due 04/03/2021, Series 2013-1A, Class A Scholar Funding Trust, 0.802%, due 01/30/2045, Series 2013-A, Class A Ameriprise Financial, Inc., 3.700%, due 10/15/2024 Morgan Stanley Capital I Trust, 5.773%, due 04/12/2049, Series 2007-HQ12, Class AM HLSS Servicer Advance Receivables Trust, 1.495%, due 01/16/2046, Series 2013-T1, Class A2 Deere & Co. Kinder Morgan Energy Partners, LP, 4.150%, due 02/01/2024 Morgan Stanley, 5.450%, due 01/09/2017, Series MTN Petrobras Global Finance BV, 6.250%, due 03/17/2024
TAHLD-WB1014
% of Total Market Value 0.13% 0.12% 0.12% 0.12% 0.12% 0.12% 0.12% 0.12% 0.12% 0.12% 0.11% 0.11% 0.11% 0.11% 0.11% 0.11% 0.11% 0.11% 0.11% 0.11% 0.11% 0.11% 0.11% 0.11% 0.10% 0.10% 0.10% 0.10% 0.10% 0.10% 0.10% 0.10% 0.10% 0.10% 0.10% 0.10% 0.10% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09%
Security Description TE Connectivity, Ltd. Reinsurance Group of America, Inc., 6.750%, due 12/15/2065 Fidelity National Information Services, Inc. Morgan Stanley, 3.450%, due 11/02/2015 Niagara Mohawk Power Corp., 4.881%, due 08/15/2019 World Financial Network Credit Card Master Trust, 2.150%, due 04/17/2023, Series 2012-D, Class A Citigroup, Inc., 3.375%, due 03/01/2023 Thermo Fisher Scientific, Inc., 2.400%, due 02/01/2019 Valero Energy Corp. BB-UBS Trust, 3.584%, due 06/05/2030, Series 2012-TFT, Class C General Electric Capital Corp., 7.125%, due 06/15/2022 SLM Private Education Loan Trust, 3.310%, due 10/15/2046, Series 2012-C, Class A2 Federal National Mortgage Association, 6.500%, due 05/01/2040 SLM Private Education Loan Trust, 3.480%, due 10/15/2030, Series 2012-B, Class A2 BB-UBS Trust, 2.892%, due 06/05/2030, Series 2012-TFT, Class A PacifiCorp, 3.600%, due 04/01/2024 Federal National Mortgage Association, 5.500%, due 06/01/2039 Estee Lauder Cos., Inc., Class A Principal Financial Group, Inc., 8.875%, due 05/15/2019 Clear Channel Worldwide Holdings, Inc., 6.500%, due 11/15/2022 TRW Automotive Holdings Corp. Martin Marietta Materials, Inc. Level 3 Financing, Inc., 8.125%, due 07/01/2019 JPMorgan Chase & Co., 1.350%, due 02/15/2017, Series MTN Turkey Government International Bond, 5.750%, due 03/22/2024 Alliance Data Systems Corp. Axis Capital Holdings, Ltd. Yum! Brands, Inc. Credit Agricole SA, 2.500%, due 04/15/2019 Cheniere Energy, Inc. Dollar General Corp. Kroger Co. DiamondRock Hospitality Co., REIT SLM Student Loan Trust, 0.805%, due 06/26/2028, Series 2013-6, Class A3 SLM Private Education Loan Trust, 0.804%, due 07/15/2022, Series 2013-B, Class A1 JPMorgan Chase Commercial Mortgage Securities Trust, 5.439%, due 01/15/2049, Series 2007-LDPX, Class A1A Federal National Mortgage Association, 6.000%, due 08/01/2036 HLSS Servicer Advance Receivables Backed Notes, 1.147%, due 05/16/2044, Series 2013-T2, Class A2 Coca-Cola Enterprises, Inc. Bear Stearns Commercial Mortgage Securities Trust, 5.650%, due 06/11/2050, Series 2007-PW17, Class A1A U.S. Treasury Inflation Indexed Note, 0.125%, due 01/15/2023 Verizon Communications, Inc., 2.625%, due 02/21/2020 Corning, Inc. JPMorgan Chase Commercial Mortgage Securities Trust, 6.082%, due 02/12/2051, Series 2007-CB20, Class AM SpringCastle America Funding LLC, 2.700%, due 05/25/2023, Series 2014-AA, Class A
TAHLD-WB1014
% of Total Market Value 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.09% 0.08% 0.08% 0.08% 0.08% 0.08% 0.08% 0.08% 0.08% 0.08% 0.08% 0.08% 0.08% 0.08% 0.08% 0.08% 0.08% 0.08% 0.08% 0.08%
Security Description SLM Private Credit Student Loan Trust, 0.414%, due 03/15/2023, Series 2005-B, Class A2 U.S. Treasury Bond, 2.750%, due 08/15/2042 Santander Drive Auto Receivables Trust, 1.330%, due 03/15/2018, Series 2013-2, Class B Freescale Semiconductor, Ltd. U.S. Treasury Note, 1.625%, due 08/31/2019 New Residential Mortgage Loan Trust, 3.750%, due 01/25/2054, Series 2014-1A, Class A Commercial Mortgage Pass-Through Certificates, 3.400%, due 10/05/2030, Series 2012-LTRT, Class A2 Host Hotels & Resorts, Inc., REIT Charter Communications, Inc., Class A VMware, Inc., Class A JPMorgan Chase Commercial Mortgage Securities Trust, 5.951%, due 06/15/2043, Series 2010-C1, Class B Federal National Mortgage Association, 2.044%, due 02/01/2043 Monsanto Co., 4.400%, due 07/15/2044 Comcast Corp., 5.875%, due 02/15/2018 Santander Drive Auto Receivables Trust, 1.190%, due 05/15/2018, Series 2013-3, Class B World Financial Network Credit Card Master Trust, 2.230%, due 08/15/2022, Series 2012-C, Class A Bear Stearns Commercial Mortgage Securities Trust, 5.189%, due 12/11/2038, Series 2006-PW14, Class A1A HLSS Servicer Advance Receivables Trust, 1.990%, due 10/15/2045, Series 2012-T2, Class A2 Branch Banking & Trust Co., 3.800%, due 10/30/2026 Sprint Communications, Inc., 9.000%, due 11/15/2018 Federal National Mortgage Association, 6.000%, due 04/01/2040 Georgia Power Co., 3.000%, due 04/15/2016 Wachovia Bank Commercial Mortgage Trust, 5.409%, due 07/15/2042, Series 2005-C20, Class B Highwoods Properties, Inc., REIT Statoil ASA, 2.900%, due 11/08/2020 Axiall Corp. NBCUniversal Media LLC, 5.150%, due 04/30/2020 Indonesia Government International Bond, 5.375%, due 10/17/2023, Series MTN Banc of America Commercial Mortgage Trust, 5.790%, due 06/10/2049, Series 2007-3, Class A1A Brazilian Government International Bond, 4.250%, due 01/07/2025 BP Capital Markets PLC, 2.237%, due 05/10/2019 Novelis, Inc., 8.750%, due 12/15/2020 Federal Home Loan Mortgage Corp., 5.500%, due 06/01/2041 Citigroup Capital XIII, 7.875% Kellogg Co. Hartford Financial Services Group, Inc. Dominion Resources, Inc., 1.950%, due 08/15/2016 Citigroup, Inc., 2.550%, due 04/08/2019 Merrill Lynch Mortgage Trust, 5.462%, due 11/12/2037, Series 2005-CKI1, Class AJ GS Mortgage Securities Corp. II, 3.549%, due 12/10/2027, Series 2013-KING, Class E SLM Private Education Loan Trust, 1.004%, due 02/15/2022, Series 2013-C, Class A1 EMC Corp. SPX Corp. SLM Private Education Loan Trust, 2.940%, due 10/15/2031, Series 2013-C, Class A2A TAHLD-WB1014
% of Total Market Value 0.08% 0.08% 0.08% 0.08% 0.08% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.07% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06%
Security Description AT&T, Inc., 2.300%, due 03/11/2019 Federal National Mortgage Association, 3.500%, due 11/01/2028 Jefferies Re-REMIC Trust, 2.373%, due 02/26/2036, Series 2009-R7, Class 1A1 Covidien PLC Motel 6 Trust, 2.743%, due 10/05/2025, Series 2012-MTL6, Class B State of California, 7.600%, due 11/01/2040 International Business Machines Corp., 3.625%, due 02/12/2024 Expedia, Inc. Pioneer Natural Resources Co. Goldman Sachs Group, Inc., 2.900%, due 07/19/2018 SVB Financial Group QEP Resources, Inc. Santander Drive Auto Receivables Trust, 1.890%, due 10/15/2019, Series 2013-A, Class B EOG Resources, Inc., 2.450%, due 04/01/2020 Shell International Finance BV, 2.000%, due 11/15/2018 lululemon athletica, Inc. Public Service Enterprise Group, Inc. Macquarie Bank, Ltd., 1.650%, due 03/24/2017 Tyco International, Ltd. SLM Private Credit Student Loan Trust, 0.434%, due 06/15/2021, Series 2004-B, Class A2 Cox Communications, Inc., 8.375%, due 03/01/2039 Bank of America Corp., 5.750%, due 12/01/2017 Mid-America Apartment Communities, Inc., REIT American Express Co. Bear Stearns Commercial Mortgage Securities Trust, 5.317%, due 02/11/2044, Series 2007-PW15, Class A1A JPMorgan Chase & Co., 4.750%, due 03/01/2015 BCAP LLC Trust, 5.250%, due 08/26/2036, Series 2010-RR1, Class 12A1 BP Capital Markets PLC, 2.750%, due 05/10/2023 BCAP LLC Trust, 6.000%, due 05/26/2037, Series 2009-RR14, Class 1A1 Prudential Financial, Inc., 5.375%, due 06/21/2020, Series MTN SLM Private Education Loan Trust, 1.254%, due 08/15/2023, Series 2012-C, Class A1 Santander Drive Auto Receivables Trust, 2.360%, due 04/15/2020, Series 2014-1, Class C Santander Drive Auto Receivables Trust, 2.250%, due 06/17/2019, Series 2013-5, Class C Questar Corp. Sierra Timeshare Receivables Funding LLC, 2.700%, due 10/20/2030, Series 2013-3A, Class B Discover Financial Services, 3.850%, due 11/21/2022 DIRECTV Kinder Morgan Energy Partners, LP, 2.650%, due 02/01/2019 Murphy Oil Corp., 2.500%, due 12/01/2017 U.S. Treasury Bill, 0.081%, due 05/28/2015 Royal Bank of Scotland Group PLC, 1.875%, due 03/31/2017 FedEx Corp., 4.900%, due 01/15/2034 Molson Coors Brewing Co., Class B SLM Private Education Loan Trust, 2.654%, due 01/15/2043, Series 2011-A, Class A3 AmeriCredit Automobile Receivables Trust, 1.690%, due 11/08/2018, Series 2012-5, Class C DIRECTV Holdings LLC / DIRECTV Financing Co., Inc., 4.600%, due 02/15/2021
TAHLD-WB1014
% of Total Market Value 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05%
Security Description JPMorgan Chase Commercial Mortgage Securities Trust, 6.125%, due 02/12/2051, Series 2008-C2, Class ASB Philip Morris International, Inc., 1.875%, due 01/15/2019 Colombia Government International Bond, 4.000%, due 02/26/2024 Federal National Mortgage Association, 6.000%, due 01/01/2040 Goldman Sachs Group, Inc., 3.625%, due 01/22/2023 Wells Fargo & Co., 5.375%, due 11/02/2043 WellPoint, Inc., 1.875%, due 01/15/2018 Prudential Financial, Inc., 7.375%, due 06/15/2019, Series MTN Linn Energy LLC / Linn Energy Finance Corp., 6.250%, due 11/01/2019 Bristol-Myers Squibb Co., 4.500%, due 03/01/2044 Federal National Mortgage Association, 3.500%, due 01/01/2029 Federal National Mortgage Association, 3.500%, due 10/01/2028 Citigroup Commercial Mortgage Trust, 4.023%, due 03/10/2047, Series 2014-GC19, Class A4 SLM Private Education Loan Trust, 4.540%, due 10/17/2044, Series 2011-C, Class A2B SCG Trust, 1.554%, due 11/15/2026, Series 2013-SRP1, Class A First Data Corp., 7.375%, due 06/15/2019 Western Gas Partners, LP, 5.375%, due 06/01/2021 Royal Bank of Scotland Group PLC, 6.000%, due 12/19/2023 Morgan Stanley, 5.000%, due 11/24/2025, Series MTN Anheuser-Busch InBev Finance, Inc., 3.700%, due 02/01/2024 CenterPoint Energy Houston Electric LLC, 4.500%, due 04/01/2044 Hewlett-Packard Co., 3.750%, due 12/01/2020 Goldman Sachs Group, Inc., 2.375%, due 01/22/2018 Nelnet Student Loan Trust, 1.885%, due 11/25/2024, Series 2008-3, Class A4 NBCUniversal Media LLC, 4.375%, due 04/01/2021 Societe Generale SA, 5.000%, due 01/17/2024 STRIPS, Ltd., 1.500%, due 12/25/2044, Series 2012-1A, Class A Federal Home Loan Mortgage Corp., 5.500%, due 11/01/2018 Entergy Arkansas, Inc., 3.700%, due 06/01/2024 Santander Drive Auto Receivables Trust, 2.160%, due 01/15/2020, Series 2013-4, Class B ARC Properties Operating Partnership, LP / Clark Acquisition LLC, 3.000%, due 02/06/2019 Cooperatieve Centrale Raiffeisen-Boerenleenbank BA, 2.250%, due 01/14/2019 BCAP LLC Trust, 2.677%, due 08/26/2035, Series 2009-RR10, Class 2A1 Actavis, Inc., 3.250%, due 10/01/2022 Ralph Lauren Corp., Class A BP Capital Markets PLC, 3.814%, due 02/10/2024 SLM Private Credit Student Loan Trust, 0.784%, due 12/16/2030, Series 2002-A, Class A2 Coventry Health Care, Inc., 5.450%, due 06/15/2021 Boston Scientific Corp., 2.650%, due 10/01/2018 Mondelez International, Inc., 2.250%, due 02/01/2019 BPCE SA, 4.000%, due 04/15/2024 Federal National Mortgage Association, 3.329%, due 10/25/2023 Credit Acceptance Auto Loan Trust, 1.500%, due 04/15/2021, Series 2013-2A, Class A Prestige Auto Receivables Trust, 0.970%, due 03/15/2018, Series 2014-1A, Class A2 Credit Acceptance Auto Loan Trust, 1.210%, due 10/15/2020, Series 2013-1A, Class A Federal National Mortgage Association, 5.500%, due 08/01/2037 State of Illinois, 5.100%, due 06/01/2033
TAHLD-WB1014
% of Total Market Value 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04%
Security Description Laredo Petroleum, Inc., 7.375%, due 05/01/2022 Noble Energy, Inc., 8.250%, due 03/01/2019 Bank of America Corp., 2.600%, due 01/15/2019 Kerr-McGee Corp., 6.950%, due 07/01/2024 World Financial Network Credit Card Master Trust, 6.750%, due 04/15/2019, Series 2010-A, Class B Santander Drive Auto Receivables Trust, 3.250%, due 01/15/2020, Series 2013-4, Class C Actavis, Inc., 4.625%, due 10/01/2042 Federal Home Loan Mortgage Corp., 6.000%, due 12/01/2037 AmeriCredit Automobile Receivables Trust, 3.440%, due 10/08/2017, Series 2011-5, Class C SLM Student Loan Trust, 1.934%, due 07/25/2023, Series 2008-5, Class A4 BCAP LLC Trust, 2.545%, due 08/26/2035, Series 2009-RR6, Class 2A1 Wachovia Bank Commercial Mortgage Trust, 0.554%, due 09/15/2021, Series 2006-WL7A, Class H Intelsat Jackson Holdings SA, 7.250%, due 04/01/2019 FedEx Corp., 5.100%, due 01/15/2044 MassMutual Global Funding II, 2.350%, due 04/09/2019 American International Group, Inc., 4.125%, due 02/15/2024 Citigroup, Inc., 2.500%, due 09/26/2018 Dollar Tree, Inc. Shell International Finance BV, 4.550%, due 08/12/2043 Santander Drive Auto Receivables Trust, 1.940%, due 03/15/2018, Series 2012-6, Class C Cisco Systems, Inc., 2.125%, due 03/01/2019 Noble Energy, Inc., 6.000%, due 03/01/2041 Genworth Holdings, Inc., 7.625%, due 09/24/2021 Tenet Healthcare Corp., 6.250%, due 11/01/2018 SLM Private Education Loan Trust, 0.754%, due 07/15/2022, Series 2014-A, Class A1 MasterCard, Inc., 2.000%, due 04/01/2019 DBRR Trust, 1.636%, due 12/18/2049, Series 2013-EZ3, Class A Jefferies Re-REMIC Trust, 2.386%, due 09/26/2034, Series 2009-R7, Class 4A1 Extended Stay America Trust, 2.958%, due 12/05/2031, Series 2013-ESH7, Class A27 Public Storage, REIT Ford Motor Credit Co. LLC, 4.375%, due 08/06/2023 SLM Private Education Loan Trust, 3.404%, due 10/17/2044, Series 2011-C, Class A2A COMM Mortgage Trust, 3.961%, due 03/10/2047, Series 2014-UBS2, Class A5 Nelnet Student Loan Trust, 1.005%, due 07/27/2037, Series 2014-2A, Class A3 BB-UBS Trust, 0.730%, due 11/05/2036, Series 2012-SHOW, Class XA HSBC Holdings PLC, 5.250%, due 03/14/2044 Sprint Corp., 7.875%, due 09/15/2023 BPCE SA, 5.150%, due 07/21/2024 Morgan Stanley Capital I Trust, 6.105%, due 06/11/2049, Series 2007-IQ15, Class AM Korea Development Bank, 3.500%, due 08/22/2017 SLM Private Education Loan Trust, 1.554%, due 10/15/2031, Series 2013-C, Class A2B NBCUniversal Media LLC, 4.450%, due 01/15/2043 CMS Energy Corp., 4.875%, due 03/01/2044 Deutsche Alt-A Securities Mortgage Loan Trust, 0.304%, due 12/25/2036, Series 2007-RMP1, Class A2 Peruvian Government International Bond, 7.350%, due 07/21/2025 DT Auto Owner Trust, 4.940%, due 07/16/2018, Series 2012-1A, Class D
TAHLD-WB1014
% of Total Market Value 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03%
Security Description NBCUniversal Enterprise, Inc., 5.250%, due 03/19/2021 NVR, Inc. FREMF Mortgage Trust, 3.684%, due 08/25/2045, Series 2012-K711, Class B COMM Mortgage Trust, 4.759%, due 02/10/2047, Series 2014-CR14, Class B Bank of America Corp., 4.100%, due 07/24/2023 Jefferies Re-REMIC Trust, 2.596%, due 12/26/2037, Series 2009-R2, Class 2A Santander Drive Auto Receivables Trust, 2.940%, due 12/15/2017, Series 2012-4, Class C Bank of New York Mellon Corp., 2.100%, due 01/15/2019, Series MTN Anheuser-Busch InBev Finance, Inc., 2.150%, due 02/01/2019 Goldman Sachs Group, Inc., 1.835%, due 11/29/2023, Series MTN HSBC Holdings PLC, 4.250%, due 03/14/2024 Verizon Communications, Inc., 4.500%, due 09/15/2020 Nabors Industries, Inc., 4.625%, due 09/15/2021 Odebrecht Offshore Drilling Finance, Ltd., 6.750%, due 10/01/2022 Fortune Brands Home & Security, Inc. Merrill Lynch Mortgage Trust, 6.028%, due 06/12/2050, Series 2007-C1, Class A1A Commonwealth Edison Co., 4.700%, due 01/15/2044 Time, Inc. SCG Trust, 2.104%, due 11/15/2026, Series 2013-SRP1, Class AJ Citigroup Commercial Mortgage Trust, 3.753%, due 03/10/2047, Series 2014-GC19, Class A3 Husky Energy, Inc., 4.000%, due 04/15/2024 Verizon Communications, Inc., 3.450%, due 03/15/2021 Total Capital International SA, 3.700%, due 01/15/2024 BHP Billiton Finance USA, Ltd., 3.850%, due 09/30/2023 Amgen, Inc. PacifiCorp, 5.750%, due 04/01/2037 Wal-Mart Stores, Inc., 4.000%, due 04/11/2043 Duke Energy Carolinas LLC, 4.250%, due 12/15/2041 U.S. Treasury Note, 1.000%, due 09/15/2017 MEG Energy Corp., 6.500%, due 03/15/2021 HCA, Inc., 7.250%, due 09/15/2020 Freeport-McMoRan, Inc., 3.875%, due 03/15/2023 AmeriCredit Automobile Receivables Trust, 1.680%, due 07/08/2019, Series 2014-1, Class B Petroleos Mexicanos, 3.500%, due 01/30/2023 Wells Fargo & Co., 5.900%, due 06/15/2024 Jefferies Re-REMIC Trust, 2.239%, due 08/26/2046, Series 2009-R9, Class 1A1 Morgan Stanley Capital I Trust, 5.665%, due 04/15/2049, Series 2007-IQ14, Class A1A BP Capital Markets PLC, 3.245%, due 05/06/2022 Goldman Sachs Group, Inc., 3.625%, due 02/07/2016 Norfolk Southern Corp. Extra Space Storage, Inc., REIT Essex Property Trust, Inc., REIT Santander Drive Auto Receivables Trust, 2.700%, due 08/15/2018, Series 2012-5, Class C Federal Home Loan Mortgage Corp., 5.000%, due 04/01/2018 Morgan Stanley Re-REMIC Trust, 2.000%, due 07/27/2049, Series 2012-XA, Class A Ford Credit Auto Owner Trust, 1.820%, due 11/15/2019, Series 2013-B, Class D SLM Private Education Loan Trust, 0.904%, due 10/16/2023, Series 2012-E, Class A1 JPMorgan Re-REMIC Trust, 1.865%, due 08/26/2035, Series 2010-4, Class 7A1 TAHLD-WB1014
% of Total Market Value 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03%
Security Description Omega Healthcare Investors, Inc., REIT LB-UBS Commercial Mortgage Trust, 5.205%, due 04/15/2030, Series 2005-C2, Class AJ COMM Mortgage Trust, 3.367%, due 02/10/2028, Series 2013-GAM, Class A2 Sprint Capital Corp., 6.875%, due 11/15/2028 Morgan Stanley Capital I Trust, 5.773%, due 04/12/2049, Series 2007-HQ12, Class A2FX Weatherford International, Ltd., 5.950%, due 04/15/2042 Energy Transfer Partners, LP, 5.950%, due 10/01/2043 Federal National Mortgage Association, 3.500%, due 07/01/2028 DIRECTV Holdings LLC / DIRECTV Financing Co., Inc., 5.000%, due 03/01/2021 Credit Suisse Mortgage Capital Certificates, 0.424%, due 04/15/2022, Series 2007-TF2A, Class A3 Xerox Corp. Commercial Mortgage Trust, 5.867%, due 12/10/2049, Series 2007-GG11, Class AM Amgen, Inc., 5.150%, due 11/15/2041 LB-UBS Commercial Mortgage Trust, 6.370%, due 09/15/2045, Series 2007-C7, Class AM DBRR Trust, 5.933%, due 06/17/2049, Series 2011-C32, Class A3A AmeriCredit Automobile Receivables Trust, 2.640%, due 10/10/2017, Series 2012-2, Class C AmeriCredit Automobile Receivables Trust, 2.420%, due 05/08/2018, Series 2012-3, Class C TransCanada PipeLines, Ltd., 3.750%, due 10/16/2023 CSMC Trust, 3.500%, due 05/26/2036, Series 2010-15R, Class 2A1 FREMF Mortgage Trust, 3.782%, due 10/25/2045, Series 2012-K23, Class B General Electric Co., 4.500%, due 03/11/2044 SLM Private Education Loan Trust, 3.830%, due 01/17/2045, Series 2012-A, Class A2 Morgan Stanley, 3.800%, due 04/29/2016 Wal-Mart Stores, Inc., 4.300%, due 04/22/2044 Peabody Energy Corp., 6.250%, due 11/15/2021 Snap-on, Inc. Jersey Central Power & Light Co., 7.350%, due 02/01/2019 Federal National Mortgage Association, 3.507%, due 09/01/2041 Credit Acceptance Auto Loan Trust, 2.200%, due 09/16/2019, Series 2012-1A, Class A Morgan Stanley Capital I Trust, 5.406%, due 03/15/2044, Series 2007-IQ13, Class AM TransCanada PipeLines, Ltd., 4.625%, due 03/01/2034 Altria Group, Inc., 4.000%, due 01/31/2024 Rio Tinto Finance USA PLC, 2.875%, due 08/21/2022 Federal National Mortgage Association, 5.500%, due 04/01/2037 MasterCard, Inc., 3.375%, due 04/01/2024 Santander Drive Auto Receivables Trust, 3.120%, due 10/15/2019, Series 2013-A, Class C General Motors Co., 4.875%, due 10/02/2023 AT&T, Inc., 4.350%, due 06/15/2045 Sealed Air Corp., Class A Amgen, Inc., 5.650%, due 06/15/2042 JPMorgan Chase & Co., 3.250%, due 09/23/2022 Morgan Stanley Re-REMIC Trust, 1.000%, due 03/27/2051, Series 2012-IO, Class AXB2 Schlumberger Investment SA, 3.650%, due 12/01/2023 Transocean, Inc., 6.800%, due 03/15/2038 Williams Partners, LP, 5.400%, due 03/04/2044 Jefferies Re-REMIC Trust, 6.000%, due 12/26/2036, Series 2009-R7, Class 10A3 Wells Fargo & Co., 4.125%, due 08/15/2023
TAHLD-WB1014
% of Total Market Value 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.03% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02%
Security Description Wells Fargo & Co., 2.150%, due 01/15/2019 Wells Fargo Re-REMIC Trust, 1.750%, due 08/20/2021, Series 2012-IO, Class A Williams Cos., Inc., 7.875%, due 09/01/2021 Federal National Mortgage Association, 3.362%, due 06/01/2041 Prestige Auto Receivables Trust, 1.330%, due 05/15/2019, Series 2013-1A, Class A3 Cleveland Electric Illuminating Co., 5.950%, due 12/15/2036 Hyundai Auto Receivables Trust, 2.610%, due 05/15/2018, Series 2012-A, Class D COMM Mortgage Trust, 5.543%, due 12/11/2049, Series 2010-RR1, Class GEB U.S. Treasury Note, 1.625%, due 11/15/2022 SLM Private Education Loan Trust, 2.404%, due 06/16/2042, Series 2011-B, Class A3 AbbVie, Inc., 4.400%, due 11/06/2042 Gap, Inc., Class A Chrysler Capital Auto Receivables Trust, 2.280%, due 11/15/2019, Series 2014-AA, Class C Citigroup, Inc., 4.450%, due 01/10/2017 AmeriCredit Automobile Receivables Trust, 3.310%, due 10/08/2019, Series 2013-4, Class D Noble Energy, Inc., 5.250%, due 11/15/2043 Federal National Mortgage Association, 5.500%, due 01/01/2038 SLM Private Education Loan Trust, 0.754%, due 08/15/2022, Series 2013-A, Class A1 Federal Home Loan Mortgage Corp., 5.500%, due 07/01/2037 PG&E Corp., 2.400%, due 03/01/2019 Philip Morris International, Inc., 4.875%, due 11/15/2043 United Continental Holdings, Inc., 6.000%, due 07/15/2028 Prestige Auto Receivables Trust, 1.090%, due 02/15/2018, Series 2013-1A, Class A2 General Electric Capital Corp., 6.875%, due 01/10/2039, Series MTN Jefferies Re-REMIC Trust, 2.791%, due 03/21/2036, Series 2010-R3, Class 1A1 SLM Private Education Loan Trust, 3.740%, due 02/15/2029, Series 2011-B, Class A2 Ford Credit Floorplan Master Owner Trust, 3.500%, due 01/15/2019, Series 2012-2, Class D Port Authority of New York & New Jersey, 4.960%, due 08/01/2046 Ford Credit Floorplan Master Owner Trust, 2.860%, due 01/15/2019, Series 2012-2, Class C New Jersey State Turnpike Authority, 7.414%, due 01/01/2040, Series F SLM Private Education Loan Trust, 2.500%, due 03/15/2047, Series 2013-A, Class B WellPoint, Inc., 3.300%, due 01/15/2023 COMM Mortgage Trust, 4.715%, due 10/10/2046, Series 2013-CR11, Class AM CBS Corp., 5.750%, due 04/15/2020 American International Group, Inc., 8.175%, due 05/15/2068 SLM Private Education Loan Trust, 3.000%, due 05/16/2044, Series 2013-B, Class B Jefferies Re-REMIC Trust, 2.614%, due 08/26/2036, Series 2009-R7, Class 12A1 CBS Corp., 4.625%, due 05/15/2018 SLM Student Loan Trust, 0.324%, due 04/27/2020, Series 2005-2, Class A5 Goldman Sachs Group, Inc., 5.750%, due 01/24/2022 Goldman Sachs Group, Inc., 6.750%, due 10/01/2037 Navient Corp. Government National Mortgage Association, 0.989%, due 02/16/2053 Chrysler Capital Auto Receivables Trust, 1.760%, due 08/15/2019, Series 2014-AA, Class B McDonald's Corp.
TAHLD-WB1014
% of Total Market Value 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01%
Security Description Santander Drive Auto Receivables Trust, 3.780%, due 10/15/2019, Series 2013-A, Class D General Motors Co., 6.250%, due 10/02/2043 Citigroup, Inc., 6.675%, due 09/13/2043 Federal National Mortgage Association, 5.000%, due 05/01/2018 Teva Pharmaceutical Finance Co., BV, 3.650%, due 11/10/2021 Goldman Sachs Group, Inc., 6.250%, due 02/01/2041 JPMorgan Re-REMIC Trust, 2.826%, due 01/27/2047, Series 2009-7, Class 8A1 CMS Energy Corp., 3.875%, due 03/01/2024 Oncor Electric Delivery Co. LLC, 5.300%, due 06/01/2042 Apache Corp., 4.750%, due 04/15/2043 Pacific Gas & Electric Co., 4.750%, due 02/15/2044 Metropolitan Transportation Authority, 6.814%, due 11/15/2040, Series E Cleveland Electric Illuminating Co., 8.875%, due 11/15/2018 SLM Private Education Loan Trust, 1.554%, due 08/15/2025, Series 2012-A, Class A1 UnitedHealth Group, Inc., 3.375%, due 11/15/2021 Federal Home Loan Mortgage Corp., 5.500%, due 09/01/2018 Chrysler Capital Auto Receivables Trust, 1.780%, due 06/17/2019, Series 2013-BA, Class B Chrysler Capital Auto Receivables Trust, 2.240%, due 09/16/2019, Series 2013-BA, Class C Chrysler Capital Auto Receivables Trust, 2.890%, due 10/15/2020, Series 2013-BA, Class D Citigroup, Inc., 4.950%, due 11/07/2043 State Street Corp., 5.900%, Series D JPMorgan Chase & Co., 4.850%, due 02/01/2044 Williams Cos., Inc., 3.700%, due 01/15/2023 Federal National Mortgage Association, 6.000%, due 06/01/2041 Ventas Realty, LP / Ventas Capital Corp., 2.700%, due 04/01/2020 Federal National Mortgage Association, 5.500%, due 11/01/2038 Hilton USA Trust, 1.817%, due 11/05/2030, Series 2013-HLT, Class X1FX T-Mobile USA, Inc., 6.633%, due 04/28/2021 T-Mobile USA, Inc., 6.731%, due 04/28/2022 Los Angeles Community College District, 6.600%, due 08/01/2042 Federal National Mortgage Association, 6.000%, due 02/01/2038 JPMorgan Chase Commercial Mortgage Securities Trust, 5.616%, due 12/12/2044, Series 2006-CB14, Class AM Federal National Mortgage Association, 6.000%, due 10/01/2038 Federal National Mortgage Association, 4.500%, due 02/01/2025 New York City Water & Sewer System, 5.882%, due 06/15/2044 JPMorgan Chase & Co., 6.750%, due 02/01/2024 CSMC Trust, 4.000%, due 03/26/2037, Series 2010-18R, Class 3A1 Federal National Mortgage Association, 6.000%, due 05/01/2038 New York State Dormitory Authority, 5.389%, due 03/15/2040, Series H Federal National Mortgage Association, 5.500%, due 04/01/2041 Municipal Electric Authority of Georgia, 6.637%, due 04/01/2057 AT&T, Inc. Apache Corp., 4.250%, due 01/15/2044 CVS Health Corp., 5.300%, due 12/05/2043 BCAP LLC Trust, 5.250%, due 03/26/2037, Series 2009-RR13, Class 13A3 Oncor Electric Delivery Co. LLC, 4.100%, due 06/01/2022
TAHLD-WB1014
% of Total Market Value 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01% 0.01%
Security Description % of Total Market Value Aetna, Inc., 4.750%, due 03/15/2044 0.01% Federal Home Loan Mortgage Corp., 5.000%, due 02/01/2024 0.01% AmeriCredit Automobile Receivables Trust, 2.290%, due 11/08/2019, Series 2013-5, Class C 0.01% Burlington Northern Santa Fe LLC, 3.000%, due 03/15/2023 0.01% Burlington Northern Santa Fe LLC, 3.750%, due 04/01/2024 0.01% University of California, 4.858%, due 05/15/2112, Series AD 0.01% Range Resources Corp., 5.750%, due 06/01/2021 0.01% Duke Energy Corp., 3.750%, due 04/15/2024 0.01% Federal National Mortgage Association, 4.500%, due 07/01/2025 0.01% Federal National Mortgage Association, 6.000%, due 09/01/2040 0.01% JPMorgan Chase & Co., 3.200%, due 01/25/2023 0.01% SCE Trust III, 5.750% 0.01% Thermo Fisher Scientific, Inc., 5.300%, due 02/01/2044 0.00%** Progress Energy, Inc., 4.875%, due 12/01/2019 0.00%** Federal National Mortgage Association, 6.000%, due 12/01/2038 0.00%** Federal National Mortgage Association, 6.000%, due 10/01/2038 0.00%** T-Mobile USA, Inc., 6.836%, due 04/28/2023 0.00%** GLP Capital, LP / GLP Financing II, Inc., 4.875%, due 11/01/2020 0.00%** U.S. Treasury Bond, 2.750%, due 11/15/2042 0.00%** Federal National Mortgage Association, 6.000%, due 03/01/2038 0.00%** T-Mobile USA, Inc., 6.464%, due 04/28/2019 0.00%** GLP Capital, LP / GLP Financing II, Inc., 4.375%, due 11/01/2018 0.00%** Nexen Energy ULC, 5.875%, due 03/10/2035 0.00%** MetroPCS Wireless, Inc., 7.875%, due 09/01/2018 0.00%** Kohl's Corp. 0.00%** GS Mortgage Securities Trust, 1.387%, due 04/10/2047, Series 2014-GC20, Class XA 0.00%** State Street Bank & Trust Co., 0.010%, due 10/01/2014 0.96% Mutual funds 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 25 days after the end of each calendar quarter. ** This security represents less than 0.01% of total holdings.
This list of portfolio holdings is published on a delayed basis, 25 days after the end of each calendar quarter, 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 Series Trust 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.
TAHLD-WB1014
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. No part of this material may be reproduced in any form, or referred to in any publication, without express written permission.
TAHLD-WB1014
