N-MFP2 0000917153 XXXXXXXX 2017-08-31 0000917153 549300TTB6DXIOTQPK49 S000008479 1 N N Transamerica Asset Management, Inc. 801-53319 Aegon USA Investment Management, LLC 801-60667 Ernst & Young LLP New York NY Transamerica Fund Services, Inc. Transamerica Fund Services, Inc. 0001308973 084-06130 N Y 0000902844 Transamerica Partners Government Money Market 033-61810 S000008569 0001004784 Transamerica Partners Institutional Government Money Market 333-00295 S000008609 N Exempt Government N 32 100 450782554.88 447281227.61 453209932.96 481616678.97 0.00 497052026.10 493558719.56 521595525.25 526869211.62 0.00 0.5112 0.5076 0.5108 0.5391 0.0000 0.5636 0.5601 0.5879 0.5898 0.0000 0.00 925248792.56 925268664.95 326321.74 16272306.77 909322679.92 0.0000 0.0000 0.0109 0.0000 0.0000 0.0000 0.0000 0.0000 C000023250 1000.00 909322679.92 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N Goldman Sachs & Co. Goldman Sachs & Co. 1.030000% FOR8UP27PHTHYVLBNG30 0000769993 03899Z001_1.03_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-06-01 4.000000 9357664.00 7740339.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-05-01 4.500000 94597.00 9046.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-08-01 4.000000 26868480.00 18859598.99 Agency Collateralized Mortgage Obligation United States Treasury Bond 2043-08-15 0.00 41816000.00 20157402.80 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-02-01 6.000000 145000.00 36458.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-05-01 3.000000 12948032.00 7247701.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-05-01 6.500000 574467.00 9452.02 Agency Collateralized Mortgage Obligation Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0103 53000000.00 53000000.00 0.0583 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 1.279000% 3130A7NM3 US3130A7NM33 U.S. Government Agency Debt Y 2017-10-04 2017-10-04 2017-10-04 N N N 0.0110 24004361.04 24004361.04 0.0264 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.210000% 3130A8JT1 US3130A8JT15 U.S. Government Agency Debt Y 2017-09-18 2017-12-18 2017-12-18 N N N 0.0110 7503451.95 7503451.95 0.0083 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.309000% 3130A8UF8 US3130A8UF81 U.S. Government Agency Debt Y 2017-09-27 2017-10-27 2017-10-27 N N N 0.0108 20507342.90 20507342.90 0.0226 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.037000% 3130AAC71 US3130AAC714 U.S. Government Agency Debt Y 2017-09-01 2018-06-01 2018-06-01 N N N 0.0112 13503311.42 13503311.42 0.0148 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.104000% 3130AANZ7 US3130AANZ72 U.S. Government Agency Debt Y 2017-10-18 2019-01-18 2019-01-18 N N N 0.0118 12688579.14 12688579.14 0.0140 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.091000% 3130AB7B6 US3130AB7B63 U.S. Government Agency Debt Y 2017-09-19 2018-10-19 2018-10-19 N N N 0.0112 21992886.52 21992886.52 0.0242 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.139000% 3130ABSL1 US3130ABSL15 U.S. Government Agency Debt Y 2017-09-14 2019-01-14 2019-01-14 N N N 0.0116 11997462.84 11997462.84 0.0132 N N N N Federal Agricultural Mortgage Corp. Discount Notes Federal Agricultural Mortgage Corp. Discount Notes 31315LRG5 549300MS654K78GYF580 US31315LRG58 U.S. Government Agency Debt Y 2018-01-02 2018-01-02 2018-01-02 N N N 0.0109 16539310.40 16539310.40 0.0182 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 1.128600% 3132X0KC4 549300MS654K78GYF580 US3132X0KC41 U.S. Government Agency Debt Y 2017-10-03 2018-04-03 2018-04-03 N N N 0.0105 13508084.88 13508084.88 0.0149 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 1.130000% 3132X0TM3 549300MS654K78GYF580 US3132X0TM32 U.S. Government Agency Debt Y 2017-09-22 2018-06-22 2018-06-22 N N N 0.0114 20997464.25 20997464.25 0.0231 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 1.137200% 3132X0XB2 549300MS654K78GYF580 US3132X0XB21 U.S. Government Agency Debt Y 2017-10-14 2018-09-14 2018-09-14 N N N 0.0114 16000000.00 16000000.00 0.0176 N N N N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 313313LL0 US313313LL01 U.S. Government Agency Debt Y 2017-09-08 2017-09-08 2017-09-08 N N N 0.0101 13997284.00 13997284.00 0.0154 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385MA1 US313385MA14 U.S. Government Agency Debt Y 2017-09-22 2017-09-22 2017-09-22 N N N 0.0101 6296327.10 6296327.10 0.0069 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385NC6 US313385NC60 U.S. Government Agency Debt Y 2017-10-18 2017-10-18 2017-10-18 N N N 0.0103 28262672.30 28262672.30 0.0311 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385NK8 US313385NK86 U.S. Government Agency Debt Y 2017-10-25 2017-10-25 2017-10-25 N N N 0.0103 26060458.50 26060458.50 0.0287 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385NU6 US313385NU68 U.S. Government Agency Debt Y 2017-11-03 2017-11-03 2017-11-03 N N N 0.0104 24955375.00 24955375.00 0.0274 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385NX0 US313385NX08 U.S. Government Agency Debt Y 2017-11-06 2017-11-06 2017-11-06 N N N 0.0104 9482235.00 9482235.00 0.0104 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385NY8 US313385NY80 U.S. Government Agency Debt Y 2017-11-07 2017-11-07 2017-11-07 N N N 0.0104 13224851.50 13224851.50 0.0145 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385PW0 US313385PW07 U.S. Government Agency Debt Y 2017-11-29 2017-11-29 2017-11-29 N N N 0.0105 52168099.40 52168099.40 0.0574 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385TJ5 US313385TJ59 U.S. Government Agency Debt Y 2018-02-21 2018-02-21 2018-02-21 N N N 0.0113 25861316.00 25861316.00 0.0284 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 1.348900% 3133EF2H9 US3133EF2H93 U.S. Government Agency Debt Y 2017-09-13 2017-11-13 2017-11-13 N N N 0.0103 12107657.73 12107657.73 0.0133 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 1.034800% 3133EHDW0 US3133EHDW08 U.S. Government Agency Debt Y 2017-09-28 2018-09-28 2018-09-28 N N N 0.0113 13488995.61 13488995.61 0.0148 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 1.068600% 3133EHEP4 US3133EHEP48 U.S. Government Agency Debt Y 2017-10-03 2019-04-03 2019-04-03 N N N 0.0118 12182729.44 12182729.44 0.0134 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.029400% 3134GA4D3 S6XOOCT0IEG5ABCC6L87 US3134GA4D32 U.S. Government Agency Debt Y 2017-11-10 2018-08-10 2018-08-10 N N N 0.0108 26489667.92 26489667.92 0.0291 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.230200% 3135G0L35 B1V7KEBTPIMZEU4LTD58 US3135G0L358 U.S. Government Agency Debt Y 2017-09-21 2018-03-21 2018-03-21 N N N 0.0113 15512049.70 15512049.70 0.0171 N N N N ING Financial Markets LLC ING Financial Markets LLC 1.010000% KBVRJ5K57JZ3E2AVWX40 0000877559 462039009_1.01_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-02-19 1.875000 96965000.00 97743911.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-09-12 1.750000 37391000.00 37919958.72 Agency Collateralized Mortgage Obligation Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0101 133000000.00 133000000.00 0.1463 N Y Y N State Street Bank & Trust Co. State Street Bank & Trust Co. 0.120000% 571474TGEMMWANRLN572 0000093748 85748R009_0.12_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury Note 2024-02-15 2.750000 425000.00 446975.90 U.S. Treasuries (including strips) Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0012 433806.90 433806.90 0.0005 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796MH9 US912796MH92 U.S. Treasury Debt Y 2017-12-21 2017-12-21 2017-12-21 N N N 0.0101 38183011.12 38183011.12 0.0420 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 1.080000% 9J6MBOOO7BECTDTUZW19 0000058056 922MEC006_1.08_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Agricultural Mortgage Corp. Discount Notes 549300MS654K78GYF580 2017-11-14 1.033930 6338000.00 6324563.44 Agency Collateralized Mortgage Obligation Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 6200000.00 6200000.00 0.0068 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc. 1.080000% OXTKY6Q8X53C9ILVV871 0000902266 928CYM008_1.08_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-06-01 2.500000 848134.00 505599.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-06-01 3.500000 12576.00 13061.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-05-01 3.500000 2608063.00 2659937.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 9256166.00 9676636.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-05-01 3.000000 42203.00 43099.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 2782132.00 2979649.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-04-01 3.500000 1360798.00 1379784.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2023-10-01 7.500000 275000.00 20361.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2023-01-01 7.500000 5154547.00 32491.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-12-01 4.000000 830595.00 674582.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-06-01 4.500000 33619.00 24964.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-05-01 4.500000 1014870.00 679731.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-09-01 4.000000 799535.00 488067.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-04-01 2.500000 7363264.00 4197726.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-07-01 3.000000 6134049.00 6297291.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-07-01 3.000000 4209733.00 4031387.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-04-01 4.500000 205525.00 118421.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-04-01 3.340000 123809.00 128561.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-09-01 3.000000 73201.00 64117.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-01-01 3.000000 1939378.00 1904642.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-05-01 3.000000 135000.00 89465.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-01-01 4.000000 10000.00 4460.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-09-01 4.000000 5000.00 846.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-08-01 3.500000 4016265.00 1741575.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-02-01 5.000000 20000.00 6038.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-02-01 4.000000 52569.00 9873.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-05-01 6.000000 25000.00 2721.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-11-01 7.500000 1630223.00 9363.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-12-01 5.500000 1101624.00 68746.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-07-01 7.500000 12740000.00 32695.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-06-01 7.500000 247277.00 5248.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-06-01 7.500000 903646.00 7392.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-06-01 7.500000 613265.00 9414.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-06-01 7.500000 1757603.00 25428.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-05-01 7.500000 5956910.00 4782.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-04-01 7.500000 774515.00 22412.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-07-01 2.930000 165049.00 118753.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2022-01-01 5.500000 192500.00 1215.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2023-11-01 7.500000 460766.00 4275.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-07-01 7.500000 3934986.00 8510.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-06-01 7.500000 14240458.00 35340.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-10-01 3.000000 81294.00 78899.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-07-01 4.500000 2000.00 1715.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-04-01 5.000000 2760529.00 3036291.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-04-01 3.500000 7315144.00 7526441.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-02-01 3.500000 490399.00 493965.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-03-01 3.500000 6010214.00 5783345.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-05-01 4.500000 506454.00 200942.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-08-01 1.933000 1000.00 451.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-03-01 3.000000 51242.00 51288.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-12-01 7.500000 3230520.00 31194.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-11-01 7.500000 40087596.00 114535.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-11-01 7.500000 3669243.00 36757.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-10-01 7.000000 1016.00 2.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-04-01 7.500000 2295687.00 47986.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2019-05-01 4.500000 374732.00 6348.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-05-01 7.500000 799954.00 11403.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-05-01 7.500000 3034872.00 6311.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-02-01 7.500000 2490000.00 12198.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-04-01 4.000000 2787524.00 2894498.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2022-01-01 5.500000 2306.00 22.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-12-01 3.000000 1031047.00 288616.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2023-02-01 5.000000 7400.00 302.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2039-03-01 6.000000 149934.00 4193.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-12-01 4.500000 12519297.00 4904269.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2018-08-01 5.000000 3621481.00 28065.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2018-10-01 4.500000 17895.00 143.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2022-05-01 5.500000 3330.00 89.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2017-10-01 5.500000 1165405.00 79.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-03-01 7.500000 3687240.00 75533.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-11-01 7.500000 1502418.00 9040.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-05-01 7.500000 5268720.00 28246.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-02-01 7.500000 341830.00 5558.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-12-01 7.500000 10553419.00 15379.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-07-01 5.000000 520453.00 28074.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-08-01 6.500000 1058180.00 107493.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2022-03-01 5.000000 224399.00 26409.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2018-03-01 5.500000 20682041.00 5525.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2018-02-01 7.000000 1338045.00 14.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2018-01-01 6.500000 1800000.00 76.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2034-03-01 6.000000 2997170.00 241879.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-03-01 7.500000 3145416.00 5839.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-02-01 7.500000 2256.00 5.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-01-01 7.500000 46000.00 99.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-09-01 4.500000 15824.00 17068.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-01-01 3.000000 592051.00 246420.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-06-01 3.500000 9852175.00 10278933.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-08-01 4.000000 3533751.00 3764242.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 13156515.00 13555122.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-02-01 3.500000 644329.00 641579.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-08-01 3.000000 1262766.00 1310452.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-08-01 3.000000 1815725.00 1883730.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-09-01 3.500000 1173595.00 1230212.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2039-12-01 6.000000 1090551.00 527926.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2039-06-01 5.500000 2309993.00 113518.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2018-12-01 5.000000 538943.00 2722.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-12-15 3.500000 1292759.00 993268.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-12-01 7.500000 345094.00 1119.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-01-15 5.000000 1099000.00 47177.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2023-06-01 5.000000 1184974.00 33949.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2038-08-15 5.500000 4395000.00 99708.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2018-09-01 6.500000 3903944.00 2722.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2038-09-15 5.000000 445000.00 53303.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-06-01 7.000000 536434.00 3512.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-06-15 5.000000 738627.00 51948.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2034-11-15 5.500000 500001.00 28580.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2033-08-15 5.250000 255233.00 52841.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-08-01 7.500000 1348810.00 12801.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2021-10-15 9.000000 1004990.00 4373.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2021-08-15 9.000000 12583935.00 48902.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2021-04-15 9.000000 1003914.00 20214.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-01-01 6.500000 2271703.00 18050.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2020-11-15 9.000000 1445996.00 4064.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2020-02-15 9.000000 9190519.00 12172.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2019-11-15 9.000000 3000000.00 7279.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2021-07-15 9.000000 3786698.00 4488.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-01 5.000000 370734.00 13157.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2018-04-15 9.000000 815826.00 2665.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2018-05-15 9.000000 25000.00 58.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2030-02-15 7.000000 366052.00 4146.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2035-04-15 5.000000 885163.00 73026.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-12-01 5.000000 870000.00 50968.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-12-01 5.500000 529933.00 20128.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-07-01 6.500000 1630173.00 20743.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-10-01 5.500000 502459.00 31593.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2028-04-15 6.500000 542828.00 4361.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2028-03-15 6.500000 73812.00 644.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-10-15 5.000000 108617.00 49747.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-07-01 5.500000 3316947.00 119914.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-09-01 5.500000 252989.00 16240.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2018-03-15 5.000000 500000.00 970.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2033-07-15 5.000000 5010174.00 316066.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2018-11-01 5.000000 1805032.00 12610.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2032-12-15 5.500000 518330.00 16016.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-07-15 3.500000 30467.00 31934.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-04-20 4.500000 142858.00 155812.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-05-15 4.500000 4293993.00 4590415.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2066-10-20 3.395000 1406861.00 1376704.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-10-20 4.000000 4893283.00 4384935.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-08-15 3.500000 1438110.00 1485201.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2065-06-20 4.700000 34000.00 38755.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2065-06-20 4.591000 77000.00 78676.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2065-01-20 4.541000 1162409.00 1190859.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2065-10-20 4.584000 102754.00 104622.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2064-05-20 4.549000 2120681.00 2008002.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-05-20 3.500000 879059.00 910593.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-02-20 3.000000 470514.00 461175.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-03-01 4.000000 10999.00 3418.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-09-20 4.000000 209955.00 151452.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2063-01-20 5.434000 1593501.00 42356.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-12-01 4.000000 47728.00 19321.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2065-10-20 4.558000 3206.00 3599.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-04-20 3.500000 10197.00 5045.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-06-01 6.500000 489437.00 76630.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-05-15 3.500000 50595.00 52989.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-10-15 2.500000 305194.00 296999.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-08-15 3.500000 61022.00 63917.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-08-20 4.000000 345219.00 365997.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-06-01 4.500000 2399000.00 44084.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-03-01 6.000000 1199424.00 35047.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-03-01 5.000000 162157.00 25703.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-04-01 6.000000 39630.00 3880.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2018-10-01 4.500000 913000.00 7246.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2018-04-01 6.500000 2500000.00 76.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-09-01 5.000000 3271404.00 148467.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-08-01 7.500000 2040086.00 6046.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-11-01 2.878000 1000.00 440.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-05-15 5.000000 81363.00 5626.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-09-01 3.000000 1226.00 908.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-08-01 7.500000 30000000.00 73593.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2038-11-15 5.500000 14890.00 801.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2038-06-15 5.000000 300453.00 16128.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2036-07-15 6.000000 1100736.00 51190.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2034-03-15 5.500000 40000.00 2002.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2021-03-15 9.000000 2030000.00 5530.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2019-12-15 9.000000 760000.00 3810.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-05-01 5.500000 207030.00 10961.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-08-15 5.000000 491006.00 49757.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-03-15 4.000000 1442668.00 720963.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-07-15 5.500000 75000.00 9045.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2026-09-20 4.000000 700846.00 70655.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-08-01 6.000000 649130.00 26641.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2033-11-20 5.000000 759050.00 57953.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2034-09-15 5.500000 175105.00 18970.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-11-20 5.000000 12850832.00 677900.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-03-01 4.000000 50000.00 14541.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2064-11-20 4.602000 2382003.00 2642516.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-08-01 4.000000 1517.00 549.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2040-12-01 4.000000 19000.00 4449.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2021-11-01 6.000000 129615.00 3373.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-03-15 5.000000 57780.00 4037.99 Agency Collateralized Mortgage Obligation Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 120300000.00 120300000.00 0.1323 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc. 1.050000% AC28XWWI3WIBK2824319 0000851376 985JZP005_1.05_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-02-25 3.265560 103241210.00 263004.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-11-25 5.465560 809000.00 12838.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-09-25 5.355560 25041834.00 673420.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-07-25 4.865560 53404145.00 2005424.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-04-25 3.765560 60000000.00 101075.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-10-25 5.505560 75553825.00 926284.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-06-25 5.325560 50000000.00 1673489.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-06-15 5.123330 72620000.00 1128186.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-04-15 4.883330 87500000.00 377995.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-05-25 5.725560 23363000.00 226636.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-04-25 5.265560 60532151.00 447078.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-12-25 5.165560 11502000.00 94051.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-05-25 6.045560 39147000.00 221730.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-04-25 4.865560 23155000.00 623859.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-02-25 5.515560 223000000.00 444967.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-10-25 5.345560 13876000.00 454162.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2036-03-15 5.403330 3200000.00 78343.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2035-06-15 5.193330 26538458.00 410604.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-04-25 5.835560 70000000.00 184516.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-08-25 5.465560 26404000.00 283159.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-07-25 5.165560 143600000.00 1066375.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-11-15 1.168922 45287202.00 1271649.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-04-15 4.823330 16954384.00 1183244.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-03-15 4.823330 20471285.00 1617058.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-12-15 4.823330 33384800.00 1548746.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-07-15 5.423330 37686144.00 1889154.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-02-15 5.273330 36511466.00 2269417.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-01-15 4.673330 36090000.00 2079571.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-11-15 4.773330 15025105.00 794675.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-07-15 3.473330 22864636.00 922488.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-02-15 5.013330 24022813.00 413241.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-05-25 5.315560 57300000.00 342734.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-03-15 6.752356 18000000.00 704038.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-06-15 4.973330 16676423.00 343575.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-03-25 4.815560 40601706.00 95360.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-06-25 5.515560 48319383.00 241004.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2035-06-15 5.473330 50000000.00 636285.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-06-25 5.965560 33893600.00 504639.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-02-25 5.365560 29500000.00 510931.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-10-15 1.733173 60503498.00 1932970.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-09-15 4.923330 49962285.00 2316028.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-09-15 4.273330 24784102.00 543522.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-06-15 5.373330 23899574.00 900758.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-08-15 5.323330 52663125.00 1071092.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-08-15 5.273330 62500000.00 1570570.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-11-15 3.523330 25000000.00 364233.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-08-15 5.273330 39570872.00 953841.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-10-15 4.823330 37165902.00 695430.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-05-15 5.323330 52767315.00 761819.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-08-20 4.369440 31659145.00 1424051.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-02-20 4.419440 15500000.00 679645.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-03-20 4.919440 22755280.00 826365.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-10-20 4.869440 41000000.00 1457540.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-03-20 5.519440 19832170.00 818083.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-12-16 4.872220 20392862.00 1341955.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-07-20 4.919440 26692375.00 1532179.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-05-20 5.369440 27569633.00 920576.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-25 4.765560 50000000.00 1923147.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-11-15 4.823330 54000000.00 2189550.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-08-15 4.823330 35998247.00 1854136.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-05-16 4.882220 57457495.00 1553326.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-05-20 4.919440 48317076.00 137496.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-12-20 4.819440 50000000.00 1829973.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-07-16 5.452220 50554346.00 300488.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-10-20 4.139440 100000000.00 1980681.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2038-09-20 5.369440 19483200.00 37891.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-10-20 5.319440 128095.00 21531.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2038-09-20 4.769440 15945911.00 2351334.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-05-16 5.322220 25208333.00 162863.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2038-05-20 6.469440 65000000.00 620507.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-10-20 4.569440 50000000.00 294224.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-08-20 5.549440 50000000.00 579859.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-05-20 3.519440 92116668.00 355497.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-03-16 5.272220 55127000.00 1082711.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-07-16 4.822220 100000000.00 496290.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2035-01-16 5.522220 69630125.00 680010.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2028-12-20 6.419440 60922420.00 209156.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2040-01-25 4.755560 40000000.00 795228.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2039-04-25 4.385560 47725300.00 195495.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-06-16 4.872220 25000000.00 1998568.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-03-20 4.869440 9374678.00 661929.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-08-20 4.819440 40000000.00 2057072.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-01-16 4.872220 30000000.00 1705700.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-08-20 5.469440 48181765.00 520849.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-10-16 5.392220 75000000.00 1140416.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-05-20 5.269440 72180000.00 2369882.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2031-05-16 6.922220 116982353.00 278492.65 Agency Collateralized Mortgage Obligation Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0105 78000000.00 78000000.00 0.0858 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc. 1.260000% AC28XWWI3WIBK2824319 0000851376 985JZP005_1.26_1006 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-10-25 6.500000 4045.00 287.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-08-20 4.369440 100000.00 4498.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-12-16 4.872220 16887838.00 1111306.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-05-20 3.500000 42258593.00 36419907.92 Agency Collateralized Mortgage Obligation Y 2017-10-06 2017-10-06 2017-10-06 N N N 0.0126 36800000.00 36800000.00 0.0405 N N N Y TRANSAMERICA PARTNERS PORTFOLIOS 2017-09-07 Vincent Toner Vincent Toner Treasurer