Transamerica

02/29/2020*


Transamerica Madison Diversified Income VP

Security Description % of Total Net Assets
U.S. Treasury Note, 3.12%, due 05/15/2021 2.01%
U.S. Treasury Note, 2.00%, due 11/15/2021 1.71%
U.S. Treasury Note, 2.00%, due 07/31/2020 1.69%
U.S. Treasury Bond, 3.37%, due 11/15/2048 1.64%
BlackRock, Inc. 1.58%
U.S. Treasury Note, 2.62%, due 02/15/2029 1.58%
U.S. Treasury Note, 1.62%, due 08/15/2022 1.56%
Home Depot, Inc. 1.55%
Comcast Corp., Class A 1.54%
JPMorgan Chase & Co. 1.53%
Johnson & Johnson 1.43%
U.S. Treasury Note, 2.12%, due 03/31/2024 1.43%
Verizon Communications, Inc. 1.43%
U.S. Treasury Note, 2.37%, due 05/15/2027 1.38%
Caterpillar, Inc. 1.36%
U.S. Treasury Note, 2.00%, due 08/15/2025 1.33%
U.S. Treasury Note, 2.00%, due 02/15/2023 1.30%
PepsiCo, Inc. 1.29%
U.S. Treasury Note, 1.50%, due 08/15/2026 1.21%
US Bancorp 1.20%
Medtronic PLC 1.19%
Linde PLC 1.18%
McDonald's Corp. 1.18%
U.S. Treasury Note, 1.75%, due 05/15/2022 1.14%
U.S. Treasury Note, 2.62%, due 11/15/2020 1.13%
Fastenal Co. 1.13%
Dominion Energy, Inc. 1.13%
Bristol-Myers Squibb Co. 1.13%
U.S. Treasury Note, 2.87%, due 05/15/2028 1.12%
NextEra Energy, Inc. 1.11%
Bank of America Corp. 1.07%
Texas Instruments, Inc. 1.04%
Merck & Co., Inc. 0.99%
Travelers Cos., Inc. 0.94%
Cisco Systems, Inc. 0.93%
Analog Devices, Inc. 0.92%
U.S. Treasury Note, 2.25%, due 11/15/2025 0.90%
Procter & Gamble Co. 0.89%
TJX Cos., Inc. 0.87%
Nestle SA, ADR 0.87%
Chubb, Ltd. 0.85%
Chevron Corp. 0.84%
United Technologies Corp. 0.82%
Novartis AG, ADR 0.78%
Northern Trust Corp. 0.76%
General Dynamics Corp. 0.73%
U.S. Treasury Bond, 3.00%, due 02/15/2048 0.73%
U.S. Treasury Bond, 3.00%, due 05/15/2047 0.72%
Emerson Electric Co. 0.72%
Federal Home Loan Mortgage Corp., 2.50%, due 10/01/2034 0.69%
Union Pacific Corp. 0.67%
U.S. Treasury Bond, 2.50%, due 02/15/2045 0.65%
Pfizer, Inc. 0.61%
Federal National Mortgage Association REMIC, 1.37%, due 09/25/2027 0.57%
U.S. Treasury Bond, 2.75%, due 11/15/2042 0.54%
Paychex, Inc. 0.54%
Accenture PLC, Class A 0.54%
Intel Corp., 3.30%, due 10/01/2021 0.54%
Federal National Mortgage Association, 3.00%, due 12/01/2028 0.52%
U.S. Treasury Bond, 2.75%, due 08/15/2042 0.51%
Hershey Co. 0.50%
U.S. Treasury Bond, 3.75%, due 08/15/2041 0.47%
Automatic Data Processing, Inc. 0.47%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.11%, due 06/25/2027 0.46%
Amgen, Inc. 0.45%
KeyCorp, Series MTN, 5.10%, due 03/24/2021 0.44%
U.S. Treasury Bond, 4.37%, due 05/15/2041 0.42%
Federal National Mortgage Association, 3.50%, due 08/01/2049 0.40%
TE Connectivity, Ltd. 0.40%
Federal National Mortgage Association, 2.95%, due 09/25/2027 0.40%
Occidental Petroleum Corp., 3.50%, due 08/15/2029 0.40%
Enterprise Fleet Financing LLC, Series 2019-3, Class A2, 2.06%, due 05/20/2025 0.36%
Expedia Group, Inc., 3.25%, due 02/15/2030 0.33%
Verizon Communications, Inc., 4.32%, due 09/21/2028 0.32%
UnitedHealth Group, Inc., 3.70%, due 08/15/2049 0.31%
Dell Equipment Finance Trust, Series 2019-2, Class A3, 1.91%, due 10/22/2024 0.31%
PNC Financial Services Group, Inc., 3.45%, due 04/23/2029 0.31%
Federal National Mortgage Association, 3.13%, due 11/25/2027 0.30%
Zoetis, Inc., 3.00%, due 09/12/2027 0.30%
Huntington National Bank, 3.55%, due 10/06/2023 0.30%
Kinder Morgan, Inc., 5.55%, due 06/01/2045 0.30%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.65%, due 08/25/2026 0.30%
Capital One Financial Corp., 3.30%, due 10/30/2024 0.30%
Goldman Sachs Group, Inc., 3.27%, due 09/29/2025 0.30%
Bank of America Corp., Series MTN, 2.81%, due 07/21/2023 0.29%
Federal National Mortgage Association, 3.00%, due 11/01/2039 0.29%
Wheels SPV 2 LLC, Series 2019-1A, Class A2, 2.30%, due 05/22/2028 0.28%
New York City Transitional Finance Authority Future Tax Secured Revenue, 6.26%, due 08/01/2039 0.28%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.28%
Synchrony Credit Card Master Note Trust, Series 2017-1, Class B, 2.19%, due 06/15/2023 0.28%
Federal National Mortgage Association, 2.50%, due 10/01/2034 0.28%
Lowe's Cos., Inc., 4.55%, due 04/05/2049 0.27%
Phillips 66, 4.65%, due 11/15/2034 0.27%
Intel Corp., 3.73%, due 12/08/2047 0.26%
Broadridge Financial Solutions, Inc., 2.90%, due 12/01/2029 0.26%
Federal National Mortgage Association, 3.00%, due 09/01/2029 0.26%
Federal Home Loan Mortgage Corp., 4.50%, due 08/01/2039 0.26%
Metropolitan Transportation Authority, 6.54%, due 11/15/2031 0.26%
PayPal Holdings, Inc., 2.40%, due 10/01/2024 0.26%
Citigroup, Inc., 4.07%, due 04/23/2029 0.26%
American Express Co., 4.20%, due 11/06/2025 0.25%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2047 0.25%
Valero Energy Partners, LP, 4.50%, due 03/15/2028 0.25%
Fiserv, Inc., 3.50%, due 07/01/2029 0.25%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.24%
Enterprise Products Operating LLC, 3.75%, due 02/15/2025 0.24%
Mitsubishi UFJ Financial Group, Inc., 3.19%, due 07/18/2029 0.24%
JPMorgan Chase & Co., 3.12%, due 01/23/2025 0.24%
CVS Health Corp., 2.62%, due 08/15/2024 0.23%
Norfolk Southern Corp., 3.25%, due 12/01/2021 0.23%
AT&T, Inc., 3.00%, due 02/15/2022 0.23%
Anthem, Inc., 2.37%, due 01/15/2025 0.23%
Comcast Corp., 4.15%, due 10/15/2028 0.23%
Oracle Corp., 4.00%, due 07/15/2046 0.22%
American International Group, Inc., 4.75%, due 04/01/2048 0.22%
Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2048 0.21%
Healthpeak Properties, Inc., 3.25%, due 07/15/2026 0.21%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.98%, due 11/25/2025 0.21%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2046 0.21%
Verizon Owner Trust, Series 2018-A, Class A1A, 3.23%, due 04/20/2023 0.21%
Federal National Mortgage Association REMIC, 3.50%, due 04/25/2031 0.21%
Verizon Communications, Inc., 4.40%, due 11/01/2034 0.21%
Federal National Mortgage Association, 3.50%, due 12/01/2031 0.21%
Mars, Inc., 3.95%, due 04/01/2049 0.20%
Bristol-Myers Squibb Co., 3.40%, due 07/26/2029 0.20%
Federal National Mortgage Association, 4.00%, due 12/01/2046 0.20%
WRKCo, Inc., 3.90%, due 06/01/2028 0.20%
Valero Energy Corp., 6.62%, due 06/15/2037 0.19%
salesforce.com, Inc., 3.70%, due 04/11/2028 0.19%
Federal National Mortgage Association, 4.00%, due 02/01/2042 0.19%
Aflac, Inc., 4.75%, due 01/15/2049 0.19%
Aflac, Inc., 3.62%, due 11/15/2024 0.18%
Marathon Petroleum Corp., 3.80%, due 04/01/2028 0.18%
Walgreens Boots Alliance, Inc., 4.50%, due 11/18/2034 0.18%
WRKCo, Inc., 3.75%, due 03/15/2025 0.18%
McDonald's Corp., Series MTN, 4.87%, due 12/09/2045 0.18%
Federal Home Loan Mortgage Corp., 3.00%, due 07/01/2045 0.18%
Amazon.com, Inc., 2.80%, due 08/22/2024 0.18%
Bank of America Corp., Series MTN, 3.09%, due 10/01/2025 0.18%
Schlumberger Holdings Corp., 3.90%, due 05/17/2028 0.18%
Morgan Stanley, 4.30%, due 01/27/2045 0.17%
Regions Financial Corp., 2.75%, due 08/14/2022 0.17%
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2045 0.17%
Intercontinental Exchange, Inc., 2.35%, due 09/15/2022 0.17%
CVS Health Corp., 5.12%, due 07/20/2045 0.17%
Enterprise Products Operating LLC, 5.20%, due 09/01/2020 0.17%
Federal National Mortgage Association, 2.40%, due 03/25/2023 0.17%
Federal Home Loan Mortgage Corp., 3.00%, due 04/01/2043 0.17%
Chesapeake Funding II LLC, Series 2018-1A, Class A1, 3.04%, due 04/15/2030 0.16%
Federal Home Loan Mortgage Corp., 3.00%, due 04/01/2043 0.16%
Discovery Communications LLC, 5.00%, due 09/20/2037 0.16%
Verizon Communications, Inc., 3.87%, due 02/08/2029 0.16%
FREMF Mortgage Trust, Series 2015-K721, Class B, 3.56%, due 11/25/2047 0.16%
Duke Energy Corp., 3.75%, due 09/01/2046 0.16%
Morgan Stanley, Series MTN, 3.87%, due 01/27/2026 0.16%
Exxon Mobil Corp., 4.11%, due 03/01/2046 0.15%
Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2047 0.15%
Brixmor Operating Partnership, LP, 3.65%, due 06/15/2024 0.15%
Northrop Grumman Corp., 2.93%, due 01/15/2025 0.15%
Walgreens Boots Alliance, Inc., 3.45%, due 06/01/2026 0.15%
Federal National Mortgage Association, 4.00%, due 06/01/2036 0.15%
Dominion Energy Gas Holdings LLC, 3.00%, due 11/15/2029 0.15%
Cboe Global Markets, Inc., 3.65%, due 01/12/2027 0.15%
Zions Bancorp NA, 3.50%, due 08/27/2021 0.14%
JPMorgan Chase & Co., 2.97%, due 01/15/2023 0.14%
Fifth Third Bank, 3.35%, due 07/26/2021 0.14%
Federal National Mortgage Association, 3.50%, due 04/01/2045 0.14%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2033 0.14%
Regions Financial Corp., 3.20%, due 02/08/2021 0.14%
Bank of Montreal, Series MTN, 1.90%, due 08/27/2021 0.14%
Federal National Mortgage Association, 3.00%, due 12/01/2030 0.14%
Humana, Inc., 2.50%, due 12/15/2020 0.14%
Interstate Power & Light Co., 3.50%, due 09/30/2049 0.14%
PacifiCorp., 4.15%, due 02/15/2050 0.14%
Federal National Mortgage Association, 3.00%, due 02/01/2043 0.14%
AbbVie, Inc., 3.75%, due 11/14/2023 0.14%
Federal National Mortgage Association, 3.00%, due 12/01/2035 0.14%
Federal National Mortgage Association, 3.50%, due 08/01/2045 0.13%
Hillsboro School District No. 1, 4.35%, due 06/30/2034 0.13%
Carlisle Cos., Inc., 3.50%, due 12/01/2024 0.12%
Enterprise Fleet Financing LLC, Series 2017-3, Class A2, 2.13%, due 05/22/2023 0.12%
Chesapeake Funding II LLC, Series 2017-4A, Class A1, 2.12%, due 11/15/2029 0.12%
BP Capital Markets America, Inc., 3.11%, due 05/04/2026 0.12%
Air Lease Corp., 3.62%, due 04/01/2027 0.12%
Federal National Mortgage Association, 4.00%, due 02/01/2035 0.12%
Federal Home Loan Mortgage Corp., 2.50%, due 02/01/2032 0.12%
Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2033 0.12%
American Express Co., 2.50%, due 08/01/2022 0.11%
CarMax Auto Owner Trust, Series 2018-3, Class A3, 3.13%, due 06/15/2023 0.11%
DuPont de Nemours, Inc., 4.72%, due 11/15/2028 0.11%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 07/15/2036 0.10%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2040 0.10%
Otis Worldwide Corp., 2.56%, due 02/15/2030 0.10%
Bank of Montreal, Series MTN, 3.30%, due 02/05/2024 0.10%
BMW Floorplan Master Owner Trust, Series 2018-1, Class A2, 1.97%, due 05/15/2023 0.10%
Federal National Mortgage Association, 3.50%, due 10/01/2042 0.10%
MPLX, LP, 4.80%, due 02/15/2029 0.09%
JPMorgan Chase & Co., 4.00%, due 04/01/2025 0.09%
Federal National Mortgage Association, 4.00%, due 10/01/2041 0.09%
Federal Home Loan Mortgage Corp., 3.50%, due 06/01/2042 0.09%
Federal National Mortgage Association, 3.50%, due 09/01/2032 0.09%
Federal National Mortgage Association, 3.50%, due 08/01/2032 0.09%
Federal National Mortgage Association, 4.00%, due 09/01/2041 0.09%
Federal National Mortgage Association, 3.00%, due 01/01/2043 0.09%
Western Union Co., 2.85%, due 01/10/2025 0.09%
Federal National Mortgage Association, 3.00%, due 09/01/2030 0.09%
Federal National Mortgage Association, 3.00%, due 03/01/2043 0.09%
Huntington Bancshares, Inc., 2.55%, due 02/04/2030 0.09%
Verizon Owner Trust, Series 2020-A, Class B, 1.98%, due 07/22/2024 0.09%
Federal Home Loan Mortgage Corp., 4.50%, due 09/01/2041 0.08%
ConocoPhillips Co., 4.15%, due 11/15/2034 0.08%
CNH Equipment Trust, Series 2019-A, Class A4, 3.22%, due 01/15/2026 0.08%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2042 0.08%
Federal Home Loan Mortgage Corp., 3.00%, due 09/01/2042 0.08%
Federal National Mortgage Association, 4.00%, due 01/01/2041 0.08%
State Street Corp., 3.03%, due 11/01/2034 0.07%
PNC Bank NA, 2.70%, due 10/22/2029 0.07%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2042 0.07%
Federal National Mortgage Association, 3.00%, due 10/01/2042 0.07%
Cigna Corp., 4.90%, due 12/15/2048 0.07%
Federal National Mortgage Association, 3.50%, due 08/01/2042 0.07%
Federal National Mortgage Association, 3.50%, due 06/01/2042 0.07%
Energy Transfer Operating, LP, 5.25%, due 04/15/2029 0.06%
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2042 0.06%
Evergreen Credit Card Trust, Series 2019-1, Class B, 3.59%, due 01/15/2023 0.06%
Berkshire Hathaway, Inc., 3.12%, due 03/15/2026 0.06%
Enterprise Fleet Financing LLC, Series 2017-3, Class A3, 2.36%, due 05/20/2023 0.06%
Synchrony Financial, 3.70%, due 08/04/2026 0.06%
Chesapeake Funding II LLC, Series 2018-3A, Class B, 3.62%, due 01/15/2031 0.06%
Federal National Mortgage Association, 4.50%, due 07/01/2041 0.06%
Government National Mortgage Association, 3.50%, due 12/15/2042 0.06%
Carrier Global Corp., 3.57%, due 04/05/2050 0.06%
Chesapeake Funding II LLC, Series 2018-2A, Class A1, 3.23%, due 08/15/2030 0.06%
Dell International LLC / EMC Corp., 8.35%, due 07/15/2046 0.06%
GreatAmerica Leasing Receivables Funding LLC Series, Series 2020-1, Class A2, 1.76%, due 06/15/2022 0.06%
Federal National Mortgage Association, 3.50%, due 12/01/2045 0.05%
AT&T, Inc., 4.75%, due 05/15/2046 0.05%
Federal National Mortgage Association, 3.50%, due 08/01/2042 0.05%
Citrix Systems, Inc., 4.50%, due 12/01/2027 0.04%
Cigna Corp., 4.37%, due 10/15/2028 0.03%
Federal Home Loan Mortgage Corp., 5.50%, due 01/01/2037 0.03%
Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2025 0.03%
Federal National Mortgage Association REMIC, 2.50%, due 04/25/2040 0.03%
Federal Home Loan Mortgage Corp., 4.00%, due 02/01/2041 0.03%
University of Massachusetts Building Authority, 6.57%, due 05/01/2039 0.02%
Federal National Mortgage Association, 4.00%, due 04/01/2041 0.01%
Schlumberger Holdings Corp., 4.00%, due 12/21/2025 0.01%
Federal Home Loan Mortgage Corp., 4.50%, due 02/01/2025 0.01%
Federal National Mortgage Association, 4.00%, due 02/01/2041 0.01%
Federal Home Loan Mortgage Corp., 4.00%, due 07/01/2041 0.01%
Federal Home Loan Mortgage Corp., 4.00%, due 10/01/2041 0.01%
Government National Mortgage Association, 4.00%, due 12/15/2039 0.01%
Government National Mortgage Association, 4.50%, due 08/15/2040 0.00%**
Federal National Mortgage Association, 4.50%, due 03/01/2041 0.00%**
Federal Home Loan Mortgage Corp., 4.00%, due 09/01/2040 0.00%**
Federal National Mortgage Association, 4.50%, due 03/01/2039 0.00%**
Federal Home Loan Mortgage Corp., 4.50%, due 11/01/2039 0.00%**
Net Other Assets (Liabilities) 3.32%