Transamerica

06/30/2018*


Transamerica Aegon U.S. Government Securities VP

Security Description % of Total Net Assets
U.S. Treasury Note, 1.12%, due 02/28/2021 9.11%
Federal Home Loan Banks, 1.96%, due 03/01/2019 6.76%
U.S. Treasury Bond, 4.37%, due 05/15/2040 6.61%
Federal National Mortgage Association, 3.50%, TBA 6.39%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.30%, due 09/25/2025 5.09%
U.S. Treasury Note, 2.00%, due 01/31/2020 4.03%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.11%, due 02/25/2023 3.40%
U.S. Treasury Note, 2.37%, due 01/31/2023 3.27%
U.S. Treasury Note, 2.50%, due 01/31/2025 2.82%
Government National Mortgage Association, 4.59%, due 06/20/2062 2.01%
Bank of America Corp., 3.41%, due 12/20/2028 2.01%
Tennessee Valley Authority, Series A, 2.87%, due 02/01/2027 1.98%
SLM Student Loan Trust, Series 2005-10, Class B, 2.62%, due 10/26/2026 1.92%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.53%, due 06/25/2020 1.88%
U.S. Treasury Bond, 2.50%, due 02/15/2046 1.83%
U.S. Treasury Bond, 2.87%, due 11/15/2046 1.77%
U.S. Treasury Bond, 2.75%, due 11/15/2047 1.74%
COMM Mortgage Trust, Series 2013-WWP, Class A2, 3.42%, due 03/10/2031 1.70%
Navient Student Loan Trust, Series 2017-1A, Class A2, 2.84%, due 07/26/2066 1.70%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.30%, due 08/25/2022 1.69%
Eleven Madison Mortgage Trust, Series 2015-11MD, Class A, 3.67%, due 09/10/2035 1.68%
SLM Student Loan Trust, Series 2006-2, Class A6, 2.52%, due 01/25/2041 1.65%
JPMBB Commercial Mortgage Securities Trust, Series 2013-C12, Class A5, 3.66%, due 07/15/2045 1.55%
Government National Mortgage Association, 4.75%, due 08/20/2061 1.48%
U.S. Treasury Note, 1.25%, due 03/31/2021 1.42%
Access to Loans for Learning Student Loan Corp., Series 2012-1, Class A, 2.79%, due 07/25/2036 1.37%
U.S. Treasury Note, 0.75%, due 08/15/2019 1.33%
Federal National Mortgage Association, 1.87%, due 12/28/2020 1.33%
North Texas Higher Education Authority, Inc., Series 1, 2.98%, due 12/01/2034 1.29%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 4.08%, due 11/25/2020 1.28%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class A4, 4.30%, due 08/15/2046 1.23%
Government National Mortgage Association, 4.73%, due 07/20/2061 1.13%
Government National Mortgage Association, 4.58%, due 10/20/2061 1.11%
SBA Small Business Investment Cos., Series 2012-10B, Class 1, 2.24%, due 09/10/2022 1.11%
COMM Mortgage Trust, Series 2013-CR9, Class A4, 4.38%, due 07/10/2045 1.06%
GS Mortgage Securities Trust, Series 2014-GC18, Class A4, 4.07%, due 01/10/2047 1.04%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.97%, due 01/25/2021 1.02%
Government National Mortgage Association, 4.62%, due 09/20/2061 1.00%
South Carolina Student Loan Corp., Series 2010-1, Class A2, 3.35%, due 07/25/2025 0.99%
Government National Mortgage Association, 4.65%, due 10/20/2061 0.96%
COMM Mortgage Trust, Series 2012-CR4, Class A3, 2.85%, due 10/15/2045 0.84%
Edsouth Indenture No. 3 LLC, Series 2012-2, Class A, 2.82%, due 04/25/2039 0.83%
U.S. Treasury Bond, 3.00%, due 11/15/2045 0.76%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 4.22%, due 03/25/2020 0.68%
U.S. Treasury Bond, 3.00%, due 02/15/2048 0.68%
Government National Mortgage Association, 4.69%, due 12/20/2061 0.67%
Vermont Student Assistance Corp., 2.80%, due 07/28/2034 0.65%
U.S. Treasury Note, 1.37%, due 01/31/2021 0.56%
Goldman Sachs Group, Inc., 4.00%, due 03/03/2024 0.56%
Portmarnock Leasing LLC, 1.74%, due 10/22/2024 0.55%
U.S. Treasury Bond, 3.50%, due 02/15/2039 0.52%
Aviation Capital Group LLC, 7.12%, due 10/15/2020 0.51%
U.S. Treasury Note, 2.75%, due 02/15/2028 0.34%
U.S. Treasury Note, 2.75%, due 04/30/2023 0.22%
Discover Financial Services, 3.85%, due 11/21/2022 0.16%
Prudential Financial, Inc., 5.37%, due 05/15/2045 0.16%
AT&T, Inc., 2.45%, due 06/30/2020 0.14%
Fidelity National Financial, Inc., 5.50%, due 09/01/2022 0.13%
Barclays Bank PLC, 10.17%, due 06/12/2021 0.12%
General Motors Co., 3.50%, due 10/02/2018 0.12%
ING Bank NV, 5.80%, due 09/25/2023 0.11%
Owens Corning, 4.20%, due 12/15/2022 0.11%
Morgan Stanley, Series MTN, 3.75%, due 02/25/2023 0.11%
Cooperatieve Rabobank UA, 11.00%, due 06/30/2019 0.11%
Ford Motor Credit Co. LLC, 4.25%, due 09/20/2022 0.10%
BP Capital Markets PLC, 4.74%, due 03/11/2021 0.09%
General Electric Co., Series MTN, 4.65%, due 10/17/2021 0.09%
Walgreens Boots Alliance, Inc., 3.30%, due 11/18/2021 0.09%
Anheuser-Busch InBev Finance, Inc., 3.30%, due 02/01/2023 0.09%
Abbott Laboratories, 3.40%, due 11/30/2023 0.09%
Siemens Financieringsmaatschappij NV, 2.15%, due 05/27/2020 0.09%
Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 02/15/2029 0.08%
BCAP LLC Trust, Series 2009-RR6, Class 2A1, 3.66%, due 08/26/2035 0.07%
Constellation Brands, Inc., 4.25%, due 05/01/2023 0.07%
Aviation Capital Group LLC, 2.87%, due 01/20/2022 0.07%
Futures Contracts, Long, U.S. Treasury Bond 0.06%
Futures Contracts, Long, 5-Year U.S. Treasury Note 0.03%
Futures Contracts, Long, 10-Year U.S. Treasury Bond 0.02%
Futures Contracts, Long, 10-Year U.S. Treasury Note 0.02%
Futures Contracts, Long, 2-Year U.S. Treasury Note 0.01%
Overseas Private Investment Corp., 5.14%, due 12/15/2023 0.00%**
Net Other Assets (Liabilities) -3.45%**