Transamerica

08/31/2020*


Transamerica Aegon U.S. Government Securities VP

Security Description % of Total Net Assets
Uniform Mortgage-Backed Security, 2.50%, TBA 20.89%
Uniform Mortgage-Backed Security, 3.00%, TBA 6.47%
U.S. Treasury Note, 0.50%, due 03/15/2023 6.19%
Federal Farm Credit Banks Funding Corp., 2.49%, due 07/27/2026 5.68%
Federal Home Loan Banks, 2.37%, due 03/14/2025 5.59%
Federal Farm Credit Banks Funding Corp., 1.75%, due 01/28/2026 5.46%
Tennessee Valley Authority, 4.25%, due 09/15/2065 4.60%
Federal National Mortgage Association, 2.37%, due 01/19/2023 3.98%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.28%, due 11/25/2027 3.55%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.30%, due 09/25/2025 3.44%
Resolution Funding Corp., Principal Only Strip, Zero Coupon, due 01/15/2021 2.93%
U.S. Treasury Bond, 2.00%, due 02/15/2050 2.92%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.29%, due 04/25/2029 2.40%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.11%, due 02/25/2023 2.16%
Private Export Funding Corp., 3.26%, due 11/08/2021 2.11%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.90%, due 08/25/2028 2.09%
U.S. Treasury Note, 1.12%, due 02/28/2027 1.92%
U.S. Treasury Bond, 1.12%, due 05/15/2040 1.81%
Federal National Mortgage Association, 0.87%, due 08/05/2030 1.67%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.25%, due 04/25/2023 1.59%
Tennessee Valley Authority, 4.87%, due 01/15/2048 1.56%
Federal Home Loan Banks, 3.25%, due 11/16/2028 1.47%
Tennessee Valley Authority, Series A, 2.87%, due 02/01/2027 1.40%
Tennessee Valley Authority, 3.50%, due 12/15/2042 1.30%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.77%, due 12/25/2028 1.23%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2030 1.16%
U.S. Treasury Bond, 3.00%, due 11/15/2045 1.14%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.01%, due 07/25/2025 1.13%
Eleven Madison Mortgage Trust, Series 2015-11MD, Class A, 3.67%, due 09/10/2035 1.12%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.30%, due 08/25/2022 1.09%
COMM Mortgage Trust, Series 2013-WWP, Class A2, 3.42%, due 03/10/2031 1.08%
U.S. Treasury Bond, 4.50%, due 02/15/2036 1.03%
JPMBB Commercial Mortgage Securities Trust, Series 2013-C12, Class A5, 3.66%, due 07/15/2045 0.99%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.18%, due 09/25/2027 0.96%
Federal National Mortgage Association, 2.62%, due 09/06/2024 0.90%
U.S. Treasury Note, 1.12%, due 07/31/2021 0.81%
SLM Student Loan Trust, Series 2006-2, Class A6, 0.41%, due 01/25/2041 0.79%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class A4, 4.29%, due 08/15/2046 0.77%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.65%, due 11/25/2029 0.69%
U.S. Treasury Note, 2.50%, due 01/31/2025 0.67%
Capital One Multi-Asset Execution Trust, Series 2017-A4, Class A4, 1.99%, due 07/17/2023 0.67%
GS Mortgage Securities Trust, Series 2014-GC18, Class A4, 4.07%, due 01/10/2047 0.67%
COMM Mortgage Trust, Series 2013-CR9, Class A4, 4.36%, due 07/10/2045 0.66%
U.S. Treasury Bond, 3.00%, due 05/15/2042 0.64%
Access to Loans for Learning Student Loan Corp., Series 2012-1, Class A, 0.87%, due 07/25/2036 0.58%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.97%, due 01/25/2021 0.57%
North Texas Higher Education Authority, Inc., Series 1, 1.15%, due 12/01/2034 0.56%
U.S. Treasury Bond, 3.00%, due 02/15/2048 0.56%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 4.08%, due 11/25/2020 0.55%
U.S. Treasury Bond, 3.62%, due 08/15/2043 0.54%
COMM Mortgage Trust, Series 2012-CR4, Class A3, 2.85%, due 10/15/2045 0.54%
Federal National Mortgage Association, 2.87%, due 09/12/2023 0.44%
U.S. Treasury Bond, 3.50%, due 02/15/2039 0.41%
Humana, Inc., 4.87%, due 04/01/2030 0.39%
Lowe's Cos., Inc., 4.50%, due 04/15/2030 0.38%
Goldman Sachs Group, Inc., 4.00%, due 03/03/2024 0.37%
Verizon Communications, Inc., 4.01%, due 12/03/2029 0.37%
Consolidated Edison Co. of New York, Inc., 3.35%, due 04/01/2030 0.36%
CVS Health Corp., 3.75%, due 04/01/2030 0.35%
Comcast Corp., 3.40%, due 04/01/2030 0.35%
NVIDIA Corp., 2.85%, due 04/01/2030 0.34%
Morgan Stanley, Series MTN, 2.69%, due 01/22/2031 0.33%
Bank of America Corp., Series MTN, 2.49%, due 02/13/2031 0.32%
Edsouth Indenture No. 3 LLC, Series 2012-2, Class A, 0.90%, due 04/25/2039 0.30%
Navient Student Loan Trust, Series 2017-1A, Class A2, 0.92%, due 07/26/2066 0.29%
SBA Small Business Investment Cos., Series 2012-10B, Class 1, 2.24%, due 09/10/2022 0.28%
U.S. Treasury Bond, 2.75%, due 11/15/2047 0.27%
Vermont Student Assistance Corp., 0.87%, due 07/28/2034 0.26%
U.S. Treasury Note, 2.12%, due 05/31/2026 0.25%
U.S. Treasury Bond, 2.50%, due 02/15/2045 0.25%
U.S. Treasury Bond, 2.87%, due 05/15/2049 0.25%
Portmarnock Leasing LLC, 1.74%, due 10/22/2024 0.24%
U.S. Treasury Note, 1.50%, due 02/15/2030 0.22%
U.S. Treasury Bond, 3.37%, due 11/15/2048 0.15%
Verizon Owner Trust, Series 2018-1A, Class A1A, 2.82%, due 09/20/2022 0.13%
Discover Financial Services, 3.85%, due 11/21/2022 0.11%
Dell Equipment Finance Trust, Series 2019-1, Class A2, 2.78%, due 08/23/2021 0.10%
ING Bank NV, 5.80%, due 09/25/2023 0.07%
Morgan Stanley, Series MTN, 3.75%, due 02/25/2023 0.07%
Constellation Brands, Inc., 3.15%, due 08/01/2029 0.07%
Barclays Bank PLC, 10.17%, due 06/12/2021 0.07%
GreatAmerica Leasing Receivables Funding LLC, Series 2018-1, Class A3, 2.60%, due 06/15/2021 0.07%
Ford Motor Credit Co. LLC, 4.25%, due 09/20/2022 0.06%
Walgreens Boots Alliance, Inc., 3.30%, due 11/18/2021 0.06%
BP Capital Markets PLC, 4.74%, due 03/11/2021 0.06%
Government National Mortgage Association, 4.26%, due 06/20/2062 0.05%
Aviation Capital Group LLC, 2.87%, due 01/20/2022 0.04%
Abbott Laboratories, 3.40%, due 11/30/2023 0.04%
Government National Mortgage Association, 3.98%, due 09/20/2061 0.04%
Government National Mortgage Association, 4.63%, due 07/20/2061 0.00%**
Government National Mortgage Association, 4.70%, due 10/20/2061 0.00%**
Futures Contracts, Long, 5-Year U.S. Treasury Note 0.00%**
Government National Mortgage Association, 4.70%, due 12/20/2061 0.00%**
United States International Development Finance Corp., 5.14%, due 12/15/2023 0.00%**
Government National Mortgage Association, 4.63%, due 10/20/2061 0.00%**
Futures Contracts, Short, 10-Year U.S. Treasury Ultra Note -0.01%**
Futures Contracts, Short, 10-Year U.S. Treasury Note -0.01%**
Net Other Assets (Liabilities) -23.47%**