Transamerica

10/31/2018*


Transamerica Aegon U.S. Government Securities VP

Security Description % of Total Net Assets
U.S. Treasury Note, 1.12%, due 02/28/2021 8.20%
Federal National Mortgage Association, 4.00%, TBA 7.32%
Federal Home Loan Banks, 2.16%, due 03/01/2019 6.10%
U.S. Treasury Note, 2.87%, due 10/15/2021 5.78%
U.S. Treasury Bond, 4.37%, due 05/15/2040 5.60%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.30%, due 09/25/2025 4.51%
U.S. Treasury Note, 2.00%, due 01/31/2020 3.62%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.11%, due 02/25/2023 3.02%
U.S. Treasury Note, 2.37%, due 01/31/2023 2.92%
U.S. Treasury Note, 2.50%, due 01/31/2025 2.51%
U.S. Treasury Note, 2.87%, due 10/31/2023 2.43%
Bank of America Corp., 3.41%, due 12/20/2028 1.77%
Tennessee Valley Authority, Series A, 2.87%, due 02/01/2027 1.75%
SLM Student Loan Trust, Series 2005-10, Class B, 2.75%, due 10/26/2026 1.73%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.53%, due 06/25/2020 1.69%
U.S. Treasury Bond, 2.50%, due 02/15/2046 1.53%
COMM Mortgage Trust, Series 2013-WWP, Class A2, 3.42%, due 03/10/2031 1.53%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.30%, due 08/25/2022 1.52%
Eleven Madison Mortgage Trust, Series 2015-11MD, Class A, 3.55%, due 09/10/2035 1.50%
Navient Student Loan Trust, Series 2017-1A, Class A2, 3.03%, due 07/26/2066 1.50%
U.S. Treasury Bond, 2.87%, due 11/15/2046 1.48%
U.S. Treasury Bond, 2.75%, due 11/15/2047 1.45%
SLM Student Loan Trust, Series 2006-2, Class A6, 2.65%, due 01/25/2041 1.45%
U.S. Treasury Bond, 3.00%, due 08/15/2048 1.44%
JPMBB Commercial Mortgage Securities Trust, Series 2013-C12, Class A5, 3.66%, due 07/15/2045 1.38%
Government National Mortgage Association, 4.59%, due 06/20/2062 1.37%
U.S. Treasury Note, 3.00%, due 10/31/2025 1.37%
U.S. Treasury Note, 1.25%, due 03/31/2021 1.28%
U.S. Treasury Note, 0.75%, due 08/15/2019 1.20%
Federal National Mortgage Association, 1.87%, due 12/28/2020 1.19%
U.S. Treasury Note, 2.87%, due 08/15/2028 1.19%
Access to Loans for Learning Student Loan Corp., Series 2012-1, Class A, 2.98%, due 07/25/2036 1.17%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 4.08%, due 11/25/2020 1.13%
North Texas Higher Education Authority, Inc., Series 1, 3.25%, due 12/01/2034 1.12%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class A4, 4.15%, due 08/15/2046 1.09%
COMM Mortgage Trust, Series 2013-CR9, Class A4, 4.23%, due 07/10/2045 0.94%
GS Mortgage Securities Trust, Series 2014-GC18, Class A4, 4.07%, due 01/10/2047 0.93%
Government National Mortgage Association, 4.75%, due 08/20/2061 0.91%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.97%, due 01/25/2021 0.91%
SBA Small Business Investment Cos., Series 2012-10B, Class 1, 2.24%, due 09/10/2022 0.84%
COMM Mortgage Trust, Series 2012-CR4, Class A3, 2.85%, due 10/15/2045 0.76%
Edsouth Indenture No. 3 LLC, Series 2012-2, Class A, 3.01%, due 04/25/2039 0.70%
South Carolina Student Loan Corp., Series 2010-1, Class A2, 3.48%, due 07/25/2025 0.66%
U.S. Treasury Bond, 3.00%, due 11/15/2045 0.64%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 4.22%, due 03/25/2020 0.61%
Government National Mortgage Association, 4.49%, due 10/20/2061 0.58%
U.S. Treasury Bond, 3.00%, due 02/15/2048 0.56%
Vermont Student Assistance Corp., 2.94%, due 07/28/2034 0.55%
Government National Mortgage Association, 4.61%, due 09/20/2061 0.51%
U.S. Treasury Note, 1.37%, due 01/31/2021 0.50%
Goldman Sachs Group, Inc., 4.00%, due 03/03/2024 0.50%
Government National Mortgage Association, 4.80%, due 07/20/2061 0.49%
Government National Mortgage Association, 4.66%, due 10/20/2061 0.49%
Portmarnock Leasing LLC, 1.74%, due 10/22/2024 0.46%
Aviation Capital Group LLC, 7.12%, due 10/15/2020 0.45%
U.S. Treasury Bond, 3.50%, due 02/15/2039 0.44%
Government National Mortgage Association, 4.68%, due 12/20/2061 0.37%
U.S. Treasury Note, 2.75%, due 02/15/2028 0.30%
U.S. Treasury Note, 2.75%, due 04/30/2023 0.20%
Discover Financial Services, 3.85%, due 11/21/2022 0.14%
Prudential Financial, Inc., 5.37%, due 05/15/2045 0.14%
AT&T, Inc., 2.45%, due 06/30/2020 0.13%
Fidelity National Financial, Inc., 5.50%, due 09/01/2022 0.12%
Barclays Bank PLC, 10.17%, due 06/12/2021 0.11%
ING Bank NV, 5.80%, due 09/25/2023 0.10%
Owens Corning, 4.20%, due 12/15/2022 0.10%
Morgan Stanley, Series MTN, 3.75%, due 02/25/2023 0.10%
Cooperatieve Rabobank UA, 11.00%, due 06/30/2019 0.09%
Ford Motor Credit Co. LLC, 4.25%, due 09/20/2022 0.09%
BP Capital Markets PLC, 4.74%, due 03/11/2021 0.08%
Walgreens Boots Alliance, Inc., 3.30%, due 11/18/2021 0.08%
Siemens Financieringsmaatschappij NV, 2.15%, due 05/27/2020 0.08%
Anheuser-Busch InBev Finance, Inc., 3.30%, due 02/01/2023 0.08%
Constellation Brands, Inc., 4.25%, due 05/01/2023 0.06%
Aviation Capital Group LLC, 2.87%, due 01/20/2022 0.06%
Abbott Laboratories, 3.40%, due 11/30/2023 0.06%
Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 02/15/2029 0.05%
BCAP LLC Trust, Series 2009-RR6, Class 2A1, 4.13%, due 08/26/2035 0.00%**
Overseas Private Investment Corp., 5.14%, due 12/15/2023 0.00%**
Futures Contracts, Long, 2-Year U.S. Treasury Note -0.02%**
Futures Contracts, Long, 10-Year U.S. Treasury Note -0.02%**
Futures Contracts, Long, 5-Year U.S. Treasury Note -0.03%**
Futures Contracts, Long, 10-Year U.S. Treasury Bond -0.04%**
Futures Contracts, Long, U.S. Treasury Bond -0.10%**
Net Other Assets (Liabilities) -1.60%**