Transamerica

10/31/2019*


Transamerica Aegon U.S. Government Securities VP

Security Description % of Total Net Assets
Uniform Mortgage-Backed Security, 3.00%, TBA 11.70%
Federal National Mortgage Association, 2.37%, due 01/19/2023 5.46%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.30%, due 09/25/2025 4.62%
U.S. Treasury Note, 1.12%, due 02/28/2021 4.28%
Residual Funding Corp., Principal Only STRIPS, due 01/15/2021 4.05%
U.S. Treasury Bond, 4.37%, due 05/15/2040 3.68%
U.S. Treasury Note, 2.00%, due 05/31/2024 3.23%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.29%, due 04/25/2029 3.13%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.11%, due 02/25/2023 2.98%
Private Export Funding Corp., 3.26%, due 11/08/2021 2.96%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.25%, due 04/25/2023 2.19%
U.S. Treasury Note, 2.12%, due 05/31/2021 2.18%
U.S. Treasury Bond, 3.37%, due 05/15/2044 2.13%
U.S. Treasury Note, 2.00%, due 02/15/2025 2.06%
Tennessee Valley Authority, 4.87%, due 01/15/2048 2.03%
Federal Home Loan Bank Discount Notes, 2.07%, due 11/01/2019 2.02%
U.S. Treasury Note, 1.12%, due 07/31/2021 2.00%
Tennessee Valley Authority, 4.25%, due 09/15/2065 1.98%
Federal Home Loan Banks, 3.25%, due 11/16/2028 1.92%
Tennessee Valley Authority, Series A, 2.87%, due 02/01/2027 1.83%
Tennessee Valley Authority, 3.50%, due 12/15/2042 1.66%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.53%, due 06/25/2020 1.55%
Eleven Madison Mortgage Trust, Series 2015-11MD, Class A, 3.55%, due 09/10/2035 1.54%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.01%, due 07/25/2025 1.51%
COMM Mortgage Trust, Series 2013-WWP, Class A2, 3.42%, due 03/10/2031 1.51%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.30%, due 08/25/2022 1.50%
Residual Funding Corp., Principal Only STRIPS, due 07/15/2020 1.43%
JPMBB Commercial Mortgage Securities Trust, Series 2013-C12, Class A5, 3.66%, due 07/15/2045 1.37%
U.S. Treasury Note, 1.25%, due 03/31/2021 1.25%
SLM Student Loan Trust, Series 2006-2, Class A6, 2.10%, due 01/25/2041 1.21%
Federal National Mortgage Association, 2.62%, due 09/06/2024 1.21%
Federal National Mortgage Association, 1.87%, due 12/28/2020 1.16%
Federal Home Loan Bank Discount Notes, 2.47%, due 11/26/2019 1.15%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class A4, 4.15%, due 08/15/2046 1.08%
U.S. Treasury Note, 2.12%, due 05/31/2026 1.04%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 4.08%, due 11/25/2020 1.03%
U.S. Treasury Bond, 3.62%, due 08/15/2043 1.01%
Access to Loans for Learning Student Loan Corp., Series 2012-1, Class A, 2.52%, due 07/25/2036 0.94%
GS Mortgage Securities Trust, Series 2014-GC18, Class A4, 4.07%, due 01/10/2047 0.93%
COMM Mortgage Trust, Series 2013-CR9, Class A4, 4.23%, due 07/10/2045 0.92%
U.S. Treasury Note, 2.50%, due 01/31/2025 0.90%
North Texas Higher Education Authority, Inc., Series 1, 3.03%, due 12/01/2034 0.89%
U.S. Treasury Bond, 3.00%, due 11/15/2045 0.89%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.97%, due 01/25/2021 0.87%
U.S. Treasury Bond, 3.00%, due 05/15/2042 0.79%
Navient Student Loan Trust, Series 2017-1A, Class A2, 2.57%, due 07/26/2066 0.77%
COMM Mortgage Trust, Series 2012-CR4, Class A3, 2.85%, due 10/15/2045 0.74%
U.S. Treasury Note, 2.87%, due 05/15/2049 0.63%
Federal National Mortgage Association, 2.87%, due 09/12/2023 0.60%
SBA Small Business Investment Cos., Series 2012-10B, Class 1, 2.24%, due 09/10/2022 0.59%
Edsouth Indenture No. 3 LLC, Series 2012-2, Class A, 2.55%, due 04/25/2039 0.51%
Goldman Sachs Group, Inc., 4.00%, due 03/03/2024 0.51%
U.S. Treasury Bond, 3.50%, due 02/15/2039 0.51%
Vermont Student Assistance Corp., 2.50%, due 07/28/2034 0.44%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 4.22%, due 03/25/2020 0.42%
Aviation Capital Group LLC, 7.12%, due 10/15/2020 0.42%
U.S. Treasury Note, 2.37%, due 05/15/2029 0.41%
Portmarnock Leasing LLC, 1.74%, due 10/22/2024 0.38%
U.S. Treasury Bond, 3.00%, due 02/15/2048 0.34%
U.S. Treasury Bond, 2.75%, due 11/15/2047 0.33%
U.S. Treasury Bond, 2.50%, due 02/15/2045 0.31%
South Carolina Student Loan Corp., Series 2010-1, Class A2, 2.93%, due 07/25/2025 0.25%
U.S. Treasury Bond, 3.37%, due 11/15/2048 0.18%
Discover Financial Services, 3.85%, due 11/21/2022 0.15%
AT&T, Inc., 2.45%, due 06/30/2020 0.12%
Government National Mortgage Association, 4.70%, due 08/20/2061 0.12%
Government National Mortgage Association, 4.28%, due 06/20/2062 0.12%
Fidelity National Financial, Inc., 5.50%, due 09/01/2022 0.12%
ING Bank NV, 5.80%, due 09/25/2023 0.10%
Barclays Bank PLC, 10.17%, due 06/12/2021 0.10%
Morgan Stanley, Series MTN, 3.75%, due 02/25/2023 0.10%
Constellation Brands, Inc., 3.15%, due 08/01/2029 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%
Government National Mortgage Association, 4.17%, due 09/20/2061 0.07%
Government National Mortgage Association, 5.13%, due 07/20/2061 0.06%
Aviation Capital Group LLC, 2.87%, due 01/20/2022 0.06%
Abbott Laboratories, 3.40%, due 11/30/2023 0.06%
Government National Mortgage Association, 3.64%, due 10/20/2061 0.05%
Government National Mortgage Association, 4.70%, due 12/20/2061 0.01%
Futures Contracts, Long, 10-Year U.S. Treasury Ultra Note 0.00%**
Government National Mortgage Association, 4.70%, due 10/20/2061 0.00%**
Overseas Private Investment Corp., 5.14%, due 12/15/2023 0.00%**
Futures Contracts, Long, 5-Year U.S. Treasury Note 0.00%**
Futures Contracts, Short, 2-Year U.S. Treasury Note 0.00%**
Futures Contracts, Long, 10-Year U.S. Treasury Note -0.02%**
Futures Contracts, Long, U.S. Treasury Ultra Bond -0.04%**
Net Other Assets (Liabilities) -5.71%**