Transamerica

10/31/2020*


Transamerica Aegon U.S. Government Securities VP

Security Description % of Total Net Assets
Uniform Mortgage-Backed Security, 2.50%, TBA 34.47%
Uniform Mortgage-Backed Security, 2.50%, TBA 20.35%
Uniform Mortgage-Backed Security, 2.00%, TBA 6.24%
Uniform Mortgage-Backed Security, 2.00%, TBA 6.23%
U.S. Treasury Note, 0.50%, due 03/15/2023 6.10%
Federal Farm Credit Banks Funding Corp., 2.49%, due 07/27/2026 5.58%
Federal Home Loan Banks, 2.37%, due 03/14/2025 5.46%
Federal Farm Credit Banks Funding Corp., 1.75%, due 01/28/2026 5.36%
Tennessee Valley Authority, 4.25%, due 09/15/2065 4.43%
Federal National Mortgage Association, 2.37%, due 01/19/2023 3.91%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.28%, due 11/25/2027 3.48%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.30%, due 09/25/2025 3.38%
Resolution Funding Corp., Principal Only STRIPS, due 01/15/2021 2.89%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.29%, due 04/25/2029 2.33%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.11%, due 02/25/2023 2.12%
Private Export Funding Corp., 3.26%, due 11/08/2021 2.08%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.90%, due 08/25/2028 2.04%
U.S. Treasury Bond, 2.00%, due 02/15/2050 1.89%
U.S. Treasury Note, 1.12%, due 02/28/2027 1.88%
U.S. Treasury Bond, 1.12%, due 05/15/2040 1.73%
Federal National Mortgage Association, 0.87%, due 08/05/2030 1.63%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.25%, due 04/25/2023 1.56%
Tennessee Valley Authority, 4.87%, due 01/15/2048 1.49%
Federal Home Loan Banks, 3.25%, due 11/16/2028 1.44%
Tennessee Valley Authority, Series A, 2.87%, due 02/01/2027 1.36%
Tennessee Valley Authority, 3.50%, due 12/15/2042 1.26%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.77%, due 12/25/2028 1.20%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2030 1.12%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.01%, due 07/25/2025 1.11%
Eleven Madison Mortgage Trust, Series 2015-11MD, Class A, 3.55%, due 09/10/2035 1.10%
U.S. Treasury Bond, 3.00%, due 11/15/2045 1.09%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.30%, due 08/25/2022 1.07%
COMM Mortgage Trust, Series 2013-WWP, Class A2, 3.42%, due 03/10/2031 1.06%
U.S. Treasury Bond, 4.50%, due 02/15/2036 1.00%
JPMBB Commercial Mortgage Securities Trust, Series 2013-C12, Class A5, 3.66%, due 07/15/2045 0.97%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.18%, due 09/25/2027 0.93%
Federal National Mortgage Association, 2.62%, due 09/06/2024 0.88%
U.S. Treasury Note, 1.12%, due 07/31/2021 0.80%
SLM Student Loan Trust, Series 2006-2, Class A6, 0.38%, due 01/25/2041 0.76%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class A4, 4.15%, due 08/15/2046 0.76%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.65%, due 11/25/2029 0.67%
U.S. Treasury Note, 2.50%, due 01/31/2025 0.66%
GS Mortgage Securities Trust, Series 2014-GC18, Class A4, 4.07%, due 01/10/2047 0.65%
COMM Mortgage Trust, Series 2013-CR9, Class A4, 4.21%, due 07/10/2045 0.65%
U.S. Treasury Bond, 3.00%, due 05/15/2042 0.62%
Access to Loans for Learning Student Loan Corp., Series 2012-1, Class A, 0.84%, due 07/25/2036 0.56%
North Texas Higher Education Authority, Inc., Series 1, 1.14%, due 12/01/2034 0.54%
U.S. Treasury Bond, 3.00%, due 02/15/2048 0.53%
COMM Mortgage Trust, Series 2012-CR4, Class A3, 2.85%, due 10/15/2045 0.53%
U.S. Treasury Bond, 3.62%, due 08/15/2043 0.52%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.97%, due 01/25/2021 0.50%
Federal National Mortgage Association, 2.87%, due 09/12/2023 0.43%
U.S. Treasury Bond, 3.50%, due 02/15/2039 0.39%
Humana, Inc., 4.87%, due 04/01/2030 0.38%
Lowe's Cos., Inc., 4.50%, due 04/15/2030 0.37%
Goldman Sachs Group, Inc., 4.00%, due 03/03/2024 0.37%
Verizon Communications, Inc., 4.01%, due 12/03/2029 0.36%
Consolidated Edison Co. of New York, Inc., 3.35%, due 04/01/2030 0.35%
Comcast Corp., 3.40%, due 04/01/2030 0.35%
CVS Health Corp., 3.75%, due 04/01/2030 0.34%
NVIDIA Corp., 2.85%, due 04/01/2030 0.34%
Morgan Stanley, Series MTN, 2.69%, due 01/22/2031 0.32%
Bank of America Corp., Series MTN, 2.49%, due 02/13/2031 0.31%
Edsouth Indenture No. 3 LLC, Series 2012-2, Class A, 0.87%, due 04/25/2039 0.29%
U.S. Treasury Bond, 2.75%, due 11/15/2047 0.26%
Vermont Student Assistance Corp., 0.84%, due 07/28/2034 0.25%
U.S. Treasury Note, 2.12%, due 05/31/2026 0.25%
U.S. Treasury Bond, 2.50%, due 02/15/2045 0.24%
Navient Student Loan Trust, Series 2017-1A, Class A2, 0.89%, due 07/26/2066 0.24%
U.S. Treasury Bond, 2.87%, due 05/15/2049 0.23%
Portmarnock Leasing LLC, 1.74%, due 10/22/2024 0.22%
U.S. Treasury Bond, 1.50%, due 02/15/2030 0.21%
SBA Small Business Investment Cos., Series 2012-10B, Class 1, 2.24%, due 09/10/2022 0.17%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 4.08%, due 11/25/2020 0.14%
U.S. Treasury Bond, 3.37%, due 11/15/2048 0.14%
Discover Financial Services, 3.85%, due 11/21/2022 0.10%
Verizon Owner Trust, Series 2018-1A, Class A1A, 2.82%, due 09/20/2022 0.09%
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 0.06%
Ford Motor Credit Co. LLC, 4.25%, due 09/20/2022 0.06%
Walgreens Boots Alliance, Inc., 3.30%, due 11/18/2021 0.05%
BP Capital Markets PLC, 4.74%, due 03/11/2021 0.05%
Dell Equipment Finance Trust, Series 2019-1, Class A2, 2.78%, due 08/23/2021 0.05%
Government National Mortgage Association, 4.26%, due 06/20/2062 0.05%
Aviation Capital Group LLC, 2.87%, due 01/20/2022 0.04%
Government National Mortgage Association, 3.98%, due 09/20/2061 0.04%
Abbott Laboratories, 3.40%, due 11/30/2023 0.04%
Futures Contracts, Short, 10-Year U.S. Treasury Note 0.03%
GreatAmerica Leasing Receivables Funding LLC, Series 2018-1, Class A3, 2.60%, due 06/15/2021 0.03%
Futures Contracts, Short, 10-Year U.S. Treasury Ultra Note 0.03%
Futures Contracts, Short, 5-Year U.S. Treasury Note 0.00%**
Government National Mortgage Association, 4.63%, due 07/20/2061 0.00%**
Government National Mortgage Association, 4.70%, due 10/20/2061 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, Long, 5-Year U.S. Treasury Note 0.00%**
Uniform Mortgage-Backed Security -14.07%**
Net Other Assets (Liabilities) -44.78%**