Transamerica PIMCO Tactical - Conservative VP

Transcription

1 Portfolio Holdings as of 01/31/2016* Transamerica Capital, Inc. Transamerica PIMCO Tactical - Conservative VP Security Description U.S. Treasury Bond, 2.75%, due 08/15/ % U.S. Treasury Bond, 3.13%, due 08/15/ % Federal Home Loan Mortgage Corp., 2.38%, due 01/13/ % Federal Home Loan Mortgage Corp., 1.25%, due 10/02/ % S&P 500 PUT, Exercise Price $1,725.00, Expires 12/16/ % U.S. Treasury Bond, 2.88%, due 08/15/ % U.S. Treasury Note, 1.88%, due 10/31/ % Bank of America Corp., 5.70%, due 01/24/ % Citigroup, Inc., 2.40%, due 02/18/ % Goldman Sachs Group, Inc., Series MTN, 3.85%, due 07/08/ % Federal National Mortgage Association, 1.88%, due 09/18/ % Wells Fargo & Co., Series MTN, 2.60%, due 07/22/ % Morgan Stanley, Series MTN, 5.50%, due 07/24/ % JPMorgan Chase & Co., 2.75%, due 06/23/ % Credit Suisse Group Funding Guernsey, Ltd., 3.75%, due 03/26/ % CCO Safari II LLC, 4.46%, due 07/23/ % Federal National Mortgage Association, 0.88%, due 10/26/ % Abbey National Treasury Services PLC, 2.38%, due 03/16/ % HSBC USA, Inc., 2.75%, due 08/07/ % CME Group, Inc., 3.00%, due 09/15/ % Lloyds Bank PLC, 2.70%, due 08/17/ % Zimmer Biomet Holdings, Inc., 2.70%, due 04/01/ % Federal National Mortgage Association Discount Notes, 0.26%, due 02/02/ % Nationwide Building Society, 3.90%, due 07/21/ % Cooperatieve Rabobank UA, Series MTN, 3.88%, due 02/08/ % Medtronic, Inc., 3.50%, due 03/15/ % Bank of New York Mellon Corp., Series MTN, 2.60%, due 08/17/ % Province of Ontario, Canada, 1.65%, due 09/27/ % Federal National Mortgage Association, 4.50%, TBA 0.45% Telefonica Emisiones SAU, 6.22%, due 07/03/ % U.S. Treasury Note, 2.00%, due 11/30/ % MassMutual Global Funding II, 2.45%, due 11/23/ % Metropolitan Life Global Funding I, 2.50%, due 12/03/ % Kraft Heinz Foods Co., 3.95%, due 07/15/ % Walgreens Boots Alliance, Inc., 3.80%, due 11/18/ % Fidelity National Information Services, Inc., 4.50%, due 10/15/ % Imperial Tobacco Finance PLC, 4.25%, due 07/21/ %

2 Sumitomo Mitsui Banking Corp., Series MTN, 2.65%, due 07/23/ % Digital Realty Trust, LP, 3.95%, due 07/01/ % Synchrony Financial, 4.50%, due 07/23/ % Burlington Northern Santa Fe LLC, 3.65%, due 09/01/ % Duke Energy Corp., 4.80%, due 12/15/ % American Express Credit Corp., Series MTN, 1.88%, due 11/05/ % Santander UK Group Holdings PLC, 2.88%, due 10/16/ % New York Life Global Funding, 1.55%, due 11/02/ % Bank of America Corp., Series MTN, 2.63%, due 10/19/ % Protective Life Global Funding, 2.70%, due 11/25/ % Pricoa Global Funding I, 2.55%, due 11/24/ % Ford Motor Credit Co. LLC, 4.13%, due 08/04/ % McDonald's Corp., Series MTN, 3.70%, due 01/30/ % Synchrony Financial, 2.60%, due 01/15/ % General Motors Financial Co., Inc., 3.70%, due 11/24/ % Ford Motor Credit Co. LLC, Series MTN, 4.39%, due 01/08/ % Jackson National Life Global Funding, 2.60%, due 12/09/ % Citigroup, Inc., 2.05%, due 12/07/ % Occidental Petroleum Corp., 3.50%, due 06/15/ % U.S. Treasury Note, 1.00%, due 08/31/ % Statoil ASA, 3.25%, due 11/10/ % U.S. Treasury Bill, 0.26%, due 02/18/ % Verizon Communications, Inc., 4.15%, due 03/15/ % Appalachian Power Co., 3.40%, due 06/01/ % Boston Scientific Corp., 3.38%, due 05/15/ % Air Canada Pass-Through Trust, 3.75%, due 06/15/ % U.S. Treasury Note, 2.38%, due 08/15/ % Amgen, Inc., 3.13%, due 05/01/ % Principal Life Global Funding II, 2.20%, due 04/08/ % U.S. Treasury Bill, 0.20%, due 02/04/ % Financing Corp., Principal Only STRIPS, Series , Class FA, due 05/11/ % Verizon Communications, Inc., 5.15%, due 09/15/ % Republic Services, Inc., 3.55%, due 06/01/ % Toyota Motor Credit Corp., Series MTN, 2.15%, due 03/12/ % Bank of New York Mellon Corp., Series MTN, 3.00%, due 02/24/ % GE Capital International Funding Co., 2.34%, due 11/15/ % Barclays PLC, 3.65%, due 03/16/ % Eli Lilly & Co., 2.75%, due 06/01/ % Swedbank AB, 2.20%, due 03/04/ % Dolphin Energy, Ltd., Reg S, 5.50%, due 12/15/ % American International Group, Inc., 3.75%, due 07/10/ % Amgen, Inc., 4.10%, due 06/15/ % State of California, 7.35%, due 11/01/ % Sberbank of Russia Via SB Capital SA, Reg S, 5.18%, due 06/28/ % WP Carey, Inc., 4.60%, due 04/01/ % UnitedHealth Group, Inc., 2.88%, due 12/15/ % Principal Life Global Funding II, 0.94%, due 12/01/ % Citigroup, Inc., 1.31%, due 12/07/ % JPMorgan Chase Bank NA, 6.00%, due 10/01/ %

3 AbbVie, Inc., 2.90%, due 11/06/ % Mizuho Bank, Ltd., 3.60%, due 09/25/ % 21st Century Fox America, Inc., 3.70%, due 09/15/ % QBE Insurance Group, Ltd., 2.40%, due 05/01/ % Citigroup, Inc., 4.40%, due 06/10/ % Bank of America NA, 1.75%, due 06/05/ % Bank of America NA, 0.90%, due 06/05/ % Credit Suisse AG, 1.30%, due 04/27/ % Microsoft Corp., 2.70%, due 02/12/ % American Tower Corp., 4.00%, due 06/01/ % Daimler Finance North America LLC, 2.25%, due 03/02/ % BP Capital Markets PLC, 2.32%, due 02/13/ % Navient Corp., 5.88%, due 03/25/ % Oracle Corp., 2.95%, due 05/15/ % Los Angeles Community College District, 6.60%, due 08/01/ % FFMLT Trust, Series 2005-FF2, Class M4, 1.31%, due 03/25/ % Bear Stearns Asset-Backed Securities Trust, Series 2005-SD1, Class 2M2, 1.63%, due 01/25/ % Bay Area Toll Authority, Series S1, 6.92%, due 04/01/ % HSBC Holdings PLC, 5.10%, due 04/05/ % CHL Mortgage Pass-Through Trust, Series 2004-J3, Class A7, 5.50%, due 05/25/ % Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.50%, due 03/01/ % Goldman Sachs Group, Inc., 6.15%, due 04/01/ % UBS AG, Series MTN, 2.38%, due 08/14/ % Manufacturers & Traders Trust Co., 2.25%, due 07/25/ % Bank of America NA, 0.76%, due 05/08/ % UBS AG, Series MTN, 0.74%, due 08/14/ % Eaton Corp., 2.75%, due 11/02/ % Credit Agricole SA, 7.88%, due 01/23/ % Statoil ASA, 2.45%, due 01/17/ % Cooperatieve Rabobank UA, 4.50%, due 01/11/ % Bank of America Corp., Series MTN, 6.88%, due 04/25/ % Kinder Morgan, Inc., 5.05%, due 02/15/ % Morgan Stanley, Series MTN, 6.63%, due 04/01/ % Rosneft Finance SA, Series MTN, Reg S, 7.88%, due 03/13/ % Apple, Inc., 3.45%, due 05/06/ % Petroleos Mexicanos, 6.00%, due 03/05/ % Sydney Airport Finance Co. Pty, Ltd., 3.90%, due 03/22/ % Amgen, Inc., 3.63%, due 05/22/ % Mitsubishi UFJ Trust & Banking Corp., 2.65%, due 10/19/ % JPMorgan Chase & Co., 3.25%, due 09/23/ % Crown Castle International Corp., 4.45%, due 02/15/ % Bank of Montreal, Series MTN, 2.55%, due 11/06/ % American Express Credit Corp., Series MTN, 2.25%, due 08/15/ % Bank of Tokyo-Mitsubishi UFJ, Ltd., 2.30%, due 03/05/ % Burlington Northern Santa Fe LLC, 3.00%, due 03/15/ % ING Bank NV, 1.07%, due 03/16/ % Port Authority of New York & New Jersey, 4.46%, due 10/01/ % Bank of Tokyo-Mitsubishi UFJ, Ltd., 1.00%, due 03/05/ %

4 Verizon Communications, Inc., 1.30%, due 06/17/ % Amazon.com, Inc., 2.50%, due 11/29/ % VimpelCom Holdings BV, 5.20%, due 02/13/ % Ford Motor Credit Co. LLC, 0.98%, due 09/08/ % Microsoft Corp., 2.13%, due 11/15/ % General Electric Capital Corp., Series MTN, 5.50%, due 01/08/ % Wells Fargo & Co., Series MTN, 3.00%, due 02/19/ % Niagara Mohawk Power Corp., 4.12%, due 11/28/ % HSBC USA, Inc., 2.38%, due 11/13/ % JPMorgan Chase & Co., 3.90%, due 07/15/ % Daimler Finance North America LLC, 0.84%, due 03/02/ % Energy Transfer Partners, LP, 4.05%, due 03/15/ % Tagua Leasing LLC, 1.58%, due 11/16/ % Schneider Electric SE, 2.95%, due 09/27/ % Goldman Sachs Group, Inc., 1.04%, due 03/22/ % Metropolitan Life Global Funding I, 2.00%, due 04/14/ % Helios Leasing I LLC, 1.56%, due 09/28/ % General Motors Financial Co., Inc., 3.20%, due 07/13/ % Sempra Energy, 2.88%, due 10/01/ % General Electric Co., 2.70%, due 10/09/ % CVS Health Corp., 3.88%, due 07/20/ % Reliance Standard Life Global Funding II, 2.15%, due 10/15/ % Verizon Communications, Inc., 4.50%, due 09/15/ % Morgan Stanley Bank of America Merrill Lynch Trust, Interest Only STRIPS, Series 2013-C8, Class XA, 1.58%, due 12/15/ % General Electric Co., 4.50%, due 03/11/ % Entergy Louisiana LLC, 3.30%, due 12/01/ % Oracle Corp., 2.80%, due 07/08/ % Duke Energy Corp., 3.75%, due 04/15/ % Santander UK Group Holdings PLC, 3.13%, due 01/08/ % Aviation Capital Group Corp., 3.88%, due 09/27/ % Metropolitan Life Global Funding I, 2.30%, due 04/10/ % FirstEnergy Corp., 2.75%, due 03/15/ % Verizon Communications, Inc., 2.04%, due 09/15/ % New York Life Global Funding, 1.13%, due 03/01/ % Toyota Motor Credit Corp., 0.65%, due 05/17/ % Carnival Corp., 1.20%, due 02/05/ % AT&T, Inc., 0.74%, due 02/12/ % Johnson & Johnson, 0.48%, due 11/28/ % United Parcel Service, Inc., 2.45%, due 10/01/ % Oracle Corp., 1.13%, due 10/08/ % AT&T, Inc., 1.02%, due 03/30/ % Toronto-Dominion Bank, Series MTN, 0.85%, due 05/02/ % Duke Energy Progress LLC, 0.65%, due 03/06/ % Verizon Communications, Inc., 0.88%, due 06/09/ % Commonwealth Bank of Australia, 0.73%, due 09/08/ % Apple, Inc., 0.64%, due 05/06/ % Duke Energy Corp., 0.99%, due 04/03/ % Oracle Corp., 4.30%, due 07/08/ % American Express Credit Corp., Series MTN, 0.85%, due 08/15/ %

5 HSBC USA, Inc., 0.97%, due 11/13/ % Canadian National Railway Co., 2.25%, due 11/15/ % QVC, Inc., 4.85%, due 04/01/ % BP Capital Markets PLC, 0.78%, due 02/13/ % Becton Dickinson and Co., 0.96%, due 06/15/ % Time Warner, Inc., 3.60%, due 07/15/ % Bank of New York Mellon Corp., Series MTN, 2.45%, due 11/27/ % Wells Fargo & Co., Series MTN, 2.55%, due 12/07/ % DCP Midstream Operating, LP, 2.70%, due 04/01/ % Sky PLC, 3.13%, due 11/26/ % Western Gas Partners, LP, 4.00%, due 07/01/ % BP Capital Markets PLC, 3.54%, due 11/04/ % PACCAR Financial Corp., Series MTN, 0.61%, due 02/08/ % American Express Co., 4.90%, due 03/15/ % Morgan Stanley, Series MTN, 4.00%, due 07/23/ % Fortune Brands Home & Security, Inc., 4.00%, due 06/15/ % Goldman Sachs Group, Inc., 3.75%, due 05/22/ % AT&T, Inc., 3.40%, due 05/15/ % Northstar Education Finance, Inc., Series , Class A, 1.13%, due 12/26/ % Utah State Board of Regents, Series 1, Class A, Zero Coupon, due 12/26/ % American Express Credit Corp., Series MTN, 1.11%, due 11/05/ % Bank of America Corp., Series MTN, 1.00%, due 08/25/ % BP Capital Markets PLC, 3.51%, due 03/17/ % Continental Airlines Pass-Through Trust, 4.00%, due 04/29/ % National Fuel Gas Co., 5.20%, due 07/15/ % SLC Private Student Loan Trust, Series 2006-A, Class A5, 0.79%, due 07/15/ % Reynolds American, Inc., 4.45%, due 06/12/ % SLM Private Credit Student Loan Trust, Series 2006-B, Class A4, 0.69%, due 03/15/ % Intel Corp., 3.70%, due 07/29/ % Continental Airlines Pass-Through Trust, 5.50%, due 04/29/ % Entergy Corp., 4.00%, due 07/15/ % Amazon.com, Inc., 3.30%, due 12/05/ % MidAmerican Energy Co., 3.50%, due 10/15/ % BAT International Finance PLC, 3.95%, due 06/15/ % McGraw Hill Financial, Inc., 4.40%, due 02/15/ % Becton Dickinson and Co., 3.73%, due 12/15/ % ACE INA Holdings, Inc., 3.35%, due 05/03/ % Intercontinental Exchange, Inc., 2.75%, due 12/01/ % Thermo Fisher Scientific, Inc., 3.30%, due 02/15/ % Thermo Fisher Scientific, Inc., 2.15%, due 12/14/ % Autodesk, Inc., 4.38%, due 06/15/ % Dollar Tree, Inc., 5.75%, due 03/01/ % AT&T, Inc., 1.53%, due 06/30/ % MetLife, Inc., 5.25%, due 06/15/ % Bear Stearns Alt-A Trust, Series , Class 1A1, 0.87%, due 07/25/ % Halliburton Co., 3.80%, due 11/15/ %

6 Devon Energy Corp., 5.85%, due 12/15/ % ADT Corp., 4.13%, due 06/15/ % T-Mobile USA, Inc., 6.00%, due 03/01/ % T-Mobile USA, Inc., 6.38%, due 03/01/ % Energy Transfer Partners, LP, 4.75%, due 01/15/ % Banc of America Mortgage Trust, Series 2004-D, Class 2A2, 2.72%, due 05/25/ % Actavis Funding SCS, 3.80%, due 03/15/ % ING Bank NV, 2.45%, due 03/16/ % Merck & Co., Inc., 2.35%, due 02/10/ % Zimmer Biomet Holdings, Inc., 3.15%, due 04/01/ % Zimmer Biomet Holdings, Inc., 3.55%, due 04/01/ % Lazard Group LLC, 3.75%, due 02/13/ % MUFG Americas Holdings Corp., 0.91%, due 02/09/ % SLM Student Loan Trust, Series , Class A5A, 1.02%, due 04/25/ % WW Grainger, Inc., 4.60%, due 06/15/ % Reynolds American, Inc., 4.00%, due 06/12/ % BAT International Finance PLC, 3.50%, due 06/15/ % Lockheed Martin Corp., 4.50%, due 05/15/ % Intel Corp., 3.10%, due 07/29/ % American Water Capital Corp., 3.40%, due 03/01/ % Pacific Gas & Electric Co., 3.50%, due 06/15/ % First American Financial Corp., 4.60%, due 11/15/ % AutoNation, Inc., 4.50%, due 10/01/ % Kraft Heinz Foods Co., 3.50%, due 07/15/ % Southwest Airlines Co., 2.75%, due 11/06/ % Marsh & McLennan Cos., Inc., 3.75%, due 03/14/ % Baxalta, Inc., 3.60%, due 06/23/ % Prologis, LP, 3.75%, due 11/01/ % Kraft Heinz Foods Co., 2.80%, due 07/02/ % Comcast Corp., 4.40%, due 08/15/ % Home Depot, Inc., 4.25%, due 04/01/ % John Deere Capital Corp., Series MTN, 1.60%, due 07/13/ % Masco Corp., 4.45%, due 04/01/ % Baxalta, Inc., 4.00%, due 06/23/ % Aetna, Inc., 3.50%, due 11/15/ % XLIT, Ltd., 4.45%, due 03/31/ % Owens Corning, 4.20%, due 12/01/ % CBS Corp., 4.00%, due 01/15/ % International Paper Co., 3.80%, due 01/15/ % Sydney Airport Finance Co. Pty, Ltd., 3.38%, due 04/30/ % Flextronics International, Ltd., 4.75%, due 06/15/ % Norfolk Southern Corp., 4.45%, due 06/15/ % MetLife, Inc., 4.05%, due 03/01/ % Discovery Communications LLC, 3.45%, due 03/15/ % Woodside Finance, Ltd., 3.65%, due 03/05/ % EOG Resources, Inc., 3.90%, due 04/01/ % Adobe Systems, Inc., 3.25%, due 02/01/ % Waste Management, Inc., 3.13%, due 03/01/ % MUFG Americas Holdings Corp., 2.25%, due 02/10/ %

7 Synchrony Financial, 2.70%, due 02/03/ % Laboratory Corp. of America Holdings, 3.60%, due 02/01/ % Lockheed Martin Corp., 3.60%, due 03/01/ % ERAC USA Finance LLC, 4.50%, due 02/15/ % SLM Private Education Loan Trust, Series 2012-E, Class A1, 1.18%, due 10/16/ %** Mercedes-Benz Auto Receivables Trust, Series , Class A2, 0.43%, due 02/15/2017 U.S. Treasury Bill, 0.26%, due 02/18/2016 BNP Paribas, 0.55%, due 02/01/2016 Credit Suisse Securities LLC, 0.55%, due 02/01/2016 JPMorgan Securities LLC, 0.54%, due 02/01/2016 Deutsche Bank AG, 0.55%, due 02/01/2016 TD Securities LLC, 0.54%, due 02/01/2016 State Street Bank & Trust Co., 0.03%, due 02/01/2016 Barclays Capital, Inc., 0.54%, due 02/01/2016 Equity Weighting: 41.06% Mutual funds are subject to market risk, including the loss of principal. There is no assurance the fund will meet its investment objective. See the fund s prospectus for complete information on all of the risks inherent with investing in the fund. *There is no assurance that the securities listed are held beyond the indicated date. The holdings will remain online for six months, starting 25 days after the end of each calendar month. ** This security represents less than 0.01% of total holdings. Source: PIMCO. The information, data, analyses, and opinions contained herein may include, or be derived from, information provided by the sub-adviser to the fund as of the date specified and are provided solely for informational purposes and therefore are not an offer to buy or sell a security. There is no assurance that the securities are held beyond the indicated date and as a result data may vary. 0.00%** 0.00%** 19.98% This list of portfolio holdings is published on a delayed basis, 25 days after the end of each calendar month, and does not necessarily represent the actual investments held by a portfolio at the time of publication. All holdings are subject to change daily. This list has not been audited and is provided for informational use only. It is not intended as a recommendation, offer, or solicitation for the purchase or sale of any security. Transamerica assumes no obligation to update or supplement this list to reflect any change that may occur, and assumes no liability relating to the use of this information. Unlike the fund s regulatory filings, the portfolio data and its presentation in this document are not required to conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation requirements. Therefore, it differs from that in the complete statement of investments in the annual and semiannual report to shareholders filed with the SEC on Form N-CSR, and the complete statement of investments provided in the first and third quarter SEC Form N-Q filings for each fiscal year. Shares of the funds may only be sold by offering the funds prospectus. You should consider the investment objective, risks, charges, and expenses of the fund carefully before investing. The prospectus contains this and additional important information regarding the fund. For Transamerica Funds - To obtain the prospectus and/or a summary prospectus, please contact your financial professional or go to transamerica.com. For Transamerica Partners Funds - go to transamericapartners.com. For Transamerica Series Trust portfolios - Investors should carefully consider their investment objectives and risks, along with a product s charges and expenses before investing. The prospectus includes complete information and other important facts about the variable annuity or variable universal life insurance policy s charges and expenses. Please contact your financial professional for a prospectus. The prospectus should be read carefully before investing. Transamerica Series Trust portfolios are only available through the purchase of a variable life insurance policy or variable annuity contract. No part of this material may be reproduced in any form, or referred to in any publication, without express written permission. 6.07% 4.02% 2.68% 2.18% 1.75% 0.50%