Transamerica

02/28/2019*


Transamerica Market Participation Strategy VP

Security Description % of Total Net Assets
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 27.14%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2023 10.86%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2024 10.06%
Federal National Mortgage Association, 2.50%, due 02/05/2024 8.41%
Federal Home Loan Banks, 1.87%, due 11/29/2021 6.69%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option 6.55%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option 6.47%
Federal Home Loan Mortgage Corp., 2.37%, due 01/13/2022 5.85%
Federal Home Loan Mortgage Corp., 2.75%, due 06/19/2023 5.20%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2031 3.64%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2034 1.63%
Federal National Mortgage Association, 2.00%, due 01/05/2022 1.62%
Federal National Mortgage Association, 6.25%, due 05/15/2029 1.35%
Federal Home Loan Banks, 3.25%, due 11/16/2028 1.20%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2028 0.54%
Federal Home Loan Banks, 2.25%, due 12/08/2023 0.23%
U.S. Treasury Bill, 2.38%, due 03/21/2019 0.12%
Futures Contracts, Long, S&P 500® E-Mini Index 0.05%
Net Other Assets (Liabilities) 2.39%

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.