Transamerica

02/29/2020*


Transamerica Market Participation Strategy VP

Security Description % of Total Net Assets
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 29.27%
Federal Home Loan Banks, 3.25%, due 11/16/2028 11.14%
Federal Home Loan Mortgage Corp., 2.75%, due 06/19/2023 7.39%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2031 6.62%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2024 6.24%
Federal National Mortgage Association, 6.25%, due 05/15/2029 5.67%
Federal National Mortgage Association, 2.50%, due 02/05/2024 5.10%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option 4.46%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2034 4.27%
Federal Home Loan Mortgage Corp., 2.37%, due 01/13/2022 4.08%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option 3.87%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2026 3.40%
U.S. Treasury Note, 1.62%, due 10/31/2026 2.50%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2023 2.22%
Federal Home Loan Banks, 2.25%, due 12/08/2023 0.25%
U.S. Treasury Bill, 1.47%, due 03/19/2020 0.12%
U.S. Treasury Bill, 1.55%, due 03/19/2020 0.05%
U.S. Treasury Bill, 1.54%, due 03/19/2020 0.05%
Futures Contracts, Long, S&P 500® E-Mini Index -0.27%**
Net Other Assets (Liabilities) 3.57%

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.