Transamerica

03/31/2020*


Transamerica Market Participation Strategy VP

Security Description % of Total Net Assets
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 30.47%
Federal Home Loan Banks, 3.25%, due 11/16/2028 11.57%
Federal Home Loan Mortgage Corp., 2.75%, due 06/19/2023 7.60%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2031 7.06%
Federal National Mortgage Association, 6.25%, due 05/15/2029 5.78%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2024 5.05%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2034 4.62%
Federal Home Loan Mortgage Corp., 2.37%, due 01/13/2022 4.18%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option 3.76%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option 3.11%
Federal National Mortgage Association, 2.50%, due 02/05/2024 2.63%
U.S. Treasury Note, 1.62%, due 10/31/2026 2.62%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2026 2.37%
U.S. Treasury Bill, 0.01%, due 02/25/2021 0.68%
Futures Contracts, Long, S&P 500® E-Mini Index 0.21%
U.S. Treasury Bill, 0.07%, due 06/18/2020 0.20%
U.S. Treasury Bill, Zero Coupon, due 09/17/2020 0.05%
Net Other Assets (Liabilities) 8.04%

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.