Transamerica

04/30/2020*


Transamerica Market Participation Strategy VP

Security Description % of Total Net Assets
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 28.57%
Federal Home Loan Banks, 3.25%, due 11/16/2028 11.31%
Federal Home Loan Mortgage Corp., 2.75%, due 06/19/2023 7.43%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2031 6.97%
Federal National Mortgage Association, 6.25%, due 05/15/2029 5.69%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2024 4.92%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option 4.56%
Federal Home Loan Mortgage Corp., 2.37%, due 01/13/2022 4.07%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option 4.03%
Federal National Mortgage Association, 2.50%, due 02/05/2024 2.57%
U.S. Treasury Note, 1.62%, due 10/31/2026 2.56%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2034 2.49%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2026 2.31%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option 1.47%
Futures Contracts, Long, S&P 500® E-Mini Index 0.83%
U.S. Treasury Bill, 0.05%, due 02/25/2021 0.67%
U.S. Treasury Bill, 0.07%, due 06/18/2020 0.19%
U.S. Treasury Bill, Zero Coupon, due 09/17/2020 0.05%
Net Other Assets (Liabilities) 9.31%

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.