Transamerica

05/31/2020*


Transamerica Market Participation Strategy VP

Security Description % of Total Net Assets
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 28.16%
Federal Home Loan Banks, 3.25%, due 11/16/2028 11.16%
Federal Home Loan Mortgage Corp., 2.75%, due 06/19/2023 7.31%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option 5.36%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2026 5.24%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2024 4.86%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option 4.77%
Federal Home Loan Mortgage Corp., 2.37%, due 01/13/2022 4.00%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2025 3.45%
Federal National Mortgage Association, 2.50%, due 02/05/2024 2.53%
U.S. Treasury Note, 1.62%, due 10/31/2026 2.52%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2023 2.33%
Federal National Mortgage Association, 6.25%, due 05/15/2029 2.21%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option 2.14%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option 1.69%
U.S. Treasury Bill, 0.05%, due 02/25/2021 0.66%
Futures Contracts, Long, S&P 500® E-Mini Index 0.54%
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) 10.83%

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.