Transamerica

05/31/2021*


Transamerica Market Participation Strategy VP

Security Description % of Total Net Assets
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 17.35%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2026 14.00%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option, Exercise Price $3830.00, Expiration Date 01/15/2027 11.49%
Federal Home Loan Banks, 3.25%, due 11/16/2028 9.01%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option, Exercise Price $3820.00, Expiration Date 01/16/2026 8.65%
Federal Home Loan Mortgage Corp., 2.75%, due 06/19/2023 5.42%
Federal National Mortgage Association, 0.62%, due 04/22/2025 4.30%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2027 4.03%
Federal National Mortgage Association, 2.50%, due 02/05/2024 2.73%
Federal Home Loan Mortgage Corp., 2.37%, due 01/13/2022 2.50%
U.S. Treasury Note, 1.62%, due 10/31/2026 2.23%
Federal National Mortgage Association, 6.25%, due 05/15/2029 1.90%
Federal Home Loan Mortgage Corp., 1.50%, due 02/12/2025 1.11%
U.S. Treasury Bill, 0.02%, due 06/17/2021 0.32%
Futures Contracts, Long, S&P 500® E-Mini Index 0.21%
U.S. Treasury Bill, 0.02%, due 06/17/2021 0.06%
Futures Contracts, Long, 5-Year U.S. Treasury Note 0.01%
Futures Contracts, Long, 10-Year U.S. Treasury Note 0.01%
Net Other Assets (Liabilities) 14.67%

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.