Transamerica

06/30/2020*


Transamerica Market Participation Strategy VP

Security Description % of Total Net Assets
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 28.26%
Federal Home Loan Banks, 3.25%, due 11/16/2028 11.19%
Federal Home Loan Mortgage Corp., 2.75%, due 06/19/2023 7.32%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option 5.66%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2026 5.26%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option 5.12%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2024 4.87%
Federal Home Loan Mortgage Corp., 2.37%, due 01/13/2022 4.00%
Federal National Mortgage Association, 2.50%, due 02/05/2024 3.04%
U.S. Treasury Note, 1.62%, due 10/31/2026 2.52%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option 2.25%
Federal National Mortgage Association, 6.25%, due 05/15/2029 2.21%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2025 1.85%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option 1.75%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2023 1.63%
Federal Home Loan Mortgage Corp., 1.50%, due 02/12/2025 1.23%
Federal National Mortgage Association, 0.62%, due 04/22/2025 1.18%
U.S. Treasury Bill, 0.05%, due 02/25/2021 0.66%
U.S. Treasury Bill, Zero Coupon, due 09/17/2020 0.05%
Futures Contracts, Long, S&P 500® E-Mini Index 0.03%
Futures Contracts, Long, 5-Year U.S. Treasury Note 0.00%**
Futures Contracts, Long, 2-Year U.S. Treasury Note 0.00%**
Net Other Assets (Liabilities) 9.92%

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.