Transamerica

07/31/2018*


Transamerica Market Participation Strategy VP

Security Description % of Total Net Assets
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 24.74%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2023 13.34%
Federal National Mortgage Association, 2.00%, due 01/05/2022 9.27%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option 7.52%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option 7.41%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2024 7.31%
Federal Home Loan Banks, 1.87%, due 11/29/2021 6.46%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2022 5.54%
Federal Home Loan Mortgage Corp., 2.37%, due 01/13/2022 5.46%
Federal Home Loan Mortgage Corp., 1.25%, due 10/02/2019 3.50%
Federal Home Loan Banks, 1.37%, due 02/18/2021 2.79%
Federal National Mortgage Association, 6.25%, due 05/15/2029 1.27%
U.S. Treasury Bill, 1.89%, due 09/20/2018 0.24%
Futures Contracts, Long, S&P 500® E-Mini Index 0.06%
Net Other Assets (Liabilities) 5.09%

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.