Transamerica

08/31/2020*


Transamerica Market Participation Strategy VP

Security Description % of Total Net Assets
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 25.93%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option, Exercise Price $3320.00, Expiration Date 02/05/2026 10.51%
Federal Home Loan Banks, 3.25%, due 11/16/2028 10.27%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option, Exercise Price $3310.00, Expiration Date 02/05/2025 7.66%
Federal Home Loan Mortgage Corp., 2.75%, due 06/19/2023 6.67%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2026 4.83%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2024 4.47%
Federal National Mortgage Association, 0.62%, due 04/22/2025 4.34%
Federal National Mortgage Association, 2.50%, due 02/05/2024 2.78%
Federal Home Loan Mortgage Corp., 2.37%, due 01/13/2022 2.55%
U.S. Treasury Note, 1.62%, due 10/31/2026 2.31%
Federal National Mortgage Association, 6.25%, due 05/15/2029 2.02%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2025 1.69%
Federal Home Loan Mortgage Corp., 1.50%, due 02/12/2025 1.13%
U.S. Treasury Bill, 0.05%, due 02/25/2021 0.60%
Futures Contracts, Long, S&P 500® E-Mini Index 0.43%
U.S. Treasury Bill, Zero Coupon, due 09/17/2020 0.04%
Futures Contracts, Long, 5-Year U.S. Treasury Note 0.00%**
Futures Contracts, Long, 10-Year U.S. Treasury Note 0.00%**
Futures Contracts, Long, 2-Year U.S. Treasury Note 0.00%**
Futures Contracts, Long, 30-Year U.S. Treasury Bond 0.00%**
Net Other Assets (Liabilities) 11.77%

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.