|
09/30/2020* |
Transamerica Market Participation Strategy VP
| Security Description | % of Total Net Assets |
|---|---|
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 | 26.94% |
| Federal Home Loan Banks, 3.25%, due 11/16/2028 | 10.73% |
| Option Purchased, CALL, S&P 500® - Flexible Exchange Option, Exercise Price $3320.00, Expiration Date 02/05/2026 | 9.48% |
| Federal Home Loan Mortgage Corp., 2.75%, due 06/19/2023 | 6.92% |
| Option Purchased, CALL, S&P 500® - Flexible Exchange Option, Exercise Price $3310.00, Expiration Date 02/05/2025 | 6.88% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2026 | 5.02% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2024 | 4.65% |
| Federal National Mortgage Association, 0.62%, due 04/22/2025 | 4.53% |
| Federal National Mortgage Association, 2.50%, due 02/05/2024 | 2.88% |
| Federal Home Loan Mortgage Corp., 2.37%, due 01/13/2022 | 2.64% |
| U.S. Treasury Note, 1.62%, due 10/31/2026 | 2.40% |
| Federal National Mortgage Association, 6.25%, due 05/15/2029 | 2.10% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2025 | 1.76% |
| Federal Home Loan Mortgage Corp., 1.50%, due 02/12/2025 | 1.17% |
| U.S. Treasury Bill, 0.05%, due 02/25/2021 | 0.63% |
| Futures Contracts, Long, S&P 500® E-Mini Index | 0.02% |
| 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) | 11.25% |
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.
Mutual funds, variable annuities and variable life insurance policies are subject to market risk, including the loss of principal. There is no assurance the fund will meet its investment objective. See the fund’s prospectus for complete information on all of the risks inherent with investing in the fund.
*There is no assurance that the securities listed are held beyond the indicated date. The holdings will remain online for six months, starting 15 days after the end of each calendar month.
**This security represents less than 0.01% of total holdings.
The Net Other Assets (Liabilities) category may include, but is not limited to, repurchase agreements, reverse repurchase agreements, security lending collateral, forward foreign currency contracts, and cash collateral.
This list of portfolio holdings is published on a delayed basis, 15 days after the end of each calendar month, and does not necessarily represent the actual investments held by a portfolio at the time of publication. All holdings are subject to change daily. This list has not been audited and is provided for informational use only. It is not intended as a recommendation, offer, or solicitation for the purchase or sale of any security. Transamerica assumes no obligation to update or supplement this list to reflect any change that may occur, and assumes no liability relating to the use of this information.
Unlike the fund’s regulatory filings, the portfolio data and its presentation in this document are not required to conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation requirements. Therefore, it differs from that in the complete statement of investments in the annual and semiannual report to shareholders filed with the SEC on Form N-CSR, and the complete statement of investments provided in the first and third quarter SEC Form N-Q filings for each fiscal year.
Shares of the funds may only be sold by offering the funds’ prospectus. You should consider the investment objective, risks, charges, and expenses of the fund carefully before investing. The prospectus contains this and additional important information regarding the fund. For Transamerica Funds - To obtain the prospectus and/or a summary prospectus, please contact your financial professional or go to transamerica.com. For Transamerica Partners Funds - go to transamericapartners.com. For Transamerica Series Trust portfolios - Investors should carefully consider their investment objectives and risks, along with a product’s charges and expenses before investing. The prospectus includes complete information and other important facts about the variable annuity or variable universal life insurance policy’s charges and expenses. Please contact your financial professional for a prospectus. The prospectus should be read carefully before investing.
Transamerica Series Trust portfolios are only available through the purchase of a variable life insurance policy or variable annuity contract.
No part of this material may be reproduced in any form, or referred to in any publication, without express written permission.
TAHLD-WB0417