Transamerica

11/30/2019*


Transamerica Market Participation Strategy VP

Security Description % of Total Net Assets
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 27.48%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option 9.27%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2024 8.48%
Option Purchased, CALL, S&P 500® - Flexible Exchange Option 7.32%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2023 6.75%
Federal Home Loan Mortgage Corp., 2.75%, due 06/19/2023 6.58%
Federal Home Loan Banks, 3.25%, due 11/16/2028 6.23%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2031 5.98%
Federal National Mortgage Association, 2.50%, due 02/05/2024 4.84%
Federal National Mortgage Association, 6.25%, due 05/15/2029 4.65%
Federal Home Loan Mortgage Corp., 2.37%, due 01/13/2022 4.17%
Federal Home Loan Banks, 1.87%, due 11/29/2021 2.83%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2034 2.58%
Federal Home Loan Banks, 2.25%, due 12/08/2023 0.24%
U.S. Treasury Bill, 1.94%, due 12/19/2019 0.05%
U.S. Treasury Bill, 1.63%, due 03/19/2020 0.05%
Futures Contracts, Long, S&P 500® E-Mini Index 0.02%
Net Other Assets (Liabilities) 2.48%

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.