Transamerica Market Participation Strategy VP

Fund Profile

Fund profile

Fund manager

Transamerica Series Trust

Total assets

$380.33 mm

Liabilities

$58.66 mm

Net assets

$321.67 mm

Number of holdings

21.00

21 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Notes	59.51 mm	62.00 mm principal	18.50	Debt	Long	USA
U.S. Treasury Bills	44.92 mm	45.00 mm principal	13.96	Short-term investment vehicle	Long	USA
Option	44.36 mm	220.00 contracts	13.79	Equity derivative	N/A	USA
State Street Navigator Securities Lending Government Money Market Portfolio	30.25 mm	30.25 mm shares	9.40	Short-term investment vehicle	Long	USA
Federal Home Loan Banks	28.59 mm	29.00 mm principal	8.89	Debt	Long	USA
U.S. Treasury Bills	28.12 mm	29.00 mm principal	8.74	Short-term investment vehicle	Long	USA
Option	24.94 mm	170.00 contracts	7.75	Equity derivative	N/A	USA
Federal National Mortgage Association	24.50 mm	25.00 mm principal	7.62	Debt	Long	USA
U.S. Treasury STRIPS Coupon	16.53 mm	18.00 mm principal	5.14	Debt	Long	USA
International Bank for Reconstruction & Development	16.16 mm	17.00 mm principal	5.02	Debt	Long	XX
Federal National Mortgage Association	7.22 mm	6.50 mm principal	2.24	Debt	Long	USA
FIXED INC CLEARING CORP.REPO Fixed Income Clearing Corp.	7.17 mm	7.17 mm principal	2.23	Repurchase agreement	Long	USA
Inter-American Development Bank	7.08 mm	7.00 mm principal	2.20	Debt	Long	XX
European Investment Bank	7.06 mm	7.00 mm principal	2.19	Debt	Long	XX
Federal Home Loan Mortgage Corp.	4.94 mm	5.00 mm principal	1.54	Debt	Long	USA
Future	173.33 k	28.00 contracts	0.05	Equity derivative	N/A	USA
Future	21.34 k	279.00 contracts	0.01	Interest rate derivative	N/A	USA
Future	16.89 k	40.00 contracts	0.01	Interest rate derivative	N/A	USA
Future	-2.25 k	130.00 contracts	-0.00	Interest rate derivative	N/A	USA
Future	-38.31 k	63.00 contracts	-0.01	Interest rate derivative	N/A	USA
Future	-50.66 k	50.00 contracts	-0.02	Interest rate derivative	N/A	USA