| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
|
Transamerica Morgan Stanley Global Allocation VP
|
193.20 mm | 36.80 mm shares | 96.80 | Common equity | Long | USA |
|
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp.
|
5.75 mm | 5.75 mm principal | 2.88 | Repurchase agreement | Long | USA |
| Future | 106.77 k | -27.00 contracts | 0.05 | Equity derivative | N/A | USA |
| Future | 18.59 k | -26.00 contracts | 0.01 | Equity derivative | N/A | USA |
| Future | 10.97 k | -14.00 contracts | 0.01 | DFE | N/A | USA |
| Future | 7.22 k | -13.00 contracts | 0.00 | DFE | N/A | USA |
| Future | 4.01 k | -34.00 contracts | 0.00 | Equity derivative | N/A | Germany |
| Future | 3.96 k | -1.00 contracts | 0.00 | Equity derivative | N/A | USA |
| Future | 1.77 k | -5.00 contracts | 0.00 | DFE | N/A | USA |
| Future | 1.68 k | -1.00 contracts | 0.00 | Equity derivative | N/A | USA |
| Future | -2.27 k | -4.00 contracts | -0.00 | Equity derivative | N/A | UK |
| Future | -22.75 k | -4.00 contracts | -0.01 | Equity derivative | N/A | Japan |
