Transamerica Market Participation Strategy VP
Data updated: 2026-08-26
C000112680 — Transamerica Market Participation Strategy VP. Alternative · $268.57M AUM · 0.98% expense ratio. Holdings, fees, performance and SEC filings.
C000112680 Fund Overview
Transamerica Market Participation Strategy VP is a US mutual fund managed by Transamerica Series Trust, categorised as Alternative. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Transamerica Series Trust
- Category: Alternative
- Assets under management: $268.57M
- 1-year return: 12.5%
- SEC CIK: 0000778207
- SEC series ID: S000036845
- Share class ID: C000112680
C000112680 Investment Objective and Strategy
Transamerica Market Participation Strategy VP describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Transamerica Series Trust.
Investment objective
Seeks capital appreciation.
Principal investment strategy
The portfolio seeks to provide upside participation in the stock market when the stock market advances and to reduce declines in the portfolios value when the stock market declines. The portfolios strategy is designed to provide upside equity participation while seeking to reduce downside risk over the course of a full market cycle. The portfolio does not invest directly in equity securities. The portfolio gains equity exposure through investments in S&P 500 Index options and futures. The portfolio also invests in U.S. Treasuries, U.S. Treasury futures, U.S. agency bonds and bonds issued by supranational agencies. The portfolios sub-adviser, PGIM Quantitative Solutions LLC (the sub-adviser), periodically rebalances the asset mix of U.S. Treasuries, U.S. Treasury futures, U.S. agency bonds, bonds issued by supranational agencies and equity index options and futures to respond to changing market conditions and to achieve what it believes to be the optimal balance between risk and reward.
When determining the allocation and when to rebalance, the sub-adviser takes into account, among other factors: interest rates, the portfolios equity exposure, the percentage of the portfolio invested in options, the current level of the S&P 500 Index, the volatility of S&P 500 Index options, bond and dividend yields, the delta of the portfolios options positions (which is a measure of the sensitivity of the portfolios option prices to changes in price of the S&P 500 Index), and time to maturity of the options. The sub-adviser also considers internal research generated by its asset allocation team when evaluating the relative attractiveness of equity versus fixed-income exposure. There are no limitations on the amount of the portfolios assets that may be invested in fixed-income or equity investments.
The portfolio is non-diversified.
C000112680 Holdings
Top 10 holdings of Transamerica Market Participation Strategy VP by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Goldman Sachs & Co. LLC | 22.73% |
| Federal Home Loan Bank | 10.58% |
| United States Treasury | 6.54% |
| Intl Bk Recon & Develop | 6.32% |
| United States Treasury | 4.34% |
| Fannie Mae | 4.12% |
| Inter-American Devel Bk | 2.60% |
| European Investment Bank | 2.59% |
| Fannie Mae | 2.56% |
| State Street Global Advisors | 2.47% |
C000112680 Portfolio Allocation
Asset-class allocation of Transamerica Market Participation Strategy VP by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 39.7% |
| Derivatives | 22.7% |
| Cash & Equivalents | 6.9% |
| Real Estate | 0.1% |
C000112680 Performance
Total returns for C000112680 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 5.5% |
| 1 year | 12.5% |
| 3 years (annualised) | 11.7% |
| 5 years (annualised) | 6.1% |
C000112680 Risk Information
Risk metrics for C000112680, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 7.9%
C000112680 Costs and Fees
C000112680 costs about $98 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.98%
- Gross expense ratio: 0.98%
- Portfolio turnover: 25%
- Brokerage commissions: 0.32 bps of average net assets (SEC N-CEN)
C000112680 Cashflows
Over the 12 months to 2026-06, Transamerica Market Participation Strategy VP had net outflows of $39.50M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | −$5.45M |
| 2026-05 | −$3.82M |
| 2026-04 | −$3.12M |
| 2026-03 | −$4.76M |
| 2026-02 | −$3.46M |
| 2026-01 | −$3.45M |
C000112680 Debt Constituents
Largest debt holdings of Transamerica Market Participation Strategy VP by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| Federal Home Loan Bank | 10.58% |
| United States Treasury | 6.54% |
| Intl Bk Recon & Develop | 6.32% |
| United States Treasury | 4.34% |
| Fannie Mae | 4.12% |
| Inter-American Devel Bk | 2.60% |
| European Investment Bank | 2.59% |
| Fannie Mae | 2.56% |
C000112680 Prospectus and SEC Filings
Official Transamerica Market Participation Strategy VP filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-04-30
- Prospectus (485BPOS) — filed 2025-04-30
- Prospectus (485BPOS) — filed 2024-04-29
- Portfolio holdings (N-PORT) — filed 2026-08-26
- Portfolio holdings (N-PORT) — filed 2026-05-26
- Portfolio holdings (N-PORT) — filed 2026-02-25
- Annual census (N-CEN) — filed 2026-03-13
- Annual census (N-CEN) — filed 2025-03-13
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Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.