Transamerica

05/31/2017*


Transamerica High Quality Bond

Security Description % of Total Market Value
U.S. Treasury Note, 0.87%, due 07/31/2019 10.27%
U.S. Treasury Note, 1.12%, due 02/28/2021 5.26%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2005-LDP2, Class D, 4.94%, due 07/15/2042 1.41%
Bank of America Corp., Series MTN, 6.87%, due 04/25/2018 1.31%
Morgan Stanley, 2.65%, due 01/27/2020 1.29%
Toronto-Dominion Bank, Series MTN, 1.75%, due 07/23/2018 1.22%
Capital One Multi-Asset Execution Trust, Series 2015-A1, Class A1, 1.39%, due 01/15/2021 1.21%
CitiBank Credit Card Issuance Trust, Series 2017-A3, Class A3, 1.92%, due 04/07/2022 1.19%
Verizon Communications, Inc., 2.13%, due 03/16/2022 1.18%
CVS Health Corp., 2.80%, due 07/20/2020 1.14%
Wells Fargo & Co., 2.50%, due 03/04/2021 1.10%
Schlumberger Norge AS, 1.25%, due 08/01/2017 1.10%
Citigroup, Inc., 1.70%, due 04/27/2018 1.09%
Banc of America Commercial Mortgage Trust, Series 2008-1, Class A4, 6.24%, due 02/10/2051 1.09%
Government National Mortgage Association, 5.48%, due 01/20/2060 1.09%
Cabela's Credit Card Master Note Trust, Series 2015-1A, Class A1, 2.26%, due 03/15/2023 1.08%
Morgan Stanley Capital I Trust, Series 2014-MP, Class A, 3.46%, due 08/11/2033 1.07%
UBS Commercial Mortgage Trust, Series 2012-C1, Class A3, 3.40%, due 05/10/2045 1.06%
Capital One Multi-Asset Execution Trust, Series 2016-A4, Class A4, 1.33%, due 06/15/2022 1.06%
Capital One Multi-Asset Execution Trust, Series 2015-A8, Class A8, 2.05%, due 08/15/2023 1.06%
Core Industrial Trust, Series 2015-TEXW, Class C, 3.73%, due 02/10/2034 1.05%
Petroleos Mexicanos, 3.17%, due 07/18/2018 1.05%
Kinder Morgan, Inc., 7.00%, due 06/15/2017 1.05%
CGGS Commercial Mortgage Trust, Series 2016-RNDA, Class AFX, 2.75%, due 02/10/2033 1.02%
Ford Credit Floorplan Master Owner Trust, Series 2016-5, Class A1, 1.95%, due 11/15/2021 1.01%
General Motors Financial Co., Inc., 3.15%, due 01/15/2020 1.00%
Visa, Inc., 2.20%, due 12/14/2020 0.99%
Goldman Sachs Group, Inc., 2.51%, due 04/23/2021 0.98%
Discover Card Execution Note Trust, Series 2015-A4, Class A4, 2.19%, due 04/17/2023 0.97%
Citibank Credit Card Issuance Trust, Series 2017-A2, Class A2, 1.74%, due 01/19/2021 0.96%
Exelon Generation Co. LLC, 5.20%, due 10/01/2019 0.95%
Capital One Multi-Asset Execution Trust, Series 2016-A3, Class A3, 1.34%, due 04/15/2022 0.93%
John Deere Capital Corp., Series MTN, 1.25%, due 10/09/2019 0.91%
Public Service Co. of Oklahoma, 5.15%, due 12/01/2019 0.87%
Federal National Mortgage Association, 1.95%, due 11/01/2020 0.84%
Ford Credit Auto Owner Trust, Series 2017-A, Class C, 2.41%, due 07/15/2023 0.83%
Ventas Realty, LP / Ventas Capital Corp., 4.00%, due 04/30/2019 0.83%
Bear Stearns Cos. LLC, 7.25%, due 02/01/2018 0.83%
Airgas, Inc., 1.65%, due 02/15/2018 0.82%
Ford Motor Credit Co. LLC, 3.33%, due 03/18/2021 0.81%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class A2, 1.97%, due 05/15/2046 0.80%
World Omni Auto Receivables Trust, Series 2015-A, Class A4, 1.75%, due 04/15/2021 0.78%
Husky Energy, Inc., 6.20%, due 09/15/2017 0.78%
Master Credit Card Trust II, Series 2017-1A, Class A, 2.26%, due 07/21/2021 0.75%
Government National Mortgage Association, 4.72%, due 02/20/2063 0.75%
Honeywell International, Inc., 1.40%, due 10/30/2019 0.74%
Morgan Stanley Capital I Trust, Series 2016-UB12, Class A1, 1.77%, due 12/15/2049 0.72%
AT&T, Inc., 2.80%, due 02/17/2021 0.72%
Government National Mortgage Association, 4.66%, due 09/20/2063 0.70%
Metropolitan Life Global Funding I, 1.50%, due 01/10/2018 0.70%
COMM Mortgage Trust, Series 2013-CR12, Class A1, 1.29%, due 10/10/2046 0.70%
CarMax Auto Owner Trust, Series 2013-2, Class C, 1.61%, due 03/15/2019 0.69%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.97%, due 01/25/2021 0.68%
Government National Mortgage Association, 4.52%, due 12/20/2061 0.67%
Nissan Master Owner Trust Receivables, Series 2015-A, Class A2, 1.44%, due 01/15/2020 0.67%
Synchrony Credit Card Master Note Trust, Series 2012-2, Class A, 2.22%, due 01/15/2022 0.66%
World Omni Automobile Lease Securitization Trust, Series 2015-A, Class B, 1.94%, due 12/15/2020 0.65%
Anheuser-Busch InBev Finance, Inc., 2.65%, due 02/01/2021 0.65%
Toyota Motor Credit Corp., Series MTN, 1.70%, due 02/19/2019 0.65%
Capital One Multi-Asset Execution Trust, Series 2016-A6, Class A6, 1.82%, due 09/15/2022 0.65%
KeyBank NA, 2.35%, due 03/08/2019 0.64%
Capital One Multi-Asset Execution Trust, Series 2017-A1, Class A1, 2.00%, due 01/17/2023 0.64%
CNH Equipment Trust, Series 2015-A, Class B, 2.14%, due 08/15/2022 0.64%
CIT Equipment Collateral, Series 2014-VT1, Class C, 2.65%, due 10/20/2022 0.64%
Discover Card Execution Note Trust, Series 2014-A5, Class A, 1.39%, due 04/15/2020 0.64%
Chase Issuance Trust, Series 2014-A7, Class A7, 1.38%, due 11/15/2019 0.64%
American Express Credit Account Master Trust, Series 2014-2, Class A, 1.26%, due 01/15/2020 0.64%
Barclays Dryrock Issuance Trust, Series 2016-1, Class A, 1.52%, due 05/16/2022 0.64%
Government National Mortgage Association, 4.85%, due 05/20/2062 0.60%
Government National Mortgage Association, 4.82%, due 06/20/2063 0.60%
Huntington Auto Trust, Series 2016-1, Class A3, 1.59%, due 11/16/2020 0.59%
CNH Equipment Trust, Series 2015-B, Class B, 2.23%, due 10/17/2022 0.58%
Hewlett Packard Enterprise Co., 2.85%, due 10/05/2018 0.58%
FREMF Mortgage Trust, Series 2013-K502, Class B, 2.39%, due 03/25/2045 0.58%
GS Mortgage Securities Corp. Trust, Series 2012-ALOH, Class A, 3.55%, due 04/10/2034 0.54%
Aventura Mall Trust, Series 2013-AVM, Class A, 3.74%, due 12/05/2032 0.54%
FREMF Mortgage Trust, Series 2012-K18, Class B, 4.25%, due 01/25/2045 0.54%
Capital Auto Receivables Asset Trust, Series 2015-4, Class C, 2.89%, due 02/22/2021 0.53%
Government National Mortgage Association, 5.26%, due 11/20/2060 0.52%
CLNS Trust, Series 2017-IKPR, Class B, 2.00%, due 06/11/2032 0.51%
Colony American Homes, Series 2015-1A, Class A, 2.20%, due 07/17/2032 0.50%
Chevron Corp., 1.71%, due 06/24/2018 0.48%
Ford Motor Credit Co. LLC, 2.24%, due 06/15/2018 0.48%
American Express Credit Account Master Trust, Series 2014-4, Class A, 1.43%, due 06/15/2020 0.48%
Total Capital International SA, 1.55%, due 06/28/2017 0.48%
MVW Owner Trust, Series 2015-1A, Class A, 2.52%, due 12/20/2032 0.47%
Bayer US Finance LLC, 1.50%, due 10/06/2017 0.46%
Toyota Auto Receivables Owner Trust, Series 2017-A, Class A2A, 1.42%, due 09/16/2019 0.44%
Verizon Owner Trust, Series 2017-1A, Class B, 2.45%, due 09/20/2021 0.43%
KeyBank NA, 1.70%, due 06/01/2018 0.43%
Nippon Telegraph & Telephone Corp., 1.40%, due 07/18/2017 0.42%
Chesapeake Funding II LLC, Series 2017-2A, Class B, 2.81%, due 05/15/2029 0.41%
AmeriCredit Automobile Receivables Trust, Series 2014-3, Class D, 3.13%, due 10/08/2020 0.41%
COMM Mortgage Trust, Series 2012-LC4, Class A3, 3.06%, due 12/10/2044 0.41%
Federal Home Loan Mortgage Corp., 4.50%, due 09/01/2026 0.40%
Avis Budget Rental Car Funding AESOP LLC, Series 2014-1A, Class A, 2.46%, due 07/20/2020 0.40%
CNH Equipment Trust, Series 2013-D, Class B, 1.75%, due 04/15/2021 0.35%
Sierra Receivables Funding Co. LLC, Series 2017-1A, Class A, 2.91%, due 03/20/2034 0.35%
Altera Corp., 2.50%, due 11/15/2018 0.34%
Government National Mortgage Association, 4.64%, due 11/20/2061 0.34%
CNH Equipment Trust, Series 2014-B, Class B, 1.93%, due 11/15/2021 0.34%
Ford Credit Floorplan Master Owner Trust, Series 2015-1, Class B, 1.62%, due 01/15/2020 0.33%
Capital Auto Receivables Asset Trust, Series 2016-1, Class B, 2.67%, due 12/21/2020 0.32%
Capital One Multi-Asset Execution Trust, Series 2007-A7, Class A7, 5.75%, due 07/15/2020 0.32%
JPMorgan Chase & Co., 2.55%, due 10/29/2020 0.32%
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class C, 2.71%, due 08/18/2022 0.32%
Capital Auto Receivables Asset Trust, Series 2016-2, Class B, 2.11%, due 03/22/2021 0.32%
American Express Credit Account Master Trust, Series 2014-3, Class A, 1.49%, due 04/15/2020 0.32%
World Omni Automobile Lease Securitization Trust, Series 2016-A, Class A4, 1.61%, due 01/15/2022 0.32%
AmeriCredit Automobile Receivables Trust, Series 2016-4, Class B, 1.83%, due 12/08/2021 0.32%
Federal Home Loan Mortgage Corp., 2.74%, due 06/01/2033 0.32%
Global SC Finance II SRL, Series 2013-1A, Class A, 2.98%, due 04/17/2028 0.31%
AmeriCredit Automobile Receivables Trust, Series 2016-1, Class C, 2.89%, due 01/10/2022 0.31%
Diamond Resorts Owner Trust, Series 2014-1, Class A, 2.54%, due 05/20/2027 0.30%
CNH Equipment Trust, Series 2014-C, Class A3, 1.05%, due 11/15/2019 0.30%
CarMax Auto Owner Trust, Series 2015-2, Class C, 2.39%, due 03/15/2021 0.29%
Government National Mortgage Association, 5.30%, due 04/20/2061 0.29%
Avis Budget Rental Car Funding AESOP LLC, Series 2012-3A, Class B, 3.04%, due 03/20/2019 0.27%
MVW Owner Trust, Series 2016-1A, Class A, 2.25%, due 12/20/2033 0.27%
Cisco Systems, Inc., 2.20%, due 02/28/2021 0.27%
Diamond Resorts Owner Trust, Series 2013-2, Class A, 2.27%, due 05/20/2026 0.25%
PACCAR Financial Corp., Series MTN, 1.75%, due 08/14/2018 0.24%
AmeriCredit Automobile Receivables Trust, Series 2015-4, Class C, 2.88%, due 07/08/2021 0.24%
CNH Equipment Trust, Series 2015-B, Class A3, 1.37%, due 07/15/2020 0.24%
Entergy Texas Restoration Funding LLC, Series 2009-A, Class A2, 3.65%, due 08/01/2019 0.24%
Tricon American Homes Trust, Series 2015-SFR1, Class B, 2.65%, due 05/17/2032 0.23%
Capital Auto Receivables Asset Trust, Series 2016-3, Class C, 2.35%, due 09/20/2021 0.23%
WFRBS Commercial Mortgage Trust, Series 2013-C18, Class A1, 1.19%, due 12/15/2046 0.23%
JPMBB Commercial Mortgage Securities Trust, Series 2013-C17, Class A1, 1.24%, due 01/15/2047 0.20%
Diamond Resorts Owner Trust, Series 2015-2, Class A, 2.99%, due 05/22/2028 0.20%
CLI Funding V LLC, Series 2013-1A, Class NOTE, 2.83%, due 03/18/2028 0.20%
AmeriCredit Automobile Receivables Trust, Series 2013-3, Class C, 2.38%, due 06/10/2019 0.18%
Government National Mortgage Association, 4.86%, due 05/20/2061 0.16%
Sierra Timeshare Receivables Funding LLC, Series 2015-1A, Class A, 2.40%, due 03/22/2032 0.16%
CLI Funding V LLC, Series 2013-3A, Class A, 3.67%, due 11/18/2028 0.13%
Government National Mortgage Association, 5.68%, due 06/20/2059 0.13%
Avis Budget Rental Car Funding AESOP LLC, Series 2014-1A, Class B, 2.96%, due 07/20/2020 0.12%
Government National Mortgage Association, 5.75%, due 12/15/2022 0.09%
AmeriCredit Automobile Receivables Trust, Series 2013-2, Class C, 1.79%, due 03/08/2019 0.09%
Government National Mortgage Association, 4.82%, due 02/20/2061 0.08%
Government National Mortgage Association, 4.74%, due 02/20/2061 0.07%
Federal National Mortgage Association, 0.06%, due 10/25/2021 0.06%
CNH Equipment Trust, Series 2014-A, Class A3, 0.84%, due 05/15/2019 0.01%
Net Other Assets (Liabilities) 0.66%