Transamerica

08/31/2017*


Transamerica High Quality Bond

Security Description % of Total Market Value
U.S. Treasury Note, 0.87%, due 07/31/2019 10.75%
U.S. Treasury Note, 1.12%, due 02/28/2021 5.48%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2005-LDP2, Class D, 4.94%, due 07/15/2042 1.38%
Bank of America Corp., Series MTN, 6.87%, due 04/25/2018 1.35%
Morgan Stanley, 2.65%, due 01/27/2020 1.34%
Toronto-Dominion Bank, Series MTN, 1.75%, due 07/23/2018 1.27%
Capital One Multi-Asset Execution Trust, Series 2015-A1, Class A1, 1.39%, due 01/15/2021 1.26%
Citibank Credit Card Issuance Trust, Series 2017-A3, Class A3, 1.92%, due 04/07/2022 1.23%
Verizon Communications, Inc., 2.25%, due 03/16/2022 1.22%
CVS Health Corp., 2.80%, due 07/20/2020 1.18%
Citigroup, Inc., 2.55%, due 04/08/2019 1.15%
Wells Fargo & Co., 2.50%, due 03/04/2021 1.15%
Cabela's Credit Card Master Note Trust, Series 2015-1A, Class A1, 2.26%, due 03/15/2023 1.12%
KeyBank NA, 2.35%, due 03/08/2019 1.11%
Morgan Stanley Capital I Trust, Series 2014-MP, Class A, 3.46%, due 08/11/2033 1.11%
Capital One Multi-Asset Execution Trust, Series 2016-A4, Class A4, 1.33%, due 06/15/2022 1.10%
Capital One Multi-Asset Execution Trust, Series 2015-A8, Class A8, 2.05%, due 08/15/2023 1.10%
UBS Commercial Mortgage Trust, Series 2012-C1, Class A3, 3.40%, due 05/10/2045 1.10%
Core Industrial Trust, Series 2015-TEXW, Class C, 3.73%, due 02/10/2034 1.10%
Petroleos Mexicanos, 3.32%, due 07/18/2018 1.09%
Ford Credit Floorplan Master Owner Trust, Series 2016-5, Class A1, 1.95%, due 11/15/2021 1.05%
General Motors Financial Co., Inc., 3.20%, due 07/13/2020 1.04%
Visa, Inc., 2.20%, due 12/14/2020 1.03%
Goldman Sachs Group, Inc., 2.67%, due 04/23/2021 1.02%
Discover Card Execution Note Trust, Series 2015-A4, Class A4, 2.19%, due 04/17/2023 1.01%
Citibank Credit Card Issuance Trust, Series 2017-A2, Class A2, 1.74%, due 01/19/2021 1.00%
Exelon Generation Co. LLC, 5.20%, due 10/01/2019 0.99%
Capital One Multi-Asset Execution Trust, Series 2016-A3, Class A3, 1.34%, due 04/15/2022 0.96%
CGGS Commercial Mortgage Trust, Series 2016-RNDA, Class AFX, 2.75%, due 02/10/2033 0.95%
John Deere Capital Corp., Series MTN, 1.25%, due 10/09/2019 0.94%
Public Service Co. of Oklahoma, 5.15%, due 12/01/2019 0.89%
Federal National Mortgage Association, 1.95%, due 11/01/2020 0.87%
Ford Credit Auto Owner Trust, Series 2017-A, Class C, 2.41%, due 07/15/2023 0.86%
Ventas Realty, LP / Ventas Capital Corp., 4.00%, due 04/30/2019 0.86%
Airgas, Inc., 1.65%, due 02/15/2018 0.85%
Bear Stearns Cos. LLC, 7.25%, due 02/01/2018 0.85%
Government National Mortgage Association, 5.47%, due 01/20/2060 0.83%
World Omni Auto Receivables Trust, Series 2015-A, Class A4, 1.75%, due 04/15/2021 0.81%
Teva Pharmaceutical Finance IV LLC, 2.25%, due 03/18/2020 0.81%
Husky Energy, Inc., 6.20%, due 09/15/2017 0.80%
Master Credit Card Trust II, Series 2017-1A, Class A, 2.26%, due 07/21/2021 0.78%
Honeywell International, Inc., 1.40%, due 10/30/2019 0.77%
AT&T, Inc., 2.80%, due 02/17/2021 0.74%
Morgan Stanley Capital I Trust, Series 2016-UB12, Class A1, 1.77%, due 12/15/2049 0.72%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.97%, due 01/25/2021 0.71%
Nissan Master Owner Trust Receivables, Series 2015-A, Class A2, 1.44%, due 01/15/2020 0.69%
Synchrony Credit Card Master Note Trust, Series 2012-2, Class A, 2.22%, due 01/15/2022 0.69%
Government National Mortgage Association, 4.71%, due 02/20/2063 0.68%
Anheuser-Busch InBev Finance, Inc., 2.65%, due 02/01/2021 0.68%
World Omni Automobile Lease Securitization Trust, Series 2015-A, Class B, 1.94%, due 12/15/2020 0.67%
Toyota Motor Credit Corp., Series MTN, 1.70%, due 02/19/2019 0.67%
Capital One Multi-Asset Execution Trust, Series 2016-A6, Class A6, 1.82%, due 09/15/2022 0.67%
Capital One Multi-Asset Execution Trust, Series 2017-A1, Class A1, 2.00%, due 01/17/2023 0.67%
CIT Equipment Collateral, Series 2014-VT1, Class C, 2.65%, due 10/20/2022 0.66%
CNH Equipment Trust, Series 2015-A, Class B, 2.14%, due 08/15/2022 0.66%
Chase Issuance Trust, Series 2014-A7, Class A7, 1.38%, due 11/15/2019 0.66%
Discover Card Execution Note Trust, Series 2014-A5, Class A, 1.39%, due 04/15/2020 0.66%
Barclays Dryrock Issuance Trust, Series 2016-1, Class A, 1.52%, due 05/16/2022 0.66%
Government National Mortgage Association, 4.66%, due 09/20/2063 0.64%
Government National Mortgage Association, 4.52%, due 12/20/2061 0.64%
Hyundai Auto Receivables Trust, Series 2017-B, Class B, 2.23%, due 02/15/2023 0.61%
Huntington Auto Trust, Series 2016-1, Class A3, 1.59%, due 11/16/2020 0.61%
CNH Equipment Trust, Series 2015-B, Class B, 2.23%, due 10/17/2022 0.61%
Hewlett Packard Enterprise Co., 2.85%, due 10/05/2018 0.60%
BX Trust, Series 2017-SLCT, Class B, 2.45%, due 07/15/2034 0.59%
COMM Mortgage Trust, Series 2013-CR12, Class A1, 1.29%, due 10/10/2046 0.59%
FREMF Mortgage Trust, Series 2012-K18, Class B, 4.40%, due 01/25/2045 0.56%
Capital Auto Receivables Asset Trust, Series 2015-4, Class C, 2.89%, due 02/22/2021 0.55%
Government National Mortgage Association, 4.82%, due 06/20/2063 0.54%
Government National Mortgage Association, 4.84%, due 05/20/2062 0.54%
DBCG Mortgage Trust, Series 2017-BBG, Class B, 2.17%, due 06/15/2034 0.53%
CGDB Commercial Mortgage Trust, Series 2017-BIO, Class B, 2.17%, due 05/15/2030 0.53%
CLNS Trust, Series 2017-IKPR, Class B, 2.22%, due 06/11/2032 0.53%
Colony American Homes, Series 2015-1A, Class A, 2.42%, due 07/17/2032 0.51%
Ford Motor Credit Co. LLC, 2.24%, due 06/15/2018 0.50%
Ally Auto Receivables Trust, Series 2017-4, Class A4, 1.96%, due 07/15/2022 0.50%
Chevron Corp., 1.71%, due 06/24/2018 0.50%
American Express Credit Account Master Trust, Series 2014-4, Class A, 1.43%, due 06/15/2020 0.50%
Banc of America Commercial Mortgage Trust, Series 2008-1, Class A4, 6.48%, due 02/10/2051 0.50%
Government National Mortgage Association, 5.26%, due 11/20/2060 0.49%
MVW Owner Trust, Series 2017-1A, Class A, 2.42%, due 12/20/2034 0.48%
Bayer US Finance LLC, 1.50%, due 10/06/2017 0.47%
Ford Credit Auto Owner Trust, Series 2016-C, Class B, 1.73%, due 03/15/2022 0.47%
Toyota Auto Receivables Owner Trust, Series 2017-A, Class A2A, 1.42%, due 09/16/2019 0.45%
Verizon Owner Trust, Series 2017-1A, Class B, 2.45%, due 09/20/2021 0.45%
Chesapeake Funding II LLC, Series 2017-2A, Class B, 2.81%, due 05/15/2029 0.44%
MVW Owner Trust, Series 2015-1A, Class A, 2.52%, due 12/20/2032 0.43%
John Deere Owner Trust, Series 2017-B, Class A4, 2.11%, due 07/15/2024 0.43%
AmeriCredit Automobile Receivables Trust, Series 2014-3, Class D, 3.13%, due 10/08/2020 0.43%
Bank of Nova Scotia, 2.15%, due 07/14/2020 0.42%
Avis Budget Rental Car Funding AESOP LLC, Series 2014-1A, Class A, 2.46%, due 07/20/2020 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 0.38%
CNH Equipment Trust, Series 2013-D, Class B, 1.75%, due 04/15/2021 0.36%
FREMF Mortgage Trust, Series 2012-K710, Class B, 3.94%, due 06/25/2047 0.36%
Altera Corp., 2.50%, due 11/15/2018 0.35%
CNH Equipment Trust, Series 2014-B, Class B, 1.93%, due 11/15/2021 0.35%
Ford Credit Floorplan Master Owner Trust, Series 2015-1, Class B, 1.62%, due 01/15/2020 0.35%
Ford Motor Credit Co. LLC, 3.33%, due 03/28/2022 0.34%
JPMorgan Chase & Co., 2.55%, due 10/29/2020 0.34%
Capital Auto Receivables Asset Trust, Series 2016-1, Class B, 2.67%, due 12/21/2020 0.33%
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class C, 2.71%, due 08/18/2022 0.33%
Capital Auto Receivables Asset Trust, Series 2016-2, Class B, 2.11%, due 03/22/2021 0.33%
Capital One Multi-Asset Execution Trust, Series 2007-A7, Class A7, 5.75%, due 07/15/2020 0.33%
American Express Credit Account Master Trust, Series 2014-3, Class A, 1.49%, due 04/15/2020 0.33%
World Omni Automobile Lease Securitization Trust, Series 2016-A, Class A4, 1.61%, due 01/15/2022 0.33%
AmeriCredit Automobile Receivables Trust, Series 2016-4, Class B, 1.83%, due 12/08/2021 0.33%
AmeriCredit Automobile Receivables Trust, Series 2016-1, Class C, 2.89%, due 01/10/2022 0.32%
Government National Mortgage Association, 4.64%, due 11/20/2061 0.32%
Global SC Finance II SRL, Series 2013-1A, Class A, 2.98%, due 04/17/2028 0.31%
Sierra Receivables Funding Co. LLC, Series 2017-1A, Class A, 2.91%, due 03/20/2034 0.30%
Federal Home Loan Mortgage Corp., 2.88%, due 06/01/2033 0.30%
CarMax Auto Owner Trust, Series 2015-2, Class C, 2.39%, due 03/15/2021 0.30%
Diamond Resorts Owner Trust, Series 2014-1, Class A, 2.54%, due 05/20/2027 0.28%
Avis Budget Rental Car Funding AESOP LLC, Series 2012-3A, Class B, 3.04%, due 03/20/2019 0.28%
Verizon Owner Trust, Series 2017-2A, Class C, 2.38%, due 12/20/2021 0.28%
Cisco Systems, Inc., 2.20%, due 02/28/2021 0.28%
MVW Owner Trust, Series 2016-1A, Class A, 2.25%, due 12/20/2033 0.26%
Government National Mortgage Association, 5.29%, due 04/20/2061 0.26%
PACCAR Financial Corp., Series MTN, 1.75%, due 08/14/2018 0.25%
AmeriCredit Automobile Receivables Trust, Series 2015-4, Class C, 2.88%, due 07/08/2021 0.25%
Tricon American Homes Trust, Series 2015-SFR1, Class B, 2.87%, due 05/17/2032 0.24%
Capital Auto Receivables Asset Trust, Series 2016-3, Class C, 2.35%, due 09/20/2021 0.24%
Diamond Resorts Owner Trust, Series 2013-2, Class A, 2.27%, due 05/20/2026 0.23%
CNH Equipment Trust, Series 2015-B, Class A3, 1.37%, due 07/15/2020 0.22%
CLI Funding V LLC, Series 2013-1A, Class NOTE, 2.83%, due 03/18/2028 0.20%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class A2, 1.97%, due 05/15/2046 0.18%
Diamond Resorts Owner Trust, Series 2015-2, Class A, 2.99%, due 05/22/2028 0.17%
CNH Equipment Trust, Series 2014-C, Class A3, 1.05%, due 11/15/2019 0.16%
Entergy Texas Restoration Funding LLC, Series 2009-A, Class A2, 3.65%, due 08/01/2019 0.15%
Government National Mortgage Association, 4.86%, due 05/20/2061 0.15%
Sierra Timeshare Receivables Funding LLC, Series 2015-1A, Class A, 2.40%, due 03/22/2032 0.14%
CLI Funding V LLC, Series 2013-3A, Class A, 3.67%, due 11/18/2028 0.13%
Avis Budget Rental Car Funding AESOP LLC, Series 2014-1A, Class B, 2.96%, due 07/20/2020 0.12%
Federal National Mortgage Association, 0.40%, due 01/25/2022 0.12%
Government National Mortgage Association, 5.75%, due 12/15/2022 0.09%
AmeriCredit Automobile Receivables Trust, Series 2013-3, Class C, 2.38%, due 06/10/2019 0.09%
WFRBS Commercial Mortgage Trust, Series 2013-C18, Class A1, 1.19%, due 12/15/2046 0.07%
Government National Mortgage Association, 4.82%, due 02/20/2061 0.07%
Federal National Mortgage Association, 0.18%, due 10/25/2021 0.07%
Government National Mortgage Association, 5.70%, due 06/20/2059 0.06%
Government National Mortgage Association, 4.74%, due 02/20/2061 0.06%
Net Other Assets (Liabilities) 2.00%