Transamerica

05/31/2017*


Transamerica Inflation-Protected Securities

Security Description % of Total Net Assets
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2020 5.89%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2023 5.40%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2024 5.02%
U.S. Treasury Inflation-Indexed Note, Zero Coupon, due 01/15/2027 4.64%
U.S. Treasury Inflation-Indexed Note, 1.12%, due 01/15/2021 4.58%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2022 4.38%
U.S. Treasury Inflation-Indexed Bond, 0.12%, due 04/15/2022 4.27%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2024 4.23%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 07/15/2023 4.22%
U.S. Treasury Inflation-Indexed Bond, 3.87%, due 04/15/2029 3.50%
U.S. Treasury Inflation-Indexed Note, 0.25%, due 01/15/2025 3.46%
U.S. Treasury Inflation-Indexed Note, 1.37%, due 01/15/2020 3.30%
U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 3.11%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2026 3.10%
U.S. Treasury Inflation-Indexed Bond, 1.75%, due 01/15/2028 3.00%
U.S. Treasury Inflation-Indexed Bond, 2.37%, due 01/15/2027 2.90%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 07/15/2025 2.62%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2022 2.61%
U.S. Treasury Inflation-Indexed Note, 1.25%, due 07/15/2020 2.41%
U.S. Treasury Inflation-Indexed Bond, 2.37%, due 01/15/2025 2.28%
U.S. Treasury Inflation-Indexed Bond, 0.75%, due 02/15/2042 2.26%
U.S. Treasury Inflation-Indexed Bond, 1.37%, due 02/15/2044 2.21%
U.S. Treasury Inflation-Indexed Bond, 2.00%, due 01/15/2026 2.19%
U.S. Treasury Inflation-Indexed Bond, 2.12%, due 02/15/2041 1.96%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 07/15/2021 1.93%
U.S. Treasury Inflation-Indexed Bond, 1.00%, due 02/15/2046 1.87%
Italy Buoni Poliennali del Tesoro, 1.65%, due 04/23/2020 1.83%
U.S. Treasury Inflation-Indexed Bond, 2.12%, due 02/15/2040 1.78%
U.S. Treasury Inflation-Indexed Bond, 3.62%, due 04/15/2028 1.67%
U.S. Treasury Inflation-Indexed Bond, 0.75%, due 02/15/2045 1.51%
U.S. Treasury Inflation-Indexed Bond, 0.62%, due 02/15/2043 1.32%
U.S. Treasury Inflation-Indexed Bond, 0.87%, due 02/15/2047 1.28%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2026 1.09%
New Zealand Government Bond, 2.50%, due 09/20/2035 0.79%
U.K. Gilt, 2.50%, due 07/22/2065 0.36%
U.S. Treasury Inflation-Indexed Bond, 3.37%, due 04/15/2032 0.33%
BlackRock Liquidity Funds T-Fund Portfolio 0.29%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2021 0.26%
Swaption Purchased, PUT, Receives Floating Rate Index 3-Month USD-LIBOR 0.04%
Swaption Purchased, PUT, Receives Floating Rate Index 3-Month USD-LIBOR 0.04%
Option Purchased, CALL, 10-Year U.S. Treasury Note Futures 0.03%
BlackRock Liquidity Funds T-Fund Portfolio 0.03%
Futures Contracts, Long, Euro OAT 0.02%
Swap Agreement, Receive, U.K. RPI All Items Monthly 0.02%
Futures Contracts, Long, 5-Year U.S. Treasury Note 0.01%
Swap Agreement, Receive, Eurostat Eurozone HICP ex Tobacco NSA 0.01%
Swap Agreement, Receive, U.K. RPI All Items Monthly 0.01%
Swap Agreement, Receive, 3-Month USD-LIBOR 0.01%
Swap Agreement, Receive, 3-Month USD-LIBOR 0.00%**
Swap Agreement, Pay, 6-Month GBP-LIBOR 0.00%**
Swap Agreement, Receive, 6-Month GBP-LIBOR 0.00%**
Futures Contracts, Long, 10-Year U.S. Treasury Note 0.00%**
Futures Contracts, Short, U.K. Gilt 0.00%**
Swap Agreement, Receive, Eurostat Eurozone HICP ex Tobacco NSA 0.00%**
Swap Agreement, Receive, U.S. CPI Urban Consumers NSA 0.00%**
Option Purchased, PUT, U.S. Treasury Note Futures 0.00%**
Hellenic Republic Government Bond, Zero Coupon, due 10/15/2042 0.00%**
Swap Agreement, Receive, 3-Month USD-LIBOR 0.00%**
Swap Agreement, Pay, Eurostat Eurozone HICP ex Tobacco NSA 0.00%**
Swap Agreement, Receive, 3-Month USD-LIBOR 0.00%**
Futures Contracts, Short, 10-Year U.S. Treasury Bond 0.00%**
Futures Contracts, Short, 10-Year U.S. Treasury Note 0.00%**
Futures Contracts, Short, German Euro Schatz 0.00%**
Futures Contracts, Short, Euro-BTP Italy Government Bond 0.00%**
Futures Contracts, Short, 10-Year Australia Treasury Bond -0.01%**
Swap Agreement, Pay, 3-Month USD-LIBOR -0.01%**
Futures Contracts, Short, 10-Year U.S. Treasury Bond -0.01%**
Swap Agreement, Pay, 3-Month USD-LIBOR -0.01%**
Option Written, CALL, 10-Year U.S. Treasury Note Futures -0.01%**
Futures Contracts, Short, Euro-BTP Italy Government Bond -0.01%**
Futures Contracts, Short, German Euro Bund -0.01%**
Swap Agreement, Pay, 3-Month USD-LIBOR -0.03%**
Futures Contracts, Short, U.S. Treasury Bond -0.05%**
Futures Contracts, Short, 90-Day Eurodollar -0.05%**
Net Other Assets (Liabilities) 0.13%