Transamerica

06/30/2017*


Transamerica Inflation-Protected Securities

Security Description % of Total Market Value
U.S. Treasury Inflation-Indexed Bond, 0.12%, due 04/15/2022 7.61%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2023 5.62%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2020 5.38%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2024 5.22%
U.S. Treasury Inflation-Indexed Note, 1.12%, due 01/15/2021 4.77%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2022 4.56%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 07/15/2023 4.39%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2024 4.02%
U.S. Treasury Inflation-Indexed Bond, 3.87%, due 04/15/2029 3.62%
U.S. Treasury Inflation-Indexed Note, 0.25%, due 01/15/2025 3.59%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2026 3.21%
U.S. Treasury Inflation-Indexed Bond, 1.75%, due 01/15/2028 3.10%
U.S. Treasury Inflation-Indexed Bond, 2.37%, due 01/15/2027 2.99%
U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 2.92%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 07/15/2025 2.72%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2022 2.72%
U.S. Treasury Inflation-Indexed Note, 1.25%, due 07/15/2020 2.52%
U.S. Treasury Inflation-Indexed Bond, 2.37%, due 01/15/2025 2.37%
U.S. Treasury Inflation-Indexed Bond, 0.75%, due 02/15/2042 2.33%
U.S. Treasury Inflation-Indexed Bond, 1.37%, due 02/15/2044 2.28%
U.S. Treasury Inflation-Indexed Bond, 2.00%, due 01/15/2026 2.27%
U.S. Treasury Inflation-Indexed Bond, 2.12%, due 02/15/2041 2.02%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 07/15/2021 2.02%
Italy Buoni Poliennali del Tesoro, 1.65%, due 04/23/2020 1.96%
U.S. Treasury Inflation-Indexed Bond, 1.00%, due 02/15/2046 1.92%
U.S. Treasury Inflation-Indexed Bond, 0.87%, due 02/15/2047 1.79%
U.S. Treasury Inflation-Indexed Bond, 3.62%, due 04/15/2028 1.73%
U.S. Treasury Inflation-Indexed Bond, 2.12%, due 02/15/2040 1.72%
U.S. Treasury Inflation-Indexed Bond, 0.75%, due 02/15/2045 1.56%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 01/15/2027 1.49%
U.S. Treasury Inflation-Indexed Bond, 0.62%, due 02/15/2043 1.36%
U.S. Treasury Inflation-Indexed Note, 1.37%, due 01/15/2020 1.31%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2026 1.13%
BlackRock Liquidity Funds T-Fund Portfolio 0.86%
New Zealand Government Bond, 2.50%, due 09/20/2035 0.83%
U.S. Treasury Inflation-Indexed Bond, 3.37%, due 04/15/2032 0.34%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2021 0.27%
Italy Buoni Poliennali del Tesoro, 2.70%, due 03/01/2047 0.26%
French Republic Government Bond OAT, 2.00%, due 05/25/2048 0.24%
Spain Government Bond, 5.15%, due 10/31/2044 0.23%
Swap Agreement, Pay, 6-Month GBP-LIBOR 0.11%
Swaption Purchased, PUT, Receives Floating Rate Index 3-Month USD-LIBOR 0.05%
Swaption Purchased, PUT, Receives Floating Rate Index 3-Month USD-LIBOR 0.04%
Swaption Purchased, PUT, Receives Floating Rate Index 6-Month JPY-LIBOR 0.04%
Swaption Purchased, PUT, Receives Floating Rate Index 3-Month USD-LIBOR 0.03%
Swap Agreement, Pay, 3-Month USD-LIBOR 0.03%
Swaption Purchased, PUT, Receives Floating Rate Index 3-Month USD-LIBOR 0.01%
Swaption Purchased, PUT, Receives Floating Rate Index 3-Month USD-LIBOR 0.01%
Swap Agreement, Receive, U.K. RPI All Items Monthly 0.01%
Swap Agreement, Pay, 6-Month GBP-LIBOR 0.01%
Futures Contracts, Short, U.K. Gilt 0.01%
Futures Contracts, Short, Euro OAT 0.01%
Futures Contracts, Short, Euro-BTP Italy Government Bond 0.01%
Option Purchased, CALL, 10-Year U.S. Treasury Note Futures 0.01%
Option Purchased, CALL, 10-Year U.S. Treasury Note Futures 0.01%
Swap Agreement, Pay, 3-Month USD-LIBOR 0.01%
Futures Contracts, Short, 10-Year Australia Treasury Bond 0.01%
Futures Contracts, Short, German Euro Bund 0.01%
Swap Agreement, Receive, Eurostat Eurozone HICP ex Tobacco NSA 0.00%**
Swap Agreement, Receive, U.K. RPI All Items Monthly 0.00%**
Futures Contracts, Short, 2-Year U.S. Treasury Note 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, Receive, Eurostat Eurozone HICP ex Tobacco NSA 0.00%**
Swap Agreement, Receive, 3-Month CAD-CDOR 0.00%**
Swap Agreement, Receive, 3-Month CAD-CDOR 0.00%**
Swap Agreement, Receive, 3-Month CAD-CDOR 0.00%**
Swap Agreement, Receive, U.K. RPI All Items Monthly 0.00%**
Swap Agreement, Receive, U.S. CPI Urban Consumers NSA 0.00%**
Futures Contracts, Long, German Euro Schatz 0.00%**
Swap Agreement, Receive, 3-Month USD-LIBOR 0.00%**
Futures Contracts, Long, 10-Year U.S. Treasury Note 0.00%**
Swap Agreement, Pay, 3-Month USD-LIBOR 0.00%**
Futures Contracts, Short, 10-Year U.S. Treasury Bond 0.00%**
Swap Agreement, Pay, Eurostat Eurozone HICP ex Tobacco NSA 0.00%**
Option Written, CALL, 10-Year U.S. Treasury Note Futures 0.00%**
Option Written, CALL, 10-Year U.S. Treasury Note Futures 0.00%**
Futures Contracts, Short, Euro-BTP Italy Government Bond -0.01%**
Futures Contracts, Long, German Euro BUXL -0.01%**
Swap Agreement, Receive, 3-Month USD-LIBOR -0.01%**
Swap Agreement, Receive, U.K. RPI All Items Monthly -0.01%**
Futures Contracts, Long, 5-Year U.S. Treasury Note -0.02%**
Swap Agreement, Receive, 6-Month GBP-LIBOR -0.02%**
Swap Agreement, Receive, 6-Month GBP-LIBOR -0.03%**
Futures Contracts, Short, 90-Day Eurodollar -0.03%**
Futures Contracts, Short, U.S. Treasury Bond -0.05%**
Net Other Assets (Liabilities) -1.48%**