Transamerica

08/31/2017*


Transamerica Inflation-Protected Securities

Security Description % of Total Market Value
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2022 6.21%
U.S. Treasury Inflation-Indexed Note, 1.12%, due 01/15/2021 5.32%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2022 5.10%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 07/15/2023 4.93%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2023 4.85%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2024 4.71%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2024 3.93%
U.S. Treasury Inflation-Indexed Note, 1.25%, due 07/15/2020 3.89%
U.S. Treasury Inflation-Indexed Note, 0.25%, due 01/15/2025 3.87%
U.S. Treasury Inflation-Indexed Bond, 3.87%, due 04/15/2029 3.14%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2026 3.10%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 07/15/2025 3.07%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2022 3.04%
U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 2.71%
U.S. Treasury Inflation-Indexed Bond, 2.37%, due 01/15/2025 2.66%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 01/15/2027 2.65%
U.S. Treasury Inflation-Indexed Bond, 1.37%, due 02/15/2044 2.60%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2026 2.58%
U.S. Treasury Inflation-Indexed Bond, 0.75%, due 02/15/2042 2.36%
U.S. Treasury Inflation-Indexed Bond, 1.75%, due 01/15/2028 2.34%
Italy Buoni Poliennali del Tesoro, 1.65%, due 04/23/2020 2.27%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 07/15/2021 2.25%
U.S. Treasury Inflation-Indexed Bond, 1.00%, due 02/15/2046 1.95%
U.S. Treasury Inflation-Indexed Bond, 3.62%, due 04/15/2028 1.94%
U.S. Treasury Inflation Indexed Note, 0.37%, due 07/15/2027 1.94%
U.S. Treasury Inflation-Indexed Bond, 2.37%, due 01/15/2027 1.92%
U.S. Treasury Inflation-Indexed Bond, 0.87%, due 02/15/2047 1.92%
U.S. Treasury Inflation-Indexed Bond, 2.12%, due 02/15/2041 1.89%
U.S. Treasury Inflation-Indexed Bond, 2.00%, due 01/15/2026 1.84%
U.S. Treasury Inflation-Indexed Bond, 0.75%, due 02/15/2045 1.78%
U.S. Treasury Inflation-Indexed Bond, 2.12%, due 02/15/2040 1.64%
U.S. Treasury Inflation-Indexed Bond, 0.62%, due 02/15/2043 1.56%
New Zealand Government Bond, 2.50%, due 09/20/2035 0.90%
BlackRock Liquidity Funds T-Fund Portfolio 0.84%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2020 0.73%
U.S. Treasury Inflation-Indexed Bond, 3.37%, due 04/15/2032 0.38%
U.S. Treasury Inflation-Indexed Note, 1.37%, due 01/15/2020 0.32%
Italy Buoni Poliennali del Tesoro, 2.70%, due 03/01/2047 0.31%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2021 0.30%
Canada Government Real Return Bond, 4.25%, due 12/01/2026 0.30%
Spain Government Bond, 5.15%, due 10/31/2044 0.26%
Swaption Purchased, PUT, Receives Floating Rate Index 3-Month USD-LIBOR 0.15%
New Zealand Government Bond, 2.50%, due 09/20/2040 0.09%
Futures Contracts, Long, German Euro BUXL 0.08%
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, 6-Month GBP-LIBOR 0.02%
Option Purchased, CALL, 10-Year U.S. Treasury Note Futures 0.02%
Futures Contracts, Long, 10-Year U.S. Treasury Bond 0.01%
Swap Agreement, Receive, U.K. RPI All Items Monthly 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%
Futures Contracts, Short, 10-Year Australia Treasury Bond 0.01%
Swap Agreement, Receive, 3-Month USD-LIBOR 0.01%
Swap Agreement, Receive, Eurostat Eurozone HICP ex Tobacco NSA 0.01%
Futures Contracts, Long, 10-Year U.S. Treasury Note 0.01%
Swap Agreement, Receive, 3-Month USD-LIBOR 0.00%**
Futures Contracts, Short, U.K. Gilt 0.00%**
Option Purchased, PUT, EUR vs. USD 0.00%**
Swap Agreement, Receive, Eurostat Eurozone HICP ex Tobacco NSA 0.00%**
Hellenic Republic Government Bond, Zero Coupon, due 10/15/2042 0.00%**
Futures Contracts, Short, Euro-BTP Italy Government Bond 0.00%**
Futures Contracts, Short, Euro OAT 0.00%**
Swap Agreement, Pay, US CPI Urban Consumers NAS 0.00%**
Swap Agreement, Pay, US CPI Urban Consumers NAS 0.00%**
Swap Agreement, Receive, US CPI Urban Consumers NAS 0.00%**
Swap Agreement, Pay, Eurostat Eurozone HICP ex Tobacco NSA 0.00%**
Swap Agreement, Receive, U.K. RPI All Items Monthly 0.00%**
Swap Agreement, Pay, Eurostat Eurozone HICP ex Tobacco NSA 0.00%**
Futures Contracts, Short, 10-Year Canada Government Bond 0.00%**
Swap Agreement, Pay, U.K. RPI All Items Monthly 0.00%**
Swap Agreement, Receive, 6-Month GBP-LIBOR 0.00%**
Futures Contracts, Short, 2-Year U.S. Treasury Note 0.00%**
Swap Agreement, Pay, 3-Month USD-LIBOR 0.00%**
Futures Contracts, Short, 5-Year U.S. Treasury Note 0.00%**
Swap Agreement, Receive, Eurostat Eurozone HICP ex Tobacco NSA 0.00%**
Swap Agreement, Receive, 6-Month GBP-LIBOR 0.00%**
Swap Agreement, Receive, U.K. RPI All Items Monthly 0.00%**
Swap Agreement, Pay, 3-Month USD-LIBOR 0.00%**
Swap Agreement, Receive, U.K. RPI All Items Monthly 0.00%**
Option Written, CALL, 10-Year U.S. Treasury Note Futures -0.01%**
Option Written, PUT, 10-Year U.S. Treasury Note Futures -0.01%**
Swap Agreement, Receive, 3-Month CAD-CDOR -0.01%**
Swap Agreement, Receive, Eurostat Eurozone HICP ex Tobacco NSA -0.01%**
Swap Agreement, Receive, 3-Month CAD-CDOR -0.01%**
Futures Contracts, Short, Euro-BTP Italy Government Bond -0.02%**
Swap Agreement, Pay, 3-Month USD-LIBOR -0.03%**
Option Written, CALL, EUR vs. USD -0.03%**
Swaption Written, PUT, 5-Year -0.05%**
Futures Contracts, Short, U.S. Treasury Bond -0.05%**
Futures Contracts, Short, German Euro Bund -0.10%**
Futures Contracts, Short, 90-Day Eurodollar -0.10%**
Net Other Assets (Liabilities) -0.42%**