Transamerica

09/30/2017*


Transamerica Inflation-Protected Securities

Security Description % of Total Net Assets
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2022 6.06%
U.S. Treasury Inflation-Indexed Note, 1.12%, due 01/15/2021 5.22%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2023 4.90%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 07/15/2023 4.76%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2024 4.74%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2022 4.55%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2024 4.33%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2026 4.14%
U.S. Treasury Inflation-Indexed Note, 1.25%, due 07/15/2020 3.94%
U.S. Treasury Inflation-Indexed Note, 0.25%, due 01/15/2025 3.89%
U.S. Treasury Inflation-Indexed Bond, 1.37%, due 02/15/2044 3.45%
U.S. Treasury Inflation-Indexed Bond, 0.75%, due 02/15/2042 3.29%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2022 3.08%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 07/15/2025 2.92%
U.S. Treasury Inflation-Indexed Bond, 3.87%, due 04/15/2029 2.76%
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 2.67%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2026 2.59%
U.S. Treasury Inflation-Indexed Bond, 0.75%, due 02/15/2045 2.50%
U.S. Treasury Inflation-Indexed Bond, 1.75%, due 01/15/2028 2.42%
Italy Buoni Poliennali del Tesoro, 1.65%, due 04/23/2020 2.29%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 07/15/2021 2.28%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 07/15/2027 2.05%
U.S. Treasury Inflation-Indexed Bond, 3.62%, due 04/15/2028 1.95%
U.S. Treasury Inflation-Indexed Bond, 2.00%, due 01/15/2026 1.85%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2020 1.73%
U.S. Treasury Inflation-Indexed Bond, 2.12%, due 02/15/2040 1.64%
U.S. Treasury Inflation-Indexed Bond, 2.37%, due 01/15/2027 1.60%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 01/15/2027 1.56%
U.S. Treasury Inflation-Indexed Bond, 1.00%, due 02/15/2046 1.55%
U.S. Treasury Inflation-Indexed Bond, 2.12%, due 02/15/2041 1.37%
New Zealand Government Bond, 2.50%, due 09/20/2035 0.91%
U.S. Treasury Inflation-Indexed Bond, 0.87%, due 02/15/2047 0.81%
U.S. Treasury Inflation-Indexed Bond, 0.62%, due 02/15/2043 0.75%
BlackRock Liquidity Funds T-Fund Portfolio 0.70%
U.S. Treasury Inflation-Indexed Bond, 3.37%, due 04/15/2032 0.38%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2021 0.31%
Italy Buoni Poliennali del Tesoro, 2.70%, due 03/01/2047 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%
U.S. Treasury Inflation-Indexed Note, 1.37%, due 01/15/2020 0.21%
U.K. Gilt Inflation-Linked, 0.75%, due 11/22/2047 0.17%
New Zealand Government Bond, 3.00%, due 09/20/2030 0.17%
Swaption Purchased, PUT, Receives Floating Rate Index 3-Month USD-LIBOR 0.16%
Swap Agreement, Pay, 6-Month GBP-LIBOR 0.10%
New Zealand Government Bond, 2.50%, due 09/20/2040 0.09%
Futures Contracts, Short, U.S. Treasury Bond 0.09%
Futures Contracts, Short, 90-Day Eurodollar 0.04%
Swaption Purchased, PUT, Receives Floating Rate Index 3-Month USD-LIBOR 0.04%
Futures Contracts, Short, German Euro Bund 0.04%
Futures Contracts, Short, 2-Year U.S. Treasury Note 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, Receive, 6-Month GBP-LIBOR 0.02%
Swap Agreement, Pay, 3-Month USD-LIBOR 0.02%
Futures Contracts, Short, U.K. Gilt 0.02%
Swaption Purchased, PUT, Receives Floating Rate Index 3-Month USD-LIBOR 0.01%
Swap Agreement, Pay, 3-Month USD-LIBOR 0.01%
Swap Agreement, Receive, U.K. RPI All Items Monthly 0.01%
Swap Agreement, Receive, U.K. RPI All Items Monthly 0.01%
Futures Contracts, Short, 10-Year Canada Government Bond 0.01%
Futures Contracts, Short, Euro-BTP Italy Government Bond 0.01%
Swap Agreement, Pay, 3-Month NZD-BKBM 0.01%
Swap Agreement, Pay, 3-Month NZD-BKBM 0.00%**
Swap Agreement, Pay, U.S. CPI Urban Consumers NAS 0.00%**
Swap Agreement, Pay, 3-Month NZD-BKBM 0.00%**
Swap Agreement, Pay, 3-Month NZD-BKBM 0.00%**
Swap Agreement, Pay, 3-Month USD-LIBOR 0.00%**
Option Purchased, CALL, 10-Year U.S. Treasury Note Futures 0.00%**
Swap Agreement, Receive, 6-Month GBP-LIBOR 0.00%**
Swap Agreement, Receive, 3-Month USD-LIBOR 0.00%**
Swap Agreement, Receive, Eurostat Eurozone HICP ex Tobacco NSA 0.00%**
Swap Agreement, Pay, Eurostat Eurozone HICP ex Tobacco NSA 0.00%**
Option Purchased, CALL, 10-Year U.S. Treasury Note Futures 0.00%**
Hellenic Republic Government Bond, Zero Coupon, due 10/15/2042 0.00%**
Swap Agreement, Pay, Eurostat Eurozone HICP ex Tobacco NSA 0.00%**
Swap Agreement, Pay, U.K. RPI All Items Monthly 0.00%**
Swap Agreement, Receive, U.K. RPI All Items Monthly 0.00%**
Option Purchased, PUT, EUR vs. USD 0.00%**
Swap Agreement, Receive, U.K. RPI All Items Monthly 0.00%**
Swap Agreement, Pay, U.K. RPI All Items Monthly 0.00%**
Swap Agreement, Receive, U.S. CPI Urban Consumers NAS 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%**
Swap Agreement, Pay, Eurostat Eurozone HICP ex Tobacco NSA 0.00%**
Swap Agreement, Receive, 3-Month USD-LIBOR 0.00%**
Futures Contracts, Short, Euro-BTP Italy Government Bond 0.00%**
Futures Contracts, Long, 5-Year U.S. Treasury Note 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, U.K. RPI All Items Monthly 0.00%**
Swap Agreement, Receive, U.S. CPI Urban Consumers NAS -0.01%**
Swap Agreement, Receive, Eurostat Eurozone HICP ex Tobacco NSA -0.01%**
Futures Contracts, Long, 10-Year Australia Treasury Bond -0.01%**
Swap Agreement, Receive, 3-Month USD-LIBOR -0.01%**
Option Written, CALL, EUR vs. USD -0.01%**
Swap Agreement, Receive, U.K. RPI All Items Monthly -0.01%**
Futures Contracts, Long, 10-Year U.S. Treasury Note -0.01%**
Swap Agreement, Receive, Eurostat Eurozone HICP ex Tobacco NSA -0.02%**
Swap Agreement, Receive, 6-Month GBP-LIBOR -0.03%**
Swap Agreement, Receive, 3-Month CAD-CDOR -0.03%**
Swap Agreement, Receive, 3-Month CAD-CDOR -0.03%**
Futures Contracts, Long, 10-Year U.S. Treasury Bond -0.03%**
Option Written, PUT, 10-Year U.S. Treasury Note Futures -0.04%**
Futures Contracts, Long, German Euro BUXL -0.04%**
Swaption Written, PUT, 5-Year -0.07%**
Net Other Assets (Liabilities) -0.50%**