Transamerica

10/31/2017*


Transamerica Inflation-Protected Securities

Security Description % of Total Net Assets
U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2023 6.11%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 07/15/2023 5.42%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2022 4.96%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2024 4.74%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2024 4.71%
U.S. Treasury Inflation-Indexed Note, 1.12%, due 01/15/2021 4.40%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2026 3.95%
U.S. Treasury Inflation-Indexed Note, 0.25%, due 01/15/2025 3.73%
U.S. Treasury Inflation-Indexed Note, 1.25%, due 07/15/2020 3.64%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2026 3.46%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 07/15/2025 3.36%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2022 3.35%
U.S. Treasury Inflation-Indexed Bond, 1.37%, due 02/15/2044 3.27%
U.S. Treasury Inflation-Indexed Bond, 0.75%, due 02/15/2042 3.19%
U.S. Treasury Inflation-Indexed Bond, 2.37%, due 01/15/2025 2.91%
U.S. Treasury Inflation-Indexed Bond, 0.75%, due 02/15/2045 2.73%
U.S. Treasury Inflation-Indexed Bond, 3.87%, due 04/15/2029 2.69%
U.S. Treasury Inflation-Indexed Bond, 1.75%, due 01/15/2028 2.56%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 07/15/2021 2.48%
Italy Buoni Poliennali del Tesoro, 1.65%, due 04/23/2020 2.47%
U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 2.44%
U.S. Treasury Inflation-Indexed Bond, 3.62%, due 04/15/2028 2.12%
U.S. Treasury Inflation-Indexed Bond, 2.00%, due 01/15/2026 2.02%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 07/15/2027 1.86%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2021 1.79%
U.S. Treasury Inflation-Indexed Bond, 2.37%, due 01/15/2027 1.74%
U.S. Treasury Inflation-Indexed Bond, 2.12%, due 02/15/2040 1.68%
U.S. Treasury Inflation-Indexed Bond, 1.00%, due 02/15/2046 1.56%
U.S. Treasury Inflation-Indexed Bond, 2.12%, due 02/15/2041 1.49%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2022 1.37%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2020 1.08%
New Zealand Government Bond, 2.50%, due 09/20/2035 0.98%
U.S. Treasury Inflation-Indexed Bond, 0.87%, due 02/15/2047 0.93%
U.S. Treasury Inflation-Indexed Bond, 0.62%, due 02/15/2043 0.82%
U.K. Gilt Inflation-Linked, 0.12%, due 03/22/2026 0.61%
New Zealand Government Bond, 3.00%, due 09/20/2030 0.54%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 01/15/2027 0.53%
U.S. Treasury Inflation-Indexed Bond, 3.37%, due 04/15/2032 0.38%
Italy Buoni Poliennali del Tesoro, 2.70%, due 03/01/2047 0.35%
Canada Government Real Return Bond, 4.25%, due 12/01/2026 0.32%
U.K. Gilt Inflation-Linked, 0.75%, due 11/22/2047 0.19%
New Zealand Government Bond, 2.50%, due 09/20/2040 0.18%
Swaption Purchased, PUT, Receives Floating Rate Index 3-Month USD-LIBOR 0.18%
Swap Agreement, Pay, 6-Month GBP-LIBOR 0.10%
Futures Contracts, Short, U.S. Treasury Bond 0.08%
BlackRock Liquidity Funds T-Fund Portfolio 0.07%
Swaption Purchased, PUT, Receives Floating Rate Index 3-Month USD-LIBOR 0.05%
Swaption Purchased, PUT, Receives Floating Rate Index 6-Month JPY-LIBOR 0.04%
Swap Agreement, Pay, 3-Month USD-LIBOR 0.03%
Swaption Purchased, PUT, Receives Floating Rate Index 3-Month USD-LIBOR 0.03%
Swap Agreement, Receive, 3-Month CAD-CDOR 0.03%
Futures Contracts, Short, 2-Year U.S. Treasury Note 0.03%
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, 3-Month CAD-CDOR 0.01%
BlackRock Liquidity Funds T-Fund Portfolio 0.01%
Swap Agreement, Pay, U.S. CPI Urban Consumers NAS 0.01%
Futures Contracts, Short, U.S. Treasury Bond 0.01%
Swap Agreement, Receive, U.K. RPI All Items Monthly 0.00%**
Swap Agreement, Receive, 6-Month GBP-LIBOR 0.00%**
Swap Agreement, Pay, 3-Month NZD-BKBM 0.00%**
Futures Contracts, Short, 90-Day Eurodollar 0.00%**
Swap Agreement, Pay, 3-Month USD-LIBOR 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, Pay, U.K. RPI All Items Monthly 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, Pay, 3-Month NZD-BKBM 0.00%**
Swap Agreement, Pay, 3-Month NZD-BKBM 0.00%**
Swap Agreement, Pay, Eurostat Eurozone HICP ex Tobacco NSA 0.00%**
Futures Contracts, Short, 10-Year Canada Government Bond 0.00%**
Hellenic Republic Government Bond, Zero Coupon, due 10/15/2042 0.00%**
Swap Agreement, Receive, 6-Month GBP-LIBOR 0.00%**
Swap Agreement, Receive, 6-Month GBP-LIBOR 0.00%**
Swap Agreement, Pay, Eurostat Eurozone HICP ex Tobacco NSA 0.00%**
Swap Agreement, Receive, Eurostat Eurozone HICP ex Tobacco NSA 0.00%**
Futures Contracts, Long, German Euro BUXL 0.00%**
Swap Agreement, Receive, U.K. RPI All Items Monthly 0.00%**
Swap Agreement, Receive, 6-Month GBP-LIBOR 0.00%**
Swap Agreement, Receive, 3-Month USD-LIBOR 0.00%**
Swap Agreement, Pay, 3-Month CAD-CDOR 0.00%**
Futures Contracts, Short, German Euro Schatz 0.00%**
Swap Agreement, Receive, 3-Month USD-LIBOR 0.00%**
Swap Agreement, Receive, U.K. RPI All Items Monthly 0.00%**
Swap Agreement, Receive, 3-Month USD-LIBOR 0.00%**
Swap Agreement, Receive, Eurostat Eurozone HICP ex Tobacco NSA 0.00%**
Futures Contracts, Short, U.K. Gilt -0.01%**
Futures Contracts, Short, German Euro Bund -0.01%**
Futures Contracts, Long, 5-Year U.S. Treasury Note -0.01%**
Swap Agreement, Pay, 3-Month CAD-CDOR -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 -0.01%**
Swap Agreement, Receive, U.S. CPI Urban Consumers NAS -0.01%**
Swap Agreement, Receive, 3-Month USD-LIBOR -0.01%**
Swap Agreement, Receive, U.K. RPI All Items Monthly -0.01%**
Futures Contracts, Short, Euro-BTP Italy Government Bond -0.02%**
Swap Agreement, Receive, Eurostat Eurozone HICP ex Tobacco NSA -0.02%**
Swap Agreement, Receive, 6-Month GBP-LIBOR -0.02%**
Futures Contracts, Short, German Euro BOBL -0.02%**
Swap Agreement, Receive, 6-Month GBP-LIBOR -0.02%**
Futures Contracts, Long, 10-Year U.S. Treasury Bond -0.04%**
Swaption Written, PUT, 5-Year -0.08%**
Net Other Assets (Liabilities) 0.51%