Transamerica

11/30/2017*


Transamerica Inflation-Protected Securities

Security Description % of Total Net Assets
U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2023 5.79%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 07/15/2023 5.64%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2022 5.03%
U.S. Treasury Inflation-Indexed Note, 1.12%, due 01/15/2021 4.46%
U.S. Treasury Inflation-Indexed Note, 0.25%, due 01/15/2025 4.14%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 07/15/2027 4.11%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2024 3.97%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 07/15/2021 3.57%
U.S. Treasury Inflation-Indexed Note, 1.25%, due 07/15/2020 3.53%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2026 3.45%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 07/15/2025 3.42%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2024 3.38%
U.S. Treasury Inflation-Indexed Bond, 1.37%, due 02/15/2044 3.34%
U.S. Treasury Inflation-Indexed Bond, 0.75%, due 02/15/2042 3.26%
U.S. Treasury Inflation-Indexed Bond, 2.37%, due 01/15/2025 2.96%
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 2.73%
U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 2.48%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2020 2.43%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2026 2.30%
U.S. Treasury Inflation-Indexed Bond, 3.62%, due 04/15/2028 2.15%
U.S. Treasury Inflation-Indexed Bond, 2.00%, due 01/15/2026 2.05%
Italy Buoni Poliennali del Tesoro, 1.65%, due 04/23/2020 1.93%
U.S. Treasury Inflation-Indexed Bond, 1.75%, due 01/15/2028 1.89%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2021 1.81%
U.S. Treasury Inflation-Indexed Bond, 2.37%, due 01/15/2027 1.77%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2022 1.75%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 01/15/2027 1.73%
U.S. Treasury Inflation-Indexed Bond, 2.12%, due 02/15/2040 1.72%
U.S. Treasury Inflation-Indexed Bond, 2.12%, due 02/15/2041 1.53%
U.S. Treasury Inflation-Indexed Bond, 1.00%, due 02/15/2046 1.46%
U.S. Treasury Inflation-Indexed Bond, 0.87%, due 02/15/2047 1.41%
New Zealand Government Bond, 2.50%, due 09/20/2035 1.01%
U.S. Treasury Inflation-Indexed Bond, 0.62%, due 02/15/2043 0.84%
U.K. Gilt Inflation-Linked, 0.12%, due 03/22/2026 0.63%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2022 0.57%
New Zealand Government Bond, 3.00%, due 09/20/2030 0.56%
U.S. Treasury Inflation-Indexed Bond, 3.37%, due 04/15/2032 0.39%
Italy Buoni Poliennali del Tesoro, 2.70%, due 03/01/2047 0.36%
Canada Government Real Return Bond, 4.25%, due 12/01/2026 0.32%
U.K. Gilt, 1.50%, due 07/22/2047 0.23%
New Zealand Government Bond, 2.50%, due 09/20/2040 0.19%
Swaption Purchased, PUT, Receives Floating Rate Index 3-Month USD-LIBOR 0.17%
BlackRock Liquidity Funds T-Fund Portfolio 0.11%
Swap Agreement, Pay, 6-Month GBP-LIBOR 0.09%
Futures Contracts, Short, U.S. Treasury Bond 0.06%
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, U.K. RPI All Items Monthly 0.02%
Swap Agreement, Receive, U.K. RPI All Items Monthly 0.02%
Swaption Purchased, PUT, Receives Floating Rate Index 3-Month USD-LIBOR 0.01%
U.K. Gilt Inflation-Linked, 0.75%, due 11/22/2047 0.01%
Futures Contracts, Short, U.S. Treasury Bond 0.01%
Swap Agreement, Receive, U.K. RPI All Items Monthly 0.01%
Swap Agreement, Pay, 6-Month GBP-LIBOR 0.01%
Swap Agreement, Receive, 6-Month GBP-LIBOR 0.01%
Swap Agreement, Pay, Eurostat Eurozone HICP ex Tobacco NSA 0.01%
Swap Agreement, Pay, Eurostat Eurozone HICP ex Tobacco NSA 0.01%
Futures Contracts, Long, German Euro BUXL 0.01%
Swap Agreement, Pay, 6-Month GBP-LIBOR 0.01%
Futures Contracts, Short, 90-Day Eurodollar 0.00%**
Swap Agreement, Pay, 3-Month USD-LIBOR 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, 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, 6-Month JPY-LIBOR 0.00%**
Swap Agreement, Pay, 6-Month JPY-LIBOR 0.00%**
Swap Agreement, Receive, U.K. RPI All Items Monthly 0.00%**
Hellenic Republic Government Bond, Zero Coupon, due 10/15/2042 0.00%**
Futures Contracts, Short, 10-Year U.S. Treasury Bond 0.00%**
Futures Contracts, Short, Euro OAT 0.00%**
Futures Contracts, Short, 10-Year Canada Government Bond 0.00%**
Swap Agreement, Pay, 3-Month USD-LIBOR 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, Eurostat Eurozone HICP ex Tobacco NSA 0.00%**
Swap Agreement, Receive, 6-Month JPY-LIBOR 0.00%**
Swap Agreement, Receive, 6-Month JPY-LIBOR 0.00%**
Swap Agreement, Receive, U.K. RPI All Items Monthly 0.00%**
Swap Agreement, Pay, 3-Month NZD-BKBM 0.00%**
Futures Contracts, Long, 2-Year U.S. Treasury Note 0.00%**
Swap Agreement, Pay, 3-Month NZD-BKBM 0.00%**
Swap Agreement, Pay, 3-Month NZD-BKBM 0.00%**
Futures Contracts, Short, German Euro Schatz 0.00%**
Swap Agreement, Receive, U.K. RPI All Items Monthly 0.00%**
Swap Agreement, Receive, 3-Month USD-LIBOR 0.00%**
Futures Contracts, Short, German Euro Bund 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, Eurostat Eurozone HICP ex Tobacco NSA 0.00%**
Futures Contracts, Short, German Euro BOBL 0.00%**
Swap Agreement, Receive, Eurostat Eurozone HICP ex Tobacco NSA 0.00%**
Swap Agreement, Receive, 3-Month USD-LIBOR 0.00%**
Futures Contracts, Long, 5-Year U.S. Treasury Note 0.00%**
Swap Agreement, Pay, U.S. CPI Urban Consumers NAS -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, Eurostat Eurozone HICP ex Tobacco NSA -0.01%**
Swap Agreement, Pay, U.K. RPI All Items Monthly -0.01%**
Swap Agreement, Receive, Eurostat Eurozone HICP ex Tobacco NSA -0.01%**
Swap Agreement, Receive, 3-Month USD-LIBOR -0.01%**
Futures Contracts, Long, 10-Year U.S. Treasury Note -0.01%**
Swap Agreement, Pay, U.K. RPI All Items Monthly -0.02%**
Swap Agreement, Receive, 6-Month GBP-LIBOR -0.02%**
Swap Agreement, Receive, Eurostat Eurozone HICP ex Tobacco NSA -0.03%**
Futures Contracts, Short, Euro-BTP Italy Government Bond -0.03%**
Swaption Written, PUT, 5-Year -0.07%**
Net Other Assets (Liabilities) 0.51%