Transamerica

08/31/2017*


Transamerica Bond

Security Description % of Total Market Value
Province of Ontario, 2.00%, due 01/30/2019 2.35%
Valeant Pharmaceuticals International, Inc., 6.37%, due 10/15/2020 1.82%
INVISTA Finance LLC, 4.25%, due 10/15/2019 1.79%
Morgan Stanley, Series MTN, 4.35%, due 09/08/2026 1.57%
General Motors Financial Co., Inc., 5.25%, due 03/01/2026 1.51%
U.S. Treasury Note, 1.25%, due 03/31/2019 1.50%
CVS Pass-Through Trust, 4.70%, due 01/10/2036 1.27%
U.S. Treasury Note, 1.25%, due 06/30/2019 1.22%
IFM US Colonial Pipeline 2 LLC, 6.45%, due 05/01/2021 1.18%
AIM Aviation Finance, Ltd., Series 2015-1A, Class A1, 4.21%, due 02/15/2040 1.16%
America Movil SAB de CV, 8.46%, due 12/18/2036 1.15%
Norway Government Bond, 4.50%, due 05/22/2019 1.11%
Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 1.10%
AT&T, Inc., 5.25%, due 03/01/2037 1.07%
European Investment Bank, Series MTN, 8.75%, due 09/18/2021 1.07%
PepsiCo, Inc., 1.35%, due 10/04/2019 1.04%
New York Life Global Funding, 1.50%, due 10/24/2019 1.04%
Credit Agricole SA, 4.37%, due 03/17/2025 1.00%
International Bank for Reconstruction & Development, 4.25%, due 06/20/2019 0.97%
Working Cap Solutions Funding LLC, Series 2016-1, Class TSTC, 7.71%, due 08/27/2017 0.94%
UAL Pass-Through Trust, 6.63%, due 01/02/2024 0.94%
Retail Opportunity Investments Partnership, LP, 4.00%, due 12/15/2024 0.91%
Jefferies Group LLC, 6.25%, due 01/15/2036 0.85%
Glencore Funding LLC, 4.62%, due 04/29/2024 0.84%
CBRE Services, Inc., 4.87%, due 03/01/2026 0.83%
Weyerhaeuser Co., 6.87%, due 12/15/2033 0.82%
Energy Transfer, LP, 4.05%, due 03/15/2025 0.82%
Cox Communications, Inc., 3.85%, due 02/01/2025 0.82%
Kinder Morgan, Inc., 4.30%, due 06/01/2025 0.80%
Bank of America Corp., Series MTN, 4.25%, due 10/22/2026 0.79%
Hewlett Packard Enterprise Co., 4.90%, due 10/15/2025 0.79%
Chesapeake Energy Corp., Term Loan, 8.81%, due 08/23/2021 0.78%
Koninklijke Ahold Delhaize NV, 5.70%, due 10/01/2040 0.77%
Finisar Corp., 0.50%, due 12/15/2036 0.70%
Petrobras Global Finance BV, 6.75%, due 01/27/2041 0.69%
Enel SpA, 8.75%, due 09/24/2073 0.69%
Barclays PLC, 4.37%, due 09/11/2024 0.68%
Flagship Credit Auto Trust, Series 2015-1, Class C, 3.76%, due 06/15/2021 0.67%
Charter Communications Operating LLC / Charter Communications Operating Capital, 6.48%, due 10/23/2045 0.60%
Intesa Sanpaolo SpA, 5.01%, due 06/26/2024 0.58%
Cemex SAB de CV, 7.75%, due 04/16/2026 0.57%
Whiting Petroleum Corp. 0.57%
Citibank Credit Card Issuance Trust, Series 2017-A3, Class A3, 1.92%, due 04/07/2022 0.57%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2010-C1, Class C, 6.40%, due 06/15/2043 0.57%
HCA, Inc., Series MTN, 7.58%, due 09/15/2025 0.56%
Quicken Loans, Inc., 5.75%, due 05/01/2025 0.56%
Jabil, Inc., 4.70%, due 09/15/2022 0.55%
Argentina POM Politica Monetaria, 26.25%, due 06/21/2020 0.55%
Continental Resources, Inc., 3.80%, due 06/01/2024 0.55%
Keysight Technologies, Inc., 4.55%, due 10/30/2024 0.55%
Societe Generale SA, 4.25%, due 04/14/2025 0.54%
EnLink Midstream Partners, LP, 5.45%, due 06/01/2047 0.53%
SoFi Professional Loan Program LLC, Series 2015-D, Class B, 3.59%, due 10/26/2037 0.53%
Avnet, Inc., 4.62%, due 04/15/2026 0.53%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.12%, due 05/01/2023 0.53%
Masco Corp., 6.50%, due 08/15/2032 0.53%
Petroleos Mexicanos, 7.47%, due 11/12/2026 0.53%
Ford Motor Credit Co. LLC, Series MTN, 4.38%, due 01/08/2026 0.52%
Time Warner Cable LLC, 5.50%, due 09/01/2041 0.52%
Sabine Pass Liquefaction LLC, 5.62%, due 03/01/2025 0.52%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes, 4.53%, due 10/25/2027 0.52%
BioMarin Pharmaceutical, Inc., 1.50%, due 10/15/2020 0.52%
U.S. Treasury Note, 1.25%, due 05/31/2019 0.52%
Express Scripts Holding Co., 3.40%, due 03/01/2027 0.52%
CPS Auto Receivables Trust, Series 2014-D, Class C, 4.35%, due 11/16/2020 0.50%
Dell International LLC / EMC Corp., 8.35%, due 07/15/2046 0.50%
SLM Private Credit Student Loan Trust, Series 2003-B, Class A3, Zero Coupon, due 03/15/2033 0.49%
Standard Chartered PLC, 4.30%, due 02/19/2027 0.49%
TAL Advantage V LLC, Series 2014-3A, Class A, 3.27%, due 11/21/2039 0.49%
DISH Network Corp., 2.37%, due 03/15/2024 0.48%
Home Partners of America Trust, Series 2016-1, Class D, 4.52%, due 03/17/2033 0.48%
OneMain Financial Issuance Trust, Series 2015-2A, Class B, 3.10%, due 07/18/2025 0.48%
OneMain Financial Issuance Trust, Series 2015-3A, Class B, 4.16%, due 11/20/2028 0.48%
Viacom, Inc., 4.37%, due 03/15/2043 0.47%
Bristol-Myers Squibb Co. 0.47%
Ecopetrol SA, 5.87%, due 05/28/2045 0.47%
Macquarie Infrastructure Corp., 2.00%, due 10/01/2023 0.46%
AT&T, Inc., 4.50%, due 03/09/2048 0.46%
JBS USA LUX SA / JBS USA Finance, Inc., 5.75%, due 06/15/2025 0.45%
American Airlines Pass-Through Trust, 3.70%, due 11/01/2024 0.43%
Mexico Bonos, Series M, 6.50%, due 06/10/2021 0.43%
Aircastle, Ltd., 4.12%, due 05/01/2024 0.42%
CPS Auto Receivables Trust, Series 2016-C, Class D, 5.92%, due 06/15/2022 0.41%
Old Republic International Corp., 3.87%, due 08/26/2026 0.41%
Old Republic International Corp., 4.87%, due 10/01/2024 0.41%
Petrobras Global Finance BV, 6.25%, due 03/17/2024 0.40%
Mexico Bonos, Series M, 5.75%, due 03/05/2026 0.39%
DDR Corp., 4.70%, due 06/01/2027 0.39%
Chesapeake Energy Corp., 5.75% 0.39%
Forethought Financial Group, Inc., 8.62%, due 04/15/2021 0.38%
Embraer Netherlands Finance BV, 5.05%, due 06/15/2025 0.36%
First Investors Auto Owner Trust, Series 2014-3A, Class D, 3.85%, due 02/15/2022 0.35%
Petrobras Global Finance BV, 6.87%, due 01/20/2040 0.34%
Barclays PLC, 4.83%, due 05/09/2028 0.34%
Mackinaw Power LLC, 6.29%, due 10/31/2023 0.34%
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 5.87%, due 08/01/2021 0.33%
WFRBS Commercial Mortgage Trust, Series 2012-C7, Class E, 4.98%, due 06/15/2045 0.33%
Cencosud SA, 4.37%, due 07/17/2027 0.33%
Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2004-20, Class 8A7, 5.75%, due 11/25/2034 0.33%
American Airlines Pass-Through Trust, 4.37%, due 04/01/2024 0.32%
COMM Mortgage Trust, Series 2016-SAVA, Class C, 4.22%, due 10/15/2034 0.32%
Williams Partners, LP / ACMP Finance Corp., 4.87%, due 03/15/2024 0.32%
Canadian Natural Resources, Ltd., 6.25%, due 03/15/2038 0.32%
Chemours Co., Term Loan B, 3.74%, due 05/12/2022 0.32%
Unifin Financiera SAB de CV SOFOM ENR, 7.25%, due 09/27/2023 0.32%
Nabors Industries, Inc., 0.75%, due 01/15/2024 0.31%
WFRBS Commercial Mortgage Trust, Series 2011-C2, Class D, 5.78%, due 02/15/2044 0.31%
Santander Issuances SAU, 5.17%, due 11/19/2025 0.31%
BRF GmbH, 4.35%, due 09/29/2026 0.30%
Bunge, Ltd., 4.87% 0.30%
Newfield Exploration Co., 5.37%, due 01/01/2026 0.30%
VOLT XXXIII LLC, Series 2015-NPL5, Class A1, 3.50%, due 03/25/2055 0.29%
Bruce Mansfield Pass-Through Trust, 6.85%, due 06/01/2034 0.29%
Continental Airlines Pass-Through Trust, 5.50%, due 04/29/2022 0.28%
Andeavor, 5.12%, due 12/15/2026 0.28%
HCA, Inc., 5.25%, due 04/15/2025 0.28%
Nuance Communications, Inc., 1.00%, due 12/15/2035 0.28%
Universal Health Services, Inc., 5.00%, due 06/01/2026 0.28%
Impax Laboratories, Inc., 2.00%, due 06/15/2022 0.27%
Aircastle, Ltd., 5.00%, due 04/01/2023 0.27%
VOLT LVI LLC, Series 2017-NPL3, Class A1, 3.50%, due 03/25/2047 0.27%
GMACM Mortgage Loan Trust, Series 2005-AR4, Class 3A1, 4.00%, due 07/19/2035 0.27%
Southwestern Energy Co., 4.10%, due 03/15/2022 0.27%
Sabine Pass Liquefaction LLC, 5.87%, due 06/30/2026 0.27%
Wells Fargo & Co., Series L, Class A, 7.50% 0.27%
Whiting Petroleum Corp., 5.75%, due 03/15/2021 0.27%
Neurocrine Biosciences, Inc., 2.25%, due 05/15/2024 0.27%
Cosan Luxembourg SA, 7.00%, due 01/20/2027 0.27%
Banc of America Funding Trust, Series 2005-7, Class 3A1, 5.75%, due 11/25/2035 0.27%
Newfield Exploration Co., 5.62%, due 07/01/2024 0.26%
DT Auto Owner Trust, Series 2017-1A, Class D, 3.55%, due 11/15/2022 0.26%
Halcon Resources Corp., 6.75%, due 02/15/2025 0.26%
Chesapeake Energy Corp., 5.50%, due 09/15/2026 0.26%
Time Warner Cable LLC, 4.50%, due 09/15/2042 0.26%
YPF SA, 6.95%, due 07/21/2027 0.25%
Owens Corning, 7.00%, due 12/01/2036 0.25%
Icahn Enterprises, LP / Icahn Enterprises Finance Corp., 5.87%, due 02/01/2022 0.25%
Teladoc, Inc., 3.00%, due 12/15/2022 0.25%
Horizon Pharma Investment, Ltd., 2.50%, due 03/15/2022 0.25%
Embraer Netherlands Finance BV, 5.40%, due 02/01/2027 0.25%
Verint Systems, Inc., 1.50%, due 06/01/2021 0.24%
Banco Hipotecario SA, 22.41%, due 01/12/2020 0.24%
Alternative Loan Trust, Series 2003-9T1, Class A7, 5.50%, due 07/25/2033 0.23%
Brixmor Operating Partnership, LP, 3.65%, due 06/15/2024 0.23%
Evolent Health, Inc., 2.00%, due 12/01/2021 0.23%
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp., 4.62%, due 04/01/2025 0.23%
Frontera Energy Corp. 0.22%
Tenet Healthcare Corp., 5.12%, due 05/01/2025 0.22%
Andeavor, 4.75%, due 12/15/2023 0.22%
Latam Airlines Pass-Through Trust, 4.20%, due 08/15/2029 0.22%
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp., 4.87%, due 04/01/2027 0.22%
Blackbird Capital Aircraft Lease Securitization, Ltd., Series 2016-1A, Class A, 4.21%, due 12/16/2041 0.21%
Universal Health Services, Inc., 4.75%, due 08/01/2022 0.21%
SoFi Professional Loan Program LLC, Series 2016-E, Class B, 3.44%, due 07/25/2040 0.21%
Rice Energy, Inc., 6.25%, due 05/01/2022 0.21%
MEG Energy Corp., 6.37%, due 01/30/2023 0.21%
VOLT LI LLC, Series 2016-NP11, Class A1, 3.50%, due 10/25/2046 0.21%
MASTR Alternative Loan Trust, Series 2004-5, Class 2A1, 6.00%, due 06/25/2034 0.21%
Solvay Finance America LLC, 4.45%, due 12/03/2025 0.21%
Provincia de Buenos Aires, 7.87%, due 06/15/2027 0.20%
Provincia de Buenos Aires, 6.50%, due 02/15/2023 0.20%
Merlin Aviation Holdings DAC, Series 2016-1, Class A, 4.50%, due 12/15/2032 0.20%
Aker BP ASA, 6.00%, due 07/01/2022 0.20%
Alternative Loan Trust, Series 2004-J3, Class 1A1, 5.50%, due 04/25/2034 0.20%
GS Mortgage Securities Trust, Series 2007-GG10, Class AM, 5.93%, due 08/10/2045 0.19%
Brixmor Operating Partnership, LP, 4.12%, due 06/15/2026 0.19%
Cox Communications, Inc., 4.80%, due 02/01/2035 0.19%
YPF SA, 24.10%, due 07/07/2020 0.19%
SM Energy Co., 5.00%, due 01/15/2024 0.19%
HCA, Inc., 7.69%, due 06/15/2025 0.19%
CWABS Asset-Backed Certificates Trust, Series 2004-13, Class AF5B, 5.60%, due 05/25/2035 0.19%
Bayview Opportunity Master Fund IIIa Trust, Series 2016-RN3, Class A1, 3.59%, due 09/29/2031 0.18%
MASTR Alternative Loan Trust, Series 2003-9, Class 4A1, 5.25%, due 11/25/2033 0.18%
Royal Bank of Scotland Group PLC, 5.12%, due 05/28/2024 0.17%
Freeport-McMoRan, Inc., 4.55%, due 11/14/2024 0.17%
JPMorgan Mortgage Trust, Series 2005-A1, Class 6T1, 3.61%, due 02/25/2035 0.17%
Smithfield Foods, Inc., 4.25%, due 02/01/2027 0.17%
Cimarex Energy Co., 4.37%, due 06/01/2024 0.17%
EnLink Midstream Partners, LP, 4.15%, due 06/01/2025 0.17%
UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class D, 5.05%, due 05/10/2063 0.16%
OneMain Financial Issuance Trust, Series 2017-1A, Class C, 3.35%, due 09/14/2032 0.16%
NGPL PipeCo LLC, 4.87%, due 08/15/2027 0.16%
General Electric Co., 5.00%, due 01/21/2021 0.16%
HCA, Inc., 5.25%, due 06/15/2026 0.15%
Sirius International Group, Ltd., 4.60%, due 11/01/2026 0.15%
Alternative Loan Trust, Series 2003-22CB, Class 1A1, 5.75%, due 12/25/2033 0.15%
DDR Corp., 3.90%, due 08/15/2024 0.14%
Canadian Natural Resources, Ltd., 3.85%, due 06/01/2027 0.14%
Minejesa Capital BV, 4.62%, due 08/10/2030 0.14%
Viacom, Inc., 5.85%, due 09/01/2043 0.14%
HCA, Inc., 4.50%, due 02/15/2027 0.13%
VOLT LV LLC, Series 2017-NPL2, Class A1, 3.50%, due 03/25/2047 0.13%
Africa Finance Corp., 3.87%, due 04/13/2024 0.12%
Masco Corp., 7.75%, due 08/01/2029 0.12%
Oasis Petroleum, Inc., 6.87%, due 03/15/2022 0.12%
DT Auto Owner Trust, Series 2016-1A, Class D, 4.66%, due 12/15/2022 0.12%
Baytex Energy Corp., 5.62%, due 06/01/2024 0.12%
American Airlines Pass-Through Trust, 4.95%, due 08/15/2026 0.12%
Ionis Pharmaceuticals, Inc., 1.00%, due 11/15/2021 0.11%
SoFi Professional Loan Program LLC, Series 2016-C, Class B, 3.35%, due 05/25/2037 0.11%
VOLT LVII LLC, Series 2017-NPL4, Class A1, 3.37%, due 04/25/2047 0.11%
Chesapeake Energy Corp., 4.87%, due 04/15/2022 0.11%
Valeant Pharmaceuticals International, Inc., 5.50%, due 03/01/2023 0.11%
Alternative Loan Trust, Series 2004-16CB, Class 3A1, 5.50%, due 08/25/2034 0.11%
QEP Resources, Inc., 5.25%, due 05/01/2023 0.10%
Barclays PLC, 5.20%, due 05/12/2026 0.10%
PDC Energy, Inc., 1.12%, due 09/15/2021 0.10%
Raizen Fuels Finance SA, 5.30%, due 01/20/2027 0.10%
HCA, Inc., 7.05%, due 12/01/2027 0.10%
LafargeHolcim Finance US LLC, 3.50%, due 09/22/2026 0.10%
Alternative Loan Trust, Series 2004-16CB, Class 1A1, 5.50%, due 07/25/2034 0.10%
First Investors Auto Owner Trust, Series 2016-2A, Class D, 3.35%, due 11/15/2022 0.09%
NGPL PipeCo LLC, 4.37%, due 08/15/2022 0.09%
Belden, Inc., 6.75% 0.09%
AT&T, Inc., 4.75%, due 05/15/2046 0.09%
SM Energy Co., 5.62%, due 06/01/2025 0.09%
Oak Hill Advisors Residential Loan Trust, Series 2017-NPL1, Class A1, 3.00%, due 06/25/2057 0.08%
VOLT LXI LLC, Series 2017-NPL8, Class A1, 3.12%, due 06/25/2047 0.08%
Echo Global Logistics, Inc., 2.50%, due 05/01/2020 0.08%
GCAT LLC, Series 2017-5, Class A1, 3.22%, due 07/25/2047 0.08%
Petrobras Global Finance BV, 5.62%, due 05/20/2043 0.08%
Five Guys Funding LLC, Series 2017-1A, Class A2, 4.60%, due 07/25/2047 0.08%
Independent National Mortgage Corp. Index Mortgage Loan Trust, Series 2005-16IP, Class A1, 1.87%, due 07/25/2045 0.08%
Brixmor Operating Partnership, LP, 3.25%, due 09/15/2023 0.08%
Spirit AeroSystems, Inc., 3.85%, due 06/15/2026 0.08%
NYMT Residential, Series 2016-RP1A, Class A, 4.00%, due 03/25/2021 0.07%
Aircastle, Ltd., 5.50%, due 02/15/2022 0.07%
Tenet Healthcare Corp., 7.50%, due 01/01/2022 0.07%
Bayview Opportunity Master Fund IIIb Trust, Series 2017-RN3, Class A1, 3.22%, due 05/28/2032 0.07%
HCA, Inc., Series MTN, 7.75%, due 07/15/2036 0.07%
Petrobras Global Finance BV, 7.25%, due 03/17/2044 0.06%
VOLT XXII LLC, Series 2015-NPL4, Class A1, 3.50%, due 02/25/2055 0.06%
MEG Energy Corp., 6.50%, due 01/15/2025 0.06%
Andeavor Logistics,LP / Tesoro Logistics Finance Corp., 5.25%, due 01/15/2025 0.06%
Bayview Opportunity Master Fund IVb Trust, Series 2017-RN1, Class A1, 3.59%, due 02/28/2032 0.05%
Cox Communications, Inc., 4.50%, due 06/30/2043 0.05%
CSFB Mortgage-Backed Pass-Through Certificates, Series 2003-27, Class 4A4, 5.75%, due 11/25/2033 0.05%
EnLink Midstream Partners, LP, 4.40%, due 04/01/2024 0.05%
Nokia OYJ, 4.37%, due 06/12/2027 0.05%
Continental Airlines Pass-Through Trust, 6.90%, due 10/19/2023 0.05%
VOLT XXII LLC, Series 2015-NPL4, Class A2, 4.25%, due 02/25/2055 0.05%
AMPLIT Trust, Series 2015-A, Class A, 5.00%, due 09/15/2021 0.04%
AT&T, Inc., 4.35%, due 06/15/2045 0.04%
Provincia de Buenos Aires, 25.01%, due 05/31/2022 0.04%
Acorda Therapeutics, Inc., 1.75%, due 06/15/2021 0.03%
Level 3 Financing, Inc., 5.37%, due 08/15/2022 0.03%
SM Energy Co., 1.50%, due 07/01/2021 0.03%
Viacom, Inc., 6.25%, due 02/28/2057 0.03%
Viacom, Inc., 4.85%, due 12/15/2034 0.03%
JBS USA LUX SA / JBS USA Finance, Inc., 7.25%, due 06/01/2021 0.03%
Nokia OYJ, 3.37%, due 06/12/2022 0.03%
OGX Petroleo e Gas SA, ADR 0.03%
CAM Mortgage Trust, Series 2016-2, Class A1, 3.25%, due 06/15/2057 0.02%
Hercules Capital, Inc., 4.37%, due 02/01/2022 0.02%
Greenbrier Cos., Inc., 2.87%, due 02/01/2024 0.02%
CAM Mortgage Trust, Series 2016-1, Class A, 4.00%, due 01/15/2056 0.02%
Methanex Corp., 4.25%, due 12/01/2024 0.02%
Chesapeake Energy Corp., 5.75%, due 03/15/2023 0.01%
Dillard's, Inc., 7.00%, due 12/01/2028 0.01%
Baytex Energy Corp., 5.12%, due 06/01/2021 0.01%
VOLT XIX LLC, Series 2014-NP11, Class A1, 3.87%, due 04/25/2055 0.01%
OGX Austria GmbH, 8.37%, due 04/01/2022 0.00%**
OGX Austria GmbH, 8.50%, due 06/01/2018 0.00%**
Net Other Assets (Liabilities) 5.14%