Transamerica

01/31/2018*


Transamerica Event Driven

Security Description % of Total Net Assets
Altaba, Inc., Zero Coupon, due 12/01/2018 5.46%
Siem Industries, Inc., 2.25%, due 06/02/2021 4.35%
Shizuoka Bank, Ltd., 1.24%, due 01/25/2023 3.08%
M&T Bank Corp. 2.69%
Carrefour SA, Zero Coupon, due 06/14/2023 2.47%
CVS Health Corp. 2.42%
Poseidon Finance 1, Ltd., Zero Coupon, due 02/01/2025 2.40%
Sony Corp., Series 6, Zero Coupon, due 09/30/2022 2.24%
Kansai Paint Co., Ltd., Zero Coupon, due 06/17/2022 2.11%
ConocoPhillips 2.00%
Resorttrust, Inc., Zero Coupon, due 12/01/2021 1.82%
China Lodging Group, Ltd., 0.37%, due 11/01/2022 1.77%
Navistar International Corp., 6.62%, due 11/01/2025 1.73%
Bunge, Ltd. 1.66%
NXP Semiconductors NV 1.38%
Don Quijote Holdings Co., Ltd. 1.38%
ORIX Corp. 1.33%
Seibu Holdings, Inc. 1.27%
Synchrony Financial 1.24%
Western Digital Corp., 1.50%, due 02/01/2024 1.23%
Depomed, Inc., 2.50%, due 09/01/2021 1.22%
International Paper Co. 1.20%
Centene Corp. 1.16%
United Rentals, Inc. 1.15%
CRRC Corp., Ltd., Zero Coupon, due 02/05/2021 1.14%
Mitsui Fudosan Co., Ltd. 1.13%
FNF Group 1.12%
Molina Healthcare, Inc. 1.11%
Minebea Mitsumi, Inc. 1.10%
Nutanix, Inc., Zero Coupon, due 01/15/2023 1.06%
Atlas Air Worldwide Holdings, Inc., 2.25%, due 06/01/2022 1.03%
Allergan PLC 1.02%
Haitong International Securities Group, Ltd., Zero Coupon, due 10/25/2021 0.99%
Nuance Communications, Inc., 1.00%, due 12/15/2035 0.97%
BioMarin Pharmaceutical, Inc., 0.75%, due 10/15/2018 0.94%
U.S. Steel Corp., 6.87%, due 08/15/2025 0.92%
Target Corp. 0.86%
Nabors Industries, Inc., 5.75%, due 02/01/2025 0.85%
Insmed, Inc., 1.75%, due 01/15/2025 0.84%
Deutsche Bank AG 0.79%
QUALCOMM, Inc. 0.78%
J.M. Smucker, Co. 0.74%
Comerica, Inc. 0.73%
Hain Celestial Group, Inc. 0.72%
China Yangtze Power International BVI 1, Ltd., Zero Coupon, due 11/09/2021 0.71%
Patrick Industries, Inc., 1.00%, due 02/01/2023 0.71%
Cie de Saint-Gobain 0.67%
Deutsche Wohnen SE 0.67%
Hitachi High-Technologies Corp. 0.65%
Bombardier, Inc., 8.75%, due 12/01/2021 0.65%
First American Financial Corp. 0.62%
First Majestic Silver Corp., 1.87%, due 03/01/2023 0.61%
RH, Zero Coupon, due 07/15/2020 0.59%
Freeport-McMoRan, Inc. 0.56%
Smart Insight International, Ltd., Zero Coupon, due 01/27/2019 0.56%
Bagan Capital, Ltd., Zero Coupon, due 09/23/2021 0.55%
Coupa Software, Inc., 0.37%, due 01/15/2023 0.53%
Wynn Resorts, Ltd. 0.52%
Santander Consumer USA Holdings, Inc. 0.50%
Verint Systems, Inc. 0.48%
Shimizu Corp. 0.45%
Ezaki Glico Co., Ltd. 0.43%
Time Warner, Inc. 0.41%
General Motors Co. 0.40%
Caesars Entertainment Corp. 0.40%
Navistar International Corp. 0.40%
Cenovus Energy, Inc. 0.38%
WPX Energy, Inc. 0.38%
Alder Biopharmaceuticals, Inc., 2.50%, due 02/01/2025 0.37%
Bristol-Myers Squibb Co. 0.36%
Merck & Co., Inc. 0.34%
Cypress Semiconductor Corp. 0.34%
Pfizer, Inc. 0.32%
Buzzi Unicem SpA 0.32%
CITIC Securities Co., Ltd., H Shares 0.31%
Carrefour SA 0.28%
Lam Research Corp. 0.27%
China International Capital Corp., Ltd., H Shares 0.26%
Beijing Enterprises Water Group, Ltd. 0.25%
AbbVie, Inc. 0.19%
Tutor Perini Corp. 0.18%
Swap Agreement, Receive, Inmarsat PLC, 3.88%, 09/09/2023 0.16%
Meritor, Inc. 0.16%
Sumitomo Mitsui Financial Group, Inc., ADR 0.16%
Xcerra Corp. 0.12%
Option Purchased, PUT, SPDR S&P 500 ETF Trust 0.11%
Fnac Darty SA 0.10%
Swap Agreement, Pay, Twitter, Inc., 1.00%, 09/15/2021 0.07%
Option Purchased, CALL, Cypress Semiconductor Corp. 0.06%
Flexion Therapeutics, Inc. 0.06%
Swap Agreement, Pay, FireEye, Inc., 1.63%, 06/01/2035 0.06%
Futures Contracts, Short, Nikkei 225 Index 0.05%
Option Purchased, CALL, JM Smucker Co. 0.03%
Option Purchased, CALL, Advanced Micro Devices, Inc. 0.03%
Option Purchased, CALL, Vale SA 0.03%
Option Purchased, CALL, Advanced Micro Devices, Inc. 0.03%
Option Purchased, CALL, Superior Energy Services, Inc. 0.02%
Option Purchased, CALL, Teva Pharmaceutical Industries 0.02%
Option Purchased, PUT, Abbvie, Inc. 0.01%
Option Purchased, CALL, Santander Consumer USA Holdings Inc. 0.01%
Option Purchased, CALL, United Rentals, Inc. 0.01%
Option Purchased, PUT, Hain Celestial Group, Inc. 0.01%
Option Purchased, PUT, ConocoPhillips 0.01%
Option Purchased, CALL, Petroleo Brasileiro SA 0.01%
Option Purchased, PUT, Insmed, Inc. 0.01%
Option Purchased, PUT, Santander Consumer USA Holdings, Inc. 0.01%
Option Purchased, PUT, CVS Health Corp. 0.01%
Option Purchased, CALL, Vale SA 0.01%
Option Purchased, CALL, Cisco Systems, Inc. 0.01%
Option Purchased, CALL, Freeport-McMoRan, Inc. 0.01%
Option Purchased, PUT, FNF Group 0.00%**
Option Purchased, CALL, Petroleo Brasileiro SA 0.00%**
Option Purchased, CALL, Abbvie, Inc. 0.00%**
Option Purchased, PUT, General Motors Co. 0.00%**
Option Purchased, PUT, Allergan PLC 0.00%**
Option Purchased, PUT, Target Corp. 0.00%**
Option Purchased, PUT, International Paper Co. 0.00%**
Option Purchased, PUT, Wynn Resorts, Ltd. 0.00%**
Option Purchased, PUT, United Rentals, Inc. 0.00%**
Option Purchased, PUT, Alibaba Group Holding, Ltd. 0.00%**
Option Purchased, PUT, Freeport-McMoRan, Inc. 0.00%**
Option Purchased, CALL, Pfizer, Inc. 0.00%**
Option Purchased, PUT, Flexion Therapeutics, Inc. 0.00%**
Option Purchased, CALL, Pandora Media, Inc. 0.00%**
Option Purchased, CALL, General Electric Co. 0.00%**
Option Purchased, CALL, Abbvie, Inc. 0.00%**
Option Purchased, PUT, Lowe's Cos., Inc. 0.00%**
Option Purchased, CALL, Abbvie, Inc. 0.00%**
Option Purchased, PUT, SPDR S&P 500 ETF Trust 0.00%**
Option Purchased, PUT, SPDR S&P 500 ETF Trust 0.00%**
Option Written, PUT, SPDR S&P 500 ETF Trust 0.00%**
Option Written, CALL, Teva Pharmaceutical Industries 0.00%**
Option Written, PUT, SPDR S&P 500 ETF Trust -0.04%**
Nutanix, Inc., Class A -0.06%**
Depomed, Inc. -0.07%**
RH -0.11%**
Coupa Software, Inc. -0.11%**
Nuance Communications, Inc. -0.14%**
Western Digital Corp. -0.17%**
Atlas Air Worldwide Holdings, Inc. -0.18%**
Patrick Industries, Inc. -0.18%**
Insmed, Inc. -0.19%**
First Majestic Silver Corp. -0.25%**
BioMarin Pharmaceutical, Inc. -0.29%**
Gap, Inc. -0.38%**
Sony Corp., ADR -0.54%**
Deutsche Annington Immobilien SE -0.57%**
Kansai Paint Co., Ltd. -0.57%**
Discover Financial Services -0.57%**
China Lodging Group, Ltd., ADR -0.76%**
Inmarsat PLC -0.79%**
Tesla, Inc., 5.30%, due 08/15/2025 -1.54%**
Alibaba Group Holding, Ltd., ADR -2.13%**
Altaba, Inc. -2.53%**
Subsea 7 SA -2.73%**
Carrefour SA, Series MTN, 1.75%, due 07/15/2022 -3.65%**
Net Other Assets (Liabilities) 32.94%