Transamerica

06/30/2017*


Transamerica Event Driven

Security Description % of Total Market Value
Altaba, Inc., Zero Coupon, due 12/01/2018 4.40%
Inmarsat PLC, 3.87%, due 09/09/2023 3.10%
STMicroelectronics NV, 0.25%, due 07/03/2024 2.43%
Haitong International Securities Group, Ltd., Zero Coupon, due 10/25/2021 2.37%
Sprint Corp., 7.87%, due 09/15/2023 2.36%
Finisar Corp., 0.50%, due 12/15/2036 2.22%
Insulet Corp., 1.25%, due 09/15/2021 2.16%
Jazz Investments I, Ltd., 1.87%, due 08/15/2021 2.13%
Hansteen Jersey Securities, Ltd., 4.00%, due 07/15/2018 2.10%
PRA Group, Inc., 3.50%, due 06/01/2023 2.09%
BroadSoft, Inc., 1.00%, due 09/01/2022 1.90%
Ctrip.com International, Ltd., 1.25%, due 09/15/2022 1.71%
Integrated Device Technology, Inc., 0.87%, due 11/15/2022 1.67%
Electronics For Imaging, Inc., 0.75%, due 09/01/2019 1.65%
Suzuki Motor Corp. 1.56%
Silversea Cruise Finance, Ltd., 7.25%, due 02/01/2025 1.53%
Cypress Semiconductor Corp., 4.50%, due 01/15/2022 1.49%
Carbonite Inc., 2.50%, due 04/01/2022 1.41%
Stanley Black & Decker, Inc., 5.37% 1.38%
Horizon Pharma Investment, Ltd., 2.50%, due 03/15/2022 1.36%
Advanced Micro Devices, Inc., 7.00%, due 07/01/2024 1.35%
Synaptics, Inc., 0.50%, due 06/15/2022 1.35%
DISH Network Corp., 2.37%, due 03/15/2024 1.33%
LendingTree, Inc., 0.62%, due 06/01/2022 1.29%
DexCom, Inc., 0.75%, due 05/15/2022 1.28%
Becton Dickinson and Co., 6.12% 1.25%
Viking Cruises, Ltd., 8.50%, due 10/15/2022 1.19%
Allscripts Healthcare Solutions, Inc., 1.25%, due 07/01/2020 1.16%
Silicon Laboratories, Inc., 1.37%, due 03/01/2022 1.14%
Atlas Air Worldwide Holdings, Inc., 2.25%, due 06/01/2022 1.12%
HCA Healthcare, Inc. 1.11%
Microchip Technology, Inc., 1.62%, due 02/15/2027 1.09%
Veeco Instruments, Inc., 2.70%, due 01/15/2023 1.07%
Comerica, Inc., Class A 1.06%
Delta Air Lines, Inc. 1.02%
Charter Communications, Inc., Class A 0.94%
Nuance Communications, Inc., 1.25%, due 04/01/2025 0.93%
Teladoc, Inc., 3.00%, due 12/15/2022 0.90%
Belden, Inc., 6.75% 0.89%
Horizon Global Corp., 2.75%, due 07/01/2022 0.89%
Vinci SA 0.88%
Teradyne, Inc., 1.25%, due 12/15/2023 0.88%
Ahern Rentals, Inc., 7.37%, due 05/15/2023 0.87%
Bombardier, Inc., 8.75%, due 12/01/2021 0.85%
Nevro Corp., 1.75%, due 06/01/2021 0.82%
j2 Cloud Services LLC / j2 Global Co-Obligor, Inc., 6.00%, due 07/15/2025 0.79%
NHK Spring Co., Ltd. 0.76%
Greatbatch, Ltd., 9.12%, due 11/01/2023 0.76%
Air France-KLM, 6.25%, due 12/29/2049 0.76%
Cumberland Farms, Inc., 6.75%, due 05/01/2025 0.75%
FireEye, Inc. 0.74%
Nabtesco Corp. 0.74%
Inphi Corp., 0.75%, due 09/01/2021 0.74%
Depomed, Inc., 2.50%, due 09/01/2021 0.68%
SMC Corp. 0.68%
Fnac Darty SA 0.64%
Advanced Micro Devices, Inc. 0.62%
U.S. Steel Corp. 0.60%
CommScope Holding Co., Inc. 0.59%
KeyCorp 0.58%
T-Mobile US, Inc. 0.57%
UnitedHealth Group, Inc. 0.57%
Cummins, Inc. 0.55%
CenturyLink, Inc. 0.55%
THK Co., Ltd. 0.54%
Home Depot, Inc. 0.53%
Verizon Communications, Inc. 0.51%
Boston Scientific Corp. 0.51%
Micron Technology, Inc. 0.47%
Nexstar Media Group, Inc., Class A 0.46%
Pretium Resources, Inc., 2.25%, due 03/15/2022 0.45%
Eaton Corp. PLC 0.43%
DISH Network Corp., Class A 0.43%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.90%, due 07/23/2025 0.42%
BioMarin Pharmaceutical, Inc. 0.39%
FMG Resources August Pty, Ltd., 4.75%, due 05/15/2022 0.38%
Clovis Oncology, Inc. 0.35%
Microchip Technology, Inc. 0.35%
Incyte Corp. 0.34%
Air Lease Corp., Class A 0.33%
Danaher Corp. 0.32%
Ciena Corp. 0.30%
OCI NV 0.27%
CBS Corp., Class B 0.24%
Proofpoint, Inc. 0.24%
Synchrony Financial 0.23%
ON Semiconductor Corp. 0.22%
THC Escrow Corp. III, 4.62%, due 07/15/2024 0.22%
Tenet Healthcare Corp., 4.62%, due 07/15/2024 0.17%
Immunomedics, Inc. 0.17%
Infinera Corp. 0.17%
VEON Ltd., ADR 0.08%
Option Purchased, PUT, SPDR S&P 500 ETF Trust 0.08%
TEGNA, Inc. 0.07%
Inphi Corp. 0.05%
Swap Agreement, Pay, FireEye, Inc., 1.63%, 06/01/2035 0.05%
Option Purchased, PUT, PowerShares QQQ Trust Series 1 0.04%
Option Purchased, PUT, PowerShares QQQ Trust Series 1 0.03%
Futures Contracts, Short, 5-Year U.S. Treasury Note 0.01%
Option Purchased, PUT, CenturyLink, Inc. 0.01%
Option Purchased, CALL, Altaba, Inc. 0.01%
Option Purchased, CALL, Allegheny Technologies, Inc. 0.01%
Option Purchased, CALL, Cemex SAB de CV 0.01%
Option Purchased, CALL, Symantec Corp. 0.01%
Option Purchased, PUT, Advanced Micro Devices, Inc. 0.01%
Option Purchased, PUT, ON Semiconductor Corp. 0.01%
Option Purchased, PUT, Rite Aid Corp. 0.01%
Option Purchased, CALL, Bank of America Corp. 0.01%
Option Purchased, CALL, LendingClub Corp. 0.01%
Option Purchased, CALL, Alibaba Group Holding, Ltd. 0.00%**
Option Purchased, PUT, U.S. Steel Corp. 0.00%**
Option Purchased, PUT, Nexstar Media Group, Inc. 0.00%**
Option Purchased, PUT, Inphi Corp. 0.00%**
Option Purchased, PUT, Boston Scientific Corp. 0.00%**
Option Purchased, PUT, SPDR S&P 500 ETF Trust 0.00%**
Option Purchased, PUT, Micron Technology, Inc. 0.00%**
Option Purchased, PUT, Immunomedics, Inc. 0.00%**
Option Purchased, CALL, Bank of America Corp. 0.00%**
Option Purchased, PUT, Air Lease Corp. 0.00%**
Option Purchased, PUT, Clovis Oncology, Inc. 0.00%**
Option Purchased, PUT, SPDR S&P 500 ETF Trust 0.00%**
Option Purchased, PUT, Advanced Micro Devices, Inc. 0.00%**
Option Purchased, PUT, FireEye, Inc. 0.00%**
Option Purchased, PUT, Bank of America Corp. 0.00%**
Option Purchased, PUT, Advanced Micro Devices, Inc. 0.00%**
Option Purchased, PUT, Micron Technology, Inc. 0.00%**
Option Purchased, CALL, Twitter, Inc. 0.00%**
Option Purchased, PUT, Clovis Oncology, Inc. 0.00%**
Option Purchased, PUT, U.S. Steel Corp. 0.00%**
Option Written, PUT, PowerShares QQQ Trust Series 1 -0.01%**
Option Written, PUT, PowerShares QQQ Trust Series 1 -0.01%**
Swap Agreement, Pay, Twitter, Inc., 1.00%, 09/15/2021 -0.02%**
Option Written, PUT, SPDR S&P 500 ETF Trust -0.03%**
Horizon Pharma PLC -0.05%**
Silicon Laboratories, Inc. -0.05%**
Horizon Global Corp. -0.10%**
Finisar Corp. -0.12%**
Twitter, Inc. -0.14%**
Synaptics, Inc. -0.15%**
DexCom, Inc. -0.17%**
Nevro Corp. -0.19%**
Nuance Communications, Inc. -0.19%**
Teladoc, Inc. -0.20%**
Veeco Instruments, Inc. -0.21%**
Belden, Inc. -0.21%**
Ctrip.com International, Ltd., ADR -0.26%**
Jazz Pharmaceuticals PLC -0.27%**
LendingTree, Inc. -0.27%**
Teradyne, Inc. -0.30%**
Cypress Semiconductor Corp. -0.36%**
PRA Group, Inc. -0.45%**
Carbonite, Inc. -0.56%**
STMicroelectronics NV -0.68%**
Electronics For Imaging, Inc. -0.72%**
BroadSoft, Inc. -0.72%**
VanEck Vectors Semiconductor ETF -0.75%**
Integrated Device Technology, Inc. -0.79%**
Insulet Corp. -0.81%**
Inmarsat PLC -0.98%**
Altaba, Inc. -1.87%**
Hansteen Holdings PLC, REIT -2.00%**
Net Other Assets (Liabilities) 23.34%