Transamerica

01/31/2018*


Transamerica Managed Futures Strategy

Security Description % of Total Net Assets
U.S. Treasury Bill, 1.38%, due 05/17/2018 18.23%
U.S. Treasury Bill, 1.38%, due 05/17/2018 17.31%
U.S. Treasury Bill, 1.44%, due 05/24/2018 11.65%
UBS Select Treasury Preferred 8.64%
U.S. Treasury Bill, 1.38%, due 05/17/2018 6.88%
U.S. Treasury Bill, 1.38%, due 05/17/2018 6.53%
Dreyfus Treasury Cash Management 5.02%
U.S. Treasury Bill, 1.56%, due 06/28/2018 3.44%
U.S. Treasury Bill, 1.60%, due 07/12/2018 2.63%
U.S. Treasury Bill, 1.63%, due 07/19/2018 1.85%
U.S. Treasury Bill, 1.51%, due 06/21/2018 1.54%
BlackRock Liquidity Funds T-Fund Portfolio 1.24%
U.S. Treasury Bill, 1.63%, due 07/19/2018 1.14%
U.S. Treasury Bill, 1.56%, due 06/28/2018 0.94%
U.S. Treasury Bill, 1.60%, due 07/12/2018 0.94%
U.S. Treasury Bill, 1.51%, due 06/21/2018 0.93%
U.S. Treasury Bill, 1.60%, due 07/05/2018 0.78%
U.S. Treasury Bill, 1.65%, due 07/26/2018 0.72%
U.S. Treasury Bill, 1.48%, due 06/07/2018 0.70%
U.S. Treasury Bill, 1.62%, due 07/19/2018 0.67%
U.S. Treasury Bill, 1.65%, due 07/26/2018 0.54%
Futures Contracts, Long, NASDAQ-100 E-Mini Index 0.34%
Swap Agreement, Receive, 5-Year U.S. Treasury Note Futures 0.29%
Swap Agreement, Receive, 2-Year U.S. Treasury Note Futures 0.28%
Futures Contracts, Long, DJIA Mini Index 0.23%
Futures Contracts, Long, S&P 500® E-Mini 0.20%
Swap Agreement, Receive, 10-Year U.S. Treasury Note Futures 0.19%
U.S. Treasury Bill, 1.49%, due 06/14/2018 0.15%
Futures Contracts, Long, MSCI Emerging Markets 0.13%
Futures Contracts, Short, 90-Day Eurodollar 0.12%
Futures Contracts, Short, 90-Day Eurodollar 0.12%
Futures Contracts, Short, 90-Day Eurodollar 0.11%
Futures Contracts, Short, 90-Day Eurodollar 0.11%
Futures Contracts, Short, 90-Day Eurodollar 0.11%
Futures Contracts, Short, 2-Year U.S. Treasury Note 0.10%
Futures Contracts, Short, 90-Day Eurodollar 0.10%
Futures Contracts, Long, Crude 0.10%
Futures Contracts, Long, TOPIX Index 0.08%
Futures Contracts, Short, 90-Day Eurodollar 0.07%
Swap Agreement, Receive, German Euro BOBL Futures 0.07%
Futures Contracts, Long, Russell 2000® E-Mini 0.06%
Swap Agreement, Pay, KOSPI 200 Index Futures 0.06%
Futures Contracts, Long, Copper 0.05%
Futures Contracts, Short, German Euro BOBL 0.05%
Swap Agreement, Pay, Zinc Futures 0.04%
Swap Agreement, Receive, 10-Year Canada Government Bond Futures 0.03%
Futures Contracts, Long, Nickel 0.03%
Futures Contracts, Long, S&P MidCap 400® E-Mini 0.03%
Swap Agreement, Pay, BM&F Bovespa Index Futures 0.03%
Swap Agreement, Pay, WTI Crude Oil Futures 0.03%
Swap Agreement, Pay, Nickel Futures 0.03%
Swap Agreement, Receive, Coffee Futures 0.03%
Futures Contracts, Long, Nikkei 225 0.03%
Futures Contracts, Short, German Euro Bund 0.02%
Futures Contracts, Long, Low Sulfur Gasoil 0.02%
Futures Contracts, Long, Brent Crude Oil 0.02%
Futures Contracts, Long, RBOB Gasoline 0.02%
Futures Contracts, Long, 3-Month Nickel 0.02%
Swap Agreement, Receive, Sugar Futures 0.02%
Futures Contracts, Short, Sugar No. 11 0.02%
Swap Agreement, Pay, Gold Futures 0.02%
Swap Agreement, Pay, KOSPI 200 Index Futures 0.01%
Swap Agreement, Pay, RBOB Gasoline Futures 0.01%
Futures Contracts, Long, MSCI EAFE Mini Index 0.01%
Swap Agreement, Pay, Aluminum Futures 0.01%
Swap Agreement, Pay, Gasoil Bullet Futures 0.01%
Futures Contracts, Long, Palladium 0.01%
Swap Agreement, Pay, WTI Crude Oil Futures 0.01%
Swap Agreement, Pay, Gold Futures 0.01%
Swap Agreement, Pay, HG Copper Futures 0.01%
Swap Agreement, Pay, Cotton No. 2 Futures 0.01%
BlackRock Liquidity Funds T-Fund Portfolio 0.01%
Futures Contracts, Short, 3-Month EURIBOR 0.01%
Swap Agreement, Pay, Palladium Futures 0.01%
Futures Contracts, Long, 3-Month Nickel 0.01%
Futures Contracts, Short, 90-Day Sterling 0.01%
Swap Agreement, Pay, RBOB Gasoline Futures 0.01%
Swap Agreement, Pay, Heating Oil ULSD Futures 0.01%
Futures Contracts, Long, 3-Month Nickel 0.01%
Futures Contracts, Long, DAX® Index 0.01%
Futures Contracts, Short, 3-Month EURIBOR 0.01%
Futures Contracts, Long, New York Harbor ULSD 0.01%
Futures Contracts, Short, 90-Day Sterling 0.01%
Futures Contracts, Long, 3-Month Nickel 0.01%
Futures Contracts, Long, 3-Month Zinc 0.01%
Futures Contracts, Long, 3-Month Nickel 0.01%
Futures Contracts, Long, 3-Month Nickel 0.01%
Swap Agreement, Pay, Heating Oil ULSD Futures 0.01%
Futures Contracts, Long, 3-Month Copper 0.01%
Futures Contracts, Short, 5-Year U.S. Treasury Note 0.00%**
Futures Contracts, Long, Zinc 0.00%**
Swap Agreement, Receive, Coffee Futures 0.00%**
Futures Contracts, Long, 3-Month Zinc 0.00%**
Futures Contracts, Long, 3-Month Zinc 0.00%**
Futures Contracts, Long, 3-Month Zinc 0.00%**
Futures Contracts, Short, Coffee 0.00%**
Swap Agreement, Pay, Silver Futures 0.00%**
UBS Select Treasury Preferred 0.00%**
Futures Contracts, Short, 90-Day Sterling 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Long, FTSE JSE Top 40 Index 0.00%**
Futures Contracts, Short, 10-Year U.S. Treasury Note 0.00%**
Futures Contracts, Short, 90-Day Sterling 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Short, U.S. Treasury Bond 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Swap Agreement, Pay, HG Copper Futures 0.00%**
Swap Agreement, Pay, Gasoil Bullet Futures 0.00%**
Swap Agreement, Receive, German Euro Bond Futures 0.00%**
Futures Contracts, Long, Aluminum 0.00%**
Futures Contracts, Short, 90-Day Sterling 0.00%**
Futures Contracts, Short, 3-Month Canada Bankers' Acceptance 0.00%**
Futures Contracts, Short, Cocoa 0.00%**
Swap Agreement, Pay, Platinum Futures 0.00%**
Futures Contracts, Short, 3-Month Canada Bankers' Acceptance 0.00%**
Futures Contracts, Long, KOSPI 200 Index 0.00%**
Futures Contracts, Long, HSCEI Index 0.00%**
Futures Contracts, Short, 3-Month EURIBOR 0.00%**
Futures Contracts, Short, Lean Hogs 0.00%**
Futures Contracts, Short, 90-Day Sterling 0.00%**
Swap Agreement, Pay, HSCEI China Index Futures 0.00%**
Swap Agreement, Receive, Sugar Futures 0.00%**
Futures Contracts, Long, EURO STOXX 50® Index 0.00%**
Futures Contracts, Short, Soybean Oil 0.00%**
Futures Contracts, Long, 3-Month Euroswiss 0.00%**
Futures Contracts, Short, 90-Day Eurodollar 0.00%**
Futures Contracts, Long, 3-Month Euroswiss 0.00%**
Futures Contracts, Long, Soybean 0.00%**
Futures Contracts, Short, Euro OAT 0.00%**
Futures Contracts, Short, U.K. Gilt 0.00%**
Futures Contracts, Long, 3-Month Euroswiss 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Short, 3-Month Canada Bankers' Acceptance 0.00%**
UBS Select Treasury Preferred 0.00%**
Futures Contracts, Short, 3-Month EURIBOR 0.00%**
Futures Contracts, Short, 3-Month EURIBOR 0.00%**
Futures Contracts, Short, 90-Day Sterling 0.00%**
Swap Agreement, Pay, Soybean Meal Futures 0.00%**
Futures Contracts, Long, SGX CNX Nifty Index 0.00%**
Futures Contracts, Short, 3-Month EURIBOR 0.00%**
Futures Contracts, Short, German Euro BUXL 0.00%**
Swap Agreement, Pay, German Euro Schatz Futures 0.00%**
Futures Contracts, Short, 3-Month EURIBOR 0.00%**
Futures Contracts, Short, Cocoa 0.00%**
Futures Contracts, Short, German Euro Schatz 0.00%**
Futures Contracts, Short, 3-Month EURIBOR 0.00%**
Futures Contracts, Long, 90-Day Sterling 0.00%**
Swap Agreement, Pay, MSCI Singapore Index Futures 0.00%**
Futures Contracts, Short, Wheat 0.00%**
Swap Agreement, Pay, SGX CNX Nifty Index Futures 0.00%**
Futures Contracts, Long, MSCI Taiwan Index 0.00%**
Futures Contracts, Short, Cocoa 0.00%**
Swap Agreement, Pay, OMX Stockholm 30 Index Futures 0.00%**
Futures Contracts, Long, MSCI Singapore Index 0.00%**
Futures Contracts, Short, Corn 0.00%**
Swap Agreement, Pay, Hang Seng Index Futures 0.00%**
Swap Agreement, Receive, Natural Gas Futures 0.00%**
Futures Contracts, Short, Cocoa 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Futures Contracts, Short, Soybean Meal 0.00%**
Swap Agreement, Receive, Cocoa Futures 0.00%**
Swap Agreement, Receive, Cocoa Futures 0.00%**
Futures Contracts, Long, Copper 0.00%**
Swap Agreement, Receive, Soybean Oil Futures 0.00%**
Swap Agreement, Pay, Platinum Futures 0.00%**
Futures Contracts, Long, 10-Year Canada Government Bond 0.00%**
Futures Contracts, Long, Euro-BTP Italy Government Bond 0.00%**
Swap Agreement, Pay, Lean Hog Futures 0.00%**
Swap Agreement, Receive, Cocoa Futures 0.00%**
Futures Contracts, Short, Wheat 0.00%**
Futures Contracts, Short, 3-Month Nickel 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Futures Contracts, Long, FTSE China A50 Index 0.00%**
Swap Agreement, Pay, MSCI Taiwan Index Futures 0.00%**
Futures Contracts, Long, 10-Year Australia Treasury Bond 0.00%**
Swap Agreement, Pay, 20-Year U.S. Treasury Note Futures 0.00%**
Swap Agreement, Pay, LME Copper Futures 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Swap Agreement, Receive, Cocoa Futures 0.00%**
Swap Agreement, Receive, Cocoa Futures 0.00%**
Futures Contracts, Short, 3-Month Zinc 0.00%**
Futures Contracts, Short, 3-Month Zinc 0.00%**
Swap Agreement, Receive, Cocoa Futures 0.00%**
Futures Contracts, Short, 3-Month Zinc 0.00%**
Futures Contracts, Long, OMX Stockholm 30 Index 0.00%**
Futures Contracts, Short, Natural Gas 0.00%**
Futures Contracts, Short, 3-Month Zinc -0.01%**
Futures Contracts, Short, Copper -0.01%**
Futures Contracts, Short, 3-Month Copper -0.01%**
Futures Contracts, Short, 3-Month Nickel -0.01%**
Futures Contracts, Short, 3-Month Nickel -0.01%**
Futures Contracts, Short, 3-Month Nickel -0.01%**
Futures Contracts, Long, Amsterdam Index -0.01%**
Swap Agreement, Pay, MSCI Taiwan Index Futures -0.01%**
Futures Contracts, Short, 3-Month Nickel -0.01%**
Swap Agreement, Pay, FTSE China A50 Index Futures -0.01%**
Futures Contracts, Short, 3-Month Nickel -0.01%**
Futures Contracts, Long, IBEX 35 Index -0.01%**
Swap Agreement, Pay, Hang Seng Index Futures -0.01%**
Futures Contracts, Long, U.S. Treasury Bond -0.01%**
Futures Contracts, Long, CAC 40 Index -0.01%**
Futures Contracts, Long, FTSE 100 Index -0.01%**
Swap Agreement, Pay, German Euro Bund Futures -0.01%**
Futures Contracts, Long, Gold 100 oz -0.02%**
Swap Agreement, Pay, HSCEI China Index Futures -0.02%**
Futures Contracts, Short, 3-Month Nickel -0.02%**
Futures Contracts, Short, 3-Year Australia Treasury Bond -0.02%**
Swap Agreement, Pay, Swiss Market Index Futures -0.02%**
Swap Agreement, Pay, 10-Year Japan Government Bond Futures -0.02%**
Futures Contracts, Long, S&P/ASX 200 Index -0.02%**
Swap Agreement, Pay, U.S. Treasury Note Futures -0.02%**
Swap Agreement, Receive, Soybean Futures -0.02%**
Futures Contracts, Long, 10-Year Japan Government Bond -0.02%**
Swap Agreement, Receive, Wheat Futures -0.03%**
Swap Agreement, Receive, Natural Gas Futures -0.03%**
Futures Contracts, Short, Nickel -0.03%**
Futures Contracts, Long, S&P/TSX 60 Index -0.04%**
Swap Agreement, Receive, Corn Futures -0.04%**
Swap Agreement, Receive, Soybean Futures -0.05%**
Swap Agreement, Receive, Wheat Futures -0.06%**
Swap Agreement, Pay, 10-Year U.K. Gilt Futures -0.07%**
Swap Agreement, Pay, Euro OAT Futures -0.07%**
Swap Agreement, Pay, 10-Year Italy Government Bond Futures -0.11%**
Net Other Assets (Liabilities) 4.74%