Transamerica

05/31/2017*


Transamerica Managed Futures Strategy

Security Description % of Total Net Assets
U.S. Treasury Bill, 1.03%, due 11/16/2017 23.62%
U.S. Treasury Bill, 1.03%, due 11/16/2017 21.95%
U.S. Treasury Bill, 1.07%, due 11/24/2017 14.69%
UBS Select Treasury Preferred 8.90%
U.S. Treasury Bill, 1.03%, due 11/16/2017 8.78%
U.S. Treasury Bill, 1.03%, due 11/16/2017 8.16%
Dreyfus Treasury Cash Management 4.77%
BlackRock Liquidity Funds T-Fund Portfolio 1.07%
U.S. Treasury Bill, 1.03%, due 11/09/2017 0.77%
Futures Contracts, Long, NASDAQ-100 E-Mini Index 0.29%
Swap Agreement, Pay, KOSPI 200 Index Futures 0.18%
U.S. Treasury Bill, 0.92%, due 10/05/2017 0.16%
U.S. Treasury Bill, 0.92%, due 10/05/2017 0.13%
Futures Contracts, Long, MSCI Emerging Markets Mini Index 0.12%
U.S. Treasury Bill, 0.65%, due 06/15/2017 0.12%
U.S. Treasury Bill, 0.65%, due 06/15/2017 0.12%
U.S. Treasury Bill, 0.65%, due 06/15/2017 0.12%
BlackRock Liquidity Funds T-Fund Portfolio 0.12%
U.S. Treasury Bill, 0.65%, due 06/15/2017 0.12%
U.S. Treasury Bill, 0.65%, due 06/15/2017 0.12%
U.S. Treasury Bill, 0.92%, due 10/05/2017 0.11%
U.S. Treasury Bill, 0.92%, due 10/05/2017 0.11%
U.S. Treasury Bill, 0.92%, due 10/05/2017 0.11%
Swap Agreement, Receive, Soybean Futures 0.10%
Swap Agreement, Pay, Swiss Market Index Futures 0.09%
Futures Contracts, Short, Sugar No. 11 0.08%
Swap Agreement, Receive, Soybean Futures 0.07%
Futures Contracts, Long, FTSE 100 Index 0.06%
Futures Contracts, Long, EURO STOXX 50® Index 0.06%
Futures Contracts, Long, DAX® Index 0.06%
U.S. Treasury Bill, 0.65%, due 06/15/2017 0.06%
Swap Agreement, Receive, Soybean Meal Futures 0.05%
Futures Contracts, Long, FTSE MIB Index 0.05%
Futures Contracts, Long, MSCI EAFE Mini Index 0.04%
Swap Agreement, Receive, Soybean Meal Futures 0.04%
Futures Contracts, Long, U.K. Gilt 0.04%
Futures Contracts, Long, S&P 500® E-Mini 0.03%
Futures Contracts, Long, Euro OAT 0.03%
Futures Contracts, Long, KOSPI 200 Index 0.03%
Futures Contracts, Short, Brent Crude Oil 0.03%
Futures Contracts, Long, TOPIX Index 0.03%
Futures Contracts, Long, FTSE China A50 Index 0.02%
Swap Agreement, Pay, SGX CNX Nifty Index Futures 0.02%
Futures Contracts, Long, 10-Year Canada Government Bond 0.02%
Futures Contracts, Long, Palladium 0.02%
Swap Agreement, Pay, KOSPI 200 Index Futures 0.02%
Futures Contracts, Long, DJIA Mini Index 0.02%
Futures Contracts, Long, Nikkei 225 Index 0.01%
Swap Agreement, Pay, HSCEI China Index Futures 0.01%
Swap Agreement, Receive, MSCI Switzerland Index Futures 0.01%
Futures Contracts, Short, Low Sulfur Gasoil 0.01%
Swap Agreement, Receive, BM&F Bovespa Index Futures 0.01%
Swap Agreement, Receive, Wheat Futures 0.01%
Futures Contracts, Short, Nickel 0.01%
Futures Contracts, Long, 90-Day Sterling 0.01%
Futures Contracts, Long, H-Shares Index 0.01%
Futures Contracts, Short, Soybean Meal 0.01%
Futures Contracts, Long, S&P Midcap 400® E-Mini Index 0.01%
Futures Contracts, Long, Gold 100 oz 0.01%
Swap Agreement, Pay, Platinum Futures 0.01%
Futures Contracts, Long, 10-Year Australia Treasury Bond 0.01%
Futures Contracts, Short, Soybean 0.01%
Futures Contracts, Short, Coffee "C" 0.01%
Futures Contracts, Short, 3-Month Nickel 0.01%
Futures Contracts, Long, 90-Day Sterling 0.01%
Futures Contracts, Long, Hang Seng Index 0.01%
Swap Agreement, Pay, Hang Seng Index Futures 0.01%
Swap Agreement, Receive, MSCI Singapore Index Futures 0.01%
Futures Contracts, Long, SGX CNX Nifty Index 0.01%
Futures Contracts, Long, Aluminum 0.00%**
Futures Contracts, Long, 90-Day Sterling 0.00%**
Futures Contracts, Long, 90-Day Sterling 0.00%**
Swap Agreement, Pay, 10-Year Canada Government Bond Futures 0.00%**
Swap Agreement, Receive, MSCI Singapore Index Futures 0.00%**
Futures Contracts, Short, 3-Month Zinc 0.00%**
Futures Contracts, Long, 90-Day Sterling 0.00%**
Futures Contracts, Short, 3-Month Zinc 0.00%**
Futures Contracts, Short, 3-Month Zinc 0.00%**
Futures Contracts, Long, Copper 0.00%**
Swap Agreement, Receive, MSCI Singapore Index Futures 0.00%**
Swap Agreement, Receive, MSCI Singapore Index Futures 0.00%**
Swap Agreement, Receive, MSCI Singapore Index Futures 0.00%**
Swap Agreement, Receive, MSCI Singapore Index Futures 0.00%**
Swap Agreement, Receive, MSCI Singapore Index Futures 0.00%**
Swap Agreement, Receive, MSCI Singapore Index Futures 0.00%**
Futures Contracts, Short, Zinc 0.00%**
Swap Agreement, Receive, Soybean Oil Futures 0.00%**
Swap Agreement, Receive, MSCI Singapore Index Futures 0.00%**
Swap Agreement, Receive, MSCI Singapore Index Futures 0.00%**
Futures Contracts, Short, Cocoa 0.00%**
Futures Contracts, Long, 3-Month Zinc 0.00%**
Futures Contracts, Long, 90-Day Sterling 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Receive, Coffee Futures 0.00%**
Futures Contracts, Short, New York Harbor ULSD 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Swap Agreement, Pay, HSCEI China Index Futures 0.00%**
Futures Contracts, Short, 3-Month Nickel 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Long, 90-Day Sterling 0.00%**
Swap Agreement, Pay, TAIEX Futures 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Nickel 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, KC HRW Wheat 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, Nickel 0.00%**
Swap Agreement, Receive, MSCI Singapore Index Futures 0.00%**
Futures Contracts, Long, 3-Year Australia Treasury Bond 0.00%**
Swap Agreement, Pay, Hang Seng Index Futures 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Receive, Cocoa Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Euroswiss 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, German Euro BUXL 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Zinc 0.00%**
Futures Contracts, Long, 3-Month Zinc 0.00%**
Futures Contracts, Long, Copper 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, Soybean Oil 0.00%**
Swap Agreement, Receive, Platinum Futures 0.00%**
Swap Agreement, Pay, MSCI Switzerland Index Futures 0.00%**
Futures Contracts, Short, 3-Month Zinc 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Receive, Platinum Futures 0.00%**
Futures Contracts, Short, 3-Month Euroswiss 0.00%**
Futures Contracts, Short, Corn 0.00%**
Futures Contracts, Long, Cocoa 0.00%**
Futures Contracts, Short, German Euro Bund 0.00%**
Swap Agreement, Pay, MSCI Taiwan Index Futures 0.00%**
Swap Agreement, Pay, German Euro BOBL Futures 0.00%**
Swap Agreement, Pay, German Euro Schatz Futures 0.00%**
Swap Agreement, Pay, FTSE China A50 Index Futures 0.00%**
Swap Agreement, Receive, MSCI Singapore Index Futures 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Euroswiss 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, MSCI Taiwan Index 0.00%**
Swap Agreement, Receive, MSCI Singapore Index Futures 0.00%**
Futures Contracts, Long, 3-Month EURIBOR 0.00%**
Swap Agreement, Pay, MSCI Singapore Index Futures 0.00%**
Futures Contracts, Short, 2-Year U.S. Treasury Note 0.00%**
Futures Contracts, Short, 3-Month EURIBOR 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, MSCI Singapore Index 0.00%**
Futures Contracts, Short, 90-Day Eurodollar 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, Aluminum 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Receive, Corn Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Zinc 0.00%**
Futures Contracts, Short, 90-Day Eurodollar 0.00%**
Futures Contracts, Long, Euro OAT 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, MSCI Singapore Index Futures 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Swap Agreement, Receive, Corn Futures 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Futures Contracts, Long, Euro-BTP Italy Government Bond 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, Cotton No. 2 Futures 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Swap Agreement, Receive, Wheat Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Canada Bankers' Acceptance 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Futures Contracts, Long, 3-Month Canada Bankers' Acceptance 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Zinc 0.00%**
Swap Agreement, Receive, Wheat Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Zinc 0.00%**
Swap Agreement, Pay, Aluminum Futures 0.00%**
Futures Contracts, Short, 3-Month EURIBOR 0.00%**
Futures Contracts, Long, 3-Month Zinc 0.00%**
Swap Agreement, Pay, MSCI Taiwan Index Futures 0.00%**
Futures Contracts, Long, 3-Month Zinc 0.00%**
Swap Agreement, Pay, OMX Stockholm 30 Index Futures 0.00%**
Futures Contracts, Long, FTSE JSE Top 40 Index 0.00%**
Futures Contracts, Long, Euro-BTP Italy Government Bond 0.00%**
Futures Contracts, Short, Copper 0.00%**
Futures Contracts, Long, OMX Stockholm 30 Index 0.00%**
Futures Contracts, Short, 10-Year Japan Government Bond -0.01%**
Futures Contracts, Long, 3-Month Nickel -0.01%**
Futures Contracts, Short, 5-Year U.S. Treasury Note -0.01%**
Futures Contracts, Short, 90-Day Eurodollar -0.01%**
Futures Contracts, Short, 3-Month EURIBOR -0.01%**
Futures Contracts, Short, Platinum -0.01%**
Futures Contracts, Short, German Euro Bund -0.01%**
Futures Contracts, Long, S&P/TSX 60 Index -0.01%**
Futures Contracts, Short, 90-Day Eurodollar -0.01%**
Futures Contracts, Short, 3-Month EURIBOR -0.01%**
Futures Contracts, Long, IBEX 35 Index -0.01%**
Futures Contracts, Short, Aluminum -0.01%**
Futures Contracts, Long, S&P/ASX 200 Index -0.01%**
Futures Contracts, Short, 90-Day Eurodollar -0.01%**
Futures Contracts, Long, Russell 2000® Mini Index -0.01%**
Futures Contracts, Long, Natural Gas -0.01%**
Swap Agreement, Receive, RBOB Gasoline Futures -0.01%**
Futures Contracts, Short, RBOB Gasoline -0.01%**
Futures Contracts, Short, 3-Month EURIBOR -0.02%**
Futures Contracts, Short, 90-Day Eurodollar -0.02%**
Futures Contracts, Short, 3-Month EURIBOR -0.02%**
Futures Contracts, Short, 10-Year U.S. Treasury Note -0.02%**
Futures Contracts, Short, German Euro BUXL -0.02%**
Swap Agreement, Receive, Lean Hog Futures -0.02%**
Futures Contracts, Long, Amsterdam Index -0.03%**
Futures Contracts, Short, 90-Day Eurodollar -0.03%**
Futures Contracts, Long, Copper -0.03%**
Futures Contracts, Long, CAC 40 Index -0.03%**
Futures Contracts, Short, WTI Crude -0.03%**
Futures Contracts, Short, Silver -0.03%**
Futures Contracts, Long, Nickel -0.04%**
Futures Contracts, Long, Zinc -0.05%**
Futures Contracts, Short, U.S. Treasury Bond -0.05%**
Futures Contracts, Short, U.S. Treasury Bond -0.05%**
Net Other Assets (Liabilities) 4.74%