Transamerica

06/30/2017*


Transamerica Managed Futures Strategy

Security Description % of Total Market Value
U.S. Treasury Bill, 1.03%, due 11/16/2017 24.54%
U.S. Treasury Bill, 1.03%, due 11/16/2017 22.81%
U.S. Treasury Bill, 1.07%, due 11/24/2017 15.26%
U.S. Treasury Bill, 1.03%, due 11/16/2017 9.13%
U.S. Treasury Bill, 1.03%, due 11/16/2017 8.48%
UBS Select Treasury Preferred 6.79%
Dreyfus Treasury Cash Management 3.00%
U.S. Treasury Bill, 1.03%, due 11/09/2017 0.80%
BlackRock Liquidity Funds T-Fund Portfolio 0.61%
U.S. Treasury Bill, 0.92%, due 10/05/2017 0.16%
BlackRock Liquidity Funds T-Fund Portfolio 0.14%
U.S. Treasury Bill, 0.92%, due 10/05/2017 0.13%
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%
U.S. Treasury Bill, 1.12%, due 12/14/2017 0.11%
U.S. Treasury Bill, 1.12%, due 12/14/2017 0.11%
U.S. Treasury Bill, 1.12%, due 12/14/2017 0.07%
Futures Contracts, Long, Copper 0.07%
Futures Contracts, Short, Sugar No. 11 0.05%
Futures Contracts, Short, 10-Year Japan Government Bond 0.05%
Futures Contracts, Short, Coffee "C" 0.03%
Swap Agreement, Pay, KOSPI 200 Index Futures 0.03%
Futures Contracts, Short, German Euro BUXL 0.03%
Futures Contracts, Long, Copper 0.02%
Futures Contracts, Long, Palladium 0.02%
Swap Agreement, Pay, TAIEX Futures 0.02%
Futures Contracts, Long, TOPIX Index 0.02%
Futures Contracts, Short, 3-Year Australia Treasury Bond 0.02%
Futures Contracts, Long, 3-Month Zinc 0.01%
Swap Agreement, Pay, KOSPI 200 Index Futures 0.01%
Futures Contracts, Long, DJIA Mini Index 0.01%
Futures Contracts, Short, 90-Day Eurodollar 0.01%
Futures Contracts, Long, KOSPI 200 Index 0.01%
Swap Agreement, Pay, Palladium Futures 0.01%
Futures Contracts, Short, Gold 100 oz 0.01%
Futures Contracts, Long, 3-Month Zinc 0.01%
Futures Contracts, Long, 3-Month Zinc 0.01%
Futures Contracts, Short, 2-Year U.S. Treasury Note 0.01%
Futures Contracts, Long, 3-Month Copper 0.01%
Swap Agreement, Pay, Swiss Market Index Futures 0.01%
Futures Contracts, Long, 3-Month Copper 0.01%
Futures Contracts, Short, Cocoa 0.01%
Swap Agreement, Receive, 2-Year U.S. Treasury Note Futures 0.01%
Swap Agreement, Receive, Corn Futures 0.01%
Futures Contracts, Short, 90-Day Eurodollar 0.01%
Futures Contracts, Short, 90-Day Eurodollar 0.01%
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, Euro-BTP Italy Government Bond 0.00%**
Futures Contracts, Long, MSCI Emerging Markets Mini Index 0.00%**
Futures Contracts, Short, 10-Year U.S. Treasury Note 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Swap Agreement, Receive, Gold Futures 0.00%**
Futures Contracts, Short, 3-Month Euroswiss 0.00%**
Swap Agreement, Receive, Corn Futures 0.00%**
Futures Contracts, Short, 5-Year U.S. Treasury Note 0.00%**
U.S. Treasury Bill, 1.11%, due 12/14/2017 0.00%**
Futures Contracts, Short, 3-Month Euroswiss 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, HG Copper Futures 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Receive, Natural Gas Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Receive, Coffee Futures 0.00%**
Futures Contracts, Short, 3-Month Euroswiss 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Futures Contracts, Long, 3-Month 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, Short, 3-Month Nickel 0.00%**
Futures Contracts, Short, 90-Day Eurodollar 0.00%**
Futures Contracts, Short, 3-Month Canada Bankers' Acceptance 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, Pay, Zinc Futures 0.00%**
Futures Contracts, Short, German Euro Bund 0.00%**
Futures Contracts, Short, 3-Month Nickel 0.00%**
Futures Contracts, Short, Platinum 0.00%**
Futures Contracts, Short, 3-Month EURIBOR 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month EURIBOR 0.00%**
Futures Contracts, Short, FTSE China A50 Index 0.00%**
Swap Agreement, Receive, Cocoa Futures 0.00%**
Futures Contracts, Short, 3-Month Euroswiss 0.00%**
Swap Agreement, Pay, MSCI Singapore Index Futures 0.00%**
Swap Agreement, Pay, MSCI Switzerland Index Futures 0.00%**
Futures Contracts, Short, 3-Month EURIBOR 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, Wheat Futures 0.00%**
Swap Agreement, Receive, Silver Futures 0.00%**
Swap Agreement, Receive, Platinum Futures 0.00%**
Futures Contracts, Long, MSCI Singapore Index 0.00%**
Futures Contracts, Short, 90-Day Sterling 0.00%**
Futures Contracts, Short, 90-Day Sterling 0.00%**
Futures Contracts, Short, 90-Day Sterling 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Nickel 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, Hang Seng Index Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Receive, Cocoa Futures 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, SGX CNX Nifty Index Futures 0.00%**
Futures Contracts, Long, 3-Month EURIBOR 0.00%**
Futures Contracts, Short, 3-Month Nickel 0.00%**
Swap Agreement, Receive, Cotton No. 2 Futures 0.00%**
Swap Agreement, Receive, Sugar Futures 0.00%**
Futures Contracts, Long, MSCI EAFE Mini Index 0.00%**
Swap Agreement, Pay, MSCI Taiwan Index Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Futures Contracts, Long, MSCI Taiwan Index 0.00%**
Swap Agreement, Receive, Soybean Oil Futures 0.00%**
Swap Agreement, Pay, Hang Seng Index Futures 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, Soybean 0.00%**
Futures Contracts, Short, Soybean Meal 0.00%**
Futures Contracts, Long, Aluminum 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Receive, Gasoil Bullet Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month EURIBOR 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, HSCEI China Index Futures 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Receive, Wheat Futures 0.00%**
Futures Contracts, Long, 3-Month EURIBOR 0.00%**
Swap Agreement, Receive, Lean Hogs Futures 0.00%**
Futures Contracts, Long, 90-Day Sterling 0.00%**
Futures Contracts, Long, Hang Seng Index 0.00%**
Swap Agreement, Receive, MSCI Singapore Index Futures 0.00%**
Futures Contracts, Short, 90-Day Eurodollar 0.00%**
Swap Agreement, Receive, Soybean Meal Futures 0.00%**
Futures Contracts, Short, 3-Month Nickel 0.00%**
Futures Contracts, Short, Cocoa 0.00%**
Futures Contracts, Long, Russell 2000® Mini Index 0.00%**
Futures Contracts, Short, Nickel 0.00%**
Futures Contracts, Long, 90-Day Sterling 0.00%**
Futures Contracts, Short, Cotton No. 2 0.00%**
Futures Contracts, Long, H-Shares Index 0.00%**
Futures Contracts, Short, Silver 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Receive, RBOB Gasoline Futures -0.01%**
Futures Contracts, Short, U.S. Treasury Bond -0.01%**
Futures Contracts, Short, 3-Month Copper -0.01%**
Futures Contracts, Long, S&P Midcap 400® E-Mini Index -0.01%**
Swap Agreement, Pay, MSCI Brazil Index Futures -0.01%**
Futures Contracts, Short, 3-Month Copper -0.01%**
Futures Contracts, Long, S&P/ASX 200 Index -0.01%**
Swap Agreement, Receive, MSCI Switzerland Index Futures -0.01%**
Swap Agreement, Receive, WTI Crude Oil Futures -0.01%**
Futures Contracts, Short, Aluminum -0.01%**
Futures Contracts, Long, 90-Day Sterling -0.01%**
Swap Agreement, Pay, Aluminum Futures -0.01%**
Futures Contracts, Short, Corn -0.01%**
Futures Contracts, Short, 3-Month Zinc -0.01%**
Futures Contracts, Short, 90-Day Eurodollar -0.01%**
Futures Contracts, Short, 3-Month Zinc -0.01%**
Swap Agreement, Pay, HSCEI China Index Futures -0.01%**
Futures Contracts, Long, 3-Month Canada Bankers' Acceptance -0.01%**
Futures Contracts, Long, FTSE MIB Index -0.01%**
Futures Contracts, Long, 90-Day Sterling -0.01%**
Swap Agreement, Receive, Soybean Meal Futures -0.01%**
Futures Contracts, Short, 3-Month Zinc -0.01%**
Futures Contracts, Long, Nikkei 225 Index -0.01%**
Futures Contracts, Short, U.S. Treasury Bond -0.01%**
Futures Contracts, Long, S&P 500® E-Mini -0.02%**
Swap Agreement, Pay, OMX Stockholm 30 Index Futures -0.02%**
Futures Contracts, Long, 10-Year Australia Treasury Bond -0.02%**
Swap Agreement, Pay, MSCI Taiwan Index Futures -0.02%**
Swap Agreement, Receive, BM&F Bovespa Index Futures -0.02%**
Swap Agreement, Pay, Euro OAT Futures -0.02%**
Swap Agreement, Receive, Soybean Futures -0.02%**
Futures Contracts, Long, S&P/TSX 60 Index -0.02%**
Futures Contracts, Long, OMX Stockholm 30 Index -0.03%**
Swap Agreement, Receive, Wheat Futures -0.03%**
Futures Contracts, Short, 90-Day Eurodollar -0.03%**
Swap Agreement, Pay, 10-Year Canada Government Bond Futures -0.03%**
Swap Agreement, Pay, German Euro BOBL Futures -0.04%**
Futures Contracts, Long, Euro OAT -0.04%**
Swap Agreement, Receive, Soybean Futures -0.04%**
Swap Agreement, Pay, German Euro Schatz Futures -0.04%**
Futures Contracts, Short, RBOB Gasoline -0.04%**
Futures Contracts, Short, Natural Gas -0.04%**
Futures Contracts, Short, WTI Crude -0.04%**
Futures Contracts, Long, Amsterdam Index -0.06%**
Futures Contracts, Long, IBEX 35 Index -0.06%**
Futures Contracts, Long, CAC 40 Index -0.07%**
Futures Contracts, Short, Low Sulfur Gasoil -0.08%**
Futures Contracts, Long, NASDAQ-100 E-Mini Index -0.08%**
Futures Contracts, Long, FTSE 100 Index -0.08%**
Futures Contracts, Long, EURO STOXX 50® Index -0.09%**
Futures Contracts, Short, New York Harbor ULSD -0.09%**
Futures Contracts, Long, DAX® Index -0.11%**
Futures Contracts, Short, Brent Crude Oil -0.13%**
Futures Contracts, Long, U.K. Gilt -0.15%**
Net Other Assets (Liabilities) 8.79%