Transamerica

08/31/2017*


Transamerica Managed Futures Strategy

Security Description % of Total Market Value
U.S. Treasury Bill, 1.03%, due 11/16/2017 24.46%
U.S. Treasury Bill, 1.03%, due 11/16/2017 22.73%
U.S. Treasury Bill, 1.07%, due 11/24/2017 15.21%
U.S. Treasury Bill, 1.03%, due 11/16/2017 9.10%
U.S. Treasury Bill, 1.03%, due 11/16/2017 8.45%
UBS Select Treasury Preferred 6.34%
Dreyfus Treasury Cash Management 2.65%
U.S. Treasury Bill, 1.03%, due 11/09/2017 0.80%
BlackRock Liquidity Funds T-Fund Portfolio 0.66%
Futures Contracts, Long, MSCI Emerging Markets Mini Index 0.22%
Futures Contracts, Long, RBOB Gasoline 0.17%
U.S. Treasury Bill, 0.92%, due 10/05/2017 0.16%
Futures Contracts, Long, DJIA Mini Index 0.13%
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%
Futures Contracts, Long, NASDAQ-100 E-Mini Index 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%
Futures Contracts, Long, New York Harbor ULSD 0.11%
Futures Contracts, Long, Copper 0.10%
Futures Contracts, Long, Copper 0.07%
U.S. Treasury Bill, 1.12%, due 12/14/2017 0.07%
Futures Contracts, Long, Nickel 0.07%
Futures Contracts, Long, Low Sulfur Gasoil 0.06%
Futures Contracts, Short, 3-Year Australia Treasury Bond 0.05%
Swap Agreement, Receive, Coffee Futures 0.05%
Futures Contracts, Long, TOPIX Index 0.04%
Futures Contracts, Long, Gold 0.04%
Futures Contracts, Long, Aluminum 0.03%
Futures Contracts, Short, Corn 0.03%
Swap Agreement, Receive, Soybean Meal Futures 0.03%
Swap Agreement, Pay, TAIEX Futures 0.03%
Futures Contracts, Long, Zinc 0.03%
Futures Contracts, Short, Coffee 0.02%
Futures Contracts, Long, 3-Month Aluminum 0.02%
Swap Agreement, Pay, RBOB Gasoline Futures 0.02%
Futures Contracts, Long, 3-Month Nickel 0.02%
Futures Contracts, Long, 3-Month Nickel 0.02%
Futures Contracts, Long, Brent Crude Oil 0.02%
Swap Agreement, Pay, HG Copper Futures 0.02%
Swap Agreement, Pay, Hang Seng Index Futures 0.02%
Swap Agreement, Pay, RBOB Gasoline Futures 0.02%
Swap Agreement, Pay, Gasoil Bullet Futures 0.02%
Swap Agreement, Pay, MSCI Taiwan Index Futures 0.02%
Futures Contracts, Short, Wheat 0.01%
Swap Agreement, Pay, HG Copper Futures 0.01%
Futures Contracts, Long, FTSE MIB Index 0.01%
Futures Contracts, Long, S&P 500® E-Mini 0.01%
Futures Contracts, Long, 3-Month Nickel 0.01%
Futures Contracts, Long, FTSE JSE Top 40 Index 0.01%
Futures Contracts, Long, German Euro Schatz 0.01%
Futures Contracts, Long, 3-Month Zinc 0.01%
Futures Contracts, Short, 10-Year Australia Treasury Bond 0.01%
Futures Contracts, Long, Hang Seng Index 0.01%
Swap Agreement, Pay, Heating Oil ULSD Futures 0.01%
Futures Contracts, Long, 3-Month Aluminum 0.01%
Futures Contracts, Long, 3-Month Nickel 0.01%
Futures Contracts, Long, 3-Month Nickel 0.01%
Swap Agreement, Pay, Soybean Oil Futures 0.01%
Futures Contracts, Long, 3-Month Aluminum 0.01%
Futures Contracts, Short, Soybean 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%
Futures Contracts, Long, 3-Month Aluminum 0.01%
Futures Contracts, Long, 3-Month Nickel 0.01%
Futures Contracts, Long, 3-Month Zinc 0.01%
Futures Contracts, Long, 3-Month Zinc 0.00%**
Futures Contracts, Short, Lean Hogs 0.00%**
Futures Contracts, Long, German Euro Bund 0.00%**
Futures Contracts, Long, Copper 0.00%**
Futures Contracts, Long, German Euro BOBL 0.00%**
Futures Contracts, Short, EURO STOXX 50® Index 0.00%**
Swap Agreement, Pay, Heating Oil ULSD Futures 0.00%**
Swap Agreement, Pay, KOSPI 200 Index Futures 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, Soybean Meal 0.00%**
Futures Contracts, Long, Palladium 0.00%**
Futures Contracts, Long, MSCI EAFE Mini Index 0.00%**
Futures Contracts, Short, DAX® Index 0.00%**
U.S. Treasury Bill, 1.11%, due 12/14/2017 0.00%**
Swap Agreement, Pay, SGX CNX Nifty Index Futures 0.00%**
Futures Contracts, Short, WTI Crude 0.00%**
Futures Contracts, Long, Nickel 0.00%**
Swap Agreement, Pay, Hang Seng Index Futures 0.00%**
Swap Agreement, Pay, Gold Futures 0.00%**
Futures Contracts, Long, SGX CNX Nifty Index 0.00%**
Futures Contracts, Short, 3-Month Canada Bankers' Acceptance 0.00%**
Futures Contracts, Long, Zinc 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, Soybean Oil Futures 0.00%**
Futures Contracts, Short, 3-Month Canada Bankers' Acceptance 0.00%**
Swap Agreement, Receive, MSCI Singapore Index Futures 0.00%**
Futures Contracts, Long, 10-Year Japan Government Bond 0.00%**
Futures Contracts, Short, Wheat 0.00%**
Futures Contracts, Long, Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, MSCI Taiwan Index 0.00%**
Swap Agreement, Pay, KOSPI 200 Index Futures 0.00%**
Swap Agreement, Receive, Corn Futures 0.00%**
Swap Agreement, Receive, Soybean Meal Futures 0.00%**
Swap Agreement, Pay, MSCI Taiwan Index Futures 0.00%**
Futures Contracts, Short, 3-Month Euroswiss 0.00%**
Swap Agreement, Pay, HSCEI China Index Futures 0.00%**
Swap Agreement, Receive, MSCI Singapore Index Futures 0.00%**
Swap Agreement, Receive, WTI Crude Oil Futures 0.00%**
Swap Agreement, Receive, MSCI Singapore Index Futures 0.00%**
Swap Agreement, Receive, MSCI Singapore Index Futures 0.00%**
Swap Agreement, Pay, MSCI Switzerland Index Futures 0.00%**
Futures Contracts, Short, German Euro BUXL 0.00%**
Futures Contracts, Long, U.K. Gilt 0.00%**
Futures Contracts, Long, KOSPI 200 Index 0.00%**
Futures Contracts, Long, German Euro Schatz 0.00%**
Swap Agreement, Pay, Palladium Futures 0.00%**
Futures Contracts, Short, 3-Month Euroswiss 0.00%**
Swap Agreement, Receive, Wheat Futures 0.00%**
Futures Contracts, Short, 3-Month Euroswiss 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, HSCEI China Index Futures 0.00%**
Futures Contracts, Short, Cocoa 0.00%**
Futures Contracts, Long, Cocoa 0.00%**
Swap Agreement, Pay, Nickel Futures 0.00%**
Swap Agreement, Receive, Coffee Futures 0.00%**
Futures Contracts, Short, 3-Month EURIBOR 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, Zinc 0.00%**
Futures Contracts, Long, German Euro Bund 0.00%**
Swap Agreement, Receive, Cocoa Futures 0.00%**
Swap Agreement, Pay, BM&F Bovespa Index Futures 0.00%**
Swap Agreement, Receive, Cocoa Futures 0.00%**
Swap Agreement, Pay, Zinc Futures 0.00%**
Swap Agreement, Receive, Cocoa Futures 0.00%**
Swap Agreement, Receive, Cocoa Futures 0.00%**
Swap Agreement, Receive, 2-Year U.S. Treasury Note Futures 0.00%**
Futures Contracts, Long, H-Shares Index 0.00%**
Futures Contracts, Short, Platinum 0.00%**
Swap Agreement, Receive, Wheat Futures 0.00%**
Futures Contracts, Short, 3-Month EURIBOR 0.00%**
Swap Agreement, Receive, Platinum Futures 0.00%**
Swap Agreement, Receive, Platinum Futures 0.00%**
Swap Agreement, Pay, Aluminum Futures 0.00%**
Swap Agreement, Pay, German Euro Schatz Futures 0.00%**
Swap Agreement, Pay, FTSE China A50 Index Futures 0.00%**
Futures Contracts, Long, S&P/ASX 200 Index 0.00%**
Futures Contracts, Short, 10-Year U.S. Treasury Note 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, Copper 0.00%**
Futures Contracts, Long, German Euro BOBL 0.00%**
Futures Contracts, Short, 3-Month EURIBOR 0.00%**
Futures Contracts, Short, 90-Day Eurodollar 0.00%**
Swap Agreement, Pay, FTSE China A50 Index Futures 0.00%**
Swap Agreement, Receive, MSCI Switzerland Index Futures 0.00%**
Swap Agreement, Receive, Wheat Futures 0.00%**
Swap Agreement, Receive, Cotton No. 2 Futures 0.00%**
Futures Contracts, Short, 3-Month Zinc 0.00%**
Futures Contracts, Short, 3-Month EURIBOR -0.01%**
Futures Contracts, Short, 3-Month Zinc -0.01%**
Futures Contracts, Short, 3-Month Nickel -0.01%**
Futures Contracts, Short, 10-Year Canada Government Bond -0.01%**
Futures Contracts, Short, 3-Month Aluminum -0.01%**
Swap Agreement, Receive, Corn Futures -0.01%**
Futures Contracts, Short, 90-Day Sterling -0.01%**
Futures Contracts, Short, 3-Month EURIBOR -0.01%**
Futures Contracts, Short, 3-Month Nickel -0.01%**
Futures Contracts, Short, 3-Month Nickel -0.01%**
Swap Agreement, Receive, Soybean Futures -0.01%**
Swap Agreement, Receive, WTI Crude Oil Futures -0.01%**
Futures Contracts, Short, 3-Month Zinc -0.01%**
Futures Contracts, Short, 3-Month Nickel -0.01%**
Futures Contracts, Short, 3-Month Aluminum -0.01%**
Futures Contracts, Short, 3-Month Nickel -0.01%**
Futures Contracts, Short, 3-Month Nickel -0.01%**
Futures Contracts, Short, 3-Month Aluminum -0.01%**
Futures Contracts, Short, Cotton No. 2 -0.01%**
Futures Contracts, Long, Russell 2000® Mini Index -0.01%**
Futures Contracts, Long, Amsterdam Index -0.01%**
Swap Agreement, Receive, Silver Futures -0.01%**
Swap Agreement, Receive, Silver Futures -0.01%**
Swap Agreement, Pay, OMX Stockholm 30 Index Futures -0.01%**
Futures Contracts, Long, FTSE 100 Index -0.01%**
Futures Contracts, Short, U.S. Treasury Bond -0.01%**
Futures Contracts, Long, FTSE China A50 Index -0.01%**
Futures Contracts, Short, 3-Month Zinc -0.01%**
Futures Contracts, Long, CAC 40 Index -0.01%**
Futures Contracts, Short, Silver -0.01%**
Futures Contracts, Short, 90-Day Sterling -0.01%**
Swap Agreement, Receive, Cotton No. 2 Futures -0.01%**
Futures Contracts, Short, 3-Month EURIBOR -0.01%**
Futures Contracts, Short, 3-Month EURIBOR -0.01%**
Futures Contracts, Short, 90-Day Sterling -0.01%**
Futures Contracts, Short, 90-Day Sterling -0.01%**
Futures Contracts, Short, 3-Month Nickel -0.01%**
Futures Contracts, Short, 90-Day Sterling -0.01%**
Futures Contracts, Short, 90-Day Sterling -0.01%**
Futures Contracts, Short, 90-Day Sterling -0.01%**
Futures Contracts, Short, German Euro BUXL -0.01%**
Futures Contracts, Long, S&P Midcap 400® E-Mini Index -0.01%**
Swap Agreement, Receive, Sugar Futures -0.02%**
Futures Contracts, Short, Sugar No. 11 -0.02%**
Swap Agreement, Receive, Sugar Futures -0.02%**
Futures Contracts, Short, 90-Day Eurodollar -0.02%**
Futures Contracts, Short, U.S. Treasury Bond -0.02%**
Swap Agreement, Receive, Natural Gas Futures -0.02%**
Swap Agreement, Pay, Swiss Market Index Futures -0.02%**
Futures Contracts, Long, S&P/TSX 60 Index -0.02%**
Futures Contracts, Short, 3-Month Nickel -0.02%**
Swap Agreement, Receive, Soybean Futures -0.02%**
Futures Contracts, Short, 3-Month Nickel -0.02%**
Futures Contracts, Short, 90-Day Eurodollar -0.02%**
Futures Contracts, Short, 3-Month Aluminum -0.02%**
Futures Contracts, Short, 90-Day Eurodollar -0.03%**
Futures Contracts, Long, IBEX 35 Index -0.03%**
Futures Contracts, Short, 90-Day Eurodollar -0.03%**
Futures Contracts, Short, Nickel -0.03%**
Futures Contracts, Short, 90-Day Eurodollar -0.03%**
Futures Contracts, Short, Aluminum -0.04%**
Futures Contracts, Short, Natural Gas -0.04%**
Futures Contracts, Short, 90-Day Eurodollar -0.05%**
Futures Contracts, Long, Nikkei 225 Index -0.06%**
Net Other Assets (Liabilities) 7.88%