Transamerica

09/30/2017*


Transamerica Managed Futures Strategy

Security Description % of Total Market Value
U.S. Treasury Bill, 1.03%, due 11/16/2017 24.94%
U.S. Treasury Bill, 1.03%, due 11/16/2017 23.17%
U.S. Treasury Bill, 1.07%, due 11/24/2017 15.51%
U.S. Treasury Bill, 1.03%, due 11/16/2017 9.27%
U.S. Treasury Bill, 1.03%, due 11/16/2017 8.62%
UBS Select Treasury Preferred 5.31%
Dreyfus Treasury Cash Management 1.78%
U.S. Treasury Bill, 1.03%, due 11/09/2017 0.81%
BlackRock Liquidity Funds T-Fund Portfolio 0.44%
U.S. Treasury Bill, 0.92%, due 10/05/2017 0.16%
Futures Contracts, Long, TOPIX Index 0.16%
Futures Contracts, Short, 10-Year Australia Treasury Bond 0.14%
Futures Contracts, Short, 3-Year Australia Treasury Bond 0.13%
U.S. Treasury Bill, 0.92%, due 10/05/2017 0.13%
Futures Contracts, Long, Nikkei 225 Index 0.13%
U.S. Treasury Bill, 0.92%, due 10/05/2017 0.12%
U.S. Treasury Bill, 0.92%, due 10/05/2017 0.12%
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, Low Sulfur Gasoil 0.10%
Futures Contracts, Long, Russell 2000® Mini Index 0.09%
Futures Contracts, Long, Brent Crude Oil 0.09%
Futures Contracts, Long, S&P/TSX 60 Index 0.08%
Futures Contracts, Long, DJIA Mini Index 0.07%
U.S. Treasury Bill, 1.12%, due 12/14/2017 0.07%
Futures Contracts, Long, New York Harbor ULSD 0.06%
Futures Contracts, Long, S&P 500® E-Mini 0.05%
Swap Agreement, Pay, KOSPI 200 Index Futures 0.04%
Swap Agreement, Pay, Gasoil Bullet Futures 0.04%
Futures Contracts, Long, DAX® Index 0.04%
Futures Contracts, Long, S&P Midcap 400® E-Mini Index 0.04%
Futures Contracts, Long, EURO STOXX 50® Index 0.03%
Futures Contracts, Short, U.K. Gilt 0.03%
Futures Contracts, Short, 10-Year Canada Government Bond 0.03%
Futures Contracts, Short, German Euro BUXL 0.03%
Futures Contracts, Short, U.S. Treasury Bond 0.02%
Futures Contracts, Long, WTI Crude 0.02%
Futures Contracts, Short, Natural Gas 0.02%
Futures Contracts, Short, 10-Year U.S. Treasury Note 0.02%
Swap Agreement, Pay, Heating Oil ULSD Futures 0.02%
Swap Agreement, Pay, Swiss Market Index Futures 0.02%
Futures Contracts, Short, 5-Year U.S. Treasury Note 0.02%
Futures Contracts, Long, Amsterdam Index 0.02%
Futures Contracts, Long, CAC 40 Index 0.02%
Futures Contracts, Short, 90-Day Sterling 0.02%
Futures Contracts, Short, 90-Day Sterling 0.02%
Futures Contracts, Short, 90-Day Sterling 0.02%
Futures Contracts, Short, 90-Day Sterling 0.02%
Futures Contracts, Short, 90-Day Sterling 0.01%
Swap Agreement, Pay, KOSPI 200 Index Futures 0.01%
Futures Contracts, Short, 90-Day Eurodollar 0.01%
Futures Contracts, Short, 90-Day Sterling 0.01%
Futures Contracts, Short, 3-Month Canada Bankers' Acceptance 0.01%
Futures Contracts, Short, U.S. Treasury Bond 0.01%
Futures Contracts, Long, 3-Month Zinc 0.01%
Swap Agreement, Pay, BM&F Bovespa Index Futures 0.01%
Futures Contracts, Long, OMX Stockholm 30 Index 0.01%
Futures Contracts, Long, KOSPI 200 Index 0.01%
Futures Contracts, Short, 90-Day Sterling 0.01%
Swap Agreement, Receive, Sugar Futures 0.01%
Futures Contracts, Short, Corn 0.01%
Futures Contracts, Long, FTSE MIB Index 0.01%
Swap Agreement, Pay, Gasoil Bullet Futures 0.01%
Swap Agreement, Receive, MSCI Singapore Index Futures 0.01%
Swap Agreement, Pay, Zinc Futures 0.01%
Futures Contracts, Short, 90-Day Eurodollar 0.01%
Futures Contracts, Short, 90-Day Eurodollar 0.01%
Futures Contracts, Long, NASDAQ-100 E-Mini Index 0.01%
Futures Contracts, Long, 3-Month Zinc 0.01%
Swap Agreement, Pay, MSCI Taiwan Index Futures 0.01%
Futures Contracts, Long, MSCI EAFE Index 0.01%
Futures Contracts, Short, 2-Year U.S. Treasury Note 0.01%
Futures Contracts, Long, 3-Month Zinc 0.01%
Swap Agreement, Receive, MSCI Switzerland Index Futures 0.01%
Futures Contracts, Short, 90-Day Eurodollar 0.01%
Futures Contracts, Long, 3-Month Zinc 0.01%
Swap Agreement, Receive, Sugar Futures 0.01%
Swap Agreement, Receive, Coffee Futures 0.01%
Futures Contracts, Short, 90-Day Eurodollar 0.01%
Swap Agreement, Receive, Corn Futures 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 90-Day Eurodollar 0.00%**
Futures Contracts, Short, Sugar No. 11 0.00%**
Futures Contracts, Short, Platinum 0.00%**
Futures Contracts, Long, Zinc 0.00%**
Futures Contracts, Long, Palladium 0.00%**
U.S. Treasury Bill, 1.11%, due 12/14/2017 0.00%**
Swap Agreement, Pay, Hang Seng Index Futures 0.00%**
Futures Contracts, Short, Euro OAT 0.00%**
Swap Agreement, Pay, FTSE China A50 Index Futures 0.00%**
Swap Agreement, Receive, Silver Futures 0.00%**
Swap Agreement, Pay, Heating Oil ULSD Futures 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Futures Contracts, Short, Aluminum 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Swap Agreement, Receive, Natural Gas Futures 0.00%**
Futures Contracts, Short, Silver 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Futures Contracts, Long, IBEX 35 Index 0.00%**
Swap Agreement, Pay, OMX Stockholm 30 Index Futures 0.00%**
Futures Contracts, Short, German Euro Bund 0.00%**
Futures Contracts, Short, Coffee 0.00%**
Swap Agreement, Pay, Aluminum Futures 0.00%**
Futures Contracts, Short, 3-Month EURIBOR 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Futures Contracts, Short, 3-Month Canada Bankers' Acceptance 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Canada Bankers' Acceptance 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Futures Contracts, Short, 10-Year Japan Government Bond 0.00%**
Swap Agreement, Receive, Corn Futures 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Swap Agreement, Pay, Palladium Futures 0.00%**
Futures Contracts, Long, Gasoline 0.00%**
Futures Contracts, Short, Wheat 0.00%**
Futures Contracts, Short, 90-Day Sterling 0.00%**
Swap Agreement, Pay, FTSE China A50 Index Futures 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, Hang Seng Index Futures 0.00%**
Swap Agreement, Pay, MSCI Taiwan Index Futures 0.00%**
Futures Contracts, Short, Soybean Oil 0.00%**
Futures Contracts, Short, 3-Month EURIBOR 0.00%**
Futures Contracts, Long, Cotton No. 2 0.00%**
Swap Agreement, Pay, MSCI Switzerland Index Futures 0.00%**
Futures Contracts, Short, 3-Month Euroswiss 0.00%**
Futures Contracts, Short, Soybean Meal 0.00%**
Futures Contracts, Long, Cocoa 0.00%**
Futures Contracts, Short, 3-Month Euroswiss 0.00%**
Futures Contracts, Short, 3-Month Euroswiss 0.00%**
Futures Contracts, Short, 3-Month Euroswiss 0.00%**
Swap Agreement, Pay, Soybean Futures 0.00%**
Swap Agreement, Receive, Cotton No. 2 Futures 0.00%**
Futures Contracts, Short, 3-Month Nickel 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, RBOB Gasoline Futures 0.00%**
Futures Contracts, Long, Aluminum 0.00%**
Futures Contracts, Short, Wheat 0.00%**
Swap Agreement, Pay, Soybean Oil Futures 0.00%**
Swap Agreement, Pay, HSCEI China Index Futures 0.00%**
Futures Contracts, Short, 3-Month Nickel 0.00%**
Futures Contracts, Long, Hang Seng Index 0.00%**
Futures Contracts, Short, 3-Month Nickel 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, Cocoa 0.00%**
Futures Contracts, Short, 3-Month Nickel 0.00%**
Swap Agreement, Pay, RBOB Gasoline Futures 0.00%**
Swap Agreement, Pay, Platinum Futures 0.00%**
Swap Agreement, Receive, Wheat Futures 0.00%**
Swap Agreement, Pay, Platinum Futures 0.00%**
Futures Contracts, Short, 3-Month Nickel 0.00%**
Swap Agreement, Receive, Cocoa Futures 0.00%**
Futures Contracts, Short, 3-Month EURIBOR 0.00%**
Futures Contracts, Short, 3-Month Nickel 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Nickel 0.00%**
Futures Contracts, Short, 3-Month Nickel 0.00%**
Futures Contracts, Long, FTSE 100 Index 0.00%**
Swap Agreement, Receive, WTI Crude Oil Futures 0.00%**
Futures Contracts, Short, 3-Month EURIBOR 0.00%**
Swap Agreement, Pay, TAIEX Futures 0.00%**
Futures Contracts, Long, SGX CNX Nifty Index 0.00%**
Futures Contracts, Long, HSCEI Index 0.00%**
Futures Contracts, Short, 3-Month EURIBOR 0.00%**
Futures Contracts, Long, Soybean 0.00%**
Futures Contracts, Short, 3-Month EURIBOR 0.00%**
Swap Agreement, Receive, Cocoa Futures 0.00%**
Futures Contracts, Short, 3-Month EURIBOR 0.00%**
Swap Agreement, Pay, SGX CNX Nifty Index Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 90-Day Eurodollar -0.01%**
Futures Contracts, Short, 3-Month Zinc -0.01%**
Futures Contracts, Long, German Euro Schatz -0.01%**
Futures Contracts, Short, Lean Hogs -0.01%**
Futures Contracts, Short, 3-Month Zinc -0.01%**
Swap Agreement, Pay, HG Copper Futures -0.01%**
Futures Contracts, Short, 3-Month Zinc -0.01%**
Swap Agreement, Pay, HG Copper Futures -0.01%**
Futures Contracts, Long, FTSE JSE Top 40 Index -0.01%**
Swap Agreement, Pay, HSCEI China Index Futures -0.01%**
Futures Contracts, Long, S&P/ASX 200 Index -0.01%**
Swap Agreement, Receive, Wheat Futures -0.01%**
Swap Agreement, Receive, Cocoa Futures -0.01%**
Swap Agreement, Pay, Nickel Futures -0.01%**
Swap Agreement, Receive, Soybean Meal Futures -0.01%**
Futures Contracts, Short, 3-Month Zinc -0.01%**
Swap Agreement, Pay, Soybean Oil Futures -0.01%**
Swap Agreement, Pay, German Euro Schatz Futures -0.02%**
Swap Agreement, Pay, Gold Futures -0.02%**
Futures Contracts, Long, German Euro BOBL -0.02%**
Futures Contracts, Long, Copper -0.03%**
Futures Contracts, Long, MSCI Emerging Markets Index -0.03%**
Swap Agreement, Receive, Wheat Futures -0.03%**
Futures Contracts, Long, Copper -0.04%**
Futures Contracts, Long, Nickel -0.05%**
Futures Contracts, Long, Gold -0.15%**
Net Other Assets (Liabilities) 7.83%