Name	Symbol	Market	Type
Deltashares S&P 600 Managed Risk ETF	AMEX:DMRS	AMEX	Exchange Traded Fund

	Price Change	% Change	Price	High Price	Low Price	Open Price	Traded	Last Trade
	0.00	0.00%	53.4943				0	01:00:00

Annual Report for Registered Investment Companies (n-cen)

13/03/2020 4:08pm

Edgar (US Regulatory)

schemaVersion: X0201

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

Form N-CEN Filer Information

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-CEN
ANNUAL REPORT FOR REGISTERED INVESTMENT COMPANIES

OMB APPROVAL

Form N-CEN

OMB Number: 3235-0729

Estimated average burden hours per response: 19.04

N-CEN:Series/Class (Contract) Information

Series ID Record:1

Series ID

S000057758

Class ID Record:1

Class ID

C000186342

Series ID Record:2

Series ID

S000057756

Class ID Record:1

Class ID

C000186340

Series ID Record:3

Series ID

S000057755

Class ID Record:1

Class ID

C000186339

Series ID Record:4

Series ID

S000057759

Class ID Record:1

Class ID

C000186343

Series ID Record:5

Series ID

S000057757

Class ID Record:1

Class ID

C000186341

N-CEN:Part A: General Information

Item A.1. Reporting period covered.

a. Report for period ending:	2019-12-31
b. Does this report cover a period of less than 12 months?	Yes X No

N-CEN:Part B: Information About the Registrant

Item B.1. Background information.

a. Full name of Registrant	Transamerica ETF Trust
b. Investment Company Act file number ( e.g., 811-)	811-23237
c. CIK	0001673996
d. LEI	549300TFK5C2SI3N2391

Item B.2. Address and telephone number of Registrant.

a. Street 1	1801 CALIFORNIA STREET
Street 2	SUITE 5200
b. City	DENVER
c. State, if applicable	COLORADO
d. Foreign country, if applicable	UNITED STATES OF AMERICA
e. Zip code and zip code extension, or foreign postal code	80202
f. Telephone number (including country code if foreign)	720-493-4256
g. Public Website, if any	www.deltashares.com

Item B.3. Location of books and records.

Instruction. Provide the requested information for each person maintaining physical possession of each account, book, or other document required to be maintained by section 31(a) of the Act (15 U.S.C. 80a-30(a)) and the rules under that section.

Location books Record: 1
a. Name of person (e.g., a custodian of records)	Transamerica Capital, Inc.
b. Street 1	1801 California Street
Street 2	Suite 5200
c. City	Denver
d. State, if applicable	COLORADO
e. Foreign country, if applicable	UNITED STATES OF AMERICA
f. Zip code and zip code extension, or foreign postal code	80202
g. Telephone number (including country code if foreign)	720-493-8055
h. Briefly describe the books and records kept at this location:	Underwriter Records
Location books Record: 2
a. Name of person (e.g., a custodian of records)	State Street Bank and Trust Company
b. Street 1	1 Lincoln Street
Street 2
c. City	Boston
d. State, if applicable	MASSACHUSETTS
e. Foreign country, if applicable	UNITED STATES OF AMERICA
f. Zip code and zip code extension, or foreign postal code	02111
g. Telephone number (including country code if foreign)	617-786-3000
h. Briefly describe the books and records kept at this location:	Transfer Agent, Custody, Administration and Accounting Records
Location books Record: 3
a. Name of person (e.g., a custodian of records)	Transamerica Asset Management, Inc.
b. Street 1	1801 California Street
Street 2	Suite 5200
c. City	Denver
d. State, if applicable	COLORADO
e. Foreign country, if applicable	UNITED STATES OF AMERICA
f. Zip code and zip code extension, or foreign postal code	80202
g. Telephone number (including country code if foreign)	720-493-4256
h. Briefly describe the books and records kept at this location:	Adviser Records
Location books Record: 4
a. Name of person (e.g., a custodian of records)	Transamerica Fund Services, Inc.
b. Street 1	1801 California Street
Street 2	Suite 5200
c. City	Denver
d. State, if applicable	COLORADO
e. Foreign country, if applicable	UNITED STATES OF AMERICA
f. Zip code and zip code extension, or foreign postal code	80202
g. Telephone number (including country code if foreign)	720-482-1500
h. Briefly describe the books and records kept at this location:	Administration Records
Location books Record: 5
a. Name of person (e.g., a custodian of records)	Milliman Financial Risk Management LLC
b. Street 1	71 S Wacker Drive
Street 2	31st Floor
c. City	Chicago
d. State, if applicable	ILLINOIS
e. Foreign country, if applicable	UNITED STATES OF AMERICA
f. Zip code and zip code extension, or foreign postal code	60606
g. Telephone number (including country code if foreign)	312-726-0677
h. Briefly describe the books and records kept at this location:	Sub-Adviser Records

Item B.4. Initial of final filings.

Instruction. Respond "yes" to Item B.4.b only if the Registrant has filed an application to deregister or will file an application to deregister before its next required filing on this form.

a. Is this the first filing on this form by the Registrant?	Yes X No
b. Is this the last filing on this form by the Registrant?	Yes X No

Item B.5. Family of investment companies.

Instruction. "Family of investment companies" means, except for insurance company separate accounts, any two or more registered investment companies that (i) share the same investment adviser or principal underwriter; and (ii) hold themselves out to investors as related companies for purposes of investment and investor services.In responding to this item, all Registrants in the family of investment companies should report the name of the family of investment companies identically.

Insurance company separate accounts that may not hold themselves out to investors as related companies (products) for purposes of investment and investor services should consider themselves part of the same family if the operational or accounting or control systems under which these entities function are substantially similar.

a. Is the Registrant part of a family of investment companies?

X Yes No

i. Full name of family of investment companies

TRANSAMERICA

Item B.6. Organization.

Instruction. For Item B.6.a.i., the Registrant should include all Series that have been established by the Registrant and have shares outstanding (other than shares issued in connection with an initial investment to satisfy section 14(a) of the Act).

Indicate the classification of the Registrant by checking the applicable item below.

X a. Open-end management investment company registered under the Act on Form N-1A
b. Closed-end management investment company registered under the Act on Form N-2
c. Separate account offering variable annuity contracts which is registered under the Act as a management investment company on Form N-3
d. Separate account offering variable annuity contracts which is registered under the Act as a unit investment trust on Form N-4
e. Small business investment company registered under the Act on Form N-5
f. Separate account offering variable insurance contracts which is registered under the Act as a unit investment trust on Form N-6
g. Unit investment trust registered under the Act on Form N-8B-2

i. Total number of Series of the Registrant

Item B.7. Securities Act registration.

Is the Registrant the issuer of a class of securities registered under the Securities Act of 1933 ("Securities Act")?

Yes X No

Item B.8. Directors.

Provide the information requested below about each person serving as director of the Registrant (management investment companies only):

Director Record: 1
a. Full Name	James S. Parsons
b. CRD number, if any	000000000
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?	Yes X No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:	N/A
Director Record: 2
a. Full Name	Marijn P. Smit
b. CRD number, if any	000000000
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?	X Yes No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:	811-04419
File Number Record: 2
File Number Record:	811-07717
File Number Record: 3
File Number Record:	811-04556
Director Record: 3
a. Full Name	Francis J. Enderle
b. CRD number, if any	000000000
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?	Yes X No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:	N/A

Item B.9. Chief compliance officer.

Provide the information requested below about each person serving as chief compliance officer of the Registrant for purposes of rule 38a-1 (17 CFR 270.38a- 1):

Chief compliance officer Record: 1
a. Full Name	Francine J. Rosenberger
b. CRD Number, if any	006170363
c. Street Address 1	1801 California Street
Street Address 2	Suite 5200
d. City	Denver
e. State, if applicable	COLORADO
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Zip code and zip code extension, or foreign postal code	80202
h. Telephone number (including country code if foreign)	XXXXXX
i. Has the chief compliance officer changed since the last filing?	X Yes No

If the chief compliance officer is compensated or employed by any person other than the Registrant, or an affiliated person of the Registrant, for providing chief compliance officer services, provide:

CCO employer Record: 1
i. Name of the person	N/A
ii. Person's IRS Employer Identification Number	N/A

Item B.10. Matters for security holder vote.

Instruction. Registrants registered on Forms N-3, N-4 or N-6, should respond "yes" to this Item only if security holder votes were solicited on contract-level matters.

Were any matters submitted by the Registrant for its security holders' vote during the reporting period?

Yes X No

Item B.11. Legal proceeding.

Instruction. For purposes of this Item, the following proceedings should be described: (1) any bankruptcy, receivership or similar proceeding with respect to the Registrant or any of its significant subsidiaries; (2) any proceeding to which any director, officer or other affiliated person of the Registrant is a party adverse to the Registrant or any of its subsidiaries; and (3) any proceeding involving the revocation or suspension of the right of the Registrant to sell securities.

a. Have there been any material legal proceedings, other than routine litigation incidental to the business, to which the Registrant or any of its subsidiaries was a party or of which any of their property was the subject during the reporting period?

Yes X No

b. Has any proceeding previously reported been terminated?

Yes X No

Item B.12. Fidelity bond and insurance (management investment companies only).

a. Were any claims with respect to the Registrant filed under a fidelity bond (including, but not limited to, the fidelity insuring agreement of the bond) during the reporting period?

Yes X No

Item B.13. Directors and officers/errors and omissions insurance (management investment companies only).

a. Are the Registrant's officers or directors covered in their capacities as officers or directors under any directors and officers/errors and omissions insurance policy owned by the Registrant or anyone else?	X Yes No
i. If yes, were any claims filed under the policy during the reporting period with respect to the Registrant?	Yes X No

Item B.14. Provision of financial support.

Instruction. For purposes of this Item, a provision of financial support includes any (1) capital contribution, (2) purchase of a security from a Money Market Fund in reliance on rule 17a-9 under the Act (17 CFR 270.17a-9), (3) purchase of any defaulted or devalued security at fair value reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio, (4) execution of letter of credit or letter of indemnity, (5) capital support agreement (whether or not the Registrant ultimately received support), (6) performance guarantee, or (7) other similar action reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio. Provision of financial support does not include any (1) routine waiver of fees or reimbursement of Registrant's expenses, (2) routine inter-fund lending, (3) routine inter-fund purchases of Registrant's shares, or (4) action that would qualify as financial support as defined above, that the board of directors has otherwise determined not to be reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio.

Did an affiliated person, promoter, or principal underwriter of the Registrant, or an affiliated person of such a person, provide any form of financial support to the Registrant during the reporting period?

Yes X No

Item B.15. Exemptive orders.

a. During the reporting period, did the Registrant rely on any orders from the Commission granting an exemption from one or more provisions of the Act, Securities Act or Exchange Act?	X Yes No
Release number Record: 1
i. If yes, provide below the release number for each order	IC-23379
Release number Record: 2
i. If yes, provide below the release number for each order	IC-29447
Release number Record: 3
i. If yes, provide below the release number for each order	IC-32743

Item B.16. Principal underwriters.

a. Provide the information requested below about each principal underwriter:

Principal underwriter Record: 1
i. Full name	Transamerica Capital, Inc.
ii. SEC file number (e.g., 8-)	8-24829
iii. CRD number	000008217
iv. LEI, if any	549300404NXDZDER4F48
v. State, if applicable	COLORADO
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Is the principal underwriter an affiliated person of the Registrant, or its investment adviser(s) or depositor?	X Yes No
b. Have any principal underwriters been hired or terminated during the reporting period?	Yes X No

Item B.17. Independent public accountant.

Provide the following information about eachthe independent public accountant:

Public accountant Record: 1
a. Full Name	Ernst & Young LLP
b. PCAOB Number	42
c. LEI, if any	00000000000000000000
d. State, if applicable	DELAWARE
e. Foreign country, if applicable	UNITED STATES OF AMERICA

f. Has the independent public accountant changed since the last filing?

Yes X No

Item B.18. Report on internal control (management investment companies only).

Instruction. Small business investment companies are not required to respond to this item.

For the reporting period, did an independent public accountant's report on internal control note any material weaknesses?

Yes X No

Item B.19. Audit opinion.

For the reporting period, did an independent public accountant issue an opinion other than an unqualified opinion with respect to its audit of the Registrant's financial statements?

Yes X No

Item B.20. Change in valuation methods.

Instruction. Responses to this item need not include changes to valuation techniques used for individual securities (e.g., changing from market approach to income approach for a private equity security). In responding to Item B.20.c., provide the applicable "asset type" category specified in Item C.4.a. of Form N-PORT. In responding to Item B.20.d., provide a brief description of the type of investments involved. If the change in valuation methods applies only to certain sub-asset types included in the response to Item B.20.c., please provide the sub-asset types in the response to Item B.20.d. The responses to Item B.20.c. and Item B.20.d. should be identical only if the change in valuation methods applies to all assets within that category.

Have there been material changes in the method of valuation (e.g., change from use of bid price to mid price for fixed income securities or change in trigger threshold for use of fair value factors on international equity securities) of the Registrant's assets during the reporting period?

X Yes No

If yes, provide the following:

Valuation methods change Record: 1

a. Date of Change	2019-03-19
b. Explanation of the change	The Valuation Committee implemented a foreign fair value trigger effective March 19, 2019. Whenever the S and P 500 Index gains or losses, as of the close of the U.S. market, by an amount in excess of the threshold established by the Valuation Committee, or a market is on holiday, the relevant foreign securities will be priced using the ICE foreign fair value factors.

c. Asset type involved

1. Short-term investment vehicle
2. Repurchase agreement
X 3. Equity-common
4. Equity-preferred
5. Debt
6. Derivative-commodity
7. Derivative-credit
8. Derivative-equity
9. Derivative-foreign exchange
10. Derivative-interest rate
11. Derivative-other
12. Structured note
13. Loan
14. ABS-mortgage backed security
15. ABS-asset backed commercial paper
16. ABS-collateralized bond/debt obligation
17. ABS-other
18. Commodity
19. Real estate
20. Other

d. Types of investments involved	Common Stocks
e. Statutory or regulatory basis, if any	N/A

f. To the extent the response relates only to certain series of the Registrant, indicate the series involved:

Fund Record: 1
1. Series name	DeltaShares(R) S&P 500 Managed Risk ETF
2. Series identification number	S000057755

Item B.21. Change in accounting principles and practices.

Have there been any changes in accounting principles or practices, or any change in the method of applying any such accounting principles or practices, which will materially affect the financial statements filed or to be filed for the current year with the Commission and which has not been previously reported?

Yes X No

Item B.22. Net asset value error corrections (open-end management investment companies only).

a. During the reporting period, were any payments made to shareholders or shareholder accounts reprocessed as a result of an error in calculating the Registrant's net asset value (or net asset value per share)?

Yes X No

Item B.23. Rule 19a-1 notice (management investment companies only).

During the reporting period, did the Registrant pay any dividend or make any distribution in the nature of a dividend payment, required to be accompanied by a written statement pursuant to section 19(a) of the Act (15 U.S.C. 80a-19(a)) and rule 19a-1 thereunder (17 CFR 270.19a-1)?

Yes X No

N-CEN:Part C: Additional Questions for Management Investment Companies

General Instruction.

Management investment companies that offer multiple series must complete Part C as to each series separately, even if some information is the same for two or more series. To begin this section or add an additional series(s), click on the bar labeled "Add a New Series" below.

Management Investment Record: 1

Item C.1. Background information.

a. Full Name of the Fund	DeltaShares(R) S&P EM 100 & Managed Risk ETF
b. Series identication number, if any	S000057759
c. LEI	549300CHOYI8JFLKTT86
d. Is this the first filing on this form by the Fund?	X Yes No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?	1
b. How many new Classes of shares of the Fund were added during the reporting period?	1
c. How many Classes of shares of the Fund were terminated during the reporting period?	0
d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class	DeltaShares S&P EM 100 & Managed Risk ETF
ii. Class identification number, if any	C000186343
iii. Ticker symbol, if any	DMRE

Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.

Indicate if the Fund is any one of the types listed below. Check all that apply.

a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund
i. X Exchange-Traded Fund
ii. Exchange-Traded Managed Fund
b. X Index Fund

i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?	Yes X No
2. Exclusively for the fund?	X Yes No

ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:	-1.08290000
2. After Fund fees and expenses (i.e., net asset value):	-1.56800000

iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:	1.30800000
2. After Fund fees and expenses (i.e., net asset value):	1.30800000

c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark
d. Interval Fund
e. Fund of Funds
f. Master-Feeder Fund
g. Money Market Fund
h. Target Date Fund
i. Underlying fund to a variable annuity or variable life insurance contract
N/A

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))?

X Yes No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].

a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities?

Yes X No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.

a. Is the Fund authorized to engage in securities lending transactions?	X Yes No
b. Did the Fund lend any of its securities during the reporting period?	X Yes No

i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:

1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities?	Yes X No
2. The Fund was otherwise adversely impacted?	Yes X No

c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:

Securities Lending Record: 1
i. Full name of securities lending agent	State Street Bank and Trust Company (Boston, MA, US, Branch)
ii. LEI, if any	571474TGEMMWANRLN572
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes X No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent?	X Yes No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification	N/A
2. LEI, if any, of person providing indemnification	N/A
vi. Did the Fund exercise its indemnification rights during the reporting period?	Yes X No

d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:

i. Full name of cash collateral manager:
ii. LEI, if any:
iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund?	Yes No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):

X i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee)
iii. Administrative fee
X iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

272,453.54000000

g. Provide the net income from securities lending activities

2,170.00000000

Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply)

a. Rule 10f-3 (17 CFR 270.10f-3)
X b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
X j. Rule 32a-4 (17 CFR 270.32a-4)
N/A

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.

a. Did the Fund have an expense limitation arrangement in place during the reporting period?	Yes X No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period?	Yes X No
c. Are the fees waived subject to recoupment?	Yes X No
d. Were any expenses previously waived recouped during the period?	Yes X No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:

Investment Advisers Record: 1
i. Full name	Transamerica Asset Management, Inc.
ii. SEC file number ( e.g., 801- )	801-53319
iii.CRD number	000107376
iv. LEI, if any	549300DZA4ZCLQ8JE491
v. State, if applicable	COLORADO
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Was the investment adviser hired during the reporting period?	X Yes No
1. If the investment adviser was hired during the reporting period, indicate the investment adviser's start date:	2019-03-20

b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

c. For each sub-adviser to the Fund, provide the information requested:

Sub Advisors Record: 1
i. Full name	Milliman Financial Risk Management LLC
ii. SEC file number ( e.g., 801- ), if applicable	801-73056
iii. CRD number	000159377
iv. LEI, if any	5493002H8STET494T224
v. State, if applicable	ILLINOIS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)?	Yes X No
viii. Was the sub-adviser hired during the reporting period?	X Yes No
1. If the sub-adviser was hired during the period, indicate the sub-adviser's start date:	2019-03-20

d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:

Transfer Agents Record: 1
i. Full name	State Street Bank and Trust Company
ii.SEC file number ( e.g., 84- or 85- )	85-05003
iii. LEI, if any	571474TGEMMWANRLN572
iv. State, if applicable	MASSACHUSETTS
v. Foreign country, if applicable	UNITED STATES OF AMERICA
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vii. Is the transfer agent a sub-transfer agent?	Yes X No

b. Has a transfer agent been hired or terminated during the reporting period?

X Yes No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:

Pricing Services Record: 1
i. Full name	Bloomberg L.P.
ii. LEI, if any, or provide and describe other identifying number	549300B56MD0ZC402L06
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 2
i. Full name	Bank Of America Merrill Lynch Securities Inc
ii. LEI, if any, or provide and describe other identifying number	00000000000000000000
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 3
i. Full name	Refinitiv US Holdings Inc.
ii. LEI, if any, or provide and describe other identifying number	549300NF240HXJO7N016
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 4
i. Full name	IHS Markit Ltd.
ii. LEI, if any, or provide and describe other identifying number	549300HLPTRASHS0E726
Description of other identifying number
iii. State, if applicable
iv. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 5
i. Full name	ICE Data Services, Inc.
ii. LEI, if any, or provide and describe other identifying number	13-3668779
Description of other identifying number	Tax ID
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 6
i. Full name	J.P. Morgan Securities LLC
ii. LEI, if any, or provide and describe other identifying number	ZBUT11V806EZRVTWT807
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No

b. Was a pricing service hired or terminated during the reporting period?

X Yes No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:

Custodians Record: 1
i. Full name	Standard Chartered Bank (Thai) Public Company Limited
ii. LEI, if any	549300O1LQYCQ7G1IM57
iii. State, if applicable
iv. Foreign country, if applicable	THAILAND
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 2
i. Full name	Citibank del Peru S.A.
ii. LEI, if any	MYTK5NHHP1G8TVFGT193
iii. State, if applicable
iv. Foreign country, if applicable	PERU
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 3
i. Full name	The Saudi British Bank
ii. LEI, if any	558600TQS0WENZUC5190
iii. State, if applicable
iv. Foreign country, if applicable	SAUDI ARABIA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 4
i. Full name	Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
ii. LEI, if any	7LTWFZYICNSX8D621K86
iii. State, if applicable
iv. Foreign country, if applicable	NETHERLANDS
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 5
i. Full name	Citibank Maghreb S.A
ii. LEI, if any	5493003FVWLMBFTISI11
iii. State, if applicable
iv. Foreign country, if applicable	MOROCCO
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 6
i. Full name	Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
ii. LEI, if any	7LTWFZYICNSX8D621K86
iii. State, if applicable
iv. Foreign country, if applicable	PHILIPPINES
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 7
i. Full name	Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
ii. LEI, if any	E57ODZWZ7FF32TWEFA76
iii. State, if applicable
iv. Foreign country, if applicable	BRAZIL
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 8
i. Full name	The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
ii. LEI, if any	2HI3YI5320L3RW6NJ957
iii. State, if applicable
iv. Foreign country, if applicable	KOREA (THE REPUBLIC OF)
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 9
i. Full name	HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
ii. LEI, if any	549300F99IL9YJDWH369
iii. State, if applicable
iv. Foreign country, if applicable	KUWAIT
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 10
i. Full name	Stanbic IBTC Bank PLC
ii. LEI, if any	549300NIVXF92ZIOVW61
iii. State, if applicable
iv. Foreign country, if applicable	NIGERIA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 11
i. Full name	State Street Bank International GmbH
ii. LEI, if any	ZMHGNT7ZPKZ3UFZ8EO46
iii. State, if applicable
iv. Foreign country, if applicable	GERMANY
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 12
i. Full name	Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
ii. LEI, if any	2SFFM4FUIE05S37WFU55
iii. State, if applicable
iv. Foreign country, if applicable	MEXICO
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 13
i. Full name	Cititrust Colombia S A Sociedad Fiduciaria
ii. LEI, if any	549300242J3IJCOSGI49
iii. State, if applicable
iv. Foreign country, if applicable	COLOMBIA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 14
i. Full name	Standard Chartered Bank Malaysia Berhad
ii. LEI, if any	549300JTJBG2QBI8KD48
iii. State, if applicable
iv. Foreign country, if applicable	MALAYSIA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 15
i. Full name	UniCredit Bank Hungary Zrt.
ii. LEI, if any	Y28RT6GGYJ696PMW8T44
iii. State, if applicable
iv. Foreign country, if applicable	HUNGARY
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 16
i. Full name	HSBC Bank Middle East Limited
ii. LEI, if any	549300F99IL9YJDWH369
iii. State, if applicable
iv. Foreign country, if applicable	UNITED ARAB EMIRATES
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 17
i. Full name	Joint Stock Company Commercial Bank Citibank
ii. LEI, if any	CHSQDSVI1UI96Y2SW097
iii. State, if applicable
iv. Foreign country, if applicable	RUSSIAN FEDERATION
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 18
i. Full name	Bank Hapoalim B.M.
ii. LEI, if any	B6ARUI4946ST4S7WOU88
iii. State, if applicable
iv. Foreign country, if applicable	ISRAEL
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 19
i. Full name	State Street Bank and Trust Company
ii. LEI, if any	571474TGEMMWANRLN572
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	Yes X No
vii. With respect to the custodian, check below to indicate the type of custody:	X 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 20
i. Full name	The Hongkong And Shanghai Banking Corporation Limited
ii. LEI, if any	2HI3YI5320L3RW6NJ957
iii. State, if applicable
iv. Foreign country, if applicable	HONG KONG
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 21
i. Full name	The Standard Bank of South Africa Limited
ii. LEI, if any	QFC8ZCW3Q5PRXU1XTM60
iii. State, if applicable
iv. Foreign country, if applicable	SOUTH AFRICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 22
i. Full name	Euroclear Bank
ii. LEI, if any	549300OZ46BRLZ8Y6F65
iii. State, if applicable
iv. Foreign country, if applicable	BELGIUM
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) X 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 23
i. Full name	Itau CorpBanca
ii. LEI, if any	549300DDPTTIZ06NIV06
iii. State, if applicable
iv. Foreign country, if applicable	CHILE
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 24
i. Full name	Bank Handlowy w Warszawie Spolka Akcyjna
ii. LEI, if any	XLEZHWWOI4HFQDGL4793
iii. State, if applicable
iv. Foreign country, if applicable	POLAND
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 25
i. Full name	Citibank, National Association (Cairo, Cairo, EG, Branch)
ii. LEI, if any	E57ODZWZ7FF32TWEFA76
iii. State, if applicable
iv. Foreign country, if applicable	EGYPT
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 26
i. Full name	Citibank, National Association (Ciudad Autonoma de Buenos Aires, Ciudad Autonoma de Buenos Aires, AR, Branch)
ii. LEI, if any	579100KKDGKCFFKKF005
iii. State, if applicable
iv. Foreign country, if applicable	ARGENTINA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 27
i. Full name	HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
ii. LEI, if any	549300F99IL9YJDWH369
iii. State, if applicable
iv. Foreign country, if applicable	QATAR
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 28
i. Full name	Standard Chartered Bank (Taiwan) Limited
ii. LEI, if any	549300QJEO1B92LSHZ06
iii. State, if applicable
iv. Foreign country, if applicable	TAIWAN (PROVINCE OF CHINA)
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 29
i. Full name	Deutsche Bank Anonim Sirketi
ii. LEI, if any	789000N5SE3LWDK7OI11
iii. State, if applicable
iv. Foreign country, if applicable	TURKEY
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 30
i. Full name	State Street Bank and Trust Company (Edinburgh, GB, Branch)
ii. LEI, if any	571474TGEMMWANRLN572
iii. State, if applicable
iv. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 31
i. Full name	Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch)
ii. LEI, if any	7LTWFZYICNSX8D621K86
iii. State, if applicable
iv. Foreign country, if applicable	PAKISTAN
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 32
i. Full name	BNP Paribas Securities Services (Athens, Attica, GR, Branch)
ii. LEI, if any	549300WCGB70D06XZS54
iii. State, if applicable
iv. Foreign country, if applicable	GREECE
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 33
i. Full name	Standard Chartered Bank (Hong Kong) Limited
ii. LEI, if any	X5AV1MBDXGRPX5UGMX13
iii. State, if applicable
iv. Foreign country, if applicable	HONG KONG
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 34
i. Full name	UniCredit Bank Czech Republic and Slovakia, a.s.
ii. LEI, if any	KR6LSKV3BTSJRD41IF75
iii. State, if applicable
iv. Foreign country, if applicable	CZECHIA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 35
i. Full name	Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
ii. LEI, if any	7LTWFZYICNSX8D621K86
iii. State, if applicable
iv. Foreign country, if applicable	INDONESIA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 36
i. Full name	Citibank Europe Public Limited Company (Bucharest, Bucharest, RO, Branch)
ii. LEI, if any	N1FBEDJ5J41VKZLO2475
iii. State, if applicable
iv. Foreign country, if applicable	ROMANIA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 37
i. Full name	HSBC Bank (China) Company Limited
ii. LEI, if any	2CZOJRADNJXBLT55G526
iii. State, if applicable
iv. Foreign country, if applicable	CHINA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other

b. Has a custodian been hired or terminated during the reporting period?*

X Yes No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:

Shareholder servicing agents Record: 1
i. Full name	State Street Bank and Trust Company
ii. LEI, if any, or provide and describe other identifying number	571474TGEMMWANRLN572
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent?	Yes X No

b. Has a shareholder servicing agent been hired or terminated during the reporting period?

X Yes No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:

Administrators Record: 1
i. Full name	State Street Bank and Trust Company
ii. LEI, if any, or other identifying number	571474TGEMMWANRLN572
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the administrator a sub-administrator?	X Yes No
Administrators Record: 2
i. Full name	Transamerica Fund Services, Inc.
ii. LEI, if any, or other identifying number	549300ZI1REXKDS0XX96
Description of other identifying number
iii. State, if applicable	COLORADO
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	X Yes No
vi. Is the administrator a sub-administrator?	Yes X No

b.Has a third-party administrator been hired or terminated during the reporting period?

X Yes No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:

Broker Dealers Record: 1
a. Full name	Transamerica Capital, Inc.
b. SEC file number	8-24829
c. CRD number	000008217
d. LEI, if any	549300404NXDZDER4F48
e. State, if applicable	COLORADO
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 2
a. Full name	Transamerica Investors Securities Corporation
b. SEC file number	8-45671
c. CRD number	000032205
d. LEI, if any	549300FO5QGHCQB22X64
e. State, if applicable	COLORADO
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 3
a. Full name	Transamerica Financial Advisors, Inc.
b. SEC file number	8-33429
c. CRD number	000016164
d. LEI, if any	549300JW32XCZSHI0878
e. State, if applicable	COLORADO
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000

Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.

a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:

Brokers Record: 1
i. Full name of broker	Goldman Sachs & Co. LLC
ii. SEC file number	8-129
iii. CRD number	000000361
iv. LEI, if any	FOR8UP27PHTHYVLBNG30
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	483.52000000
Brokers Record: 2
i. Full name of broker	BofA Securities, Inc.
ii. SEC file number	8-69787
iii. CRD number	000283942
iv. LEI, if any	549300HN4UKV1E2R3U73
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	50,169.88000000
b. Aggregate brokerage commissions paid by Fund during the reporting period:	50,653.40000000

Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:

Principal Transactions Record: 1
i. Full name of dealer	State Street Bank and Trust Company
ii. SEC file number	N/A
iii. CRD number	000000000
iv. LEI, if any	571474TGEMMWANRLN572
v. State, if applicable	MASSACHUSETTS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	190,980,659.90000000
Principal Transactions Record: 2
i. Full name of dealer	J.P. Morgan Securities LLC
ii. SEC file number	8-35008
iii. CRD number	000000079
iv. LEI, if any	ZBUT11V806EZRVTWT807
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	51,839,860.67000000
Principal Transactions Record: 3
i. Full name of dealer	BofA Securities, Inc.
ii. SEC file number	8-69787
iii. CRD number	000283942
iv. LEI, if any	549300HN4UKV1E2R3U73
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	63,476,675.05000000
Principal Transactions Record: 4
i. Full name of dealer	Goldman Sachs & Co. LLC
ii. SEC file number	8-129
iii. CRD number	000000361
iv. LEI, if any	FOR8UP27PHTHYVLBNG30
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	55,270,916.79000000

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

361,568,112.41000000

Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)?

Yes X No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

39,964,113.56000000

b. Provide the money market fund's daily average net assets during the reporting period

Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:

a. Does the Fund have available a line of credit?

Yes X No

b. Did the Fund engage in interfund lending?

Yes X No

c.Did the Fund engage in interfund borrowing?

Yes X No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:

a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?

Yes No

Management Investment Record: 2

Item C.1. Background information.

a. Full Name of the Fund	DeltaShares(R) S&P 500 Managed Risk ETF
b. Series identication number, if any	S000057755
c. LEI	549300H85I26GNONRW53
d. Is this the first filing on this form by the Fund?	Yes X No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?	1
b. How many new Classes of shares of the Fund were added during the reporting period?	0
c. How many Classes of shares of the Fund were terminated during the reporting period?	0
d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class	DeltaShares S&P 500 Managed Risk ETF
ii. Class identification number, if any	C000186339
iii. Ticker symbol, if any	DMRL

Item C.3. Type of fund.

Indicate if the Fund is any one of the types listed below. Check all that apply.

i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?	Yes X No
2. Exclusively for the fund?	X Yes No

ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:	-0.01000000
2. After Fund fees and expenses (i.e., net asset value):	-0.44000000

iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:	0.04070000
2. After Fund fees and expenses (i.e., net asset value):	0.04070000

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))?

X Yes No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].

a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities?

Yes X No

Item C.6. Securities lending.

a. Is the Fund authorized to engage in securities lending transactions?	X Yes No
b. Did the Fund lend any of its securities during the reporting period?	X Yes No

i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:

1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities?	Yes X No
2. The Fund was otherwise adversely impacted?	Yes X No

c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:

Securities Lending Record: 1
i. Full name of securities lending agent	State Street Bank and Trust Company (Boston, MA, US, Branch)
ii. LEI, if any	571474TGEMMWANRLN572
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes X No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent?	X Yes No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification	N/A
2. LEI, if any, of person providing indemnification	N/A
vi. Did the Fund exercise its indemnification rights during the reporting period?	Yes X No

i. Full name of cash collateral manager:
ii. LEI, if any:
iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund?	Yes No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):

X i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee)
iii. Administrative fee
X iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

8,286,712.20000000

g. Provide the net income from securities lending activities

34,419.00000000

Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply)

Item C.8. Expense limitations.

a. Did the Fund have an expense limitation arrangement in place during the reporting period?	Yes X No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period?	Yes X No
c. Are the fees waived subject to recoupment?	Yes X No
d. Were any expenses previously waived recouped during the period?	Yes X No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:

Investment Advisers Record: 1
i. Full name	Transamerica Asset Management, Inc.
ii. SEC file number ( e.g., 801- )	801-53319
iii.CRD number	000107376
iv. LEI, if any	549300DZA4ZCLQ8JE491
v. State, if applicable	COLORADO
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Was the investment adviser hired during the reporting period?	Yes X No

b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

c. For each sub-adviser to the Fund, provide the information requested:

Sub Advisors Record: 1
i. Full name	Milliman Financial Risk Management LLC
ii. SEC file number ( e.g., 801- ), if applicable	801-73056
iii. CRD number	000159377
iv. LEI, if any	5493002H8STET494T224
v. State, if applicable	ILLINOIS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)?	Yes X No
viii. Was the sub-adviser hired during the reporting period?	Yes X No

d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:

Transfer Agents Record: 1
i. Full name	State Street Bank and Trust Company
ii.SEC file number ( e.g., 84- or 85- )	85-05003
iii. LEI, if any	571474TGEMMWANRLN572
iv. State, if applicable	MASSACHUSETTS
v. Foreign country, if applicable	UNITED STATES OF AMERICA
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vii. Is the transfer agent a sub-transfer agent?	Yes X No

b. Has a transfer agent been hired or terminated during the reporting period?

Yes X No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:

Pricing Services Record: 1
i. Full name	Bank Of America Merrill Lynch Securities Inc
ii. LEI, if any, or provide and describe other identifying number	00000000000000000000
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 2
i. Full name	Bloomberg L.P.
ii. LEI, if any, or provide and describe other identifying number	549300B56MD0ZC402L06
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 3
i. Full name	Refinitiv US Holdings Inc.
ii. LEI, if any, or provide and describe other identifying number	549300NF240HXJO7N016
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 4
i. Full name	IHS Markit Ltd.
ii. LEI, if any, or provide and describe other identifying number	549300HLPTRASHS0E726
Description of other identifying number
iii. State, if applicable
iv. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 5
i. Full name	J.P. Morgan Securities LLC
ii. LEI, if any, or provide and describe other identifying number	ZBUT11V806EZRVTWT807
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 6
i. Full name	ICE Data Services, Inc.
ii. LEI, if any, or provide and describe other identifying number	13-3668779
Description of other identifying number	Tax ID
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No

b. Was a pricing service hired or terminated during the reporting period?

Yes X No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:

Custodians Record: 1
i. Full name	State Street Bank and Trust Company
ii. LEI, if any	571474TGEMMWANRLN572
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	Yes X No
vii. With respect to the custodian, check below to indicate the type of custody:	X 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other

b. Has a custodian been hired or terminated during the reporting period?*

Yes X No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:

Shareholder servicing agents Record: 1
i. Full name	State Street Bank and Trust Company
ii. LEI, if any, or provide and describe other identifying number	571474TGEMMWANRLN572
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent?	Yes X No

b. Has a shareholder servicing agent been hired or terminated during the reporting period?

Yes X No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:

Administrators Record: 1
i. Full name	Transamerica Fund Services, Inc.
ii. LEI, if any, or other identifying number	549300ZI1REXKDS0XX96
Description of other identifying number
iii. State, if applicable	COLORADO
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	X Yes No
vi. Is the administrator a sub-administrator?	Yes X No
Administrators Record: 2
i. Full name	State Street Bank and Trust Company
ii. LEI, if any, or other identifying number	571474TGEMMWANRLN572
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the administrator a sub-administrator?	X Yes No

b.Has a third-party administrator been hired or terminated during the reporting period?

Yes X No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:

Broker Dealers Record: 1
a. Full name	Transamerica Financial Advisors, Inc.
b. SEC file number	8-33429
c. CRD number	000016164
d. LEI, if any	549300JW32XCZSHI0878
e. State, if applicable	COLORADO
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 2
a. Full name	Transamerica Investors Securities Corporation
b. SEC file number	8-45671
c. CRD number	000032205
d. LEI, if any	549300FO5QGHCQB22X64
e. State, if applicable	COLORADO
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 3
a. Full name	Transamerica Capital, Inc.
b. SEC file number	8-24829
c. CRD number	000008217
d. LEI, if any	549300404NXDZDER4F48
e. State, if applicable	COLORADO
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000

Item C.16. Brokers.

Brokers Record: 1
i. Full name of broker	BofA Securities, Inc.
ii. SEC file number	8-69787
iii. CRD number	000283942
iv. LEI, if any	549300HN4UKV1E2R3U73
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	43,140.92000000
Brokers Record: 2
i. Full name of broker	Goldman Sachs & Co. LLC
ii. SEC file number	8-129
iii. CRD number	000000361
iv. LEI, if any	FOR8UP27PHTHYVLBNG30
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	6,910.78000000
Brokers Record: 3
i. Full name of broker	J.P. Morgan Securities LLC
ii. SEC file number	8-35008
iii. CRD number	000000079
iv. LEI, if any	ZBUT11V806EZRVTWT807
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	35,684.11000000
b. Aggregate brokerage commissions paid by Fund during the reporting period:	85,735.81000000

Item C.17. Principal transactions.

Principal Transactions Record: 1
i. Full name of dealer	J.P. Morgan Securities LLC
ii. SEC file number	8-35008
iii. CRD number	000000079
iv. LEI, if any	ZBUT11V806EZRVTWT807
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	436,499,711.92000000
Principal Transactions Record: 2
i. Full name of dealer	National Securities Clearing Corporation
ii. SEC file number	8-164
iii. CRD number	000007569
iv. LEI, if any	549300RYC9NELN2ICA34
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	43,870,863.87000000
Principal Transactions Record: 3
i. Full name of dealer	Goldman Sachs & Co. LLC
ii. SEC file number	8-129
iii. CRD number	000000361
iv. LEI, if any	FOR8UP27PHTHYVLBNG30
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	292,856,240.02000000
Principal Transactions Record: 4
i. Full name of dealer	BofA Securities, Inc.
ii. SEC file number	8-69787
iii. CRD number	000283942
iv. LEI, if any	549300HN4UKV1E2R3U73
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	1,000,037,760.54000000
Principal Transactions Record: 5
i. Full name of dealer	State Street Bank and Trust Company
ii. SEC file number	N/A
iii. CRD number	000000000
iv. LEI, if any	571474TGEMMWANRLN572
v. State, if applicable	MASSACHUSETTS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	1,116,362,861.82000000

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

2,889,627,438.17000000

Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)?

Yes X No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

413,343,076.29000000

b. Provide the money market fund's daily average net assets during the reporting period

Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:

a. Does the Fund have available a line of credit?

Yes X No

b. Did the Fund engage in interfund lending?

Yes X No

c.Did the Fund engage in interfund borrowing?

Yes X No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:

a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?

Yes No

Management Investment Record: 3

Item C.1. Background information.

a. Full Name of the Fund	DeltaShares(R) S&P 600 Managed Risk ETF
b. Series identication number, if any	S000057757
c. LEI	549300IZWW3HTKQ0VO20
d. Is this the first filing on this form by the Fund?	Yes X No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?	1
b. How many new Classes of shares of the Fund were added during the reporting period?	0
c. How many Classes of shares of the Fund were terminated during the reporting period?	0
d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class	DeltaShares S&P 600 Managed Risk ETF
ii. Class identification number, if any	C000186341
iii. Ticker symbol, if any	DMRS

Item C.3. Type of fund.

Indicate if the Fund is any one of the types listed below. Check all that apply.

i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?	Yes X No
2. Exclusively for the fund?	X Yes No

ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:	-0.05000000
2. After Fund fees and expenses (i.e., net asset value):	-0.55000000

iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:	0.07750000
2. After Fund fees and expenses (i.e., net asset value):	0.07750000

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))?

X Yes No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].

a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities?

Yes X No

Item C.6. Securities lending.

a. Is the Fund authorized to engage in securities lending transactions?	X Yes No
b. Did the Fund lend any of its securities during the reporting period?	X Yes No

i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:

1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities?	Yes X No
2. The Fund was otherwise adversely impacted?	Yes X No

c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:

Securities Lending Record: 1
i. Full name of securities lending agent	State Street Bank and Trust Company (Boston, MA, US, Branch)
ii. LEI, if any	571474TGEMMWANRLN572
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes X No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent?	X Yes No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification	N/A
2. LEI, if any, of person providing indemnification	N/A
vi. Did the Fund exercise its indemnification rights during the reporting period?	Yes X No

i. Full name of cash collateral manager:
ii. LEI, if any:
iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund?	Yes No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):

X i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee)
iii. Administrative fee
X iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

2,320,113.41000000

g. Provide the net income from securities lending activities

17,196.00000000

Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply)

Item C.8. Expense limitations.

a. Did the Fund have an expense limitation arrangement in place during the reporting period?	Yes X No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period?	Yes X No
c. Are the fees waived subject to recoupment?	Yes X No
d. Were any expenses previously waived recouped during the period?	Yes X No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:

Investment Advisers Record: 1
i. Full name	Transamerica Asset Management, Inc.
ii. SEC file number ( e.g., 801- )	801-53319
iii.CRD number	000107376
iv. LEI, if any	549300DZA4ZCLQ8JE491
v. State, if applicable	COLORADO
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Was the investment adviser hired during the reporting period?	Yes X No

b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

c. For each sub-adviser to the Fund, provide the information requested:

Sub Advisors Record: 1
i. Full name	Milliman Financial Risk Management LLC
ii. SEC file number ( e.g., 801- ), if applicable	801-73056
iii. CRD number	000159377
iv. LEI, if any	5493002H8STET494T224
v. State, if applicable	ILLINOIS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)?	Yes X No
viii. Was the sub-adviser hired during the reporting period?	Yes X No

d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:

Transfer Agents Record: 1
i. Full name	State Street Bank and Trust Company
ii.SEC file number ( e.g., 84- or 85- )	85-05003
iii. LEI, if any	571474TGEMMWANRLN572
iv. State, if applicable	MASSACHUSETTS
v. Foreign country, if applicable	UNITED STATES OF AMERICA
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vii. Is the transfer agent a sub-transfer agent?	Yes X No

b. Has a transfer agent been hired or terminated during the reporting period?

Yes X No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:

Pricing Services Record: 1
i. Full name	Bloomberg L.P.
ii. LEI, if any, or provide and describe other identifying number	549300B56MD0ZC402L06
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 2
i. Full name	ICE Data Services, Inc.
ii. LEI, if any, or provide and describe other identifying number	13-3668779
Description of other identifying number	Tax ID
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 3
i. Full name	IHS Markit Ltd.
ii. LEI, if any, or provide and describe other identifying number	549300HLPTRASHS0E726
Description of other identifying number
iii. State, if applicable
iv. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 4
i. Full name	Refinitiv US Holdings Inc.
ii. LEI, if any, or provide and describe other identifying number	549300NF240HXJO7N016
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 5
i. Full name	J.P. Morgan Securities LLC
ii. LEI, if any, or provide and describe other identifying number	ZBUT11V806EZRVTWT807
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 6
i. Full name	Bank Of America Merrill Lynch Securities Inc
ii. LEI, if any, or provide and describe other identifying number	00000000000000000000
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No

b. Was a pricing service hired or terminated during the reporting period?

Yes X No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:

Custodians Record: 1
i. Full name	State Street Bank and Trust Company
ii. LEI, if any	571474TGEMMWANRLN572
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	Yes X No
vii. With respect to the custodian, check below to indicate the type of custody:	X 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other

b. Has a custodian been hired or terminated during the reporting period?*

Yes X No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:

Shareholder servicing agents Record: 1
i. Full name	State Street Bank and Trust Company
ii. LEI, if any, or provide and describe other identifying number	571474TGEMMWANRLN572
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent?	Yes X No

b. Has a shareholder servicing agent been hired or terminated during the reporting period?

Yes X No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:

Administrators Record: 1
i. Full name	Transamerica Fund Services, Inc.
ii. LEI, if any, or other identifying number	549300ZI1REXKDS0XX96
Description of other identifying number
iii. State, if applicable	COLORADO
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	X Yes No
vi. Is the administrator a sub-administrator?	Yes X No
Administrators Record: 2
i. Full name	State Street Bank and Trust Company
ii. LEI, if any, or other identifying number	571474TGEMMWANRLN572
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the administrator a sub-administrator?	X Yes No

b.Has a third-party administrator been hired or terminated during the reporting period?

Yes X No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:

Broker Dealers Record: 1
a. Full name	Transamerica Financial Advisors, Inc.
b. SEC file number	8-33429
c. CRD number	000016164
d. LEI, if any	549300JW32XCZSHI0878
e. State, if applicable	COLORADO
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 2
a. Full name	Transamerica Investors Securities Corporation
b. SEC file number	8-45671
c. CRD number	000032205
d. LEI, if any	549300FO5QGHCQB22X64
e. State, if applicable	COLORADO
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 3
a. Full name	Transamerica Capital, Inc.
b. SEC file number	8-24829
c. CRD number	000008217
d. LEI, if any	549300404NXDZDER4F48
e. State, if applicable	COLORADO
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000

Item C.16. Brokers.

Brokers Record: 1
i. Full name of broker	BofA Securities, Inc.
ii. SEC file number	8-69787
iii. CRD number	000283942
iv. LEI, if any	549300HN4UKV1E2R3U73
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	19,047.80000000
Brokers Record: 2
i. Full name of broker	Goldman Sachs & Co. LLC
ii. SEC file number	8-129
iii. CRD number	000000361
iv. LEI, if any	FOR8UP27PHTHYVLBNG30
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	3,536.67000000
Brokers Record: 3
i. Full name of broker	J.P. Morgan Securities LLC
ii. SEC file number	8-35008
iii. CRD number	000000079
iv. LEI, if any	ZBUT11V806EZRVTWT807
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	12,819.05000000
b. Aggregate brokerage commissions paid by Fund during the reporting period:	35,403.52000000

Item C.17. Principal transactions.

Principal Transactions Record: 1
i. Full name of dealer	Goldman Sachs & Co. LLC
ii. SEC file number	8-129
iii. CRD number	000000361
iv. LEI, if any	FOR8UP27PHTHYVLBNG30
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	139,785,683.66000000
Principal Transactions Record: 2
i. Full name of dealer	J.P. Morgan Securities LLC
ii. SEC file number	8-35008
iii. CRD number	000000079
iv. LEI, if any	ZBUT11V806EZRVTWT807
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	99,948,691.80000000
Principal Transactions Record: 3
i. Full name of dealer	State Street Bank and Trust Company
ii. SEC file number	N/A
iii. CRD number	000000000
iv. LEI, if any	571474TGEMMWANRLN572
v. State, if applicable	MASSACHUSETTS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	128,081,752.01000000
Principal Transactions Record: 4
i. Full name of dealer	BofA Securities, Inc.
ii. SEC file number	8-69787
iii. CRD number	000283942
iv. LEI, if any	549300HN4UKV1E2R3U73
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	141,121,596.88000000
Principal Transactions Record: 5
i. Full name of dealer	National Securities Clearing Corporation
ii. SEC file number	8-164
iii. CRD number	000007569
iv. LEI, if any	549300RYC9NELN2ICA34
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	1,620,022.76000000

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

510,557,747.11000000

Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)?

Yes X No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

40,336,658.58000000

b. Provide the money market fund's daily average net assets during the reporting period

Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:

a. Does the Fund have available a line of credit?

Yes X No

b. Did the Fund engage in interfund lending?

Yes X No

c.Did the Fund engage in interfund borrowing?

Yes X No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:

a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?

Yes No

Management Investment Record: 4

Item C.1. Background information.

a. Full Name of the Fund	DeltaShares(R) S&P International Managed Risk ETF
b. Series identication number, if any	S000057758
c. LEI	54930062V5DG83MNM093
d. Is this the first filing on this form by the Fund?	Yes X No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?	1
b. How many new Classes of shares of the Fund were added during the reporting period?	0
c. How many Classes of shares of the Fund were terminated during the reporting period?	0
d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class	DeltaShares S&P International Managed Risk ETF
ii. Class identification number, if any	C000186342
iii. Ticker symbol, if any	DMRI

Item C.3. Type of fund.

Indicate if the Fund is any one of the types listed below. Check all that apply.

i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?	Yes X No
2. Exclusively for the fund?	X Yes No

ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:	-0.23000000
2. After Fund fees and expenses (i.e., net asset value):	-0.83000000

iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:	3.06910000
2. After Fund fees and expenses (i.e., net asset value):	3.06910000

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))?

X Yes No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].

a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities?

Yes X No

Item C.6. Securities lending.

a. Is the Fund authorized to engage in securities lending transactions?	X Yes No
b. Did the Fund lend any of its securities during the reporting period?	X Yes No

i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:

1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities?	Yes X No
2. The Fund was otherwise adversely impacted?	Yes X No

c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:

Securities Lending Record: 1
i. Full name of securities lending agent	State Street Bank and Trust Company (Boston, MA, US, Branch)
ii. LEI, if any	571474TGEMMWANRLN572
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes X No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent?	X Yes No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification	N/A
2. LEI, if any, of person providing indemnification	N/A
vi. Did the Fund exercise its indemnification rights during the reporting period?	Yes X No

i. Full name of cash collateral manager:
ii. LEI, if any:
iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund?	Yes No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):

X i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee)
iii. Administrative fee
X iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

7,170,485.67000000

g. Provide the net income from securities lending activities

66,476.00000000

Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply)

Item C.8. Expense limitations.

a. Did the Fund have an expense limitation arrangement in place during the reporting period?	Yes X No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period?	Yes X No
c. Are the fees waived subject to recoupment?	Yes X No
d. Were any expenses previously waived recouped during the period?	Yes X No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:

Investment Advisers Record: 1
i. Full name	Transamerica Asset Management, Inc.
ii. SEC file number ( e.g., 801- )	801-53319
iii.CRD number	000107376
iv. LEI, if any	549300DZA4ZCLQ8JE491
v. State, if applicable	COLORADO
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Was the investment adviser hired during the reporting period?	Yes X No

b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

c. For each sub-adviser to the Fund, provide the information requested:

Sub Advisors Record: 1
i. Full name	Milliman Financial Risk Management LLC
ii. SEC file number ( e.g., 801- ), if applicable	801-73056
iii. CRD number	000159377
iv. LEI, if any	5493002H8STET494T224
v. State, if applicable	ILLINOIS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)?	Yes X No
viii. Was the sub-adviser hired during the reporting period?	Yes X No

d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:

Transfer Agents Record: 1
i. Full name	State Street Bank and Trust Company
ii.SEC file number ( e.g., 84- or 85- )	85-05003
iii. LEI, if any	571474TGEMMWANRLN572
iv. State, if applicable	MASSACHUSETTS
v. Foreign country, if applicable	UNITED STATES OF AMERICA
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vii. Is the transfer agent a sub-transfer agent?	Yes X No

b. Has a transfer agent been hired or terminated during the reporting period?

Yes X No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:

Pricing Services Record: 1
i. Full name	Bloomberg L.P.
ii. LEI, if any, or provide and describe other identifying number	549300B56MD0ZC402L06
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 2
i. Full name	J.P. Morgan Securities LLC
ii. LEI, if any, or provide and describe other identifying number	ZBUT11V806EZRVTWT807
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 3
i. Full name	ICE Data Services, Inc.
ii. LEI, if any, or provide and describe other identifying number	13-3668779
Description of other identifying number	Tax ID
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 4
i. Full name	Bank Of America Merrill Lynch Securities Inc
ii. LEI, if any, or provide and describe other identifying number	00000000000000000000
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 5
i. Full name	Refinitiv US Holdings Inc.
ii. LEI, if any, or provide and describe other identifying number	549300NF240HXJO7N016
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 6
i. Full name	IHS Markit Ltd.
ii. LEI, if any, or provide and describe other identifying number	549300HLPTRASHS0E726
Description of other identifying number
iii. State, if applicable
iv. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No

b. Was a pricing service hired or terminated during the reporting period?

Yes X No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:

Custodians Record: 1
i. Full name	Skandinaviska Enskilda Banken AB
ii. LEI, if any	F3JS33DEI6XQ4ZBPTN86
iii. State, if applicable
iv. Foreign country, if applicable	SWEDEN
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 2
i. Full name	Standard Chartered Bank (Hong Kong) Limited
ii. LEI, if any	X5AV1MBDXGRPX5UGMX13
iii. State, if applicable
iv. Foreign country, if applicable	HONG KONG
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 3
i. Full name	The Standard Bank of South Africa Limited
ii. LEI, if any	QFC8ZCW3Q5PRXU1XTM60
iii. State, if applicable
iv. Foreign country, if applicable	SOUTH AFRICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 4
i. Full name	Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
ii. LEI, if any	RB0PEZSDGCO3JS6CEU02
iii. State, if applicable
iv. Foreign country, if applicable	JAPAN
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 5
i. Full name	Euroclear Bank
ii. LEI, if any	549300OZ46BRLZ8Y6F65
iii. State, if applicable
iv. Foreign country, if applicable	BELGIUM
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) X 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 6
i. Full name	UBS Switzerland AG
ii. LEI, if any	549300WOIFUSNYH0FL22
iii. State, if applicable
iv. Foreign country, if applicable	SWITZERLAND
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 7
i. Full name	Skandinaviska Enskilda Banken A/S
ii. LEI, if any	F3JS33DEI6XQ4ZBPTN86
iii. State, if applicable
iv. Foreign country, if applicable	DENMARK
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 8
i. Full name	Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
ii. LEI, if any	7LTWFZYICNSX8D621K86
iii. State, if applicable
iv. Foreign country, if applicable	NETHERLANDS
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 9
i. Full name	Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
ii. LEI, if any	7LTWFZYICNSX8D621K86
iii. State, if applicable
iv. Foreign country, if applicable	SPAIN
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 10
i. Full name	UniCredit Bank Austria AG
ii. LEI, if any	D1HEB8VEU6D9M8ZUXG17
iii. State, if applicable
iv. Foreign country, if applicable	AUSTRIA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 11
i. Full name	Citibank, National Association (Singapore, SG, Branch)
ii. LEI, if any	E57ODZWZ7FF32TWEFA76
iii. State, if applicable
iv. Foreign country, if applicable	SINGAPORE
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 12
i. Full name	UniCredit Bank Hungary Zrt.
ii. LEI, if any	Y28RT6GGYJ696PMW8T44
iii. State, if applicable
iv. Foreign country, if applicable	HUNGARY
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 13
i. Full name	Bank Hapoalim B.M.
ii. LEI, if any	B6ARUI4946ST4S7WOU88
iii. State, if applicable
iv. Foreign country, if applicable	ISRAEL
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 14
i. Full name	The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
ii. LEI, if any	2HI3YI5320L3RW6NJ957
iii. State, if applicable
iv. Foreign country, if applicable	NEW ZEALAND
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 15
i. Full name	Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
ii. LEI, if any	F3JS33DEI6XQ4ZBPTN86
iii. State, if applicable
iv. Foreign country, if applicable	FINLAND
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 16
i. Full name	State Street Trust Company Canada
ii. LEI, if any	549300L71XG2CTQ2V827
iii. State, if applicable
iv. Foreign country, if applicable	CANADA (FEDERAL LEVEL)
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 17
i. Full name	The Hongkong And Shanghai Banking Corporation Limited
ii. LEI, if any	2HI3YI5320L3RW6NJ957
iii. State, if applicable
iv. Foreign country, if applicable	HONG KONG
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 18
i. Full name	State Street Bank and Trust Company
ii. LEI, if any	571474TGEMMWANRLN572
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	Yes X No
vii. With respect to the custodian, check below to indicate the type of custody:	X 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 19
i. Full name	Deutsche Bank Societa per Azioni
ii. LEI, if any	529900SS7ZWCX82U3W60
iii. State, if applicable
iv. Foreign country, if applicable	ITALY
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 20
i. Full name	State Street Bank International GmbH
ii. LEI, if any	ZMHGNT7ZPKZ3UFZ8EO46
iii. State, if applicable
iv. Foreign country, if applicable	GERMANY
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 21
i. Full name	Bank Handlowy w Warszawie Spolka Akcyjna
ii. LEI, if any	XLEZHWWOI4HFQDGL4793
iii. State, if applicable
iv. Foreign country, if applicable	POLAND
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 22
i. Full name	Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
ii. LEI, if any	F3JS33DEI6XQ4ZBPTN86
iii. State, if applicable
iv. Foreign country, if applicable	NORWAY
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 23
i. Full name	State Street Bank and Trust Company (Edinburgh, GB, Branch)
ii. LEI, if any	571474TGEMMWANRLN572
iii. State, if applicable
iv. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 24
i. Full name	UniCredit Bank Czech Republic and Slovakia, a.s.
ii. LEI, if any	KR6LSKV3BTSJRD41IF75
iii. State, if applicable
iv. Foreign country, if applicable	CZECHIA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 25
i. Full name	The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
ii. LEI, if any	2HI3YI5320L3RW6NJ957
iii. State, if applicable
iv. Foreign country, if applicable	AUSTRALIA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	X Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) X 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other

b. Has a custodian been hired or terminated during the reporting period?*

Yes X No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:

Shareholder servicing agents Record: 1
i. Full name	State Street Bank and Trust Company
ii. LEI, if any, or provide and describe other identifying number	571474TGEMMWANRLN572
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent?	Yes X No

b. Has a shareholder servicing agent been hired or terminated during the reporting period?

Yes X No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:

Administrators Record: 1
i. Full name	State Street Bank and Trust Company
ii. LEI, if any, or other identifying number	571474TGEMMWANRLN572
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the administrator a sub-administrator?	X Yes No
Administrators Record: 2
i. Full name	Transamerica Fund Services, Inc.
ii. LEI, if any, or other identifying number	549300ZI1REXKDS0XX96
Description of other identifying number
iii. State, if applicable	COLORADO
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	X Yes No
vi. Is the administrator a sub-administrator?	Yes X No

b.Has a third-party administrator been hired or terminated during the reporting period?

Yes X No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:

Broker Dealers Record: 1
a. Full name	Transamerica Investors Securities Corporation
b. SEC file number	8-45671
c. CRD number	000032205
d. LEI, if any	549300FO5QGHCQB22X64
e. State, if applicable	COLORADO
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 2
a. Full name	Transamerica Financial Advisors, Inc.
b. SEC file number	8-33429
c. CRD number	000016164
d. LEI, if any	549300JW32XCZSHI0878
e. State, if applicable	COLORADO
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 3
a. Full name	Transamerica Capital, Inc.
b. SEC file number	8-24829
c. CRD number	000008217
d. LEI, if any	549300404NXDZDER4F48
e. State, if applicable	COLORADO
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000

Item C.16. Brokers.

Brokers Record: 1
i. Full name of broker	J.P. Morgan Securities LLC
ii. SEC file number	8-35008
iii. CRD number	000000079
iv. LEI, if any	ZBUT11V806EZRVTWT807
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	53,783.48000000
Brokers Record: 2
i. Full name of broker	BofA Securities, Inc.
ii. SEC file number	8-69787
iii. CRD number	000283942
iv. LEI, if any	549300HN4UKV1E2R3U73
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	78.35000000
b. Aggregate brokerage commissions paid by Fund during the reporting period:	53,861.83000000

Item C.17. Principal transactions.

Principal Transactions Record: 1
i. Full name of dealer	Goldman Sachs & Co. LLC
ii. SEC file number	8-129
iii. CRD number	000000361
iv. LEI, if any	FOR8UP27PHTHYVLBNG30
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	23,646,361.16000000
Principal Transactions Record: 2
i. Full name of dealer	BofA Securities, Inc.
ii. SEC file number	8-69787
iii. CRD number	000283942
iv. LEI, if any	549300HN4UKV1E2R3U73
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	162,881,138.69000000
Principal Transactions Record: 3
i. Full name of dealer	J.P. Morgan Securities LLC
ii. SEC file number	8-35008
iii. CRD number	000000079
iv. LEI, if any	ZBUT11V806EZRVTWT807
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	55,473,369.16000000
Principal Transactions Record: 4
i. Full name of dealer	State Street Bank and Trust Company
ii. SEC file number	N/A
iii. CRD number	000000000
iv. LEI, if any	571474TGEMMWANRLN572
v. State, if applicable	MASSACHUSETTS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	370,064,999.17000000

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

612,070,908.25000000

Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)?

Yes X No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

199,536,404.52000000

b. Provide the money market fund's daily average net assets during the reporting period

Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:

a. Does the Fund have available a line of credit?

Yes X No

b. Did the Fund engage in interfund lending?

Yes X No

c.Did the Fund engage in interfund borrowing?

Yes X No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:

a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?

Yes No

Management Investment Record: 5

Item C.1. Background information.

a. Full Name of the Fund	DeltaShares(R) S&P 400 Managed Risk ETF
b. Series identication number, if any	S000057756
c. LEI	549300DBD7VQ75E2VS70
d. Is this the first filing on this form by the Fund?	Yes X No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?	1
b. How many new Classes of shares of the Fund were added during the reporting period?	0
c. How many Classes of shares of the Fund were terminated during the reporting period?	0
d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class	DeltaShares S&P 400 Managed Risk ETF
ii. Class identification number, if any	C000186340
iii. Ticker symbol, if any	DMRM

Item C.3. Type of fund.

Indicate if the Fund is any one of the types listed below. Check all that apply.

i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?	Yes X No
2. Exclusively for the fund?	X Yes No

ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:	-0.04000000
2. After Fund fees and expenses (i.e., net asset value):	-0.55000000

iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:	0.03680000
2. After Fund fees and expenses (i.e., net asset value):	0.03680000

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))?

X Yes No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].

a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities?

Yes X No

Item C.6. Securities lending.

a. Is the Fund authorized to engage in securities lending transactions?	X Yes No
b. Did the Fund lend any of its securities during the reporting period?	X Yes No

i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:

1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities?	Yes X No
2. The Fund was otherwise adversely impacted?	Yes X No

c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:

Securities Lending Record: 1
i. Full name of securities lending agent	State Street Bank and Trust Company (Boston, MA, US, Branch)
ii. LEI, if any	571474TGEMMWANRLN572
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes X No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent?	X Yes No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification	N/A
2. LEI, if any, of person providing indemnification	N/A
vi. Did the Fund exercise its indemnification rights during the reporting period?	Yes X No

i. Full name of cash collateral manager:
ii. LEI, if any:
iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund?	Yes No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):

X i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee)
iii. Administrative fee
X iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

5,573,096.18000000

g. Provide the net income from securities lending activities

21,145.00000000

Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply)

Item C.8. Expense limitations.

a. Did the Fund have an expense limitation arrangement in place during the reporting period?	Yes X No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period?	Yes X No
c. Are the fees waived subject to recoupment?	Yes X No
d. Were any expenses previously waived recouped during the period?	Yes X No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:

Investment Advisers Record: 1
i. Full name	Transamerica Asset Management, Inc.
ii. SEC file number ( e.g., 801- )	801-53319
iii.CRD number	000107376
iv. LEI, if any	549300DZA4ZCLQ8JE491
v. State, if applicable	COLORADO
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Was the investment adviser hired during the reporting period?	Yes X No

b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

c. For each sub-adviser to the Fund, provide the information requested:

Sub Advisors Record: 1
i. Full name	Milliman Financial Risk Management LLC
ii. SEC file number ( e.g., 801- ), if applicable	801-73056
iii. CRD number	000159377
iv. LEI, if any	5493002H8STET494T224
v. State, if applicable	ILLINOIS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)?	Yes X No
viii. Was the sub-adviser hired during the reporting period?	Yes X No

d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:

Transfer Agents Record: 1
i. Full name	State Street Bank and Trust Company
ii.SEC file number ( e.g., 84- or 85- )	85-05003
iii. LEI, if any	571474TGEMMWANRLN572
iv. State, if applicable	MASSACHUSETTS
v. Foreign country, if applicable	UNITED STATES OF AMERICA
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vii. Is the transfer agent a sub-transfer agent?	Yes X No

b. Has a transfer agent been hired or terminated during the reporting period?

Yes X No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:

Pricing Services Record: 1
i. Full name	IHS Markit Ltd.
ii. LEI, if any, or provide and describe other identifying number	549300HLPTRASHS0E726
Description of other identifying number
iii. State, if applicable
iv. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 2
i. Full name	Refinitiv US Holdings Inc.
ii. LEI, if any, or provide and describe other identifying number	549300NF240HXJO7N016
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 3
i. Full name	Bloomberg L.P.
ii. LEI, if any, or provide and describe other identifying number	549300B56MD0ZC402L06
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 4
i. Full name	ICE Data Services, Inc.
ii. LEI, if any, or provide and describe other identifying number	13-3668779
Description of other identifying number	Tax ID
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 5
i. Full name	Bank Of America Merrill Lynch Securities Inc
ii. LEI, if any, or provide and describe other identifying number	00000000000000000000
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No
Pricing Services Record: 6
i. Full name	J.P. Morgan Securities LLC
ii. LEI, if any, or provide and describe other identifying number	ZBUT11V806EZRVTWT807
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes X No

b. Was a pricing service hired or terminated during the reporting period?

Yes X No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:

Custodians Record: 1
i. Full name	State Street Bank and Trust Company
ii. LEI, if any	571474TGEMMWANRLN572
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the custodian a sub-custodian?	Yes X No
vii. With respect to the custodian, check below to indicate the type of custody:	X 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other

b. Has a custodian been hired or terminated during the reporting period?*

Yes X No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:

Shareholder servicing agents Record: 1
i. Full name	State Street Bank and Trust Company
ii. LEI, if any, or provide and describe other identifying number	571474TGEMMWANRLN572
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent?	Yes X No

b. Has a shareholder servicing agent been hired or terminated during the reporting period?

Yes X No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:

Administrators Record: 1
i. Full name	Transamerica Fund Services, Inc.
ii. LEI, if any, or other identifying number	549300ZI1REXKDS0XX96
Description of other identifying number
iii. State, if applicable	COLORADO
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	X Yes No
vi. Is the administrator a sub-administrator?	Yes X No
Administrators Record: 2
i. Full name	State Street Bank and Trust Company
ii. LEI, if any, or other identifying number	571474TGEMMWANRLN572
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	Yes X No
vi. Is the administrator a sub-administrator?	X Yes No

b.Has a third-party administrator been hired or terminated during the reporting period?

Yes X No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:

Broker Dealers Record: 1
a. Full name	Transamerica Capital, Inc.
b. SEC file number	8-24829
c. CRD number	000008217
d. LEI, if any	549300404NXDZDER4F48
e. State, if applicable	COLORADO
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 2
a. Full name	Transamerica Financial Advisors, Inc.
b. SEC file number	8-33429
c. CRD number	000016164
d. LEI, if any	549300JW32XCZSHI0878
e. State, if applicable	COLORADO
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 3
a. Full name	Transamerica Investors Securities Corporation
b. SEC file number	8-45671
c. CRD number	000032205
d. LEI, if any	549300FO5QGHCQB22X64
e. State, if applicable	COLORADO
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000

Item C.16. Brokers.

Brokers Record: 1
i. Full name of broker	J.P. Morgan Securities LLC
ii. SEC file number	8-35008
iii. CRD number	000000079
iv. LEI, if any	ZBUT11V806EZRVTWT807
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	22,308.47000000
Brokers Record: 2
i. Full name of broker	Goldman Sachs & Co. LLC
ii. SEC file number	8-129
iii. CRD number	000000361
iv. LEI, if any	FOR8UP27PHTHYVLBNG30
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	5,623.70000000
Brokers Record: 3
i. Full name of broker	BofA Securities, Inc.
ii. SEC file number	8-69787
iii. CRD number	000283942
iv. LEI, if any	549300HN4UKV1E2R3U73
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	28,631.42000000
b. Aggregate brokerage commissions paid by Fund during the reporting period:	56,563.59000000

Item C.17. Principal transactions.

Principal Transactions Record: 1
i. Full name of dealer	National Securities Clearing Corporation
ii. SEC file number	8-164
iii. CRD number	000007569
iv. LEI, if any	549300RYC9NELN2ICA34
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	12,554,621.84000000
Principal Transactions Record: 2
i. Full name of dealer	J.P. Morgan Securities LLC
ii. SEC file number	8-35008
iii. CRD number	000000079
iv. LEI, if any	ZBUT11V806EZRVTWT807
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	206,050,456.13000000
Principal Transactions Record: 3
i. Full name of dealer	Goldman Sachs & Co. LLC
ii. SEC file number	8-129
iii. CRD number	000000361
iv. LEI, if any	FOR8UP27PHTHYVLBNG30
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	221,805,283.55000000
Principal Transactions Record: 4
i. Full name of dealer	State Street Bank and Trust Company
ii. SEC file number	N/A
iii. CRD number	000000000
iv. LEI, if any	571474TGEMMWANRLN572
v. State, if applicable	MASSACHUSETTS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	329,173,702.28000000
Principal Transactions Record: 5
i. Full name of dealer	BofA Securities, Inc.
ii. SEC file number	8-69787
iii. CRD number	000283942
iv. LEI, if any	549300HN4UKV1E2R3U73
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	331,127,299.05000000

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

1,100,711,362.85000000

Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)?

Yes X No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

97,998,537.83000000

b. Provide the money market fund's daily average net assets during the reporting period

Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:

a. Does the Fund have available a line of credit?

Yes X No

b. Did the Fund engage in interfund lending?

Yes X No

c.Did the Fund engage in interfund borrowing?

Yes X No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:

a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?

Yes No

N-CEN:Part E: Additional Questions for Exchange-Traded Funds and Exchange-Traded Managed Funds

Exchange Record: 1

Fund Name

DeltaShares(R) S&P 500 Managed Risk ETF

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:	NYSE ARCA
b. Ticker. Provide the Fund's ticker symbol:	DMRL

Item E.2. Authorized participants.

Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund.

For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name	UBS Securities LLC
b. SEC file number	8-22651
c. CRD number	000007654
d. LEI, if any	T6FIZBDPKLYJKFCRVK44
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 2
a. Full Name	National Securities Clearing Corporation
b. SEC file number	8-164
c. CRD number	000007569
d. LEI, if any	549300RYC9NELN2ICA34
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	8,055,870.20000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	42,721,348.20000000
Authorized Participants Record: 3
a. Full Name	Credit Suisse Securities (USA) LLC
b. SEC file number	8-422
c. CRD number	000000816
d. LEI, if any	1V8Y6QCX6YMJ2OELII46
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 4
a. Full Name	Merrill Lynch Professional Clearing Corp.
b. SEC file number	8-33359
c. CRD number	000016139
d. LEI, if any	549300PMHS66E71I2D34
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 5
a. Full Name	Goldman Sachs & Co. LLC
b. SEC file number	8-129
c. CRD number	000000361
d. LEI, if any	FOR8UP27PHTHYVLBNG30
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 6
a. Full Name	SG Americas Securities, LLC
b. SEC file number	8-66125
c. CRD number	000128351
d. LEI, if any	549300F35UE0BOM1WJ55
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 7
a. Full Name	J.P. Morgan Securities LLC/JPMC
b. SEC file number	8-35008
c. CRD number	000000079
d. LEI, if any	ZBUT11V806EZRVTWT807
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 8
a. Full Name	MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
b. SEC file number	8-7221
c. CRD number	000007691
d. LEI, if any	8NAV47T0Y26Q87Y0QP81
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 9
a. Full Name	Cantor Fitzgerald & Co.
b. SEC file number	8-201
c. CRD number	000000134
d. LEI, if any	5493004J7H4GCPG6OB62
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 10
a. Full Name	Virtu Americas LLC
b. SEC file number	8-68193
c. CRD number	000149823
d. LEI, if any	549300RA02N3BNSWBV74
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000

g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?

Yes X No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.

a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:

50,000.00000000

b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:

i. The average percentage of that value composed of cash:

32.60333333 %

ii. The standard deviation of the percentage of that value composed of cash:	28.36459118 %
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:	67.39666666 %
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:	28.36459118 %

c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:

i. The average percentage of that value composed of cash:	9.09250000 %
ii. The standard deviation of the percentage of that value composed of cash:	12.07504692 %
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:	90.90750000 %
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:	12.07504692 %

d. For creation units purchased by authorized participants during the reporting period, provide:

i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:

1. Dollars per creation unit, if charged on that basis:	0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:	1,250.00000000
3. A percentage of the value of each creation unit, if charged on that basis:	0.00000000 %

ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:

1. Dollars per creation unit, if charged on that basis:	0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:	1,250.00000000
3. A percentage of the value of each creation unit, if charged on that basis:	0.00000000 %

e. For creation units redeemed by authorized participants during the reporting period, provide:

i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:

1. Dollars per creation unit, if charged on that basis:	0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:	1,250.00000000
3. A percentage of the value of each creation unit, if charged on that basis:	0.00000000 %

ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:

1. Dollars per creation unit, if charged on that basis:	0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:	1,250.00000000
3. A percentage of the value of each creation unit, if charged on that basis:	0.00000000 %

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?

Yes X No

Exchange Record: 2

Fund Name

DeltaShares(R) S&P International Managed Risk ETF

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:	NYSE ARCA
b. Ticker. Provide the Fund's ticker symbol:	DMRI

Item E.2. Authorized participants.

For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name	Virtu Americas LLC
b. SEC file number	8-68193
c. CRD number	000149823
d. LEI, if any	549300RA02N3BNSWBV74
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 2
a. Full Name	Cantor Fitzgerald & Co.
b. SEC file number	8-201
c. CRD number	000000134
d. LEI, if any	5493004J7H4GCPG6OB62
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 3
a. Full Name	Goldman Sachs & Co. LLC
b. SEC file number	8-129
c. CRD number	000000361
d. LEI, if any	FOR8UP27PHTHYVLBNG30
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 4
a. Full Name	Credit Suisse Securities (USA) LLC
b. SEC file number	8-422
c. CRD number	000000816
d. LEI, if any	1V8Y6QCX6YMJ2OELII46
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 5
a. Full Name	SG Americas Securities, LLC
b. SEC file number	8-66125
c. CRD number	000128351
d. LEI, if any	549300F35UE0BOM1WJ55
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 6
a. Full Name	J.P. Morgan Securities LLC/JPMC
b. SEC file number	8-35008
c. CRD number	000000079
d. LEI, if any	ZBUT11V806EZRVTWT807
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	4,600,523.60000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	36,595,032.35000000
Authorized Participants Record: 7
a. Full Name	Merrill Lynch Professional Clearing Corp.
b. SEC file number	8-33359
c. CRD number	000016139
d. LEI, if any	549300PMHS66E71I2D34
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 8
a. Full Name	UBS Securities LLC
b. SEC file number	8-22651
c. CRD number	000007654
d. LEI, if any	T6FIZBDPKLYJKFCRVK44
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 9
a. Full Name	National Securities Clearing Corporation
b. SEC file number	8-164
c. CRD number	000007569
d. LEI, if any	549300RYC9NELN2ICA34
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 10
a. Full Name	MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
b. SEC file number	8-7221
c. CRD number	000007691
d. LEI, if any	8NAV47T0Y26Q87Y0QP81
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000

X Yes No

Item E.3. Creation units.

a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:

50,000.00000000

b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:

i. The average percentage of that value composed of cash:

29.29000000 %

ii. The standard deviation of the percentage of that value composed of cash:	0.00000000 %
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:	70.71000000 %
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:	0.00000000 %

c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:

i. The average percentage of that value composed of cash:	4.05500000 %
ii. The standard deviation of the percentage of that value composed of cash:	0.26162950 %
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:	95.94500000 %
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:	0.26162950 %

d. For creation units purchased by authorized participants during the reporting period, provide:

i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:

1. Dollars per creation unit, if charged on that basis:	0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:	4,250.00000000
3. A percentage of the value of each creation unit, if charged on that basis:	0.00000000 %

ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:

1. Dollars per creation unit, if charged on that basis:	0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:	4,250.00000000
3. A percentage of the value of each creation unit, if charged on that basis:	0.00000000 %

e. For creation units redeemed by authorized participants during the reporting period, provide:

i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:

1. Dollars per creation unit, if charged on that basis:	0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:	4,250.00000000
3. A percentage of the value of each creation unit, if charged on that basis:	0.00000000 %

ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:

1. Dollars per creation unit, if charged on that basis:	0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:	4,250.00000000
3. A percentage of the value of each creation unit, if charged on that basis:	0.00000000 %

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?

Yes X No

Exchange Record: 3

Fund Name

DeltaShares(R) S&P EM 100 & Managed Risk ETF

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:	NYSE ARCA
b. Ticker. Provide the Fund's ticker symbol:	DMRE

Item E.2. Authorized participants.

For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name	MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
b. SEC file number	8-7221
c. CRD number	000007691
d. LEI, if any	8NAV47T0Y26Q87Y0QP81
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	45,221,120.60000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 2
a. Full Name	Cantor Fitzgerald & Co.
b. SEC file number	8-201
c. CRD number	000000134
d. LEI, if any	5493004J7H4GCPG6OB62
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 3
a. Full Name	SG Americas Securities, LLC
b. SEC file number	8-66125
c. CRD number	000128351
d. LEI, if any	549300F35UE0BOM1WJ55
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 4
a. Full Name	Credit Suisse Securities (USA) LLC
b. SEC file number	8-422
c. CRD number	000000816
d. LEI, if any	1V8Y6QCX6YMJ2OELII46
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 5
a. Full Name	National Securities Clearing Corporation
b. SEC file number	8-164
c. CRD number	000007569
d. LEI, if any	549300RYC9NELN2ICA34
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 6
a. Full Name	Goldman Sachs & Co. LLC
b. SEC file number	8-129
c. CRD number	000000361
d. LEI, if any	FOR8UP27PHTHYVLBNG30
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 7
a. Full Name	Merrill Lynch Professional Clearing Corp.
b. SEC file number	8-33359
c. CRD number	000016139
d. LEI, if any	549300PMHS66E71I2D34
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 8
a. Full Name	Virtu Americas LLC
b. SEC file number	8-68193
c. CRD number	000149823
d. LEI, if any	549300RA02N3BNSWBV74
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 9
a. Full Name	J.P. Morgan Securities LLC/JPMC
b. SEC file number	8-35008
c. CRD number	000000079
d. LEI, if any	ZBUT11V806EZRVTWT807
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 10
a. Full Name	UBS Securities LLC
b. SEC file number	8-22651
c. CRD number	000007654
d. LEI, if any	T6FIZBDPKLYJKFCRVK44
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000

X Yes No

Item E.3. Creation units.

a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:

50,000.00000000

b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:

i. The average percentage of that value composed of cash:

53.63000000 %

ii. The standard deviation of the percentage of that value composed of cash:	1.32936074 %
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:	46.37000000 %
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:	1.32936074 %

c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:

i. The average percentage of that value composed of cash:	0.00000000 %
ii. The standard deviation of the percentage of that value composed of cash:	0.00000000 %
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:	0.00000000 %
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:	0.00000000 %

d. For creation units purchased by authorized participants during the reporting period, provide:

i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:

1. Dollars per creation unit, if charged on that basis:	0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:	1,200.00000000
3. A percentage of the value of each creation unit, if charged on that basis:	0.00000000 %

ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:

1. Dollars per creation unit, if charged on that basis:	0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:	1,200.00000000
3. A percentage of the value of each creation unit, if charged on that basis:	0.00000000 %

e. For creation units redeemed by authorized participants during the reporting period, provide:

i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:

1. Dollars per creation unit, if charged on that basis:	0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:	0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:	0.00000000 %

ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:

1. Dollars per creation unit, if charged on that basis:	0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:	0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:	0.00000000 %

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?

Yes X No

Exchange Record: 4

Fund Name

DeltaShares(R) S&P 600 Managed Risk ETF

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:	NYSE ARCA
b. Ticker. Provide the Fund's ticker symbol:	DMRS

Item E.2. Authorized participants.

For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name	Goldman Sachs & Co. LLC
b. SEC file number	8-129
c. CRD number	000000361
d. LEI, if any	FOR8UP27PHTHYVLBNG30
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 2
a. Full Name	Merrill Lynch Professional Clearing Corp.
b. SEC file number	8-33359
c. CRD number	000016139
d. LEI, if any	549300PMHS66E71I2D34
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 3
a. Full Name	SG Americas Securities, LLC
b. SEC file number	8-66125
c. CRD number	000128351
d. LEI, if any	549300F35UE0BOM1WJ55
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 4
a. Full Name	UBS Securities LLC
b. SEC file number	8-22651
c. CRD number	000007654
d. LEI, if any	T6FIZBDPKLYJKFCRVK44
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 5
a. Full Name	MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
b. SEC file number	8-7221
c. CRD number	000007691
d. LEI, if any	8NAV47T0Y26Q87Y0QP81
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 6
a. Full Name	J.P. Morgan Securities LLC/JPMC
b. SEC file number	8-35008
c. CRD number	000000079
d. LEI, if any	ZBUT11V806EZRVTWT807
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 7
a. Full Name	Virtu Americas LLC
b. SEC file number	8-68193
c. CRD number	000149823
d. LEI, if any	549300RA02N3BNSWBV74
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 8
a. Full Name	Cantor Fitzgerald & Co.
b. SEC file number	8-201
c. CRD number	000000134
d. LEI, if any	5493004J7H4GCPG6OB62
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 9
a. Full Name	National Securities Clearing Corporation
b. SEC file number	8-164
c. CRD number	000007569
d. LEI, if any	549300RYC9NELN2ICA34
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	2,626,875.75000000
Authorized Participants Record: 10
a. Full Name	Credit Suisse Securities (USA) LLC
b. SEC file number	8-422
c. CRD number	000000816
d. LEI, if any	1V8Y6QCX6YMJ2OELII46
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000

Yes X No

Item E.3. Creation units.

a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:

50,000.00000000

b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:

i. The average percentage of that value composed of cash:

0.00000000 %

ii. The standard deviation of the percentage of that value composed of cash:	0.00000000 %
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:	0.00000000 %
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:	0.00000000 %

c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:

i. The average percentage of that value composed of cash:	38.33000000 %
ii. The standard deviation of the percentage of that value composed of cash:	0.00000000 %
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:	61.67000000 %
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:	0.00000000 %

d. For creation units purchased by authorized participants during the reporting period, provide:

i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:

1. Dollars per creation unit, if charged on that basis:	0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:	0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:	0.00000000 %

ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:

1. Dollars per creation unit, if charged on that basis:	0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:	0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:	0.00000000 %

e. For creation units redeemed by authorized participants during the reporting period, provide:

i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:

1. Dollars per creation unit, if charged on that basis:	0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:	1,250.00000000
3. A percentage of the value of each creation unit, if charged on that basis:	0.00000000 %

ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:

1. Dollars per creation unit, if charged on that basis:	0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:	1,250.00000000
3. A percentage of the value of each creation unit, if charged on that basis:	0.00000000 %

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?

Yes X No

Exchange Record: 5

Fund Name

DeltaShares(R) S&P 400 Managed Risk ETF

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:	NYSE ARCA
b. Ticker. Provide the Fund's ticker symbol:	DMRM

Item E.2. Authorized participants.

For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name	Merrill Lynch Professional Clearing Corp.
b. SEC file number	8-33359
c. CRD number	000016139
d. LEI, if any	549300PMHS66E71I2D34
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 2
a. Full Name	Cantor Fitzgerald & Co.
b. SEC file number	8-201
c. CRD number	000000134
d. LEI, if any	5493004J7H4GCPG6OB62
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 3
a. Full Name	MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
b. SEC file number	8-7221
c. CRD number	000007691
d. LEI, if any	8NAV47T0Y26Q87Y0QP81
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 4
a. Full Name	UBS Securities LLC
b. SEC file number	8-22651
c. CRD number	000007654
d. LEI, if any	T6FIZBDPKLYJKFCRVK44
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 5
a. Full Name	Goldman Sachs & Co. LLC
b. SEC file number	8-129
c. CRD number	000000361
d. LEI, if any	FOR8UP27PHTHYVLBNG30
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 6
a. Full Name	Credit Suisse Securities (USA) LLC
b. SEC file number	8-422
c. CRD number	000000816
d. LEI, if any	1V8Y6QCX6YMJ2OELII46
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 7
a. Full Name	Virtu Americas LLC
b. SEC file number	8-68193
c. CRD number	000149823
d. LEI, if any	549300RA02N3BNSWBV74
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 8
a. Full Name	J.P. Morgan Securities LLC/JPMC
b. SEC file number	8-35008
c. CRD number	000000079
d. LEI, if any	ZBUT11V806EZRVTWT807
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 9
a. Full Name	SG Americas Securities, LLC
b. SEC file number	8-66125
c. CRD number	000128351
d. LEI, if any	549300F35UE0BOM1WJ55
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	0.00000000
Authorized Participants Record: 10
a. Full Name	National Securities Clearing Corporation
b. SEC file number	8-164
c. CRD number	000007569
d. LEI, if any	549300RYC9NELN2ICA34
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:	0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:	17,942,947.30000000

Yes X No

Item E.3. Creation units.

a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:

50,000.00000000

b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:

i. The average percentage of that value composed of cash:

0.00000000 %

ii. The standard deviation of the percentage of that value composed of cash:	0.00000000 %
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:	0.00000000 %
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:	0.00000000 %

c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:

i. The average percentage of that value composed of cash:	34.62000000 %
ii. The standard deviation of the percentage of that value composed of cash:	9.09339320 %
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:	65.38000000 %
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:	9.09339320 %

d. For creation units purchased by authorized participants during the reporting period, provide:

i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:

1. Dollars per creation unit, if charged on that basis:	0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:	0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:	0.00000000 %

ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:

1. Dollars per creation unit, if charged on that basis:	0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:	0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:	0.00000000 %

e. For creation units redeemed by authorized participants during the reporting period, provide:

i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:

1. Dollars per creation unit, if charged on that basis:	0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:	1,250.00000000
3. A percentage of the value of each creation unit, if charged on that basis:	0.00000000 %

ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:

1. Dollars per creation unit, if charged on that basis:	0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:	1,250.00000000
3. A percentage of the value of each creation unit, if charged on that basis:	0.00000000 %

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?

Yes X No

N-CEN:Part G: Attachments

Item G.1a. Attachments.

Attachments applicable to all Registrants. All Registrants shall file the following attachments, as applicable, with the current report. Indicate the attachments filed with the current report by checking the applicable items below:

i. Legal proceedings
ii. Provision of financial support
X iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only)
iv. Change in accounting principles and practices
X v. Information required to be filed pursuant to exemptive orders
vi. Other information required to be included as an attachment pursuant to Commission rules and regulations

Instructions.

1. Item G.1.a.i. Legal proceedings.

(a) If the Registrant responded "YES" to Item B.11.a., provide a brief description of the proceedings. As part of the description, provide the case or docket number (if any), and the full names of the principal parties to the proceeding.
(b) If the Registrant responded "YES" to Item B.11.b., identify the proceeding and give its date of termination.

2. Item G.1.a.ii. Provision of financial support. If the Registrant responded "YES" to Item B.14., provide the following information (unless the Registrant is a Money Market Fund): (a) Description of nature of support.

(b) Person providing support.

(c) Brief description of relationship between the person providing support and the Registrant.

(d) Date support provided.

(e) Amount of support.

(f) Security supported (if applicable). Disclose the full name of the issuer, the title of the issue (including coupon or yield, if applicable) and at least two identifiers, if available (e.g., CIK, CUSIP, ISIN, LEI).
(g) Value of security supported on date support was initiated (if applicable).

(h) Brief description of reason for support.

(i) Term of support.

(j) Brief description of any contractual restrictions relating to support.

3. Item G.1.a.iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only). Each management investment company shall furnish a report of its independent public accountant on the company's system of internal accounting controls. The accountant's report shall be based on the review, study and evaluation of the accounting system, internal accounting controls, and procedures for safeguarding securities made during the audit of the financial statements for the reporting period. The report should disclose any material weaknesses in: (a) the accounting system; (b) system of internal accounting control; or (c) procedures for safeguarding securities which exist as of the end of the Registrant's fiscal year.

The accountant's report shall be furnished as an exhibit to the form and shall: (1) be addressed to the Registrant's shareholders and board of directors; (2) be dated; (3) be signed manually; and (4) indicate the city and state where issued.

Attachments that include a report that discloses a material weakness should include an indication by the Registrant of any corrective action taken or proposed.

The fact that an accountant's report is attached to this form shall not be regarded as acknowledging any review of this form by the independent public accountant.

4. Item G.1.a.iv. Change in accounting principles and practices. If the Registrant responded "YES" to Item B.21, provide an attachment that describes the change in accounting principles or practices, or the change in the method of applying any such accounting principles or practices. State the date of the change and the reasons therefor. A letter from the Registrant's independent accountants, approving or otherwise commenting on the change, shall accompany the description.

5. Item G.1.a.v. Information required to be filed pursuant to exemptive orders. File as an attachment any information required to be reported on Form N-CEN or any predecessor form to Form N-CEN (e.g., Form N-SAR) pursuant to exemptive orders issued by the Commission and relied on by the Registrant.

6. Item G.1.a.vi. Other information required to be included as an attachment pursuant to Commission rules and regulations. File as an attachment any other information required to be included as an attachment pursuant to Commission rules and regulations.

N-CEN: Signature

Pursuant to the requirements of the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

Registrant

Transamerica ETF Trust

Date

2020-03-12

Signature

Vincent Toner

Title

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Deltashares S&P 600 Managed Risk ETF (DMRS) News

DMRS Deltashares S&P 600 Managed Risk ETF

Annual Report for Registered Investment Companies (n-cen)

13/03/2020 4:08pm

Edgar (US Regulatory)

N-CEN:Series/Class (Contract) Information

N-CEN:Part A: General Information

Item A.1. Reporting period covered.

N-CEN:Part B: Information About the Registrant

Item B.1. Background information.

Item B.2. Address and telephone number of Registrant.

Item B.3. Location of books and records.

Item B.4. Initial of final filings.

Item B.5. Family of investment companies.

Item B.6. Organization.

Item B.7. Securities Act registration.

Item B.8. Directors.

Item B.9. Chief compliance officer.

Item B.10. Matters for security holder vote.

Item B.11. Legal proceeding.

Item B.12. Fidelity bond and insurance (management investment companies only).

Item B.13. Directors and officers/errors and omissions insurance (management investment companies only).

Item B.14. Provision of financial support.

Item B.15. Exemptive orders.

Item B.16. Principal underwriters.

Item B.17. Independent public accountant.

Item B.18. Report on internal control (management investment companies only).

Item B.19. Audit opinion.

Item B.20. Change in valuation methods.

Item B.21. Change in accounting principles and practices.

Item B.22. Net asset value error corrections (open-end management investment companies only).

Item B.23. Rule 19a-1 notice (management investment companies only).

N-CEN:Part C: Additional Questions for Management Investment Companies

General Instruction.

Item C.1. Background information.

Item C.2. Classes of open-end management investment companies.

Item C.3. Type of fund.

Item C.4. Diversification.

Item C.5. Investments in certain foreign corporations.

Item C.6. Securities lending.

Item C.7. Reliance on certain rules.

Item C.8. Expense limitations.

Item C.9. Investment advisers.

Item C.10. Transfer agents.

Item C.11. Pricing services.

Item C.12. Custodians.

Item C.13. Shareholder servicing agents.

Item C.14. Administrators.

Item C.15. Affiliated broker-dealers.

Item C.16. Brokers.

Item C.17. Principal transactions.

Item C.18. Payments for brokerage and research.

Item C.19. Average net assets.

Item C.20. Lines of credit, interfund lending and interfund borrowing.

Item C.21. Swing pricing.

Item C.1. Background information.

Item C.2. Classes of open-end management investment companies.

Item C.3. Type of fund.

Item C.4. Diversification.

Item C.5. Investments in certain foreign corporations.

Item C.6. Securities lending.

Item C.7. Reliance on certain rules.

Item C.8. Expense limitations.

Item C.9. Investment advisers.

Item C.10. Transfer agents.

Item C.11. Pricing services.

Item C.12. Custodians.

Item C.13. Shareholder servicing agents.

Item C.14. Administrators.