Transamerica

01/31/2018*


Transamerica Global Multifactor Macro

Security Description % of Total Net Assets
UBS Select Treasury Preferred 43.98%
Dreyfus Treasury Cash Management 30.10%
BlackRock Liquidity Funds T-Fund Portfolio 7.89%
Dreyfus Treasury Cash Management 6.14%
Swap Agreement, Pay, 3-Month USD-LIBOR 2.79%
BlackRock Liquidity Funds T-Fund Portfolio 1.05%
Swap Agreement, Receive, 3-Month NZD-BKBM 1.03%
UBS Select Treasury Preferred 0.77%
Swap Agreement, Receive, 10-Year U.S. Treasury Note Futures 0.62%
Swap Agreement, Receive, 5-Year U.S. Treasury Note Futures 0.54%
Swap Agreement, Pay, 3-Month CAD-CDOR 0.42%
Swap Agreement, Pay, 6-Month GBP-LIBOR 0.33%
Swap Agreement, Pay, 6-Month NOK-NIBOR 0.27%
Swap Agreement, Receive, 6-Month NOK-NIBOR 0.27%
Futures Contracts, Short, 10-Year U.S. Treasury Note 0.24%
Swap Agreement, Receive, 10-Year Canada Government Bond Futures 0.18%
Futures Contracts, Long, FTSE MIB Index 0.16%
Futures Contracts, Short, 10-Year Japan Government Bond 0.14%
Swap Agreement, Pay, BM&F Bovespa Index Futures 0.12%
Swap Agreement, Pay, 6-Month GBP-LIBOR 0.12%
Futures Contracts, Short, 10-Year Japan Government Bond Mini 0.11%
Swap Agreement, Pay, 6-Month CHF-LIBOR 0.10%
Futures Contracts, Short, CAC 40 Index 0.10%
Futures Contracts, Long, Nickel 0.09%
Futures Contracts, Long, Natural Gas 0.09%
Futures Contracts, Long, Crude 0.08%
Swap Agreement, Pay, MSCI South Africa Index Futures 0.08%
Swap Agreement, Receive, 3-Month SEK-STIBOR-SIDE 0.07%
Futures Contracts, Long, Zinc 0.07%
Futures Contracts, Long, Aluminum 0.07%
Futures Contracts, Short, S&P/TSX 60 Index 0.05%
Futures Contracts, Long, Copper 0.05%
Swap Agreement, Receive, 10-Year Japan Government Bond Futures 0.04%
Futures Contracts, Short, German Euro Bund 0.04%
Swap Agreement, Pay, Natural Gas Futures 0.04%
Futures Contracts, Short, EURO STOXX 50® 0.04%
Futures Contracts, Long, Corn 0.03%
Futures Contracts, Short, OMX Stockholm 30 Index 0.02%
Swap Agreement, Pay, KOSPI 200 Index Futures 0.02%
Swap Agreement, Receive, MSCI Hong Kong Index Futures 0.02%
Futures Contracts, Long, FTSE JSE Top 40 Index 0.02%
Swap Agreement, Pay, Corn Futures 0.02%
Swap Agreement, Pay, 6-Month CHF-LIBOR 0.01%
Futures Contracts, Short, 10-Year Canada Government Bond 0.01%
Swap Agreement, Receive, 6-Month CHF-LIBOR 0.01%
Swap Agreement, Receive, MSCI China Index Futures 0.01%
Futures Contracts, Long, 3-Month Copper 0.01%
Swap Agreement, Pay, WIG 20 Index Futures 0.01%
Swap Agreement, Pay, Wheat Futures 0.01%
Futures Contracts, Long, 3-Month Zinc 0.01%
Futures Contracts, Long, 3-Month Aluminum 0.01%
Futures Contracts, Long, 3-Month Aluminum 0.01%
Swap Agreement, Pay, TAIEX Futures 0.01%
Futures Contracts, Long, 3-Month Zinc 0.01%
Futures Contracts, Long, SGX CNX Nifty Index 0.01%
Futures Contracts, Long, 3-Month Aluminum 0.01%
Futures Contracts, Long, Wheat 0.01%
Futures Contracts, Short, IBEX 35 Index 0.01%
Futures Contracts, Long, RBOB Gasoline 0.00%**
Futures Contracts, Long, Brent Crude Oil 0.00%**
Futures Contracts, Long, 3-Month Zinc 0.00%**
Futures Contracts, Short, TOPIX Index 0.00%**
Futures Contracts, Long, 3-Month Zinc 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, HSCEI Index 0.00%**
Futures Contracts, Long, Lead 0.00%**
Swap Agreement, Pay, HSCEI China Index Futures 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Swap Agreement, Pay, Soybean Oil Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, Heating Oil ULSD Futures 0.00%**
Futures Contracts, Long, FTSE Bursa Malaysia KLCI 0.00%**
Swap Agreement, Pay, Soybean Futures 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Receive, Soybean Oil Futures 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
BlackRock Liquidity Funds T-Fund Portfolio 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
BlackRock Liquidity Funds T-Fund Portfolio 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, MSCI Italy Index Futures 0.00%**
Dreyfus Treasury Cash Management 0.00%**
Swap Agreement, Pay, 10-Year U.K. Gilt Futures 0.00%**
Swap Agreement, Pay, MSCI Japan Index Futures 0.00%**
Futures Contracts, Long, Silver 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Receive, SGX CNX Nifty Index Futures 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, Soybean Futures 0.00%**
Swap Agreement, Pay, HSCEI China Index Futures 0.00%**
Futures Contracts, Long, Hang Seng Index 0.00%**
Futures Contracts, Long, Soybean Oil 0.00%**
Futures Contracts, Short, 3-Month Nickel 0.00%**
Futures Contracts, Long, Soybean 0.00%**
Swap Agreement, Receive, MSCI Singapore Index Futures 0.00%**
Futures Contracts, Short, Nickel 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Long, New York Harbor ULSD 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, Soybean Meal Futures 0.00%**
Futures Contracts, Long, Amsterdam Index 0.00%**
Swap Agreement, Receive, 6-Month EUR-EURIBOR 0.00%**
Futures Contracts, Long, SET 50 Index 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Swap Agreement, Pay, MSCI Taiwan Index Futures 0.00%**
Swap Agreement, Receive, MSCI Italy Index Futures 0.00%**
Swap Agreement, Receive, MSCI Poland Index Futures 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Futures Contracts, Short, 3-Month Zinc 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, 6-Month AUD-BBR-BBSW 0.00%**
Futures Contracts, Short, 3-Month Zinc 0.00%**
Futures Contracts, Long, Gold 100 oz 0.00%**
Swap Agreement, Pay, Natural Gas Futures 0.00%**
Swap Agreement, Pay, MSCI Mexico Index Futures 0.00%**
Futures Contracts, Long, DAX® Index -0.01%**
Futures Contracts, Short, KOSPI 200 Index -0.01%**
Futures Contracts, Long, S&P/ASX 200 Index -0.01%**
Swap Agreement, Receive, Tel Aviv 35 Index Futures -0.01%**
Futures Contracts, Short, 3-Month Aluminum -0.01%**
Futures Contracts, Short, 3-Month Zinc -0.01%**
Futures Contracts, Short, 3-Month Aluminum -0.01%**
Futures Contracts, Short, 3-Month Zinc -0.01%**
Futures Contracts, Short, Copper -0.01%**
Futures Contracts, Short, 3-Month Aluminum -0.01%**
Futures Contracts, Short, 3-Month Copper -0.01%**
Swap Agreement, Pay, Hang Seng Index Futures -0.01%**
Futures Contracts, Short, Zinc -0.02%**
Futures Contracts, Short, Aluminum -0.02%**
Futures Contracts, Long, MSCI Taiwan Index -0.03%**
Swap Agreement, Pay, 6-Month EUR-EURIBOR -0.03%**
Futures Contracts, Short, Mexican Bolsa Index -0.03%**
Futures Contracts, Long, 10-Year Australia Treasury Bond -0.03%**
Futures Contracts, Long, MSCI Singapore Index -0.03%**
Swap Agreement, Pay, Swiss Market Index Futures -0.04%**
Swap Agreement, Pay, Hang Seng Index Futures -0.05%**
Futures Contracts, Short, FTSE 100 Index -0.08%**
Futures Contracts, Long, U.K. Gilt -0.08%**
Swap Agreement, Receive, 3-Month CAD-CDOR -0.15%**
Futures Contracts, Short, S&P 500® E-Mini -0.17%**
Swap Agreement, Pay, German Euro Bund Futures -0.20%**
Swap Agreement, Receive, 3-Month AUD-BBR-BBSW -0.21%**
Swap Agreement, Receive, 6-Month JPY-LIBOR -0.24%**
Swap Agreement, Pay, 3-Month SEK-STIBOR-SIDE -0.38%**
Swap Agreement, Receive, MSCI Japan Index Futures -0.41%**
Swap Agreement, Pay, 3-Month NZD-BKBM -0.45%**
Swap Agreement, Pay, 6-Month JPY-LIBOR -0.80%**
Swap Agreement, Receive, 3-Month USD-LIBOR -1.03%**
Net Other Assets (Liabilities) 6.03%