Transamerica

05/31/2017*


Transamerica Global Multifactor Macro

Security Description % of Total Market Value
UBS Select Treasury Preferred 43.60%
Dreyfus Treasury Cash Management 35.24%
BlackRock Liquidity Funds T-Fund Portfolio 6.02%
BlackRock Liquidity Funds T-Fund Portfolio 2.70%
Swap Agreement, Receive, 3-Month NZD-BKBM 1.80%
Swap Agreement, Receive, 3-Month AUD-BBR-BBSW 0.72%
Futures Contracts, Long, EURO STOXX 50® Index 0.65%
Swap Agreement, Receive, 6-Month GBP-LIBOR 0.60%
Swap Agreement, Pay, KOSPI 200 Index Futures 0.49%
Futures Contracts, Long, DAX® Index 0.49%
Swap Agreement, Receive, 3-Month SEK-STIBOR-SIDE 0.28%
Futures Contracts, Long, FTSE 100 Index 0.28%
Swap Agreement, Receive, 6-Month EUR-EURIBOR 0.28%
Swap Agreement, Receive, 3-Month USD-LIBOR 0.20%
Futures Contracts, Short, CAC 40 Index 0.12%
Futures Contracts, Short, S&P/ASX 200 Index 0.12%
Swap Agreement, Receive, 6-Month CHF-LIBOR 0.07%
Swap Agreement, Receive, 3-Month CAD-CDOR 0.07%
Futures Contracts, Long, 10-Year U.S. Treasury Note 0.06%
Swap Agreement, Pay, 10-Year U.S. Treasury Note Futures 0.05%
Futures Contracts, Short, Copper 0.04%
Swap Agreement, Receive, MSCI Hong Kong Index Futures 0.04%
Futures Contracts, Short, 3-Month Copper 0.03%
Futures Contracts, Long, WTI Crude 0.03%
Futures Contracts, Short, Nickel 0.03%
Futures Contracts, Long, Aluminum 0.03%
Futures Contracts, Long, 3-Month Aluminum 0.03%
Swap Agreement, Receive, Soybean Meal Futures 0.02%
Swap Agreement, Pay, Hang Seng Index Futures 0.02%
Swap Agreement, Pay, HSCEI China Index Futures 0.02%
Swap Agreement, Pay, HSCEI China Index Futures 0.02%
Swap Agreement, Receive, MSCI China Index Futures 0.02%
Futures Contracts, Long, Gold 100 oz 0.01%
Futures Contracts, Short, 3-Month Copper 0.01%
Futures Contracts, Long, OMX Stockholm 30 Index 0.01%
Futures Contracts, Long, KOSPI 200 Index 0.01%
Futures Contracts, Long, RBOB Gasoline 0.01%
Futures Contracts, Short, Zinc 0.01%
Futures Contracts, Short, 3-Month Nickel 0.01%
Futures Contracts, Long, New York Harbor ULSD 0.01%
Futures Contracts, Long, 3-Month Aluminum 0.01%
Futures Contracts, Long, 3-Month Aluminum 0.01%
Swap Agreement, Receive, Soybean Meal Futures 0.01%
Futures Contracts, Short, Brent Crude Oil 0.01%
Futures Contracts, Short, 3-Month Nickel 0.01%
Futures Contracts, Short, 3-Month Zinc 0.00%**
Futures Contracts, Short, TOPIX Index 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Futures Contracts, Short, 3-Month Zinc 0.00%**
Futures Contracts, Short, 3-Month Nickel 0.00%**
Futures Contracts, Short, FTSE Bursa Malaysia KLCI 0.00%**
Futures Contracts, Short, 3-Month Zinc 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Short, Soybean Oil 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, MSCI Mexico Index Futures 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Swap Agreement, Pay, MSCI Mexico Index Futures 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Swap Agreement, Receive, MSCI Hong Kong Index Futures 0.00%**
Swap Agreement, Receive, Wheat Futures 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Nickel 0.00%**
Swap Agreement, Receive, Tel Aviv 35 Index Futures 0.00%**
Futures Contracts, Long, H-Shares Index 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, SET 50 Index 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Swap Agreement, Receive, Brent Crude Oil Futures 0.00%**
Futures Contracts, Long, 3-Month Aluminum 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, Receive, Soybean Oil Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Receive, Soybean Oil Futures 0.00%**
Futures Contracts, Short, Aluminum 0.00%**
BlackRock Liquidity Funds T-Fund Portfolio 0.00%**
Futures Contracts, Long, Lead 0.00%**
Futures Contracts, Short, German Euro Bund 0.00%**
Swap Agreement, Pay, German Euro Bund Futures 0.00%**
Swap Agreement, Pay, MSCI Mexico Index Futures 0.00%**
Futures Contracts, Short, Lead 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, Corn Futures 0.00%**
Futures Contracts, Short, Copper 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, IBEX 35 Index 0.00%**
Swap Agreement, Receive, MSCI Netherlands Index Futures 0.00%**
Swap Agreement, Pay, MSCI Taiwan Index Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Zinc 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, Corn Futures 0.00%**
Swap Agreement, Receive, BIST 30 Index Futures 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, Swiss Market Index Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Swap Agreement, Receive, MSCI Italy Index Futures 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, MSCI Taiwan Index 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Swap Agreement, Receive, 20-Year U.S. Treasury Note Futures 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Swap Agreement, Receive, WIG 20 Index Futures 0.00%**
Futures Contracts, Long, Lead 0.00%**
Futures Contracts, Long, 3-Month Zinc 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Futures Contracts, Long, 3-Month Zinc 0.00%**
Futures Contracts, Long, 3-Month Zinc 0.00%**
Futures Contracts, Short, German Euro Bund 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Swap Agreement, Receive, MSCI Switzerland Index Futures 0.00%**
Futures Contracts, Long, Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, BIST 30 Index -0.01%**
Futures Contracts, Long, 3-Month Nickel -0.01%**
Futures Contracts, Short, U.K. Gilt -0.01%**
Swap Agreement, Receive, 2-Year U.S. Treasury Note Futures -0.01%**
Futures Contracts, Short, 3-Month Aluminum -0.01%**
Futures Contracts, Short, 3-Month Aluminum -0.01%**
Futures Contracts, Long, Zinc -0.01%**
Futures Contracts, Long, 3-Month Copper -0.01%**
Swap Agreement, Pay, 6-Month NOK-NIBOR -0.01%**
Futures Contracts, Long, 3-Month Nickel -0.01%**
Swap Agreement, Pay, Soybean Futures -0.01%**
Futures Contracts, Short, SGX CNX Nifty Index -0.01%**
Swap Agreement, Receive, 6-Month JPY-LIBOR -0.01%**
Futures Contracts, Long, Nickel -0.02%**
Futures Contracts, Long, Amsterdam Index -0.02%**
Futures Contracts, Short, 10-Year Japan Government Bond -0.02%**
Futures Contracts, Long, MSCI Singapore Index -0.02%**
Swap Agreement, Pay, BM&F Bovespa Index Futures -0.03%**
Futures Contracts, Short, 3-Month Aluminum -0.03%**
Futures Contracts, Short, Aluminum -0.03%**
Futures Contracts, Long, 3-Month Copper -0.03%**
Futures Contracts, Long, Silver -0.03%**
Swap Agreement, Receive, SGX CNX Nifty Index Futures -0.03%**
Swap Agreement, Pay, MSCI South Africa Index Futures -0.04%**
Futures Contracts, Long, Zinc -0.04%**
Futures Contracts, Long, S&P/TSX 60 Index -0.04%**
Swap Agreement, Pay, Natural Gas Futures -0.05%**
Futures Contracts, Short, 10-Year Japan Government Bond Mini -0.06%**
Swap Agreement, Receive, 10-Year Canada Government Bond Futures -0.06%**
Futures Contracts, Short, 10-Year Australia Treasury Bond -0.06%**
Swap Agreement, Pay, 6-Month NOK-NIBOR -0.07%**
Futures Contracts, Short, FTSE JSE Top 40 Index -0.08%**
Futures Contracts, Long, Nickel -0.08%**
Futures Contracts, Long, Copper -0.10%**
Swap Agreement, Receive, 10-Year U.K. Gilt Futures -0.10%**
Swap Agreement, Pay, 6-Month CHF-LIBOR -0.10%**
Futures Contracts, Long, Natural Gas -0.11%**
Swap Agreement, Pay, MSCI Italy Index Futures -0.13%**
Futures Contracts, Short, S&P 500® E-Mini -0.21%**
Swap Agreement, Pay, 3-Month USD-LIBOR -0.27%**
Swap Agreement, Pay, 6-Month JPY-LIBOR -0.45%**
Swap Agreement, Pay, MSCI Switzerland Index Futures -0.51%**
Swap Agreement, Pay, 3-Month CAD-CDOR -0.55%**
Swap Agreement, Pay, 6-Month AUD-BBR-BBSW -0.62%**
Swap Agreement, Pay, 3-Month NZD-BKBM -1.28%**
Swap Agreement, Pay, 3-Month SEK-STIBOR-SIDE -1.33%**
Swap Agreement, Pay, 6-Month GBP-LIBOR -1.76%**
Swap Agreement, Pay, 6-Month EUR-EURIBOR -2.47%**
Net Other Assets (Liabilities) 16.66%