Transamerica

06/30/2017*


Transamerica Global Multifactor Macro

Security Description % of Total Market Value
UBS Select Treasury Preferred 44.61%
Dreyfus Treasury Cash Management 36.05%
BlackRock Liquidity Funds T-Fund Portfolio 6.54%
BlackRock Liquidity Funds T-Fund Portfolio 2.37%
Swap Agreement, Receive, 3-Month NZD-BKBM 1.61%
Swap Agreement, Receive, 10-Year Canada Government Bond Futures 0.34%
Futures Contracts, Short, CAC 40 Index 0.28%
Swap Agreement, Receive, 6-Month GBP-LIBOR 0.24%
Swap Agreement, Receive, 10-Year U.K. Gilt Futures 0.19%
Futures Contracts, Short, S&P/ASX 200 Index 0.18%
Swap Agreement, Receive, 3-Month SEK-STIBOR-SIDE 0.15%
Swap Agreement, Pay, MSCI Switzerland Index Futures 0.15%
Futures Contracts, Short, 10-Year Australia Treasury Bond 0.11%
Swap Agreement, Receive, 2-Year U.S. Treasury Note Futures 0.11%
Swap Agreement, Receive, 3-Month USD-LIBOR 0.11%
Swap Agreement, Receive, 6-Month EUR-EURIBOR 0.09%
Futures Contracts, Short, 10-Year Canada Government Bond 0.08%
Swap Agreement, Receive, German Euro Bund Futures 0.07%
Swap Agreement, Receive, 3-Month AUD-BBR-BBSW 0.07%
Swap Agreement, Pay, KOSPI 200 Index Futures 0.05%
Futures Contracts, Short, 10-Year Japan Government Bond 0.05%
Swap Agreement, Pay, 6-Month GBP-LIBOR 0.04%
Futures Contracts, Short, German Euro Bund 0.03%
Futures Contracts, Short, U.K. Gilt 0.03%
Swap Agreement, Pay, MSCI South Africa Index Futures 0.03%
Swap Agreement, Pay, MSCI Italy Index Futures 0.03%
Futures Contracts, Short, 10-Year Japan Government Bond Mini 0.02%
Futures Contracts, Short, IBEX 35 Index 0.02%
Futures Contracts, Short, S&P 500® E-Mini 0.02%
Futures Contracts, Long, 3-Month Aluminum 0.02%
Futures Contracts, Long, Zinc 0.02%
Futures Contracts, Long, 3-Month Copper 0.01%
Futures Contracts, Long, 3-Month Copper 0.01%
Futures Contracts, Short, FTSE JSE Top 40 Index 0.01%
Futures Contracts, Long, Silver 0.01%
Futures Contracts, Long, 3-Month Copper 0.01%
Futures Contracts, Long, New York Harbor ULSD 0.01%
Futures Contracts, Long, Natural Gas 0.00%**
Swap Agreement, Receive, Tel Aviv 35 Index Futures 0.00%**
Swap Agreement, Receive, 3-Month NZD-BKBM 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Long, Soybean 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Short, 3-Month Nickel 0.00%**
Futures Contracts, Short, MSCI Taiwan Index 0.00%**
Futures Contracts, Long, Lead 0.00%**
Futures Contracts, Long, RBOB Gasoline 0.00%**
Swap Agreement, Pay, Soybean Futures 0.00%**
Futures Contracts, Long, MSCI Singapore Index 0.00%**
Futures Contracts, Long, Copper 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Long, 3-Month Zinc 0.00%**
Swap Agreement, Receive, SGX CNX Nifty Index Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Receive, MSCI China Index Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, SET 50 Index 0.00%**
Futures Contracts, Long, KOSPI 200 Index 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Short, Aluminum 0.00%**
Swap Agreement, Receive, WIG 20 Index Future 0.00%**
Swap Agreement, Pay, BM&F Bovespa Index Futures 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Short, SGX CNX Nifty Index 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Zinc 0.00%**
Futures Contracts, Short, FTSE Bursa Malaysia KLCI 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Futures Contracts, Long, Corn 0.00%**
Futures Contracts, Long, TOPIX Index 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, Natural Gas Futures 0.00%**
Futures Contracts, Short, BIST 30 Index 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Receive, 20-Year U.S. Treasury Note Futures 0.00%**
Swap Agreement, Receive, MSCI Italy Index Futures 0.00%**
Swap Agreement, Receive, BIST 30 Index Futures 0.00%**
Futures Contracts, Short, 3-Month Nickel 0.00%**
Futures Contracts, Long, Nickel 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Futures Contracts, Long, 3-Month Zinc 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, 6-Month NOK-NIBOR 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Receive, WIG 20 Index Future 0.00%**
Swap Agreement, Pay, Corn Futures 0.00%**
Swap Agreement, Receive, Soybean Meal Futures 0.00%**
Swap Agreement, Receive, Brent Crude Oil Futures 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, MSCI Taiwan Index Futures 0.00%**
Swap Agreement, Receive, Soybean Meal Futures 0.00%**
Swap Agreement, Receive, Soybean Oil Futures 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Receive, MSCI Switzerland Index Futures 0.00%**
Futures Contracts, Short, Mexican Bolsa Index 0.00%**
Futures Contracts, Short, 3-Month Zinc 0.00%**
Swap Agreement, Receive, Soybean Oil Futures 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Swap Agreement, Pay, MSCI Mexico Index Futures 0.00%**
Swap Agreement, Pay, Hang Seng Index Futures 0.00%**
Futures Contracts, Long, H-Shares Index 0.00%**
Futures Contracts, Long, WTI Crude 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Futures Contracts, Short, 3-Month Copper -0.01%**
Futures Contracts, Long, 3-Month Aluminum -0.01%**
Futures Contracts, Short, 3-Month Copper -0.01%**
Swap Agreement, Pay, MSCI Mexico Index Futures -0.01%**
Swap Agreement, Pay, 6-Month CHF-LIBOR -0.01%**
Futures Contracts, Long, Aluminum -0.01%**
Swap Agreement, Pay, HSCEI China Index Futures -0.01%**
Futures Contracts, Short, 3-Month Copper -0.01%**
Futures Contracts, Short, Brent Crude Oil -0.01%**
Swap Agreement, Receive, Wheat Futures -0.01%**
Swap Agreement, Receive, MSCI Hong Kong Index Futures -0.01%**
Swap Agreement, Pay, HSCEI China Index Futures -0.01%**
Swap Agreement, Pay, Corn Futures -0.02%**
Futures Contracts, Long, Gold 100 oz -0.02%**
Futures Contracts, Short, Soybean Oil -0.02%**
Futures Contracts, Short, 3-Month Aluminum -0.02%**
Swap Agreement, Receive, 6-Month CHF-LIBOR -0.02%**
Futures Contracts, Long, S&P/TSX 60 Index -0.02%**
Swap Agreement, Pay, 3-Month CAD-CDOR -0.03%**
Swap Agreement, Receive, 6-Month JPY-LIBOR -0.03%**
Futures Contracts, Long, Amsterdam Index -0.04%**
Swap Agreement, Receive, 3-Month CAD-CDOR -0.04%**
Futures Contracts, Short, Copper -0.05%**
Futures Contracts, Long, 10-Year U.S. Treasury Note -0.05%**
Swap Agreement, Pay, 6-Month NOK-NIBOR -0.08%**
Futures Contracts, Long, OMX Stockholm 30 Index -0.08%**
Swap Agreement, Pay, 3-Month USD-LIBOR -0.14%**
Swap Agreement, Pay, 10-Year U.S. Treasury Note Futures -0.20%**
Swap Agreement, Pay, 6-Month AUD-BBR-BBSW -0.20%**
Futures Contracts, Long, FTSE 100 Index -0.21%**
Futures Contracts, Long, EURO STOXX 50® Index -0.39%**
Futures Contracts, Long, DAX® Index -0.40%**
Swap Agreement, Pay, 6-Month JPY-LIBOR -0.45%**
Swap Agreement, Pay, 3-Month NZD-BKBM -1.10%**
Swap Agreement, Pay, 6-Month GBP-LIBOR -1.10%**
Swap Agreement, Pay, 3-Month SEK-STIBOR-SIDE -1.22%**
Swap Agreement, Pay, 6-Month EUR-EURIBOR -2.41%**
Net Other Assets (Liabilities) 14.69%