Transamerica

07/31/2017*


Transamerica Global Multifactor Macro

Security Description % of Total Market Value
UBS Select Treasury Preferred 45.20%
Dreyfus Treasury Cash Management 36.51%
BlackRock Liquidity Funds T-Fund Portfolio 9.03%
Swap Agreement, Receive, 3-Month NZD-BKBM 2.03%
Swap Agreement, Receive, 10-Year Canada Government Bond Futures 0.59%
Swap Agreement, Receive, 6-Month NOK-NIBOR 0.31%
Swap Agreement, Receive, 3-Month AUD-BBR-BBSW 0.23%
Swap Agreement, Receive, 6-Month GBP-LIBOR 0.18%
Swap Agreement, Pay, 3-Month CAD-CDOR 0.16%
Futures Contracts, Short, CAC 40 Index 0.16%
Futures Contracts, Long, WTI Crude 0.16%
Futures Contracts, Short, 10-Year Canada Government Bond 0.16%
Futures Contracts, Short, S&P/ASX 200 Index 0.14%
Swap Agreement, Receive, 3-Month SEK-STIBOR-SIDE 0.13%
Futures Contracts, Long, Copper 0.12%
Swap Agreement, Receive, 3-Month USD-LIBOR 0.10%
Futures Contracts, Long, 3-Month Copper 0.09%
Futures Contracts, Short, 10-Year Australia Treasury Bond 0.07%
Swap Agreement, Pay, Hang Seng Index Futures 0.07%
Swap Agreement, Pay, KOSPI 200 Index Futures 0.06%
Futures Contracts, Long, Silver 0.05%
Swap Agreement, Receive, 6-Month EUR-EURIBOR 0.04%
Futures Contracts, Short, FTSE 100 Index 0.04%
Swap Agreement, Pay, 6-Month NOK-NIBOR 0.04%
Futures Contracts, Short, 10-Year Japan Government Bond Mini 0.03%
Futures Contracts, Long, Nickel 0.03%
Swap Agreement, Receive, MSCI Hong Kong Index Futures 0.03%
Futures Contracts, Long, 3-Month Copper 0.03%
Futures Contracts, Short, 10-Year Japan Government Bond 0.03%
Futures Contracts, Long, New York Harbor ULSD 0.02%
Futures Contracts, Long, Gold 100 oz 0.02%
Swap Agreement, Receive, 20-Year U.S. Treasury Note Futures 0.02%
Futures Contracts, Long, RBOB Gasoline 0.02%
Futures Contracts, Long, Zinc 0.02%
Swap Agreement, Receive, 10-Year U.K. Gilt Futures 0.02%
Futures Contracts, Long, 3-Month Copper 0.02%
Futures Contracts, Long, 3-Month Copper 0.02%
Swap Agreement, Pay, Soybean Futures 0.02%
Futures Contracts, Short, German Euro Bund 0.01%
Futures Contracts, Long, Soybean 0.01%
Swap Agreement, Pay, BM&F Bovespa Index Futures 0.01%
Futures Contracts, Long, 3-Month Copper 0.01%
Futures Contracts, Long, 3-Month Copper 0.01%
Futures Contracts, Long, 3-Month Aluminum 0.01%
Futures Contracts, Short, Corn 0.01%
Futures Contracts, Long, MSCI Singapore Index 0.01%
Swap Agreement, Receive, 3-Month NZD-BKBM 0.01%
Swap Agreement, Receive, MSCI Hong Kong Index Futures 0.01%
Futures Contracts, Long, 3-Month Copper 0.01%
Futures Contracts, Long, Amsterdam Index 0.01%
Swap Agreement, Receive, 2-Year U.S. Treasury Note Futures 0.01%
Swap Agreement, Receive, MSCI China Index Futures 0.00%**
Futures Contracts, Long, Lead 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Short, Aluminum 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, HSCEI China Index Futures 0.00%**
Futures Contracts, Long, SGX CNX Nifty Index 0.00%**
Swap Agreement, Receive, Tel Aviv 35 Index Futures 0.00%**
Futures Contracts, Long, KOSPI 200 Index 0.00%**
Swap Agreement, Pay, HSCEI China Index Futures 0.00%**
Futures Contracts, Long, TOPIX Index 0.00%**
Futures Contracts, Long, H-Shares Index 0.00%**
Swap Agreement, Pay, MSCI Italy Index Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, MSCI Taiwan Index 0.00%**
Futures Contracts, Short, S&P/TSX 60 Index 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, FTSE Bursa Malaysia KLCI 0.00%**
Swap Agreement, Pay, MSCI Mexico Index Futures 0.00%**
Futures Contracts, Long, U.K. Gilt 0.00%**
Swap Agreement, Receive, MSCI Italy Index Futures 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, MSCI Mexico Index Futures 0.00%**
Swap Agreement, Receive, MSCI Switzerland Index Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Receive, German Euro Bund Futures 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, SET 50 Index 0.00%**
Swap Agreement, Pay, MSCI Taiwan Index Futures 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Receive, BIST 30 Index Futures 0.00%**
Swap Agreement, Pay, Wheat Futures 0.00%**
Swap Agreement, Receive, MSCI Switzerland Index Futures 0.00%**
Swap Agreement, Pay, MSCI Switzerland Index Futures 0.00%**
Swap Agreement, Receive, Brent Crude Oil Futures 0.00%**
Swap Agreement, Receive, WIG 20 Index Future 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Swap Agreement, Pay, MSCI South Africa Index Futures 0.00%**
Swap Agreement, Receive, WIG 20 Index Future 0.00%**
Swap Agreement, Receive, Soybean Meal Futures 0.00%**
Futures Contracts, Long, Wheat 0.00%**
Swap Agreement, Receive, Soybean Oil Futures -0.01%**
Futures Contracts, Short, 10-Year U.S. Treasury Note -0.01%**
Futures Contracts, Short, 3-Month Copper -0.01%**
Swap Agreement, Receive, Soybean Oil Futures -0.01%**
Futures Contracts, Short, 3-Month Aluminum -0.01%**
Futures Contracts, Long, IBEX 35 Index -0.01%**
Futures Contracts, Short, 3-Month Copper -0.01%**
Swap Agreement, Receive, Soybean Meal Futures -0.01%**
Futures Contracts, Short, Brent Crude Oil -0.01%**
Swap Agreement, Pay, Corn Futures -0.01%**
Swap Agreement, Receive, MSCI Japan Index Futures -0.01%**
Swap Agreement, Receive, SGX CNX Nifty Index Futures -0.01%**
Futures Contracts, Short, 3-Month Copper -0.01%**
Swap Agreement, Pay, 6-Month CHF-LIBOR -0.01%**
Swap Agreement, Pay, 3-Month NZD-BKBM -0.01%**
Futures Contracts, Long, Aluminum -0.01%**
Futures Contracts, Short, FTSE MIB Index -0.02%**
Futures Contracts, Short, 3-Month Copper -0.02%**
Futures Contracts, Short, 3-Month Copper -0.02%**
Swap Agreement, Receive, OSE Japan 10-Year Bond Futures -0.02%**
Swap Agreement, Pay, Natural Gas Futures -0.02%**
Futures Contracts, Short, BIST 30 Index -0.02%**
Swap Agreement, Pay, MSCI South Africa Index Futures -0.02%**
Swap Agreement, Pay, MSCI Switzerland Index Futures -0.03%**
Futures Contracts, Short, 3-Month Copper -0.03%**
Futures Contracts, Short, Soybean Oil -0.04%**
Swap Agreement, Pay, 10-Year U.S. Treasury Note Futures -0.05%**
Swap Agreement, Receive, 6-Month GBP-LIBOR -0.06%**
Swap Agreement, Receive, 6-Month JPY-LIBOR -0.07%**
Futures Contracts, Long, OMX Stockholm 30 Index -0.07%**
Futures Contracts, Short, S&P 500® E-Mini -0.08%**
Swap Agreement, Receive, 6-Month CHF-LIBOR -0.08%**
Futures Contracts, Short, 3-Month Copper -0.09%**
Futures Contracts, Long, Natural Gas -0.10%**
Swap Agreement, Receive, 3-Month CAD-CDOR -0.12%**
Futures Contracts, Short, FTSE JSE Top 40 Index -0.12%**
Futures Contracts, Short, Copper -0.17%**
Swap Agreement, Pay, 3-Month USD-LIBOR -0.17%**
Swap Agreement, Pay, 6-Month AUD-BBR-BBSW -0.21%**
Futures Contracts, Long, EURO STOXX 50® Index -0.22%**
Futures Contracts, Long, DAX® Index -0.34%**
Swap Agreement, Pay, 6-Month JPY-LIBOR -0.80%**
Swap Agreement, Pay, 3-Month NZD-BKBM -1.24%**
Swap Agreement, Pay, 3-Month SEK-STIBOR-SIDE -1.27%**
Swap Agreement, Pay, 6-Month GBP-LIBOR -1.53%**
Swap Agreement, Pay, 6-Month EUR-EURIBOR -2.21%**
Net Other Assets (Liabilities) 13.27%