Transamerica

08/31/2017*


Transamerica Global Multifactor Macro

Security Description % of Total Market Value
UBS Select Treasury Preferred 44.76%
Dreyfus Treasury Cash Management 36.17%
BlackRock Liquidity Funds T-Fund Portfolio 8.94%
Swap Agreement, Receive, 3-Month NZD-BKBM 1.20%
Swap Agreement, Receive, 6-Month NOK-NIBOR 0.41%
Futures Contracts, Long, Copper 0.25%
Swap Agreement, Receive, 6-Month EUR-EURIBOR 0.24%
Futures Contracts, Long, 3-Month Copper 0.20%
Swap Agreement, Receive, 6-Month NOK-NIBOR 0.17%
Swap Agreement, Receive, 3-Month SEK-STIBOR-SIDE 0.17%
Swap Agreement, Receive, 3-Month NZD-BKBM 0.17%
Swap Agreement, Pay, 10-Year U.S. Treasury Note Futures 0.16%
Futures Contracts, Short, CAC 40 Index 0.16%
Swap Agreement, Receive, 6-Month GBP-LIBOR 0.13%
Futures Contracts, Long, Nickel 0.10%
Futures Contracts, Long, Aluminum 0.10%
Swap Agreement, Pay, MSCI Switzerland Index Futures 0.10%
Swap Agreement, Receive, 6-Month CHF-LIBOR 0.09%
Futures Contracts, Long, Gold 0.08%
Futures Contracts, Short, S&P/ASX 200 Index 0.08%
Futures Contracts, Long, Zinc 0.08%
Swap Agreement, Receive, 3-Month CAD-CDOR 0.07%
Futures Contracts, Long, Natural Gas 0.06%
Swap Agreement, Pay, Hang Seng Index Futures 0.06%
Swap Agreement, Receive, 3-Month SEK-STIBOR-SIDE 0.06%
Futures Contracts, Long, 3-Month Copper 0.06%
Swap Agreement, Receive, 3-Month AUD-BBR-BBSW 0.05%
Futures Contracts, Long, RBOB Gasoline 0.05%
Swap Agreement, Pay, Natural Gas Futures 0.04%
Futures Contracts, Long, 3-Month Copper 0.03%
Swap Agreement, Receive, 6-Month EUR-EURIBOR 0.03%
Futures Contracts, Long, Silver 0.03%
Swap Agreement, Receive, MSCI Hong Kong Index Futures 0.02%
Swap Agreement, Pay, 3-Month CAD-CDOR 0.02%
Swap Agreement, Receive, 6-Month JPY-LIBOR 0.02%
Swap Agreement, Receive, 6-Month CHF-LIBOR 0.02%
Futures Contracts, Long, 3-Month Copper 0.02%
Futures Contracts, Long, New York Harbor ULSD 0.02%
Swap Agreement, Receive, 6-Month GBP-LIBOR 0.02%
Futures Contracts, Long, 3-Month Copper 0.02%
Futures Contracts, Long, 3-Month Copper 0.01%
Swap Agreement, Pay, MSCI Switzerland Index Futures 0.01%
Swap Agreement, Receive, 3-Month NZD-BKBM 0.01%
Swap Agreement, Pay, WIG 20 Index Future 0.01%
Swap Agreement, Pay, 6-Month CHF-LIBOR 0.01%
Futures Contracts, Long, FTSE MIB Index 0.01%
Swap Agreement, Receive, MSCI China Index Futures 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%
Swap Agreement, Pay, Natural Gas Futures 0.01%
Futures Contracts, Long, TOPIX Index 0.01%
Futures Contracts, Long, MSCI Singapore Index 0.01%
Swap Agreement, Receive, MSCI Hong Kong Index Futures 0.01%
Futures Contracts, Long, Aluminum 0.00%**
Futures Contracts, Long, Lead 0.00%**
Futures Contracts, Long, Copper 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, 10-Year U.K. Gilt Futures 0.00%**
Futures Contracts, Long, Nickel 0.00%**
Futures Contracts, Short, Corn 0.00%**
Swap Agreement, Receive, German Euro Bund Futures 0.00%**
Futures Contracts, Long, Zinc 0.00%**
Swap Agreement, Receive, Soybean Meal Futures 0.00%**
Swap Agreement, Receive, 3-Month NZD-BKBM 0.00%**
Futures Contracts, Short, German Euro Bund 0.00%**
Futures Contracts, Short, OMX Stockholm 30 Index 0.00%**
Swap Agreement, Pay, MSCI Taiwan Index Futures 0.00%**
Futures Contracts, Short, S&P/TSX 60 Index 0.00%**
Swap Agreement, Pay, Soybean Futures 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, Lead 0.00%**
Swap Agreement, Pay, MSCI Mexico Index Futures 0.00%**
BlackRock Liquidity Funds T-Fund Portfolio 0.00%**
Swap Agreement, Pay, HSCEI China Index Futures 0.00%**
Swap Agreement, Receive, BIST 30 Index Futures 0.00%**
Futures Contracts, Long, KOSPI 200 Index 0.00%**
Futures Contracts, Long, SGX CNX Nifty Index 0.00%**
Swap Agreement, Receive, MSCI Switzerland Index Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, Lead 0.00%**
Swap Agreement, Receive, Tel Aviv 35 Index Futures 0.00%**
Futures Contracts, Short, U.K. Gilt 0.00%**
Swap Agreement, Pay, KOSPI 200 Index Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, MSCI Taiwan Index 0.00%**
Futures Contracts, Short, BIST 30 Index 0.00%**
Swap Agreement, Pay, Wheat Futures 0.00%**
Futures Contracts, Long, H-Shares Index 0.00%**
Swap Agreement, Receive, Brent Crude Oil Futures 0.00%**
Futures Contracts, Short, Zinc 0.00%**
Swap Agreement, Pay, HSCEI China Index Futures 0.00%**
Futures Contracts, Short, Nickel 0.00%**
Swap Agreement, Pay, MSCI Brazil Index Futures 0.00%**
Swap Agreement, Pay, MSCI South Africa Index Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, Wheat 0.00%**
Swap Agreement, Receive, MSCI Switzerland Index Futures 0.00%**
Futures Contracts, Short, 10-Year U.S. Treasury Note 0.00%**
Swap Agreement, Receive, Corn Futures 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Futures Contracts, Long, 10-Year Australia Treasury Bond 0.00%**
Futures Contracts, Long, Amsterdam Index -0.01%**
Swap Agreement, Receive, Soybean Oil Futures -0.01%**
Swap Agreement, Receive, 2-Year U.S. Treasury Note Futures -0.01%**
Swap Agreement, Receive, SGX CNX Nifty Index Futures -0.01%**
Futures Contracts, Short, 3-Month Aluminum -0.01%**
Swap Agreement, Receive, Soybean Oil Futures -0.01%**
Futures Contracts, Short, 3-Month Aluminum -0.01%**
Swap Agreement, Pay, MSCI Brazil Index Futures -0.01%**
Futures Contracts, Short, 10-Year Canada Government Bond -0.01%**
Swap Agreement, Receive, BM&F Bovespa Index Futures -0.01%**
Futures Contracts, Short, Brent Crude Oil -0.01%**
Futures Contracts, Short, 3-Month Copper -0.01%**
Futures Contracts, Short, 3-Month Copper -0.02%**
Swap Agreement, Receive, MSCI Japan Index Futures -0.02%**
Swap Agreement, Receive, 6-Month JPY-LIBOR -0.02%**
Swap Agreement, Pay, MSCI South Africa Index Futures -0.02%**
Futures Contracts, Short, 3-Month Copper -0.02%**
Swap Agreement, Receive, 6-Month GBP-LIBOR -0.02%**
Futures Contracts, Short, S&P 500® E-Mini -0.02%**
Futures Contracts, Short, Aluminum -0.03%**
Futures Contracts, Short, German Euro Bund -0.03%**
Futures Contracts, Short, Soybean Oil -0.03%**
Futures Contracts, Short, 3-Month Copper -0.03%**
Futures Contracts, Short, SET 50 Index -0.03%**
Swap Agreement, Pay, 6-Month CHF-LIBOR -0.03%**
Swap Agreement, Pay, 6-Month NOK-NIBOR -0.03%**
Swap Agreement, Receive, 3-Month CAD-CDOR -0.04%**
Swap Agreement, Pay, 3-Month CAD-CDOR -0.04%**
Swap Agreement, Receive, 10-Year Canada Government Bond Futures -0.05%**
Swap Agreement, Pay, 6-Month AUD-BBR-BBSW -0.05%**
Futures Contracts, Short, 3-Month Copper -0.06%**
Futures Contracts, Long, IBEX 35 Index -0.06%**
Swap Agreement, Receive, 20-Year U.S. Treasury Note Futures -0.06%**
Swap Agreement, Pay, 3-Month USD-LIBOR -0.06%**
Futures Contracts, Short, FTSE 100 Index -0.06%**
Swap Agreement, Pay, 6-Month NOK-NIBOR -0.06%**
Futures Contracts, Long, WTI Crude -0.08%**
Swap Agreement, Receive, 10-Year Japan Government Bond Futures -0.08%**
Swap Agreement, Pay, 6-Month EUR-EURIBOR -0.09%**
Swap Agreement, Receive, 3-Month SEK-STIBOR-SIDE -0.09%**
Swap Agreement, Pay, 3-Month USD-LIBOR -0.09%**
Swap Agreement, Pay, 6-Month GBP-LIBOR -0.11%**
Futures Contracts, Short, 10-Year Japan Government Bond Mini -0.13%**
Swap Agreement, Pay, 6-Month AUD-BBR-BBSW -0.13%**
Futures Contracts, Short, FTSE JSE Top 40 Index -0.17%**
Futures Contracts, Short, 3-Month Copper -0.20%**
Swap Agreement, Receive, 3-Month AUD-BBR-BBSW -0.21%**
Futures Contracts, Long, EURO STOXX 50® Index -0.22%**
Futures Contracts, Short, 10-Year Japan Government Bond -0.23%**
Swap Agreement, Pay, 3-Month SEK-STIBOR-SIDE -0.27%**
Futures Contracts, Long, DAX® Index -0.27%**
Futures Contracts, Short, Copper -0.28%**
Swap Agreement, Pay, 3-Month NZD-BKBM -0.29%**
Swap Agreement, Pay, 3-Month NZD-BKBM -0.74%**
Swap Agreement, Pay, 3-Month SEK-STIBOR-SIDE -0.88%**
Swap Agreement, Pay, 6-Month JPY-LIBOR -0.89%**
Swap Agreement, Pay, 6-Month EUR-EURIBOR -1.34%**
Swap Agreement, Pay, 6-Month GBP-LIBOR -1.41%**
Net Other Assets (Liabilities) 14.61%