Transamerica

10/31/2017*


Transamerica Global Multifactor Macro

Security Description % of Total Market Value
UBS Select Treasury Preferred 44.96%
Dreyfus Treasury Cash Management 36.34%
BlackRock Liquidity Funds T-Fund Portfolio 6.59%
BlackRock Liquidity Funds T-Fund Portfolio 2.39%
Swap Agreement, Receive, 3-Month NZD-BKBM 0.73%
Swap Agreement, Pay, 3-Month USD-LIBOR 0.49%
Futures Contracts, Long, EURO STOXX 50® Index 0.38%
Swap Agreement, Receive, 6-Month NOK-NIBOR 0.32%
Swap Agreement, Pay, KOSPI 200 Index Futures 0.24%
Swap Agreement, Receive, MSCI Japan Index Futures 0.22%
Swap Agreement, Receive, 3-Month SEK-STIBOR-SIDE 0.20%
Futures Contracts, Long, WTI Crude 0.18%
Swap Agreement, Receive, 6-Month CHF-LIBOR 0.16%
Swap Agreement, Receive, 6-Month EUR-EURIBOR 0.15%
Swap Agreement, Pay, 6-Month GBP-LIBOR 0.15%
Futures Contracts, Long, TOPIX Index 0.13%
Swap Agreement, Receive, 3-Month CAD-CDOR 0.13%
Futures Contracts, Long, DAX® Index 0.12%
Futures Contracts, Short, 10-Year Japan Government Bond 0.12%
Swap Agreement, Pay, 6-Month GBP-LIBOR 0.09%
Futures Contracts, Short, 10-Year Japan Government Bond Mini 0.09%
Futures Contracts, Long, FTSE MIB Index 0.06%
Swap Agreement, Pay, 3-Month USD-LIBOR 0.05%
Futures Contracts, Long, Gasoline 0.03%
Swap Agreement, Receive, 10-Year Japan Government Bond Futures 0.03%
Futures Contracts, Long, MSCI Singapore Index 0.03%
Futures Contracts, Long, Zinc 0.03%
Futures Contracts, Long, New York Harbor ULSD 0.02%
Futures Contracts, Long, Aluminum 0.02%
Futures Contracts, Long, Nickel 0.02%
Swap Agreement, Pay, 6-Month CHF-LIBOR 0.02%
Swap Agreement, Receive, BM&F Bovespa Index Futures 0.02%
Swap Agreement, Pay, MSCI Brazil Index Futures 0.01%
Swap Agreement, Receive, MSCI Italy Index Futures 0.01%
Futures Contracts, Long, Brent Crude Oil 0.01%
Futures Contracts, Short, SET 50 Index 0.01%
Futures Contracts, Long, 3-Month Aluminum 0.01%
Swap Agreement, Pay, Swiss Market Index Futures 0.01%
Swap Agreement, Receive, MSCI Turkey Index Futures 0.01%
Swap Agreement, Receive, 3-Month AUD-BBR-BBSW 0.01%
Swap Agreement, Pay, HSCEI China Index Futures 0.01%
Futures Contracts, Long, 3-Month Nickel 0.01%
Futures Contracts, Long, Amsterdam Index 0.01%
Futures Contracts, Long, 3-Month Copper 0.01%
Futures Contracts, Long, SGX CNX Nifty Index 0.01%
Futures Contracts, Short, Mexican Bolsa Index 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, HSCEI China Index Futures 0.00%**
Futures Contracts, Long, Zinc 0.00%**
Futures Contracts, Long, KOSPI 200 Index 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Short, U.K. Gilt 0.00%**
Futures Contracts, Long, Gold 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Swap Agreement, Receive, MSCI Italy Index Futures 0.00%**
Futures Contracts, Long, Zinc 0.00%**
Swap Agreement, Pay, MSCI Switzerland Index Futures 0.00%**
Swap Agreement, Receive, Soybean Meal Futures 0.00%**
Swap Agreement, Receive, Soybean Meal Futures 0.00%**
Swap Agreement, Receive, Tel Aviv 35 Index Futures 0.00%**
Swap Agreement, Receive, MSCI Italy Index Futures 0.00%**
Futures Contracts, Long, 3-Month Zinc 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Receive, 10-Year U.K. Gilt Futures 0.00%**
Swap Agreement, Pay, MSCI Taiwan Index Futures 0.00%**
Swap Agreement, Pay, Soybean Futures 0.00%**
Futures Contracts, Long, Soybean 0.00%**
Futures Contracts, Long, MSCI Taiwan Index 0.00%**
Swap Agreement, Receive, MSCI Poland Index Futures 0.00%**
Futures Contracts, Long, Lead 0.00%**
Futures Contracts, Long, Copper 0.00%**
Swap Agreement, Pay, WIG 20 Index Future 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, FTSE Bursa Malaysia KLCI 0.00%**
Swap Agreement, Pay, MSCI Japan Index Futures 0.00%**
Swap Agreement, Pay, MSCI Switzerland Index Futures 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%**
Swap Agreement, Pay, Hang Seng Index Futures 0.00%**
Swap Agreement, Pay, MSCI Italy Index Futures 0.00%**
Swap Agreement, Pay, MSCI Italy Index Futures 0.00%**
Swap Agreement, Pay, MSCI Italy Index Futures 0.00%**
Futures Contracts, Long, 3-Month Aluminum 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%**
Swap Agreement, Receive, MSCI Switzerland Index Futures 0.00%**
Swap Agreement, Pay, Soybean Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Receive, 10-Year Canada Government Bond Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, Hang Seng Index Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, 3-Month Nickel 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Swap Agreement, Pay, Wheat Futures 0.00%**
Futures Contracts, Short, 3-Month Zinc 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Long, Hang Seng Index 0.00%**
Swap Agreement, Receive, Soybean Oil Futures 0.00%**
Swap Agreement, Receive, MSCI Switzerland Index Futures 0.00%**
Futures Contracts, Short, Zinc 0.00%**
Swap Agreement, Receive, MSCI China Index Futures 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Futures Contracts, Short, 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, 10-Year Canada Government Bond 0.00%**
Futures Contracts, Long, Wheat 0.00%**
Futures Contracts, Short, 3-Month Nickel -0.01%**
Futures Contracts, Short, 3-Month Copper -0.01%**
Futures Contracts, Short, Nickel -0.01%**
Futures Contracts, Short, Zinc -0.01%**
Swap Agreement, Receive, German Euro Bund Futures -0.01%**
Futures Contracts, Short, 3-Month Aluminum -0.01%**
Swap Agreement, Receive, 20-Year U.S. Treasury Note Futures -0.01%**
Futures Contracts, Short, Aluminum -0.01%**
Swap Agreement, Pay, MSCI South Africa Index Futures -0.01%**
Swap Agreement, Pay, 6-Month NOK-NIBOR -0.01%**
Futures Contracts, Short, Soybean Oil -0.01%**
Futures Contracts, Long, Corn -0.01%**
Swap Agreement, Pay, Corn Futures -0.01%**
Swap Agreement, Pay, Natural Gas Futures -0.02%**
Futures Contracts, Short, 10-Year Australia Treasury Bond -0.02%**
Futures Contracts, Long, Silver -0.02%**
Swap Agreement, Receive, SGX CNX Nifty Index Futures -0.02%**
Futures Contracts, Short, OMX Stockholm 30 Index -0.02%**
Futures Contracts, Long, 10-Year U.S. Treasury Note -0.02%**
Swap Agreement, Pay, Natural Gas Futures -0.03%**
Futures Contracts, Short, German Euro Bund -0.04%**
Swap Agreement, Pay, 10-Year U.S. Treasury Note Futures -0.05%**
Futures Contracts, Short, S&P/TSX 60 Index -0.05%**
Futures Contracts, Short, IBEX 35 Index -0.05%**
Swap Agreement, Receive, MSCI Hong Kong Index Futures -0.05%**
Futures Contracts, Short, FTSE JSE Top 40 Index -0.06%**
Futures Contracts, Long, Natural Gas -0.14%**
Swap Agreement, Pay, 6-Month AUD-BBR-BBSW -0.16%**
Swap Agreement, Pay, 3-Month CAD-CDOR -0.17%**
Swap Agreement, Receive, 6-Month JPY-LIBOR -0.18%**
Futures Contracts, Short, FTSE 100 Index -0.19%**
Futures Contracts, Short, S&P 500® E-Mini -0.20%**
Futures Contracts, Short, CAC 40 Index -0.21%**
Swap Agreement, Pay, 6-Month EUR-EURIBOR -0.38%**
Futures Contracts, Short, S&P/ASX 200 Index -0.38%**
Swap Agreement, Pay, 3-Month NZD-BKBM -0.45%**
Swap Agreement, Pay, 3-Month SEK-STIBOR-SIDE -0.71%**
Swap Agreement, Pay, 6-Month JPY-LIBOR -0.87%**
Net Other Assets (Liabilities) 9.98%