Transamerica

11/30/2017*


Transamerica Global Multifactor Macro

Security Description % of Total Net Assets
UBS Select Treasury Preferred 44.90%
Dreyfus Treasury Cash Management 36.29%
BlackRock Liquidity Funds T-Fund Portfolio 7.60%
BlackRock Liquidity Funds T-Fund Portfolio 1.37%
Swap Agreement, Pay, 3-Month USD-LIBOR 0.94%
Swap Agreement, Receive, 3-Month NZD-BKBM 0.80%
Swap Agreement, Receive, 6-Month NOK-NIBOR 0.38%
Swap Agreement, Receive, 3-Month SEK-STIBOR-SIDE 0.27%
Swap Agreement, Receive, MSCI Japan Index Futures 0.25%
Swap Agreement, Receive, 3-Month CAD-CDOR 0.23%
Swap Agreement, Receive, 6-Month EUR-EURIBOR 0.21%
Swap Agreement, Receive, 3-Month AUD-BBR-BBSW 0.18%
Futures Contracts, Long, TOPIX Index 0.17%
Swap Agreement, Pay, KOSPI 200 Index Futures 0.15%
Swap Agreement, Receive, 6-Month CHF-LIBOR 0.15%
Swap Agreement, Pay, 6-Month GBP-LIBOR 0.13%
Swap Agreement, Pay, 6-Month GBP-LIBOR 0.11%
Swap Agreement, Receive, 5-Year U.S. Treasury Note Futures 0.07%
Futures Contracts, Long, EURO STOXX 50® Index 0.06%
Swap Agreement, Pay, Swiss Market Index Futures 0.06%
Swap Agreement, Pay, 6-Month CHF-LIBOR 0.06%
Futures Contracts, Long, FTSE MIB Index 0.05%
Futures Contracts, Short, 10-Year U.S. Treasury Note 0.03%
Futures Contracts, Short, FTSE 100 Index 0.03%
Futures Contracts, Short, 10-Year Japan Government Bond Mini 0.03%
Futures Contracts, Short, Aluminum 0.03%
Swap Agreement, Receive, SGX CNX Nifty Index Futures 0.02%
Swap Agreement, Receive, BM&F Bovespa Index Futures 0.02%
Swap Agreement, Pay, 3-Month USD-LIBOR 0.02%
Futures Contracts, Short, 3-Month Aluminum 0.02%
Swap Agreement, Receive, 10-Year U.K. Gilt Futures 0.02%
Futures Contracts, Short, U.K. Gilt 0.02%
Futures Contracts, Short, OMX Stockholm 30 Index 0.01%
Futures Contracts, Short, 10-Year Japan Government Bond 0.01%
Swap Agreement, Receive, 10-Year Japan Government Bond Futures 0.01%
Futures Contracts, Short, Mexican Bolsa Index 0.01%
Swap Agreement, Receive, MSCI Italy Index Futures 0.01%
Futures Contracts, Short, Nickel 0.01%
Futures Contracts, Short, 3-Month Aluminum 0.01%
Futures Contracts, Short, 3-Month Aluminum 0.01%
Futures Contracts, Long, WTI Crude 0.01%
Futures Contracts, Long, MSCI Singapore Index 0.01%
Futures Contracts, Short, 3-Month Aluminum 0.01%
Futures Contracts, Short, 3-Month Copper 0.01%
Swap Agreement, Receive, MSCI Hong Kong Index Futures 0.01%
Futures Contracts, Short, 3-Month Nickel 0.00%**
Futures Contracts, Short, 3-Month Copper 0.00%**
Futures Contracts, Long, Zinc 0.00%**
Swap Agreement, Receive, MSCI Italy Index Futures 0.00%**
Futures Contracts, Long, KOSPI 200 Index 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, DAX® Index 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, Lead 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Short, SET 50 Index 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, Zinc 0.00%**
Swap Agreement, Pay, MSCI Mexico Index Futures 0.00%**
Swap Agreement, Pay, Soybean Futures 0.00%**
Swap Agreement, Receive, MSCI Italy Index Futures 0.00%**
Futures Contracts, Short, 3-Month Aluminum 0.00%**
Futures Contracts, Long, Brent Crude Oil 0.00%**
Futures Contracts, Short, Copper 0.00%**
Swap Agreement, Pay, MSCI Japan Index Futures 0.00%**
Futures Contracts, Short, 3-Month Nickel 0.00%**
Futures Contracts, Long, S&P/TSX 60 Index 0.00%**
Futures Contracts, Long, FTSE Bursa Malaysia KLCI 0.00%**
Futures Contracts, Long, Zinc 0.00%**
Futures Contracts, Long, Zinc 0.00%**
Futures Contracts, Short, 3-Month Zinc 0.00%**
Futures Contracts, Long, German Euro Bund 0.00%**
Swap Agreement, Pay, MSCI Italy Index Futures 0.00%**
BlackRock Liquidity Funds T-Fund Portfolio 0.00%**
Futures Contracts, Short, Lead 0.00%**
Swap Agreement, Pay, MSCI Italy Index Futures 0.00%**
Swap Agreement, Pay, MSCI Italy Index Futures 0.00%**
Swap Agreement, Receive, MSCI China Index Futures 0.00%**
Futures Contracts, Long, Lead 0.00%**
Futures Contracts, Long, 10-Year Australia Treasury Bond 0.00%**
Futures Contracts, Short, 10-Year Canada Government Bond 0.00%**
Swap Agreement, Pay, Soybean Futures 0.00%**
Futures Contracts, Long, 3-Month Zinc 0.00%**
Swap Agreement, Pay, Wheat Futures 0.00%**
Swap Agreement, Receive, MSCI Poland Index Futures 0.00%**
Swap Agreement, Receive, Soybean Meal Futures 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Futures Contracts, Short, Zinc 0.00%**
Swap Agreement, Receive, Soybean Oil Futures 0.00%**
Futures Contracts, Long, Copper 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, Wheat 0.00%**
Swap Agreement, Pay, 10-Year U.S. Treasury Note Futures 0.00%**
Futures Contracts, Short, Soybean Oil 0.00%**
Swap Agreement, Receive, Soybean Oil Futures 0.00%**
Futures Contracts, Short, Zinc 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, Soybean 0.00%**
Swap Agreement, Pay, Corn Futures 0.00%**
Futures Contracts, Short, Zinc 0.00%**
Futures Contracts, Long, 3-Month Aluminum 0.00%**
Futures Contracts, Long, Amsterdam Index 0.00%**
Futures Contracts, Long, Nickel 0.00%**
Futures Contracts, Long, German Euro Bund 0.00%**
Futures Contracts, Long, Aluminum 0.00%**
Swap Agreement, Receive, Soybean Meal Futures 0.00%**
Futures Contracts, Long, HSCEI Index 0.00%**
Futures Contracts, Long, Corn 0.00%**
Futures Contracts, Long, 3-Month Copper 0.00%**
Futures Contracts, Long, 3-Month Nickel 0.00%**
Swap Agreement, Pay, MSCI Brazil Index Futures -0.01%**
Futures Contracts, Long, 3-Month Copper -0.01%**
Futures Contracts, Long, New York Harbor ULSD -0.01%**
Futures Contracts, Long, 3-Month Aluminum -0.01%**
Swap Agreement, Pay, WIG 20 Index Future -0.01%**
Swap Agreement, Pay, MSCI Taiwan Index Futures -0.01%**
Futures Contracts, Long, SGX CNX Nifty Index -0.01%**
Futures Contracts, Long, 3-Month Aluminum -0.01%**
Swap Agreement, Pay, TAIEX Futures -0.01%**
Futures Contracts, Long, 3-Month Aluminum -0.01%**
Swap Agreement, Receive, MSCI Turkey Index Futures -0.01%**
Futures Contracts, Long, Copper -0.01%**
Swap Agreement, Pay, German Euro Bund Futures -0.01%**
Futures Contracts, Long, RBOB Gasoline -0.01%**
Swap Agreement, Pay, HSCEI China Index Futures -0.02%**
Futures Contracts, Long, 3-Month Aluminum -0.02%**
Swap Agreement, Receive, Tel Aviv 35 Index Futures -0.02%**
Futures Contracts, Long, Gold 100 oz -0.02%**
Futures Contracts, Long, MSCI Taiwan Index -0.02%**
Swap Agreement, Pay, Natural Gas Futures -0.02%**
Futures Contracts, Long, Hang Seng Index -0.03%**
Futures Contracts, Short, IBEX 35 Index -0.03%**
Swap Agreement, Pay, Hang Seng Index Futures -0.04%**
Futures Contracts, Long, Nickel -0.04%**
Swap Agreement, Pay, HSCEI China Index Futures -0.04%**
Futures Contracts, Long, Silver -0.04%**
Swap Agreement, Pay, Natural Gas Futures -0.05%**
Futures Contracts, Short, FTSE JSE Top 40 Index -0.06%**
Futures Contracts, Long, Aluminum -0.06%**
Swap Agreement, Pay, MSCI South Africa Index Futures -0.06%**
Futures Contracts, Long, Natural Gas -0.08%**
Swap Agreement, Pay, Hang Seng Index Futures -0.08%**
Swap Agreement, Receive, 10-Year Canada Government Bond Futures -0.09%**
Futures Contracts, Short, CAC 40 Index -0.11%**
Swap Agreement, Pay, 6-Month NOK-NIBOR -0.13%**
Swap Agreement, Pay, 3-Month CAD-CDOR -0.14%**
Swap Agreement, Receive, 6-Month JPY-LIBOR -0.19%**
Futures Contracts, Short, S&P 500® E-Mini -0.26%**
Swap Agreement, Pay, 6-Month EUR-EURIBOR -0.36%**
Futures Contracts, Short, S&P/ASX 200 Index -0.39%**
Swap Agreement, Pay, 6-Month AUD-BBR-BBSW -0.40%**
Swap Agreement, Pay, 3-Month SEK-STIBOR-SIDE -0.57%**
Swap Agreement, Pay, 3-Month NZD-BKBM -0.59%**
Swap Agreement, Pay, 6-Month JPY-LIBOR -0.87%**
Net Other Assets (Liabilities) 10.17%