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TRANSAMERICA PARTNERS VARIABLE FUNDS TRANSAMERICA ASSET ALLOCATION VARIABLE FUNDS Intermediate/Long Horizon Intermediate Horizon Short Horizon International Equity Small Core Large Growth Large Core Large Value Balanced Calvert High Yield Bond Core Bond Inflation-Protected Securities High Quality Bond Money Market Semi-Annual Report June 30, 2010 |
Harrison, New York 10528
in the Transamerica Partners Variable Funds:
John K. Carter | Christopher A. Staples | |
Chairman of the Board, | Vice President & Chief Investment Officer | |
President & Chief Executive Officer | Transamerica Asset Allocation Variable Funds | |
Transamerica Asset Allocation Variable Funds |
Transamerica Asset Allocation Variable Funds | Semi-Annual Report 2010 |
Actual Expenses | Hypothetical Expenses (b) | |||||||||||||||||||||||
Expenses Paid | Expenses Paid | |||||||||||||||||||||||
Beginning | Ending Account | During Period | Ending Account | During Period | Annualized | |||||||||||||||||||
Fund Name | Account Value | Value | (a)(c) | Value | (a)(c) | Expense Ratio (c) | ||||||||||||||||||
Transamerica Asset Allocation Variable Funds - Short Horizon Subaccount (“Short Horizon”) | $1,000.00 | $1,032.20 | $1.01 | $1,023.80 | $1.00 | 0.20% | ||||||||||||||||||
Transamerica Asset Allocation Variable Funds - Intermediate Horizon Subaccount (“Intermediate Horizon”) | 1,000.00 | 987.50 | 0.99 | 1,023.80 | 1.00 | 0.20% | ||||||||||||||||||
Transamerica Asset Allocation Variable Funds - Intermediate/Long Horizon Subaccount (“Intermediate/Long Horizon”) | 1,000.00 | 968.80 | 0.98 | 1,023.80 | 1.00 | 0.20% |
(a) | Expenses are equal to each Subaccount’s annualized expense ratio (as disclosed in the table), multiplied by the average account value for the period, multiplied by the number of days in the period (181 days), and divided by the number of days in the year (365 days). | |
(b) | 5% return per year before actual expenses. | |
(c) | Expense ratios do not include expenses of the investment companies in which the Subaccounts invest. |
Transamerica Asset Allocation Variable Funds | Semi-Annual Report 2010 |
(the following charts summarize the Schedule of Investments of each Subaccount by asset type)
(unaudited)
Transamerica Asset Allocation Variable - | ||||
Short Horizon | ||||
Fixed Income Funds | 88.0 | % | ||
Domestic Equity Funds | 7.8 | |||
Money Market Fund | 2.3 | |||
International Equity Fund | 1.9 | |||
Other Assets and Liabilities - net | (0.0 | )* | ||
Total | 100.0 | % | ||
Transamerica Asset Allocation Variable - | ||||
Intermediate Horizon | ||||
Fixed Income Funds | 50.1 | % | ||
Domestic Equity Funds | 37.9 | |||
International Equity Fund | 11.7 | |||
Money Market Fund | 0.3 | |||
Other Assets and Liabilities - net | (0.0 | )* | ||
Total | 100.0 | % | ||
Transamerica Asset Allocation Variable - | ||||
Intermediate/Long Horizon | ||||
Domestic Equity Funds | 50.9 | % | ||
Fixed Income Funds | 29.4 | |||
International Equity Fund | 17.4 | |||
Money Market Fund | 2.3 | |||
Other Assets and Liabilities - net | (0.0 | )* | ||
Total | 100.0 | % | ||
Transamerica Asset Allocation Variable Funds | Semi-Annual Report 2010 |
At June 30, 2010
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
INVESTMENT COMPANIES ж - 100.0% | ||||||||
Domestic Equity Funds - 7.8% | ||||||||
Transamerica Partners Variable Large Growth ‡ | 6,290 | $260 | ||||||
Transamerica Partners Variable Large Value ‡ | 7,467 | 281 | ||||||
Transamerica Partners Variable Small Core ‡ | 6,021 | 177 | ||||||
Fixed Income Funds - 88.0% | ||||||||
Transamerica Partners Variable Core Bond ‡ | 114,278 | 4,377 | ||||||
Transamerica Partners Variable High Quality Bond ‡ | 86,249 | 1,482 | ||||||
Transamerica Partners Variable High Yield Bond ‡ | 44,353 | 956 | ||||||
Transamerica Partners Variable Inflation-Protected Securities ‡ | 54,374 | 1,331 | ||||||
International Equity Fund - 1.9% | ||||||||
Transamerica Partners Variable International Equity ‡ | 10,657 | 177 | ||||||
Money Market Fund - 2.3% | ||||||||
Transamerica Partners Variable Money Market ‡ | 10,029 | 212 | ||||||
Total Investment Companies (cost $8,169) # | 9,253 | |||||||
Other Assets and Liabilities - Net | (2 | ) | ||||||
Net Assets | $9,251 | |||||||
‡ | Non-income producing security. | |
ж | Each Subaccount invests its assets in an affiliated fund of Transamerica Partners Variable Funds. | |
# | Aggregate cost for federal income tax purposes is $8,169. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $1,200 and $116, respectively. Net unrealized appreciation for tax purposes is $1,084. |
Level 1 | Level 2 | Level 3 | Total | |||||||||||
Investment Companies | $9,253 | $– | $– | $9,253 | ||||||||||
Transamerica Asset Allocation Variable Funds | Semi-Annual Report 2010 |
At June 30, 2010
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
INVESTMENT COMPANIES ж - 100.0% | ||||||||
Domestic Equity Funds - 37.9% | ||||||||
Transamerica Partners Variable Large Growth ‡ | 77,355 | $3,203 | ||||||
Transamerica Partners Variable Large Value ‡ | 79,599 | 2,990 | ||||||
Transamerica Partners Variable Small Core‡ | 73,751 | 2,173 | ||||||
Fixed Income Funds - 50.1% | ||||||||
Transamerica Partners Variable Core Bond ‡ | 144,855 | 5,547 | ||||||
Transamerica Partners Variable High Quality Bond ‡ | 106,896 | 1,837 | ||||||
Transamerica Partners Variable High Yield Bond ‡ | 65,703 | 1,417 | ||||||
Transamerica Partners Variable Inflation-Protected Securities ‡ | 92,041 | 2,253 | ||||||
International Equity Fund - 11.7% | ||||||||
Transamerica Partners Variable International Equity ‡ | 156,022 | 2,594 | ||||||
Money Market Fund - 0.3% | ||||||||
Transamerica Partners Variable Money Market ‡ | 3,552 | 75 | ||||||
Total Investment Companies (cost $21,727) # | 22,089 | |||||||
Other Assets and Liabilities - Net | (5 | ) | ||||||
Net Assets | $22,084 | |||||||
‡ | Non-income producing security. | |
ж | Each Subaccount invests its assets in an affiliated fund of Transamerica Partners Variable Funds. | |
# | Aggregate cost for federal income tax purposes is $21,727. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $1,544 and $1,182, respectively. Net unrealized appreciation for tax purposes is $362. |
Level 1 | Level 2 | Level 3 | Total | |||||||||||||||||||
Investment Companies | $ | 22,089 | $ — | $ — | $ | 22,089 | ||||||||||||||||
Transamerica Asset Allocation Variable Funds | Semi-Annual Report 2010 |
Intermediate/Long Horizon
At June 30, 2010
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
INVESTMENT COMPANIES ж - 100.0% | ||||||||
Domestic Equity Funds - 50.9% | ||||||||
Transamerica Partners Variable Large Growth ‡ | 129,370 | $5,357 | ||||||
Transamerica Partners Variable Large Value ‡ | 128,111 | 4,812 | ||||||
Transamerica Partners Variable Small Core‡ | 124,009 | 3,653 | ||||||
Fixed Income Funds - 29.4% | ||||||||
Transamerica Partners Variable Core Bond ‡ | 111,392 | 4,267 | ||||||
Transamerica Partners Variable High Quality Bond ‡ | 33,025 | 567 | ||||||
Transamerica Partners Variable High Yield Bond ‡ | 55,000 | 1,186 | ||||||
Transamerica Partners Variable Inflation-Protected Securities ‡ | 80,555 | 1,972 | ||||||
International Equity Fund - 17.4% | ||||||||
Transamerica Partners Variable International Equity ‡ | 285,014 | 4,738 | ||||||
Money Market Fund - 2.3% | ||||||||
Transamerica Partners Variable Money Market ‡ | 29,113 | 614 | ||||||
Total Investment Companies (cost $29,405) # | 27,166 | |||||||
Other Assets and Liabilities - Net | (5 | ) | ||||||
Net Assets | $27,161 | |||||||
‡ | Non-income producing security. | |
ж | Each Subaccount invests its assets in an affiliated fund of Transamerica Partners Variable Funds. | |
# | Aggregate cost for federal income tax purposes is $29,405. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $1,189 and $3,428, respectively. Net unrealized depreciation for tax purposes is $2,239. |
Level 1 | Level 2 | Level 3 | Total | |||||||||||||||||||
Investment Companies | $27,166 | $– | $– | $27,166 | ||||||||||||||||||
Transamerica Asset Allocation Variable Funds | Semi-Annual Report 2010 |
(all amounts except unit value in thousands)
(unaudited)
Intermediate | Intermediate/Long | |||||||||||||||
Short Horizon | Horizon | Horizon | ||||||||||||||
Assets: | ||||||||||||||||
Investments in affiliated investment companies, at value | $ | 9,253 | $ | 22,089 | $ | 27,166 | ||||||||||
Receivables: | ||||||||||||||||
Units sold | 6 | 10 | 14 | |||||||||||||
9,259 | 22,099 | 27,180 | ||||||||||||||
Liabilities: | ||||||||||||||||
Accounts payable and accrued liabilities: | ||||||||||||||||
Units redeemed | 6 | 10 | 14 | |||||||||||||
Investment advisory fees | 2 | 5 | 5 | |||||||||||||
�� | ||||||||||||||||
8 | 15 | 19 | ||||||||||||||
Net assets | $ | 9,251 | $ | 22,084 | $ | 27,161 | ||||||||||
Net assets consist of: | ||||||||||||||||
Cost of accumulation units | 5,895 | 16,790 | 24,542 | |||||||||||||
(Accumulated) net investment (loss) | (193 | ) | (557 | ) | (781 | ) | ||||||||||
Undistributed net realized gain from investments in affiliated investment companies | 2,465 | 5,489 | 5,639 | |||||||||||||
Net unrealized appreciation (depreciation) on investments in affiliated investment companies | 1,084 | 362 | (2,239 | ) | ||||||||||||
Net assets | $ | 9,251 | $ | 22,084 | $ | 27,161 | ||||||||||
Accumulation units | 529 | 1,379 | 1,777 | |||||||||||||
Unit value | $ | 17.49 | $ | 16.01 | $ | 15.28 | ||||||||||
Investments in affiliated investment companies, at cost | $ | 8,169 | $ | 21,727 | $ | 29,405 | ||||||||||
Transamerica Asset Allocation Variable Funds | Semi-Annual Report 2010 |
(all amounts in thousands)
(unaudited)
Intermediate | Intermediate/Long | |||||||||||||||
Short Horizon | Horizon | Horizon | ||||||||||||||
Investment advisory fees | 9 | 24 | 29 | |||||||||||||
Net realized and unrealized gain (loss) on investments in affiliated investment companies: | ||||||||||||||||
Realized gain from investments in affiliated investment companies | 174 | 225 | 157 | |||||||||||||
Change in net unrealized appreciation (depreciation) on investments in affiliated investment companies | 138 | (466 | ) | (981 | ) | |||||||||||
Net realized and unrealized gain (loss) on investments in affiliated investment companies | 312 | (241 | ) | (824 | ) | |||||||||||
Net increase (decrease) in net assets resulting from operations | $ | 303 | $ | (265 | ) | $ | (853 | ) | ||||||||
Transamerica Asset Allocation Variable Funds | Semi-Annual Report 2010 |
(all amounts in thousands)
�� | Short Horizon | Intermediate Horizon | Intermediate/Long Horizon | ||||||||||||||||||||||||||||
June 30, 2010 | December 31, | June 30, 2010 | December 31, | June 30, 2010 | December 31, | ||||||||||||||||||||||||||
(unaudited) | 2009 | (unaudited) | 2009 | (unaudited) | 2009 | ||||||||||||||||||||||||||
From operations: | |||||||||||||||||||||||||||||||
Investment advisory fees | $ | (9 | ) | $ | (19 | ) | $ | (24 | ) | $ | (45 | ) | $ | (29 | ) | $ | (59 | ) | |||||||||||||
Net realized gain (loss) on investments in affiliated investment companies | 174 | 59 | 225 | 91 | 157 | (947 | ) | ||||||||||||||||||||||||
Change in net unrealized appreciation (depreciation) on investments in affiliated investment companies | 138 | 1,340 | (466 | ) | 4,111 | (981 | ) | 6,758 | |||||||||||||||||||||||
Net increase (decrease) in net assets resulting from operations | 303 | 1,380 | (265 | ) | 4,157 | (853 | ) | 5,752 | |||||||||||||||||||||||
From unit transactions: | |||||||||||||||||||||||||||||||
Units sold | 919 | 2,058 | 1,291 | 3,379 | 1,665 | 4,496 | |||||||||||||||||||||||||
Units redeemed | (2,083 | ) | (2,776 | ) | (3,237 | ) | (5,231 | ) | (4,129 | ) | (13,223 | ) | |||||||||||||||||||
Net decrease in net assets resulting from unit transactions | (1,164 | ) | (718 | ) | (1,946 | ) | (1,852 | ) | (2,464 | ) | (8,727 | ) | |||||||||||||||||||
Total increase (decrease) in net assets | (861 | ) | 662 | (2,211 | ) | 2,305 | (3,317 | ) | (2,975 | ) | |||||||||||||||||||||
Net assets: | |||||||||||||||||||||||||||||||
Beginning of period/year | 10,112 | 9,450 | 24,295 | 21,990 | 30,478 | 33,453 | |||||||||||||||||||||||||
End of period/year | $ | 9,251 | $ | 10,112 | $ | 22,084 | $ | 24,295 | $ | 27,161 | $ | 30,478 | |||||||||||||||||||
Units outstanding beginning of period/year | 597 | 645 | 1,498 | 1,633 | 1,932 | 2,596 | |||||||||||||||||||||||||
Units sold | 53 | 130 | 78 | 239 | 104 | 335 | |||||||||||||||||||||||||
Units redeemed | (121 | ) | (178 | ) | (197 | ) | (374 | ) | (259 | ) | (999 | ) | |||||||||||||||||||
Units outstanding end of period/year | 529 | 597 | 1,379 | 1,498 | 1,777 | 1,932 | |||||||||||||||||||||||||
Transamerica Asset Allocation Variable Funds | Semi-Annual Report 2010 |
For a unit outstanding throughout each period | Short Horizon | ||||||||||||||||||||||||||||||
June 30, 2010 | December 31, | December 31, | December 31, | December 31, | December 31, | ||||||||||||||||||||||||||
(unaudited) | 2009 | 2008 | 2007 | 2006 | 2005 | ||||||||||||||||||||||||||
Unit value | |||||||||||||||||||||||||||||||
Beginning of period/year | $16.95 | $14.66 | $16.28 | $15.59 | $14.91 | $14.68 | |||||||||||||||||||||||||
Investment operations | |||||||||||||||||||||||||||||||
From net investment (loss)(a) | (0.02 | ) | (0.03 | ) | (0.03 | ) | (0.03 | ) | (0.03 | ) | (0.03 | ) | |||||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investment companies | 0.56 | 2.32 | (1.59 | ) | 0.72 | 0.71 | 0.26 | ||||||||||||||||||||||||
Total from investment operations | 0.54 | 2.29 | (1.62 | ) | 0.69 | 0.68 | 0.23 | ||||||||||||||||||||||||
Unit value | |||||||||||||||||||||||||||||||
End of period/year | $17.49 | $16.95 | $14.66 | $16.28 | $15.59 | $14.91 | |||||||||||||||||||||||||
Total return | 3.22 | %(b) | 15.62 | % | (9.95 | %) | 4.43 | % | 4.56 | % | 1.57 | % | |||||||||||||||||||
Net assets end of period/year (000’s) | $ | 9,251 | $ | 10,112 | $ | 9,450 | $ | 11,097 | $ | 10,205 | $ | 11,574 | |||||||||||||||||||
Ratio and supplemental data | |||||||||||||||||||||||||||||||
Expenses to average net assets(c) | 0.20 | %(d) | 0.20 | % | 0.20 | % | 0.20 | % | 0.20 | % | 0.20 | % | |||||||||||||||||||
Net investment (loss) to average net assets | (0.20 | %)(d) | (0.20 | %) | (0.20 | %) | (0.20 | %) | (0.20 | %) | (0.20 | %) | |||||||||||||||||||
Portfolio turnover rate | 24 | %(b) | 28 | % | 125 | % | 55 | % | 86 | % | 46 | % | |||||||||||||||||||
For a unit outstanding throughout each period | Intermediate Horizon | ||||||||||||||||||||||||||||||
June 30, 2010 | December 31, | December 31, | December 31, | December 31, | December 31, | ||||||||||||||||||||||||||
(unaudited) | 2009 | 2008 | 2007 | 2006 | 2005 | ||||||||||||||||||||||||||
Unit value | |||||||||||||||||||||||||||||||
Beginning of period/year | $16.22 | $13.46 | $18.16 | $17.44 | $16.11 | $15.50 | |||||||||||||||||||||||||
Investment operations | |||||||||||||||||||||||||||||||
From net investment (loss)(a) | (0.02 | ) | (0.03 | ) | (0.03 | ) | (0.04 | ) | (0.03 | ) | (0.03 | ) | |||||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investment companies | (0.19 | ) | 2.79 | (4.67 | ) | 0.76 | 1.36 | 0.64 | |||||||||||||||||||||||
Total from investment operations | (0.21 | ) | 2.76 | (4.70 | ) | 0.72 | 1.33 | 0.61 | |||||||||||||||||||||||
Unit value | |||||||||||||||||||||||||||||||
End of period/year | $16.01 | $16.22 | $13.46 | $18.16 | $17.44 | $16.11 | |||||||||||||||||||||||||
Total return | (1.25 | )%(b) | 20.51 | % | (25.88 | %) | 4.13 | % | 8.26 | % | 3.94 | % | |||||||||||||||||||
Net assets end of period/year (000’s) | $ | 22,084 | $ | 24,295 | $ | 21,990 | $ | 32,583 | $ | 29,956 | $ | 29,281 | |||||||||||||||||||
Ratio and supplemental data | |||||||||||||||||||||||||||||||
Expenses to average net assets(c) | 0.20 | %(d) | 0.20 | % | 0.20 | % | 0.20 | % | 0.20 | % | 0.20 | % | |||||||||||||||||||
Net investment (loss) to average net assets | (0.20 | %)(d) | (0.20 | %) | (0.20 | %) | (0.20 | %) | (0.20 | %) | (0.20 | %) | |||||||||||||||||||
Portfolio turnover rate | 15 | %(b) | 34 | % | 111 | % | 18 | % | 55 | % | 29 | % | |||||||||||||||||||
Transamerica Asset Allocation Variable Funds | Semi-Annual Report 2010 |
For a unit outstanding throughout each period | Intermediate/Long Horizon | ||||||||||||||||||||||||||||||
June 30, 2010 | December 31, | December 31, | December 31, | December 31, | December 31, | ||||||||||||||||||||||||||
(unaudited) | 2009 | 2008 | 2007 | 2006 | 2005 | ||||||||||||||||||||||||||
Unit value | |||||||||||||||||||||||||||||||
Beginning of period/year | $15.78 | $12.89 | $19.30 | $18.56 | $16.87 | $16.06 | |||||||||||||||||||||||||
Investment operations | |||||||||||||||||||||||||||||||
From net investment (loss)(a) | (0.02 | ) | (0.03 | ) | (0.03 | ) | (0.04 | ) | (0.03 | ) | (0.03 | ) | |||||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investment companies | (0.48 | ) | 2.92 | (6.38 | ) | 0.78 | 1.72 | 0.84 | |||||||||||||||||||||||
Total from investment operations | (0.50 | ) | 2.89 | (6.41 | ) | 0.74 | 1.69 | 0.81 | |||||||||||||||||||||||
Unit value | |||||||||||||||||||||||||||||||
End of period/year | $15.28 | $15.78 | $12.89 | $19.30 | $18.56 | $16.87 | |||||||||||||||||||||||||
Total return | (3.12 | )%(b) | 22.42 | % | (33.21 | %) | 3.99 | % | 10.02 | % | 5.04 | % | |||||||||||||||||||
Net assets end of period/year (000’s) | $ | 27,161 | $ | 30,478 | $ | 33,453 | $ | 52,704 | $ | 47,293 | $ | 45,441 | |||||||||||||||||||
Ratio and supplemental data | |||||||||||||||||||||||||||||||
Expenses to average net assets(c) | 0.20 | %(d) | 0.20 | % | 0.20 | % | 0.20 | % | 0.20 | % | 0.20 | % | |||||||||||||||||||
Net investment (loss) to average net assets | (0.20 | %)(d) | (0.20 | %) | (0.20 | %) | (0.20 | %) | (0.20 | %) | (0.20 | %) | |||||||||||||||||||
Portfolio turnover rate | 15 | %(b) | 54 | % | 105 | % | 21 | % | 63 | % | 25 | % | |||||||||||||||||||
�� |
(a) | Calculation is based on average number of units outstanding. | |
(b) | Not annualized. | |
(c) | Ratios exclude expenses of the investment companies in which the Subaccounts invest. | |
(d) | Annualized. |
Transamerica Asset Allocation Variable Funds | Semi-Annual Report 2010 |
(unaudited)
Transamerica Asset Allocation Variable Funds | Semi-Annual Report 2010 |
(all amounts in thousands)
(unaudited)
Purchases of affiliated investments | Proceeds from maturities and sales of affiliated investments | |||||||||||
Fund | Long-term | Long-term | ||||||||||
Short Horizon | $2,302 | $3,475 | ||||||||||
Intermediate Horizon | 3,500 | 5,469 | ||||||||||
Intermediate/Long Horizon | 4,403 | 6,896 | ||||||||||
Transamerica Asset Allocation Variable Funds | Semi-Annual Report 2010 |
Transamerica Asset Allocation Variable Funds | Semi-Annual Report 2010 |
(unaudited)
Transamerica Asset Allocation Variable Funds | Semi-Annual Report 2010 |
(unaudited)
Transamerica Asset Allocation Variable Funds | Semi-Annual Report 2010 |
(unaudited)
Transamerica Asset Allocation Variable Funds | Semi-Annual Report 2010 |
(the following charts summarize the Schedule of Investments of each portfolio by asset type)
(Unaudited)
Transamerica Partners Money Market Portfolio | ||||
Commercial Paper | 49.4 | % | ||
Certificates of Deposit | 21.4 | |||
Short-Term U.S. Government Obligations | 10.1 | |||
Repurchase Agreements | 9.8 | |||
U.S. Government Obligations | 6.2 | |||
Corporate Debt Securities | 3.1 | |||
Other Assets and Liabilities — Net | 0.0 | * | ||
Total | 100.0 | % | ||
Transamerica Partners High Quality Bond Portfolio | ||||
Corporate Debt Securities | 37.0 | % | ||
Asset-Backed Securities | 33.1 | |||
Mortgage-Backed Securities | 21.5 | |||
U.S. Government Agency Obligations | 4.1 | |||
U.S. Government Obligation | 2.9 | |||
Securities Lending Collateral | 1.0 | |||
Foreign Government Obligation | 0.8 | |||
Repurchase Agreement | 0.2 | |||
Other Assets and Liabilities — Net | (0.6 | ) | ||
Total | 100.0 | % | ||
Transamerica Partners Inflation-Protected Securities Portfolio | ||||
U.S. Government Obligations | 96.1 | % | ||
Repurchase Agreement | 1.4 | |||
Foreign Government Obligations | 1.4 | |||
Purchased Swaptions | 0.2 | |||
Corporate Debt Security | 0.2 | |||
Mortgage-Backed Security | 0.2 | |||
Structured Note Debt | 0.2 | |||
Purchased Option | 0.0 | * | ||
Other Assets and Liabilities — Net (a) | 0.3 | |||
Total | 100.0 | % | ||
Transamerica Partners Core Bond Portfolio | ||||
U.S. Government Agency Obligations | 44.2 | % | ||
Corporate Debt Securities | 32.1 | |||
Mortgage-Backed Securities | 19.1 | |||
Repurchase Agreement | 10.8 | |||
Securities Lending Collateral | 8.6 | |||
Asset-Backed Securities | 7.0 | |||
Foreign Government Obligations | 4.5 | |||
U.S. Government Obligations | 2.4 | |||
Municipal Government Obligations | 2.1 | |||
Preferred Corporate Debt Securities | 1.1 | |||
Purchased Swaptions | 0.7 | |||
Convertible Bond | 0.1 | |||
Common Stocks | 0.0 | * | ||
Preferred Stocks | 0.0 | * | ||
Warrant | 0.0 | * | ||
Other Assets and Liabilities — Net (a) | (32.7 | ) | ||
Total | 100.0 | % | ||
Transamerica Partners High Yield Bond Portfolio | ||||
Corporate Debt Securities | 89.9 | % | ||
Loan Assignments | 4.1 | |||
Convertible Bonds | 1.3 | |||
Repurchase Agreement | 1.0 | |||
Common Stocks | 0.5 | |||
Convertible Preferred Stocks | 0.4 | |||
Asset-Backed Securities | 0.1 | |||
Investment Company | 0.0 | * | ||
Preferred Corporate Debt Security | 0.0 | * | ||
Warrants | 0.0 | * | ||
Other Assets and Liabilities — Net | 2.7 | |||
Total | 100.0 | % | ||
Transamerica Partners Balanced Portfolio | ||||
Common Stocks | 56.6 | % | ||
Corporate Debt Securities | 13.2 | |||
U.S. Government Agency Obligations | 13.0 | |||
Mortgage-Backed Securities | 6.4 | |||
Repurchase Agreement | 6.2 | |||
Asset-Backed Securities | 3.8 | |||
Short-Term U.S. Government Obligation | 2.5 | |||
U.S. Government Obligations | 2.3 | |||
Preferred Corporate Debt Securities | 1.1 | |||
Municipal Government Obligations | 0.8 | |||
Foreign Government Obligation | 0.2 | |||
Preferred Stocks | 0.1 | |||
Purchased Options | 0.0 | * | ||
Warrant | 0.0 | * | ||
Other Assets and Liabilities — Net (a) | (6.2 | ) | ||
Total | 100.0 | % | ||
Transamerica Partners Large Value Portfolio | ||||
Common Stocks | 96.3 | % | ||
Securities Lending Collateral | 2.0 | |||
Repurchase Agreement | 2.0 | |||
Other Assets and Liabilities — Net | (0.3 | ) | ||
Total | 100.0 | % | ||
Transamerica Partners Large Core Portfolio | ||||
Common Stocks | 96.5 | % | ||
Repurchase Agreement | 0.6 | |||
Securities Lending Collateral | 0.1 | |||
Other Assets and Liabilities — Net | 2.8 | |||
Total | 100.0 | % | ||
Transamerica Partners Large Growth Portfolio | ||||
Common Stocks | 98.9 | % | ||
Securities Lending Collateral | 1.9 | |||
Repurchase Agreement | 0.4 | |||
Other Assets and Liabilities — Net | (1.2 | ) | ||
Total | 100.0 | % | ||
Transamerica Partners Mid Value Portfolio | ||||
Common Stocks | 97.2 | % | ||
Securities Lending Collateral | 25.6 | |||
Repurchase Agreements | 3.7 | |||
Other Assets and Liabilities — Net | (26.5 | ) | ||
Total | 100.0 | % | ||
Transamerica Partners Mid Growth Portfolio | ||||
Common Stocks | 99.7 | % | ||
Securities Lending Collateral | 3.4 | |||
Repurchase Agreement | 0.4 | |||
Other Assets and Liabilities — Net | (3.5 | ) | ||
Total | 100.0 | % | ||
Transamerica Partners Small Value Portfolio | ||||
Common Stocks | 97.9 | % | ||
Repurchase Agreement | 2.1 | |||
Other Assets and Liabilities — Net | 0.0 | * | ||
Total | 100.0 | % | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 1
(the following charts summarize the Schedule of Investments of each portfolio by asset type)
(Unaudited)
Transamerica Partners Small Core Portfolio | ||||
Common Stocks | 98.4 | % | ||
Securities Lending Collateral | 25.6 | |||
Repurchase Agreement | 1.7 | |||
Investment Company | 0.2 | |||
Short-Term U.S. Government Obligation | 0.1 | |||
Warrant | 0.0 | * | ||
Other Assets and Liabilities — Net (a) | (26.0 | ) | ||
Total | 100.0 | % | ||
Transamerica Partners Small Growth Portfolio | ||||
Common Stocks | 98.5 | % | ||
Securities Lending Collateral | 25.7 | |||
Repurchase Agreement | 1.5 | |||
Warrant | 0.0 | * | ||
Other Assets and Liabilities — Net | (25.7 | ) | ||
Total | 100.0 | % | ||
Transamerica Partners International Equity Portfolio | ||||
Common Stocks | 96.1 | % | ||
Securities Lending Collateral | 6.7 | |||
Preferred Stock | 1.9 | |||
Repurchase Agreement | 0.2 | |||
Other Assets and Liabilities — Net (a) | (4.9 | ) | ||
Total | 100.0 | % | ||
* | Amount rounds to less than (0.1%) or 0.1%. | |
(a) | The Other Assets and Liabilities — Net category may include, but is not limited to, Forward Currencies contracts, Futures contracts, Swap Agreements, Written Options and Swaptions, Securities Sold Short, and Cash Collateral. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 2
SCHEDULE OF INVESTMENTS
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
COMMERCIAL PAPER — 49.4% | ||||||||
Commercial Banks — 39.5% | ||||||||
Allied Irish Banks North America, Inc. | ||||||||
$ | 26,000 | 0.77%, 07/09/2010 — 144A | $ | 25,996 | ||||
Australia & New Zealand Banking Group, Ltd. | ||||||||
26,300 | 0.50%, 09/20/2010 — 144A | 26,270 | ||||||
Banco Bilbao Vizcaya Argentaria SA | ||||||||
40,250 | 0.31%, 07/16/2010 — 07/26/2010 | 40,247 | ||||||
Banco Bilbao Vizcaya Argentaria SA/ London | ||||||||
7,000 | 0.70%, 07/08/2010 — 144A | 6,999 | ||||||
Bank of Montreal | ||||||||
32,500 | 0.30%, 07/23/2010 | 32,500 | ||||||
Barclays Bank PLC | ||||||||
19,100 | 0.30%, 07/15/2010 | 19,100 | ||||||
22,350 | 0.49%, 11/03/2010 | 22,350 | ||||||
Commonwealth Bank of Australia | ||||||||
36,450 | 0.51%, 08/30/2010 — 144A | 36,418 | ||||||
Credit Suisse/New York NY | ||||||||
11,500 | 0.30%, 07/15/2010 | 11,500 | ||||||
Danske Corp. | ||||||||
26,200 | 0.41%, 08/26/2010 — 144A | 26,183 | ||||||
Deutsche Bank AG | ||||||||
30,000 | 0.30%, 07/20/2010 | 30,000 | ||||||
HSBC USA, Inc. | ||||||||
23,750 | 0.27%, 07/13/2010 | 23,748 | ||||||
National Australia Funding Delaware, Inc. | ||||||||
16,100 | 0.29%, 07/19/2010 — 144A | 16,098 | ||||||
Royal Bank of Scotland PLC | ||||||||
20,500 | 0.37%, 07/09/2010 | 20,500 | ||||||
Societe Generale North America, Inc. | ||||||||
14,100 | 0.43%, 07/06/2010 | 14,099 | ||||||
19,000 | 0.47%, 08/05/2010 | 18,991 | ||||||
Toronto-Dominion Holdings USA, Inc. | ||||||||
25,250 | 0.54%, 11/19/2010 | 25,250 | ||||||
UBS Finance Delaware LLC | ||||||||
26,800 | 0.16%, 07/02/2010 | 26,800 | ||||||
Westpac Banking Corp. | ||||||||
28,150 | 0.27%, 07/06/2010 — 144A | 28,149 | ||||||
13,400 | 0.31%, 10/06/2010 — 144A | 13,400 | ||||||
Diversified Financial Services — 9.9% | ||||||||
Eksportfinans ASA | ||||||||
42,550 | 0.23%, 07/01/2010 — 144A | 42,549 | ||||||
Nordea North America, Inc. | ||||||||
29,000 | 0.34%, 08/04/2010 | 28,991 | ||||||
9,500 | 0.58%, 11/18/2010 | 9,479 | ||||||
Procter & Gamble International Funding SCA | ||||||||
34,800 | 0.17%, 07/15/2010 — 144A | 34,798 | ||||||
Total Commercial Paper (cost $580,415) | 580,415 | |||||||
CERTIFICATES OF DEPOSIT — 21.4% | ||||||||
Commercial Banks — 18.6% | ||||||||
Abbey National Treasury Services PLC | ||||||||
38,100 | 0.42%, 02/25/2011 * | 38,100 | ||||||
Bank of Ireland | ||||||||
38,520 | 0.27%, 07/01/2010 | 38,520 | ||||||
Bank of Nova Scotia | ||||||||
18,000 | 0.35%, 12/17/2010 * | 18,000 | ||||||
BNP Paribas | ||||||||
18,300 | 0.24%, 07/01/2010 | 18,300 | ||||||
20,000 | 0.44%, 08/03/2010 | 20,000 | ||||||
Rabobank Nederland NV | ||||||||
13,350 | 0.29%, 07/23/2010 * | 13,350 | ||||||
20,550 | 0.52%, 09/14/2010 | 20,555 | ||||||
Royal Bank of Canada | ||||||||
13,400 | 0.35%, 02/24/2011 * | 13,400 | ||||||
Svenska Handelsbanken AB | ||||||||
16,500 | 0.28%, 07/14/2010 | 16,500 | ||||||
22,000 | 0.45%, 08/20/2010 | 22,000 | ||||||
Diversified Financial Services — 2.8% | ||||||||
Calyon NY | ||||||||
33,000 | 0.33%, 07/07/2010 | 33,000 | ||||||
Total Certificates of Deposit (cost $251,725) | 251,725 | |||||||
CORPORATE DEBT SECURITIES — 3.1% | ||||||||
Capital Markets — 1.9% | ||||||||
Goldman Sachs Group, Inc. | ||||||||
21,500 | 1.04%, 12/03/2010 * | 21,551 | ||||||
Commercial Banks — 1.2% | ||||||||
International Bank for Reconstruction & Development | ||||||||
14,550 | 0.39%, 07/13/2011 | 14,550 | ||||||
Total Corporate Debt Securities (cost $36,101) | 36,101 | |||||||
SHORT-TERM U.S. GOVERNMENT OBLIGATIONS — 10.1% | ||||||||
Fannie Mae | ||||||||
11,850 | 0.11%, 08/02/2010 | 11,848 | ||||||
19,750 | 0.14%, 10/06/2010 | 19,734 | ||||||
Freddie Mac | ||||||||
11,700 | 0.04%, 07/30/2010 | 11,699 | ||||||
16,250 | 0.04%, 07/16/2010 | 16,249 | ||||||
35,500 | 0.07%, 08/13/2010 | 35,494 | ||||||
23,500 | 0.13%, 07/27/2010 | 23,497 | ||||||
Total Short-Term U.S. Government Obligations (cost $118,521) | 118,521 | |||||||
U.S. GOVERNMENT OBLIGATIONS — 6.2% | ||||||||
Freddie Mac | ||||||||
18,200 | 0.19%, 07/12/2010 * | 18,200 | ||||||
6,115 | 4.70%, 08/10/2010 | 6,145 | ||||||
U.S. Treasury Note | ||||||||
23,000 | 0.88%, 02/28/2011 | 23,089 | ||||||
25,700 | 5.75%, 08/15/2010 | 25,877 | ||||||
Total U.S. Government Obligations (cost $73,311) | 73,311 | |||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 3
SCHEDULE OF INVESTMENTS (Continued)
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
REPURCHASE AGREEMENTS - 9.8% | ||||||||
State Street Bank & Trust Co. | ||||||||
$ | 2 | 0.01% ▲, dated 06/30/2010, to be repurchased at $2 on 07/01/2010. Collateralized by a U.S. Government Obligation, 1.00%, due 04/30/2012, and with a value of $5. | $ | 2 | ||||
Goldman Sachs & Co. | ||||||||
78,000 | 0.02% ▲, dated 06/30/2010, to be repurchased at $78,000 on 07/01/2010. Collateralized by a U.S. Government Agency Obligation, 1.25%, due 05/07/2012, and with a value of $79,416. | 78,000 | ||||||
Barclays Capital Inc. | ||||||||
17,700 | 0.01% ▲, dated 06/30/2010, to be repurchased at $17,700 on 07/01/2010. Collateralized by a U.S. Government Obligation, 5.00%, due 05/15/2037, and with a value of $18,064. | 17,700 | ||||||
JPMorgan Chase Funding, Inc. | ||||||||
17,800 | 0.00% ▲, dated 06/30/2010, to be repurchased at $17,800 on 07/01/2010. Collateralized by a U.S. Government Obligation, 3.00%, due 02/28/2017, and with a value of $17,996. | 17,800 | ||||||
HSBC Americas, Inc. | ||||||||
1,650 | 0.01% ▲, dated 06/30/2010, to be repurchased at $1,650 on 07/01/2010. Collateralized by a U.S. Government Obligation, 3.63%, due 08/15/2019, and with a value of $1,665. | 1,650 | ||||||
Total Repurchase Agreements (cost $115,152) | 115,152 | |||||||
Total Investment Securities (cost $1,175,225) # | 1,175,225 | |||||||
Other Assets and Liabilities — Net | 772 | |||||||
Net Assets | $ | 1,175,997 | ||||||
* | Floating or variable rate note. Rate is listed as of 06/30/2010. | |
▲ | Rate shown reflects the yield at 06/30/2010. | |
# | Aggregate cost for federal income tax purposes is $1,175,225. |
144A | 144A Securities are registered pursuant to Rule 144A of the Securities Act of 1933. These securities are deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At 06/30/2010, these securities aggregated $256,860, or 21.84%, of the portfolio’s net assets. |
Investment Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Fixed Income — Financials | $ | — | $ | 868,241 | $ | — | $ | 868,241 | ||||||||
Fixed Income — Short-Term U.S. Government Obligation | — | 118,521 | — | 118,521 | ||||||||||||
Fixed Income — U.S. Government Obligation | — | 73,311 | — | 73,311 | ||||||||||||
Cash & Cash Equivalent — Repurchase Agreement | — | 115,152 | — | 115,152 | ||||||||||||
Total | $ | — | $ | 1,175,225 | $ | — | $ | 1,175,225 | ||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 4
SCHEDULE OF INVESTMENTS
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
U.S. GOVERNMENT OBLIGATION — 2.9% | ||||||||
U.S. Treasury Note | ||||||||
$ | 14,000 | 0.75%, 05/31/2012 | $ | 14,040 | ||||
Total U.S. Government Obligation (cost $14,006) | ||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS — 4.1% | ||||||||
Fannie Mae | ||||||||
2,473 | 4.00%, 10/25/2016 — 07/25/2033 | 2,528 | ||||||
1,310 | 4.50%, 09/01/2013 | 1,346 | ||||||
820 | 5.00%, 07/01/2013 — 04/01/2014 | 847 | ||||||
1,105 | 5.50%, 12/01/2022 | 1,197 | ||||||
590 | 6.00%, 10/01/2011 — 09/01/2014 | 632 | ||||||
Freddie Mac | ||||||||
1,524 | 2.87%, 12/15/2016 | 1,546 | ||||||
2,784 | 3.38%, 03/15/2018 | 2,878 | ||||||
4,107 | 4.00%, 09/15/2016 — 09/15/2017 | 4,215 | ||||||
749 | 5.50%, 03/01/2011 — 01/15/2027 | 796 | ||||||
2,412 | 6.00%, 10/15/2021 | 2,538 | ||||||
93 | 6.50%, 02/01/2013 — 04/01/2013 | 98 | ||||||
Ginnie Mae | ||||||||
950 | 5.75%, 12/15/2022 | 1,043 | ||||||
Total U.S. Government Agency Obligations (cost $18,771) | 19,664 | |||||||
FOREIGN GOVERNMENT OBLIGATION — 0.8% | ||||||||
Province of Manitoba Canada | ||||||||
3,650 | 2.13%, 04/22/2013 | 3,732 | ||||||
Total Foreign Government Obligation (cost $3,662) | ||||||||
MORTGAGE-BACKED SECURITIES — 21.5% | ||||||||
558 | Bear Stearns Asset Backed Securities Trust Series 2003-AC3, Class A1 4.50%, 07/25/2033 * | 524 | ||||||
56 | Bear Stearns Commercial Mortgage Securities Series 2001-TOP4, Class A1 5.06%, 11/15/2016 | 57 | ||||||
184 | Series 2002-PBW1, Class A1 3.97%, 11/11/2035 * | 187 | ||||||
947 | Series 2006-T22, Class A1 5.42%, 04/12/2038 * | 946 | ||||||
7,000 | Series 2007-PW15, Class A2 5.21%, 02/11/2044 | 7,231 | ||||||
1,662 | Citigroup Commercial Mortgage Trust Series 2006-C5, Class A1 5.27%, 10/15/2049 | 1,689 | ||||||
170 | Citigroup/Deutsche Bank Commercial Mortgage Trust Series 2005-CD1, Class A1 5.05%, 07/15/2044 | 169 | ||||||
1,988 | Commercial Mortgage Pass-Through Certificates Series 2005-LP5, Class A2 4.63%, 05/10/2043 | 1,999 | ||||||
3,990 | Series 2006-C8, Class A3 5.31%, 12/10/2013 | 4,120 | ||||||
798 | Community Program Loan Trust Series 1987-A, Class A4 4.50%, 10/01/2018 | 804 | ||||||
1,753 | Credit Suisse First Boston Mortgage Securities Corp. Series 2004-C5, Class A2 4.18%, 11/15/2037 | 1,753 | ||||||
554 | Crusade Global Trust Series 2004-2, Class A1 0.38%, 11/19/2037 * | 539 | ||||||
4,522 | CW Capital Cobalt, Ltd. Series 2006-C1, Class A2 5.17%, 08/15/2048 | 4,723 | ||||||
129 | GE Capital Commercial Mortgage Corp. Series 2001-3, Class A1 5.56%, 06/10/2038 | 130 | ||||||
253 | Series 2002-1A, Class A2 5.99%, 12/10/2035 | 254 | ||||||
3,438 | Series 2005-C1, Class A2 4.35%, 06/10/2048 | 3,474 | ||||||
1,473 | Greenwich Capital Commercial Funding Corp. Series 2005-GG3, Class A2 4.31%, 08/10/2042 | 1,488 | ||||||
3,075 | Series 2006-GG7, Class A2 6.03%, 07/10/2038 * | 3,150 | ||||||
4,400 | GS Mortgage Securities Corp. II Series 2004-GG2, Class A4 4.96%, 08/10/2038 | 4,552 | ||||||
901 | Series 2006-GG6, Class A2 5.51%, 03/10/2011 * | 915 | ||||||
4,250 | Series 2006-GG6, Class AAB 5.59%, 09/10/2015 * | 4,523 | ||||||
4,700 | Series 2006-GG8, Class AAB 5.54%, 11/10/2039 | 5,050 | ||||||
1,407 | Series 2007-GG10, Class A1 5.69%, 08/10/2045 | 1,450 | ||||||
5,010 | GS Mortgage Securities Trust Series 2007-GG10, Class AAB 6.00%, 08/10/2045 * | 5,331 | ||||||
225 | Interstar Millennium Trust Series 2003-3G, Class A2 1.04%, 09/27/2035 * | 219 | ||||||
257 | JPMorgan Chase Commercial Mortgage Securities Corp. Series 2002-C2, Class A1 4.33%, 12/12/2034 | 261 | ||||||
4,500 | Series 2006-LDP7, Class A2 6.05%, 04/15/2045 * | 4,610 | ||||||
2,898 | JPMorgan Mortgage Trust Series 2006-S2, Class 1A17 6.00%, 07/25/2036 | 2,583 | ||||||
4,550 | LB-UBS Commercial Mortgage Trust Series 2003-C7, Class A3 4.56%, 09/15/2027 * | 4,608 | ||||||
5,000 | Series 2004-C8, Class A3 4.44%, 12/15/2029 | 5,088 | ||||||
998 | Series 2005-C7, Class A2 5.10%, 11/15/2030 | 1,003 | ||||||
4,000 | Series 2006-C4, Class AAB 6.05%, 06/15/2032 * | 4,357 | ||||||
2,607 | Series 2006-C7, Class A2 5.30%, 11/15/2011 | 2,681 | ||||||
4,500 | Series 2007-C2, Class A2 5.30%, 02/15/2040 | 4,648 | ||||||
2,280 | Merrill Lynch Mortgage Trust Series 2005-MKB2, Class A2 4.81%, 09/12/2042 | 2,283 | ||||||
675 | Series 2006-C1, Class A2 5.79%, 05/12/2039 * | 710 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 5
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
MORTGAGE-BACKED SECURITIES — (continued) | ||||||||
$ | 211 | Morgan Stanley Capital I Series 2005-HQ6, Class A1 4.65%, 08/13/2042 | $ | 211 | ||||
2,000 | Morgan Stanley Dean Witter Capital I Series 2001-IQA, Class B 6.09%, 12/18/2032 | 2,023 | ||||||
2,017 | Wachovia Bank Commercial Mortgage Trust Series 2003-C5, Class A1 2.99%, 06/15/2035 | 2,025 | ||||||
4,718 | Series 2003-C9, Class A3 4.61%, 12/15/2035 | 4,901 | ||||||
4,700 | Series 2007-C30, Class A3 5.25%, 12/15/2043 | 4,698 | ||||||
1,422 | Wells Fargo Mortgage Backed Securities Trust Series 2005-9, Class 1A1 4.75%, 10/25/2035 | 1,409 | ||||||
Total Mortgage-Backed Securities (cost $102,226) | 103,376 | |||||||
ASSET-BACKED SECURITIES — 33.1% | ||||||||
431 | ALG Student Loan Trust I Series 2006-1A, Class A1 0.26%, 10/28/2018 — 144A * | 431 | ||||||
2,300 | American Express Co. Series 2006-2, Class C 5.65%, 01/15/2014 — 144A | 2,367 | ||||||
1,000 | AmeriCredit Automobile Receivables Trust Series 2009-1, Class B 9.79%, 04/15/2014 | 1,153 | ||||||
759 | Bay View Auto Trust Series 2005-LJ1, Class A4 4.09%, 05/25/2012 | 773 | ||||||
3,000 | BMW Vehicle Lease Trust Series 2009-1, Class A3 2.91%, 03/15/2012 | 3,038 | ||||||
4,000 | BMW Vehicle Owner Trust Series 2010-A, Class A4 2.10%, 10/25/2016 | 4,064 | ||||||
522 | Brazos Higher Education Authority Series 2005-A, Class A5 4.91%, 12/01/2040 * Ә | 496 | ||||||
3,000 | Cabela’s Master Credit Card Trust Series 2006-3A, Class A1 5.26%, 10/15/2014 — 144A | 3,136 | ||||||
3,000 | Capital One Multi-Asset Execution Trust Series 2006-10, Class A 5.15%, 06/16/2014 | 3,139 | ||||||
3,000 | Series 2006-A6, Class A6 5.30%, 02/18/2014 | 3,104 | ||||||
1,500 | Series 2009-A2, Class A2 3.20%, 04/15/2014 | 1,532 | ||||||
3,000 | Capital One Prime Auto Receivables Trust Series 2007-1, Class B 5.76%, 12/15/2013 | 3,104 | ||||||
4,750 | CarMax Auto Owner Trust Series 2010-2, Class A3 1.41%, 02/16/2015 | 4,750 | ||||||
2,880 | CenterPoint Energy Transition Bond Co., LLC Series 2009-1, Class A1 1.83%, 02/15/2016 | 2,931 | ||||||
2,333 | Chase Funding Mortgage Loan Asset-Backed Certificates Series 2003-4, Class 1A6 4.43%, 10/25/2014 * | 2,211 | ||||||
4,500 | Chase Issuance Trust Series 2009-A3, Class A3 2.40%, 06/17/2013 | 4,564 | ||||||
1,712 | Chase Manhattan Auto Owner Trust Series 2006-B, Class A4 5.11%, 04/15/2014 | 1,730 | ||||||
2,125 | CIT Equipment Collateral Series 2009-VT1, Class A3 3.07%, 12/15/2011 — 144A | 2,148 | ||||||
1,200 | Citibank Credit Card Issuance Trust Series 2005-A7, Class A7 4.75%, 10/22/2012 | 1,215 | ||||||
3,000 | Series 2009-A5, Class A5 2.25%, 12/23/2014 | 3,053 | ||||||
2,850 | Citibank Omni Master Trust Series 2009-A8, Class A8 2.33%, 05/16/2016 — 144A * | 2,879 | ||||||
3,000 | CNH Equipment Trust Series 2006-B, Class B 5.36%, 06/17/2013 | 3,003 | ||||||
2,000 | Series 2007-A, Class B 5.09%, 06/16/2014 | 2,022 | ||||||
3,100 | Series 2009-B, Class A4 5.17%, 10/15/2014 | 3,327 | ||||||
3,000 | Series 2009-C, Class A4 3.00%, 08/17/2015 | 3,114 | ||||||
1,000 | Series 2010-A, Class B 4.04%, 09/15/2016 | 1,023 | ||||||
4,000 | Discover Card Master Trust Series 2008-A3, Class A3 5.10%, 10/15/2013 | 4,133 | ||||||
2,300 | Entergy Texas Restoration Funding LLC Series 2009-A, Class A1 1.00%, 02/01/2016 | 2,341 | ||||||
2,000 | Ford Credit Auto Owner Trust Series 2006-C, Class D 6.89%, 05/15/2013 — 144A | 2,096 | ||||||
1,000 | Series 2007-A, Class B 5.60%, 10/15/2012 | 1,058 | ||||||
2,480 | Series 2009-E, Class A4 1.00%, 11/15/2014 | 2,536 | ||||||
2,630 | Series 2010-A, Class A3 1.32%, 06/15/2014 | 2,643 | ||||||
2,500 | GE Capital Credit Card Master Note Trust Series 2009-2, Class A 3.69%, 07/15/2015 | 2,598 | ||||||
3,000 | Series 2010-3, Class A 2.21%, 06/15/2013 Ә | 3,000 | ||||||
4,750 | GE Equipment Midticket LLC Series 2009-1, Class A4 3.13%, 11/16/2020 | 4,886 | ||||||
281 | Goal Capital Funding Trust Series 2006-1, Class A1 0.25%, 08/25/2020 * | 281 | ||||||
1,250 | Honda Auto Receivables Owner Trust Series 2009-2, Class A3 2.79%, 01/16/2012 | 1,272 | ||||||
2,650 | Series 2009-2, Class A4 4.43%, 08/15/2012 | 2,803 | ||||||
2,400 | Series 2010-1, Class A3 1.25%, 11/21/2012 | 2,411 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 6
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
ASSET-BACKED SECURITIES — (continued) | ||||||||
$ | 3,078 | Huntington Auto Trust Series 2008-1A, Class A3A 4.81%, 04/16/2012 — 144A | $ | 3,117 | ||||
1,251 | Hyundai Auto Receivables Trust Series 2006-B, Class B 5.19%, 05/15/2013 | 1,274 | ||||||
3,229 | Series 2008-A, Class A3 4.93%, 12/17/2012 | 3,321 | ||||||
2,152 | John Deere Owner Trust Series 2007-A, Class A4 5.07%, 04/15/2014 | 2,169 | ||||||
3,600 | Series 2008, Class A4 4.89%, 03/16/2015 | 3,752 | ||||||
2,427 | Series 2009-A, Class A3 2.59%, 10/15/2013 | 2,457 | ||||||
42 | Marlin Leasing Receivables LLC Series 2006-1A, Class A4 5.33%, 09/16/2013 — 144A | 42 | ||||||
1,582 | Massachusetts RRB Special Purpose Trust Series 2005-1, Class A4 4.40%, 03/15/2015 | 1,685 | ||||||
1,745 | Mercedes-Benz Auto Receivables Trust Series 2010-1, Class A3 1.42%, 08/15/2014 | 1,756 | ||||||
3,445 | MMAF Equipment Finance LLC Series 2009-AA, Class A4 3.51%, 01/15/2030 — 144A | 3,517 | ||||||
1,250 | Nissan Auto Lease Trust Series 2009-B, Class A3 2.07%, 01/15/2015 | 1,264 | ||||||
815 | Popular ABS Mortgage Pass-Through Trust Series 2005-3, Class AF3 4.44%, 07/25/2035 * | 812 | ||||||
7,073 | Railcar Leasing LLC Series 1, Class A2 7.13%, 01/15/2013 — 144A Ә | 7,524 | ||||||
4,000 | Toyota Auto Receivables Owner Trust Series 2010-A, Class A3 1.27%, 12/16/2013 | 4,010 | ||||||
5,400 | USAA Auto Owner Trust Series 2007-2, Class A4 5.07%, 06/15/2013 | 5,556 | ||||||
1,005 | Series 2009-2, Class A4 2.53%, 06/17/2013 | 1,033 | ||||||
3,200 | Series 2010-1, Class A3 1.30%, 06/16/2014 | 3,213 | ||||||
3,750 | Volkswagen Auto Lease Trust Series 2009-A, Class A3 3.41%, 04/16/2012 | 3,827 | ||||||
1,870 | Volkswagen Auto Loan Enhanced Trust Series 2010-1, Class A4 2.14%, 08/22/2016 | 1,900 | ||||||
1,890 | World Omni Auto Receivables Trust Series 2006-B, Class A4 5.12%, 06/15/2012 | 1,914 | ||||||
2,250 | Series 2006-BA, Class B 5.26%, 03/17/2014 — 144A | 2,271 | ||||||
3,500 | Series 2007-AA, Class B 5.31%, 12/15/2014 — 144A | 3,586 | ||||||
2,200 | Series 2010-A, Class A4 2.21%, 09/15/2013 | 2,236 | ||||||
Total Asset-Backed Securities (cost $157,317) | 158,601 | |||||||
CORPORATE DEBT SECURITIES — 37.0% | ||||||||
Air Freight & Logistics — 0.2% | ||||||||
950 | United Parcel Service, Inc. 3.88%, 04/01/2014 | 1,022 | ||||||
Beverages — 2.6% | ||||||||
3,875 | Anheuser-Busch InBev Worldwide, Inc. 2.50%, 03/26/2013 — 144A | 3,920 | ||||||
4,210 | Bottling Group LLC 6.95%, 03/15/2014 | 4,968 | ||||||
3,320 | Diageo Finance BV 5.50%, 04/01/2013 | 3,650 | ||||||
Capital Markets — 4.2% | ||||||||
2,225 | BP Capital Markets PLC 5.25%, 11/07/2013 | 2,045 | ||||||
4,840 | Deutsche Bank AG — London Branch 2.38%, 01/11/2013 | 4,866 | ||||||
2,800 | Goldman Sachs Group, Inc. 6.60%, 01/15/2012 | 2,961 | ||||||
4,000 | Goldman Sachs Group, Inc. — Series B 0.65%, 10/07/2011 * | 3,965 | ||||||
6,100 | Morgan Stanley 6.00%, 05/13/2014 | 6,464 | ||||||
Chemicals — 0.4% | ||||||||
1,855 | Praxair, Inc. 3.95%, 06/01/2013 ˆ | 1,973 | ||||||
Commercial Banks — 5.0% | ||||||||
6,640 | Bank of Nova Scotia 2.25%, 01/22/2013 | 6,732 | ||||||
4,815 | Barclays Bank PLC 2.50%, 01/23/2013 | 4,796 | ||||||
4,230 | Credit Suisse/New York, NY 5.50%, 05/01/2014 | 4,625 | ||||||
5,000 | Wells Fargo Bank NA — Series AI 4.75%, 02/09/2015 | 5,233 | ||||||
2,705 | Westpac Banking Corp. 2.25%, 11/19/2012 | 2,728 | ||||||
Commercial Services & Supplies — 0.8% | ||||||||
3,500 | Yale University 2.90%, 10/15/2014 | 3,631 | ||||||
Consumer Finance — 1.4% | ||||||||
4,520 | Capital One Financial Corp. 5.70%, 09/15/2011 | 4,702 | ||||||
2,000 | SLM Corp. — Series CPI 4.50%, 07/26/2010 | 2,004 | ||||||
Diversified Financial Services — 8.2% | ||||||||
3,700 | Ally Financial, Inc. 2.20%, 12/19/2012 | 3,802 | ||||||
2,500 | Bank of America Corp. 2.38%, 06/22/2012 ˆ | 2,576 | ||||||
4,625 | Citigroup, Inc. 5.10%, 09/29/2011 | 4,756 | ||||||
2,275 | CME Group, Inc. 5.40%, 08/01/2013 | 2,510 | ||||||
1,015 | General Electric Capital Corp. — Series G 3.00%, 12/09/2011 | 1,048 | ||||||
5,360 | General Electric Capital Corp. 6.00%, 06/15/2012 | 5,768 | ||||||
2,235 | HSBC Finance Corp. 8.00%, 07/15/2010 | 2,239 | ||||||
2,875 | John Deere Capital Corp. 5.25%, 10/01/2012 | 3,115 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 7
At June 30, 2010
(all amounts except share amounts in thousands)
(Unaudited)
Principal | Value | |||||||
Diversified Financial Services — (continued) | ||||||||
$ | 5,610 | JPMorgan Chase & Co. 4.65%, 06/01/2014 ˆ | $ | 5,982 | ||||
3,025 | Merrill Lynch & Co., Inc. 5.45%, 02/05/2013 | 3,173 | ||||||
3,670 | NYSE Euronext 4.80%, 06/28/2013 | 3,969 | ||||||
Diversified Telecommunication Services — 1.4% | ||||||||
6,375 | AT&T, Inc. 4.95%, 01/15/2013 | 6,920 | ||||||
Electric Utilities — 0.5% | ||||||||
2,365 | Public Service Electric & Gas Co. 5.13%, 09/01/2012 | 2,547 | ||||||
Food & Staples Retailing — 1.0% | ||||||||
1,100 | CVS Caremark Corp. 3.25%, 05/18/2015 | 1,117 | ||||||
3,470 | 5.75%, 08/15/2011 | 3,626 | ||||||
Household Products — 0.8% | ||||||||
3,870 | Procter & Gamble Co. 1.38%, 08/01/2012 | 3,909 | ||||||
Insurance — 4.1% | ||||||||
2,465 | Berkshire Hathaway Finance Corp. 5.00%, 08/15/2013 | 2,707 | ||||||
4,920 | Berkshire Hathaway, Inc. 1.40%, 02/10/2012 | 4,946 | ||||||
3,400 | Metropolitan Life Global Funding I 2.50%, 01/11/2013 — 144A | 3,439 | ||||||
430 | 2.88%, 09/17/2012 — 144A | 440 | ||||||
3,745 | New York Life Global Funding 5.38%, 09/15/2013 — 144A | 4,105 | ||||||
3,740 | Principal Life Income Funding Trusts 5.30%, 12/14/2012 | 4,028 | ||||||
Office Electronics — 0.7% | ||||||||
3,005 | Xerox Corp. 8.25%, 05/15/2014 | 3,522 | ||||||
Oil, Gas & Consumable Fuels — 0.9% | ||||||||
4,055 | Shell International Finance BV 1.88%, 03/25/2013 | 4,089 | ||||||
Pharmaceuticals — 0.7% | ||||||||
3,215 | Novartis Capital Corp. 1.90%, 04/24/2013 | 3,264 | ||||||
Real Estate Investment Trusts — 0.7% | ||||||||
3,190 | Boston Properties, LP 6.25%, 01/15/2013 | 3,475 | ||||||
Thrifts & Mortgage Finance — 0.7% | ||||||||
3,155 | U.S. Central Federal Credit Union 1.90%, 10/19/2012 | 3,220 | ||||||
Wireless Telecommunication Services — 2.7% | ||||||||
4,275 | ALLTEL Corp. 7.00%, 07/01/2012 | 4,723 | ||||||
2,825 | Cellco Partnership/Verizon Wireless Capital LLC 3.75%, 05/20/2011 | 2,893 | ||||||
5,100 | Vodafone Group PLC 5.50%, 06/15/2011 | 5,297 | ||||||
Total Corporate Debt Securities (cost $174,738) | 177,490 | |||||||
Shares | ||||||||
SECURITIES LENDING COLLATERAL — 1.0% | ||||||||
4,969,895 | State Street Navigator Securities Lending Trust — Prime Portfolio, 0.25%5 | $ | 4,970 | |||||
Total Securities Lending Collateral (cost $4,970) | ||||||||
Principal | ||||||||
REPURCHASE AGREEMENT — 0.2% | ||||||||
$ | 937 | State Street Bank & Trust Co. 0.01% 5, dated 06/30/2010, to be repurchased at $937 on 07/01/2010. Collateralized by a U.S. Government Obligation, 1.00%, due 04/30/2012, and with a value of $959. | 937 | |||||
Total Repurchase Agreement (cost $937) | ||||||||
Total Investment Securities (cost $476,627) # | 482,810 | |||||||
Other Assets and Liabilities — Net | (2,989 | ) | ||||||
Net Assets | $ | 479,821 | ||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 8
At June 30, 2010
(all amounts in thousands)
(Unaudited)
* | Floating or variable rate note. Rate is listed as of 06/30/2010. | |
Ә | Security fair valued as determined in good faith in accordance with procedures established by the Board of Trustees. These securities had a market value of $11,020, or 2.30% of the portfolio’s net assets. | |
ˆ | All or a portion of this security is on loan. The value of all securities on loan is $4,868. | |
5 | Rate shown reflects the yield at 06/30/2010. | |
# | Aggregate cost for federal income tax purposes is $476,627. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $7,936 and $1,753, respectively. Net unrealized appreciation for tax purposes is $6,183. | |
144A | 144A Securities are registered pursuant to Rule 144A of the Securities Act of 1933. These securities are deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At 06/30/2010, these securities aggregated $45,018, or 9.38%, of the portfolio’s net assets. |
Investment Securities | Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Fixed Income — Asset-Backed Security | $ | — | $ | 150,581 | $ | 8,020 | $ | 158,601 | |||||||||
Fixed Income — Consumer Discretionary | — | 8,599 | — | 8,599 | |||||||||||||
Fixed Income — Consumer Staples | — | 16,222 | — | 16,222 | |||||||||||||
Fixed Income — Energy | — | 4,089 | — | 4,089 | |||||||||||||
Fixed Income — Financials | — | 116,419 | — | 116,419 | |||||||||||||
Fixed Income — Foreign Government Obligation | — | 3,732 | — | 3,732 | |||||||||||||
Fixed Income — Health Care | — | 3,264 | — | 3,264 | |||||||||||||
Fixed Income — Industrials | — | 1,022 | — | 1,022 | |||||||||||||
Fixed Income — Information Technology | — | 3,522 | — | 3,522 | |||||||||||||
Fixed Income — Materials | — | 1,973 | — | 1,973 | |||||||||||||
Fixed Income — Mortgage-Backed Security | — | 103,376 | — | 103,376 | |||||||||||||
Fixed Income — Telecommunication Services | — | 19,833 | — | 19,833 | |||||||||||||
Fixed Income — U.S. Government Agency Obligation | — | 19,664 | — | 19,664 | |||||||||||||
Fixed Income — U.S. Government Obligation | — | 14,040 | — | 14,040 | |||||||||||||
Fixed Income — Utilities | — | 2,547 | — | 2,547 | |||||||||||||
Cash & Cash Equivalent — Repurchase Agreement | — | 937 | — | 937 | |||||||||||||
Cash & Cash Equivalent — Securities Lending Collateral | 4,970 | — | — | 4,970 | |||||||||||||
Total | $ | 4,970 | $ | 469,820 | $ | 8,020 | $ | 482,810 | |||||||||
Net | Accrued | Change in Unrealized | Net Transfers | |||||||||||||||||||||||||
Beginning Balance | Purchases/ | Discounts/ | Total Realized | Appreciation/ | In/(Out) | Ending Balance | ||||||||||||||||||||||
Securities | at 12/31/2009 | (Sales) | (Premiums) | Gain/(Loss) | (Depreciation) | of Level 3 | at 06/30/2010 | |||||||||||||||||||||
Fixed Income - Asset-Backed Security | $ | 5,009 | $ | 2,913 | $ | — | $ | (109 | ) | $ | 207 | $ | — | $ | 8,020 | |||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 9
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
U.S. GOVERNMENT OBLIGATIONS — 96.1% | ||||||||
U.S. Treasury Inflation Indexed Bond | ||||||||
$ | 11,514 | 1.75%, 01/15/2028 | $ | 11,679 | ||||
19,166 | 2.00%, 01/15/2026 | 20,267 | ||||||
6,319 | 2.13%, 02/15/2040 | 6,923 | ||||||
35,063 | 2.38%, 01/15/2025 — 01/15/2027 | 38,877 | ||||||
1,919 | 2.50%, 01/15/2029 | 2,169 | ||||||
915 | 3.38%, 04/15/2032 | 1,191 | ||||||
7,211 | 3.63%, 04/15/2028 | 9,332 | ||||||
14,162 | 3.88%, 04/15/2029 | 19,005 | ||||||
U.S. Treasury Inflation Indexed Note | ||||||||
6,262 | 0.50%, 04/15/2015 | 6,345 | ||||||
866 | 0.63%, 04/15/2013 | 884 | ||||||
10,738 | 1.25%, 04/15/2014 | 11,211 | ||||||
12,957 | 1.38%, 07/15/2018 — 01/15/2020 | 13,371 | ||||||
14,374 | 1.63%, 01/15/2015 — 01/15/2018 | 15,166 | ||||||
26,443 | 1.88%, 07/15/2013 — 07/15/2015 | 28,117 | ||||||
5,871 | 1.88%, 07/15/2019 Υ | 6,293 | ||||||
34,911 | 2.00%, 04/15/2012 — 01/15/2016 | 36,936 | ||||||
2,843 | 2.13%, 01/15/2019 | 3,102 | ||||||
38,451 | 2.38%, 04/15/2011 — 01/15/2017 | 40,680 | ||||||
6,806 | 2.50%, 07/15/2016 δ | 7,574 | ||||||
873 | 2.63%, 07/15/2017 | 985 | ||||||
17,556 | 3.00%, 07/15/2012 | 18,677 | ||||||
7,207 | 3.38%, 01/15/2012 | 7,597 | ||||||
U.S. Treasury Note | ||||||||
16,450 | 2.13%, 05/31/2015 | 16,733 | ||||||
3,000 | 3.50%, 05/15/2020 | 3,140 | ||||||
Total U.S. Government Obligations (cost $315,545) | 326,254 | |||||||
FOREIGN GOVERNMENT OBLIGATIONS — 1.4% | ||||||||
Hellenic Republic Government Bond | ||||||||
1,118 | 2.30%, 07/25/2030 | EUR | 542 | |||||
International Bank for Reconstruction & Development | ||||||||
$ | 315 | 3.24%, 12/10/2013 * | 315 | |||||
Italy Buoni Poliennali del Tesoro | ||||||||
3,055 | 0.95%, 09/15/2010 | EUR | 3,734 | |||||
Total Foreign Government Obligations (cost $5,558) | 4,591 | |||||||
MORTGAGE-BACKED SECURITY — 0.2% | ||||||||
GMAC Commercial Mortgage Securities, Inc. | ||||||||
Series 2004-C3, Class A4 | ||||||||
$ | 695 | 4.55%, 12/10/2041 | 706 | |||||
Total Mortgage-Backed Security (cost $666) | ||||||||
CORPORATE DEBT SECURITY — 0.2% | ||||||||
Diversified Financial Services — 0.2% | ||||||||
Bear Stearns Cos. LLC — Series CPI | ||||||||
649 | 4.11%, 03/10/2014 * | 635 | ||||||
Total Corporate Debt Security (cost $603) | ||||||||
STRUCTURED NOTE DEBT — 0.2% | ||||||||
Consumer Finance — 0.2% | ||||||||
SLM Corp. — Series CPI | ||||||||
900 | 4.43%, 01/31/2014 * | 751 | ||||||
Total Structured Note Debt (cost $826) | ||||||||
Notional | ||||||||
Amount | ||||||||
PURCHASED OPTION — 0.0% ∞ | ||||||||
Put Options — 0.0% ∞ | ||||||||
$ | 220 | 1-Year Euro Mid Curve | $ | 1 | ||||
Put Strike $98.50 | ||||||||
Expires 07/16/2010 | ||||||||
Total Purchased Option (cost $24) | ||||||||
PURCHASED SWAPTIONS — 0.2% | ||||||||
Call Swaptions — 0.2% | ||||||||
5,000 | If exercised, the Series receives 4.39%, and pays floating 3 month LIBOR, European Style Expires 05/08/2012 | 422 | ||||||
Put Swaptions — 0.0% ∞ | ||||||||
5,000 | If exercised, the Series receives floating 3 month LIBOR, and pays 4.39%, European Style Expires 05/08/2012 | 148 | ||||||
Total Purchased Swaptions (cost $591) | 570 | |||||||
Principal | ||||||||
REPURCHASE AGREEMENT — 1.4% | ||||||||
State Street Bank & Trust Co. | ||||||||
$ | 4,873 | 0.00% ▲, dated 06/30/2010, to be repurchased at $4,873 on 07/01/2010. Collateralized by a U.S. Government Obligation, 1.00%, due 04/30/2012, and with a value of $4,975. | 4,873 | |||||
Total Repurchase Agreement (cost $4,873) | ||||||||
Total Investment Securities (cost $328,686) # | 338,381 | |||||||
Other Assets and Liabilities — Net | 1,136 | |||||||
Net Assets | $ | 339,517 | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 10
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Floating Rate | Pay/Receive | Exercise | Expiration | Premiums Paid | ||||||||||||||||||||||||
Description | Index | Floating Rate | Rate | Date | Notional Amount | (Received) | Value | |||||||||||||||||||||
Call — Interest Rate Swap, European Style | 3-month USD LIBOR | Receive | 4.26 | % | 08/24/2010 | $ | (9,600 | ) | $ | (473 | ) | $ | (970 | ) | ||||||||||||||
Call — Interest Rate Swap, European Style | 3-month USD LIBOR | Receive | 5.39 | 01/06/2015 | (2,500 | ) | (173 | ) | (302 | ) | ||||||||||||||||||
Put — Interest Rate Swap, European Style | 3-month USD LIBOR | Pay | 4.26 | 08/24/2010 | (9,600 | ) | (473 | ) | (1 | ) | ||||||||||||||||||
Put — Interest Rate Swap, European Style | 3-month USD LIBOR | Pay | 5.39 | 01/06/2015 | (2,500 | ) | (173 | ) | (98 | ) | ||||||||||||||||||
$ | (1,292 | ) | $ | (1,371 | ) | |||||||||||||||||||||||
Net Unrealized | ||||||||||||||||||||||||||||||||
Currency | Notional | Market | Premiums Paid | Appreciation | ||||||||||||||||||||||||||||
Floating Rate Index | Fixed Rate | Maturity Date | Counterparty | Code | Amount | Value | (Received) | (Depreciation) | ||||||||||||||||||||||||
3-month USD-LIBOR | 3.50 | % | 11/18/2019 | MYC | — | $ | 3,300 | $ | (155 | ) | $ | — | $ | (155 | ) | |||||||||||||||||
3-month USD-LIBOR | 2.43 | 04/09/2014 | GSB | — | 7,800 | (229 | ) | — | (229 | ) | ||||||||||||||||||||||
3-month USD-LIBOR | 3.89 | 06/05/2019 | GSB | — | 12,500 | (1,013 | ) | — | (1,013 | ) | ||||||||||||||||||||||
3-month USD-LIBOR | 3.59 | 12/14/2019 | CBK | — | 2,400 | (130 | ) | — | (130 | ) | ||||||||||||||||||||||
3-month USD-LIBOR | 3.95 | 01/06/2020 | DUB | — | 5,000 | (421 | ) | — | (421 | ) | ||||||||||||||||||||||
3-month USD-LIBOR | 3.64 | 03/08/2020 | DUB | — | 11,400 | (647 | ) | — | (647 | ) | ||||||||||||||||||||||
3-month USD-LIBOR | 3.94 | 04/09/2020 | DUB | — | 11,200 | (925 | ) | — | (925 | ) | ||||||||||||||||||||||
3-month USD-LIBOR | 3.58 | 05/12/2020 | CBK | — | 10,900 | (553 | ) | — | (553 | ) | ||||||||||||||||||||||
$ | (4,073 | ) | $ | — | $ | (4,073 | ) | |||||||||||||||||||||||||
Net Unrealized | ||||||||||||||||||||||||||||||||
Currency | Notional | Market | Premiums Paid | Appreciation | ||||||||||||||||||||||||||||
Floating Rate Index | Fixed Rate | Maturity Date | Counterparty | Code | Amount | Value | (Received) | (Depreciation) | ||||||||||||||||||||||||
3-month USD-LIBOR | 1.60 | % | 02/04/2011 | DUB | — | $ | 20,200 | $ | 115 | $ | — | $ | 115 | |||||||||||||||||||
3-month USD-LIBOR | 1.41 | 06/08/2011 | DUB | — | 55,300 | 357 | — | 357 | ||||||||||||||||||||||||
3-month USD-LIBOR | 2.26 | 06/21/2015 | CBK | — | 24,400 | 240 | — | 240 | ||||||||||||||||||||||||
3-month USD-LIBOR | 2.24 | 06/24/2015 | DUB | — | 13,200 | 120 | — | 120 | ||||||||||||||||||||||||
3-month USD-LIBOR | 3.96 | 01/06/2020 | CBK | — | 5,000 | 427 | — | 427 | ||||||||||||||||||||||||
3-month USD-LIBOR | 3.88 | 01/07/2020 | MYC | — | 4,700 | 369 | — | 369 | ||||||||||||||||||||||||
3-month USD-LIBOR | 3.69 | 02/09/2020 | DUB | — | 11,900 | 736 | — | 736 | ||||||||||||||||||||||||
3-month USD-LIBOR | 3.75 | 05/04/2020 | DUB | — | 22,900 | 1,512 | — | 1,512 | ||||||||||||||||||||||||
$ | 3,876 | $ | — | $ | 3,876 | |||||||||||||||||||||||||||
Net Unrealized | ||||||||||||||||
Appreciation | ||||||||||||||||
Description | Type | Contracts ┌ | Expiration Date | (Depreciation) | ||||||||||||
10-Year U.S. Treasury Note | Long | 165 | 09/21/2010 | $ | 192 | |||||||||||
2-Year U.S. Treasury Note | Short | (72 | ) | 09/30/2010 | (66 | ) | ||||||||||
30-Year U.S. Treasury Bond | Short | (3 | ) | 09/21/2010 | (6 | ) | ||||||||||
5-Year U.S. Treasury Note | Short | (347 | ) | 09/30/2010 | (376 | ) | ||||||||||
$ | (256 | ) | ||||||||||||||
Amount in U.S. | ||||||||||||||||||||||||
Settlement | Dollars Bought | Net Unrealized | ||||||||||||||||||||||
Currency | Bought (Sold) | Date | (Sold) | Appreciation | ||||||||||||||||||||
Euro | (3,557 | ) | 07/14/2010 | $ | (4,464 | ) | $ | 114 | ||||||||||||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 11
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Υ | All or a portion of this security is segregated with the broker to cover margin requirements for open swaps contracts and/or for swaptions. The value of this security at 06/30/2010 is $1,273. | |
δ | All or a portion of this security is segregated with the broker to cover margin requirements for open futures contracts. The value of this security at 06/30/2010 is $449. | |
* | Floating or variable rate note. Rate is listed as of 06/30/2010. | |
∞ | Percentage rounds to less than 0.1%. | |
▲ | Rate shown reflects the yield at 06/30/2010. | |
β | A U.S. Treasury Note, in the amount of $639, has been pledged as collateral with the custodian to cover open swap contracts. | |
┌ | Contract amounts are not in thousands. | |
# | Aggregate cost for federal income tax purposes is $328,686. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $11,216 and $1,521, respectively. Net unrealized appreciation for tax purposes is $9,695. |
CBK | Citibank N.A. | |
DUB | Deutsche Bank AG | |
EUR | Euro | |
GSB | Goldman Sachs Bank USA | |
LIBOR | London Interbank Offered Rate | |
MYC | Morgan Stanley Capital Services | |
Investment Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Fixed Income — Financials | $ | — | $ | 1,386 | $ | — | $ | 1,386 | ||||||||
Fixed Income — Foreign Government Obligation | — | 4,591 | — | 4,591 | ||||||||||||
Fixed Income — Mortgage-Backed Security | — | 706 | — | 706 | ||||||||||||
Fixed Income — U.S. Government Obligation | — | 326,254 | — | 326,254 | ||||||||||||
Purchased Options and Swaptions | — | 571 | — | 571 | ||||||||||||
Cash & Cash Equivalent — Repurchase Agreement | — | 4,873 | — | 4,873 | ||||||||||||
Total | $ | — | $ | 338,381 | $ | — | $ | 338,381 | ||||||||
Other Financial Instruments* | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Interest Rate Swap — Appreciation | $ | — | $ | 3,876 | $ | — | $ | 3,876 | ||||||||
Interest Rate Swap — Depreciation | — | (4,073 | ) | — | (4,073 | ) | ||||||||||
Futures Contracts — Appreciation | — | 192 | — | 192 | ||||||||||||
Futures Contracts — Depreciation | — | (448 | ) | — | (448 | ) | ||||||||||
Forward Foreign Currency Contracts — Appreciation | — | 114 | — | 114 | ||||||||||||
Total | $ | — | $ | (339 | ) | $ | — | $ | (339 | ) | ||||||
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Written Swaption | $ | — | $ | (1,371 | ) | $ | — | $ | (1,371 | ) | ||||||
* | Other financial instruments are derivative instruments including, but not limited to, Futures Contracts, Forward Foreign Currency Contracts, and Swap Contracts that are valued at unrealized appreciation (depreciation) on the instrument. |
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 12
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
U.S. GOVERNMENT OBLIGATIONS — 2.4% | ||||||||
U.S. Treasury Bond | ||||||||
$ | 1,470 | 4.25%, 05/15/2039 ^ | $ | 1,554 | ||||
3,140 | 4.50%, 08/15/2039 | 3,459 | ||||||
300 | 8.00%, 11/15/2021 | 436 | ||||||
U.S. Treasury Inflation Indexed Bond | ||||||||
1,987 | 1.75%, 01/15/2028 | 2,016 | ||||||
1,819 | 2.38%, 01/15/2025 — 01/15/2027 | 2,015 | ||||||
1,340 | 2.50%, 01/15/2029 | 1,515 | ||||||
U.S. Treasury Note | ||||||||
28,315 | 1.88%, 06/30/2015 | 28,424 | ||||||
300 | 3.50%, 05/15/2020 | 314 | ||||||
Total U.S. Government Obligations (cost $38,489) | 39,733 | |||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS — 44.2% | ||||||||
Fannie Mae | ||||||||
500 | Zero Coupon, 10/09/2019 ^ | 309 | ||||||
8,760 | 2.63%, 11/20/2014 ^ | 9,054 | ||||||
32 | 2.73%, 08/01/2034 * | 33 | ||||||
67 | 2.99%, 01/01/2035 * | 69 | ||||||
199 | 3.06%, 08/01/2035 | 207 | ||||||
9,799 | 4.39%, 03/01/2039 * | 10,188 | ||||||
10,200 | 4.63%, 05/01/2013 | 11,015 | ||||||
46,442 | 5.00%, 06/01/2035 Υ | 49,354 | ||||||
58,398 | 5.00%, 06/01/2035 — 05/01/2040 | 61,931 | ||||||
5,040 | 5.25%, 08/01/2012 | 5,440 | ||||||
69,425 | 5.50%, 07/01/2014 — 02/01/2040 | 74,871 | ||||||
25 | 5.77%, 08/01/2037 * | 27 | ||||||
26,425 | 6.00%, 04/01/2035 Υ | 29,147 | ||||||
10,709 | 6.00%, 07/01/2020 — 03/01/2038 | 11,759 | ||||||
1,746 | 6.50%, 05/01/2037 | 1,915 | ||||||
211 | 7.00%, 01/01/2015 — 10/01/2016 | 229 | ||||||
Fannie Mae, TBA | ||||||||
43,800 | 4.00% | 45,066 | ||||||
19,000 | 4.50% | 19,692 | ||||||
98,988 | 5.00% | 104,676 | ||||||
73,700 | 5.50% | 79,156 | ||||||
71,600 | 6.00% | 77,653 | ||||||
22,500 | 6.50% | 24,578 | ||||||
900 | Farmer Mac Guaranteed Notes Trust 2007-1 5.13%, 04/19/2017 — 144A | 984 | ||||||
1,900 | Freddie Mac, TBA 5.00% | 2,010 | ||||||
Freddie Mac | ||||||||
54 | 3.00%, 12/01/2034 | 56 | ||||||
2,119 | 4.27%, 04/01/2035 * | 2,220 | ||||||
6,651 | 4.74%, 09/01/2035 * | 6,996 | ||||||
16,800 | 4.75%, 06/28/2012 | 18,126 | ||||||
4,436 | 5.00%, 03/01/2035 — 08/01/2039 | 4,699 | ||||||
10,865 | 5.38%, 05/15/2019 | 12,527 | ||||||
14,919 | 5.50%, 06/15/2015 — 02/01/2040 | 16,123 | ||||||
2,047 | 5.56%, 01/01/2038 * | 2,186 | ||||||
9,195 | 5.63%, 06/13/2016 | 9,875 | ||||||
115 | 5.69%, 02/01/2037 * | 122 | ||||||
712 | 5.87%, 04/01/2037 * | 762 | ||||||
283 | 5.88%, 05/01/2037 * | 301 | ||||||
276 | 5.90%, 05/01/2037 * | 295 | ||||||
3,130 | 6.00%, 02/01/2013 — 05/01/2031 | 3,430 | ||||||
451 | 6.08%, 09/01/2037 * | 486 | ||||||
Ginnie Mae, TBA | ||||||||
17,300 | 5.00% | 18,314 | ||||||
9,600 | 6.50% | 10,531 | ||||||
Ginnie Mae | ||||||||
5,306 | 5.00%, 07/15/2033 — 10/15/2039 | 5,682 | ||||||
56 | 6.50%, 12/20/2031 | 63 | ||||||
Resolution Funding Corp. Interest Strip | ||||||||
1,200 | 07/15/2018 | 933 | ||||||
1,200 | 10/15/2018 | 919 | ||||||
Tennessee Valley Authority | ||||||||
7,500 | 5.25%, 09/15/2039 | 8,291 | ||||||
440 | 5.98%, 04/01/2036 | 527 | ||||||
Total U.S. Government Agency Obligations (cost $725,884) | 742,827 | |||||||
FOREIGN GOVERNMENT OBLIGATIONS — 4.5% | ||||||||
Eksportfinans ASA | ||||||||
14,295 | 1.88%, 04/02/2013 | 14,412 | ||||||
6,435 | 3.00%, 11/17/2014 | 6,627 | ||||||
5,075 | 5.50%, 05/25/2016 ^ | 5,768 | ||||||
780 | Hellenic Republic Government Bond 4.60%, 09/20/2040 | EUR | 479 | |||||
$ | 14,535 | Inter-American Development Bank 2.25%, 07/15/2015 | 14,585 | |||||
9,700 | Israel Government AID Bond 5.50%, 09/18/2023 | 11,340 | ||||||
Province of Ontario Canada | ||||||||
5,115 | 1.88%, 11/19/2012 ^ | 5,175 | ||||||
5,340 | 4.10%, 06/16/2014 | 5,743 | ||||||
7,480 | Russian Federation 7.50%, 03/31/2030 * ± | 8,432 | ||||||
United Mexican States | ||||||||
2,630 | 5.13%, 01/15/2020 ^ | 2,735 | ||||||
8 | 5.63%, 01/15/2017 | 9 | ||||||
Total Foreign Government Obligations (cost $72,185) | 75,305 | |||||||
MORTGAGE-BACKED SECURITIES — 19.1% | ||||||||
37 | Adjustable Rate Mortgage Trust Series 2004-2, Class 7A2 0.77%, 02/25/2035 * | 29 | ||||||
2 | Series 2004-5, Class 7A2 1.01%, 04/25/2035 * | 2 | ||||||
1,358 | American Home Mortgage Assets Series 2006-2, Class 2A1 0.54%, 09/25/2046 * | 634 | ||||||
219 | American Home Mortgage Investment Trust Series 2005-4, Class 1A1 0.64%, 11/25/2045 * | 131 | ||||||
7,140 | Arkle Master Issuer PLC Series 2010-1A, Class 2A 1.53%, 05/17/2060 — 144A * | 7,099 | ||||||
2,426 | Banc of America Alternative Loan Trust Series 2004-7, Class 4A1 5.00%, 08/25/2019 | 2,431 | ||||||
5,876 | Banc of America Commercial Mortgage, Inc. Series 2001-1, Class A2 6.50%, 04/15/2036 | 5,994 | ||||||
16,715 | Series 2002-2, Class A3 5.12%, 07/11/2043 | 17,413 | ||||||
11,062 | Series 2002-PB2, Class A4 6.19%, 06/11/2035 | 11,611 | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 13
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
MORTGAGE-BACKED SECURITIES (continued) | ||||||||
Banc of America Commercial Mortgage, Inc. (continued) | ||||||||
$ | 1,214 | Series 2005-3, Class A4 4.67%, 07/10/2043 | $ | 1,258 | ||||
3,500 | Series 2007-3, Class A2 5.84%, 06/10/2049 * | 3,597 | ||||||
567 | Banc of America Funding Corp. Series 2005-E, Class 4A1 3.00%, 03/20/2035 * | 534 | ||||||
3,230 | Bear Stearns Adjustable Rate Mortgage Trust Series 2004-8, Class 14A1 5.39%, 11/25/2034 * | 3,049 | ||||||
3,428 | Series 2005-1, Class 4A1 5.32%, 03/25/2035 * | 2,941 | ||||||
173 | Bear Stearns Alt-A Trust Series 2004-11, Class 2A2 3.50%, 11/25/2034 * | 121 | ||||||
764 | Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 2A2 0.61%, 08/25/2036 * | 172 | ||||||
1,334 | Series 2006-AR5, Class 1A2 0.56%, 12/25/2046 * | 312 | ||||||
1,340 | Chase Commercial Mortgage Securities Corp. Series 2000-3, Class A2 7.32%, 10/15/2032 | 1,341 | ||||||
1,585 | Citigroup Commercial Mortgage Trust Series 2006-C5, Class A4 5.43%, 10/15/2049 | 1,615 | ||||||
1,038 | Citigroup/Deutsche Bank Commercial Mortgage Trust Series 2007-CD4, Class A4 5.32%, 12/11/2049 | 1,008 | ||||||
2,266 | Countrywide Alternative Loan Trust Series 2005-36, Class 2A1A 0.66%, 08/25/2035 * | 897 | ||||||
248 | Series 2005-36, Class 3A1 3.98%, 08/25/2035 * | 156 | ||||||
589 | Series 2005-38, Class A3 0.70%, 09/25/2035 * | 334 | ||||||
134 | Series 2005-44, Class 1A1 0.68%, 10/25/2035 * | 73 | ||||||
5,246 | Series 2005-50CB, Class 1A1 5.50%, 11/25/2035 | 3,767 | ||||||
1,933 | Series 2005-51, Class 3A3A 0.67%, 11/20/2035 * | 1,097 | ||||||
292 | Series 2005-59, Class 1A1 0.67%, 11/20/2035 * | 169 | ||||||
583 | Series 2005-72, Class A1 0.62%, 01/25/2036 * | 353 | ||||||
704 | Series 2005-J12, Class 2A1 0.62%, 08/25/2035 * | 375 | ||||||
862 | Series 2006-OA2, Class A5 0.58%, 05/20/2046 * | 375 | ||||||
5,165 | Series 2006-OA21, Class A1 0.54%, 03/20/2047 * | 2,649 | ||||||
363 | Series 2006-OA6, Class 1A1A 0.56%, 07/25/2046 * | 188 | ||||||
4,211 | Series 2007-5CB, Class 1A31 5.50%, 04/25/2037 | 2,683 | ||||||
Countrywide Home Loan Mortgage Pass-Through Trust | ||||||||
89 | Series 2004-R2, Class 1AF1 0.77%, 11/25/2034 — 144A * | 69 | ||||||
145 | Series 2005-R1, Class 1AF1 0.71%, 03/25/2035 — 144A * | 118 | ||||||
234 | Series 2005-R3, Class AF 0.75%, 09/25/2035 — 144A * | 188 | ||||||
287 | Series 2003-60, Class 1A1 3.83%, 02/25/2034 * | 254 | ||||||
141 | Series 2004-23, Class A 2.48%, 11/25/2034 * | 84 | ||||||
413 | Series 2005-3, Class 1A2 0.64%, 04/25/2035 * | 233 | ||||||
2,188 | Series 2006-OA5, Class 2A1 0.55%, 04/25/2036 * | 1,168 | ||||||
Credit Suisse First Boston Mortgage Securities Corp. | ||||||||
10,280 | Series 2002-CKS4, Class A2 5.18%, 11/15/2036 | 10,801 | ||||||
14,005 | Series 2003-C3, Class A5 3.94%, 05/15/2038 | 14,445 | ||||||
642 | Series 2004-AR5, Class 7A2 3.62%, 06/25/2034 * | 630 | ||||||
2,100 | Credit Suisse Mortgage Capital Certificates Series 2007-C2, Class A2 5.45%, 01/15/2049 * | 2,147 | ||||||
3,499 | Deutsche ALT-A Securities, Inc., Alternate Loan Trust Series 2006-OA1, Class A1 0.55%, 02/25/2047 * | 2,045 | ||||||
1,270 | Deutsche Mortgage Securities, Inc. Series 2005-W, Class 1A3 5.18%, 06/26/2035 — 144A * | 1,056 | ||||||
551 | DLJ Commercial Mortgage Corp. Series 2000-CKP1, Class A1B 7.18%, 11/10/2033 | 551 | ||||||
602 | First Horizon Alternative Mortgage Securities Series 2006-FA8, Class 1A8 0.72%, 02/25/2037 * | 299 | ||||||
10,556 | First Union National Bank Commercial Mortgage Series 2001-C2, Class A2 6.66%, 01/12/2043 | 10,745 | ||||||
10,380 | GE Capital Commercial Mortgage Corp. Series 2002-1A, Class A3 6.27%, 12/10/2035 | 10,953 | ||||||
11,875 | Series 2002-2A, Class A3 5.35%, 08/11/2036 | 12,556 | ||||||
800 | GMAC Commercial Mortgage Securities, Inc. Series 2006-C1, Class A4 5.24%, 11/10/2045 * | 842 | ||||||
44 | GMAC Mortgage Corp. Loan Trust Series 2003-AR2, Class 1A1 3.80%, 12/19/2033 * | 44 | ||||||
169 | Series 2005-AR1, Class 3A 4.29%, 03/18/2035 * | 143 | ||||||
104 | Greenpoint Mortgage Funding Trust Series 2006-AR4, Class A1A 0.45%, 09/25/2046 * | 99 | ||||||
867 | Series 2007-AR1, Class 1A1A 0.43%, 02/25/2047 * | 616 | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 14
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
MORTGAGE-BACKED SECURITIES (continued) | ||||||||
$ | 2,436 | Greenwich Capital Commercial Funding Corp. Series 2004-GG1, Class A4 4.76%, 06/10/2036 | $ | 2,459 | ||||
11,200 | Series 2005-GG3, Class A3 4.57%, 08/10/2042 | 11,338 | ||||||
3,175 | GS Mortgage Securities Corp. II Series 2005-GG4, Class A4A 4.75%, 07/10/2039 | 3,285 | ||||||
184 | Series 2005-GG4, Class AABA 4.68%, 07/10/2039 | 191 | ||||||
230 | GSMPS Mortgage Loan Trust Series 2005-RP3, Class 1AF 0.70%, 09/25/2035 — 144A * | 184 | ||||||
2,009 | GSR Mortgage Loan Trust Series 2004-9, Class 3A1 3.09%, 08/25/2034 * | 1,673 | ||||||
3,306 | Series 2005-AR1, Class 2A1 3.36%, 01/25/2035 * | 2,895 | ||||||
5,893 | Series 2005-AR4, Class 6A1 5.25%, 07/25/2035 * | 5,313 | ||||||
571 | Harborview Mortgage Loan Trust Series 2005-8, Class 1A2A 0.68%, 09/19/2035 * | 331 | ||||||
1,943 | Series 2006-10, Class 2A1A 0.53%, 11/19/2036 * | 1,105 | ||||||
7,493 | Series 2006-11, Class A1A 0.52%, 12/19/2036 * | 4,664 | ||||||
83 | Impac CMB Trust Series 2004-6, Class 1A1 1.15%, 10/25/2034 * | 62 | ||||||
3,180 | IndyMac INDA Mortgage Loan Trust Series 2006-AR2, Class 4A1 5.70%, 09/25/2036 * | 2,388 | ||||||
987 | Series 2007-AR7, Class 1A1 6.15%, 09/25/2037 * | 751 | ||||||
1,919 | IndyMac Index Mortgage Loan Trust Series 2005-AR14, Class 2A1A 0.65%, 07/25/2035 * | 1,197 | ||||||
87 | Series 2005-AR15, Class A2 5.10%, 09/25/2035 * | 63 | ||||||
1,768 | Series 2007-AR15, Class 2A1 5.54%, 08/25/2037 * | 934 | ||||||
10,430 | JPMorgan Chase Commercial Mortgage Securities Corp. Series 2001-C1, Class A3 5.86%, 10/12/2035 | 10,822 | ||||||
6,544 | Series 2001-CIB2, Class A3 6.43%, 04/15/2035 | 6,747 | ||||||
7,063 | Series 2001-CIBC, Class A3 6.26%, 03/15/2033 | 7,159 | ||||||
1,697 | Series 2004-CB8, Class A1A 4.16%, 01/12/2039 — 144A | 1,709 | ||||||
1,100 | Series 2007-LD11, Class A3 5.98%, 06/15/2049 * | 1,127 | ||||||
691 | JPMorgan Mortgage Trust Series 2004-A1, Class 1A1 4.79%, 02/25/2034 * | 693 | ||||||
141 | Series 2004-A3, Class 1A1 2.65%, 07/25/2034 * | 136 | ||||||
294 | Series 2006-A2, Class 5A1 3.37%, 11/25/2033 * | 283 | ||||||
1,097 | Series 2006-S2, Class 2A2 5.88%, 07/25/2036 | 999 | ||||||
3,177 | Series 2006-S3, Class 1A12 6.50%, 08/25/2036 | 2,844 | ||||||
907 | Series 2007-S1, Class 1A2 5.50%, 03/25/2022 | 855 | ||||||
2,869 | Series 2007-S1, Class 2A22 5.75%, 03/25/2037 | 2,354 | ||||||
7,395 | LB-UBS Commercial Mortgage Trust Series 2003-C7, Class A3 4.56%, 09/15/2027 * | 7,490 | ||||||
9,100 | Series 2004-C8, Class A4 4.51%, 12/15/2029 | 9,271 | ||||||
900 | Series 2005-C3, Class A5 4.74%, 07/15/2030 | 939 | ||||||
100 | Series 2005-C3, Class AAB 4.66%, 07/15/2030 | 104 | ||||||
9,658 | Series 2007-C2, Class A3 5.43%, 02/15/2040 | 9,687 | ||||||
1,261 | MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1 1.22%, 12/25/2046 * | 403 | ||||||
993 | Series 2007-R5, Class A1 5.53%, 11/25/2035 — 144A * | 567 | ||||||
562 | Merrill Lynch Mortgage Investors, Inc. Series 2004-A1, Class 2A1 2.82%, 02/25/2034 * | 524 | ||||||
564 | Series 2004-A3, Class 4A3 5.05%, 05/25/2034 * | 571 | ||||||
108 | Series 2005-A3, Class A1 0.62%, 04/25/2035 * | 74 | ||||||
499 | Series 2005-A4, Class 2A2 3.00%, 07/25/2035 * | 430 | ||||||
400 | Series 2005-A5, Class A3 2.75%, 06/25/2035 * | 346 | ||||||
7,173 | Series 2006-A3, Class 3A1 5.67%, 05/25/2036 * | 4,773 | ||||||
110 | MLCC Mortgage Investors, Inc. Series 2003-F, Class A1 0.67%, 10/25/2028 * | 102 | ||||||
2,200 | Morgan Stanley Capital I Series 2007-IQ15, Class A2 6.04%, 06/11/2049 * | 2,307 | ||||||
426 | Morgan Stanley Mortgage Loan Trust Series 2004-8AR, Class 4A2 2.80%, 10/25/2034 * | 368 | ||||||
909 | Series 2006-3AR, Class 2A3 4.94%, 03/25/2036 * | 549 | ||||||
144 | Nomura Asset Acceptance Corp. Series 2004-R1, Class A1 6.50%, 03/25/2034 — 144A ± | 142 | ||||||
190 | Series 2004-R2, Class A1 6.50%, 10/25/2034 — 144A * | 185 | ||||||
305 | Prime Mortgage Trust Series 2006-DR1, Class 1A1 5.50%, 05/25/2035 — 144A | 297 | ||||||
136 | Series 2006-DR1, Class 1A2 6.00%, 05/25/2035 — 144A | 133 | ||||||
928 | Series 2006-DR1, Class 2A1 5.50%, 05/25/2035 — 144A | 785 | ||||||
771 | Series 2006-DR1, Class 2A2 6.00%, 05/25/2035 — 144A | 659 | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 15
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
MORTGAGE-BACKED SECURITIES (continued) | ||||||||
$ | 7,570 | RBSCF Trust Series 2010-RR3, Class WBTA 6.10%, 04/16/2017 — 144A * | $ | 7,935 | ||||
1,032 | RBSGC Mortgage Pass-Through Certificates Series 2007-B, Class 1A4 0.80%, 01/25/2037 * | 572 | ||||||
837 | Residential Accredit Loans, Inc. Series 2006-QO10, Class A1 0.51%, 01/25/2037 * | 474 | ||||||
1,022 | Series 2007-QO1, Class A1 0.50%, 02/25/2047 * | 575 | ||||||
1,971 | Series 2007-QO4, Class A1A 0.54%, 05/25/2047 * | 1,013 | ||||||
3,976 | Residential Asset Securitization Trust Series 2005-A14, Class A4 5.50%, 12/25/2035 | 3,701 | ||||||
7,712 | Salomon Brothers Mortgage Securities VII, Inc. Series 2001-C2, Class A3 6.50%, 10/13/2011 | 8,039 | ||||||
8,210 | Station Place Securitization Trust Series 2009-1, Class A 1.75%, 12/29/2010 — 144A * | 8,210 | ||||||
738 | Structured Adjustable Rate Mortgage Loan Trust Series 2004-20, Class 3A1 2.71%, 01/25/2035 * | 586 | ||||||
1,091 | Series 2005-15, Class 1A1 4.60%, 07/25/2035 * | 764 | ||||||
423 | Series 2005-16XS, Class A1 0.69%, 08/25/2035 * | 337 | ||||||
581 | Series 2005-19XS, Class 1A1 0.67%, 10/25/2035 * | 354 | ||||||
3,980 | Series 2007-3, Class 3A1 5.50%, 04/25/2047 * | 2,822 | ||||||
112 | Structured Asset Mortgage Investments, Inc. Series 2003-AR4, Class A1 0.70%, 01/19/2034 * | 91 | ||||||
372 | Series 2006-AR6, Class 1A3 0.54%, 07/25/2046 * | 190 | ||||||
389 | Structured Asset Securities Corp. Series 2005-RF3, Class 1A 0.70%, 06/25/2035 — 144A * | 306 | ||||||
8,511 | Thornburg Mortgage Securities Trust Series 2006-5, Class A1 0.47%, 10/25/2046 * | 8,304 | ||||||
1,069 | Voyager BRSTN Delaware Trust, IO Series 2009-1, Class UAU7 0.60%, 12/26/2036 — 144A * Ә | 251 | ||||||
2,534 | WaMu Alternative Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A 1.43%, 05/25/2046 * | 1,350 | ||||||
1,537 | Series 2006-AR6, Class 2A 1.42%, 08/25/2046 * | 796 | ||||||
1,827 | WaMu Commercial Mortgage Securities Trust Series 2005-C1A, Class A2 5.15%, 05/25/2036 — 144A * | 1,836 | ||||||
196 | WaMu Mortgage Pass-Through Certificates Series 2005-AR13, Class A1A1 0.64%, 10/25/2045 * | 153 | ||||||
221 | Series 2005-AR15, Class A1A2 0.63%, 11/25/2045 * | 151 | ||||||
127 | Series 2005-AR8, Class 2A1A 0.64%, 07/25/2045 * | 98 | ||||||
1,900 | Series 2006-AR14, Class 1A3 5.54%, 11/25/2036 * | 1,369 | ||||||
5,312 | Series 2007-HY1, Class 1A1 5.57%, 02/25/2037 * | 3,884 | ||||||
527 | Series 2007-HY4, Class 4A1 5.49%, 09/25/2036 * | 435 | ||||||
2,530 | Series 2007-OA4, Class 1A 1.23%, 05/25/2047 * | 1,478 | ||||||
2,466 | Series 2007-OA6, Class 1A1B 1.27%, 07/25/2047 * | 653 | ||||||
3,417 | Wells Fargo Mortgage Backed Securities Trust Series 2006-3, Class A9 5.50%, 03/25/2036 | 3,275 | ||||||
400 | Series 2006-AR4, Class 2A4 5.72%, 04/25/2036 * | 338 | ||||||
Total Mortgage-Backed Securities (cost $341,201) | 320,101 | |||||||
ASSET-BACKED SECURITIES — 7.0% | ||||||||
6,357 | 321 Henderson Receivables I LLC Series 2010-1A, Class A 5.56%, 07/15/2059 — 144A | 6,405 | ||||||
219 | Aames Mortgage Investment Trust Series 2005-3, Class A1 0.50%, 08/25/2035 — 144A * | 217 | ||||||
79 | Accredited Mortgage Loan Trust Series 2005-3, Class A1 0.59%, 09/25/2035 * | 72 | ||||||
3,135 | AmeriCredit Automobile Receivables Trust Series 2008-2, Class A2 4.35%, 08/06/2012 * | 3,171 | ||||||
415 | Amortizing Residential Collateral Trust Series 2002-BC5, Class M1 1.38%, 07/25/2032 * | 295 | ||||||
7,331 | Bank of America Auto Trust Series 2009-2A, Class A2 1.16%, 02/15/2012 — 144A | 7,339 | ||||||
1,150 | Chase Funding Mortgage Loan Asset-Backed Certificates Series 2003-4, Class 1A5 5.42%, 05/25/2033 * | 1,063 | ||||||
13,965 | Chase Issuance Trust Series 2009-A7, Class A7 0.68%, 09/17/2012 * | 13,975 | ||||||
1,634 | Conseco Finance Securitizations Corp. Series 2002-1, Class A 6.68%, 12/01/2033 * | 1,668 | ||||||
1,981 | Series 2002-2, Class A2 6.03%, 03/01/2033 * | 2,059 | ||||||
295 | Continental Airlines Pass-Through Trust Series 2007-1A, Class A 5.98%, 04/19/2022 | 289 | ||||||
35 | Countrywide Asset-Backed Certificates Series 2005-4, Class AF3 4.46%, 10/25/2035 * | 34 | ||||||
119 | Countrywide Home Equity Loan Trust Series 2005-G, Class 2A 0.46%, 12/15/2035 * | 45 | ||||||
369 | Series 2006-RES, Class 4Q1B 0.65%, 12/15/2033 — 144A * | 124 | ||||||
181 | Credit Suisse Mortgage Capital Certificates Series 2006-CF2, Class A1 0.61%, 05/25/2036 — 144A * ± | 153 | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 16
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
ASSET-BACKED SECURITIES (continued) | ||||||||
$ | 741 | CVS Pass-Through Trust 6.94%, 01/10/2030 | $ | 817 | ||||
39 | Delta Air Lines, Inc. Series 2001-1, Class A1 6.62%, 03/18/2011 | 40 | ||||||
337 | Series 2007-1, Class A 6.82%, 08/10/2022 | 333 | ||||||
2,453 | DT Auto Owner Trust Series 2007-A, Class A3 5.60%, 03/15/2013 — 144A * | 2,493 | ||||||
8,585 | Ford Credit Auto Owner Trust Series 2010-A, Class A2 0.72%, 09/15/2012 | 8,579 | ||||||
2,888 | Globaldrive BV Series 2008-2, Class A 4.00%, 10/20/2016 ± | 3,585 | ||||||
1,000 | GMAC Mortgage Servicer Advance Funding Co., Ltd. Series 2010-1A, Class A 4.25%, 01/15/2022 — 144A | 1,000 | ||||||
148 | Lehman XS Trust Series 2005-5N, Class 1A1 0.65%, 11/25/2035 * | 98 | ||||||
924 | Series 2005-5N, Class 3A1A 0.65%, 11/25/2035 * | 593 | ||||||
123 | Series 2005-7N, Class 1A1B 0.65%, 12/25/2035 * | 39 | ||||||
67 | Series 2006-GP4, Class 3A1A 0.42%, 08/25/2046 * | 66 | ||||||
388 | Series 2007-2N, Class 3A1 0.44%, 02/25/2037 * | 347 | ||||||
1,474 | Merrill Lynch Mortgage Investors, Inc. Series 2007-SD1, Class A1 0.80%, 02/25/2047 * | 699 | ||||||
312 | Mirant Mid Atlantic Pass-Through Trust Series C 10.06%, 12/30/2028 | 334 | ||||||
780 | Nelnet Student Loan Trust Series 2008-4, Class A4 1.80%, 04/25/2017 * | 804 | ||||||
3,191 | Nissan Auto Receivables Owner Trust Series 2009-A, Class A2 2.94%, 07/15/2011 | 3,201 | ||||||
604 | Popular ABS Mortgage Pass-Through Trust Series 2006-D, Class A1 0.41%, 11/25/2046 * | 595 | ||||||
1,568 | RAAC Series Series 2007-RP4, Class A 0.70%, 06/25/2037 — 144A * | 767 | ||||||
1,500 | Renaissance Home Equity Loan Trust Series 2007-2, Class AF6 5.88%, 06/25/2037 * | 702 | ||||||
4,010 | Santander Drive Auto Receivables Trust Series 2010-A, Class A2 1.37%, 08/15/2013 — 144A | 3,994 | ||||||
3,100 | Series 2010-A, Class A3 1.83%, 11/17/2014 — 144A | 3,106 | ||||||
1,560 | Series 2010-A, Class A4 2.39%, 06/15/2017 — 144A | 1,566 | ||||||
2,700 | Securitized Asset Backed Receivables LLC Trust Series 2007-BR3, Class A2B 0.57%, 04/25/2037 * | 970 | ||||||
400 | SLC Student Loan Trust Series 2008-1, Class A4A 2.14%, 12/15/2032 * | 415 | ||||||
3,884 | SLM Student Loan Trust Series 2005-4, Class A2 0.40%, 04/26/2021 * | 3,872 | ||||||
18,210 | Series 2008-5, Class A2 1.42%, 10/25/2016 * | 18,484 | ||||||
4,600 | Series 2008-5, Class A3 1.62%, 01/25/2018 * | 4,742 | ||||||
12,410 | Series 2008-5, Class A4 2.02%, 07/25/2023 * | 13,035 | ||||||
397 | Small Business Administration Series 2002-P10B, Class 1 5.20%, 08/10/2012 | 416 | ||||||
617 | Series 2004-P10A, Class 1 4.50%, 02/01/2014 | 644 | ||||||
3,065 | Structured Asset Securities Corp. Series 2003-AL2, Class A 3.36%, 01/25/2031 — 144A | 2,536 | ||||||
2,002 | Series 2007-TC1, Class A 0.65%, 04/25/2031 — 144A * | 1,354 | ||||||
Total Asset-Backed Securities (cost $121,927) | 117,135 | |||||||
MUNICIPAL GOVERNMENT OBLIGATIONS — 2.1% | ||||||||
1,200 | City of Chicago IL — Build America Bonds 6.40%, 01/01/2040 | 1,300 | ||||||
3,135 | Metropolitan Transportation Authority 7.34%, 11/15/2039 | 3,828 | ||||||
3,260 | New York City Municipal Water Finance Authority 5.72%, 06/15/2042 | 3,384 | ||||||
2,300 | New York State Dormitory Authority, Revenue Bond 5.63%, 03/15/2039 | 2,323 | ||||||
1,825 | Port Authority of New York & New Jersey 6.04%, 12/01/2029 | 1,960 | ||||||
State of California — Build America Bonds | ||||||||
11,550 | 5.45%, 04/01/2015 | 12,117 | ||||||
4,815 | 7.30%, 10/01/2039 | 5,066 | ||||||
2,640 | 7.35%, 11/01/2039 | 2,778 | ||||||
1,740 | 7.50%, 04/01/2034 | 1,857 | ||||||
353 | Virginia Housing Development Authority - -Series 2006-C, Class CTFS 6.00%, 06/25/2034 | 354 | ||||||
Total Municipal Government Obligations (cost $33,203) | 34,967 | |||||||
PREFERRED CORPORATE DEBT SECURITIES — 1.1% | ||||||||
Capital Markets — 0.1% | ||||||||
3,270 | Goldman Sachs Capital II 5.79%, 06/01/2012 * Ž ^ | 2,469 | ||||||
1,945 | Lehman Brothers Holdings Capital Trust VII 5.86%, 05/31/2012 Ž Џ | ♦ | ||||||
Commercial Banks — 0.1% | ||||||||
30 | BAC Capital Trust XIV 5.63%, 03/15/2012 * Ž ^ | 20 | ||||||
2,245 | Barclays Bank PLC 7.43%, 12/15/2017 — 144A * Ž ^ | 1,998 | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 17
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
Diversified Financial Services — 0.7% | ||||||||
$ | 610 | Bank of America Corp. — Series K 8.00%, 01/30/2018 * Ž ^ | $ | 589 | ||||
90 | Bank of America Corp. — Series M 8.13%, 05/15/2018 * Ž ^ | 87 | ||||||
3,045 | Credit Suisse/Guernsey 5.86%, 05/15/2017 * Ž ^ | 2,688 | ||||||
440 | ILFC E-Capital Trust II 6.25%, 12/21/2065 — 144A * | 282 | ||||||
5,655 | JPMorgan Chase & Co. — Series 1 7.90%, 04/30/2018 * Ž | 5,830 | ||||||
729 | ZFS Finance USA Trust V — Series V 6.50%, 05/09/2037 — 144A * | 652 | ||||||
Insurance — 0.2% | ||||||||
2,350 | Lincoln National Corp. 7.00%, 05/17/2066 * | 1,956 | ||||||
2,150 | Reinsurance Group of America, Inc. — Series A 6.75%, 12/15/2065 * ^ | 1,781 | ||||||
Total Preferred Corporate Debt Securities (cost $22,674) | 18,352 | |||||||
CORPORATE DEBT SECURITIES — 32.1% | ||||||||
Aerospace & Defense — 0.0% ∞ | ||||||||
L-3 Communications Corp. | ||||||||
470 | 5.88%, 01/15/2015 ^ | 464 | ||||||
155 | 6.38%, 10/15/2015 ^ | 155 | ||||||
Air Freight & Logistics — 0.2% | ||||||||
2,495 | United Parcel Service, Inc. 6.20%, 01/15/2038 | 3,000 | ||||||
Automobiles — 0.0% ∞ | ||||||||
600 | Daimler Finance North America LLC 5.88%, 03/15/2011 | 618 | ||||||
Beverages — 0.4% | ||||||||
4,375 | Anheuser-Busch InBev Worldwide, Inc. 5.38%, 01/15/2020 ^ | 4,714 | ||||||
1,290 | Diageo Capital PLC 7.38%, 01/15/2014 | 1,514 | ||||||
600 | PepsiCo, Inc. 7.90%, 11/01/2018 ^ | 776 | ||||||
Biotechnology — 0.0% ∞ | ||||||||
280 | FMC Finance III SA 6.88%, 07/15/2017 | 283 | ||||||
Capital Markets — 2.5% | ||||||||
6,755 | BP Capital Markets PLC 3.13%, 03/10/2012 ^ | 6,245 | ||||||
Goldman Sachs Group, Inc. | ||||||||
4,315 | 5.25%, 10/15/2013 ^ | 4,548 | ||||||
6,000 | 5.38%, 03/15/2020 ^ | 5,929 | ||||||
140 | 5.45%, 11/01/2012 ^ | 147 | ||||||
2,390 | 6.00%, 06/15/2020 ^ | 2,464 | ||||||
490 | 7.50%, 02/15/2019 ^ | 548 | ||||||
Morgan Stanley — Series F | ||||||||
200 | 0.75%, 10/18/2016 * ^ | 174 | ||||||
610 | 5.63%, 01/09/2012 ^ | 635 | ||||||
Morgan Stanley | ||||||||
11,610 | 2.93%, 05/14/2013 * ^ | 11,652 | ||||||
6,085 | 4.20%, 11/20/2014 ^ | 6,009 | ||||||
1,865 | 5.63%, 09/23/2019 ^ | 1,804 | ||||||
565 | 6.25%, 08/28/2017 ^ | 574 | ||||||
1,420 | 6.60%, 04/01/2012 ^ | 1,507 | ||||||
Chemicals — 0.4% | ||||||||
4,340 | CF Industries Holdings, Inc. 7.13%, 05/01/2020 ^ | 4,449 | ||||||
1,020 | Dow Chemical Co. 5.70%, 05/15/2018 ^ | 1,075 | ||||||
Nova Chemicals Corp. | ||||||||
1,400 | 3.75%, 11/15/2013 * | 1,285 | ||||||
230 | 6.50%, 01/15/2012 | 230 | ||||||
44 | Westlake Chemical Corp. 6.63%, 01/15/2016 | 42 | ||||||
Commercial Banks — 1.4% | ||||||||
5,575 | Achmea Hypotheekbank NV 1.00%, 11/03/2014 — 144A | 5,760 | ||||||
100 | Bank of Scotland PLC 5.25%, 02/21/2017 — 144A | 105 | ||||||
530 | Barclays Bank PLC 5.20%, 07/10/2014 ^ | 559 | ||||||
Dexia Credit Local | ||||||||
5,425 | 2.00%, 03/05/2013 — 144A | 5,422 | ||||||
3,260 | 2.75%, 04/29/2014 — 144A | 3,285 | ||||||
Glitnir Banki HF | ||||||||
290 | 6.33%, 07/28/2011 — 144A Џ | 75 | ||||||
800 | 6.69%, 06/15/2016 — 144A * Џ | 1 | ||||||
3,730 | HSBC Bank PLC 3.50%, 06/28/2015 — 144A | 3,766 | ||||||
320 | Landsbanki Islands HF 6.10%, 08/25/2011 — 144A Џ | 36 | ||||||
Landwirtschaftliche Rentenbank | ||||||||
1,060 | 4.00%, 02/02/2015 | 1,140 | ||||||
530 | 4.13%, 07/15/2013 | 570 | ||||||
1,165 | 4.38%, 01/15/2013 | 1,253 | ||||||
1,820 | 5.25%, 07/02/2012 | 1,965 | ||||||
220 | Santander Issuances S.A Unipersonal 5.81%, 06/20/2016 — 144A * | 213 | ||||||
Commercial Services & Supplies — 0.1% | ||||||||
2,190 | Board of Trustees of The Leland Stanford Junior University 4.25%, 05/01/2016 | 2,380 | ||||||
600 | Waste Management, Inc. 6.38%, 11/15/2012 | 657 | ||||||
Computers & Peripherals — 0.2% | ||||||||
2,915 | Seagate Technology International 10.00%, 05/01/2014 — 144A ^ | 3,323 | ||||||
Consumer Finance — 0.4% | ||||||||
320 | Aiful Corp. 5.00%, 08/10/2010 — 144A | 310 | ||||||
510 | American Express Co. 8.13%, 05/20/2019 ^ | 633 | ||||||
220 | American Express Credit Corp. — Series C 5.88%, 05/02/2013 | 241 | ||||||
SLM Corp. | ||||||||
270 | 0.33%, 04/01/2014 * | 231 | ||||||
40 | 5.00%, 04/15/2015 ^ | 34 | ||||||
675 | 5.00%, 10/01/2013 ^ | 645 | ||||||
120 | 5.05%, 11/14/2014 | 107 | ||||||
1,005 | 5.38%, 05/15/2014 ^ | 919 | ||||||
3,365 | 5.40%, 10/25/2011 ^ | 3,346 | ||||||
105 | 5.63%, 08/01/2033 | 77 | ||||||
Containers & Packaging — 0.5% | ||||||||
Ball Corp. | ||||||||
1,200 | 7.13%, 09/01/2016 ^ | 1,256 | ||||||
1,200 | 7.38%, 09/01/2019 | 1,248 | ||||||
949 | Crown Americas LLC 7.63%, 05/15/2017 — 144A | 982 | ||||||
4,280 | Owens-Brockway Glass Container, Inc. 7.38%, 05/15/2016 ^ | 4,461 | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 18
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
Diversified Consumer Services — 0.0% ∞ | ||||||||
Service Corp., International | ||||||||
$ | 55 | 7.50%, 04/01/2027 | $ | 49 | ||||
50 | 7.63%, 10/01/2018 | 50 | ||||||
440 | Tyco International Group SA 6.00%, 11/15/2013 | 492 | ||||||
Diversified Financial Services — 7.7% | ||||||||
303 | AES Ironwood LLC 8.86%, 11/30/2025 | 289 | ||||||
4,050 | Ally Financial, Inc. 8.00%, 03/15/2020 — 144A | 3,959 | ||||||
1,320 | AngloGold Ashanti Holdings PLC 5.38%, 04/15/2020 ^ | 1,340 | ||||||
20 | ASIF Global Financing XIX 4.90%, 01/17/2013 — 144A | 20 | ||||||
Bank of America Corp. | ||||||||
6,240 | 5.63%, 07/01/2020 | 6,290 | ||||||
2,130 | 6.00%, 09/01/2017 | 2,241 | ||||||
800 | Bear Stearns Cos. LLC 7.25%, 02/01/2018 | 934 | ||||||
2,875 | Belvoir Land LLC — Series A 5.40%, 12/15/2047 — 144A | 2,403 | ||||||
860 | Caterpillar Financial Services Corp. — Series F 6.20%, 09/30/2013 ^ | 976 | ||||||
8,435 | CDP Financial, Inc. 3.00%, 11/25/2014 — 144A | 8,513 | ||||||
Citigroup Funding, Inc. | ||||||||
11,900 | 1.88%, 10/22/2012 ^ | 12,149 | ||||||
6,710 | 2.13%, 07/12/2012 ^ | 6,884 | ||||||
Citigroup, Inc. | ||||||||
6,370 | 6.00%, 12/13/2013 ^ | 6,683 | ||||||
1,160 | 6.50%, 08/19/2013 ^ | 1,236 | ||||||
7,340 | Crown Castle Towers LLC 6.11%, 01/15/2020 — 144A | 8,056 | ||||||
FCE Bank PLC | ||||||||
1,000 | 7.13%, 01/15/2013 | EUR | 1,229 | |||||
2,300 | 7.88%, 02/15/2011 | GBP | 3,462 | |||||
General Electric Capital Corp. | ||||||||
$ | 4,255 | 0.40%, 04/10/2012 * ^ | 4,190 | |||||
7,600 | 2.00%, 09/28/2012 ^ | 7,781 | ||||||
3,105 | 2.13%, 12/21/2012 ^ | 3,192 | ||||||
10,420 | 5.00%, 11/15/2011 ^ | 10,917 | ||||||
1,190 | 6.38%, 11/15/2067 * ^ | 1,107 | ||||||
2,130 | General Electric Capital Corp. — Series A 6.88%, 01/10/2039 ^ | 2,352 | ||||||
960 | HSBC Finance Corp. 4.63%, 09/15/2010 | 967 | ||||||
4,175 | Japan Finance Corp. 2.00%, 06/24/2011 | 4,211 | ||||||
JPMorgan Chase & Co. | ||||||||
1,550 | 1.16%, 02/26/2013 * ^ | 1,550 | ||||||
920 | 5.13%, 09/15/2014 | 982 | ||||||
1,100 | 5.15%, 10/01/2015 ^ | 1,177 | ||||||
950 | 6.13%, 06/27/2017 | 1,039 | ||||||
JPMorgan Chase Bank NA | ||||||||
7,750 | 6.00%, 07/05/2017 | 8,390 | ||||||
1,945 | 6.00%, 10/01/2017 ^ | 2,118 | ||||||
200 | Kaupthing Bank Hf 7.13%, 05/19/2016 — 144A Џ | ♦ | ||||||
600 | Merna Reinsurance, Ltd. — Series B 2.04%, 07/07/2010 — 144A * | 600 | ||||||
1,420 | Merrill Lynch & Co., Inc. 6.88%, 04/25/2018 ^ | 1,515 | ||||||
3,750 | New Communications Holdings, Inc. 8.25%, 04/15/2017 — 144A | 3,764 | ||||||
4,351 | Reynolds Group Issuer, Inc. 7.75%, 10/15/2016 — 144A | 4,253 | ||||||
170 | RSHB Capital SA for OJSC Russian Agricultural Bank 6.30%, 05/15/2017 — 144A | 169 | ||||||
TNK-BP Finance SA | ||||||||
108 | 7.50%, 07/18/2016 — Reg S ± | 112 | ||||||
170 | 7.50%, 07/18/2016 — 144A ± | 176 | ||||||
Diversified Telecommunication Services — 2.6% | ||||||||
AT&T, Inc. | ||||||||
410 | 5.10%, 09/15/2014 ^ | 455 | ||||||
10,025 | 6.50%, 09/01/2037 ^ | 11,120 | ||||||
10 | BellSouth Corp. 4.75%, 11/15/2012 | 11 | ||||||
375 | Deutsche Telekom International Finance BV 5.75%, 03/23/2016 | 410 | ||||||
75 | Frontier Communications Corp. 7.13%, 03/15/2019 | 69 | ||||||
320 | Koninklijke KPN NV 8.00%, 10/01/2010 | 325 | ||||||
1,375 | Qwest Communications International, Inc. 7.50%, 02/15/2014 | 1,378 | ||||||
705 | Qwest Communications International, Inc. — Series B 7.50%, 02/15/2014 ^ | 707 | ||||||
Qwest Corp. | ||||||||
675 | 3.79%, 06/15/2013 * | 668 | ||||||
495 | 8.88%, 03/15/2012 | 531 | ||||||
80 | Sprint Capital Corp. 8.75%, 03/15/2032 | 76 | ||||||
Telecom Italia Capital SA | ||||||||
2,115 | 5.25%, 10/01/2015 ^ | 2,135 | ||||||
650 | 7.00%, 06/04/2018 | 692 | ||||||
Telefonica Emisiones SAU | ||||||||
4,850 | 4.95%, 01/15/2015 ^ | 5,082 | ||||||
75 | 6.42%, 06/20/2016 | 82 | ||||||
850 | Telefonica Europe BV 7.75%, 09/15/2010 | 861 | ||||||
Verizon Communications, Inc. | ||||||||
990 | 6.90%, 04/15/2038 | 1,157 | ||||||
6,700 | 8.75%, 11/01/2018 ^ | 8,711 | ||||||
210 | 8.95%, 03/01/2039 ^ | 297 | ||||||
160 | Verizon Global Funding Corp. 7.38%, 09/01/2012 ^ | 180 | ||||||
215 | Verizon Maryland, Inc. — Series B 5.13%, 06/15/2033 ^ | 190 | ||||||
2,350 | Verizon New England, Inc. 7.88%, 11/15/2029 | 2,742 | ||||||
970 | Verizon New Jersey, Inc. 7.85%, 11/15/2029 | 1,088 | ||||||
560 | Verizon New York, Inc. — Series A 6.88%, 04/01/2012 | 605 | ||||||
1,470 | Vodafone Group PLC 5.00%, 12/16/2013 ^ | 1,592 | ||||||
Windstream Corp. | ||||||||
1,375 | 8.13%, 08/01/2013 ^ | 1,421 | ||||||
1,220 | 8.63%, 08/01/2016 ^ | 1,229 | ||||||
Electric Utilities — 0.4% | ||||||||
235 | AES Red Oak LLC — Series B 9.20%, 11/30/2029 | 228 | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 19
SCHEDULE OF INVESTMENTS (Continued)
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
Electric Utilities (continued) | ||||||||
$ | 240 | Calpine Construction Finance Co., LP 8.00%, 06/01/2016 — 144A ^ | $ | 245 | ||||
590 | Duke Energy Corp. 5.63%, 11/30/2012 | 645 | ||||||
230 | Elwood Energy LLC 8.16%, 07/05/2026 | 218 | ||||||
535 | Energy Future Holdings Corp. — Series R 6.55%, 11/15/2034 | 238 | ||||||
200 | Energy Future Holdings Corp. — Series Q 6.50%, 11/15/2024 | 90 | ||||||
370 | Exelon Corp. 5.63%, 06/15/2035 | 358 | ||||||
29 | FirstEnergy Corp. — Series B 6.45%, 11/15/2011 | 31 | ||||||
515 | FirstEnergy Corp. — Series C 7.38%, 11/15/2031 ^ | 543 | ||||||
1,000 | Florida Power & Light Co. 5.63%, 04/01/2034 | 1,090 | ||||||
1,700 | Florida Power Corp. 6.40%, 06/15/2038 ^ | 2,032 | ||||||
80 | Homer City Funding LLC 8.73%, 10/01/2026 | 74 | ||||||
Pacific Gas & Electric Co. | ||||||||
620 | 5.63%, 11/30/2017 | 699 | ||||||
140 | 5.80%, 03/01/2037 | 152 | ||||||
210 | 6.05%, 03/01/2034 ^ | 234 | ||||||
Energy Equipment & Services — 0.3% | ||||||||
800 | Baker Hughes, Inc. 7.50%, 11/15/2018 | 978 | ||||||
Cie Generale de Geophysique-Veritas | ||||||||
100 | 7.50%, 05/15/2015 ^ | 95 | ||||||
105 | 7.75%, 05/15/2017 | 99 | ||||||
195 | Complete Production Services, Inc. 8.00%, 12/15/2016 | 191 | ||||||
40 | Gulfmark Offshore, Inc. 7.75%, 07/15/2014 ^ | 38 | ||||||
3,435 | Rockies Express Pipeline LLC 3.90%, 04/15/2015 — 144A | 3,320 | ||||||
120 | Transocean, Inc. 5.25%, 03/15/2013 ^ | 113 | ||||||
Food Products — 0.6% | ||||||||
Kraft Foods, Inc. | ||||||||
6,630 | 5.38%, 02/10/2020 ^ | 7,104 | ||||||
2,447 | 6.50%, 08/11/2017 — 02/09/2040 | 2,771 | ||||||
Health Care Equipment & Supplies — 0.1% | ||||||||
1,090 | Covidien International Finance SA 2.80%, 06/15/2015 | 1,101 | ||||||
Health Care Providers & Services — 0.9% | ||||||||
156 | DaVita, Inc. 6.63%, 03/15/2013 ^ | 156 | ||||||
HCA, Inc. | ||||||||
4,395 | 7.25%, 09/15/2020 | 4,417 | ||||||
4,220 | 8.50%, 04/15/2019 ^ | 4,473 | ||||||
50 | 9.13%, 11/15/2014 ^ | 52 | ||||||
500 | 9.63%, 11/15/2016 Ώ | 535 | ||||||
220 | Humana, Inc. 7.20%, 06/15/2018 | 246 | ||||||
Tenet Healthcare Corp. | ||||||||
2,855 | 8.88%, 07/01/2019 — 144A | 3,026 | ||||||
1,325 | 9.00%, 05/01/2015 — 144A | 1,401 | ||||||
50 | WellPoint, Inc. 5.88%, 06/15/2017 | 56 | ||||||
Hotels, Restaurants & Leisure — 0.0% ∞ | ||||||||
60 | Inn of the Mountain Gods Resort & Casino 12.00%, 11/15/2010 Џ | 29 | ||||||
MGM Resorts International | ||||||||
25 | 10.38%, 05/15/2014 ^ | 27 | ||||||
60 | 11.13%, 11/15/2017 | 66 | ||||||
Independent Power Producers & Energy Traders — 0.1% | ||||||||
67 | AES Corp. 7.75%, 03/01/2014 | 68 | ||||||
Edison Mission Energy | ||||||||
50 | 7.00%, 05/15/2017 ^ | 32 | ||||||
140 | 7.20%, 05/15/2019 | 86 | ||||||
730 | NRG Energy, Inc. 7.38%, 02/01/2016 ^ | 727 | ||||||
Insurance — 2.6% | ||||||||
3,800 | Chubb Corp. 6.38%, 03/29/2067 * ^ | 3,648 | ||||||
1,450 | Lincoln National Corp. 7.00%, 06/15/2040 | 1,527 | ||||||
MetLife, Inc. | ||||||||
5,595 | 6.40%, 12/15/2036 ^ | 4,924 | ||||||
360 | 6.75%, 06/01/2016 ^ | 407 | ||||||
Metropolitan Life Global Funding I | ||||||||
13,155 | 2.50%, 01/11/2013 — 144A | 13,305 | ||||||
1,525 | 2.88%, 09/17/2012 — 144A | 1,561 | ||||||
6,550 | 5.13%, 04/10/2013 — 144A | 7,085 | ||||||
3,595 | Progressive Corp. 6.70%, 06/15/2037 * | 3,361 | ||||||
2,525 | Teachers Insurance & Annuity Association of America 6.85%, 12/16/2039 — 144A | 2,941 | ||||||
4,795 | Travelers Cos., Inc. 6.25%, 03/15/2037 * | 4,499 | ||||||
Life Sciences Tools & Services — 0.0% ∞ | ||||||||
530 | Bio-Rad Laboratories, Inc. 6.13%, 12/15/2014 | 533 | ||||||
Machinery — 0.0% ∞ | ||||||||
20 | Terex Corp. 7.38%, 01/15/2014 ^ | 20 | ||||||
Media — 2.8% | ||||||||
80 | Cengage Learning Acquisitions, Inc. 10.50%, 01/15/2015 — 144A | 74 | ||||||
5,279 | Comcast Cable Communications Holdings, Inc. 8.38%, 03/15/2013 | 6,114 | ||||||
Comcast Cable Communications LLC | ||||||||
1,800 | 6.75%, 01/30/2011 | 1,856 | ||||||
320 | 8.88%, 05/01/2017 | 401 | ||||||
Comcast Corp. | ||||||||
210 | 5.88%, 02/15/2018 | 234 | ||||||
780 | 6.50%, 01/15/2015 — 01/15/2017 ^ | 895 | ||||||
2,935 | 6.95%, 08/15/2037 | 3,339 | ||||||
965 | 7.05%, 03/15/2033 ^ | 1,114 | ||||||
3,525 | COX Communications, Inc. 8.38%, 03/01/2039 — 144A | 4,792 | ||||||
2,350 | Discovery Communications LLC 3.70%, 06/01/2015 ^ | 2,409 | ||||||
DISH DBS Corp. | ||||||||
115 | 7.00%, 10/01/2013 | 118 | ||||||
4,655 | 7.75%, 05/31/2015 | 4,796 | ||||||
20 | Lamar Media Corp. — Series B 6.63%, 08/15/2015 | 19 | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 20
SCHEDULE OF INVESTMENTS (Continued)
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
Media (continued) | ||||||||
$ | 3,405 | NBC Universal, Inc. 5.15%, 04/30/2020 — 144A | $ | 3,551 | ||||
News America, Inc. | ||||||||
3,000 | 6.20%, 12/15/2034 | 3,160 | ||||||
40 | 6.65%, 11/15/2037 ^ | 45 | ||||||
260 | 7.28%, 06/30/2028 | 291 | ||||||
1,070 | 7.63%, 11/30/2028 | 1,235 | ||||||
360 | Reed Elsevier Capital, Inc. 8.63%, 01/15/2019 | 458 | ||||||
1,675 | TCI Communications, Inc. 7.13%, 02/15/2028 | 1,866 | ||||||
Time Warner Cable, Inc. | ||||||||
450 | 5.85%, 05/01/2017 ^ | 494 | ||||||
4,030 | 6.20%, 07/01/2013 ^ | 4,507 | ||||||
240 | 6.75%, 06/15/2039 ^ | 265 | ||||||
560 | 8.25%, 04/01/2019 | 689 | ||||||
160 | 8.75%, 02/14/2019 ^ | 202 | ||||||
1,910 | Time Warner Cos., Inc. 7.57%, 02/01/2024 | 2,315 | ||||||
180 | Time Warner Entertainment Co., LP 8.38%, 07/15/2033 | 223 | ||||||
510 | Time Warner, Inc. 6.88%, 05/01/2012 | 556 | ||||||
Metals & Mining — 0.4% | ||||||||
560 | Aleris International, Inc. 9.00%, 12/15/2014 Џ | 4 | ||||||
320 | Freeport-McMoRan Copper & Gold, Inc. 8.38%, 04/01/2017 | 352 | ||||||
870 | Rio Tinto Finance USA, Ltd. 6.50%, 07/15/2018 ^ | 992 | ||||||
Steel Dynamics, Inc. | ||||||||
105 | 6.75%, 04/01/2015 | 105 | ||||||
55 | 7.38%, 11/01/2012 | 57 | ||||||
Teck Resources, Ltd. | ||||||||
25 | 9.75%, 05/15/2014 | 30 | ||||||
20 | 10.25%, 05/15/2016 | 24 | ||||||
4,150 | 10.75%, 05/15/2019 ^ | 5,084 | ||||||
Multiline Retail — 0.3% | ||||||||
3,630 | Dollar General Corp. 11.88%, 07/15/2017 Ώ | 4,125 | ||||||
Macy’s Retail Holdings, Inc. | ||||||||
725 | 5.35%, 03/15/2012 | 741 | ||||||
730 | 5.75%, 07/15/2014 ^ | 734 | ||||||
Multi-Utilities — 0.2% | ||||||||
2,735 | CenterPoint Energy, Inc. — Series B 7.25%, 09/01/2010 | 2,756 | ||||||
560 | Dominion Resources, Inc. — Series D 8.88%, 01/15/2019 ^ | 740 | ||||||
Dominion Resources, Inc. | ||||||||
30 | 4.75%, 12/15/2010 | 31 | ||||||
580 | 5.70%, 09/17/2012 | 627 | ||||||
Oil, Gas & Consumable Fuels — 3.9% | ||||||||
320 | Anadarko Finance Co. — Series B 7.50%, 05/01/2031 ^ | 269 | ||||||
1,250 | Anadarko Petroleum Corp. 6.45%, 09/15/2036 ^ | 994 | ||||||
Apache Corp. | ||||||||
240 | 5.25%, 04/15/2013 ^ | 262 | ||||||
950 | 5.63%, 01/15/2017 ^ | 1,070 | ||||||
2,965 | Arch Western Finance LLC 6.75%, 07/01/2013 | 2,972 | ||||||
Canadian Natural Resources, Ltd. | ||||||||
2,000 | 6.25%, 03/15/2038 | 2,186 | ||||||
1,100 | 6.50%, 02/15/2037 | 1,229 | ||||||
3,500 | Cenovus Energy, Inc. 6.75%, 11/15/2039 | 4,018 | ||||||
Chesapeake Energy Corp. | ||||||||
120 | 6.25%, 01/15/2018 ^ | 121 | ||||||
60 | 6.38%, 06/15/2015 ^ | 62 | ||||||
100 | 7.25%, 12/15/2018 ^ | 103 | ||||||
ConocoPhillips | ||||||||
6,045 | 4.60%, 01/15/2015 ^ | 6,604 | ||||||
900 | 6.50%, 02/01/2039 ^ | 1,087 | ||||||
210 | ConocoPhillips Holding Co. 6.95%, 04/15/2029 | 258 | ||||||
Consol Energy, Inc. | ||||||||
2,610 | 8.00%, 04/01/2017 — 144A | 2,695 | ||||||
1,665 | 8.25%, 04/01/2020 — 144A | 1,736 | ||||||
1,425 | Consolidated Natural Gas Co. — Series A 5.00%, 03/01/2014 | 1,544 | ||||||
El Paso Corp. | ||||||||
1,220 | 7.00%, 06/15/2017 ^ | 1,213 | ||||||
19 | 7.80%, 08/01/2031 | 19 | ||||||
El Paso Natural Gas Co. | ||||||||
110 | 8.38%, 06/15/2032 | 129 | ||||||
365 | 8.63%, 01/15/2022 | 435 | ||||||
Hess Corp. | ||||||||
420 | 7.30%, 08/15/2031 | 496 | ||||||
80 | 7.88%, 10/01/2029 | 98 | ||||||
850 | 8.13%, 02/15/2019 ^ | 1,060 | ||||||
Kerr-McGee Corp. | ||||||||
200 | 6.95%, 07/01/2024 | 182 | ||||||
295 | 7.88%, 09/15/2031 ^ | 270 | ||||||
Kinder Morgan Energy Partners, LP | ||||||||
2,550 | 5.30%, 09/15/2020 ^ | 2,637 | ||||||
130 | 5.85%, 09/15/2012 | 139 | ||||||
260 | 6.00%, 02/01/2017 | 283 | ||||||
470 | 6.75%, 03/15/2011 ^ | 487 | ||||||
220 | 6.95%, 01/15/2038 ^ | 234 | ||||||
4,000 | Nexen, Inc. 6.40%, 05/15/2037 ^ | 4,171 | ||||||
45 | Peabody Energy Corp. — Series B 6.88%, 03/15/2013 ^ | 45 | ||||||
1,060 | Pemex Project Funding Master Trust 6.63%, 06/15/2035 ^ | 1,090 | ||||||
Petrobras International Finance Co. | ||||||||
7,340 | 5.75%, 01/20/2020 ^ | 7,392 | ||||||
325 | 5.88%, 03/01/2018 ^ | 334 | ||||||
371 | 6.13%, 10/06/2016 ^ | 394 | ||||||
7,272 | Shell International Finance BV 4.00%, 03/21/2014 | 7,692 | ||||||
Southern Natural Gas Co. | ||||||||
60 | 5.90%, 04/01/2017 — 144A | 64 | ||||||
5 | 8.00%, 03/01/2032 | 6 | ||||||
Tennessee Gas Pipeline Co. | ||||||||
665 | 7.00%, 10/15/2028 | 703 | ||||||
20 | 7.63%, 04/01/2037 | 22 | ||||||
4,200 | Valero Energy Corp. 6.63%, 06/15/2037 ^ | 4,089 | ||||||
622 | Williams Cos., Inc. — Series A 7.50%, 01/15/2031 ^ | 662 | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 21
SCHEDULE OF INVESTMENTS (Continued)
(all amounts except share amounts in thousands)
(Unaudited)
Principal | Value | |||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||
Williams Cos., Inc. | ||||||||
$ | 281 | 7.75%, 06/15/2031 | $ | 302 | ||||
274 | 7.88%, 09/01/2021 | 314 | ||||||
XTO Energy, Inc. | ||||||||
270 | 5.50%, 06/15/2018 ^ | 309 | ||||||
340 | 5.65%, 04/01/2016 | 390 | ||||||
10 | 6.25%, 08/01/2017 | 12 | ||||||
1,760 | 6.75%, 08/01/2037 | 2,267 | ||||||
550 | 7.50%, 04/15/2012 ^ | 612 | ||||||
Paper & Forest Products — 0.3% | ||||||||
3,225 | Georgia-Pacific LLC 8.25%, 05/01/2016 — 144A ^ | 3,439 | ||||||
1,805 | International Paper Co. 7.30%, 11/15/2039 ^ | 1,990 | ||||||
Pharmaceuticals — 0.8% | ||||||||
200 | Abbott Laboratories 5.60%, 11/30/2017 ^ | 232 | ||||||
600 | Bristol-Myers Squibb Co. 6.88%, 08/01/2097 | 741 | ||||||
3,235 | Eli Lilly & Co. 3.55%, 03/06/2012 | 3,373 | ||||||
4,032 | Pfizer, Inc. 5.35%, 03/15/2015 ^ | 4,567 | ||||||
2,330 | Teva Pharmaceutical Finance II BV 3.00%, 06/15/2015 | 2,376 | ||||||
Wyeth | ||||||||
470 | 5.95%, 04/01/2037 | 532 | ||||||
1,580 | 6.00%, 02/15/2036 | 1,775 | ||||||
Real Estate Investment Trusts — 0.0% ∞ | ||||||||
Ventas Realty, LP | ||||||||
30 | 6.50%, 06/01/2016 | 30 | ||||||
10 | 9.00%, 05/01/2012 | 11 | ||||||
Real Estate Management & Development — 0.0% ∞ | ||||||||
Forest City Enterprises, Inc. | ||||||||
30 | 6.50%, 02/01/2017 | 24 | ||||||
35 | 7.63%, 06/01/2015 | 32 | ||||||
Road & Rail — 0.4% | ||||||||
4,680 | Burlington Northern Santa Fe LLC 5.75%, 05/01/2040 ^ | 4,951 | ||||||
180 | Union Pacific Corp. 5.38%, 05/01/2014 | 198 | ||||||
Tobacco — 0.3% | ||||||||
5,600 | Philip Morris International, Inc. 4.50%, 03/26/2020 ^ | 5,688 | ||||||
Wireless Telecommunication Services — 1.3% | ||||||||
America Movil SAB de CV | ||||||||
220 | 5.63%, 11/15/2017 ^ | 240 | ||||||
625 | 6.38%, 03/01/2035 ^ | 669 | ||||||
14,580 | Cellco Partnership/Verizon Wireless Capital LLC 3.75%, 05/20/2011 ^ | 14,933 | ||||||
3,606 | Cricket Communications, Inc. 7.75%, 05/15/2016 ^ | 3,678 | ||||||
Rogers Communications, Inc. | ||||||||
60 | 6.75%, 03/15/2015 | 70 | ||||||
80 | 6.80%, 08/15/2018 | 95 | ||||||
890 | 7.50%, 03/15/2015 | 1,062 | ||||||
500 | Vodafone Group PLC 5.00%, 09/15/2015 | 540 | ||||||
Total Corporate Debt Securities (cost $520,574) | 538,795 | |||||||
Shares | ||||||||
PREFERRED STOCKS — 0.0% ∞ | ||||||||
Diversified Financial Services — 0.0% ∞ | ||||||||
341 | Ally Financial, Inc. 7.00% — 144A | $ | 265 | |||||
U.S. Government Agency Obligation — 0.0% ∞ | ||||||||
1,300 | Fannie Mae 7.00% | 1 | ||||||
31,175 | Fannie Mae 8.25% * | 11 | ||||||
43,300 | Freddie Mac 8.38% * | 14 | ||||||
Total Preferred Stocks (cost $1,988) | 291 | |||||||
COMMON STOCKS — 0.0% ∞ | ||||||||
Energy Equipment & Services — 0.0% ∞ | ||||||||
323 | SemGroup Corp. — Class A ‡ ^ | 8 | ||||||
Media — 0.0% ∞ | ||||||||
692 | Charter Communications, Inc. ‡ ^ | 25 | ||||||
Total Common Stocks (cost $31) | 33 | |||||||
WARRANT — 0.0% ∞ | ||||||||
United States — 0.0% ∞ | ||||||||
340 | SemGroup Corp. ‡ Ә | 2 | ||||||
Expiration: 11/30/2014 | ||||||||
Exercise Price: $25.00 | 2 | |||||||
Total Warrant (cost $w) | ||||||||
Notional | ||||||||
Amount | ||||||||
PURCHASED SWAPTIONS — 0.7% | ||||||||
Call Swaptions — 0.6% | ||||||||
$ | 109,300 | If exercised, the Series receives 1.15%, and pays floating 3 month LIBOR, European Style Expires 09/03/2010 | 377 | |||||
17,400 | If exercised, the Series receives 3.90%, and pays floating 3 month LIBOR, European Style Expires 11/16/2010 | 1,165 | ||||||
29,900 | If exercised, the Series receives 4.01%, and pays floating 3 month LIBOR, European Style Expires 05/16/2011 | 2,094 | ||||||
11,600 | If exercised, the Series receives 4.39%, and pays floating 3 month LIBOR, European Style Expires 05/08/2012 | 980 | ||||||
46,200 | If exercised, the Series receives 5.2%, and pays floating 3 month LIBOR, European Style Expires 04/28/2015 | 5,027 | ||||||
Put Swaptions- 0.1% | ||||||||
109,300 | If exercised, the Series receives floating 3 month LIBOR, and pays 1.92%, European Style Expires 09/02/2010 | w | ||||||
109,300 | If exercised, the Series receives floating 3 month LIBOR, and pays 1.95%, European Style Expires 09/03/2010 | w | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 22
SCHEDULE OF INVESTMENTS (Continued)
(all amounts except share amounts in thousands)
(Unaudited)
Notional | ||||||||
Amount | Value | |||||||
PURCHASED SWAPTIONS (continued) | ||||||||
Put Swaptions (continued) | ||||||||
$ | 17,400 | If exercised the Series receives floating 3 month LIBOR, and pays 3.90%, European Style Expires 11/16/2010 | $ | 81 | ||||
29,900 | If exercised the Series receives floating 3 month LIBOR, and pays 4.01%, European Style Expires 05/16/2011 | 470 | ||||||
11,600 | If exercised the Series receives floating 3 month LIBOR, and pays 4.39%, European Style Expires 05/08/2012 | 343 | ||||||
46,200 | If exercised the Series receives floating 3 month LIBOR, and pays 5.2%, European Style Expires 04/28/2015 | 2,045 | ||||||
Total Purchased Swaptions (cost $12,874) | 12,582 | |||||||
Principal | ||||||||
CONVERTIBLE BOND - 0.1% | ||||||||
Machinery - 0.1% | ||||||||
1,020 | Navistar International Corp. 3.00%, 10/15/2014 | 1,196 | ||||||
Total Convertible Bond (cost $1,207) | ||||||||
Shares | ||||||||
SECURITIES LENDING COLLATERAL - 8.6% | ||||||||
144,818,795 | State Street Navigator Securities Lending Trust - Prime Portfolio, 0.25% ▲ | 144,819 | ||||||
Total Securities Lending Collateral (cost $144,819) | ||||||||
Principal | ||||||||
REPURCHASE AGREEMENT - 10.8% | ||||||||
$ | 181,466 | State Street Bank & Trust Co. 0.00% ▲, dated 06/30/2010, to be repurchased at $181,466 on 07/01/2010. Collateralized by a U.S. Government Obligation, 2.50%, due 04/30/2015, and with a value of $185,098. | 181,466 | |||||
Total Repurchase Agreement (cost $181,466) | ||||||||
Total Investment Securities (cost $2,218,522) # | 2,227,604 | |||||||
Other Assets and Liabilities — Net | (548,577 | ) | ||||||
Net Assets | $ | 1,679,027 | ||||||
Notional | ||||||||
Amount | ||||||||
WRITTEN-OPTIONS - 0.0% ∞ | ||||||||
Put Options - 0.0% ∞ | ||||||||
$ | (285 | ) | 10-Year U.S. Treasury Note Put Strike $119.50 Expires 08/27/2010 | $ | (111 | ) | ||
Call Options - 0.0% ∞ | ||||||||
(285 | ) | 10-Year U.S. Treasury Note Call Strike $122.50 Expires 08/27/2010 | (396 | ) | ||||
Total Written Options (Premiums: $621) | $ | (507 | ) | |||||
Principal | ||||||||
SECURITIES SOLD SHORT — (10.9%) | ||||||||
Fannie Mae, TBA | ||||||||
(19,000 | ) | 4.50% | $ | (19,620 | ) | |||
(93,988 | ) | 5.00% | (99,427 | ) | ||||
(8,300 | ) | 5.50% | (8,913 | ) | ||||
(36,200 | ) | 6.00% | (39,260 | ) | ||||
Freddie Mac, TBA | ||||||||
(9,600 | ) | 5.50% | (10,271 | ) | ||||
Ginnie Mae, TBA | ||||||||
(5,300 | ) | 5.00% | (5,645 | ) | ||||
Total Securities Sold Short (proceeds $181,247) | $ | (183,136 | ) | |||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 23
SCHEDULE OF INVESTMENTS (Continued)
(all amounts in thousands)
(Unaudited)
Floating Rate | Pay/Receive | Exercise | Expiration | Premiums Paid | ||||||||||||||||||||||||
Description | Index | Floating Rate | Rate | Date | Notional Amount | (Received) | Value | |||||||||||||||||||||
Call — Interest Rate Swap, European Style | 3-month USD LIBOR | Receive | 3.86 | % | 06/02/2011 | $ | (39,200 | ) | $ | (1,524 | ) | $ | (2,374 | ) | ||||||||||||||
Call — Interest Rate Swap, European Style | 3-month USD LIBOR | Receive | 4.05 | 06/18/2012 | (16,500 | ) | (879 | ) | (1,063 | ) | ||||||||||||||||||
Call — Interest Rate Swap, European Style | 3-month USD LIBOR | Receive | 4.14 | 06/15/2012 | (36,000 | ) | (1,917 | ) | (2,492 | ) | ||||||||||||||||||
Call — Interest Rate Swap, European Style | 3-month USD LIBOR | Receive | 4.49 | 12/05/2011 | (19,900 | ) | (1,208 | ) | (1,903 | ) | ||||||||||||||||||
Call — Interest Rate Swap, European Style | 3-month USD LIBOR | Receive | 4.89 | 12/03/2014 | (14,600 | ) | (1,085 | ) | (1,375 | ) | ||||||||||||||||||
Call — Interest Rate Swap, European Style | 3-month USD LIBOR | Receive | 4.90 | 03/04/2013 | (24,700 | ) | (1,470 | ) | (2,629 | ) | ||||||||||||||||||
Call — Interest Rate Swap, European Style | 3-month USD LIBOR | Receive | 4.92 | 03/05/2013 | (17,000 | ) | (996 | ) | (1,835 | ) | ||||||||||||||||||
Put — Interest Rate Swap, European Style | 3-month USD LIBOR | Pay | 2.10 | 12/02/2010 | (73,400 | ) | (147 | ) | (29 | ) | ||||||||||||||||||
Put — Interest Rate Swap, European Style | 3-month USD LIBOR | Pay | 3.86 | 06/02/2011 | (39,200 | ) | (1,525 | ) | (788 | ) | ||||||||||||||||||
Put — Interest Rate Swap, European Style | 3-month USD LIBOR | Pay | 4.05 | 06/18/2012 | (16,500 | ) | (879 | ) | (664 | ) | ||||||||||||||||||
Put — Interest Rate Swap, European Style | 3-month USD LIBOR | Pay | 4.14 | 06/15/2012 | (36,000 | ) | (1,916 | ) | (1,355 | ) | ||||||||||||||||||
Put — Interest Rate Swap, European Style | 3-month USD LIBOR | Pay | 4.49 | 12/05/2011 | (19,900 | ) | (1,208 | ) | (384 | ) | ||||||||||||||||||
Put — Interest Rate Swap, European Style | 3-month USD LIBOR | Pay | 4.89 | 12/03/2014 | (14,600 | ) | (1,085 | ) | (712 | ) | ||||||||||||||||||
Put — Interest Rate Swap, European Style | 3-month USD LIBOR | Pay | 4.90 | 03/04/2013 | (24,700 | ) | (1,470 | ) | (795 | ) | ||||||||||||||||||
Put — Interest Rate Swap, European Style | 3-month USD LIBOR | Pay | 4.92 | 03/05/2013 | (17,000 | ) | (996 | ) | (539 | ) | ||||||||||||||||||
$ | (18,305 | ) | $ | (18,937 | ) | |||||||||||||||||||||||
Implied | ||||||||||||||||||||||||||||||||||||
Fixed | Credit | Unrealized | ||||||||||||||||||||||||||||||||||
Deal Pay | Maturity | Spread at | Notional | Premiums Paid | Appreciation | |||||||||||||||||||||||||||||||
Reference Obligation | Rate | Date | Counterparty | 06/30/2010 (3) | Amount (4) | Market Value | (Received) | (Depreciation) | ||||||||||||||||||||||||||||
Macy’s Retail Holdings, Inc., 7.45%, 07/15/2017 * | 8.00 | % | 06/20/2012 | MYC | 1.16 | $ | 725 | $ | (97 | ) | $ | — | $ | (97 | ) | |||||||||||||||||||||
Macy’s Retail Holdings, Inc., 7.45%, 07/15/2017 | 1.00 | 09/20/2014 | MYC | 1.78 | 730 | 23 | 30 | (7 | ) | |||||||||||||||||||||||||||
Nova Chemicals Corp., 4.54%, 11/15/2013 | 5.00 | 03/20/2012 | CBK | 3.89 | 230 | (4 | ) | (2 | ) | (2 | ) | |||||||||||||||||||||||||
Nova Chemicals Corp., 4.54%, 11/15/2013 | 5.00 | 12/20/2013 | GSB | 5.10 | 1,400 | 4 | 19 | (15 | ) | |||||||||||||||||||||||||||
Seagate Technology HDD Holdings, 6.88%, 10/01/2016 * | 5.00 | 06/20/2014 | MYC | 2.76 | 1,905 | (156 | ) | (188 | ) | 32 | ||||||||||||||||||||||||||
$ | (230 | ) | $ | (141 | ) | $ | (89 | ) | ||||||||||||||||||||||||||||
Implied | ||||||||||||||||||||||||||||||||
Credit | ||||||||||||||||||||||||||||||||
Fixed Deal | Maturity | Spread at | Notional | Premiums Paid | Unrealized | |||||||||||||||||||||||||||
Reference Obligation | Receive Rate | Date | Counterparty | 06/30/2010 (3) | Amount (4) | Market Value | (Received) | (Depreciation) | ||||||||||||||||||||||||
CDX.NA.HY.14 5 Year Index | 5.00 | % | 06/20/2015 | CBK | 6.51 | $ | 11,300 | $ | (653 | ) | $ | (607 | ) | $ | (46 | ) | ||||||||||||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 24
SCHEDULE OF INVESTMENTS (Continued)
(all amounts in thousands)
(Unaudited)
Unrealized | ||||||||||||||||||||||||||||
Maturity | Notional | Market | Premiums Paid | Appreciation | ||||||||||||||||||||||||
Floating Rate Index | Fixed Rate | Date | Counterparty | Amount | Value | (Received) | (Depreciation) | |||||||||||||||||||||
3-month USD-LIBOR | 1.14 | % | 03/22/2012 | DUB | $ | 64,300 | $ | (267 | ) | $ | — | $ | (267 | ) | ||||||||||||||
3-month USD-LIBOR | 1.21 | 04/29/2012 | GSB | 100,000 | (530 | ) | — | (530 | ) | |||||||||||||||||||
3-month USD-LIBOR | 1.21 | 05/06/2012 | GSB | 38,800 | (201 | ) | — | (201 | ) | |||||||||||||||||||
3-month USD-LIBOR | 1.29 | 05/28/2012 | MYC | 2,900 | (18 | ) | — | (18 | ) | |||||||||||||||||||
3-month USD-LIBOR | 2.38 | 05/21/2015 | MYC | 80,700 | (1,364 | ) | — | (1,364 | ) | |||||||||||||||||||
3-month USD-LIBOR | 2.36 | 06/08/2015 | CBK | 25,400 | (388 | ) | — | (388 | ) | |||||||||||||||||||
3-month USD-LIBOR | 2.22 | 06/24/2015 | GSB | 34,000 | (272 | ) | — | (272 | ) | |||||||||||||||||||
3-month USD-LIBOR | 2.23 | 06/25/2015 | DUB | 119,200 | (977 | ) | — | (977 | ) | |||||||||||||||||||
3-month USD-LIBOR | 3.88 | 04/07/2020 | GSB | 16,900 | (1,310 | ) | — | (1,310 | ) | |||||||||||||||||||
3-month USD-LIBOR | 3.40 | 04/12/2020 | DUB | 20,500 | (739 | ) | 829 | (1,568 | ) | |||||||||||||||||||
3-month USD-LIBOR | 4.88 | 05/06/2020 | DUB | 35,600 | (5,836 | ) | (1,591 | ) | (4,245 | ) | ||||||||||||||||||
3-month USD-LIBOR | 3.48 | 05/11/2020 | DUB | 22,200 | (934 | ) | — | (934 | ) | |||||||||||||||||||
3-month USD-LIBOR | 3.39 | 05/11/2020 | DUB | 44,500 | (1,527 | ) | — | (1,527 | ) | |||||||||||||||||||
3-month USD-LIBOR | 3.60 | 05/26/2020 | MYC | 18,800 | (982 | ) | (226 | ) | (756 | ) | ||||||||||||||||||
3-month USD-LIBOR | 3.60 | 05/26/2020 | MYC | 30,300 | (1,582 | ) | (354 | ) | (1,228 | ) | ||||||||||||||||||
3-month USD-LIBOR | 3.28 | 05/26/2020 | DUB | 11,500 | (276 | ) | — | (276 | ) | |||||||||||||||||||
3-month USD-LIBOR | 4.35 | 06/07/2020 | DUB | 35,000 | (4,125 | ) | (1,785 | ) | (2,340 | ) | ||||||||||||||||||
3-month USD-LIBOR | 4.31 | 06/07/2020 | CBK | 25,000 | (2,859 | ) | (1,275 | ) | (1,584 | ) | ||||||||||||||||||
3-month USD-LIBOR | 3.36 | 06/08/2020 | MYC | 5,900 | (181 | ) | — | (181 | ) | |||||||||||||||||||
3-month USD-LIBOR | 4.80 | 06/15/2020 | CBK | 25,200 | (3,970 | ) | (1,316 | ) | (2,654 | ) | ||||||||||||||||||
3-month USD-LIBOR | 4.35 | 07/31/2039 | MYC | 3,000 | (356 | ) | — | (356 | ) | |||||||||||||||||||
$ | (28,694 | ) | $ | (5,718 | ) | $ | (22,976 | ) | ||||||||||||||||||||
INTEREST RATE SWAP AGREEMENTS — PAYABLE: | ||||||||||||||||||||||||||||
Unrealized | ||||||||||||||||||||||||||||
Maturity | Notional | Market | Premiums Paid | Appreciation | ||||||||||||||||||||||||
Floating Rate Index | Fixed Rate | Date | Counterparty | Amount | Value | (Received) | (Depreciation) | |||||||||||||||||||||
3-month USD-LIBOR | 1.21 | % | 05/05/2012 | CBK | $ | 146,000 | $ | 746 | $ | — | $ | 746 | ||||||||||||||||
3-month USD-LIBOR | 1.72 | 06/07/2013 | MYC | 45,500 | 524 | — | 524 | |||||||||||||||||||||
3-month USD-LIBOR | 2.69 | 02/16/2015 | MYC | 16,500 | 549 | — | 549 | |||||||||||||||||||||
3-month USD-LIBOR | 2.67 | 04/15/2015 | GSB | 46,000 | 1,450 | — | 1,450 | |||||||||||||||||||||
3-month USD-LIBOR | 2.46 | 05/20/2015 | DUB | 11,700 | 241 | — | 241 | |||||||||||||||||||||
3-month USD-LIBOR | 2.23 | 05/25/2015 | DUB | 109,900 | 1,025 | — | 1,025 | |||||||||||||||||||||
3-month USD-LIBOR | 2.34 | 06/14/2015 | DUB | 89,500 | 1,239 | — | 1,239 | |||||||||||||||||||||
3-month USD-LIBOR | 2.39 | 06/15/2015 | DUB | 35,400 | 574 | — | 574 | |||||||||||||||||||||
3-month USD-LIBOR | 2.31 | 06/21/2015 | UAG | 100,000 | 1,245 | — | 1,245 | |||||||||||||||||||||
3-month USD-LIBOR | 3.75 | 04/30/2020 | CBK | 12,400 | 819 | — | 819 | |||||||||||||||||||||
3-month USD-LIBOR | 3.73 | 05/05/2020 | MYC | 53,000 | 3,371 | — | 3,371 | |||||||||||||||||||||
3-month USD-LIBOR | 3.64 | 05/05/2020 | MYC | 11,700 | 660 | — | 660 | |||||||||||||||||||||
3-month USD-LIBOR | 3.57 | 05/07/2020 | GSB | 17,200 | 866 | — | 866 | |||||||||||||||||||||
3-month USD-LIBOR | 3.39 | 06/01/2020 | GSB | 3,400 | 114 | — | 114 | |||||||||||||||||||||
3-month USD-LIBOR | 3.43 | 06/04/2020 | MYC | 9,100 | 337 | — | 337 | |||||||||||||||||||||
3-month USD-LIBOR | 3.34 | 06/14/2020 | MYC | 11,000 | 320 | — | 320 | |||||||||||||||||||||
3-month USD-LIBOR | 3.31 | 06/21/2020 | GSB | 50,000 | 1,332 | — | 1,332 | |||||||||||||||||||||
3-month USD-LIBOR | 3.26 | 06/22/2020 | MYC | 3,600 | 77 | — | 77 | |||||||||||||||||||||
3-month USD-LIBOR | 3.06 | 07/01/2020 | MYC | 5,200 | 18 | — | 18 | |||||||||||||||||||||
3-month USD-LIBOR | 3.05 | 07/01/2020 | MYC | 15,000 | 44 | — | 44 | |||||||||||||||||||||
3-month USD-LIBOR | 4.39 | 05/04/2040 | DUB | 15,900 | 2,016 | — | 2,016 | |||||||||||||||||||||
U.S. CPI Urban Consumers NAS | 2.62 | 05/18/2020 | MYC | 35,600 | 846 | — | 846 | |||||||||||||||||||||
U.S. CPI Urban Consumers NAS | 2.52 | 05/21/2020 | DUB | 21,200 | 240 | — | 240 | |||||||||||||||||||||
$ | 18,653 | $ | — | $ | 18,653 | |||||||||||||||||||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 25
SCHEDULE OF INVESTMENTS (Continued)
(all amounts in thousands)
(Unaudited)
Net Unrealized | ||||||||||||||||
Appreciation | ||||||||||||||||
Description | Type | Contracts ┌ | Expiration Date | (Depreciation) | ||||||||||||
10-Year U.S. Treasury Note | Short | (113 | ) | 09/21/2010 | $ | (6 | ) | |||||||||
2-Year U.S. Treasury Note | Long | 63 | 09/30/2010 | 11 | ||||||||||||
30-Year U.S. Treasury Bond | Long | 573 | 09/21/2010 | 1,806 | ||||||||||||
5-Year U.S. Treasury Note | Short | (461 | ) | 09/30/2010 | (282 | ) | ||||||||||
Euro-Schatz | Short | (624 | ) | 09/30/2010 | 56 | |||||||||||
Ultra Long U.S. Treasury Bond | Long | 262 | 09/21/2010 | 1,646 | ||||||||||||
$ | 3,231 | |||||||||||||||
Amount in U.S. | Net Unrealized | |||||||||||||||
Settlement | Dollars Bought | Appreciation | ||||||||||||||
Currency | Bought (Sold) | Date | (Sold) | (Depreciation) | ||||||||||||
Euro | (4,065 | ) | 07/14/2010 | $ | (5,102 | ) | $ | 130 | ||||||||
Euro | 112 | 07/14/2010 | 138 | (1 | ) | |||||||||||
Euro | 725 | 07/14/2010 | 884 | 2 | ||||||||||||
Euro | (13,835 | ) | 08/16/2010 | (16,928 | ) | 6 | ||||||||||
Euro | 7,015 | 08/16/2010 | 8,611 | (31 | ) | |||||||||||
Euro | 13,995 | 08/16/2010 | 16,901 | 217 | ||||||||||||
Euro | 7,015 | 08/16/2010 | 8,662 | (82 | ) | |||||||||||
Pound Sterling | (2,231 | ) | 07/28/2010 | (3,451 | ) | 119 | ||||||||||
$ | 360 | |||||||||||||||
^ | All or a portion of this security is on loan. The value of all securities on loan is $141,842. | |
w | Value and/or principal is less than $1. | |
* | Floating or variable rate note. Rate is listed as of 06/30/2010. | |
Y | All or a portion of this security is segregated as collateral at the broker to cover margin requirements for open swaps contracts and/or for swaptions. The value of these securities at 06/30/2010 is $26,840. | |
€ | Securities with an aggregate market value of $9,233 have been pledged as collateral with the custodian to cover margin requirements for open swap contracts. | |
£ | Cash, in the amount of $3,559, is being held at the broker to cover margin requirements for open futures contracts | |
Ә | Security fair valued as determined in good faith in accordance with procedures established by the Board of Trustees. These securities had a total market value of $253, or 0.02% of the portfolio’s net assets. | |
Ώ | Payment in-kind. Securities pay interest or dividends in the form of additional bonds or preferred stock. | |
IO | Interest Only. | |
Ž | The security has a perpetual maturity. The date shown is the next call date. | |
Џ | In default. | |
∞ | Percentage rounds to less than 0.1%. | |
▲ | Rate shown reflects the yield at 06/30/2010. | |
‡ | Non-income producing security. | |
┌ | Contract amounts are not in thousands. | |
# | Aggregate cost for federal income tax purposes is $2,218,522. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $63,335 and $54,253, respectively. Net unrealized appreciation for tax purposes is $9,082. | |
± | Restricted security. At 06/30/2010, the portfolio owned the following securities (representing 0.75% of net assets) which were restricted as to public resale. |
Description | Date of Acquisition | Principal | Cost | Value | Price* | |||||||||||||||
Russian Federation | 05/09/2005 | $ | 7,480 | $ | 8,407 | $ | 8,432 | $ | 1.13 | |||||||||||
Nomura Asset Acceptance Corp. | 06/11/2009 | 144 | 121 | 142 | 0.99 | |||||||||||||||
Credit Suisse Mortgage Capital Certificates | 07/06/2006 | 181 | 181 | 153 | 0.85 | |||||||||||||||
Globaldrive BV | 11/02/2009 | 2,888 | 4,318 | 3,585 | 1.24 | |||||||||||||||
TNK-BP Finance SA | 05/22/2007 | 108 | 112 | 112 | 1.04 | |||||||||||||||
TNK-BP Finance SA | 07/13/2006 | 170 | 175 | 176 | 1.04 | |||||||||||||||
* | Price not rounded to thousands. | |
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 26
SCHEDULE OF INVESTMENTS (Continued)
(all amounts in thousands)
(Unaudited)
(1) | If the portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the portfolio will either (a) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (b) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | |
(2) | If the portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the portfolio will either (a) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (b) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | |
(3) | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues or sovereign issues of an emerging country as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. A credit spread identified as “Defaulted” indicates a credit event has occurred for the referenced entity or obligation. | |
(4) | The maximum potential amount the portfolio could be required to make as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
144A | 144A Securities are registered pursuant to Rule 144A of the Securities Act of 1933. These securities are deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At 06/30/2010, these securities aggregated $171,390, or 10.21%, of the portfolio’s net assets. | |
BPS | Basis points | |
CBK | Citibank N.A. | |
CDX | A series of indices that track North American and emerging market credit derivative indices. | |
CPI | Consumer Price Index | |
DUB | Deutsche Bank AG | |
EUR | Euro | |
GBP | Pound Sterling | |
GSB | Goldman Sachs Bank USA | |
IO | Interest Only | |
LB | Lehman Brothers | |
LIBOR | London Interbank Offered Rate | |
MYC | Morgan Stanley Capital Services | |
OJSC | Open Joint Stock Company | |
TBA | To Be Announced | |
UAG | UBS AG |
Investment Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Equities — Consumer Discretionary | $ | 25 | $ | — | $ | — | $ | 25 | ||||||||
Equities — Energy | 8 | 2 | — | 10 | ||||||||||||
Equities — Financials | 265 | — | — | 265 | ||||||||||||
Equities — U.S. Government Agency Obligation | 26 | — | — | 26 | ||||||||||||
Fixed Income — Asset-Backed Security | — | 117,135 | — | 117,135 | ||||||||||||
Fixed Income — Consumer Discretionary | — | 47,715 | — | 47,715 | ||||||||||||
Fixed Income — Consumer Staples | — | 22,567 | — | 22,567 | ||||||||||||
Fixed Income — Energy | — | 70,596 | — | 70,596 | ||||||||||||
Fixed Income — Financials | — | 261,861 | — | 261,861 | ||||||||||||
Fixed Income — Foreign Government Obligation | — | 75,305 | — | 75,305 | ||||||||||||
Fixed Income — Health Care | — | 26,850 | — | 26,850 | ||||||||||||
Fixed Income — Industrials | — | 11,133 | — | 11,133 | ||||||||||||
Fixed Income — Information Technology | — | 3,323 | — | 3,323 | ||||||||||||
Fixed Income — Materials | — | 27,106 | — | 27,106 | ||||||||||||
Fixed Income — Mortgage-Backed Security | — | 320,101 | — | 320,101 | ||||||||||||
Fixed Income — Municipal Government Obligation | — | 34,967 | — | 34,967 | ||||||||||||
Fixed Income — Telecommunication Services | — | 75,248 | — | 75,248 | ||||||||||||
Fixed Income — U.S. Government Agency Obligation | — | 742,827 | — | 742,827 | ||||||||||||
Fixed Income — U.S. Government Obligation | — | 39,733 | — | 39,733 | ||||||||||||
Fixed Income — Utilities | — | 11,944 | — | 11,944 | ||||||||||||
Cash & Cash Equivalent — Repurchase Agreement | — | 181,466 | — | 181,466 | ||||||||||||
Cash & Cash Equivalent — Securities Lending Collateral | 144,819 | — | — | 144,819 | ||||||||||||
Purchased Swaptions | — | 12,582 | — | 12,582 | ||||||||||||
Total | $ | 145,143 | $ | 2,082,461 | $ | — | $ | 2,227,604 | ||||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 27
SCHEDULE OF INVESTMENTS (Continued)
(all amounts in thousands)
(Unaudited)
Other Financial Instruments* | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Credit Default Swap — Appreciation | $ | — | $ | 32 | $ | — | $ | 32 | ||||||||
Credit Default Swap — Depreciation | — | (167 | ) | — | (167 | ) | ||||||||||
Interest Rate Swap — Appreciation | — | 18,653 | — | 18,653 | ||||||||||||
Interest Rate Swap — Depreciation | — | (22,976 | ) | — | (22,976 | ) | ||||||||||
Forward Foreign Currency Contracts — Appreciation | — | 474 | — | 474 | ||||||||||||
Forward Foreign Currency Contracts — Depreciation | — | (114 | ) | — | (114 | ) | ||||||||||
Futures Contracts — Appreciation | — | 3,519 | — | 3,519 | ||||||||||||
Futures Contracts — Depreciation | — | (288 | ) | — | (288 | ) | ||||||||||
Total | $ | — | $ | (867 | ) | $ | — | $ | (867 | ) | ||||||
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Written Swaption | $ | — | $ | (18,937 | ) | $ | — | $ | (18,937 | ) | ||||||
Written Option | — | (507 | ) | — | (507 | ) | ||||||||||
Total | $ | — | $ | (19,444 | ) | $ | — | $ | (19,444 | ) | ||||||
Securities Sold Short | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Fixed Income — U.S. Government Agency Obligation | $ | — | $ | (183,136 | ) | $ | — | $ | (183,136 | ) | ||||||
Beginning | Net Transfers | Ending | ||||||||||||||||||||||||||
Balance at | Net | Accrued | Total Realized | Change in Unrealized | In/(Out) of | Balance at | ||||||||||||||||||||||
Securities | 12/31/2009 | Purchases/(Sales) | Discounts/(Premiums) | Gain/(Loss) | Appreciation/(Depreciation) | Level 3 | 06/30/2010 | |||||||||||||||||||||
Fixed Income - Asset-Backed Security | $ | 4,957 | $ | (713 | ) | $ | — | $ | (94 | ) | $ | (565 | ) | $ | (3,585 | ) | $ | — | ||||||||||
* | Other financial instruments are derivative instruments including, but not limited to, Futures Contracts, Forward Foreign Currency Contracts, and Swap Contracts that are valued at unrealized appreciation (depreciation) on the instrument. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 28
SCHEDULE OF INVESTMENTS
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
ASSET-BACKED SECURITIES — 0.1% | ||||||||
$ | 393 | AES Eastern Energy, LP Series 99-A, Class A 9.00%, 01/02/2017 | $ | 405 | ||||
331 | Continental Airlines Pass-Through Trust Series 2001-1, Class C 7.03%, 06/15/2011 | 330 | ||||||
Total Asset-Backed Securities (cost $720) | 735 | |||||||
PREFERRED CORPORATE DEBT SECURITY — 0.0% ¥ | ||||||||
Hotels, Restaurants & Leisure — 0.0% ¥ | ||||||||
3,827 | Fontainebleau Resorts 12.50%, 06/30/2012 — 144A Ə Џ § ± W | t | ||||||
Total Preferred Corporate Debt Security (cost $3,759) | ||||||||
CORPORATE DEBT SECURITIES — 89.9% | ||||||||
Aerospace & Defense — 0.1% | ||||||||
480 | Hawker Beechcraft Acquisition Co., LLC 8.50%, 04/01/2015 | 385 | ||||||
Airlines — 0.0% ¥ | ||||||||
500 | Delta Air Lines, Inc. — (Escrow Certificates) 7.90%, 12/15/2049 | 11 | ||||||
235 | United Air Lines, Inc. 9.88%, 08/01/2013 — 144A | 241 | ||||||
Auto Components — 2.1% | ||||||||
450 | Affinia Group Holdings, Inc. 10.75%, 08/15/2016 — 144A | 491 | ||||||
735 | Allison Transmission, Inc. 11.00%, 11/01/2015 — 144A | 770 | ||||||
4,583 | 11.25%, 11/01/2015 — 144A W | 4,823 | ||||||
395 | American Axle & Manufacturing Holdings, Inc. 5.25%, 02/11/2014 | 332 | ||||||
1,175 | 7.88%, 03/01/2017 | 1,019 | ||||||
2,130 | 9.25%, 01/15/2017 — 144A | 2,194 | ||||||
2,225 | Goodyear Tire & Rubber Co. 10.50%, 05/15/2016 | 2,420 | ||||||
450 | Lear Corp. 7.88%, 03/15/2018 | 451 | ||||||
555 | 8.13%, 03/15/2020 | 556 | ||||||
Automobiles — 0.0% ¥ | ||||||||
120 | Ford Motor Co. 7.45%, 07/16/2031 | 108 | ||||||
Biotechnology — 0.1% | ||||||||
450 | Talecris Biotherapeutics Holdings Corp. 7.75%, 11/15/2016 — 144A | 479 | ||||||
Building Products — 0.5% | ||||||||
1,610 | Goodman Global, Inc. 13.50%, 02/15/2016 | 1,771 | ||||||
650 | Masco Corp. 7.13%, 03/15/2020 | 631 | ||||||
885 | Ply Gem Industries, Inc. 11.75%, 06/15/2013 | 925 | ||||||
Chemicals — 2.8% | ||||||||
1,380 | Ashland, Inc. 9.13%, 06/01/2017 | 1,511 | ||||||
2,180 | CF Industries Holdings, Inc. 6.88%, 05/01/2018 | 2,218 | ||||||
1,625 | 7.13%, 05/01/2020 | 1,666 | ||||||
2,570 | Ineos Group Holdings PLC 8.50%, 02/15/2016 — 144A | 2,005 | ||||||
3,335 | LBI Escrow Corp. 8.00%, 11/01/2017 — 144A | 3,434 | ||||||
1,445 | Nalco Co. 8.25%, 05/15/2017 | 1,496 | ||||||
1,390 | Nova Chemicals Corp. 8.38%, 11/01/2016 | 1,383 | ||||||
2,320 | Reichhold Industries, Inc. 9.00%, 08/15/2014 — 144A § ± | 2,042 | ||||||
460 | Scotts Miracle-Gro Co. 7.25%, 01/15/2018 | 464 | ||||||
1,225 | Solutia, Inc. 8.75%, 11/01/2017 | 1,274 | ||||||
Commercial Services & Supplies — 2.0% | ||||||||
1,890 | ACCO Brands Corp. 7.63%, 08/15/2015 | 1,739 | ||||||
1,610 | 10.63%, 03/15/2015 | 1,746 | ||||||
1,470 | Avis Budget Car Rental LLC 9.63%, 03/15/2018 — 144A | 1,485 | ||||||
475 | Casella Waste Systems, Inc. 11.00%, 07/15/2014 — 144A | 513 | ||||||
595 | Hertz Corp. 8.88%, 01/01/2014 | 602 | ||||||
580 | Interface, Inc. 11.38%, 11/01/2013 | 650 | ||||||
139 | Interface, Inc. — Series B 9.50%, 02/01/2014 | 143 | ||||||
235 | KAR Auction Services, Inc. 8.75%, 05/01/2014 | 236 | ||||||
550 | Koppers, Inc. 7.88%, 12/01/2019 | 556 | ||||||
870 | RBS Global, Inc. 11.75%, 08/01/2016 | 907 | ||||||
775 | Servicemaster Co. 10.75%, 07/15/2015 — 144A W | 802 | ||||||
1,680 | Trans Union LLC 11.38%, 06/15/2018 — 144A | 1,739 | ||||||
520 | United Rentals North America, Inc. 7.75%, 11/15/2013 | 506 | ||||||
719 | Viant Holdings, Inc. 10.13%, 07/15/2017 — 144A § ± | 732 | ||||||
560 | Waste Services, Inc. 9.50%, 04/15/2014 — 144A | 574 | ||||||
Communications Equipment — 0.2% | ||||||||
565 | Brocade Communications Systems, Inc. 6.63%, 01/15/2018 — 144A | 561 | ||||||
565 | 6.88%, 01/15/2020 — 144A | 561 | ||||||
Construction & Engineering — 0.3% | ||||||||
1,835 | Esco Corp. 8.63%, 12/15/2013 — 144A | 1,821 | ||||||
Construction Materials — 0.1% | ||||||||
2,145 | RathGibson, Inc. 11.25%, 02/15/2014 Џ | 32 | ||||||
830 | Texas Industries, Inc. 7.25%, 07/15/2013 | 803 | ||||||
Containers & Packaging — 0.5% | ||||||||
1,140 | BWAY Holding Co. 10.00%, 06/15/2018 — 144A | 1,188 | ||||||
1,055 | Intertape Polymer U.S., Inc. 8.50%, 08/01/2014 | 855 | ||||||
1,145 | Solo Cup Corp. 10.50%, 11/01/2013 | 1,184 | ||||||
Distributors — 0.3% | ||||||||
1,760 | McJunkin Red Man Corp. 9.50%, 12/15/2016 — 144A | 1,707 | ||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 29
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
Diversified Consumer Services — 4.0% | ||||||||
$ | 2,360 | Amsted Industries, Inc. 8.13%, 03/15/2018 — 144A | $ | 2,354 | ||||
2,475 | Education Management LLC 8.75%, 06/01/2014 | 2,469 | ||||||
1,095 | 10.25%, 06/01/2016 | 1,139 | ||||||
3,510 | Express LLC 8.75%, 03/01/2018 — 144A | 3,571 | ||||||
5,980 | Laureate Education, Inc. 10.00%, 08/15/2015 — 144A | 5,950 | ||||||
7,383 | 10.25%, 08/15/2015 — 144A W | 7,530 | ||||||
2,070 | 11.75%, 08/15/2017 — 144A | 2,122 | ||||||
Diversified Financial Services — 8.3% | ||||||||
1,300 | Ally Financial, Inc. 7.00%, 02/01/2012 | 1,308 | ||||||
1,700 | 8.00%, 12/31/2018 | 1,564 | ||||||
2,130 | 8.00%, 11/01/2031 | 1,965 | ||||||
4,655 | 8.30%, 02/12/2015 — 144A | 4,712 | ||||||
3,095 | Buffalo Thunder Development Authority 9.38%, 12/15/2014 — 144A Џ | 557 | ||||||
1,215 | CCM Merger, Inc. 8.00%, 08/01/2013 — 144A | 1,112 | ||||||
2,290 | Ceva Group PLC 11.50%, 04/01/2018 — 144A | 2,324 | ||||||
1,715 | 11.63%, 10/01/2016 — 144A | 1,771 | ||||||
935 | Chukchansi Economic Development Authority 4.12%, 11/15/2012 — 144A * § ± | 617 | ||||||
2,805 | CIT Group, Inc. 7.00%, 05/01/2017 | 2,525 | ||||||
1,140 | 7.00%, 05/01/2014 | 1,074 | ||||||
550 | Escrow NCS Acquisition 10.00%, 02/15/2009 Ə | 82 | ||||||
2,490 | Ford Motor Credit Co., LLC 7.50%, 08/01/2012 | 2,546 | ||||||
4,675 | 8.00%, 12/15/2016 | 4,780 | ||||||
2,175 | 8.13%, 01/15/2020 | 2,220 | ||||||
1,150 | 12.00%, 05/15/2015 | 1,331 | ||||||
450 | Fresenius U.S. Finance II, Inc. 9.00%, 07/15/2015 — 144A | 488 | ||||||
2,000 | Ineos Finance PLC 9.00%, 05/15/2015 — 144A | 1,995 | ||||||
1,725 | MCE Finance, Ltd. 10.25%, 05/15/2018 — 144A | 1,792 | ||||||
710 | Midwest Gaming Borrower LLC 11.63%, 04/15/2016 — 144A § ± | 698 | ||||||
1,790 | MU Finance PLC 8.38%, 02/01/2017 — 144A | 1,716 | ||||||
255 | Petroplus Finance, Ltd. 6.75%, 05/01/2014 — 144A | 222 | ||||||
1,645 | 7.00%, 05/01/2017 — 144A | 1,341 | ||||||
2,250 | 9.38%, 09/15/2019 — 144A | 1,935 | ||||||
1,590 | Pinnacle Foods Finance LLC 9.25%, 04/01/2015 — 144A | 1,622 | ||||||
235 | 9.25%, 04/01/2015 | 240 | ||||||
2,690 | Reynolds Group Issuer, Inc. 8.50%, 05/15/2018 — 144A | 2,640 | ||||||
2,325 | SSI Investments II 11.13%, 06/01/2018 — 144A | 2,360 | ||||||
2,665 | Universal City Development Partners, Ltd. 8.88%, 11/15/2015 — 144A | 2,678 | ||||||
1,790 | 10.88%, 11/15/2016 — 144A | 1,826 | ||||||
Diversified Telecommunication Services — 9.4% | ||||||||
545 | Allbritton Communications Co. 8.00%, 05/15/2018 — 144A | 540 | ||||||
3,200 | Avaya, Inc. 9.75%, 11/01/2015 | 3,000 | ||||||
4,351 | 10.13%, 11/01/2015 W | 4,069 | ||||||
3,955 | Clearwire Communications LLC 12.00%, 12/01/2015 — 144A | 3,940 | ||||||
965 | Digicel, Ltd. 8.25%, 09/01/2017 — 144A | 955 | ||||||
1,825 | Intelsat Corp. 9.25%, 08/15/2014-06/15/2016 | 1,884 | ||||||
3,616 | Intelsat Jackson Holdings SA 9.50%, 06/15/2016 | 3,797 | ||||||
5,550 | 11.25%, 06/15/2016 | 5,910 | ||||||
570 | 11.50%, 06/15/2016 | 604 | ||||||
335 | Lamar Media Corp. 7.88%, 04/15/2018 — 144A | 334 | ||||||
338 | Muzak LLC 15.00%, 07/31/2014 W | 289 | ||||||
1,365 | Qwest Communications International, Inc. — Series B 7.50%, 02/15/2014 | 1,368 | ||||||
3,050 | Sprint Capital Corp. 6.88%, 11/15/2028 | 2,532 | �� | |||||
4,165 | 6.90%, 05/01/2019 | 3,769 | ||||||
6,620 | Telesat Canada 11.00%, 11/01/2015 | 7,149 | ||||||
3,375 | 12.50%, 11/01/2017 | 3,780 | ||||||
3,475 | Virgin Media Finance PLC 9.13%, 08/15/2016 | 3,597 | ||||||
1,700 | 9.50%, 08/15/2016 | 1,796 | ||||||
3,625 | West Corp. 9.50%, 10/15/2014 | 3,643 | ||||||
2,680 | Wind Acquisition Finance SA 11.75%, 07/15/2017 — 144A | 2,747 | ||||||
3,565 | Windstream Corp. 7.88%, 11/01/2017 | 3,480 | ||||||
Electric Utilities — 0.5% | ||||||||
1,520 | Calpine Construction Finance Co., LP 8.00%, 06/01/2016 — 144A | 1,554 | ||||||
1,550 | Dynegy Holdings, Inc. 7.63%, 10/15/2026 | 953 | ||||||
485 | 8.38%, 05/01/2016 | 384 | ||||||
Electronic Equipment & Instruments — 0.5% | ||||||||
1,050 | NXP BV 7.88%, 10/15/2014 | 963 | ||||||
1,980 | 9.50%, 10/15/2015 | 1,658 | ||||||
Energy Equipment & Services — 0.4% | ||||||||
2,885 | El Paso Tennessee Pipeline Co. 7.25%, 12/15/2025 | 2,632 | ||||||
Food Products — 2.4% | ||||||||
1,950 | American Seafoods Group LLC 10.75%, 05/15/2016 — 144A | 2,004 | ||||||
1,265 | ASG Consolidated LLC 15.00%, 05/15/2017 — 144A § ± | 1,142 | ||||||
1,380 | C&S Group Enterprises LLC 8.38%, 05/01/2017 — 144A | 1,339 | ||||||
66 | Dole Food Co., Inc. 0.24%, 08/30/2010 | 66 | ||||||
1,449 | 13.88%, 03/15/2014 | 1,699 | ||||||
2,210 | Michael Foods, Inc. 9.75%, 07/15/2018 — 144A | 2,270 | ||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 30
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
Food Products — (continued) | ||||||||
$ | 1,540 | Smithfield Foods, Inc. 7.75%, 07/01/2017 | $ | 1,471 | ||||
955 | 10.00%, 07/15/2014 — 144A | 1,058 | ||||||
4,230 | U.S. Foodservice 10.75%, 06/30/2015 — 144A | 4,208 | ||||||
Health Care Equipment & Supplies — 3.3% | ||||||||
2,370 | Accellent, Inc. 8.38%, 02/01/2017 — 144A | 2,323 | ||||||
2,035 | 10.50%, 12/01/2013 | 2,004 | ||||||
200 | Biomet, Inc. 10.00%, 10/15/2017 | 215 | ||||||
2,050 | 10.38%, 10/15/2017 W | 2,204 | ||||||
7,065 | 11.63%, 10/15/2017 | 7,647 | ||||||
3,735 | DJO Finance LLC 10.88%, 11/15/2014 | 3,922 | ||||||
220 | Inverness Medical Innovations, Inc. 7.88%, 02/01/2016 | 215 | ||||||
2,270 | 9.00%, 05/15/2016 | 2,276 | ||||||
Health Care Providers & Services — 4.1% | ||||||||
435 | American Renal Holdings 8.38%, 05/15/2018 — 144A | 431 | ||||||
280 | Apria Healthcare Group, Inc. 12.38%, 11/01/2014 — 144A | 299 | ||||||
2,210 | Capella Healthcare, Inc. 9.25%, 07/01/2017 — 144A | 2,232 | ||||||
2,200 | HCA, Inc. 7.25%, 09/15/2020 | 2,211 | ||||||
4,470 | 9.25%, 11/15/2016 | 4,738 | ||||||
1,500 | 9.88%, 02/15/2017 | 1,613 | ||||||
3,485 | Multiplan, Inc. 10.38%, 04/15/2016 — 144A | 3,572 | ||||||
1,930 | National Mentor Holdings, Inc. 11.25%, 07/01/2014 | 1,925 | ||||||
710 | Radiation Therapy Services, Inc. 9.88%, 04/15/2017 — 144A | 682 | ||||||
1,590 | Res-Care, Inc. 7.75%, 10/15/2013 | 1,566 | ||||||
1,815 | Rural/Metro Corp. 12.75%, 03/15/2016 * | 1,913 | ||||||
3,205 | U.S. Oncology, Inc. 9.13%, 08/15/2017 | 3,293 | ||||||
1,775 | 10.75%, 08/15/2014 | 1,819 | ||||||
Hotels, Restaurants & Leisure — 6.0% | ||||||||
126 | Eldorado Casino Shreveport 10.00%, 08/01/2012 Ə | 111 | ||||||
5,645 | Fontainebleau Las Vegas Holdings LLC 10.25%, 06/15/2015 — 144A Џ | 21 | ||||||
1,495 | Greektown Holdings LLC 10.75%, 12/01/2013 — 144A Џ | 95 | ||||||
5,820 | Harrah’s Operating Co., Inc. 5.63%, 06/01/2015 | 3,855 | ||||||
3,240 | 11.25%, 06/01/2017 | 3,409 | ||||||
2,250 | 12.75%, 04/15/2018 — 144A | 2,149 | ||||||
2,060 | Inn of the Mountain Gods Resort & Casino 12.00%, 11/15/2010 Џ | 999 | ||||||
890 | Majestic Holdco LLC 12.50%, 10/15/2011 — 144A Џ § ± | 3 | ||||||
555 | MGM Resorts International 9.00%, 03/15/2020 — 144A | 570 | ||||||
1,175 | 10.38%, 05/15/2014 | 1,278 | ||||||
1,215 | 11.13%, 11/15/2017 | 1,340 | ||||||
2,340 | Mohegan Tribal Gaming Authority 6.88%, 02/15/2015 | 1,661 | ||||||
2,225 | 7.13%, 08/15/2014 | 1,608 | ||||||
2,050 | 8.00%, 04/01/2012 | 1,789 | ||||||
1,385 | 11.50%, 11/01/2017 — 144A | 1,371 | ||||||
2,220 | MTR Gaming Group, Inc. — Series B 12.63%, 07/15/2014 | 2,226 | ||||||
2,065 | NPC International, Inc. 9.50%, 05/01/2014 | 2,065 | ||||||
335 | Peninsula Gaming LLC 8.38%, 08/15/2015 | 334 | ||||||
1,635 | 10.75%, 08/15/2017 | 1,627 | ||||||
710 | Pinnacle Entertainment, Inc. 7.50%, 06/15/2015 | 666 | ||||||
1,005 | Royal Caribbean Cruises, Ltd. 6.88%, 12/01/2013 | 977 | ||||||
1,655 | 7.00%, 06/15/2013 | 1,647 | ||||||
970 | 7.25%, 06/15/2016 — 03/15/2018 | 945 | ||||||
475 | San Pasqual Casino 8.00%, 09/15/2013 — 144A § ± | 451 | ||||||
405 | Seminole Hard Rock Entertainment, Inc. 2.75%, 03/15/2014 — 144A * | 345 | ||||||
2,435 | Tunica-Biloxi Gaming Authority 9.00%, 11/15/2015 — 144A § ± | 2,179 | ||||||
2,897 | Waterford Gaming LLC 8.63%, 09/15/2014 — 144A Ə § ± | 2,312 | ||||||
2,335 | WMG Acquisition Corp. 9.50%, 06/15/2016 | 2,487 | ||||||
Household Durables — 0.3% | ||||||||
535 | Norcraft Cos., LP 10.50%, 12/15/2015 — 144A | 551 | ||||||
939 | Sealy Mattress Co. 10.88%, 04/15/2016 — 144A | 1,038 | ||||||
Household Products — 2.7% | ||||||||
3,590 | Amscan Holdings, Inc. 8.75%, 05/01/2014 | 3,500 | ||||||
2,346 | Diversey Holdings, Inc. 10.50%, 05/15/2020 — 144A | 2,605 | ||||||
3,140 | Libbey Glass, Inc. 10.00%, 02/15/2015 — 144A | 3,250 | ||||||
3,445 | Spectrum Brands Holdings, Inc. 9.50%, 06/15/2018 — 144A | 3,553 | ||||||
3,770 | Yankee Acquisition Corp. 9.75%, 02/15/2017 | 3,835 | ||||||
Independent Power Producers & Energy Traders — 1.0% | ||||||||
955 | AES Corp. 8.00%, 10/15/2017 | 965 | ||||||
77 | 8.75%, 05/15/2013 — 144A | 78 | ||||||
835 | Edison Mission Energy 7.00%, 05/15/2017 | 534 | ||||||
760 | 7.20%, 05/15/2019 | 467 | ||||||
995 | NRG Energy, Inc. 7.38%, 02/01/2016 | 990 | ||||||
210 | RRI Energy, Inc. 7.63%, 06/15/2014 | 207 | ||||||
3,235 | 7.88%, 06/15/2017 | 3,058 | ||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 31
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
Insurance — 0.5% | ||||||||
$ | 1,120 | Alliant Holdings I, Inc. 11.00%, 05/01/2015 — 144A | $ | 1,128 | ||||
1,340 | Hub International Holdings, Inc. 9.00%, 12/15/2014 — 144A | 1,270 | ||||||
980 | USI Holdings Corp. 4.31%, 11/15/2014 — 144A * | 801 | ||||||
Internet & Catalog Retail — 0.9% | ||||||||
2,565 | Expedia, Inc. 8.50%, 07/01/2016 | 2,757 | ||||||
2,585 | Ticketmaster Entertainment, Inc. 10.75%, 08/01/2016 | 2,786 | ||||||
IT Services — 1.1% | ||||||||
7,160 | SunGard Data Systems, Inc. 10.63%, 05/15/2015 | 7,652 | ||||||
Life Sciences Tools & Services — 0.5% | ||||||||
2,155 | Bio-Rad Laboratories, Inc. 8.00%, 09/15/2016 | 2,247 | ||||||
880 | Patheon, Inc. 8.63%, 04/15/2017 — 144A | 873 | ||||||
Machinery — 1.6% | ||||||||
1,000 | American Railcar Industries, Inc. 7.50%, 03/01/2014 | 970 | ||||||
2,760 | Case New Holland, Inc. 7.88%, 12/01/2017 — 144A | 2,781 | ||||||
850 | Chart Industries, Inc. 9.13%, 10/15/2015 | 852 | ||||||
710 | Commercial Vehicle Group, Inc. 8.00%, 07/01/2013 | 600 | ||||||
380 | Manitowoc Co., Inc. 9.50%, 02/15/2018 | 380 | ||||||
1,735 | Navistar International Corp. 8.25%, 11/01/2021 | 1,761 | ||||||
2,630 | Terex Corp. 10.88%, 06/01/2016 | 2,834 | ||||||
Media — 7.4% | ||||||||
1,305 | Adelphia Communications Corp. 9.25%, 10/01/2049 | 16 | ||||||
1460 | Adelphia Communications Corp. - (Escrow Certificates) 10.25%, 06/15/2049 — 11/01/2049 | 19 | ||||||
2,505 | AMC Entertainment, Inc. 8.00%, 03/01/2014 | 2,411 | ||||||
535 | 8.75%, 06/01/2019 | 538 | ||||||
6,780 | 11.00%, 02/01/2016 | 7,119 | ||||||
1,945 | Cablevision Systems Corp. 7.75%, 04/15/2018 | 1,945 | ||||||
550 | 8.63%, 09/15/2017 — 144A | 561 | ||||||
2,384 | Catalina Marketing Corp. 10.50%, 10/01/2015 — 144A W | 2,461 | ||||||
2,063 | 11.63%, 10/01/2017 — 144A * § ± | 2,171 | ||||||
550 | CCO Holdings LLC 7.88%, 04/30/2018 — 144A | 553 | ||||||
555 | 8.13%, 04/30/2020 — 144A | 567 | ||||||
Clear Channel Communications, Inc. | ||||||||
600 | 4.40%, 05/15/2011 | 570 | ||||||
7,425 | 6.25%, 03/15/2011 | 7,147 | ||||||
1,245 | 7.65%, 09/15/2010 | 1,239 | ||||||
1,270 | Clear Channel Worldwide Holdings, Inc. 9.25%, 12/15/2017 — 144A | 1,276 | ||||||
1,795 | Interpublic Group of Cos., Inc. 10.00%, 07/15/2017 | 1,979 | ||||||
405 | LBI Media, Inc. 11.00%, 10/15/2013 * | 363 | ||||||
465 | Live Nation Entertainment, Inc. 8.13%, 05/15/2018 — 144A | 451 | ||||||
265 | Local Insight Regatta Holdings, Inc. — Series B 11.00%, 12/01/2017 | 172 | ||||||
1,365 | MediMedia USA, Inc. 11.38%, 11/15/2014 — 144A § ± | 1,246 | ||||||
1,750 | Nielsen Finance LLC 11.50%, 05/01/2016 | 1,912 | ||||||
1,825 | 11.63%, 02/01/2014 | 1,994 | ||||||
1,365 | 12.50%, 08/01/2016 * | 1,300 | ||||||
605 | Rainbow National Services LLC 10.38%, 09/01/2014 — 144A | 630 | ||||||
1,390 | Sirius XM Radio, Inc. 8.75%, 04/01/2015 — 144A | 1,369 | ||||||
1,135 | 9.75%, 09/01/2015 — 144A | 1,206 | ||||||
680 | Sitel LLC 11.50%, 04/01/2018 — 144A | 629 | ||||||
1,730 | XM Satellite Radio, Inc. 11.25%, 06/15/2013 — 144A | 1,847 | ||||||
2,740 | 13.00%, 08/01/2013 — 144A | 2,993 | ||||||
Metals & Mining — 1.7% | ||||||||
905 | AK Steel Corp. 7.63%, 05/15/2020 | 878 | ||||||
1,500 | FMG Finance Property, Ltd. 10.63%, 09/01/2016 — 144A | 1,650 | ||||||
675 | Novelis, Inc. 11.50%, 02/15/2015 | 705 | ||||||
1,630 | Rain CII Carbon LLC 11.13%, 11/15/2015 — 144A | 1,585 | ||||||
3,910 | Teck Resources, Ltd. 10.75%, 05/15/2019 | 4,791 | ||||||
1,450 | U.S. Steel Corp. 7.38%, 04/01/2020 | 1,434 | ||||||
Multiline Retail — 2.1% | ||||||||
5,925 | General Nutrition Centers, Inc. 5.75%, 03/15/2014 * W | 5,436 | ||||||
4,520 | 10.75%, 03/15/2015 | 4,543 | ||||||
3,317 | Neiman-Marcus Group, Inc. 9.00%, 10/15/2015 W | 3,325 | ||||||
Multi-Utilities — 0.5% | ||||||||
2,960 | MDC Partners, Inc. 11.00%, 11/01/2016 — 144A | 3,152 | ||||||
Oil, Gas & Consumable Fuels — 7.8% | ||||||||
550 | Antero Resources Finance Corp. 9.38%, 12/01/2017 — 144A | 550 | ||||||
655 | Arch Coal, Inc. 8.75%, 08/01/2016 — 144A | 683 | ||||||
1,695 | Berry Petroleum Co. 10.25%, 06/01/2014 | 1,822 | ||||||
340 | Bill Barrett Corp. 9.88%, 07/15/2016 | 360 | ||||||
2,735 | Cloud Peak Energy Resources LLC 8.25%, 12/15/2019 — 144A | 2,721 | ||||||
2,080 | Coffeyville Resources LLC 9.00%, 04/01/2015 — 144A | 2,059 | ||||||
2,020 | Compton Petroleum Finance Corp. 7.63%, 12/01/2013 | 1,616 | ||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 32
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
Oil, Gas & Consumable Fuels — (continued) | ||||||||
$ | 1,335 | Consol Energy, Inc. 8.00%, 04/01/2017 — 144A | $ | 1,378 | ||||
1,120 | 8.25%, 04/01/2020 — 144A | 1,168 | ||||||
230 | Continental Resources, Inc. 7.38%, 10/01/2020 — 144A | 226 | ||||||
Denbury Resources, Inc. | ||||||||
1,200 | 7.50%, 12/15/2015 | 1,212 | ||||||
1,360 | 8.25%, 02/15/2020 | 1,421 | ||||||
3,875 | 9.75%, 03/01/2016 | 4,185 | ||||||
1,405 | El Paso Corp. 9.63%, 05/15/2012 | 1,493 | ||||||
2,425 | Expro Finance Luxembourg SCA 8.50%, 12/15/2016 — 144A | 2,316 | ||||||
2,900 | Forbes Energy Services LLC 11.00%, 02/15/2015 | 2,610 | ||||||
1,510 | Holly Corp. 9.88%, 06/15/2017 — 144A | 1,552 | ||||||
3,215 | Murray Energy Corp. 10.25%, 10/15/2015 — 144A | 3,199 | ||||||
1,075 | Opti Canada, Inc. 7.88%, 12/15/2014 | 935 | ||||||
1,635 | 8.25%, 12/15/2014 | 1,422 | ||||||
565 | Patriot Coal Corp. 8.25%, 04/30/2018 | 544 | ||||||
1,170 | Petroleum Development Corp. 12.00%, 02/15/2018 | 1,208 | ||||||
1,040 | Quicksilver Resources, Inc. 7.13%, 04/01/2016 | 959 | ||||||
2,415 | 11.75%, 01/01/2016 | 2,663 | ||||||
825 | Rosetta Resources, Inc. 9.50%, 04/15/2018 — 144A | 821 | ||||||
3,040 | Sandridge Energy, Inc. 8.63%, 04/01/2015 W | 2,953 | ||||||
1,145 | 8.75%, 01/15/2020 — 144A | 1,088 | ||||||
290 | SESI LLC 6.88%, 06/01/2014 | 283 | ||||||
5,970 | United Refining Co. 10.50%, 08/15/2012 | 5,478 | ||||||
Paper & Forest Products — 1.4% | ||||||||
445 | Boise Paper Holdings LLC 8.00%, 04/01/2020 — 144A | 444 | ||||||
1,535 | 9.00%, 11/01/2017 — 144A | 1,581 | ||||||
1,540 | Domtar Corp. 10.75%, 06/01/2017 | 1,848 | ||||||
425 | Verso Paper Holdings LLC — Series B 4.09%, 08/01/2014 * | 364 | ||||||
3,725 | 11.38%, 08/01/2016 | 3,176 | ||||||
1,555 | Verso Paper Holdings LLC 9.13%, 08/01/2014 | 1,485 | ||||||
Personal Products — 0.3% | ||||||||
2,150 | Revlon Consumer Products Corp. 9.75%, 11/15/2015 — 144A | 2,204 | ||||||
Pharmaceuticals — 1.7% | ||||||||
2,205 | Elan Corp. PLC 8.75%, 10/15/2016 — 144A | 2,142 | ||||||
925 | Elan Finance PLC 8.88%, 12/01/2013 | 927 | ||||||
280 | Mylan, Inc. 7.63%, 07/15/2017 — 144A | 286 | ||||||
5,125 | Quintiles Transnational Corp. 9.50%, 12/30/2014 — 144A W | 5,150 | ||||||
760 | Valeant Pharmaceuticals International 7.63%, 03/15/2020 — 144A | 897 | ||||||
1,230 | 8.38%, 06/15/2016 | 1,390 | ||||||
Real Estate Management & Development — 0.2% | ||||||||
1,160 | CB Richard Ellis Services, Inc. 11.63%, 06/15/2017 | 1,299 | ||||||
Road & Rail — 1.2% | ||||||||
1,710 | Greenbrier Cos., Inc. 8.38%, 05/15/2015 | 1,612 | ||||||
635 | Hertz Corp. 10.50%, 01/01/2016 | 659 | ||||||
1,870 | RSC Equipment Rental, Inc. 9.50%, 12/01/2014 | 1,858 | ||||||
2,645 | 10.00%, 07/15/2017 — 144A | 2,837 | ||||||
430 | 10.25%, 11/15/2019 — 144A | 434 | ||||||
Semiconductors & Semiconductor Equipment — 0.9% | ||||||||
840 | Advanced Micro Devices, Inc. 8.13%, 12/15/2017 — 144A | 836 | ||||||
4,565 | Amkor Technology, Inc. 9.25%, 06/01/2016 | 4,782 | ||||||
Specialty Retail — 3.8% | ||||||||
2,265 | Limited Brands, Inc. 8.50%, 06/15/2019 | 2,441 | ||||||
2,185 | Michaels Stores, Inc. 0.00%, 11/01/2016 * | 1,945 | ||||||
8,700 | Sally Holdings LLC 10.50%, 11/15/2016 | 9,308 | ||||||
330 | Sonic Automotive, Inc. 9.00%, 03/15/2018 | 335 | ||||||
780 | Toys “R” US, Inc. 7.88%, 04/15/2013 | 784 | ||||||
8,415 | Toys “R” US Property Co. I LLC 10.75%, 07/15/2017 — 144A | 9,193 | ||||||
Textiles, Apparel & Luxury Goods — 1.1% | ||||||||
65 | Levi Strauss & Co. 8.88%, 04/01/2016 | 67 | ||||||
1,720 | Oxford Industries, Inc. 11.38%, 07/15/2015 | 1,892 | ||||||
1,860 | Perry Ellis International, Inc. — Series B 8.88%, 09/15/2013 | 1,883 | ||||||
325 | Phillips-Van Heusen Corp. 7.38%, 05/15/2020 | 328 | ||||||
2,255 | 7.75%, 11/15/2023 | 2,462 | ||||||
Trading Companies & Distributors — 0.3% | ||||||||
1,760 | United Rentals North America, Inc. 10.88%, 06/15/2016 | 1,888 | ||||||
Transportation Infrastructure — 1.0% | ||||||||
805 | Kansas City Southern de Mexico SA de CV 7.38%, 06/01/2014 | 819 | ||||||
2,245 | 7.63%, 12/01/2013 | 2,290 | ||||||
100 | 9.38%, 05/01/2012 | 103 | ||||||
1,115 | Overseas Shipholding Group, Inc. 8.13%, 03/30/2018 | 1,095 | ||||||
1,200 | Swift Transportation Co., Inc. 12.50%, 05/15/2017 — 144A | 1,134 | ||||||
905 | Teekay Corp. 8.50%, 01/15/2020 | 900 | ||||||
Wireless Telecommunication Services — 2.0% | ||||||||
4,712 | Digicel Group, Ltd. 9.13%, 01/15/2015 — 144A W | 4,624 | ||||||
1,030 | Digicel, Ltd. 12.00%, 04/01/2014 — 144A | 1,151 | ||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 33
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts except share amounts in thousands)
(Unaudited)
Principal | Value | |||||||
Wireless Telecommunication Services — (continued) | ||||||||
$ | 2,685 | NII Capital Corp. 8.88%, 12/15/2019 | $ | 2,712 | ||||
2,380 | 10.00%, 08/15/2016 | 2,505 | ||||||
985 | SBA Telecommunications, Inc. 8.00%, 08/15/2016 — 144A | 1,019 | ||||||
660 | 8.25%, 08/15/2019 — 144A | 695 | ||||||
Total Corporate Debt Securities (cost $558,498) | 567,337 | |||||||
Shares | ||||||||
CONVERTIBLE PREFERRED STOCKS — 0.4% | ||||||||
Oil, Gas & Consumable Fuels — 0.2% | ||||||||
2,304 | Chesapeake Energy Corp. 3.27%, 11/15/2010 — 144A ▲ Ž | 180 | ||||||
18,815 | Chesapeake Energy Corp. 5.25%, 9/15/2010 ▲ Ž | 1,437 | ||||||
Wireless Telecommunication Services — 0.2% | ||||||||
18,825 | Crown Castle International Corp. 5.56% ▲ | 1,054 | ||||||
Total Convertible Preferred Stocks (cost $2,971) | 2,671 | |||||||
COMMON STOCKS — 0.5% | ||||||||
Airlines — 0.0% ¥ | ||||||||
12,233 | Delta Air Lines, Inc. ‡ | 144 | ||||||
Commercial Services & Supplies — 0.3% | ||||||||
95,700 | RathGibson, Inc. ‡ Ə § ± | 1,497 | ||||||
Construction Materials — 0.2% | ||||||||
1,803 | Panolam Holdings Co. ‡ Ə § ± | 1,053 | ||||||
Energy Equipment & Services — 0.0% ¥ | ||||||||
7,723 | SemGroup Corp. — Class A ‡ | 203 | ||||||
Hotels, Restaurants & Leisure — 0.0% ¥ | ||||||||
889 | Shreveport Gaming Holdings, Inc. Ə | 16 | ||||||
Independent Power Producers & Energy | ||||||||
Traders — 0.0% ¥ | ||||||||
550,000 | Mirant Corp. ‡ Ə § ± | t | ||||||
1,220,000 | Mirant Corp. — (Escrow Certificates) ‡ Ə § ± | t | ||||||
Media — 0.0% ¥ | ||||||||
6,995 | Dex One Corp. ‡ | 133 | ||||||
Total Common Stocks (cost $4,798) | 3,046 | |||||||
INVESTMENT COMPANY — 0.0% ¥ | ||||||||
Diversified Financial Services — 0.0% ¥ | ||||||||
2,697,805 | Adelphia Recovery Trust ‡ | 94 | ||||||
Total Investment Company (cost $2,666) | ||||||||
WARRANTS — 0.0% ¥ | ||||||||
United States — 0.0% ¥ | ||||||||
8,130 | SemGroup Corp. ‡ Ə Expiration: 11/30/2014 Exercise Price: $25.00 | 45 | ||||||
1,265 | American Seafoods Group LLC ‡ § ± Expiration: 05/15/2018 Exercise Price: $0.00 | 95 | ||||||
13,112 | Reader’s Digest Association, Inc. ‡ Ə § ± Expiration: 02/19/2014 Exercise Price: $0.00 | t | ||||||
Total Warrants (cost $t) | 140 | |||||||
Principal | ||||||||
LOAN ASSIGNMENTS — 4.1% | ||||||||
Aerospace & Defense — 1.0% | ||||||||
$ | 328 | Hawker Beechcraft Acquisition Co. LLC 2.29%, 03/26/2014 * | $ | 265 | ||||
5,521 | 2.34%, 03/26/2014 * | 4,448 | ||||||
1,532 | 10.50%, 03/26/2014* | 1,510 | ||||||
Automobiles — 0.3% | ||||||||
1,690 | Ford Motor Co. 3.33%, 12/16/2013 * | 1,595 | ||||||
Building Products — 0.3% | ||||||||
1,236 | Panolam Industries International, Inc. 8.25%, 12/31/2013 Ə | 1,136 | ||||||
843 | 12.00%, 06/30/2014* | 791 | ||||||
Diversified Financial Services — 0.5% | ||||||||
535 | Ceva Sante Animale — Line of Credit 3.29%, 11/04/2013 * | 461 | ||||||
2,114 | Ceva Sante Animale 3.35%, 11/04/2013 * | 1,826 | ||||||
1,440 | Veyance Technologies, Inc., 2nd Lien 6.10%, 07/13/2015 * | 1,108 | ||||||
Diversified Telecommunication Services — 0.4% | ||||||||
2,332 | Travelport LLC 10.50%, 08/23/2013* | 2,336 | ||||||
Electric Utilities — 0.6% | ||||||||
5,022 | Texas Competitive Electric Holdings Co. LLC, B2 3.97%, 10/10/2014 * | 3,701 | ||||||
Hotels, Restaurants & Leisure — 0.6% | ||||||||
2,010 | BLB Worldwide Holdings, 2nd Lien 0.00%, 07/18/2012 * Џ | 60 | ||||||
860 | Cannery Casino Resorts LLC, 2nd Lien 4.60%, 05/16/2014 * | 682 | ||||||
1,221 | Great Lakes Entertainment LLC 9.00%, 08/15/2012 * | 1,179 | ||||||
3,260 | Hit Entertainment, Inc., 2nd Lien 5.85%, 02/05/2013 * | 2,078 | ||||||
Pharmaceuticals — 0.4% | ||||||||
2,571 | Rite Aid Corp., Tranche 4 9.50%, 06/10/2015 * | 2,602 | ||||||
Total Loan Assignments (cost $27,223) | 25,778 | |||||||
CONVERTIBLE BONDS — 1.3% | ||||||||
Automobiles — 0.3% | ||||||||
1,785 | Ford Motor Co. 4.25%, 11/15/2016 | 2,225 | ||||||
Construction Materials — 0.0% ¥ | ||||||||
190 | Cemex SAB de CV 4.88%, 03/15/2015 — 144A | 188 | ||||||
Health Care Providers & Services — 0.2% | ||||||||
1,750 | LifePoint Hospitals, Inc. 3.25%, 08/15/2025 | 1,638 | ||||||
Life Sciences Tools & Services — 0.1% | ||||||||
555 | Kendle International, Inc. 3.38%, 07/15/2012 | 511 | ||||||
Media — 0.1% | ||||||||
510 | Virgin Media, Inc. 6.50%, 11/15/2016 | 597 | ||||||
Semiconductors & Semiconductor Equipment — 0.6% | ||||||||
3,315 | Advanced Micro Devices, Inc. 6.00%, 05/01/2015 | 3,149 | ||||||
Total Convertible Bonds (cost $6,868) | 8,308 | |||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 34
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts except share amounts in thousands)
(Unaudited)
Principal | Value | |||||||
REPURCHASE AGREEMENT — 1.0% | ||||||||
$ | 6,149 | State Street Bank & Trust Co. 0.00% ▲, dated 06/30/2010, to be repurchased at $6,149 on 07/01/2010. Collateralized by a U.S. Government Obligation, 1.00%, due 04/30/2012, and with a value of $6,272. | $ | 6,149 | ||||
Total Repurchase Agreement (cost $6,149) | ||||||||
Total Investment Securities (cost $613,653) # | 614,258 | |||||||
Other Assets and Liabilities — Net | 16,775 | |||||||
Net Assets | $ | 631,033 | ||||||
¥ | Percentage rounds to less than 0.1%. | |
W | Payment in-kind. Securities pay interest or dividends in the form of additional bonds or preferred stock. | |
t | Value and/or principal is less than $1. | |
§ | lliquid. These securities aggregated to $16,238, or 2.57%, of the portfolio’s net assets. | |
Џ | In default. | |
* | Floating or variable rate note. Rate is listed as of 06/30/2010. | |
Ə | Security fair valued as determined in good faith in accordance with procedures established by the Board of Trustees. These securities had a total market value of $6,252, or 0.99% of the portfolio’s net assets. | |
▲ | Rate shown reflects the yield at 06/30/2010. | |
‡ | Non-income producing security. | |
# | Aggregate cost for federal income tax purposes is $613,653. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $36,086 and $35,481, respectively. Net unrealized appreciation for tax purposes is $605. | |
Ž | The security has a perpetual maturity. The date shown is the next call date. | |
± | Restricted security. At 06/30/2010, the portfolio owned the following securities (representing 2.57% of net assets) which were restricted as to public resale. | |
Description | Date of Acquisition | Principal | Cost | Value | Price* | |||||||||||||||
ASG Consolidated LLC | 05/07/2010 | $ | 1,265 | $ | 1,265 | $ | 1,142 | $ | 0.90 | |||||||||||
Catalina Marketing Corp. | 11/17/2008 | 2,063 | 1,995 | 2,171 | 1.05 | |||||||||||||||
Chukchansi Economic Development Authority | 11/14/2005 | 935 | 935 | 617 | .66 | |||||||||||||||
Fontainebleau Resorts | 06/01/2007 | 3,827 | 3,759 | t | ¥ | |||||||||||||||
Majestic Holdco LLC | 05/03/2006 | 890 | 893 | 3 | ¥ | |||||||||||||||
MediMedia USA, Inc. | 11/06/2006 | 1,365 | 1,414 | 1,246 | 0.91 | |||||||||||||||
Midwest Gaming Borrower LLC | 04/09/2010 | 710 | 703 | 698 | 0.98 | |||||||||||||||
Reichhold Industries, Inc. | 08/21/2006 | 2,320 | 2,315 | 2,042 | 0.88 | |||||||||||||||
San Pasqual Casino | 09/29/2005 | 475 | 475 | 451 | 0.95 | |||||||||||||||
Tunica-Biloxi Gaming Authority | 11/14/2005 | 2,435 | 2,489 | 2,179 | .90 | |||||||||||||||
Viant Holdings, Inc. | 06/27/2007 | 719 | 520 | 732 | 1.02 | |||||||||||||||
Waterford Gaming LLG | 09/27/2007 | 2,897 | 2,897 | 2,312 | .80 | |||||||||||||||
Description | Date of Acquisition | Shares | Cost | Value | Price* | |||||||||||||||
American Seafoods Group LLC | 05/07/2010 | 1,265 | $ | 0 | $ | 95 | $ | 75.00 | ||||||||||||
Mirant Corp. | 01/20/2006 | 1,770,000 | t | t | ¥ | |||||||||||||||
Panolam Holdings Co. | 12/29/2009 | 1,803 | 3,080 | 1,053 | 583.76 | |||||||||||||||
RathGibson, Inc. | 06/14/2010 | 95,700 | 891 | 1,497 | 15.64 | |||||||||||||||
Reader’s Digest Association, Inc. | 05/18/2010 | 13,112 | 0 | t | ¥ | |||||||||||||||
* | Price not rounded to thousands. | |
t | Value and/or principal is less than $1. | |
¥ | Price rounds to less than $0.01. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 35
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts in thousands)
(Unaudited)
144A | 144A Securities are registered pursuant to Rule 144A of the Securities Act of 1933. These securities are deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At 06/30/2010, these securities aggregated $218,252, or 34.59%, of the portfolio’s net assets. | |
Investment Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Equities — Consumer Discretionary | $ | 133 | $ | — | $ | 16 | $ | 149 | ||||||||
Equities — Consumer Staples | — | 95 | — | 95 | ||||||||||||
Equities — Energy | 1,820 | 45 | — | 1,865 | ||||||||||||
Equities — Industrials | 144 | — | 1,497 | 1,641 | ||||||||||||
Equities — Materials | — | — | 1,053 | 1,053 | ||||||||||||
Equities — Telecommunication Services | 1,054 | — | — | 1,054 | ||||||||||||
Equities — Utilities | — | — | t | t | ||||||||||||
Fixed Income — Asset-Backed Security | — | 735 | — | 735 | ||||||||||||
Fixed Income — Consumer Discretionary | — | 148,276 | 3,601 | 151,877 | ||||||||||||
Fixed Income — Consumer Staples | — | 34,204 | — | 34,204 | ||||||||||||
Fixed Income — Energy | — | 51,557 | — | 51,557 | ||||||||||||
Fixed Income — Financials | — | 59,852 | 82 | 59,934 | ||||||||||||
Fixed Income — Health Care | — | 66,241 | — | 66,241 | ||||||||||||
Fixed Income — Industrials | — | 70,377 | 1,137 | 71,514 | ||||||||||||
Fixed Income — Information Technology | — | 19,199 | — | 19,199 | ||||||||||||
Fixed Income — Materials | — | 40,199 | — | 40,199 | ||||||||||||
Fixed Income — Telecommunication Services | — | 90,655 | — | 90,655 | ||||||||||||
Fixed Income — Utilities | — | 16,043 | — | 16,043 | ||||||||||||
Investment Company — Financials | — | 94 | — | 94 | ||||||||||||
Cash & Cash Equivalent — Repurchase Agreement | — | 6,149 | — | 6,149 | ||||||||||||
Total | $ | 3,151 | $ | 603,721 | $ | 7,386 | $ | 614,258 | ||||||||
Beginning | Net Transfers | Ending | ||||||||||||||||||||||||||
Balance at | Net | Accrued | Total Realized | Change in Unrealized | In/(Out) of | Balance at | ||||||||||||||||||||||
Securities | 12/31/2009 | Purchases/(Sales) | Discounts/(Premiums) | Gain/(Loss) | Appreciation/(Depreciation) | Level 3 | 06/30/2010 | |||||||||||||||||||||
Fixed Income — Consumer Discretionary | $ | 1,420 | $ | (425 | ) | $ | — | $ | 11 | $ | 821 | $ | 1,775 | $ | 3,602 | |||||||||||||
Fixed Income — Financials | — | 212 | — | — | (131 | ) | — | 81 | ||||||||||||||||||||
Fixed Income — Industrials | — | 1,092 | — | — | 45 | — | 1,137 | |||||||||||||||||||||
Equities — Consumer Discretionary | 16 | — | — | — | — | — | 16 | |||||||||||||||||||||
Equities — Industrials | — | 891 | — | — | 606 | — | 1,497 | |||||||||||||||||||||
Equities — Utilities | t | — | — | — | — | — | t | |||||||||||||||||||||
Equities — Materials | 991 | — | — | — | 62 | — | 1,053 | |||||||||||||||||||||
Total | $ | 2,427 | $ | 1,770 | $ | — | $ | 11 | $ | 1,403 | $ | 1,775 | $ | 7,386 | ||||||||||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 36
SCHEDULE OF INVESTMENTS
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
U.S. GOVERNMENT OBLIGATIONS — 2.3% | ||||||||
U.S. Treasury Bond | ||||||||
$ | 275 | 3.50%, 02/15/2039 | $ | 255 | ||||
370 | 4.63%, 02/15/2040 | 416 | ||||||
223 | U.S. Treasury Inflation Indexed Bond 2.50%, 01/15/2029 | 252 | ||||||
U.S. Treasury Note | ||||||||
290 | 0.63%, 06/30/2012 | 290 | ||||||
41 | 1.75%, 04/15/2013 | 42 | ||||||
30 | 2.13%, 05/31/2015 | 31 | ||||||
320 | 2.50%, 04/30/2015- 06/30/2017 | 326 | ||||||
570 | 2.75%, 05/31/2017 | 581 | ||||||
470 | 3.13%, 01/31/2017- 04/30/2017 | 492 | ||||||
30 | 3.38%, 11/15/2019 | 31 | ||||||
Total U.S. Government Obligations (cost $2,581) | 2,716 | |||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS — 13.0% | ||||||||
Fannie Mae | ||||||||
1,528 | 5.00%, 05/25/2018- 06/01/2035 δ | 1,644 | ||||||
167 | 5.00%, 02/01/2036 | 177 | ||||||
130 | 5.15% ▲, 10/09/2019 δ | 80 | ||||||
1,450 | 5.50%, 01/25/2034- 04/01/2036 δ | 1,554 | ||||||
366 | 6.00%, 03/25/2029- 08/01/2034 δ | 403 | ||||||
26 | 6.00%, 07/01/2034 | 29 | ||||||
600 | 6.02%, 11/25/2010 | 609 | ||||||
130 | 6.25%, 05/15/2029 δ | 161 | ||||||
14 | 6.50%, 07/01/2031- 10/01/2031 δ | 16 | ||||||
52 | 7.00%, 01/01/2016- 12/01/2016 δ | 57 | ||||||
120 | 7.13%, 01/15/2030 δ | 163 | ||||||
17 | 7.50%, 09/01/2030- 06/01/2031 δ | 20 | ||||||
Fannie Mae, TBA | ||||||||
200 | 4.00% | 202 | ||||||
1,050 | 4.50% | 1,084 | ||||||
650 | 5.50% | 696 | ||||||
200 | 6.00% | 217 | ||||||
1,300 | 6.50% | 1,423 | ||||||
Farmer Mac Guaranteed Notes Trust 2007-1 | ||||||||
350 | 5.13%, 04/19/2017 — 144A δ | 383 | ||||||
Freddie Mac | ||||||||
80 | 1.50%, 01/16/2013 δ | 81 | ||||||
54 | 5.50%, 11/01/2035 δ | 58 | ||||||
Freddie Mac, TBA | ||||||||
900 | 5.00% | 959 | ||||||
300 | 5.50% | 322 | ||||||
100 | 6.00% | 108 | ||||||
Ginnie Mae | ||||||||
479 | 1.50%, 11/20/2059 * | 493 | ||||||
100 | 4.50%, 03/15/2040 | 104 | ||||||
100 | 5.00%, 05/15/2040 | 107 | ||||||
2 | 7.00%, 01/15/2028 | 3 | ||||||
Ginnie Mae, TBA | ||||||||
300 | 4.50% | 312 | ||||||
1,200 | 5.00% | 1,274 | ||||||
1,300 | 5.50% | 1,401 | ||||||
700 | 6.00% | 763 | ||||||
Resolution Funding Corp. Interest Strip | ||||||||
250 | 07/15/2018 § | 194 | ||||||
250 | 10/15/2018 § | 192 | ||||||
60 | Tennessee Valley Authority 5.25%, 09/15/2039 | 66 | ||||||
Total U.S. Government Agency Obligations (cost $14,915) | 15,355 | |||||||
FOREIGN GOVERNMENT OBLIGATION — 0.2% | ||||||||
250 | Japan Finance Corp. 2.88%, 02/02/2015 | 257 | ||||||
Total Foreign Government Obligation (cost $249) | ||||||||
MORTGAGE-BACKED SECURITIES — 6.4% | ||||||||
94 | Adjustable Rate Mortgage Trust Series 2004-2, Class 7A2 0.77%, 02/25/2035 * δ | 71 | ||||||
4 | Series 2004-5, Class 7A2 1.01%, 04/25/2035 * | 4 | ||||||
250 | Banc of America Commercial Mortgage, Inc. Series 2005-5, Class A4 5.12%, 10/10/2045 * δ | 265 | ||||||
1,186 | Bear Stearns Mortgage Funding Trust Series 2006-AR5, Class 1A2 0.56%, 12/25/2046 * | 277 | ||||||
666 | Countrywide Alternative Loan Trust Series 2005-56, Class 4A1 0.66%, 11/25/2035 * | 360 | ||||||
546 | Countrywide Home Loan Mortgage Pass- Through Trust Series 2005-R3, Class AF 0.75%, 09/25/2035 — 144A * δ | 439 | ||||||
300 | GE Capital Commercial Mortgage Corp. Series 2007-C1, Class A4 5.54%, 12/10/2049 | 286 | ||||||
508 | GMAC Mortgage Corp. Loan Trust Series 2005-AR1, Class 3A 3.60%, 03/18/2035 * | 428 | ||||||
160 | GS Mortgage Securities Corp. II Series 2001-1285, Class C 6.71%, 08/15/2018 — 144A | 165 | ||||||
195 | Impac CMB Trust Series 2004-6, Class 1A1 1.15%, 10/25/2034 * | 146 | ||||||
430 | IndyMac INDA Mortgage Loan Trust Series 2007-AR7, Class 1A1 6.15%, 09/25/2037 * | 327 | ||||||
523 | IndyMac Index Mortgage Loan Trust Series 2007-AR15, Class 2A1 5.54%, 08/25/2037 * | 276 | ||||||
354 | JPMorgan Mortgage Trust Series 2004-A3, Class 1A1 2.65%, 07/25/2034 * | 339 | ||||||
225 | Merrill Lynch Mortgage Investors, Inc. Series 2004-A3, Class 4A3 5.05%, 05/25/2034 * | 228 | ||||||
1,300 | Series 2005-A5, Class A3 2.75%, 06/25/2035 * | 1,125 | ||||||
200 | Merrill Lynch Mortgage Trust Series 2006-C1, Class A4 5.84%, 05/12/2039 * | 214 | ||||||
150 | MLCC Mortgage Investors, Inc. Series 2003-F, Class A1 0.67%, 10/25/2028 * | 139 | ||||||
190 | Morgan Stanley Capital I Series 2005-HQ6, Class A4A 4.99%, 08/13/2042 | 197 | ||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
SCHEDULE OF INVESTMENTS (Continued)
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
MORTGAGE-BACKED SECURITIES — (continued) | ||||||||
$ | 135 | Morgan Stanley Mortgage Loan Trust Series 2004-6AR, Class 1A 0.80%, 07/25/2034 * | $ | 114 | ||||
509 | Prime Mortgage Trust Series 2006-DR1, Class 1A1 5.50%, 05/25/2035 — 144A | 495 | ||||||
226 | Series 2006-DR1, Class 1A2 6.00%, 05/25/2035 — 144A | 221 | ||||||
264 | Structured Asset Mortgage Investments, Inc. Series 2003-AR4, Class A1 0.70%, 01/19/2034 * | 215 | ||||||
406 | WaMu Mortgage Pass-Through Certificates Series 2005-AR13, Class A1A1 0.64%, 10/25/2045 * | 315 | ||||||
434 | Series 2005-AR13, Class A1B3 0.71%, 10/25/2045 * | 255 | ||||||
515 | Series 2005-AR15, Class A1A2 0.63%, 11/25/2045 * | 353 | ||||||
396 | Series 2007-HY4, Class 4A1 5.49%, 09/25/2036 * | 326 | ||||||
Total Mortgage-Backed Securities (cost $9,942) | 7,580 | |||||||
ASSET-BACKED SECURITIES — 3.8% | ||||||||
197 | Accredited Mortgage Loan Trust Series 2005-3, Class A1 0.59%, 09/25/2035 * δ | 179 | ||||||
100 | Avis Budget Rental Car Funding Aesop LLC Series 2010-3A, Class A 4.64%, 05/20/2016 — 144A δ | 104 | ||||||
2,538 | Bear Stearns Asset Backed Securities Trust Series 2007-SD1, Class 1A3A 6.50%, 10/25/2036 δ | 1,789 | ||||||
393 | Continental Airlines Pass-Through Trust Series 2007-1A, Class A 5.98%, 04/19/2022 δ | 385 | ||||||
106 | Countrywide Asset-Backed Certificates Series 2005-4, Class AF3 4.46%, 10/25/2035 * | 103 | ||||||
277 | Countrywide Home Equity Loan Trust Series 2005-G, Class 2A 0.46%, 12/15/2035 * | 105 | ||||||
247 | CVS Pass-Through Trust 6.94%, 01/10/2030 δ | 272 | ||||||
300 | Delta Air Lines, Inc. Series 2000-1, Class A-2 7.57%, 11/18/2010 δ | 304 | ||||||
84 | Series 2007-1, Class A 6.82%, 08/10/2022 δ | 83 | ||||||
150 | Education Funding Capital Trust I Series 2003-3, Class A7 2.43%, 12/15/2042 * δ | 140 | ||||||
204 | GSAMP Trust Series 2006-SD2, Class A1 0.46%, 05/25/2046 — 144A * | 196 | ||||||
120 | Hertz Corp. Series 2009-2A, Class A2 5.29%, 03/25/2016 — 144A | 130 | ||||||
345 | Lehman XS Trust Series 2005-5N, Class 1A1 0.65%, 11/25/2035 * | 229 | ||||||
268 | Series 2005-7N, Class 1A1B 0.65%, 12/25/2035 * | 85 | ||||||
101 | Series 2006-GP4, Class 3A1A 0.42%, 08/25/2046 * | 99 | ||||||
170 | Nelnet Student Loan Trust Series 2008-4, Class A4 1.80%, 04/25/2017 * | 175 | ||||||
50 | UAL Pass-Through Trust Series 2009-2A 9.75%, 01/15/2017 | 53 | ||||||
Total Asset-Backed Securities (cost $5,589) | 4,431 | |||||||
MUNICIPAL GOVERNMENT OBLIGATIONS — 0.8% | ||||||||
50 | Municipal Electrical Authority of Georgia Build America Bonds 6.64%, 04/01/2057 | 48 | ||||||
100 | North Texas Higher Education Authority, Inc. 1.46%, 07/01/2030 | 99 | ||||||
60 | State of California — Build America Bonds 7.30%, 10/01/2039 δ | 63 | ||||||
757 | Virginia Housing Development Authority Series 2006-C, Class CTFS 6.00%, 06/25/2034 | 760 | ||||||
Total Municipal Government Obligations (cost $955) | 970 | |||||||
PREFERRED CORPORATE DEBT SECURITIES — 1.1% | ||||||||
Capital Markets — 0.0% ∞ | ||||||||
20 | Goldman Sachs Capital II 5.79%, 06/01/2012 * Ž | 15 | ||||||
200 | Lehman Brothers Holdings Capital Trust VII 5.86%, 05/31/2012 Ž Џ | ♦ | ||||||
Commercial Banks — 0.6% | ||||||||
10 | BAC Capital Trust XIV 5.63%, 03/15/2012 * Ž | 7 | ||||||
75 | Rabobank Nederland NV Series U 11.00%, 06/30/2019 — 144A * Ž | 93 | ||||||
100 | Royal Bank of Scotland Group PLC 7.64%, 09/29/2017 * Ž | 57 | ||||||
200 | Shinsei Finance Cayman, Ltd. 6.42%, 07/20/2016 — 144A * Ž | 129 | ||||||
150 | Wachovia Capital Trust III 5.80%, 03/15/2011 * Ž | 119 | ||||||
130 | Wells Fargo Capital X 5.95%, 12/15/2036 | 115 | ||||||
140 | Wells Fargo Capital XV 9.75%, 09/26/2013 * Ž | 150 | ||||||
Diversified Financial Services — 0.5% | ||||||||
90 | Credit Suisse 5.86%, 05/15/2017 * Ž δ | 79 | ||||||
250 | ILFC E-Capital Trust II 6.25%, 12/21/2065 — 144A * | 160 | ||||||
170 | MUFG Capital Finance 1, Ltd. 6.35%, 07/25/2016 * Ž | 164 | ||||||
235 | Resona Preferred Global Securities Cayman, Ltd. 7.19%, 07/30/2015 — 144A * Ž | 217 | ||||||
Total Preferred Corporate Debt Securities (cost $1,755) | 1,305 | |||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
SCHEDULE OF INVESTMENTS (Continued)
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
CORPORATE DEBT SECURITIES — 13.2% | ||||||||
Aerospace & Defense — 0.1% | ||||||||
$ | 90 | Boeing Co. 4.88%, 02/15/2020 δ | $ | 99 | ||||
Automobiles — 0.4% | ||||||||
300 | Daimler Finance North America LLC 5.88%, 03/15/2011 | 309 | ||||||
470 | Motors Liquidation Co. 8.25%, 07/15/2023 Џ | 142 | ||||||
Beverages — 0.4% | ||||||||
120 | Anheuser-Busch InBev Worldwide, Inc. 5.38%, 01/15/2020 δ | 129 | ||||||
310 | Diageo Capital PLC 4.83%, 07/15/2020 δ | 329 | ||||||
Biotechnology — 0.1% | ||||||||
120 | FMC Finance III SA 6.88%, 07/15/2017 | 121 | ||||||
Capital Markets — 0.8% | ||||||||
BP Capital Markets PLC | ||||||||
30 | 3.13%, 03/10/2012 δ | 28 | ||||||
100 | 5.25%, 11/07/2013 δ | 92 | ||||||
Goldman Sachs Group, Inc. | ||||||||
20 | 3.63%, 08/01/2012 | 20 | ||||||
10 | 4.75%, 07/15/2013 | 10 | ||||||
20 | 5.25%, 10/15/2013 | 21 | ||||||
60 | 5.38%, 03/15/2020 | 59 | ||||||
90 | 5.45%, 11/01/2012 | 95 | ||||||
120 | Lehman Brothers Holdings E-Capital Trust I 3.59%, 08/19/2065 Џ | ♦ | ||||||
100 | Lehman Brothers Holdings, Inc. 5.25%, 02/06/2012 Џ | 20 | ||||||
480 | Lehman Brothers Holdings, Inc. — Series I 6.75%, 12/28/2017 Џ | ♦ | ||||||
100 | Morgan Stanley — Series F 0.75%, 10/18/2016 * | 87 | ||||||
260 | 5.63%, 01/09/2012 | 271 | ||||||
260 | UBS AG Stamford CT 3.88%, 01/15/2015 | 259 | ||||||
Chemicals — 0.0% ∞ | ||||||||
17 | Westlake Chemical Corp. 6.63%, 01/15/2016 | 16 | ||||||
Commercial Banks — 1.2% | ||||||||
120 | Barclays Bank PLC 5.20%, 07/10/2014 δ | 127 | ||||||
Commonwealth Bank of Australia | ||||||||
80 | 3.75%, 10/15/2014 — 144A δ | 82 | ||||||
30 | 5.00%, 10/15/2019 — 144A δ | 31 | ||||||
180 | Credit Agricole SA 8.38%, 10/13/2019 — 144A * Ž δ | 170 | ||||||
Glitnir Banki HF | ||||||||
160 | 6.33%, 07/28/2011 — 144A Џ § | 42 | ||||||
380 | 6.69%, 06/15/2016 — 144A * Џ § | ♦ | ||||||
140 | Landsbanki Islands HF 6.10%, 08/25/2011 — 144A Џ § | 16 | ||||||
Lloyds TSB Bank PLC | ||||||||
120 | 4.38%, 01/12/2015 — 144A | 116 | ||||||
100 | 5.80%, 01/13/2020 — 144A | 94 | ||||||
Nordea Bank AB | ||||||||
110 | 3.70%, 11/13/2014 — 144A | 112 | ||||||
100 | 4.88%, 01/27/2020 — 144A | 103 | ||||||
110 | Royal Bank of Scotland Group PLC 6.40%, 10/21/2019 | 112 | ||||||
260 | Santander Issuances S.A Unipersonal 5.81%, 06/20/2016 — 144A * | 251 | ||||||
100 | Wachovia Corp. 5.25%, 08/01/2014 | 106 | ||||||
Consumer Finance — 0.5% | ||||||||
190 | American Express Co. 6.80%, 09/01/2066 * δ | 181 | ||||||
SLM Corp. | ||||||||
235 | 5.00%, 10/01/2013 — 04/15/2015 | 224 | ||||||
60 | 5.05%, 11/14/2014 | 54 | ||||||
45 | 5.63%, 08/01/2033 | 33 | ||||||
120 | 8.00%, 03/25/2020 | 105 | ||||||
Containers & Packaging — 0.0% ∞ | ||||||||
50 | Ball Corp. 6.75%, 09/15/2020 | 51 | ||||||
Diversified Consumer Services — 0.0% ∞ | ||||||||
35 | Service Corp. International 7.50%, 04/01/2027 | 31 | ||||||
Diversified Financial Services — 3.1% | ||||||||
150 | Ally Financial, Inc. 1.75%, 10/30/2012 | 153 | ||||||
40 | ASIF Global Financing XIX 4.90%, 01/17/2013 — 144A δ | 39 | ||||||
Bank of America Corp. | ||||||||
190 | 4.50%, 04/01/2015 δ | 192 | ||||||
30 | 5.42%, 03/15/2017 δ | 30 | ||||||
200 | 5.63%, 07/01/2020 δ | 202 | ||||||
80 | 7.40%, 01/15/2011 | 82 | ||||||
50 | Boeing Capital Corp. 4.70%, 10/27/2019 δ | 54 | ||||||
210 | Caterpillar Financial Services Corp. — Series F 6.20%, 09/30/2013 δ | 238 | ||||||
Citigroup, Inc. | ||||||||
330 | 5.00%, 09/15/2014 δ | 330 | ||||||
40 | 5.50%, 10/15/2014 δ | 41 | ||||||
120 | 6.00%, 12/13/2013 δ | 126 | ||||||
130 | 6.01%, 01/15/2015 δ | 136 | ||||||
50 | 6.38%, 08/12/2014 δ | 53 | ||||||
300 | 6.88%, 03/05/2038 δ | 315 | ||||||
90 | General Electric Capital Corp. 6.00%, 08/07/2019 | 97 | ||||||
350 | General Electric Capital Corp. — Series A 6.88%, 01/10/2039 | 387 | ||||||
200 | JPMorgan Chase & Co. 5.13%, 09/15/2014 | 213 | ||||||
40 | 5.15%, 10/01/2015 | 43 | ||||||
220 | 6.13%, 06/27/2017 | 241 | ||||||
130 | Kaupthing Bank Hf 7.13%, 05/19/2016 — 144A Џ § | ♦ | ||||||
710 | Kaupthing Bank Hf — Series I 7.63%, 02/28/2015 — 144A Џ § | 170 | ||||||
300 | Merna Reinsurance, Ltd. — Series B 2.04%, 07/07/2010 — 144A * | 300 | ||||||
100 | Reynolds Group Issuer, Inc. 7.75%, 10/15/2016 — 144A | 98 | ||||||
110 | TNK-BP Finance SA 7.50%, 07/18/2016 — 144A | 114 | ||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
SCHEDULE OF INVESTMENTS (Continued)
(all amounts in thousands)
(Unaudited)
Principal | Value | |||||||
Diversified Telecommunication Services — 1.1% | ||||||||
AT&T, Inc. | ||||||||
$ | 190 | 5.10%, 09/15/2014 | $ | 211 | ||||
60 | 5.50%, 02/01/2018 δ | 66 | ||||||
20 | 6.55%, 02/15/2039 δ | 22 | ||||||
80 | Deutsche Telekom International Finance BV 5.75%, 03/23/2016 δ | 88 | ||||||
50 | Intelsat Jackson Holdings SA 8.50%, 11/01/2019 — 144A | 51 | ||||||
60 | Sprint Capital Corp. 8.75%, 03/15/2032 | 57 | ||||||
130 | Telecom Italia Capital SA 5.25%, 10/01/2015 | 131 | ||||||
90 | Telefonica Emisiones SAU 5.13%, 04/27/2020 | 90 | ||||||
10 | Verizon Communications, Inc. 8.95%, 03/01/2039 | 14 | ||||||
50 | Verizon Global Funding Corp. 7.38%, 09/01/2012 | 56 | ||||||
300 | Verizon New York, Inc. — Series A 6.88%, 04/01/2012 | 325 | ||||||
140 | Windstream Corp. 8.63%, 08/01/2016 | 141 | ||||||
Electric Utilities — 0.5% | ||||||||
10 | Dynegy Holdings, Inc. 7.75%, 06/01/2019 | 7 | ||||||
449 | Energy Future Holdings Corp. 11.25%, 11/01/2017 Ώ | 292 | ||||||
5 | Exelon Corp. 5.63%, 06/15/2035 δ | 5 | ||||||
7 | FirstEnergy Corp. — Series B 6.45%, 11/15/2011 | 7 | ||||||
175 | FirstEnergy Corp. — Series C 7.38%, 11/15/2031 | 185 | ||||||
Pacific Gas & Electric Co. | ||||||||
60 | 5.80%, 03/01/2037 | 65 | ||||||
20 | 6.05%, 03/01/2034 | 22 | ||||||
40 | 8.25%, 10/15/2018 | 51 | ||||||
Energy Equipment & Services — 0.3% | ||||||||
Cie Generale de Geophysique-Veritas | ||||||||
80 | 7.50%, 05/15/2015 | 76 | ||||||
40 | 7.75%, 05/15/2017 | 38 | ||||||
105 | Complete Production Services, Inc. 8.00%, 12/15/2016 | 103 | ||||||
110 | Enterprise Products Operating LLC 9.75%, 01/31/2014 δ | 132 | ||||||
25 | Pride International, Inc. 7.38%, 07/15/2014 | 25 | ||||||
Food Products — 0.2% | ||||||||
93 | Delhaize America, Inc. 9.00%, 04/15/2031 δ | 127 | ||||||
140 | Kraft Foods, Inc. 5.38%, 02/10/2020 | 150 | ||||||
Health Care Equipment & Supplies — 0.0% ∞ | ||||||||
40 | Medtronic, Inc. 4.45%, 03/15/2020 | 43 | ||||||
58 | DaVita, Inc. 6.63%, 03/15/2013 | 57 | ||||||
HCA, Inc. | ||||||||
6 | 6.30%, 10/01/2012 | 6 | ||||||
20 | 9.13%, 11/15/2014 | 21 | ||||||
50 | Humana, Inc. 7.20%, 06/15/2018 | 56 | ||||||
Tenet Healthcare Corp. | ||||||||
45 | 9.00%, 05/01/2015 — 144A | 48 | ||||||
45 | 10.00%, 05/01/2018 — 144A | 50 | ||||||
20 | WellPoint, Inc. 5.88%, 06/15/2017 | 22 | ||||||
Hotels, Restaurants & Leisure — 0.1% | ||||||||
Boyd Gaming Corp. | ||||||||
25 | 6.75%, 04/15/2014 | 22 | ||||||
80 | 7.13%, 02/01/2016 | 65 | ||||||
30 | Inn of the Mountain Gods Resort & Casino 12.00%, 11/15/2010 Џ § | 15 | ||||||
MGM Resorts International | ||||||||
5 | 6.63%, 07/15/2015 | 4 | ||||||
10 | 7.63%, 01/15/2017 | 8 | ||||||
15 | Mohegan Tribal Gaming Authority 6.13%, 02/15/2013 | 12 | ||||||
Station Casinos, Inc. | ||||||||
10 | 6.88%, 03/01/2016 Џ § | ♦ | ||||||
90 | 7.75%, 08/15/2016 Џ § | 6 | ||||||
Independent Power Producers & Energy Traders — 0.1% | ||||||||
80 | AES Corp. 7.75%, 10/15/2015 | 81 | ||||||
70 | Edison Mission Energy 7.00%, 05/15/2017 | 45 | ||||||
10 | NRG Energy, Inc. 7.38%, 01/15/2017 | 10 | ||||||
Insurance — 0.5% | ||||||||
40 | American International Group, Inc. 5.85%, 01/16/2018 δ | 36 | ||||||
100 | Berkshire Hathaway, Inc. 3.20%, 02/11/2015 δ | 103 | ||||||
130 | MetLife, Inc. 6.40%, 12/15/2036 | 114 | ||||||
80 | Teachers Insurance & Annuity Association of America 6.85%, 12/16/2039 — 144A | 93 | ||||||
250 | Travelers Cos., Inc. 6.25%, 03/15/2037 * | 235 | ||||||
Media — 0.6% | ||||||||
10 | Cengage Learning Acquisitions, Inc. 10.50%, 01/15/2015 — 144A | 9 | ||||||
150 | Comcast Cable Communications LLC 8.88%, 05/01/2017 δ | 188 | ||||||
20 | Comcast Corp. 5.88%, 02/15/2018 δ | 22 | ||||||
5 | CSC Holdings LLC 8.63%, 02/15/2019 | 5 | ||||||
DISH DBS Corp. | ||||||||
30 | 7.00%, 10/01/2013 | 31 | ||||||
25 | 7.75%, 05/31/2015 | 26 | ||||||
10 | News America, Inc. 6.65%, 11/15/2037 | 11 | ||||||
80 | Reed Elsevier Capital, Inc. 8.63%, 01/15/2019 | 102 | ||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
SCHEDULE OF INVESTMENTS (Continued)
(all amounts except share amounts in thousands)
(Unaudited)
Principal | Value | |||||||
Media — (continued) | ||||||||
$ | 30 | Sun Media Corp. 7.63%, 02/15/2013 | $ | 30 | ||||
Time Warner Cable, Inc. | ||||||||
130 | 8.25%, 04/01/2019 | 160 | ||||||
10 | 8.75%, 02/14/2019 | 13 | ||||||
80 | Time Warner Entertainment Co., LP 8.38%, 07/15/2033 | 99 | ||||||
Metals & Mining — 0.5% | ||||||||
10 | Alcoa, Inc. 6.00%, 07/15/2013 δ | 11 | ||||||
190 | Freeport-McMoRan Copper & Gold, Inc. 8.38%, 04/01/2017 | 209 | ||||||
150 | Rio Tinto Finance USA, Ltd. 6.50%, 07/15/2018 | 171 | ||||||
65 | Steel Dynamics, Inc. 6.75%, 04/01/2015 | 65 | ||||||
101 | Vale Overseas, Ltd. 6.88%, 11/21/2036 | 105 | ||||||
Multiline Retail — 0.0% ∞ | ||||||||
20 | JC Penney Corp., Inc. 7.40%, 04/01/2037 | 20 | ||||||
Multi-Utilities — 0.1% | ||||||||
80 | Dominion Resources, Inc. — Series D 8.88%, 01/15/2019 δ | 106 | ||||||
Oil, Gas & Consumable Fuels — 1.7% | ||||||||
150 | Apache Corp. 6.00%, 09/15/2013 δ | 168 | ||||||
Chesapeake Energy Corp. | ||||||||
20 | 6.25%, 01/15/2018 | 20 | ||||||
5 | 6.38%, 06/15/2015 | 5 | ||||||
25 | 6.50%, 08/15/2017 | 25 | ||||||
5 | 7.25%, 12/15/2018 | 5 | ||||||
80 | ConocoPhillips 6.50%, 02/01/2039 δ | 97 | ||||||
40 | ConocoPhillips Holding Co. 6.95%, 04/15/2029 δ | 49 | ||||||
40 | Consol Energy, Inc. 8.25%, 04/01/2020 — 144A | 42 | ||||||
86 | El Paso Corp. 7.80%, 08/01/2031 | 85 | ||||||
70 | El Paso Natural Gas Co. 8.38%, 06/15/2032 δ | 82 | ||||||
Hess Corp. | ||||||||
20 | 7.30%, 08/15/2031 δ | 24 | ||||||
20 | 7.88%, 10/01/2029 δ | 25 | ||||||
90 | 8.13%, 02/15/2019 | 112 | ||||||
Kerr-McGee Corp. | ||||||||
90 | 6.95%, 07/01/2024 | 82 | ||||||
20 | 7.88%, 09/15/2031 | 18 | ||||||
Kinder Morgan Energy Partners, LP | ||||||||
50 | 5.85%, 09/15/2012 | 54 | ||||||
190 | 6.75%, 03/15/2011 | 196 | ||||||
150 | Occidental Petroleum Corp. 7.00%, 11/01/2013 | 174 | ||||||
10 | Opti Canada, Inc. 7.88%, 12/15/2014 | 9 | ||||||
147 | Pemex Project Funding Master Trust 6.63%, 06/15/2035 | 151 | ||||||
Petrobras International Finance Co. | ||||||||
42 | 5.75%, 01/20/2020 | 42 | ||||||
50 | 6.13%, 10/06/2016 | 53 | ||||||
60 | Sandridge Energy, Inc. 8.75%, 01/15/2020 — 144A | 57 | ||||||
Shell International Finance BV | ||||||||
10 | 4.38%, 03/25/2020 | 10 | ||||||
80 | 6.38%, 12/15/2038 | 96 | ||||||
15 | Williams Cos., Inc. 8.75%, 03/15/2032 | 18 | ||||||
71 | Williams Cos., Inc. — Series A 7.50%, 01/15/2031 | 76 | ||||||
XTO Energy, Inc. | ||||||||
40 | 6.50%, 12/15/2018 | 49 | ||||||
190 | 7.50%, 04/15/2012 | 211 | ||||||
Pharmaceuticals — 0.1% | ||||||||
110 | Wyeth 5.95%, 04/01/2037 | 125 | ||||||
Real Estate Management & Development — 0.2% | ||||||||
230 | Realogy Corp. 10.50%, 04/15/2014 | 195 | ||||||
Semiconductors & Semiconductor Equipment — 0.0% ∞ | ||||||||
1 | MagnaChip Semiconductor SA 0.03%, 12/15/2011 Ә | 1 | ||||||
10 | National Semiconductor Corp. 6.60%, 06/15/2017 | 11 | ||||||
Tobacco — 0.2% | ||||||||
70 | Altria Group, Inc. 8.50%, 11/10/2013 δ | 82 | ||||||
100 | Reynolds American, Inc. 6.75%, 06/15/2017 | 108 | ||||||
Wireless Telecommunication Services — 0.1% | ||||||||
50 | America Movil SAB de CV 5.63%, 11/15/2017 δ | 54 | ||||||
Rogers Communications, Inc. | ||||||||
40 | 6.38%, 03/01/2014 | 45 | ||||||
35 | 6.75%, 03/15/2015 | 41 | ||||||
20 | 6.80%, 08/15/2018 | 24 | ||||||
Total Corporate Debt Securities (cost $17,285) | 15,595 | |||||||
Shares | ||||||||
COMMON STOCKS — 56.6% | ||||||||
Aerospace & Defense — 1.7% | ||||||||
4,451 | Boeing Co. | $ | 279 | |||||
9,475 | Honeywell International, Inc. | 370 | ||||||
1,298 | Lockheed Martin Corp. | 97 | ||||||
8,999 | Northrop Grumman Corp. | 490 | ||||||
11,637 | United Technologies Corp. | 756 | ||||||
Air Freight & Logistics — 1.0% | ||||||||
4,201 | FedEx Corp. | 295 | ||||||
15,132 | United Parcel Service, Inc. — Class B | 860 | ||||||
Auto Components — 0.3% | ||||||||
1,059 | Autoliv, Inc. ‡ | 51 | ||||||
13,426 | Johnson Controls, Inc. | 360 | ||||||
Automobiles — 0.1% | ||||||||
15,881 | Ford Motor Co. ‡ | 160 | ||||||
Beverages — 1.2% | ||||||||
13,431 | Coca-Cola Co. | 674 | ||||||
2,489 | Dr. Pepper Snapple Group, Inc. | 93 | ||||||
871 | Hansen Natural Corp. ‡ | 34 | ||||||
9,291 | PepsiCo, Inc. | 566 | ||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
SCHEDULE OF INVESTMENTS (Continued)
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
Biotechnology — 1.3% | ||||||||
14,094 | Amgen, Inc. ‡ | $ | 740 | |||||
3,174 | Biogen Idec, Inc. ‡ | 151 | ||||||
3,060 | Celgene Corp. ‡ | 156 | ||||||
1,353 | Genzyme Corp. ‡ | 69 | ||||||
12,087 | Gilead Sciences, Inc. ‡ | 414 | ||||||
Building Products — 0.1% | ||||||||
1,711 | Armstrong World Industries, Inc. ‡ | 51 | ||||||
2,855 | Masco Corp. | 31 | ||||||
Capital Markets — 0.8% | ||||||||
21,000 | Bank of New York Mellon Corp. | 518 | ||||||
2,933 | Federated Investors, Inc. — Class B | 61 | ||||||
2,391 | Franklin Resources, Inc. | 206 | ||||||
4,227 | T. Rowe Price Group, Inc. | 188 | ||||||
Chemicals — 0.8% | ||||||||
732 | Ashland, Inc. | 34 | ||||||
9,978 | Dow Chemical Co. | 237 | ||||||
7,035 | E.I. du Pont de Nemours & Co. | 243 | ||||||
4,335 | Eastman Chemical Co. | 231 | ||||||
9,864 | Huntsman Corp. | 86 | ||||||
1,465 | Monsanto Co. | 68 | ||||||
Commercial Banks — 1.7% | ||||||||
7,999 | BB&T Corp. | 210 | ||||||
2,391 | PNC Financial Services Group, Inc. | 135 | ||||||
26,376 | U.S. Bancorp | 590 | ||||||
44,072 | Wells Fargo & Co. | 1,128 | ||||||
Commercial Services & Supplies — 0.1% | ||||||||
7,890 | RR Donnelley & Sons Co. | 129 | ||||||
Communications Equipment — 1.2% | ||||||||
52,843 | Cisco Systems, Inc. ‡ | 1,126 | ||||||
22,651 | Motorola, Inc. ‡ | 148 | ||||||
3,235 | QUALCOMM, Inc. | 106 | ||||||
5,877 | Tellabs, Inc. | 38 | ||||||
Computers & Peripherals — 3.0% | ||||||||
2,916 | Apple, Inc. ‡ | 734 | ||||||
23,387 | Dell, Inc. ‡ | 282 | ||||||
14,828 | EMC Corp. ‡ | 271 | ||||||
11,103 | Hewlett-Packard Co. | 482 | ||||||
6,102 | International Business Machines Corp. | 754 | ||||||
3,678 | Lexmark International, Inc. — Class A ‡ | 121 | ||||||
1,755 | NCR Corp. ‡ | 21 | ||||||
1,744 | SanDisk Corp. ‡ | 73 | ||||||
27,005 | Seagate Technology ‡ | 352 | ||||||
1,241 | Teradata Corp. ‡ | 38 | ||||||
11,371 | Western Digital Corp. ‡ | 343 | ||||||
Consumer Finance — 0.4% | ||||||||
11,329 | Capital One Financial Corp. | 457 | ||||||
Diversified Consumer Services — 0.1% | ||||||||
1,508 | Apollo Group, Inc. — Class A ‡ | 64 | ||||||
Diversified Financial Services — 2.8% | ||||||||
89,388 | Bank of America Corp. | 1,285 | ||||||
104,814 | Citigroup, Inc. ‡ | 394 | ||||||
625 | CME Group, Inc. — Class A | 176 | ||||||
35,237 | JPMorgan Chase & Co. | 1,289 | ||||||
5,065 | SEI Investments Co. | 103 | ||||||
Diversified Telecommunication Services — 1.5% | ||||||||
55,217 | AT&T, Inc. δ | 1,335 | ||||||
16,736 | Verizon Communications, Inc. | 469 | ||||||
Electric Utilities — 1.2% | ||||||||
45,442 | Duke Energy Corp. | 728 | ||||||
13,968 | Exelon Corp. | 530 | ||||||
2,329 | PPL Corp. | 58 | ||||||
Electrical Equipment — 0.4% | ||||||||
8,784 | Emerson Electric Co. | 384 | ||||||
1,879 | Rockwell Automation, Inc. | 92 | ||||||
Electronic Equipment & Instruments — 0.5% | ||||||||
2,817 | Arrow Electronics, Inc. ‡ | 63 | ||||||
12,538 | Flextronics International, Ltd. ‡ | 70 | ||||||
13,531 | Ingram Micro, Inc. — Class A ‡ | 206 | ||||||
647 | Tech Data Corp. ‡ | 23 | ||||||
9,665 | Tyco Electronics, Ltd. | 245 | ||||||
3,917 | Vishay Intertechnology, Inc. ‡ | 30 | ||||||
Energy Equipment & Services — 0.8% | ||||||||
3,804 | Exterran Holdings, Inc. ‡ | 98 | ||||||
7,655 | Halliburton Co. | 188 | ||||||
3,292 | National Oilwell Varco, Inc. | 109 | ||||||
9,784 | Schlumberger, Ltd. | 541 | ||||||
64 | SemGroup Corp. — Class A ‡ | 2 | ||||||
Food & Staples Retailing — 1.1% | ||||||||
953 | Costco Wholesale Corp. | 52 | ||||||
7,917 | CVS Caremark Corp. | 232 | ||||||
4,119 | SUPERVALU, Inc. | 45 | ||||||
7,127 | Walgreen Co. | 190 | ||||||
15,260 | Wal-Mart Stores, Inc. | 734 | ||||||
Food Products — 1.0% | ||||||||
17,414 | Archer-Daniels-Midland Co. | 450 | ||||||
7,049 | ConAgra Foods, Inc. | 164 | ||||||
1,856 | Hormel Foods Corp. | 75 | ||||||
3,104 | Kraft Foods, Inc. — Class A | 87 | ||||||
3,366 | Smithfield Foods, Inc. ‡ | 50 | ||||||
19,474 | Tyson Foods, Inc. — Class A | 319 | ||||||
Gas Utilities — 0.0% ∞ | ||||||||
755 | Energen Corp. | 33 | ||||||
Health Care Equipment & Supplies — 0.8% | ||||||||
39,394 | Boston Scientific Corp. ‡ | 228 | ||||||
8,929 | CareFusion Corp. ‡ | 203 | ||||||
5,127 | Medtronic, Inc. | 186 | ||||||
5,362 | Stryker Corp. | 268 | ||||||
1,273 | Zimmer Holdings, Inc. ‡ | 69 | ||||||
Health Care Providers & Services — 1.2% | ||||||||
10,706 | Cardinal Health, Inc. | 360 | ||||||
7,598 | Coventry Health Care, Inc. ‡ | 134 | ||||||
858 | Humana, Inc. ‡ | 39 | ||||||
2,023 | McKesson Corp. | 136 | ||||||
1,702 | Medco Health Solutions, Inc. ‡ | 94 | ||||||
10,333 | UnitedHealth Group, Inc. | 293 | ||||||
7,459 | WellPoint, Inc. ‡ | 365 | ||||||
Hotels, Restaurants & Leisure — 0.7% | ||||||||
8,803 | Carnival Corp. | 266 | ||||||
1,053 | Darden Restaurants, Inc. | 41 | ||||||
5,419 | Marriott International, Inc. — Class A | 162 | ||||||
13,768 | Starbucks Corp. | 335 | ||||||
953 | Wynn Resorts, Ltd. | 73 | ||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
SCHEDULE OF INVESTMENTS (Continued)
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
Household Durables — 0.3% | ||||||||
1,620 | Harman International Industries, Inc. ‡ | $ | 48 | |||||
1,433 | Leggett & Platt, Inc. | 29 | ||||||
2,592 | Mohawk Industries, Inc. ‡ | 119 | ||||||
1,670 | Whirlpool Corp. | 146 | ||||||
Household Products — 1.5% | ||||||||
31,770 | Procter & Gamble Co. | 1,905 | ||||||
Independent Power Producers & Energy | ||||||||
Traders — 0.2% | ||||||||
6,882 | Constellation Energy Group, Inc. | 222 | ||||||
4,890 | Mirant Corp. ‡ | 52 | ||||||
Industrial Conglomerates — 1.3% | ||||||||
4,190 | 3M Co. | 331 | ||||||
76,466 | General Electric Co. | 1,103 | ||||||
2,675 | Textron, Inc. | 45 | ||||||
Insurance — 2.0% | ||||||||
2,498 | Aflac, Inc. | 107 | ||||||
5,996 | Berkshire Hathaway, Inc. — Class B ‡ | 477 | ||||||
2,649 | Chubb Corp. | 132 | ||||||
883 | Cincinnati Financial Corp. | 23 | ||||||
2,785 | Genworth Financial, Inc. — Class A ‡ | 36 | ||||||
3,123 | Lincoln National Corp. | 76 | ||||||
991 | Loews Corp. | 33 | ||||||
1,199 | Mercury General Corp. | 50 | ||||||
10,333 | MetLife, Inc. | 390 | ||||||
1,097 | Principal Financial Group, Inc. | 26 | ||||||
1,472 | Protective Life Corp. | 31 | ||||||
4,483 | Prudential Financial, Inc. | 241 | ||||||
6,519 | Travelers Cos., Inc. | 321 | ||||||
16,800 | Unum Group | 365 | ||||||
181 | White Mountains Insurance Group, Ltd. | 59 | ||||||
Internet & Catalog Retail — 0.4% | ||||||||
4,123 | Amazon.com, Inc. ‡ | 451 | ||||||
4,322 | Liberty Media Corp. — Interactive ‡ | 45 | ||||||
Internet Software & Services — 0.9% | ||||||||
5,561 | eBay, Inc. ‡ | 109 | ||||||
2,161 | Google, Inc. — Class A ‡ | 961 | ||||||
1,157 | VeriSign, Inc. ‡ | 31 | ||||||
IT Services — 0.6% | ||||||||
16,483 | Accenture PLC — Class A | 637 | ||||||
1,971 | Computer Sciences Corp. | 89 | ||||||
Machinery — 1.0% | ||||||||
2,930 | Caterpillar, Inc. | 176 | ||||||
2,507 | Cummins, Inc. | 163 | ||||||
2,272 | Eaton Corp. | 149 | ||||||
2,960 | Illinois Tool Works, Inc. | 122 | ||||||
3,708 | Oshkosh Corp. ‡ | 116 | ||||||
4,011 | PACCAR, Inc. | 160 | ||||||
2,350 | Parker Hannifin Corp. | 130 | ||||||
3,726 | Toro Co. | 183 | ||||||
Media — 2.4% | ||||||||
34,364 | Comcast Corp. — Class A | 596 | ||||||
10,128 | Comcast Corp. — Special Class A | 166 | ||||||
3,005 | DIRECTV — Class A ‡ | 102 | ||||||
14,800 | DISH Network Corp. — Class A | 269 | ||||||
33,744 | News Corp. — Class A | 404 | ||||||
3,876 | News Corp. — Class B | 54 | ||||||
615 | Scripps Networks Interactive, Inc. — Class A | 25 | ||||||
917 | Time Warner Cable, Inc. | 48 | ||||||
20,337 | Time Warner, Inc. | 587 | ||||||
14,083 | Walt Disney Co. | 444 | ||||||
Metals & Mining — 0.7% | ||||||||
8,028 | Alcoa, Inc. | 81 | ||||||
6,788 | Freeport-McMoRan Copper & Gold, Inc. | 401 | ||||||
5,239 | Newmont Mining Corp. | 323 | ||||||
1,963 | Reliance Steel & Aluminum Co. | 71 | ||||||
1,602 | Schnitzer Steel Industries, Inc. — Class A | 63 | ||||||
Multiline Retail — 0.4% | ||||||||
5,929 | Big Lots, Inc. ‡ | 190 | ||||||
4,868 | JC Penney Co., Inc. | 105 | ||||||
4,743 | Nordstrom, Inc. | 153 | ||||||
Multi-Utilities — 0.4% | ||||||||
4,703 | Dominion Resources, Inc. | 182 | ||||||
813 | DTE Energy Co. | 37 | ||||||
2,307 | Integrys Energy Group, Inc. | 101 | ||||||
2,512 | MDU Resources Group, Inc. | 45 | ||||||
5,832 | NiSource, Inc. | 85 | ||||||
1,727 | TECO Energy, Inc. | 26 | ||||||
Oil, Gas & Consumable Fuels — 5.6% | ||||||||
748 | Apache Corp. | 63 | ||||||
6,676 | Chesapeake Energy Corp. | 140 | ||||||
19,735 | Chevron Corp. | 1,339 | ||||||
3,519 | Cimarex Energy Co. | 252 | ||||||
20,263 | ConocoPhillips | 995 | ||||||
7,189 | Devon Energy Corp. | 438 | ||||||
40,930 | Exxon Mobil Corp. | 2,336 | ||||||
8,642 | Hess Corp. | 435 | ||||||
1,135 | Occidental Petroleum Corp. | 88 | ||||||
1,124 | Sunoco, Inc. | 39 | ||||||
7,401 | Tesoro Corp. | 86 | ||||||
20,629 | Valero Energy Corp. | 371 | ||||||
Paper & Forest Products — 0.4% | ||||||||
1,253 | Domtar Corp. | 62 | ||||||
16,354 | International Paper Co. | 370 | ||||||
Personal Products — 0.0% ∞ | ||||||||
1,110 | NBTY, Inc. ‡ | 38 | ||||||
Pharmaceuticals — 3.7% | ||||||||
2,542 | Abbott Laboratories | 119 | ||||||
8,929 | Bristol-Myers Squibb Co. | 223 | ||||||
30,836 | Eli Lilly & Co. | 1,033 | ||||||
6,601 | Forest Laboratories, Inc. ‡ | 181 | ||||||
19,808 | Johnson & Johnson | 1,170 | ||||||
7,045 | King Pharmaceuticals, Inc. ‡ | 53 | ||||||
11,032 | Merck & Co., Inc. | 386 | ||||||
84,936 | Pfizer, Inc. | 1,212 | ||||||
Professional Services — 0.1% | ||||||||
3,717 | Manpower, Inc. | 161 | ||||||
Real Estate Investment Trusts — 1.4% | ||||||||
2,117 | AvalonBay Communities, Inc. | 198 | ||||||
2,483 | Plum Creek Timber Co., Inc. | 86 | ||||||
2,982 | Public Storage | 262 | ||||||
5,052 | Rayonier, Inc. | 222 | ||||||
10,857 | Simon Property Group, Inc. | 877 | ||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
SCHEDULE OF INVESTMENTS (Continued)
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
Semiconductors & Semiconductor | ||||||||
Equipment — 1.7% | ||||||||
4,254 | Advanced Micro Devices, Inc. ‡ | $ | 31 | |||||
3,406 | Fairchild Semiconductor International, Inc. — Class A ‡ | 29 | ||||||
12,472 | Integrated Device Technology, Inc. ‡ | 62 | ||||||
63,803 | Intel Corp. | 1,240 | ||||||
18,845 | LSI Corp. ‡ | 87 | ||||||
14,852 | Micron Technology, Inc. ‡ | 126 | ||||||
2,378 | NVIDIA Corp. ‡ | 24 | ||||||
17,172 | Texas Instruments, Inc. | 400 | ||||||
Software — 2.9% | ||||||||
22,175 | Activision Blizzard, Inc. | 233 | ||||||
4,096 | Adobe Systems, Inc. ‡ | 108 | ||||||
2,825 | Amdocs, Ltd. ‡ | 76 | ||||||
76,126 | Microsoft Corp. | 1,751 | ||||||
36,603 | Oracle Corp. | 786 | ||||||
22,667 | Symantec Corp. ‡ | 315 | ||||||
Specialty Retail — 1.0% | ||||||||
6,863 | AutoNation, Inc. ‡ | 134 | ||||||
2,630 | Best Buy Co., Inc. | 89 | ||||||
1,346 | Carmax, Inc. ‡ | 27 | ||||||
3,987 | Gap, Inc. | 78 | ||||||
3,975 | Guess?, Inc. | 124 | ||||||
10,160 | Limited Brands, Inc. | 224 | ||||||
6,198 | Office Depot, Inc. ‡ | 25 | ||||||
2,205 | Penske Automotive Group, Inc. ‡ | 25 | ||||||
8,250 | Ross Stores, Inc. | 439 | ||||||
2,820 | Williams-Sonoma, Inc. | 70 | ||||||
Textiles, Apparel & Luxury Goods — 0.1% | ||||||||
991 | Fossil, Inc. ‡ | 34 | ||||||
1,956 | Nike, Inc. — Class B | 133 | ||||||
Thrifts & Mortgage Finance — 0.1% | ||||||||
8,051 | Hudson City Bancorp, Inc. | 99 | ||||||
Tobacco — 1.5% | ||||||||
10,248 | Altria Group, Inc. | 205 | ||||||
14,690 | Lorillard, Inc. | 1,057 | ||||||
11,531 | Philip Morris International, Inc. | 529 | ||||||
Trading Companies & Distributors — 0.0% ∞ | ||||||||
781 | Fastenal Co. | 39 | ||||||
Wireless Telecommunication Services — 0.2% | ||||||||
44,286 | Sprint Nextel Corp. ‡ | 188 | ||||||
1,579 | Telephone & Data Systems, Inc. | 48 | ||||||
Total Common Stocks (cost $71,613) | 66,789 | |||||||
PREFERRED STOCKS — 0.1% | ||||||||
Diversified Financial Services — 0.1% | ||||||||
Citigroup Capital XII | ||||||||
2,850 | 2.43% ▲ * | 71 | ||||||
U.S. Government Agency Obligation — 0.0% ∞ | ||||||||
600 | Fannie Mae 7.00% | ♦ | ||||||
10,800 | Fannie Mae 8.25% * | 4 | ||||||
14,925 | Freddie Mac 8.38% * | 5 | ||||||
Total Preferred Stocks (cost $746) | 80 | |||||||
Principal | ||||||||
SHORT-TERM U.S. GOVERNMENT OBLIGATION — 2.5% | ||||||||
$ | 3,000 | U.S. Treasury Bill 0.23%, 08/26/2010 | 2,999 | |||||
Total Short-Term U.S. Government Obligation (cost $2,999) | ||||||||
Shares | ||||||||
WARRANT — 0.0% ∞ | ||||||||
SemGroup Corp. ‡ Ә | ||||||||
Expiration: 11/30/2014 | ||||||||
68 | Exercise Price: $25.00 | ♦ | ||||||
Total Warrant (cost $♦) | ||||||||
Notional | ||||||||
Amount | ||||||||
PURCHASED OPTIONS — 0.0% ∞ | ||||||||
Call Options — 0.0% ∞ | ||||||||
$ | 3 | 10-Year U.S. Treasury Note Call Strike $119.50 Expires 08/27/2010 | 10 | |||||
4 | 10-Year U.S. Treasury Note | |||||||
Call Strike $121.50 | ||||||||
Expires 08/27/2010 | 8 | |||||||
Total Purchased Options (cost $9) | 18 | |||||||
Principal | ||||||||
REPURCHASE AGREEMENT — 6.2% | ||||||||
$ | 7,337 | State Street Bank & Trust Co. 0.01% ▲, dated 06/30/2010, to be repurchased at $7,337 on 07/01/2010. Collateralized by a U.S. Government Obligations, 1.00%, due 04/30/2012, and with a total value of $7,493. | 7,337 | |||||
Total Repurchase Agreement (cost $7,337) | ||||||||
Total Investment Securities (cost $135,975) # | 125,432 | |||||||
Other Assets and Liabilities — Net | (7,296 | ) | ||||||
Net Assets | $ | 118,136 | ||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
SCHEDULE OF INVESTMENTS (Continued)
(all amounts in thousands)
(Unaudited)
Notional | ||||||||
Amount | Value | |||||||
WRITTEN-OPTIONS - 0.0% ∞ | ||||||||
Put Options - 0.0% ∞ | ||||||||
10-Year U.S. Treasury Note Put Strike $115.00 Expires 08/27/2010 | $ | (4 | ) | $ | ♦ | |||
Call Options - 0.0% ∞ | ||||||||
10-Year U.S. Treasury Note Call Strike $123.50 Expires 08/27/2010 | (2 | ) | (2 | ) | ||||
10-Year U.S. Treasury Note Call Strike $121.00 Expires 08/27/2010 | (4 | ) | (9 | ) | ||||
Euro Call Strike $99.25 Expires 09/13/2010 | (28 | ) | (5 | ) | ||||
Total Written Options (Premiums: $12) | $ | (16 | ) | |||||
Net Unrealized | ||||||||||||||||
Appreciation | ||||||||||||||||
Description | Type | Contracts ┌ | Expiration Date | (Depreciation) | ||||||||||||
10-Year U.S. Treasury Note | Long | 35 | 09/21/2010 | $ | 93 | |||||||||||
30-Year U.S. Treasury Bond | Long | 2 | 09/21/2010 | 7 | ||||||||||||
5-Year U.S. Treasury Note | Short | (48 | ) | 09/30/2010 | (69 | ) | ||||||||||
90-Day Euro | Long | 12 | 09/13/2010 | 5 | ||||||||||||
S&P 500 E Mini Index | Long | 13 | 09/17/2010 | (54 | ) | |||||||||||
Ultra Long U.S. Treasury Bond | Long | 23 | 09/21/2010 | 82 | ||||||||||||
$ | 64 | |||||||||||||||
Amount in | Net Unrealized | |||||||||||||||
Settlement | U.S. Dollars | Appreciation | ||||||||||||||
Currency | Bought (Sold) | Date | Bought (Sold) | (Depreciation) | ||||||||||||
Euro | 113 | 08/17/2010 | $ | 144 | ($5 | ) | ||||||||||
Euro | (97 | ) | 08/17/2010 | (123 | ) | 5 | ||||||||||
Euro | 102 | 08/17/2010 | 125 | ♦ | ||||||||||||
Euro | 94 | 08/17/2010 | 120 | (5 | ) | |||||||||||
Euro | (102 | ) | 08/17/2010 | (132 | ) | 8 | ||||||||||
Euro | (110 | ) | 08/17/2010 | (135 | ) | ♦ | ||||||||||
$ | 3 | |||||||||||||||
δ | All or a portion of this security is segregated with the broker to cover margin requirements for open futures contracts. The value of these securities at 06/30/2010 is $14,107. | |
§ | Illiquid. At 06/30/2010, illiquid investment securities aggregated $635, or 0.54% of the portfolio’s net assets. | |
* | Floating or variable rate note. Rate is listed as of 06/30/2010. | |
Ž | The security has a perpetual maturity. The date shown is the next call date. | |
Џ | In default. | |
♦ | Amount rounds to less than $1. | |
Ώ | Payment in-kind. Securities pay interest or dividends in the form of additional bonds or preferred stock. | |
Ә | Security fair valued as determined in good faith in accordance with procedures established by the Board of Trustees. These securities had a market value of $1, or less than 0.01% of the portfolio’s net assets. | |
‡ | Non-income producing security. | |
∞ | Percentage rounds to less than 0.1%. | |
▲ | Rate shown reflects the yield at 06/30/2010. | |
┌ | Contract amounts are not in thousands. | |
(a) | Cash, in the amount of $330, has been pledged as collateral with the broker to cover open futures contracts. | |
# | Aggregate cost for federal income tax purposes is $135,975. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $5,635 and $16,178, respectively. Net unrealized depreciation for tax purposes is $10,543. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 45
SCHEDULE OF INVESTMENTS (Continued)
(all amounts in thousands)
(Unaudited)
144A | 144A Securities are registered pursuant to Rule 144A of the Securities Act of 1933. These securities are deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At 06/30/2010, these securities aggregated $4,820, or 4.08%, of the portfolio’s net assets. | |
STRIP | Separate Trading of Registered Interest and Principal of Security | |
TBA | To Be Announced |
Investment Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Equities — Consumer Discretionary | $ | 6,895 | $ | — | $ | — | $ | 6,895 | ||||||||
Equities — Consumer Staples | 7,499 | — | — | 7,499 | ||||||||||||
Equities — Energy | 7,520 | ♦ | — | 7,520 | ||||||||||||
Equities — Financials | 10,922 | — | — | 10,922 | ||||||||||||
Equities — Health Care | 8,282 | — | — | 8,282 | ||||||||||||
Equities — Industrials | 6,712 | — | — | 6,712 | ||||||||||||
Equities — Information Technology | 12,620 | — | 1 | 12,621 | ||||||||||||
Equities — Materials | 2,270 | — | — | 2,270 | ||||||||||||
Equities — Telecommunication Services | 2,040 | — | — | 2,040 | ||||||||||||
Equities — U.S. Government Agency Obligation | 9 | — | — | 9 | ||||||||||||
Equities — Utilities | 2,099 | — | — | 2,099 | ||||||||||||
Fixed Income — Asset-Backed Security | — | 4,431 | — | 4,431 | ||||||||||||
Fixed Income — Consumer Discretionary | — | 1,319 | — | 1,319 | ||||||||||||
Fixed Income — Consumer Staples | — | 925 | — | 925 | ||||||||||||
Fixed Income — Energy | — | 2,409 | — | 2,409 | ||||||||||||
Fixed Income — Financials | — | 8,656 | ♦ | 8,656 | ||||||||||||
Fixed Income — Foreign Government Obligation | — | 257 | — | 257 | ||||||||||||
Fixed Income — Health Care | — | 549 | — | 549 | ||||||||||||
Fixed Income — Industrials | — | 99 | — | 99 | ||||||||||||
Fixed Income — Information Technology | — | 12 | — | 12 | ||||||||||||
Fixed Income — Materials | — | 628 | — | 628 | ||||||||||||
Fixed Income — Mortgage-Backed Security | — | 7,580 | — | 7,580 | ||||||||||||
Fixed Income — Municipal Government Obligation | — | 970 | — | 970 | ||||||||||||
Fixed Income — Short-Term U.S. Government Obligation | — | 2,999 | — | 2,999 | ||||||||||||
Fixed Income — Telecommunication Services | — | 1,427 | — | 1,427 | ||||||||||||
Fixed Income — U.S. Government Agency Obligation | — | 15,355 | — | 15,355 | ||||||||||||
Fixed Income — U.S. Government Obligation | — | 2,716 | — | 2,716 | ||||||||||||
Fixed Income — Utilities | — | 876 | — | 876 | ||||||||||||
Purchased Options | — | 18 | — | 18 | ||||||||||||
Cash & Cash Equivalent — Repurchase Agreement | — | 7,337 | — | 7,337 | ||||||||||||
Total | $ | 66,868 | $ | 58,563 | $ | 1 | $ | 125,432 | ||||||||
Other Financial Instruments* | ||||||||||||||||
Futures Contracts — Appreciation | $ | — | $ | 187 | $ | — | $ | 187 | ||||||||
Futures Contracts — Depreciation | — | (123 | ) | — | (123 | ) | ||||||||||
Forward Foreign Currency Contracts — Appreciation | — | 13 | — | 13 | ||||||||||||
Forward Foreign Currency Contracts — Depreciation | — | (10 | ) | — | (10 | ) | ||||||||||
Total | $ | — | $ | 67 | $ | — | $ | 67 | ||||||||
Other Financial Instruments | ||||||||||||||||
Written Option | $ | — | ($16 | ) | $ | — | ($16 | ) | ||||||||
Beginning | Net | Change in Unrealized | Net Transfers | Ending | ||||||||||||||||||||||||
Balance at | Purchases/ | Accrued Discounts/ | Total Realized | Appreciation/ | In/(Out) of | Balance at | ||||||||||||||||||||||
Securities | 12/31/2009 | (Sales) | (Premiums) | Gain/(Loss) | (Depreciation) | Level 3 | 06/30/2010 | |||||||||||||||||||||
Fixed Income — Financials | $ | — | $ | — | $ | — | $ | — | $ | ♦ | $ | — | $ | ♦ | ||||||||||||||
Fixed Income — Information Technology | 1 | — | — | — | ♦ | — | 1 | |||||||||||||||||||||
Total | $ | 1 | $ | — | $ | — | $ | — | $ | ♦ | $ | — | $ | 1 | ||||||||||||||
* | Other financial instruments are derivative instruments including, but not limited to, Futures Contracts, Forward Foreign Currency Contracts, and Swap Contracts that are valued at unrealized appreciation (depreciation) on the instrument. | |
♦ | Amount rounds to less than $1. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 46
SCHEDULE OF INVESTMENTS
At June 30, 2010
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
COMMON STOCKS — 96.3% | ||||||||
Aerospace & Defense — 2.9% | ||||||||
72,700 | General Dynamics Corp. ^ | $ | 4,257 | |||||
49,200 | L-3 Communications Holdings, Inc. ^ | 3,485 | ||||||
15,400 | Lockheed Martin Corp. ^ | 1,147 | ||||||
200,000 | Northrop Grumman Corp. | 10,888 | ||||||
138,100 | Raytheon Co. | 6,683 | ||||||
Air Freight & Logistics — 0.6% | ||||||||
76,600 | FedEx Corp. | 5,370 | ||||||
Airlines — 0.5% | ||||||||
103,800 | Copa Holdings SA — Class A | 4,590 | ||||||
Biotechnology — 2.8% | ||||||||
289,400 | Amgen, Inc. ‡ | 15,222 | ||||||
128,200 | Biogen Idec, Inc. ‡ ^ | 6,083 | ||||||
143,200 | Gilead Sciences, Inc. ‡ ^ | 4,909 | ||||||
Building Products — 0.6% | ||||||||
181,400 | Owens Corning, Inc. ‡ ^ | 5,426 | ||||||
Capital Markets — 2.5% | ||||||||
134,100 | Ameriprise Financial, Inc. | 4,845 | ||||||
102,300 | Franklin Resources, Inc. ^ | 8,817 | ||||||
210,400 | T. Rowe Price Group, Inc. ^ | 9,340 | ||||||
Chemicals — 2.0% | ||||||||
83,500 | Ashland, Inc. | 3,876 | ||||||
219,300 | Cabot Corp. | 5,287 | ||||||
99,600 | Cytec Industries, Inc. | 3,983 | ||||||
90,700 | Eastman Chemical Co. ^ | 4,840 | ||||||
15,600 | Lubrizol Corp. ^ | 1,253 | ||||||
Commercial Banks — 5.1% | ||||||||
107,700 | Credicorp, Ltd. ^ | 9,789 | ||||||
158,800 | PNC Financial Services Group, Inc. ^ | 8,972 | ||||||
1,137,500 | Wells Fargo & Co. ^ | 29,120 | ||||||
Communications Equipment — 0.5% | ||||||||
101,200 | Harris Corp. ^ | 4,215 | ||||||
Construction & Engineering — 0.8% | ||||||||
375,000 | KBR, Inc. | 7,628 | ||||||
Consumer Finance — 0.8% | ||||||||
173,100 | Capital One Financial Corp. ^ | 6,976 | ||||||
Diversified Consumer Services — 1.0% | ||||||||
76,200 | Apollo Group, Inc. — Class A ‡ | 3,236 | ||||||
74,100 | ITT Educational Services, Inc. ‡ ^ | 6,152 | ||||||
Diversified Financial Services — 5.9% | ||||||||
844,200 | Bank of America Corp. ^ | 12,131 | ||||||
13,000 | CME Group, Inc. — Class A | 3,660 | ||||||
836,400 | JPMorgan Chase & Co. ^ | 30,621 | ||||||
301,100 | NYSE Euronext ^ | 8,319 | ||||||
Diversified Telecommunication Services — 4.3% | ||||||||
1,005,500 | AT&T, Inc. ^ | 24,323 | ||||||
187,000 | BCE, Inc. | 5,473 | ||||||
372,600 | Verizon Communications, Inc. | 10,440 | ||||||
Electric Utilities — 3.8% | ||||||||
373,300 | Edison International ^ | 11,841 | ||||||
143,000 | Entergy Corp. | 10,242 | ||||||
149,500 | Exelon Corp. | 5,677 | ||||||
667,200 | NV Energy, Inc. | 7,880 | ||||||
Electronic Equipment & Instruments — 1.0% | ||||||||
737,900 | Flextronics International, Ltd. ‡ ^ | 4,132 | ||||||
339,100 | Ingram Micro, Inc. — Class A ‡ ^ | 5,151 | ||||||
Energy Equipment & Services — 0.6% | ||||||||
144,600 | Oil States International, Inc. ‡ ^ | 5,723 | ||||||
Food & Staples Retailing — 4.7% | ||||||||
105,800 | BJ’s Wholesale Club, Inc. ‡ ^ | 3,916 | ||||||
165,800 | CVS Caremark Corp. | 4,861 | ||||||
480,400 | Kroger Co. ^ | 9,459 | ||||||
481,900 | Safeway, Inc. ^ | 9,474 | ||||||
307,800 | Sysco Corp. ^ | 8,794 | ||||||
147,400 | Wal-Mart Stores, Inc. | 7,086 | ||||||
Food Products — 0.8% | ||||||||
468,700 | Tyson Foods, Inc. — Class A ^ | 7,682 | ||||||
Gas Utilities — 0.4% | ||||||||
80,200 | Energen Corp. | 3,555 | ||||||
Health Care Providers & Services — 6.0% | ||||||||
133,600 | Aetna, Inc. ^ | 3,524 | ||||||
280,400 | AmerisourceBergen Corp. — Class A ^ | 8,903 | ||||||
325,100 | Cardinal Health, Inc. ^ | 10,927 | ||||||
305,800 | Health Net, Inc. ‡ | 7,452 | ||||||
134,300 | Humana, Inc. ‡ ^ | 6,133 | ||||||
549,500 | UnitedHealth Group, Inc. ^ | 15,606 | ||||||
70,400 | WellPoint, Inc. ‡ | 3,445 | ||||||
Household Durables — 0.6% | ||||||||
59,000 | Whirlpool Corp. ^ | 5,181 | ||||||
Household Products — 2.3% | ||||||||
349,200 | Procter & Gamble Co. | 20,945 | ||||||
Independent Power Producers & Energy Traders — 1.2% | ||||||||
148,500 | Constellation Energy Group, Inc. ^ | 4,789 | ||||||
571,800 | Mirant Corp. ‡ ^ | 6,038 | ||||||
Industrial Conglomerates — 0.7% | ||||||||
460,000 | General Electric Co. | 6,633 | ||||||
Insurance — 10.5% | ||||||||
122,700 | ACE, Ltd. | 6,317 | ||||||
103,400 | Aflac, Inc. ^ | 4,412 | ||||||
86,200 | Allied World Assurance Co., Holdings, Ltd. | 3,912 | ||||||
75,200 | Arch Capital Group, Ltd. ‡ ^ | 5,602 | ||||||
189,500 | Assurant, Inc. | 6,576 | ||||||
278,100 | Axis Capital Holdings, Ltd. | 8,265 | ||||||
243,300 | Chubb Corp. ^ | 12,167 | ||||||
125,500 | Platinum Underwriters Holdings, Ltd. ^ | 4,554 | ||||||
159,000 | RenaissanceRe Holdings, Ltd. ^ | 8,947 | ||||||
113,000 | Torchmark Corp. ^ | 5,595 | ||||||
285,800 | Travelers Cos., Inc. | 14,077 | ||||||
479,300 | Unum Group ^ | 10,401 | ||||||
259,500 | WR Berkley Corp. ^ | 6,866 | ||||||
Internet & Catalog Retail — 0.7% | ||||||||
56,100 | NetFlix, Inc. ‡ | 6,095 | ||||||
Machinery — 1.5% | ||||||||
132,300 | Gardner Denver, Inc. ^ | 5,899 | ||||||
271,100 | Oshkosh Corp. ‡ ^ | 8,448 | ||||||
Media — 3.3% | ||||||||
754,100 | Comcast Corp. — Class A ^ | 13,098 | ||||||
268,000 | DIRECTV — Class A ‡ ^ | 9,091 | ||||||
325,700 | Time Warner, Inc. | 9,416 | ||||||
Metals & Mining — 0.7% | ||||||||
228,800 | Southern Copper Corp. ^ | 6,072 | ||||||
Multi-Utilities — 1.2% | ||||||||
366,200 | Public Service Enterprise Group, Inc. ^ | 11,473 | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 47
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
Oil, Gas & Consumable Fuels — 10.6% | ||||||||
473,200 | Chevron Corp. ^ | $ | 32,111 | |||||
351,900 | ConocoPhillips ^ | 17,275 | ||||||
203,000 | Exxon Mobil Corp. ^ | 11,585 | ||||||
193,100 | Hess Corp. | 9,721 | ||||||
422,400 | Marathon Oil Corp. ^ | 13,132 | ||||||
191,900 | Murphy Oil Corp. | 9,509 | ||||||
150,000 | Sunoco, Inc. ^ | 5,216 | ||||||
Personal Products — 0.9% | ||||||||
176,100 | Herbalife, Ltd. ^ | 8,109 | ||||||
Pharmaceuticals — 3.9% | ||||||||
273,300 | Bristol-Myers Squibb Co. ^ | 6,816 | ||||||
37,300 | Eli Lilly & Co. | 1,250 | ||||||
476,300 | Johnson & Johnson ^ | 28,130 | ||||||
Real Estate Investment Trusts — 0.6% | ||||||||
137,400 | Taubman Centers, Inc. ^ | 5,170 | ||||||
Real Estate Management & Development — 0.9% | ||||||||
123,500 | Jones Lang Lasalle, Inc. ^ | 8,107 | ||||||
Road & Rail — 0.4% | ||||||||
99,100 | Ryder System, Inc. ^ | 3,987 | ||||||
Semiconductors & Semiconductor Equipment — 2.2% | ||||||||
544,600 | Intel Corp. | 10,592 | ||||||
452,400 | Texas Instruments, Inc. | 10,532 | ||||||
Software — 1.1% | ||||||||
448,100 | Microsoft Corp. | 10,311 | ||||||
Specialty Retail — 0.8% | ||||||||
20,700 | AutoZone, Inc. ‡ ^ | 4,000 | ||||||
190,800 | Gap, Inc. ^ | 3,713 | ||||||
Textiles, Apparel & Luxury Goods — 2.2% | ||||||||
250,400 | Coach, Inc. ^ | 9,153 | ||||||
34,200 | Deckers Outdoor Corp. ‡ ^ | 4,886 | ||||||
175,600 | Fossil, Inc. ‡ ^ | 6,093 | ||||||
Thrifts & Mortgage Finance — 1.0% | ||||||||
764,100 | Hudson City Bancorp, Inc. ^ | 9,353 | ||||||
Tobacco — 0.4% | ||||||||
90,100 | Philip Morris International, Inc. | 4,130 | ||||||
Wireless Telecommunication Services — 1.0% | ||||||||
311,800 | Telephone & Data Systems, Inc. | 9,476 | ||||||
Total Common Stocks (cost $925,789) | 896,045 | |||||||
SECURITIES LENDING COLLATERAL — 2.0% | ||||||||
State Street Navigator Securities Lending | ||||||||
18,317,346 | Trust — Prime Portfolio, 0.25% ▲ | 18,317 | ||||||
Total Securities Lending Collateral (cost $18,317) | ||||||||
Principal | ||||||||
REPURCHASE AGREEMENT — 2.0% | ||||||||
$ | 18,358 | State Street Bank & Trust Co. 0.01% ▲, dated 06/30/2010, to be repurchased at $18,358 on 07/01/2010. Collateralized by a U.S. Government Obligation, 1.00%, due 04/30/2012, and with a value of $18,726. | 18,358 | |||||
Total Repurchase Agreement (cost $18,358) | ||||||||
Total Investment Securities (cost $962,464) # | 932,720 | |||||||
Other Assets and Liabilities — Net | (2,602 | ) | ||||||
Net Assets | $ | 930,118 | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 48
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts in thousands)
(Unaudited)
^ | All or a portion of this security is on loan. The value of all securities on loan is $17,886. | |
‡ | Non-income producing security. | |
▲ | Rate shown reflects the yield at 06/30/2010. | |
# | Aggregate cost for federal income tax purposes is $962,464. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $51,905 and $81,649, respectively. Net unrealized depreciation for tax purposes is $29,744. | |
Investment Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Equities — Consumer Discretionary | $ | 80,114 | $ | — | $ | — | $ | 80,114 | ||||||||
Equities — Consumer Staples | 84,456 | — | — | 84,456 | ||||||||||||
Equities — Energy | 104,272 | — | — | 104,272 | ||||||||||||
Equities — Financials | 252,911 | — | — | 252,911 | ||||||||||||
Equities — Health Care | 118,400 | — | — | 118,400 | ||||||||||||
Equities — Industrials | 74,441 | — | — | 74,441 | ||||||||||||
Equities — Information Technology | 44,933 | — | — | 44,933 | ||||||||||||
Equities — Materials | 25,311 | — | — | 25,311 | ||||||||||||
Equities — Telecommunication Services | 49,712 | — | — | 49,712 | ||||||||||||
Equities — Utilities | 61,495 | — | — | 61,495 | ||||||||||||
Cash & Cash Equivalent — Securities Lending Collateral | 18,317 | — | — | 18,317 | ||||||||||||
Cash & Cash Equivalent — Repurchase Agreement | — | 18,358 | — | 18,358 | ||||||||||||
Total | $ | 914,362 | $ | 18,358 | $ | — | $ | 932,720 | ||||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 49
SCHEDULE OF INVESTMENTS
At June 30, 2010
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
COMMON STOCKS — 96.5% | ||||||||
Aerospace & Defense — 4.7% | ||||||||
14,200 | General Dynamics Corp. | $ | 832 | |||||
24,900 | L-3 Communications Holdings, Inc. | 1,764 | ||||||
21,100 | Lockheed Martin Corp. | 1,572 | ||||||
50,500 | Northrop Grumman Corp. | 2,749 | ||||||
57,200 | Raytheon Co. | 2,768 | ||||||
16,100 | United Technologies Corp. | 1,045 | ||||||
Air Freight & Logistics — 0.9% | ||||||||
31,500 | FedEx Corp. | 2,208 | ||||||
Automobiles — 0.4% | ||||||||
83,400 | Ford Motor Co. ‡ | 841 | ||||||
Beverages — 0.6% | ||||||||
30,200 | Coca-Cola Co. | 1,514 | ||||||
Biotechnology — 2.9% | ||||||||
52,000 | Amgen, Inc. ‡ | 2,734 | ||||||
48,000 | Biogen Idec, Inc. ‡ | 2,278 | ||||||
47,800 | Gilead Sciences, Inc. ‡ | 1,639 | ||||||
Capital Markets — 2.3% | ||||||||
22,900 | Ameriprise Financial, Inc. | 827 | ||||||
26,200 | Franklin Resources, Inc. | 2,258 | ||||||
53,000 | T. Rowe Price Group, Inc. | 2,353 | ||||||
Chemicals — 0.3% | ||||||||
15,800 | Agrium, Inc. | 773 | ||||||
Commercial Banks — 3.4% | ||||||||
14,800 | Credicorp, Ltd. | 1,345 | ||||||
36,500 | PNC Financial Services Group, Inc. | 2,062 | ||||||
180,500 | Wells Fargo & Co. | 4,621 | ||||||
Communications Equipment — 1.7% | ||||||||
85,900 | Cisco Systems, Inc. ‡ | 1,831 | ||||||
42,000 | Research In Motion, Ltd. ‡ | 2,068 | ||||||
Computers & Peripherals — 6.1% | ||||||||
5,300 | Apple, Inc. ‡ | 1,333 | ||||||
94,700 | Hewlett-Packard Co. | 4,099 | ||||||
50,200 | International Business Machines Corp. | 6,199 | ||||||
20,600 | SanDisk Corp. ‡ | 867 | ||||||
74,700 | Seagate Technology ‡ | 974 | ||||||
27,800 | Western Digital Corp. ‡ | 838 | ||||||
Consumer Finance — 0.9% | ||||||||
50,100 | Capital One Financial Corp. | 2,019 | ||||||
Diversified Consumer Services — 0.7% | ||||||||
39,100 | Apollo Group, Inc. — Class A ‡ | 1,661 | ||||||
Diversified Financial Services — 2.1% | ||||||||
3,300 | CME Group, Inc. — Class A | 929 | ||||||
56,800 | JPMorgan Chase & Co. | 2,080 | ||||||
68,200 | NYSE Euronext | 1,884 | ||||||
Diversified Telecommunication Services — 3.0% | ||||||||
207,300 | AT&T, Inc. | 5,015 | ||||||
68,600 | BCE, Inc. | 2,008 | ||||||
Electric Utilities — 1.5% | ||||||||
76,500 | Edison International | 2,427 | ||||||
15,600 | Entergy Corp. | 1,117 | ||||||
Electronic Equipment & Instruments — 0.9% | ||||||||
78,700 | Tyco Electronics, Ltd. | 1,997 | ||||||
Food & Staples Retailing — 5.3% | ||||||||
29,000 | CVS Caremark Corp. | 850 | ||||||
106,000 | Kroger Co. | 2,087 | ||||||
104,900 | Safeway, Inc. | 2,062 | ||||||
40,100 | Sysco Corp. | 1,146 | ||||||
54,100 | Walgreen Co. | 1,444 | ||||||
96,000 | Wal-Mart Stores, Inc. | 4,615 | ||||||
Food Products — 1.4% | ||||||||
37,300 | Archer-Daniels-Midland Co. | 963 | ||||||
66,300 | Campbell Soup Co. ^ | 2,376 | ||||||
Health Care Equipment & Supplies — 1.1% | ||||||||
28,500 | Covidien PLC | 1,145 | ||||||
38,200 | Medtronic, Inc. | 1,386 | ||||||
Health Care Providers & Services — 5.3% | ||||||||
46,600 | Aetna, Inc. | 1,229 | ||||||
78,600 | AmerisourceBergen Corp. — Class A | 2,496 | ||||||
70,900 | Cardinal Health, Inc. | 2,383 | ||||||
45,300 | Humana, Inc. ‡ | 2,069 | ||||||
121,400 | UnitedHealth Group, Inc. | 3,447 | ||||||
17,900 | WellPoint, Inc. ‡ | 876 | ||||||
Hotels, Restaurants & Leisure — 0.5% | ||||||||
48,700 | Starbucks Corp. | 1,183 | ||||||
Household Durables — 0.6% | ||||||||
14,900 | Whirlpool Corp. | 1,309 | ||||||
Household Products — 2.4% | ||||||||
95,100 | Procter & Gamble Co. | 5,703 | ||||||
Industrial Conglomerates — 0.9% | ||||||||
61,700 | Tyco International, Ltd. | 2,174 | ||||||
Insurance — 5.1% | ||||||||
32,500 | ACE, Ltd. | 1,673 | ||||||
47,700 | Aflac, Inc. | 2,035 | ||||||
54,300 | Allstate Corp. | 1,560 | ||||||
59,600 | Chubb Corp. | 2,981 | ||||||
61,300 | Travelers Cos., Inc. | 3,019 | ||||||
24,600 | Unum Group | 534 | ||||||
IT Services — 1.0% | ||||||||
22,200 | Fiserv, Inc. ‡ | 1,014 | ||||||
17,800 | Visa, Inc. — Class A | 1,259 | ||||||
Machinery — 1.2% | ||||||||
15,900 | Dover Corp. | 664 | ||||||
27,700 | Illinois Tool Works, Inc. | 1,144 | ||||||
16,300 | Parker Hannifin Corp. | 904 | ||||||
Media — 3.6% | ||||||||
61,500 | Comcast Corp. — Class A | 1,068 | ||||||
99,100 | DIRECTV — Class A ‡ | 3,361 | ||||||
18,400 | Time Warner Cable, Inc. | 958 | ||||||
108,500 | Time Warner, Inc. | 3,137 | ||||||
Metals & Mining — 2.1% | ||||||||
17,500 | Cliffs Natural Resources, Inc. | 825 | ||||||
31,300 | Freeport-McMoRan Copper & Gold, Inc. | 1,851 | ||||||
85,200 | Southern Copper Corp. ^ | 2,262 | ||||||
Multiline Retail — 1.7% | ||||||||
118,300 | Macy’s, Inc. | 2,118 | ||||||
39,400 | Target Corp. | 1,937 | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 50
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
Multi-Utilities — 1.6% | ||||||||
27,500 | DTE Energy Co. ^ | $ | 1,254 | |||||
80,700 | Public Service Enterprise Group, Inc. | 2,528 | ||||||
Oil, Gas & Consumable Fuels — 11.2% | ||||||||
88,400 | Chevron Corp. | 5,999 | ||||||
86,700 | ConocoPhillips | 4,256 | ||||||
163,500 | Exxon Mobil Corp. | 9,331 | ||||||
35,900 | Hess Corp. | 1,807 | ||||||
94,700 | Marathon Oil Corp. | 2,944 | ||||||
36,400 | Murphy Oil Corp. | 1,804 | ||||||
Paper & Forest Products — 0.5% | ||||||||
48,300 | International Paper Co. | 1,093 | ||||||
Pharmaceuticals — 2.7% | ||||||||
108,500 | Johnson & Johnson | 6,408 | ||||||
Real Estate Management & Development — 0.5% | ||||||||
51,900 | Brookfield Asset Management, Inc. — Class A | 1,174 | ||||||
Road & Rail — 0.9% | ||||||||
17,700 | Norfolk Southern Corp. | 939 | ||||||
16,500 | Union Pacific Corp. | 1,147 | ||||||
Semiconductors & Semiconductor | ||||||||
Equipment — 3.5% | ||||||||
266,900 | Intel Corp. | 5,191 | ||||||
127,000 | Texas Instruments, Inc. | 2,957 | ||||||
Software — 4.2% | ||||||||
49,900 | CA, Inc. | 918 | ||||||
290,100 | Microsoft Corp. | 6,675 | ||||||
155,800 | Symantec Corp. ‡ | 2,163 | ||||||
Specialty Retail — 2.4% | ||||||||
12,500 | AutoZone, Inc. ‡ | 2,415 | ||||||
112,800 | Gap, Inc. | 2,195 | ||||||
21,900 | TJX Cos., Inc. | 919 | ||||||
Textiles, Apparel & Luxury Goods — 1.3% | ||||||||
61,100 | Coach, Inc. | 2,233 | ||||||
12,800 | V.F. Corp. | 911 | ||||||
Thrifts & Mortgage Finance — 1.1% | ||||||||
200,300 | Hudson City Bancorp, Inc. | 2,452 | ||||||
Tobacco — 1.6% | ||||||||
80,400 | Philip Morris International, Inc. | 3,686 | ||||||
Trading Companies & Distributors — 0.4% | ||||||||
10,200 | WW Grainger, Inc. | 1,014 | ||||||
Total Common Stocks (cost $235,688) | 225,189 | |||||||
SECURITIES LENDING COLLATERAL — 0.1% | ||||||||
214,618 | State Street Navigator Securities Lending Trust — Prime Portfolio, 0.25% ▲ | $ | 215 | |||||
Total Securities Lending Collateral (cost $215) | ||||||||
Principal | ||||||||
REPURCHASE AGREEMENT — 0.6% | ||||||||
$ | 1,354 | State Street Bank & Trust Co. 0.01% ▲, dated 06/30/2010, to be repurchased at $1,354 on 07/01/2010. Collateralized by a U.S. Government Obligation, 1.00%, due 04/30/2012, and with a value of $1,383. | 1,354 | |||||
Total Repurchase Agreement (cost $1,354) | ||||||||
Total Investment Securities (cost $237,257) # | 226,758 | |||||||
Other Assets and Liabilities — Net | 6,548 | |||||||
Net Assets | $ | 233,306 | ||||||
‡ | Non-income producing security. | |
^ | All or a portion of this security is on loan. The value of all securities on loan is $209. | |
▲ | Rate shown reflects the yield at 06/30/2010. | |
# | Aggregate cost for federal income tax purposes is $237,257. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $5,981 and $16,480, respectively. Net unrealized depreciation for tax purposes is $10,499. | |
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 51
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Investment Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Equities — Consumer Discretionary | $ | 26,246 | $ | — | $ | — | $ | 26,246 | ||||||||
Equities — Consumer Staples | 26,446 | — | — | 26,446 | ||||||||||||
Equities — Energy | 26,141 | — | — | 26,141 | ||||||||||||
Equities — Financials | 35,806 | — | — | 35,806 | ||||||||||||
Equities — Health Care | 28,090 | — | — | 28,090 | ||||||||||||
Equities — Industrials | 20,924 | — | — | 20,924 | ||||||||||||
Equities — Information Technology | 40,383 | — | — | 40,383 | ||||||||||||
Equities — Materials | 6,804 | — | — | 6,804 | ||||||||||||
Equities — Telecommunication Services | 7,023 | — | — | 7,023 | ||||||||||||
Equities — Utilities | 7,326 | — | — | 7,326 | ||||||||||||
Cash & Cash Equivalent — Securities Lending Collateral | 215 | — | — | 215 | ||||||||||||
Cash & Cash Equivalent — Repurchase Agreement | — | 1,354 | — | 1,354 | ||||||||||||
Total | $ | 225,404 | $ | 1,354 | $ | — | $ | 226,758 | ||||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 52
SCHEDULE OF INVESTMENTS
At June 30, 2010
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
COMMON STOCKS — 98.9% | ||||||||
Aerospace & Defense — 3.3% | ||||||||
11,500 | Alliant Techsystems, Inc. ‡^ | $ | 714 | |||||
139,495 | Boeing Co. ^ | 8,753 | ||||||
86,831 | Honeywell International, Inc. | 3,389 | ||||||
41,574 | Lockheed Martin Corp. ^ | 3,097 | ||||||
53,256 | Precision Castparts Corp. | 5,481 | ||||||
60,221 | Raytheon Co. | 2,914 | ||||||
137,921 | United Technologies Corp. ^ | 8,953 | ||||||
Air Freight & Logistics — 0.5% | ||||||||
14,400 | Expeditors International of Washington, Inc. | 497 | ||||||
8,854 | FedEx Corp. | 621 | ||||||
66,200 | United Parcel Service, Inc. — Class B ^ | 3,766 | ||||||
Airlines — 0.6% | ||||||||
77,700 | Continental Airlines, Inc. — Class B ‡^ | 1,709 | ||||||
7,100 | Copa Holdings SA — Class A | 314 | ||||||
385,155 | Southwest Airlines Co. ^ | 4,279 | ||||||
Auto Components — 0.5% | ||||||||
32,000 | Autoliv, Inc. ‡^ | 1,531 | ||||||
37,100 | Goodyear Tire & Rubber Co. ‡^ | 369 | ||||||
94,794 | Johnson Controls, Inc. | 2,548 | ||||||
6,800 | TRW Automotive Holdings Corp. ‡^ | 187 | ||||||
Automobiles — 0.2% | ||||||||
79,667 | Harley-Davidson, Inc. | 1,771 | ||||||
Beverages — 1.1% | ||||||||
32,632 | Anheuser-Busch InBev NV ADR | 1,567 | ||||||
114,304 | Coca-Cola Co. | 5,728 | ||||||
64,969 | PepsiCo, Inc. | 3,960 | ||||||
Biotechnology — 1.2% | ||||||||
42,530 | Amylin Pharmaceuticals, Inc. ‡^ | 800 | ||||||
113,207 | Celgene Corp. ‡^ | 5,753 | ||||||
83,470 | Gilead Sciences, Inc. ‡ | 2,861 | ||||||
80,010 | Vertex Pharmaceuticals, Inc. ‡^ | 2,632 | ||||||
Building Products — 0.3% | ||||||||
12,400 | Lennox International, Inc. | 515 | ||||||
123,400 | Masco Corp. ^ | 1,328 | ||||||
36,500 | Owens Corning, Inc. ‡^ | 1,092 | ||||||
Capital Markets — 2.2% | ||||||||
48,300 | Ameriprise Financial, Inc. | 1,745 | ||||||
6,400 | BlackRock, Inc. — Class A ^ | 918 | ||||||
295,276 | Charles Schwab Corp. ^ | 4,187 | ||||||
66,646 | Goldman Sachs Group, Inc. | 8,749 | ||||||
253,336 | Morgan Stanley | 5,880 | ||||||
Chemicals — 1.2% | ||||||||
36,900 | Air Products & Chemicals, Inc. | 2,392 | ||||||
39,000 | Ashland, Inc. | 1,810 | ||||||
59,900 | Celanese Corp. — Series A | 1,492 | ||||||
34,200 | International Flavors & Fragrances, Inc. ^ | 1,451 | ||||||
6,900 | Lubrizol Corp. | 554 | ||||||
9,000 | Monsanto Co. ^ | 416 | ||||||
45,800 | Mosaic Co. | 1,785 | ||||||
71,000 | Nalco Holding Co. | 1,453 | ||||||
Commercial Banks — 0.2% | ||||||||
73,475 | Wells Fargo & Co. | 1,881 | ||||||
Commercial Services & Supplies — 0.1% | ||||||||
71,600 | RR Donnelley & Sons Co. ^ | 1,172 | ||||||
Communications Equipment — 4.9% | ||||||||
1,448,940 | Cisco Systems, Inc. ‡ | 30,877 | ||||||
325,534 | Emulex Corp. ‡^ | 2,988 | ||||||
14,489 | Harris Corp. | 603 | ||||||
471,322 | Juniper Networks, Inc. ‡^ | 10,756 | ||||||
52,530 | QUALCOMM, Inc. | 1,725 | ||||||
93,773 | Riverbed Technology, Inc. ‡^ | 2,590 | ||||||
Computers & Peripherals — 13.7% | ||||||||
179,465 | Apple, Inc. ‡ | 45,140 | ||||||
394,226 | Dell, Inc. ‡^ | 4,754 | ||||||
593,206 | EMC Corp. ‡ | 10,856 | ||||||
388,168 | Hewlett-Packard Co. ^ | 16,800 | ||||||
274,731 | International Business Machines Corp. | 33,923 | ||||||
422,105 | NetApp, Inc. ‡ | 15,749 | ||||||
537,465 | QLogic Corp. ‡^ | 8,933 | ||||||
69,140 | SanDisk Corp. ‡^ | 2,909 | ||||||
Construction & Engineering — 0.2% | ||||||||
78,740 | Quanta Services, Inc. ‡^ | 1,626 | ||||||
Consumer Finance — 0.2% | ||||||||
49,200 | American Express Co. ^ | 1,953 | ||||||
Containers & Packaging — 0.0%∞ | ||||||||
8,200 | Ball Corp. ^ | 433 | ||||||
Diversified Consumer Services — 0.5% | ||||||||
30,268 | Apollo Group, Inc. — Class A ‡ | 1,285 | ||||||
47,760 | ITT Educational Services, Inc. ‡^ | 3,966 | ||||||
Diversified Financial Services — 0.5% | ||||||||
135,078 | JPMorgan Chase & Co. | 4,945 | ||||||
Diversified Telecommunication Services — 0.2% | ||||||||
10,997 | Brasil Telecom SA ADR ‡^ | 221 | ||||||
80,700 | TW Telecom, Inc. — Class A ‡^ | 1,346 | ||||||
Electrical Equipment — 1.2% | ||||||||
29,000 | AMETEK, Inc. | 1,164 | ||||||
151,696 | Emerson Electric Co. | 6,628 | ||||||
29,100 | Hubbell, Inc. — Class B | 1,155 | ||||||
38,100 | Rockwell Automation, Inc. | 1,870 | ||||||
30,000 | Thomas & Betts Corp. ‡ | 1,041 | ||||||
Electronic Equipment & Instruments — 0.7% | ||||||||
146,808 | Agilent Technologies, Inc. ‡^ | 4,174 | ||||||
57,700 | Arrow Electronics, Inc. ‡ | 1,290 | ||||||
118,300 | Jabil Circuit, Inc. ^ | 1,573 | ||||||
Energy Equipment & Services — 1.9% | ||||||||
54,263 | Baker Hughes, Inc. ^ | 2,256 | ||||||
18,100 | Cameron International Corp. ‡ | 589 | ||||||
11,400 | FMC Technologies, Inc. ‡^ | 600 | ||||||
82,051 | Oceaneering International, Inc. ‡ | 3,684 | ||||||
19,200 | Oil States International, Inc. ‡ | 760 | ||||||
208,308 | Schlumberger, Ltd. ^ | 11,527 | ||||||
Food & Staples Retailing — 1.7% | ||||||||
117,924 | Costco Wholesale Corp. | 6,466 | ||||||
86,600 | Walgreen Co. ^ | 2,312 | ||||||
114,336 | Wal-Mart Stores, Inc. | 5,496 | ||||||
70,684 | Whole Foods Market, Inc. ‡^ | 2,546 | ||||||
Food Products — 1.3% | ||||||||
81,986 | General Mills, Inc. | 2,912 | ||||||
23,490 | Green Mountain Coffee Roasters, Inc. ‡^ | 604 | ||||||
148,773 | Kraft Foods, Inc. — Class A | 4,166 | ||||||
33,567 | Mead Johnson Nutrition Co. — Class A | 1,682 | ||||||
149,300 | Unilever PLC | 3,991 | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 53
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
Health Care Equipment & Supplies — 2.8% | ||||||||
33,460 | Alcon, Inc. | $ | 4,958 | |||||
41,239 | CR Bard, Inc. | 3,197 | ||||||
165,012 | Hologic, Inc. ‡ | 2,299 | ||||||
48,229 | Hospira, Inc. ‡ | 2,771 | ||||||
10,398 | Intuitive Surgical, Inc. ‡ | 3,282 | ||||||
258,459 | Medtronic, Inc. | 9,374 | ||||||
35,934 | Stryker Corp. | 1,799 | ||||||
11,500 | Teleflex, Inc. | 624 | ||||||
Health Care Providers & Services — 3.1% | ||||||||
83,076 | AmerisourceBergen Corp. — Class A ^ | 2,638 | ||||||
49,900 | Cardinal Health, Inc. ^ | 1,677 | ||||||
11,300 | Community Health Systems, Inc. ‡ | 382 | ||||||
79,204 | Express Scripts, Inc. ‡ | 3,724 | ||||||
14,500 | Henry Schein, Inc. ‡^ | 796 | ||||||
55,315 | Laboratory Corp. of America Holdings ‡^ | 4,168 | ||||||
39,115 | McKesson Corp. | 2,627 | ||||||
200,501 | Medco Health Solutions, Inc. ‡ | 11,043 | ||||||
80,916 | UnitedHealth Group, Inc. | 2,298 | ||||||
43,911 | WellPoint, Inc. ‡ | 2,149 | ||||||
Hotels, Restaurants & Leisure — 2.3% | ||||||||
25,900 | Carnival Corp. | 783 | ||||||
140,904 | Las Vegas Sands Corp. ‡^ | 3,120 | ||||||
160,569 | Marriott International, Inc. — Class A ^ | 4,807 | ||||||
113,548 | McDonald’s Corp. ^ | 7,480 | ||||||
20,300 | Panera Bread Co. — Class A ‡^ | 1,528 | ||||||
236,096 | Starbucks Corp. ^ | 5,737 | ||||||
Household Durables — 0.4% | ||||||||
41,600 | Harman International Industries, Inc. ‡ | 1,243 | ||||||
30,000 | Tupperware Brands Corp. | 1,196 | ||||||
15,500 | Whirlpool Corp. ^ | 1,361 | ||||||
Household Products — 1.8% | ||||||||
20,728 | Clorox Co. | 1,288 | ||||||
79,944 | Colgate-Palmolive Co. ^ | 6,296 | ||||||
13,700 | Kimberly-Clark Corp. | 831 | ||||||
165,864 | Procter & Gamble Co. | 9,950 | ||||||
Industrial Conglomerates — 1.7% | ||||||||
48,800 | 3M Co. | 3,855 | ||||||
38,200 | Carlisle Cos., Inc. | 1,380 | ||||||
467,009 | General Electric Co. ^ | 6,735 | ||||||
129,510 | Koninklijke Philips Electronics NV | 3,867 | ||||||
66,400 | McDermott International, Inc. ‡^ | 1,438 | ||||||
Insurance — 0.8% | ||||||||
51,300 | Aflac, Inc. | 2,189 | ||||||
24,600 | Endurance Specialty Holdings, Ltd. ^ | 923 | ||||||
213,316 | Lincoln National Corp. | 5,182 | ||||||
Internet & Catalog Retail — 2.1% | ||||||||
163,321 | Amazon.com, Inc. ‡ | 17,844 | ||||||
141,980 | Expedia, Inc. | 2,666 | ||||||
3,300 | priceline.com, Inc. ‡^ | 583 | ||||||
Internet Software & Services — 3.5% | ||||||||
54,764 | Baidu, Inc. ADR ‡ | 3,728 | ||||||
95,601 | eBay, Inc. ‡ | 1,875 | ||||||
60,021 | Google, Inc. — Class A ‡ | 26,706 | ||||||
193,017 | Tencent Holdings, Ltd. | 3,198 | ||||||
IT Services — 2.6% | ||||||||
63,600 | Automatic Data Processing, Inc. | 2,561 | ||||||
36,100 | Cognizant Technology Solutions Corp. — Class A ‡ | 1,807 | ||||||
17,800 | Fiserv, Inc. ‡ | 813 | ||||||
55,576 | Mastercard, Inc. — Class A ^ | 11,089 | ||||||
131,662 | Visa, Inc. — Class A | 9,315 | ||||||
11,000 | Western Union Co. ^ | 164 | ||||||
Leisure Equipment & Products — 0.1% | ||||||||
62,400 | Mattel, Inc. | 1,320 | ||||||
Life Sciences Tools & Services — 0.9% | ||||||||
63,714 | Illumina, Inc. ‡^ | 2,773 | ||||||
32,883 | Life Technologies Corp. ‡^ | 1,554 | ||||||
34,200 | PerkinElmer, Inc. | 707 | ||||||
59,571 | Waters Corp. ‡ | 3,854 | ||||||
Machinery — 4.7% | ||||||||
151,945 | Caterpillar, Inc. | 9,128 | ||||||
65,359 | Cummins, Inc. | 4,257 | ||||||
38,900 | Deere & Co. ^ | 2,166 | ||||||
118,005 | Dover Corp. | 4,931 | ||||||
18,700 | Eaton Corp. | 1,224 | ||||||
92,250 | Illinois Tool Works, Inc. | 3,808 | ||||||
210,387 | Ingersoll-Rand PLC ^ | 7,256 | ||||||
48,734 | Joy Global, Inc. | 2,441 | ||||||
52,000 | Oshkosh Corp. ‡ | 1,620 | ||||||
53,900 | Pall Corp. | 1,853 | ||||||
110,662 | Parker Hannifin Corp. | 6,137 | ||||||
50,000 | Timken Co. | 1,300 | ||||||
Media — 2.0% | ||||||||
29,600 | DIRECTV — Class A ‡^ | 1,004 | ||||||
16,740 | Dreamworks Animation SKG, Inc. — Class A ‡ | 478 | ||||||
183,700 | Interpublic Group of Cos., Inc. ‡^ | 1,310 | ||||||
177,420 | News Corp. — Class A | 2,122 | ||||||
143,023 | Omnicom Group, Inc. | 4,906 | ||||||
317,821 | Walt Disney Co. ^ | 10,011 | ||||||
Metals & Mining — 0.6% | ||||||||
31,300 | Cliffs Natural Resources, Inc. | 1,476 | ||||||
116,852 | Nucor Corp. ^ | 4,473 | ||||||
Multiline Retail — 1.4% | ||||||||
147,358 | Dollar General Corp. ‡^ | 4,060 | ||||||
24,600 | JC Penney Co., Inc. ^ | 528 | ||||||
17,900 | Kohl’s Corp. ‡ | 850 | ||||||
181,994 | Target Corp. ^ | 8,949 | ||||||
Oil, Gas & Consumable Fuels — 4.6% | ||||||||
35,300 | Chevron Corp. | 2,395 | ||||||
68,300 | ConocoPhillips | 3,353 | ||||||
269,493 | Exxon Mobil Corp. | 15,381 | ||||||
39,300 | Marathon Oil Corp. ^ | 1,222 | ||||||
13,800 | Murphy Oil Corp. | 684 | ||||||
153,220 | Occidental Petroleum Corp. | 11,821 | ||||||
14,200 | SM Energy Co. | 570 | ||||||
100,654 | Southwestern Energy Co. ‡ | 3,889 | ||||||
247,108 | Valero Energy Corp. ^ | 4,443 | ||||||
99,400 | Williams Cos., Inc. | 1,817 | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 54
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
Paper & Forest Products — 0.1% | ||||||||
50,600 | International Paper Co. ^ | $ | 1,145 | |||||
Pharmaceuticals — 3.3% | ||||||||
203,213 | Abbott Laboratories | 9,507 | ||||||
4,912 | Allergan, Inc. | 286 | ||||||
170,758 | Eli Lilly & Co. | 5,720 | ||||||
60,935 | Johnson & Johnson ^ | 3,599 | ||||||
144,454 | Mylan, Inc. ‡^ | 2,461 | ||||||
89,765 | Roche Holding AG ADR | 3,079 | ||||||
34,287 | Shire PLC ADR | 2,105 | ||||||
125,972 | Teva Pharmaceutical Industries, Ltd. ADR | 6,550 | ||||||
Professional Services — 0.0%∞ | ||||||||
4,700 | Dun & Bradstreet Corp. | 315 | ||||||
Real Estate Management & Development — 0.0%∞ | ||||||||
1,300 | Jones Lang Lasalle, Inc. | 85 | ||||||
Road & Rail — 0.4% | ||||||||
63,704 | Union Pacific Corp. | 4,428 | ||||||
Semiconductors & Semiconductor Equipment — 6.3% | ||||||||
212,900 | Advanced Micro Devices, Inc. ‡^ | 1,558 | ||||||
367,428 | Altera Corp. ^ | 9,116 | ||||||
131,721 | Analog Devices, Inc. | 3,670 | ||||||
73,766 | Atheros Communications, Inc. ‡^ | 2,032 | ||||||
120,600 | Atmel Corp. ‡^ | 579 | ||||||
167,842 | Broadcom Corp. — Class A ^ | 5,534 | ||||||
739,971 | Intel Corp. | 14,392 | ||||||
410,244 | Intersil Corp. — Class A ^ | 4,968 | ||||||
140,130 | Marvell Technology Group, Ltd. ‡ | 2,208 | ||||||
59,900 | Microchip Technology, Inc. ^ | 1,662 | ||||||
38,200 | National Semiconductor Corp. ^ | 514 | ||||||
48,600 | Rambus, Inc. ‡^ | 851 | ||||||
160,200 | Teradyne, Inc. ‡^ | 1,562 | ||||||
171,077 | Texas Instruments, Inc. | 3,983 | ||||||
422,171 | Xilinx, Inc. ^ | 10,664 | ||||||
Software — 8.2% | ||||||||
322,151 | Adobe Systems, Inc. ‡ | 8,514 | ||||||
26,200 | Amdocs, Ltd. ‡ | 703 | ||||||
83,981 | BMC Software, Inc. ‡ | 2,908 | ||||||
32,500 | CA, Inc. | 598 | ||||||
118,474 | Check Point Software Technologies, Ltd. ‡^ | 3,493 | ||||||
34,787 | Longtop Financial Technologies, Ltd. ADR ‡^ | 1,127 | ||||||
54,900 | McAfee, Inc. ‡ | 1,687 | ||||||
1,422,915 | Microsoft Corp. | 32,740 | ||||||
645,532 | Oracle Corp. | 13,853 | ||||||
70,633 | Salesforce.com, Inc. ‡^ | 6,062 | ||||||
76,093 | Solarwinds, Inc. ‡^ | 1,221 | ||||||
100,400 | Symantec Corp. ‡^ | 1,394 | ||||||
43,835 | Synopsys, Inc. ‡^ | 915 | ||||||
112,168 | VMware, Inc. — Class A ‡^ | 7,021 | ||||||
Specialty Retail — 3.8% | ||||||||
43,100 | Abercrombie & Fitch Co. — Class A ^ | 1,323 | ||||||
75,408 | Advance Auto Parts, Inc. ^ | 3,784 | ||||||
109,300 | American Eagle Outfitters, Inc. ^ | 1,284 | ||||||
37,900 | Best Buy Co., Inc. ^ | 1,283 | ||||||
86,765 | Buckle, Inc. ^ | 2,813 | ||||||
84,200 | Gap, Inc. ^ | 1,639 | ||||||
54,886 | Guess?, Inc. | 1,715 | ||||||
115,129 | Home Depot, Inc. | 3,232 | ||||||
71,800 | Limited Brands, Inc. | 1,585 | ||||||
56,700 | PetSmart, Inc. | 1,711 | ||||||
79,348 | Ross Stores, Inc. ^ | 4,228 | ||||||
167,536 | Staples, Inc. ^ | 3,192 | ||||||
57,749 | Tiffany & Co. ^ | 2,189 | ||||||
132,323 | TJX Cos., Inc. ^ | 5,550 | ||||||
65,076 | Urban Outfitters, Inc. ‡^ | 2,238 | ||||||
Textiles, Apparel & Luxury Goods — 1.9% | ||||||||
162,411 | Coach, Inc. | 5,936 | ||||||
134,946 | Nike, Inc. — Class B ^ | 9,115 | ||||||
55,243 | Polo Ralph Lauren Corp. — Class A ^ | 4,031 | ||||||
Thrifts & Mortgage Finance — 0.1% | ||||||||
94,100 | Hudson City Bancorp, Inc. ^ | 1,152 | ||||||
Tobacco — 0.7% | ||||||||
21,500 | Altria Group, Inc. | 431 | ||||||
138,702 | Philip Morris International, Inc. | 6,358 | ||||||
Trading Companies & Distributors — 0.2% | ||||||||
22,400 | WW Grainger, Inc. | 2,228 | ||||||
Wireless Telecommunication Services — 0.1% | ||||||||
10,400 | Crown Castle International Corp. ‡^ | 388 | ||||||
17,000 | NII Holdings, Inc. ‡ | 553 | ||||||
5,100 | SBA Communications Corp. — Class A ‡ | 173 | ||||||
Total Common Stocks (cost $990,556) | 994,233 | |||||||
SECURITIES LENDING COLLATERAL — 1.9% | ||||||||
18,782,349 | State Street Navigator Securities Lending Trust — Prime Portfolio, 0.25% 5 | 18,782 | ||||||
Total Securities Lending Collateral (cost $18,782) | ||||||||
Principal | ||||||||
REPURCHASE AGREEMENT — 0.4% | ||||||||
$ | 4,229 | State Street Bank & Trust Co. 0.01% 5, dated 06/30/2010, to be repurchased at $4,229 on 07/01/2010. Collateralized by a U.S. Government Obligation, 1.00%, due 04/30/2012, and with a value of $4,320. | 4,229 | |||||
Total Repurchase Agreement (cost $4,229) | ||||||||
Total Investment Securities (cost $1,013,567) # | 1,017,244 | |||||||
Other Assets and Liabilities — Net | (12,120 | ) | ||||||
Net Assets | $ | 1,005,124 | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 55
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts in thousands)
(Unaudited)
^ | All or a portion of this security is on loan. The value of all securities on loan is $18,333. | |
‡ | Non-income producing security. | |
∞ | Percentage rounds to less than 0.1%. | |
5 | Rate shown reflects the yield at 06/30/2010. | |
# | Aggregate cost for federal income tax purposes is $1,013,567. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $72,375 and $68,698, respectively. Net unrealized appreciation for tax purposes is $3,677. | |
ADR | American Depositary Receipt | |
Investment Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Equities — Consumer Discretionary | $ | 152,391 | $ | — | $ | — | $ | 152,391 | ||||||||
Equities — Consumer Staples | 62,592 | 3,991 | — | 66,583 | ||||||||||||
Equities — Energy | 64,991 | — | — | 64,991 | ||||||||||||
Equities — Financials | 39,789 | — | — | 39,789 | ||||||||||||
Equities — Health Care | 114,047 | — | — | 114,047 | ||||||||||||
Equities — Industrials | 128,578 | 3,867 | — | 132,445 | ||||||||||||
Equities — Information Technology | 399,228 | 3,198 | — | 402,426 | ||||||||||||
Equities — Materials | 18,880 | — | — | 18,880 | ||||||||||||
Equities — Telecommunication Services | 2,681 | — | — | 2,681 | ||||||||||||
Cash & Cash Equivalent — Repurchase Agreement | — | 4,229 | — | 4,229 | ||||||||||||
Cash & Cash Equivalent — Securities Lending Collateral | 18,782 | — | — | 18,782 | ||||||||||||
Total | $ | 1,001,959 | $ | 15,285 | $ | — | $ | 1,017,244 | ||||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 56
SCHEDULE OF INVESTMENTS
At June 30, 2010
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
COMMON STOCKS — 97.2% | ||||||||
Aerospace & Defense — 1.5% | ||||||||
42,900 | Alliant Techsystems, Inc. ‡^ | $ | 2,662 | |||||
53,600 | L-3 Communications Holdings, Inc. ^ | 3,797 | ||||||
46,800 | Precision Castparts Corp. ^ | 4,817 | ||||||
Auto Components — 0.4% | ||||||||
94,600 | WABCO Holdings, Inc. ‡^ | 2,978 | ||||||
Beverages — 2.4% | ||||||||
43,700 | Brown-Forman Corp. — Class B ^ | 2,501 | ||||||
361,800 | Coca-Cola Enterprises, Inc. ^ | 9,356 | ||||||
142,900 | Molson Coors Brewing Co. — Class B ^ | 6,053 | ||||||
Capital Markets — 2.5% | ||||||||
22,500 | Affiliated Managers Group, Inc. ‡^ | 1,367 | ||||||
190,100 | Ameriprise Financial, Inc. ^ | 6,869 | ||||||
59,000 | Northern Trust Corp. ^ | 2,755 | ||||||
66,100 | T. Rowe Price Group, Inc. ^ | 2,934 | ||||||
313,100 | TD Ameritrade Holding Corp. ‡^ | 4,791 | ||||||
Chemicals — 5.2% | ||||||||
143,900 | Air Products & Chemicals, Inc. ^ | 9,327 | ||||||
22,900 | Airgas, Inc. ^ | 1,424 | ||||||
115,200 | Albemarle Corp. ^ | 4,575 | ||||||
66,900 | Celanese Corp. — Series A ^ | 1,666 | ||||||
100,000 | CF Industries Holdings, Inc. ^ | 6,345 | ||||||
108,000 | FMC Corp. ^ | 6,202 | ||||||
71,200 | PPG Industries, Inc. ^ | 4,301 | ||||||
95,400 | Sigma-Aldrich Corp. ^ | 4,754 | ||||||
Commercial Banks — 5.8% | ||||||||
109,800 | Bancorpsouth, Inc. ^ | 1,963 | ||||||
129,500 | BB&T Corp. ^ | 3,407 | ||||||
44,600 | City National Corp. ^ | 2,285 | ||||||
43,300 | Cullen/Frost Bankers, Inc. ^ | 2,226 | ||||||
597,400 | Fifth Third Bancorp ^ | 7,342 | ||||||
139,100 | KeyCorp ^ | 1,070 | ||||||
47,100 | M&T Bank Corp. ^ | 4,001 | ||||||
1,085,700 | Regions Financial Corp. ^ | 7,144 | ||||||
372,600 | SunTrust Banks, Inc. ^ | 8,682 | ||||||
169,500 | TCF Financial Corp. ^ | 2,815 | ||||||
65,200 | Wilmington Trust Corp. ^ | 723 | ||||||
83,000 | Zions Bancorporation ^ | 1,790 | ||||||
Commercial Services & Supplies — 2.3% | ||||||||
249,700 | Avery Dennison Corp. ^ | 8,023 | ||||||
304,200 | Republic Services, Inc. — Class A ^ | 9,044 | ||||||
Computers & Peripherals — 0.4% | ||||||||
241,100 | Seagate Technology ‡ | 3,144 | ||||||
Construction Materials — 0.2% | ||||||||
30,900 | Vulcan Materials Co. ^ | 1,354 | ||||||
Containers & Packaging — 2.2% | ||||||||
123,700 | Ball Corp. ^ | 6,535 | ||||||
400,600 | Crown Holdings, Inc. ‡ | 10,031 | ||||||
Distributors — 0.6% | ||||||||
114,300 | Genuine Parts Co. ^ | 4,509 | ||||||
Diversified Consumer Services — 0.4% | ||||||||
202,900 | H&R Block, Inc. ^ | 3,184 | ||||||
Diversified Financial Services — 1.7% | ||||||||
338,200 | Invesco, Ltd. ^ | 5,692 | ||||||
261,300 | NYSE Euronext ^ | 7,220 | ||||||
Diversified Telecommunication Services — 0.8% | ||||||||
130,800 | CenturyLink, Inc. ^ | 4,357 | ||||||
137,800 | Windstream Corp. ^ | 1,455 | ||||||
Electric Utilities — 3.7% | ||||||||
254,000 | American Electric Power Co., Inc. ^ | 8,204 | ||||||
100,300 | Entergy Corp. | 7,183 | ||||||
76,900 | PPL Corp. ^ | 1,919 | ||||||
237,300 | Westar Energy, Inc. ^ | 5,128 | ||||||
94,900 | Wisconsin Energy Corp. ^ | 4,815 | ||||||
Electrical Equipment — 2.2% | ||||||||
54,300 | AMETEK, Inc. | 2,180 | ||||||
234,500 | Cooper Industries PLC — Class A | 10,318 | ||||||
71,400 | Roper Industries, Inc. ^ | 3,996 | ||||||
Electronic Equipment & Instruments — 1.8% | ||||||||
116,000 | Amphenol Corp. — Class A ^ | 4,556 | ||||||
131,200 | Arrow Electronics, Inc. ‡^ | 2,932 | ||||||
237,400 | Tyco Electronics, Ltd. | 6,026 | ||||||
Energy Equipment & Services — 1.8% | ||||||||
185,000 | Baker Hughes, Inc. ^ | 7,690 | ||||||
426,000 | Weatherford International, Ltd. ‡^ | 5,598 | ||||||
Food & Staples Retailing — 0.7% | ||||||||
266,800 | Safeway, Inc. ^ | 5,245 | ||||||
Food Products — 1.8% | ||||||||
109,900 | JM Smucker Co. ^ | 6,619 | ||||||
62,050 | McCormick & Co., Inc. ^ | 2,355 | ||||||
92,400 | Mead Johnson Nutrition Co. — Class A ^ | 4,631 | ||||||
Gas Utilities — 2.2% | ||||||||
154,700 | Energen Corp. | 6,858 | ||||||
126,900 | EQT Corp. ^ | 4,586 | ||||||
110,400 | Oneok, Inc. ^ | 4,775 | ||||||
23,100 | Questar Corp. ‡ | 373 | ||||||
Health Care Equipment & Supplies — 6.2% | ||||||||
85,400 | Becton, Dickinson and Co. ^ | 5,775 | ||||||
112,450 | CR Bard, Inc. ^ | 8,718 | ||||||
355,600 | St. Jude Medical, Inc. ‡^ | 12,833 | ||||||
149,900 | Stryker Corp. ^ | 7,504 | ||||||
219,200 | Zimmer Holdings, Inc. ‡^ | 11,848 | ||||||
Health Care Providers & Services — 2.2% | ||||||||
124,900 | Community Health Systems, Inc. ‡^ | 4,223 | ||||||
162,400 | Coventry Health Care, Inc. ‡^ | 2,871 | ||||||
230,850 | Lincare Holdings, Inc. ‡^ | 7,505 | ||||||
72,400 | VCA Antech, Inc. ‡^ | 1,793 | ||||||
Hotels, Restaurants & Leisure — 1.2% | ||||||||
45,899 | Darden Restaurants, Inc. ^ | 1,783 | ||||||
97,066 | Marriott International, Inc. — Class A ^ | 2,906 | ||||||
113,900 | Yum! Brands, Inc. ^ | 4,447 | ||||||
Household Durables — 4.6% | ||||||||
142,600 | Fortune Brands, Inc. ^ | 5,587 | ||||||
89,600 | Jarden Corp. ^ | 2,408 | ||||||
75,100 | Mohawk Industries, Inc. ‡^ | 3,437 | ||||||
517,200 | Newell Rubbermaid, Inc. ^ | 7,571 | ||||||
95,706 | Snap-On, Inc. ^ | 3,915 | ||||||
238,200 | Stanley Black & Decker, Inc. ^ | 12,033 | ||||||
Household Products — 0.7% | ||||||||
41,400 | Clorox Co. ^ | 2,573 | ||||||
49,500 | Energizer Holdings, Inc. ‡^ | 2,489 | ||||||
Industrial Conglomerates — 2.4% | ||||||||
59,500 | Carlisle Cos., Inc. ^ | 2,150 | ||||||
464,300 | Tyco International, Ltd. | 16,356 | ||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 57
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
Insurance — 8.4% | ||||||||
161,500 | AON Corp. | $ | 5,995 | |||||
85,700 | Assurant, Inc. | 2,974 | ||||||
222,700 | Cincinnati Financial Corp. ^ | 5,761 | ||||||
225,700 | Loews Corp. | 7,518 | ||||||
557,700 | Old Republic International Corp. ^ | 6,765 | ||||||
196,200 | OneBeacon Insurance Group, Ltd. — Class A ^ | 2,810 | ||||||
150,200 | Principal Financial Group, Inc. ^ | 3,521 | ||||||
74,500 | Symetra Financial Corp. ^ | 894 | ||||||
115,500 | Transatlantic Holdings, Inc. ^ | 5,539 | ||||||
332,500 | Unum Group ^ | 7,215 | ||||||
182,600 | WR Berkley Corp. ^ | 4,832 | ||||||
502,900 | XL Capital, Ltd. — Class A ^ | 8,051 | ||||||
Internet & Catalog Retail — 0.4% | ||||||||
146,800 | Expedia, Inc. | 2,757 | ||||||
IT Services — 1.5% | ||||||||
103,500 | Alliance Data Systems Corp. ‡^ | 6,161 | ||||||
345,300 | Western Union Co. ^ | 5,148 | ||||||
Leisure Equipment & Products — 0.3% | ||||||||
52,000 | Hasbro, Inc. | 2,137 | ||||||
Media — 4.5% | ||||||||
79,900 | Cablevision Systems Corp. — Class A ^ | 1,918 | ||||||
115,500 | DISH Network Corp. — Class A | 2,096 | ||||||
257,900 | Gannett Co., Inc. ^ | 3,471 | ||||||
210,300 | Omnicom Group, Inc. ^ | 7,213 | ||||||
42,900 | Scripps Networks Interactive, Inc. — Class A ^ | 1,731 | ||||||
444,600 | Viacom, Inc. — Class B ^ | 13,948 | ||||||
7,600 | Washington Post Co. — Class B ^ | 3,120 | ||||||
Metals & Mining — 0.7% | ||||||||
115,200 | Allegheny Technologies, Inc. ^ | 5,091 | ||||||
Multiline Retail — 0.2% | ||||||||
90,100 | Macy’s, Inc. ^ | 1,613 | ||||||
Multi-Utilities — 3.5% | ||||||||
790,300 | CMS Energy Corp. ^ | 11,577 | ||||||
103,300 | NSTAR ^ | 3,616 | ||||||
116,300 | Sempra Energy ^ | 5,442 | ||||||
282,000 | Xcel Energy, Inc. ^ | 5,812 | ||||||
Oil, Gas & Consumable Fuels — 4.5% | ||||||||
117,300 | CVR Energy, Inc. ‡^ | 882 | ||||||
272,400 | Denbury Resources, Inc. ‡^ | 3,988 | ||||||
87,900 | Devon Energy Corp. | 5,355 | ||||||
201,700 | El Paso Corp. | 2,241 | ||||||
91,030 | Kinder Morgan Management LLC ‡ | 5,151 | ||||||
240,900 | Nexen, Inc. | 4,739 | ||||||
163,300 | Teekay Corp. ^ | 4,274 | ||||||
391,600 | Williams Cos., Inc. ^ | 7,158 | ||||||
Professional Services — 1.4% | ||||||||
53,300 | Dun & Bradstreet Corp. ^ | 3,577 | ||||||
150,950 | Manpower, Inc. ^ | 6,519 | ||||||
Real Estate Investment Trusts — 1.8% | ||||||||
138,000 | Kimco Realty Corp. ^ | 1,855 | ||||||
23,400 | Public Storage ^ | 2,057 | ||||||
98,300 | Regency Centers Corp. ^ | 3,382 | ||||||
42,100 | Ventas, Inc. ^ | 1,977 | ||||||
59,837 | Vornado Realty Trust ^ | 4,364 | ||||||
Real Estate Management & Development — 0.8% | ||||||||
258,900 | Brookfield Properties Corp. | 3,635 | ||||||
190,900 | CB Richard Ellis Group, Inc. — Class A ‡^ | 2,598 | ||||||
Semiconductors & Semiconductor Equipment — 1.0% | ||||||||
56,899 | Avago Technologies, Ltd. ‡ | 1,198 | ||||||
1,353,800 | LSI Corp. ‡^ | 6,228 | ||||||
Software — 4.8% | ||||||||
119,600 | Amdocs, Ltd. ‡ | 3,211 | ||||||
233,200 | BMC Software, Inc. ‡^ | 8,076 | ||||||
122,600 | Check Point Software Technologies, Ltd. ‡^ | 3,614 | ||||||
190,100 | Jack Henry & Associates, Inc. ^ | 4,540 | ||||||
271,850 | Parametric Technology Corp. ‡^ | 4,260 | ||||||
266,600 | Red Hat, Inc. ‡^ | 7,715 | ||||||
201,700 | Synopsys, Inc. ‡^ | 4,209 | ||||||
Specialty Retail — 3.6% | ||||||||
13,900 | AutoNation, Inc. ‡^ | 271 | ||||||
21,600 | AutoZone, Inc. ‡^ | 4,174 | ||||||
103,600 | Bed Bath & Beyond, Inc. ‡^ | 3,841 | ||||||
364,300 | Gap, Inc. ^ | 7,090 | ||||||
56,500 | Sherwin-Williams Co. ^ | 3,909 | ||||||
79,700 | Staples, Inc. ^ | 1,518 | ||||||
86,500 | Tiffany & Co. ^ | 3,279 | ||||||
67,500 | TJX Cos., Inc. ^ | 2,832 | ||||||
Textiles, Apparel & Luxury Goods — 0.4% | ||||||||
56,600 | Phillips-Van Heusen Corp. ^ | 2,619 | ||||||
Thrifts & Mortgage Finance — 0.3% | ||||||||
148,600 | People’s United Financial, Inc. ^ | 2,006 | ||||||
Tobacco — 0.3% | ||||||||
30,100 | Lorillard, Inc. | 2,167 | ||||||
Water Utilities — 0.4% | ||||||||
140,900 | American Water Works Co., Inc. ^ | 2,903 | ||||||
Wireless Telecommunication Services — 0.5% | ||||||||
135,763 | Telephone & Data Systems, Inc. — Class L | 3,603 | ||||||
Total Common Stocks (cost $718,277) | 725,923 | |||||||
SECURITIES LENDING COLLATERAL — 25.6% | ||||||||
190,923,525 | State Street Navigator Securities Lending Trust — Prime Portfolio, 0.25% ▲ | 190,924 | ||||||
Total Securities Lending Collateral (cost $190,924) | ||||||||
Principal | ||||||||
REPURCHASE AGREEMENTS — 3.7% | ||||||||
$ | 8,680 | State Street Bank & Trust Co. 0.01% ▲, dated 06/30/2010, to be repurchased at $8,680 on 07/01/2010. Collateralized by a U.S. Government Agency Obligation, 4.38%, due 09/17/2010, and with a value of $8,855. | 8,680 | |||||
18,745 | State Street Bank & Trust Co. 0.01% ▲, dated 06/30/2010, to be repurchased at $18,745 on 07/01/2010. Collateralized by a U.S. Government Obligation, 1.00% due 04/30/2012, and with a value of $19,124. | 18,745 | ||||||
Total Repurchase Agreements (cost $27,425) | 27,425 | |||||||
Total Investment Securities (cost $936,626) # | 944,272 | |||||||
Other Assets and Liabilities — Net | (197,616 | ) | ||||||
Net Assets | $ | 746,656 | ||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 58
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts in thousands)
(Unaudited)
^ | All or a portion of this security is on loan. The value of all securities on loan is $186,330. | |
‡ | Non-income producing security. | |
▲ | Rate shown reflects the yield at 06/30/2010. | |
# | Aggregate cost for federal income tax purposes is $936,626. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $40,996 and $33,350, respectively. Net unrealized appreciation for tax purposes is $7,646. | |
Investment Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Equities — Consumer Discretionary | $ | 124,295 | $ | — | $ | — | $ | 124,295 | ||||||||
Equities — Consumer Staples | 43,989 | — | — | 43,989 | ||||||||||||
Equities — Energy | 47,076 | — | — | 47,076 | ||||||||||||
Equities — Financials | 158,825 | — | — | 158,825 | ||||||||||||
Equities — Health Care | 63,070 | — | — | 63,070 | ||||||||||||
Equities — Industrials | 73,439 | — | — | 73,439 | ||||||||||||
Equities — Information Technology | 71,018 | — | — | 71,018 | ||||||||||||
Equities — Materials | 61,605 | — | — | 61,605 | ||||||||||||
Equities — Telecommunication Services | 9,415 | — | — | 9,415 | ||||||||||||
Equities — Utilities | 73,191 | — | — | 73,191 | ||||||||||||
Cash & Cash Equivalent — Securities Lending Collateral | 190,924 | — | — | 190,924 | ||||||||||||
Cash & Cash Equivalent — Repurchase Agreement | — | 27,425 | — | 27,425 | ||||||||||||
Total | $ | 916,847 | $ | 27,425 | $ | — | $ | 944,272 | ||||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 59
SCHEDULE OF INVESTMENTS
At June 30, 2010
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
COMMON STOCKS — 99.7% | ||||||||
Aerospace & Defense — 2.2% | ||||||||
183,940 | BE Aerospace, Inc. ‡ | $ | 4,678 | |||||
Auto Components — 4.0% | ||||||||
119,805 | BorgWarner, Inc. ‡ | 4,474 | ||||||
121,985 | Gentex Corp. | 2,193 | ||||||
95,000 | Tenneco, Inc. ‡ | 2,001 | ||||||
Chemicals — 2.7% | ||||||||
145,590 | Albemarle Corp. | 5,781 | ||||||
Commercial Banks — 1.8% | ||||||||
552,217 | Marshall & Ilsley Corp. | 3,965 | ||||||
Communications Equipment — 3.5% | ||||||||
111,016 | F5 Networks, Inc. ‡ | 7,612 | ||||||
Computers & Peripherals — 5.1% | ||||||||
102,395 | Lexmark International, Inc. — Class A ‡ | 3,382 | ||||||
67,000 | NetApp, Inc. ‡ | 2,500 | ||||||
123,840 | SanDisk Corp. ‡ | 5,210 | ||||||
Consumer Finance — 2.3% | ||||||||
123,375 | Capital One Financial Corp. | 4,972 | ||||||
Electronic Equipment & Instruments — 4.1% | ||||||||
92,035 | Dolby Laboratories, Inc. — Class A ‡ | 5,770 | ||||||
111,417 | Plexus Corp. ‡ | 2,979 | ||||||
Energy Equipment & Services — 1.6% | ||||||||
22,975 | Core Laboratories NV ^ | 3,391 | ||||||
Food & Staples Retailing — 1.9% | ||||||||
112,168 | Whole Foods Market, Inc. ‡^ | 4,041 | ||||||
Food Products — 0.8% | ||||||||
64,330 | Green Mountain Coffee Roasters, Inc. ‡ | 1,653 | ||||||
Health Care Equipment & Supplies — 6.0% | ||||||||
68,910 | Edwards Lifesciences Corp. ‡ | 3,861 | ||||||
16,363 | Intuitive Surgical, Inc. ‡ | 5,165 | ||||||
88,775 | Thoratec Corp. ‡ | 3,793 | ||||||
Health Care Providers & Services — 2.2% | ||||||||
53,848 | Emergency Medical Services Corp. - Class A ‡ | 2,640 | ||||||
44,698 | Express Scripts, Inc. ‡ | 2,102 | ||||||
Health Care Technology — 1.0% | ||||||||
29,705 | Cerner Corp. ‡^ | 2,254 | ||||||
Hotels, Restaurants & Leisure — 6.8% | ||||||||
36,425 | Chipotle Mexican Grill, Inc. — Class A ‡^ | 4,983 | ||||||
66,985 | Panera Bread Co. — Class A ‡^ | 5,043 | ||||||
109,290 | Starwood Hotels & Resorts Worldwide, Inc. | 4,528 | ||||||
Household Durables — 1.2% | ||||||||
87,300 | Tempur-Pedic International, Inc. ‡ | 2,684 | ||||||
Internet & Catalog Retail — 1.5% | ||||||||
28,960 | NetFlix, Inc. ‡ | 3,147 | ||||||
Internet Software & Services — 0.9% | ||||||||
27,070 | Baidu, Inc. ADR ‡ | 1,843 | ||||||
IT Services — 6.1% | ||||||||
222,810 | Acxiom Corp. ‡ | 3,273 | ||||||
66,580 | Alliance Data Systems Corp. ‡ | 3,962 | ||||||
69,140 | Cognizant Technology Solutions Corp. — Class A ‡ | 3,461 | ||||||
93,000 | Gartner, Inc. ‡ | 2,162 | ||||||
Leisure Equipment & Products — 1.2% | ||||||||
47,000 | Polaris Industries, Inc. | 2,567 | ||||||
Life Sciences Tools & Services — 3.9% | ||||||||
96,665 | Illumina, Inc. ‡ | 4,207 | ||||||
162,555 | Pharmaceutical Product Development, Inc. | 4,131 | ||||||
Machinery — 2.0% | ||||||||
66,580 | Cummins, Inc. | 4,336 | ||||||
Metals & Mining — 4.2% | ||||||||
89,690 | Allegheny Technologies, Inc. ^ | 3,964 | ||||||
150,800 | Eldorado Gold Corp. | 2,708 | ||||||
120,100 | Silver Wheaton Corp. ‡ | 2,414 | ||||||
Oil, Gas & Consumable Fuels — 6.4% | ||||||||
305,552 | Brigham Exploration Co. ‡ | 4,700 | ||||||
178,975 | Denbury Resources, Inc. ‡ | 2,621 | ||||||
75,455 | Forest Oil Corp. ‡ | 2,064 | ||||||
37,000 | Noble Energy, Inc. | 2,232 | ||||||
29,675 | Whiting Petroleum Corp. ‡ | 2,327 | ||||||
Personal Products — 1.6% | ||||||||
63,198 | Estee Lauder Cos., Inc. — Class A | 3,522 | ||||||
Pharmaceuticals — 5.2% | ||||||||
49,610 | Perrigo Co. | 2,930 | ||||||
103,195 | Salix Pharmaceuticals, Ltd. ‡ | 4,028 | ||||||
69,940 | Shire PLC ADR | 4,293 | ||||||
Road & Rail — 4.1% | ||||||||
321,855 | Hertz Global Holdings, Inc. ‡ | 3,045 | ||||||
158,045 | Kansas City Southern ‡ | 5,745 | ||||||
Semiconductors & Semiconductor Equipment — 3.5% | ||||||||
72,400 | Atheros Communications, Inc. ‡ | 1,994 | ||||||
94,215 | Cree, Inc. ‡^ | 5,656 | ||||||
Software — 2.9% | ||||||||
73,350 | Salesforce.com, Inc. ‡ | 6,295 | ||||||
Specialty Retail — 1.8% | ||||||||
166,805 | Dress Barn, Inc. ‡ | 3,972 | ||||||
Textiles, Apparel & Luxury Goods — 7.2% | ||||||||
90,785 | Coach, Inc. | 3,318 | ||||||
124,604 | Fossil, Inc. ‡ | 4,324 | ||||||
88,163 | Phillips-Van Heusen Corp. | 4,079 | ||||||
116,510 | Under Armour, Inc. — Class A ‡^ | 3,860 | ||||||
Total Common Stocks (cost $206,269) | 214,835 | |||||||
SECURITIES LENDING COLLATERAL — 3.4% | ||||||||
7,411,431 | State Street Navigator Securities Lending Trust — Prime Portfolio, 0.25% ▲ | 7,411 | ||||||
Total Securities Lending Collateral (cost $7,411) | ||||||||
Principal | ||||||||
REPURCHASE AGREEMENT — 0.4% | ||||||||
$ | 815 | State Street Bank & Trust Co. 0.01% ▲, dated 06/30/2010, to be repurchased at $815 on 07/01/2010. Collateralized by a U.S. Government Obligation, 1.00%, due 04/30/2012, and with a value of $833. | 815 | |||||
Total Repurchase Agreement (cost $815) | ||||||||
Total Investment Securities (cost $214,495) # | 223,061 | |||||||
Other Assets and Liabilities — Net | (7,557 | ) | ||||||
Net Assets | $ | 215,504 | ||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 60
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts in thousands)
(Unaudited)
‡ | Non-income producing security. | |
^ | All or a portion of this security is on loan. The value of all securities on loan is $7,247. | |
▲ | Rate shown reflects the yield at 06/30/2010. | |
# | Aggregate cost for federal income tax purposes is $214,495. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $21,541 and $12,975, respectively. Net unrealized appreciation for tax purposes is $8,566. | |
ADR | American Depositary Receipt | |
Investment Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Equities — Consumer Discretionary | $ | 51,172 | $ | — | $ | — | $ | 51,172 | ||||||||
Equities — Consumer Staples | 9,216 | — | — | 9,216 | ||||||||||||
Equities — Energy | 17,335 | — | — | 17,335 | ||||||||||||
Equities — Financials | 8,937 | — | — | 8,937 | ||||||||||||
Equities — Health Care | 39,404 | — | — | 39,404 | ||||||||||||
Equities — Industrials | 17,804 | — | — | 17,804 | ||||||||||||
Equities — Information Technology | 56,100 | — | — | 56,100 | ||||||||||||
Equities — Materials | 14,867 | — | — | 14,867 | ||||||||||||
Cash & Cash Equivalent — Securities Lending Collateral | 7,411 | — | — | 7,411 | ||||||||||||
Cash & Cash Equivalent — Repurchase Agreement | — | 815 | — | 815 | ||||||||||||
Total | $ | 222,246 | $ | 815 | $ | — | $ | 223,061 | ||||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 61
SCHEDULE OF INVESTMENTS
At June 30, 2010
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
COMMON STOCKS — 97.9% | ||||||||
Aerospace & Defense — 0.9% | ||||||||
65,109 | Ducommun, Inc. § | $ | 1,113 | |||||
Auto Components — 2.9% | ||||||||
91,398 | BorgWarner, Inc. ‡ | 3,413 | ||||||
Building Products — 1.4% | ||||||||
55,699 | Universal Forest Products, Inc. | 1,688 | ||||||
Chemicals — 1.9% | ||||||||
25,430 | Newmarket Corp. | 2,221 | ||||||
Commercial Banks — 4.5% | ||||||||
23,255 | Iberiabank Corp. | 1,197 | ||||||
144,184 | Susquehanna Bancshares, Inc. | 1,201 | ||||||
252,455 | Umpqua Holdings Corp. | 2,898 | ||||||
Communications Equipment — 1.8% | ||||||||
70,796 | Comtech Telecommunications Corp. ‡ | 2,119 | ||||||
Construction & Engineering — 1.8% | ||||||||
92,803 | EMCOR Group, Inc. ‡ | 2,150 | ||||||
Consumer Finance — 3.1% | ||||||||
197,824 | Ezcorp, Inc. — Class A ‡ | 3,670 | ||||||
Containers & Packaging — 2.5% | ||||||||
107,892 | Silgan Holdings, Inc. | 3,062 | ||||||
Electric Utilities — 1.7% | ||||||||
80,550 | UIL Holdings Corp. | 2,016 | ||||||
Electronic Equipment & Instruments — 2.8% | ||||||||
58,417 | Greatbatch, Inc. ‡ | 1,303 | ||||||
69,671 | MTS Systems Corp. § | 2,021 | ||||||
Energy Equipment & Services — 1.7% | ||||||||
52,254 | Tidewater, Inc. | 2,023 | ||||||
Food Products — 4.7% | ||||||||
104,669 | American Italian Pasta Co. — Class A ‡ | 5,534 | ||||||
Gas Utilities — 1.9% | ||||||||
49,523 | National Fuel Gas Co. | 2,272 | ||||||
Health Care Equipment & Supplies — 1.7% | ||||||||
53,711 | West Pharmaceutical Services, Inc. | 1,960 | ||||||
Health Care Providers & Services — 2.8% | ||||||||
76,229 | LHC Group, Inc. ‡ | 2,115 | ||||||
43,431 | Owens & Minor, Inc. | 1,233 | ||||||
Hotels, Restaurants & Leisure — 2.6% | ||||||||
76,767 | PF Chang’s China Bistro, Inc. | 3,044 | ||||||
Household Durables — 2.9% | ||||||||
157,808 | Helen of Troy, Ltd. ‡ | 3,481 | ||||||
Insurance — 4.8% | ||||||||
69,274 | Hanover Insurance Group, Inc. | 3,013 | ||||||
50,118 | RLI Corp. | 2,632 | ||||||
IT Services — 2.3% | ||||||||
181,784 | Acxiom Corp. ‡ | 2,670 | ||||||
Machinery — 7.9% | ||||||||
59,936 | CIRCOR International, Inc. | 1,533 | ||||||
77,343 | Oshkosh Corp. ‡ | 2,410 | ||||||
61,534 | Wabtec Corp. | 2,455 | ||||||
98,198 | Watts Water Technologies, Inc. — Class A | 2,814 | ||||||
Metals & Mining — 2.1% | ||||||||
101,057 | RTI International Metals, Inc. ‡ | 2,436 | ||||||
Oil, Gas & Consumable Fuels — 5.5% | ||||||||
98,183 | Penn Virginia Corp. | 1,974 | ||||||
84,105 | Swift Energy Co. ‡ | 2,263 | ||||||
88,198 | World Fuel Services Corp. | 2,289 | ||||||
Pharmaceuticals — 2.4% | ||||||||
47,740 | Perrigo Co. | 2,820 | ||||||
Professional Services — 1.2% | ||||||||
45,010 | Exponent, Inc. ‡ | 1,473 | ||||||
Real Estate Investment Trusts — 5.8% | ||||||||
100,622 | Healthcare Realty Trust, Inc. | 2,211 | ||||||
100,288 | National Retail Properties, Inc. | 2,150 | ||||||
57,604 | Rayonier, Inc. | 2,535 | ||||||
Semiconductors & Semiconductor Equipment — 3.0% | ||||||||
165,044 | Omnivision Technologies, Inc. ‡ | 3,539 | ||||||
Specialty Retail — 10.1% | ||||||||
76,282 | Childrens Place Retail Stores, Inc. ‡ | 3,358 | ||||||
112,644 | Group 1 Automotive, Inc. ‡ | 2,651 | ||||||
63,602 | Jo-Ann Stores, Inc. ‡ | 2,386 | ||||||
65,233 | JOS A. Bank Clothiers, Inc. ‡ | 3,521 | ||||||
Textiles, Apparel & Luxury Goods — 1.2% | ||||||||
9,686 | Deckers Outdoor Corp. ‡ | 1,384 | ||||||
Thrifts & Mortgage Finance — 3.8% | ||||||||
223,291 | Brookline Bancorp, Inc. | 1,983 | ||||||
157,585 | Washington Federal, Inc. | 2,550 | ||||||
Trading Companies & Distributors — 2.2% | ||||||||
103,026 | Applied Industrial Technologies, Inc. | 2,609 | ||||||
Water Utilities — 2.0% | ||||||||
70,213 | American States Water Co. | 2,327 | ||||||
Total Common Stocks (cost $111,699) | 115,720 | |||||||
Principal | ||||||||
REPURCHASE AGREEMENT — 2.1% | ||||||||
$ | 2,498 | State Street Bank & Trust Co. 0.01% ▲, dated 06/30/2010, to be repurchased at $2,498 on 07/01/2010. Collateralized by a U.S. Government Obligation, 1.00%, due 04/30/2012, and with a value of $2,553. | 2,498 | |||||
Total Repurchase Agreement (cost $2,498) | ||||||||
Total Investment Securities (cost $114,197) # | 118,218 | |||||||
Other Assets and Liabilities — Net | (14 | ) | ||||||
Net Assets | $ | 118,204 | ||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 62
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts in thousands)
(Unaudited)
§ | Illiquid. At 06/30/2010, illiquid investment securities aggregated $3,134, or 2.65% of the portfolio’s net assets. | |
‡ | Non-income producing security. | |
▲ | Rate shown reflects the yield at 06/30/2010. | |
# | Aggregate cost for federal income tax purposes is $114,197. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $11,807 and $7,786, respectively. Net unrealized appreciation for tax purposes is $4,021. | |
Investment Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Equities — Consumer Discretionary | $ | 23,238 | $ | — | $ | — | $ | 23,238 | ||||||||
Equities — Consumer Staples | 5,534 | — | — | 5,534 | ||||||||||||
Equities — Energy | 8,549 | — | — | 8,549 | ||||||||||||
Equities — Financials | 26,040 | — | — | 26,040 | ||||||||||||
Equities — Health Care | 8,128 | — | — | 8,128 | ||||||||||||
Equities — Industrials | 18,245 | — | — | 18,245 | ||||||||||||
Equities — Information Technology | 11,652 | — | — | 11,652 | ||||||||||||
Equities — Materials | 7,719 | — | — | 7,719 | ||||||||||||
Equities — Utilities | 6,615 | — | — | 6,615 | ||||||||||||
Cash & Cash Equivalent — Repurchase Agreement | — | 2,498 | — | 2,498 | ||||||||||||
Total | $ | 115,720 | $ | 2,498 | $ | — | $ | 118,218 | ||||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 63
SCHEDULE OF INVESTMENTS
At June 30, 2010
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
COMMON STOCKS — 98.4% | ||||||||
Aerospace & Defense — 1.1% | ||||||||
44,960 | AAR Corp. ‡ ^ | $ | 753 | |||||
7,735 | American Science & Engineering, Inc. | 589 | ||||||
14,000 | Ceradyne, Inc. ‡ ^ | 299 | ||||||
12,900 | Cubic Corp. ^ | 469 | ||||||
9,380 | Ducommun, Inc. ^ | 160 | ||||||
7,900 | Esterline Technologies Corp. ‡ | 375 | ||||||
36,785 | Hexcel Corp. ‡ | 571 | ||||||
Air Freight & Logistics — 0.6% | ||||||||
11,000 | Air Transport Services Group, Inc. ‡ | 52 | ||||||
18,200 | Atlas Air Worldwide Holdings, Inc. ‡ ^ | 864 | ||||||
4,000 | Dynamex, Inc. ‡ ^ | 49 | ||||||
21,781 | Hub Group, Inc. — Class A ‡ | 654 | ||||||
Airlines — 0.3% | ||||||||
10,200 | Allegiant Travel Co. ^ | 436 | ||||||
17,800 | Hawaiian Holdings, Inc. ‡ ^ | 92 | ||||||
70,400 | JetBlue Airways Corp. ‡ | 386 | ||||||
7,300 | Pinnacle Airlines Corp. ‡ ^ | 40 | ||||||
Auto Components — 0.3% | ||||||||
25,086 | Fuel Systems Solutions, Inc. ‡ ^ | 650 | ||||||
21,500 | Standard Motor Products, Inc. ^ | 174 | ||||||
2,900 | Superior Industries International, Inc. ^ | 39 | ||||||
4,300 | TRW Automotive Holdings Corp. ‡ ^ | 119 | ||||||
Beverages — 0.0%∞ | ||||||||
1,300 | Coca-Cola Bottling Co., Consolidated ^ | 62 | ||||||
5,100 | MGP Ingredients, Inc. ‡ ^ | 34 | ||||||
Biotechnology — 4.2% | ||||||||
79,455 | Acorda Therapeutics, Inc. ‡ ^ | 2,472 | ||||||
42,379 | Alexion Pharmaceuticals, Inc. ‡ ^ | 2,169 | ||||||
102,420 | BioMarin Pharmaceutical, Inc. ‡ ^ | 1,942 | ||||||
109,460 | Genomic Health, Inc. ‡ ^ | 1,415 | ||||||
12,800 | Martek Biosciences Corp. ‡ | 303 | ||||||
18,685 | Onyx Pharmaceuticals, Inc. ‡ ^ | 403 | ||||||
4,300 | Osiris Therapeutics, Inc. ‡ ^ | 25 | ||||||
347,028 | RTI Biologics, Inc. ‡ ^ | 1,017 | ||||||
31,935 | United Therapeutics Corp. ‡ ^ | 1,559 | ||||||
152,525 | Vanda Pharmaceuticals, Inc. ‡ | 1,008 | ||||||
Building Products — 0.2% | ||||||||
47,400 | Gibraltar Industries, Inc. ‡ ^ | 479 | ||||||
Capital Markets — 0.5% | ||||||||
46,700 | Apollo Investment Corp. ^ | 435 | ||||||
5,500 | Arlington Asset Investment Corp. — Class A | 104 | ||||||
95,900 | BGC Partners, Inc. — Class A ^ | 489 | ||||||
10,400 | Calamos Asset Management, Inc. — Class A ^ | 97 | ||||||
30,300 | TICC Capital Corp. ^ | 255 | ||||||
Chemicals — 1.9% | ||||||||
48,100 | A Schulman, Inc. ^ | 912 | ||||||
29,838 | Balchem Corp. ^ | 746 | ||||||
3,000 | Cytec Industries, Inc. ^ | 120 | ||||||
6,700 | Innophos Holdings, Inc. ^ | 175 | ||||||
6,000 | Innospec, Inc. ‡ ^ | 56 | ||||||
35,306 | LSB Industries, Inc. ‡ ^ | 470 | ||||||
4,200 | Minerals Technologies, Inc. | 200 | ||||||
24,500 | OM Group, Inc. ‡ ^ | 585 | ||||||
15,700 | Omnova Solutions, Inc. ‡ ^ | 123 | ||||||
45,500 | PolyOne Corp. ‡ ^ | 383 | ||||||
8,500 | Spartech Corp. ‡ ^ | 87 | ||||||
98,800 | Zep, Inc. ^ | 1,722 | ||||||
Commercial Banks — 5.9% | ||||||||
7,700 | 1st Source Corp. ^ | 130 | ||||||
64,900 | Banco Latinoamericano de Comercio Exterior SA — Class E | 811 | ||||||
26,900 | Bancorp, Inc. ‡ ^ | 211 | ||||||
10,400 | Bank of Hawaii Corp. ^ | 503 | ||||||
1,200 | Camden National Corp. ^ | 33 | ||||||
7,400 | City Holding Co. ^ | 206 | ||||||
49,700 | Community Bank System, Inc. ^ | 1,095 | ||||||
28,900 | Dime Community Bancshares ^ | 356 | ||||||
5,000 | Financial Institutions, Inc. ^ | 89 | ||||||
129,472 | First Busey Corp. ^ | 587 | ||||||
1,500 | First Citizens BancShares, Inc. — Class A | 288 | ||||||
5,500 | First Defiance Financial Corp. | 49 | ||||||
8,400 | First Financial Bankshares, Inc. ^ | 404 | ||||||
3,800 | First Financial Corp. ^ | 98 | ||||||
113,000 | First Midwest Bancorp, Inc. ^ | 1,374 | ||||||
4,400 | First Niagara Financial Group, Inc. ^ | 55 | ||||||
12,900 | First Place Financial Corp. ^ | 39 | ||||||
11,000 | FirstMerit Corp. | 188 | ||||||
50,500 | Fulton Financial Corp. ^ | 487 | ||||||
4,800 | Great Southern Bancorp, Inc. ^ | 97 | ||||||
3,000 | Independent Bank Corp. | 74 | ||||||
65,800 | International Bancshares Corp. ^ | 1,098 | ||||||
8,400 | Lakeland Bancorp, Inc. ^ | 72 | ||||||
4,300 | Lakeland Financial Corp. ^ | 86 | ||||||
3,700 | MainSource Financial Group, Inc. | 27 | ||||||
49,700 | MB Financial, Inc. ^ | 914 | ||||||
2,600 | NBT Bancorp, Inc. ^ | 53 | ||||||
2,500 | Northrim BanCorp, Inc. ^ | 39 | ||||||
19,600 | OceanFirst Financial Corp. | 237 | ||||||
47,900 | Old National Bancorp ^ | 496 | ||||||
1,200 | Orrstown Financial Services, Inc. | 27 | ||||||
11,000 | Park National Corp. ^ | 715 | ||||||
13,800 | Santander BanCorp ‡ ^ | 174 | ||||||
8,500 | SCBT Financial Corp. ^ | 299 | ||||||
3,100 | State Bancorp, Inc. ^ | 29 | ||||||
6,200 | Suffolk Bancorp ^ | 192 | ||||||
9,900 | Sun Bancorp, Inc. ‡ ^ | 37 | ||||||
19,400 | SVB Financial Group ‡ ^ | 800 | ||||||
9,700 | SY Bancorp, Inc. ^ | 223 | ||||||
600 | Tompkins Financial Corp. | 23 | ||||||
85,400 | Trustco Bank Corp. ^ | 478 | ||||||
3,900 | Trustmark Corp. ^ | 81 | ||||||
28,900 | United Bankshares, Inc. ^ | 692 | ||||||
4,900 | Washington Trust Bancorp, Inc. ^ | 83 | ||||||
117,000 | Webster Financial Corp. ^ | 2,100 | ||||||
3,100 | WesBanco, Inc. ^ | 52 | ||||||
4,600 | West Bancorporation, Inc. ‡ ^ | 31 | ||||||
14,700 | Westamerica Bancorporation ^ | 772 | ||||||
6,200 | WSFS Financial Corp. ^ | 223 | ||||||
Commercial Services & Supplies — 2.3% | ||||||||
149,700 | ACCO Brands Corp. ‡ ^ | 747 | ||||||
5,800 | ATC Technology Corp. ‡ ^ | 93 | ||||||
6,200 | Casella Waste Systems, Inc. — Class A ‡ | 24 | ||||||
32,600 | Compass Diversified Holdings ^ | 437 | ||||||
3,000 | Consolidated Graphics, Inc. ‡ | 130 | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 64
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
Commercial Services & Supplies — (continued) | ||||||||
31,900 | Diamond Management & Technology Consultants, Inc. — Class A ^ | $ | 329 | |||||
4,300 | EnergySolutions, Inc. | 22 | ||||||
4,300 | G&K Services, Inc. — Class A | 89 | ||||||
98,380 | Kforce, Inc. ‡ ^ | 1,254 | ||||||
50,088 | Standard Parking Corp. ‡ ^ | 793 | ||||||
52,896 | Sykes Enterprises, Inc. ‡ ^ | 753 | ||||||
36,300 | United Stationers, Inc. ‡ ^ | 1,977 | ||||||
Communications Equipment — 2.5% | ||||||||
20,600 | Arris Group, Inc. ‡ | 210 | ||||||
1,200 | Bel Fuse, Inc. — Class B ^ | 20 | ||||||
6,200 | Black Box Corp. ^ | 173 | ||||||
29,960 | Blue Coat Systems, Inc. ‡ ^ | 612 | ||||||
11,300 | F5 Networks, Inc. ‡ ^ | 775 | ||||||
115,686 | Finisar Corp. ‡ ^ | 1,724 | ||||||
18,800 | InterDigital, Inc. ‡ ^ | 464 | ||||||
64,964 | Oplink Communications, Inc. ‡ ^ | 931 | ||||||
1,300 | Plantronics, Inc. ^ | 37 | ||||||
29,900 | Polycom, Inc. ‡ ^ | 891 | ||||||
51,451 | Riverbed Technology, Inc. ‡ ^ | 1,421 | ||||||
8,500 | Symmetricom, Inc. ‡ | 43 | ||||||
Computers & Peripherals — 0.7% | ||||||||
60,300 | ADPT Corp. ‡ ^ | 174 | ||||||
47,300 | Diebold, Inc. ^ | 1,289 | ||||||
60,627 | Electronics for Imaging, Inc. ‡ ^ | 591 | ||||||
11,000 | Imation Corp. ‡ ^ | 101 | ||||||
Construction & Engineering — 0.4% | ||||||||
48,735 | MYR Group, Inc. ‡ ^ | 814 | ||||||
26,300 | Sterling Construction Co., Inc. ‡ ^ | 340 | ||||||
Consumer Finance — 1.3% | ||||||||
106,400 | Advance America Cash Advance Centers, Inc. ^ | 439 | ||||||
108,450 | Ezcorp, Inc. — Class A ‡ ^ | 2,012 | ||||||
30,820 | World Acceptance Corp. ‡ ^ | 1,181 | ||||||
Containers & Packaging — 0.6% | ||||||||
30,300 | Aptargroup, Inc. ^ | 1,146 | ||||||
11,645 | Rock-Tenn Co. — Class A ^ | 578 | ||||||
Distributors — 0.6% | ||||||||
3,700 | Audiovox Corp. — Class A ‡ ^ | 27 | ||||||
15,200 | Core-Mark Holding Co., Inc. ‡ ^ | 416 | ||||||
67,310 | LKQ Corp. ‡ | 1,298 | ||||||
Diversified Consumer Services — 2.5% | ||||||||
38,410 | American Public Education, Inc. ‡ ^ | 1,679 | ||||||
22,889 | Capella Education Co. ‡ ^ | 1,862 | ||||||
36,115 | Coinstar, Inc. ‡ | 1,552 | ||||||
37,700 | Matthews International Corp. — Class A ^ | 1,104 | ||||||
29,694 | Steiner Leisure, Ltd. ‡ ^ | 1,141 | ||||||
Diversified Financial Services — 3.4% | ||||||||
114,200 | Ares Capital Corp. | 1,431 | ||||||
18,100 | BlackRock Kelso Capital Corp. ^ | 179 | ||||||
36,980 | Cash America International, Inc. ^ | 1,267 | ||||||
68,138 | Encore Capital Group, Inc. ‡ ^ | 1,404 | ||||||
73,940 | First Cash Financial Services, Inc. ‡ ^ | 1,612 | ||||||
3,700 | Gladstone Capital Corp. ^ | 40 | ||||||
5,600 | Hercules Technology Growth Capital, Inc. ^ | 52 | ||||||
12,000 | Kayne Anderson Energy Development Co. ^ | 182 | ||||||
11,600 | Kirkland’s, Inc. ‡ ^ | 196 | ||||||
3,600 | Marlin Business Services Corp. ‡ ^ | 44 | ||||||
42,500 | MCG Capital Corp. ^ | 205 | ||||||
3,800 | Medallion Financial Corp. ^ | 25 | ||||||
3,700 | Oppenheimer Holdings, Inc. — Class A ^ | 89 | ||||||
53,300 | PHH Corp. ‡ ^ | 1,015 | ||||||
29,179 | Portfolio Recovery Associates, Inc. ‡ ^ | 1,948 | ||||||
9,100 | QC Holdings, Inc. ^ | 33 | ||||||
Diversified Telecommunication Services — 0.1% | ||||||||
19,700 | IDT Corp. — Class B ‡ ^ | 251 | ||||||
20,000 | Surewest Communications ‡ ^ | 127 | ||||||
Electric Utilities — 1.6% | ||||||||
5,500 | Cleco Corp. ^ | 145 | ||||||
57,600 | El Paso Electric Co. ‡ ^ | 1,115 | ||||||
3,700 | NGP Capital Resources Co. ^ | 27 | ||||||
82,600 | Unisource Energy Corp. ^ | 2,492 | ||||||
48,300 | Westar Energy, Inc. ^ | 1,044 | ||||||
Electrical Equipment — 2.6% | ||||||||
24,300 | Acuity Brands, Inc. ^ | 884 | ||||||
2,400 | AO Smith Corp. ^ | 116 | ||||||
97,700 | Belden, Inc. ^ | 2,150 | ||||||
28,425 | General Cable Corp. ‡ | 758 | ||||||
72,075 | GrafTech International, Ltd. ‡ | 1,054 | ||||||
52,963 | LaBarge, Inc. ‡ ^ | 604 | ||||||
9,900 | Tecumseh Products Co. — Class A ‡ ^ | 110 | ||||||
10,300 | Thomas & Betts Corp. ‡ | 357 | ||||||
54,733 | Woodward Governor Co. ^ | 1,397 | ||||||
Electronic Equipment & Instruments — 2.4% | ||||||||
2,400 | Anixter International, Inc. ‡ ^ | 102 | ||||||
54,115 | Avnet, Inc. ‡ ^ | 1,305 | ||||||
39,100 | AVX Corp. | 501 | ||||||
43,300 | Benchmark Electronics, Inc. ‡ ^ | 686 | ||||||
20,300 | Brightpoint, Inc. ‡ ^ | 142 | ||||||
17,600 | Coherent, Inc. ‡ ^ | 604 | ||||||
41,200 | CTS Corp. ^ | 381 | ||||||
2,600 | Insight Enterprises, Inc. ‡ ^ | 34 | ||||||
12,800 | Methode Electronics, Inc. ^ | 125 | ||||||
28,600 | MTS Systems Corp. ^ | 829 | ||||||
36,043 | Multi-Fineline Electronix, Inc. ‡ ^ | 900 | ||||||
73,600 | Nam Tai Electronics, Inc. ‡ | 303 | ||||||
17,500 | RadiSys Corp. ‡ ^ | 167 | ||||||
12,900 | Tech Data Corp. ‡ ^ | 459 | ||||||
60,700 | Vishay Intertechnology, Inc. ‡ ^ | 470 | ||||||
Energy Equipment & Services — 2.6% | ||||||||
23,000 | Bristow Group, Inc. ‡ ^ | 676 | ||||||
10,045 | Carbo Ceramics, Inc. ^ | 725 | ||||||
86,600 | Complete Production Services, Inc. ‡ | 1,238 | ||||||
64,900 | Hercules Offshore, Inc. ‡ | 158 | ||||||
23,090 | Lufkin Industries, Inc. ^ | 900 | ||||||
43,010 | Natural Gas Services Group, Inc. ‡ ^ | 651 | ||||||
12,300 | Oil States International, Inc. ‡ ^ | 487 | ||||||
19,100 | SEACOR Holdings, Inc. ‡ ^ | 1,350 | ||||||
30,388 | T-3 Energy Services, Inc. ‡ ^ | 848 | ||||||
12,900 | Unit Corp. ‡ | 524 | ||||||
Food & Staples Retailing — 0.5% | ||||||||
1,300 | Andersons, Inc. ^ | 42 | ||||||
34,200 | Casey’s General Stores, Inc. ^ | 1,194 | ||||||
6,200 | Nash Finch Co. ^ | 212 | ||||||
Food Products — 0.4% | ||||||||
3,100 | Del Monte Foods Co. | 45 | ||||||
1,900 | John B. Sanfilippo & Son, Inc. ‡ ^ | 27 | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 65
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
Food Products — (continued) | ||||||||
4,200 | Lancaster Colony Corp. ^ | $ | 224 | |||||
56,200 | Lance, Inc. ^ | 927 | ||||||
Gas Utilities — 1.4% | ||||||||
33,500 | Atmos Energy Corp. | 905 | ||||||
6,100 | Chesapeake Utilities Corp. ^ | 192 | ||||||
19,572 | New Jersey Resources Corp. ^ | 689 | ||||||
19,300 | Nicor, Inc. ^ | 782 | ||||||
8,400 | Northwest Natural Gas Co. ^ | 366 | ||||||
9,900 | Southwest Gas Corp. ^ | 292 | ||||||
24,800 | WGL Holdings, Inc. ^ | 844 | ||||||
Health Care Equipment & Supplies — 4.2% | ||||||||
10,500 | American Medical Systems Holdings, Inc. ‡ ^ | 232 | ||||||
1,800 | Cooper Cos., Inc. ^ | 72 | ||||||
145,705 | CryoLife, Inc. ‡ ^ | 785 | ||||||
3,200 | Cyberonics, Inc. ‡ ^ | 76 | ||||||
6,000 | Haemonetics Corp. ‡ ^ | 321 | ||||||
16,300 | Hill-Rom Holdings, Inc. ^ | 496 | ||||||
38,500 | ICU Medical, Inc. ‡ | 1,239 | ||||||
79,780 | Insulet Corp. ‡ ^ | 1,201 | ||||||
34,900 | Invacare Corp. ^ | 724 | ||||||
19,400 | Matrixx Initiatives, Inc. ‡ ^ | 89 | ||||||
2,400 | Nutraceutical International Corp. ‡ | 37 | ||||||
36,455 | NuVasive, Inc. ‡ ^ | 1,293 | ||||||
20,579 | NxStage Medical, Inc. ‡ | 305 | ||||||
53,395 | SonoSite, Inc. ‡ ^ | 1,448 | ||||||
256,224 | Spectranetics Corp. ‡ ^ | 1,327 | ||||||
13,300 | STERIS Corp. ^ | 413 | ||||||
133,292 | TranS1, Inc. ‡ ^ | 348 | ||||||
102,934 | Wright Medical Group, Inc. ‡ ^ | 1,709 | ||||||
Health Care Providers & Services — 1.9% | ||||||||
6,900 | AMN Healthcare Services, Inc. ‡ ^ | 52 | ||||||
65,100 | Amsurg Corp. — Class A ‡ ^ | 1,160 | ||||||
25,800 | Corvel Corp. ‡ ^ | 872 | ||||||
29,000 | Health Management Associates, Inc. — Class A ‡ ^ | 225 | ||||||
23,000 | Healthspring, Inc. ‡ ^ | 357 | ||||||
27,190 | HMS Holdings Corp. ‡ ^ | 1,474 | ||||||
18,450 | Lincare Holdings, Inc. ‡ ^ | 600 | ||||||
3,000 | Magellan Health Services, Inc. ‡ | 109 | ||||||
4,800 | PharMerica Corp. ‡ ^ | 70 | ||||||
6,100 | Skilled Healthcare Group, Inc. — Class A ‡ ^ | 41 | ||||||
5,500 | U.S. Physical Therapy, Inc. ‡ | 93 | ||||||
27,700 | Universal American Corp. ‡ ^ | 399 | ||||||
Hotels, Restaurants & Leisure — 2.7% | ||||||||
10,500 | Bally Technologies, Inc. ‡ ^ | 340 | ||||||
28,063 | BJ’s Restaurants, Inc. ‡ ^ | 662 | ||||||
34,800 | CEC Entertainment, Inc. ‡ ^ | 1,227 | ||||||
23,900 | Cheesecake Factory, Inc. ‡ ^ | 532 | ||||||
8,799 | Chipotle Mexican Grill, Inc. ‡ ^ | 1,204 | ||||||
31,200 | Choice Hotels International, Inc. ^ | 943 | ||||||
9,100 | Isle of Capri Casinos, Inc. ‡ ^ | 84 | ||||||
26,300 | O’Charley’s, Inc. ‡ ^ | 139 | ||||||
8,525 | Panera Bread Co. — Class A ‡ ^ | 642 | ||||||
4,200 | PF Chang’s China Bistro, Inc. ^ | 167 | ||||||
4,300 | Red Lion Hotels Corp. ‡ ^ | 26 | ||||||
55,800 | Ruby Tuesday, Inc. ‡ ^ | 474 | ||||||
121,300 | Sonic Corp. ‡ ^ | 940 | ||||||
Household Durables — 1.8% | ||||||||
40,000 | Beazer Homes USA, Inc. ‡ ^ | 145 | ||||||
11,000 | Blyth, Inc. ^ | 375 | ||||||
21,200 | Furniture Brands International, Inc. ‡ ^ | 111 | ||||||
70,900 | Helen of Troy, Ltd. ‡ ^ | 1,563 | ||||||
5,000 | Lifetime Brands, Inc. ‡ ^ | 73 | ||||||
27,700 | Meritage Homes Corp. ‡ ^ | 451 | ||||||
23,000 | Ryland Group, Inc. ^ | 364 | ||||||
237,100 | Standard Pacific Corp. ‡ | 790 | ||||||
21,450 | Tempur-Pedic International, Inc. ‡ ^ | 660 | ||||||
15,770 | Tupperware Brands Corp. | 628 | ||||||
Household Products — 0.2% | ||||||||
54,700 | Central Garden & Pet Co. — Class A ‡ ^ | 491 | ||||||
Industrial Conglomerates — 1.2% | ||||||||
94,400 | Carlisle Cos., Inc. ^ | 3,411 | ||||||
5,500 | Standex International Corp. | 139 | ||||||
Insurance — 4.6% | ||||||||
2,756 | Alleghany Corp. ‡ ^ | 808 | ||||||
10,200 | Allied World Assurance Co., Holdings, Ltd. | 463 | ||||||
5,600 | Alterra Capital Holdings, Ltd. ^ | 105 | ||||||
115,800 | American Equity Investment Life Holding Co. ^ | 1,195 | ||||||
6,000 | American Physicians Capital, Inc. ^ | 185 | ||||||
48,500 | Amerisafe, Inc. ‡ ^ | 851 | ||||||
4,300 | Aspen Insurance Holdings, Ltd. | 106 | ||||||
48,300 | Assured Guaranty, Ltd. ^ | 641 | ||||||
74,828 | Delphi Financial Group, Inc. — Class A ^ | 1,827 | ||||||
14,700 | Endurance Specialty Holdings, Ltd. ^ | 552 | ||||||
4,300 | Enstar Group, Ltd. ‡ ^ | 286 | ||||||
3,000 | First Mercury Financial Corp. | 32 | ||||||
6,200 | FPIC Insurance Group, Inc. ‡ ^ | 159 | ||||||
77,600 | Montpelier Re Holdings, Ltd. ^ | 1,159 | ||||||
14,600 | National Financial Partners Corp. ‡ ^ | 143 | ||||||
34,800 | Phoenix Cos., Inc. ‡ ^ | 73 | ||||||
67,400 | Platinum Underwriters Holdings, Ltd. ^ | 2,446 | ||||||
31,400 | Reinsurance Group of America, Inc. — Class A ^ | 1,435 | ||||||
9,700 | Unitrin, Inc. ^ | 248 | ||||||
28,018 | Validus Holdings, Ltd. | 684 | ||||||
Internet & Catalog Retail — 1.1% | ||||||||
15,669 | NetFlix, Inc. ‡ ^ | 1,703 | ||||||
84,125 | PetMed Express, Inc. ^ | 1,497 | ||||||
Internet Software & Services — 2.1% | ||||||||
69,145 | comScore, Inc. ‡ ^ | 1,139 | ||||||
140,700 | EarthLink, Inc. ^ | 1,120 | ||||||
57,360 | J2 Global Communications, Inc. ‡ ^ | 1,253 | ||||||
28,390 | VistaPrint NV ‡ ^ | 1,348 | ||||||
65,500 | Websense, Inc. ‡ ^ | 1,238 | ||||||
IT Services — 2.7% | ||||||||
23,600 | Acxiom Corp. �� | 347 | ||||||
68,300 | Agilysys, Inc. ^ | 457 | ||||||
9,300 | Ciber, Inc. ‡ ^ | 26 | ||||||
50,000 | CSG Systems International, Inc. ‡ ^ | 917 | ||||||
28,825 | ManTech International Corp. — Class A ‡ ^ | 1,227 | ||||||
38,515 | MAXIMUS, Inc. | 2,228 | ||||||
53,345 | VeriFone Holdings, Inc. ‡ ^ | 1,010 | ||||||
76,832 | Virtusa Corp. ‡ ^ | 717 | ||||||
29,140 | Wright Express Corp. ‡ ^ | 865 | ||||||
Leisure Equipment & Products — 0.4% | ||||||||
21,500 | Arctic Cat, Inc. ‡ ^ | 196 | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 66
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
Leisure Equipment & Products — (continued) | ||||||||
43,100 | Jakks Pacific, Inc. ‡ ^ | $ | 621 | |||||
6,100 | Multimedia Games, Inc. ‡ ^ | 27 | ||||||
8,900 | RC2 Corp. ‡ ^ | 143 | ||||||
14,400 | Sturm Ruger & Co., Inc. ^ | 206 | ||||||
Life Sciences Tools & Services — 1.4% | ||||||||
42,000 | Charles River Laboratories International, Inc. ‡ ^ | 1,436 | ||||||
171,265 | eResearchTechnology, Inc. ‡ ^ | 1,350 | ||||||
40,000 | ICON PLC ADR ‡ ^ | 1,156 | ||||||
Machinery — 3.3% | ||||||||
74,700 | Albany International Corp. — Class A ^ | 1,209 | ||||||
10,500 | Altra Holdings, Inc. ‡ ^ | 137 | ||||||
7,900 | Briggs & Stratton Corp. ^ | 134 | ||||||
31,835 | Clarcor, Inc. ^ | 1,131 | ||||||
11,000 | Crane Co. | 332 | ||||||
29,696 | EnPro Industries, Inc. ‡ ^ | 836 | ||||||
30,700 | ESCO Technologies, Inc. ^ | 791 | ||||||
4,300 | Kadant, Inc. ‡ ^ | 75 | ||||||
64,800 | Mueller Industries, Inc. ^ | 1,595 | ||||||
17,400 | Oshkosh Corp. ‡ ^ | 542 | ||||||
21,920 | Toro Co. ^ | 1,077 | ||||||
21,885 | Wabtec Corp. ^ | 873 | ||||||
23,000 | Watts Water Technologies, Inc. — Class A ^ | 659 | ||||||
Marine — 0.6% | ||||||||
64,900 | Excel Maritime Carriers, Ltd. — Class A ‡ ^ | 332 | ||||||
37,100 | Kirby Corp. ‡ ^ | 1,419 | ||||||
Media — 1.3% | ||||||||
66,200 | Arbitron, Inc. ^ | 1,697 | ||||||
38,500 | Gannett Co., Inc. ^ | 518 | ||||||
13,200 | Harte-Hanks, Inc. ^ | 138 | ||||||
19,700 | Lee Enterprises, Inc. ‡ ^ | 51 | ||||||
23,200 | McClatchy Co. — Class A ‡ ^ | 84 | ||||||
26,410 | Morningstar, Inc. ‡ ^ | 1,123 | ||||||
3,700 | Valassis Communications, Inc. ‡ | 117 | ||||||
Metals & Mining — 0.4% | ||||||||
86,060 | Worthington Industries, Inc. ^ | 1,107 | ||||||
Multiline Retail — 1.6% | ||||||||
131,889 | 99 Cents Only Stores ‡ ^ | 1,952 | ||||||
53,488 | Big Lots, Inc. ‡ ^ | 1,716 | ||||||
35,200 | Dillard’s, Inc. — Class A ^ | 757 | ||||||
17,500 | Retail Ventures, Inc. ‡ ^ | 137 | ||||||
19,400 | Stein Mart, Inc. ‡ ^ | 121 | ||||||
7,300 | Tuesday Morning Corp. ‡ ^ | 29 | ||||||
Multi-Utilities — 0.2% | ||||||||
16,800 | NorthWestern Corp. ^ | 440 | ||||||
Office Electronics — 0.3% | ||||||||
34,300 | Zebra Technologies Corp. — Class A ‡ ^ | 870 | ||||||
Oil, Gas & Consumable Fuels — 1.8% | ||||||||
52,800 | Penn Virginia Corp. ^ | 1,062 | ||||||
5,500 | Petroleum Development Corp. ‡ ^ | 141 | ||||||
78,200 | PetroQuest Energy, Inc. ‡ ^ | 529 | ||||||
12,200 | RAM Energy Resources, Inc. ‡ | 25 | ||||||
18,500 | SM Energy Co. ^ | 743 | ||||||
29,100 | Stone Energy Corp. ‡ ^ | 325 | ||||||
12,400 | Whiting Petroleum Corp. ‡ ^ | 972 | ||||||
57,962 | World Fuel Services Corp. ^ | 1,503 | ||||||
Paper & Forest Products — 0.8% | ||||||||
38,300 | Buckeye Technologies, Inc. ‡ ^ | 381 | ||||||
1,300 | Clearwater Paper Corp. ‡ | 71 | ||||||
24,500 | Deltic Timber Corp. ^ | 1,024 | ||||||
14,600 | Domtar Corp. ^ | 718 | ||||||
11,000 | KapStone Paper and Packaging Corp. ‡ ^ | 123 | ||||||
3,900 | Neenah Paper, Inc. ^ | 71 | ||||||
3,800 | P.H. Glatfelter Co. ^ | 41 | ||||||
Personal Products — 0.7% | ||||||||
47,900 | Herbalife, Ltd. ^ | 2,205 | ||||||
Pharmaceuticals — 2.3% | ||||||||
86,080 | Auxilium Pharmaceuticals, Inc. ‡ ^ | 2,023 | ||||||
312,515 | Inspire Pharmaceuticals, Inc. ‡ ^ | 1,559 | ||||||
34,000 | Medicis Pharmaceutical Corp. — Class A ^ | 744 | ||||||
11,000 | Par Pharmaceutical Cos., Inc. ‡ ^ | 286 | ||||||
46,520 | Salix Pharmaceuticals, Ltd. ‡ ^ | 1,816 | ||||||
69,467 | Somaxon Pharmaceuticals, Inc. ‡ | 250 | ||||||
4,300 | ViroPharma, Inc. ‡ ^ | 48 | ||||||
Professional Services — 0.3% | ||||||||
3,700 | On Assignment, Inc. ‡ ^ | 19 | ||||||
181,110 | SFN Group, Inc. ‡ ^ | 988 | ||||||
Real Estate Investment Trusts — 4.6% | ||||||||
25,600 | American Campus Communities, Inc. ^ | 699 | ||||||
37,300 | Ashford Hospitality Trust, Inc. ‡ ^ | 273 | ||||||
6,800 | Associated Estates Realty Corp. ^ | 88 | ||||||
4,300 | BRT Realty Trust ‡ | 25 | ||||||
46,100 | CapLease, Inc. ^ | 213 | ||||||
9,600 | CBL & Associates Properties, Inc. ^ | 119 | ||||||
95,600 | Colonial Properties Trust ^ | 1,390 | ||||||
83,752 | DiamondRock Hospitality Co. ^ | 688 | ||||||
93,500 | Education Realty Trust, Inc. ^ | 564 | ||||||
61,300 | Equity One, Inc. | 956 | ||||||
27,000 | Extra Space Storage, Inc. ^ | 375 | ||||||
54,600 | Felcor Lodging Trust, Inc. ‡ | 272 | ||||||
9,600 | First Potomac Realty Trust ^ | 138 | ||||||
42,500 | HRPT Properties Trust ^ | 264 | ||||||
22,100 | Lasalle Hotel Properties ^ | 455 | ||||||
65,500 | Lexington Realty Trust ^ | 394 | ||||||
1,200 | LTC Properties, Inc. ^ | 29 | ||||||
19,900 | Mack-Cali Realty Corp. | 592 | ||||||
46,100 | Medical Properties Trust, Inc. ^ | 435 | ||||||
19,100 | Mission West Properties, Inc. ^ | 130 | ||||||
11,600 | Monmouth Real Estate Investment Corp. — Class A ^ | 86 | ||||||
31,300 | National Health Investors, Inc. ^ | 1,207 | ||||||
29,000 | One Liberty Properties, Inc. | 432 | ||||||
26,500 | Parkway Properties, Inc. ^ | 386 | ||||||
18,200 | Realty Income Corp. ^ | 552 | ||||||
64,900 | Resource Capital Corp. ^ | 369 | ||||||
16,000 | Sun Communities, Inc. ^ | 415 | ||||||
27,300 | Sunstone Hotel Investors, Inc. ‡ | 271 | ||||||
10,800 | UMH Properties, Inc. ^ | 109 | ||||||
139,400 | U-Store-It Trust ^ | 1,040 | ||||||
19,400 | Winthrop Realty Trust | 249 | ||||||
Road & Rail — 1.2% | ||||||||
7,900 | Amerco, Inc. ‡ ^ | 435 | ||||||
40,700 | Genesee & Wyoming, Inc. — Class A ‡ ^ | 1,518 | ||||||
25,630 | Landstar System, Inc. ^ | 999 | ||||||
12,300 | Ryder System, Inc. ^ | 495 | ||||||
5,600 | Werner Enterprises, Inc. ^ | 123 | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 67
SCHEDULE OF INVESTMENTS (Continued)
At June��30, 2010
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
Semiconductors & Semiconductor Equipment — 3.0% | ||||||||
45,441 | Atheros Communications, Inc. ‡ ^ | $ | 1,251 | |||||
6,700 | DSP Group, Inc. ‡ ^ | 43 | ||||||
23,400 | Fairchild Semiconductor International, Inc. — Class A ‡ ^ | 197 | ||||||
209,800 | Lattice Semiconductor Corp. ‡ ^ | 911 | ||||||
41,150 | Mellanox Technologies, Ltd. ‡ ^ | 901 | ||||||
27,700 | Micrel, Inc. ^ | 282 | ||||||
104,860 | Microsemi Corp. ‡ ^ | 1,534 | ||||||
89,155 | Skyworks Solutions, Inc. ‡ ^ | 1,497 | ||||||
36,560 | Tessera Technologies, Inc. ‡ ^ | 587 | ||||||
32,377 | Veeco Instruments, Inc. ‡ ^ | 1,110 | ||||||
Software — 2.8% | ||||||||
5,600 | Actuate Corp. ‡ ^ | 25 | ||||||
96,565 | Ariba, Inc. ‡ ^ | 1,538 | ||||||
10,500 | Epicor Software Corp. ‡ ^ | 84 | ||||||
9,300 | Fair Isaac Corp. ^ | 203 | ||||||
23,880 | Micros Systems, Inc. ‡ ^ | 761 | ||||||
9,400 | NET 1 UEPS Technologies, Inc. ‡ ^ | 126 | ||||||
86,102 | Netscout Systems, Inc. ‡ ^ | 1,224 | ||||||
58,615 | Nuance Communications, Inc. ‡ ^ | 876 | ||||||
55,970 | Parametric Technology Corp. ‡ ^ | 877 | ||||||
40,060 | Progress Software Corp. ‡ ^ | 1,203 | ||||||
49,636 | Taleo Corp. — Class A ‡ ^ | 1,206 | ||||||
Specialty Retail — 4.8% | ||||||||
64,000 | Borders Group, Inc. ‡ ^ | 85 | ||||||
5,500 | Brown Shoe Co., Inc. ^ | 83 | ||||||
132,424 | Cato Corp. — Class A ^ | 2,916 | ||||||
100,715 | Chico’s FAS, Inc. ^ | 995 | ||||||
51,700 | Dress Barn, Inc. ‡ ^ | 1,231 | ||||||
54,400 | DSW, Inc. — Class A ‡ ^ | 1,222 | ||||||
3,700 | Group 1 Automotive, Inc. ‡ ^ | 87 | ||||||
50,820 | hhgregg, Inc. ‡ ^ | 1,185 | ||||||
36,800 | Hibbett Sports, Inc. ‡ ^ | 882 | ||||||
17,400 | Jo-Ann Stores, Inc. ‡ ^ | 653 | ||||||
1,900 | Lawson Products, Inc. ^ | 32 | ||||||
49,200 | MarineMax, Inc. ‡ | 341 | ||||||
15,200 | Pier 1 Imports, Inc. ‡ ^ | 97 | ||||||
17,500 | Select Comfort Corp. ‡ ^ | 153 | ||||||
20,900 | Sonic Automotive, Inc. — Class A ‡ | 179 | ||||||
164,300 | Stage Stores, Inc. ^ | 1,755 | ||||||
19,182 | Tractor Supply Co. ^ | 1,170 | ||||||
18,600 | Williams-Sonoma, Inc. ^ | 462 | ||||||
Textiles, Apparel & Luxury Goods — 0.9% | ||||||||
9,629 | Deckers Outdoor Corp. ‡ ^ | 1,377 | ||||||
44,500 | Jones Apparel Group, Inc. ^ | 705 | ||||||
9,000 | Oxford Industries, Inc. ^ | 188 | ||||||
10,500 | Unifirst Corp. ^ | 462 | ||||||
Thrifts & Mortgage Finance — 0.8% | ||||||||
21,800 | Brookline Bancorp, Inc. ^ | 194 | ||||||
63,800 | NewAlliance Bancshares, Inc. ^ | 715 | ||||||
72,600 | Northwest Bancshares, Inc. ^ | 833 | ||||||
30,300 | Provident Financial Services, Inc. ^ | 354 | ||||||
8,400 | Provident New York Bancorp ^ | 74 | ||||||
Tobacco — 0.1% | ||||||||
34,000 | Alliance One International, Inc. ‡ ^ | 121 | ||||||
600 | Universal Corp. ^ | 24 | ||||||
Trading Companies & Distributors — 0.6% | ||||||||
46,000 | GATX Corp. ^ | 1,227 | ||||||
10,800 | Houston Wire & Cable Co. ^ | 117 | ||||||
13,800 | WESCO International, Inc. ‡ ^ | 465 | ||||||
Water Utilities — 0.0%∞ | ||||||||
3,000 | Consolidated Water Co., Ltd. ^ | 34 | ||||||
Wireless Telecommunication Services — 0.8% | ||||||||
11,600 | Novatel Wireless, Inc. ‡ ^ | 67 | ||||||
67,250 | Syniverse Holdings, Inc. ‡ ^ | 1,375 | ||||||
61,300 | USA Mobility, Inc. ‡ ^ | 792 | ||||||
Total Common Stocks (cost $257,681) | 284,509 | |||||||
INVESTMENT COMPANY — 0.2% | ||||||||
Diversified Financial Services — 0.2% | ||||||||
77,500 | KKR Financial Holdings LLC | 578 | ||||||
Total Investment Company (cost $238) | ||||||||
Principal | ||||||||
SHORT-TERM U.S. GOVERNMENT OBLIGATION — 0.1% | ||||||||
$ | 330 | U.S. Treasury Bill Zero Coupon, 09/16/2010 δ | 330 | |||||
Total Short-Term U.S. Government Obligation (cost $330) | ||||||||
Shares | ||||||||
WARRANT — 0.0%∞ | ||||||||
Lantronix, Inc. ‡ Ә | ||||||||
Expiration: 02/09/2011 | ||||||||
640 | Exercise Price: $0.00 | ♦ | ||||||
Total Warrant (cost $♦) | ||||||||
SECURITIES LENDING COLLATERAL — 25.6% | ||||||||
73,983,585 | State Street Navigator Securities Lending Trust — Prime Portfolio, 0.25% ▲ | 73,984 | ||||||
Total Securities Lending Collateral (cost $73,984) | ||||||||
Principal | ||||||||
REPURCHASE AGREEMENT — 1.7% | ||||||||
$ | 4,937 | State Street Bank & Trust Co. 0.01% ▲, dated 06/30/2010, to be repurchased at $4,937 on 07/01/2010. Collateralized by a U.S. Government Obligation, 1.00%, due 04/30/2012, and with a value of $5,046. | 4,937 | |||||
Total Repurchase Agreement (cost $4,937) | ||||||||
Total Investment Securities (cost $337,170) # | 364,338 | |||||||
Other Assets and Liabilities — Net | (75,195 | ) | ||||||
Net Assets | $ | 289,143 | ||||||
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 68
SCHEDULE OF INVESTMENTS (Continued)
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Net Unrealized | ||||||||||||||||
Appreciation | ||||||||||||||||
Description | Type | Contracts ┌ | Expiration Date | (Depreciation) | ||||||||||||
Russell 2000 Mini Index | Long | 23 | 09/17/2010 | $ | (98 | ) | ||||||||||
^ | All or a portion of this security is on loan. The value of all securities on loan is $72,049. | |
‡ | Non-income producing security. | |
∞ | Percentage rounds to less than 0.1%. | |
δ | All or a portion of this security is segregated with the broker to cover margin requirements for open futures contracts. The value of this security at 06/30/2010 is $330. | |
♦ | Value is less than $1. | |
Ә | Security fair valued as determined in good faith in accordance with procedures established by the Board of Trustees. This security had a market value of less than $1, or less than 0.01% of the portfolio’s net assets. | |
▲ | Rate shown reflects the yield at 06/30/2010. | |
# | Aggregate cost for federal income tax purposes is $337,170. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $45,840 and $18,672, respectively. Net unrealized appreciation for tax purposes is $27,168. | |
┌ | Contract amounts are not in thousands. | |
ADR | American Depositary Receipt | |
Investment Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Equities — Consumer Discretionary | $ | 51,735 | $ | — | $ | — | $ | 51,735 | ||||||||
Equities — Consumer Staples | 5,608 | — | — | 5,608 | ||||||||||||
Equities — Energy | 12,857 | — | — | 12,857 | ||||||||||||
Equities — Financials | 60,744 | — | — | 60,744 | ||||||||||||
Equities — Health Care | 40,507 | — | — | 40,507 | ||||||||||||
Equities — Industrials | 42,578 | — | — | 42,578 | ||||||||||||
Equities — Information Technology | 47,662 | — | ♦ | 47,662 | ||||||||||||
Equities — Materials | 10,839 | — | — | 10,839 | ||||||||||||
Equities — Telecommunication Services | 2,612 | — | — | 2,612 | ||||||||||||
Equities — Utilities | 9,367 | — | — | 9,367 | ||||||||||||
Fixed Income — Short-Term U.S. Government Obligation | — | 330 | — | 330 | ||||||||||||
Investment Company — Financials | 578 | — | — | 578 | ||||||||||||
Cash & Cash Equivalent — Repurchase Agreement | — | 4,937 | — | 4,937 | ||||||||||||
Cash & Cash Equivalent — Securities Lending Collateral | 73,984 | — | — | 73,984 | ||||||||||||
Total | $ | 359,071 | $ | 5,267 | $ | — | $ | 364,338 | ||||||||
Other Financial Instruments* | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Futures Contracts — Depreciation | $ | — | $ | (98 | ) | $ | — | $ | (98 | ) | ||||||
Beginning | Net Transfers | Ending | ||||||||||||||||||||||||||
Balance at | Net | Accrued | Total Realized | Change in Unrealized | In/(Out) of | Balance at | ||||||||||||||||||||||
Securities | 12/31/2009 | Purchases/(Sales) | Discounts/(Premiums) | Gain/(Loss) | Appreciation/(Depreciation) | Level 3 | 6/30/2010 | |||||||||||||||||||||
Equities — Information Technology | $ | — | $ | — | $ | — | $ | — | $ | — | $ | ♦ | $ | ♦ | ||||||||||||||
* | Other financial instruments are derivative instruments including, but not limited to, Futures Contracts, Forward Foreign Currency Contracts, and Swap Contracts that are valued at unrealized appreciation (depreciation) on the instrument. |
The notes to the financial statements are an integral part of this report. |
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 69
SCHEDULE OF INVESTMENTS
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
COMMON STOCKS — 98.5% | ||||||||
Aerospace & Defense — 1.3% | ||||||||
15,206 | Esterline Technologies Corp. ‡ ^ | $ | 722 | |||||
23,715 | GeoEye, Inc. ‡ ^ | 738 | ||||||
7,600 | LMI Aerospace, Inc. ‡ | 120 | ||||||
Air Freight & Logistics — 0.7% | ||||||||
26,966 | Hub Group, Inc. — Class A ‡ ^ | 809 | ||||||
Airlines — 0.5% | ||||||||
136,900 | AirTran Holdings, Inc. ‡ ^ | 664 | ||||||
Auto Components — 2.2% | ||||||||
62,984 | Amerigon, Inc. ‡ ^ | 465 | ||||||
31,507 | Drew Industries, Inc. ‡ ^ | 637 | ||||||
27,593 | Harbin Electric, Inc. ‡ ^ | 459 | ||||||
37,400 | Westport Innovations, Inc. ‡ | 587 | ||||||
72,000 | Wonder Auto Technology, Inc. ‡ ^ | 527 | ||||||
Beverages — 0.3% | ||||||||
16,230 | Central European Distribution Corp. ‡ ^ | 347 | ||||||
Biotechnology — 1.5% | ||||||||
3,605 | Alexion Pharmaceuticals, Inc. ‡ | 185 | ||||||
41,800 | Alnylam Pharmaceuticals, Inc. ‡ ^ | 627 | ||||||
28,800 | Onyx Pharmaceuticals, Inc. ‡ ^ | 622 | ||||||
30,700 | Theravance, Inc. ‡ ^ | 386 | ||||||
Capital Markets — 1.0% | ||||||||
25,300 | Grand Canyon Education, Inc. ‡ ^ | 593 | ||||||
14,300 | Stifel Financial Corp. ‡ ^ | 620 | ||||||
Chemicals — 1.5% | ||||||||
24,400 | Cabot Corp. | 588 | ||||||
56,193 | Solutia, Inc. ‡ ^ | 736 | ||||||
42,703 | Spartech Corp. ‡ ^ | 438 | ||||||
Commercial Banks — 1.2% | ||||||||
3,600 | First Citizens BancShares, Inc. — Class A ^ | 693 | ||||||
36,300 | Pinnacle Financial Partners, Inc. ‡ ^ | 466 | ||||||
86,805 | United Community Banks, Inc. ‡ | 343 | ||||||
Commercial Services & Supplies — 2.0% | ||||||||
20,600 | Consolidated Graphics, Inc. ‡ | 891 | ||||||
52,077 | Kforce, Inc. ‡ ^ | 664 | ||||||
25,567 | Waste Connections, Inc. ‡ ^ | 892 | ||||||
Communications Equipment — 3.7% | ||||||||
31,327 | Acme Packet, Inc. ‡ ^ | 842 | ||||||
24,213 | Blue Coat Systems, Inc. ‡ ^ | 495 | ||||||
15,389 | DG FastChannel, Inc. ‡ ^ | 501 | ||||||
69,100 | Emulex Corp. ‡ ^ | 634 | ||||||
26,232 | Netgear, Inc. ‡ ^ | 468 | ||||||
33,463 | Nice Systems, Ltd. ADR ‡ | 854 | ||||||
45,020 | Oplink Communications, Inc. ‡ ^ | 645 | ||||||
Computers & Peripherals — 1.5% | ||||||||
57,071 | Cray, Inc. ‡ ^ | 318 | ||||||
102,100 | Hypercom Corp. ‡ ^ | 474 | ||||||
44,400 | Isilon Systems, Inc. ‡ ^ | 571 | ||||||
39,600 | STEC Inc. ‡ ^ | 497 | ||||||
Construction & Engineering — 0.9% | ||||||||
67,587 | MasTec, Inc. ‡ ^ | 635 | ||||||
35,006 | Orion Marine Group, Inc. ‡ ^ | 497 | ||||||
Containers & Packaging — 1.1% | ||||||||
16,500 | Aptargroup, Inc. ^ | 624 | ||||||
25,700 | Silgan Holdings, Inc. ^ | 729 | ||||||
Diversified Consumer Services — 2.5% | ||||||||
14,633 | American Public Education, Inc. ‡ ^ | 639 | ||||||
19,800 | Bridgepoint Education, Inc. ‡ ^ | 313 | ||||||
65,600 | ChinaCast Education Corp. ‡ ^ | 390 | ||||||
30,200 | Hillenbrand, Inc. | 646 | ||||||
151,200 | Princeton Review, Inc. ‡ ^ | 351 | ||||||
29,271 | Sotheby’s ^ | 669 | ||||||
Diversified Financial Services — 2.0% | ||||||||
22,500 | Cash America International, Inc. ^ | 771 | ||||||
46,709 | Encore Capital Group, Inc. ‡ ^ | 962 | ||||||
30,531 | First Cash Financial Services, Inc. ‡ ^ | 666 | ||||||
Diversified Telecommunication Services — 0.3% | ||||||||
9,200 | Atlantic Tele-Network, Inc. ^ | 380 | ||||||
Electrical Equipment — 2.1% | ||||||||
296,249 | Capstone Turbine Corp. ‡ ^ | 290 | ||||||
37,900 | EnerSys ‡ ^ | 810 | ||||||
2,910 | General Cable Corp. ‡ ^ | 78 | ||||||
42,100 | GrafTech International, Ltd. ‡ | 616 | ||||||
24,380 | II-VI, Inc. ‡ ^ | 722 | ||||||
Electronic Equipment & Instruments — 0.6% | ||||||||
26,900 | Maxwell Technologies, Inc. ‡ ^ | 307 | ||||||
61,800 | Power-One, Inc. ‡ ^ | 417 | ||||||
Energy Equipment & Services — 3.5% | ||||||||
49,400 | Complete Production Services, Inc. ‡ ^ | 706 | ||||||
5,000 | Core Laboratories NV ^ | 737 | ||||||
20,899 | Dawson Geophysical Co. ‡ ^ | 445 | ||||||
66,353 | Hercules Offshore, Inc. ‡ ^ | 161 | ||||||
48,316 | Key Energy Services, Inc. ‡ ^ | 444 | ||||||
23,908 | Natural Gas Services Group, Inc. ‡ ^ | 362 | ||||||
16,900 | Oil States International, Inc. ‡ | 669 | ||||||
12,800 | OYO Geospace Corp. ‡ ^ | 621 | ||||||
Food & Staples Retailing — 0.1% | ||||||||
35,301 | QKL Stores, Inc. ‡ ^ | 148 | ||||||
Food Products — 1.0% | ||||||||
22,147 | Calavo Growers, Inc. ^ | 398 | ||||||
26,482 | Darling International, Inc. ‡ ^ | 199 | ||||||
13,719 | TreeHouse Foods, Inc. ‡ ^ | 626 | ||||||
Health Care Equipment & Supplies — 6.4% | ||||||||
90,212 | Alphatec Holdings, Inc. ‡ ^ | 419 | ||||||
33,805 | American Medical Systems Holdings, Inc. ‡ ^ | 748 | ||||||
38,900 | Angiodynamics, Inc. ‡ ^ | 574 | ||||||
3,300 | Atrion Corp. ^ | 446 | ||||||
16,800 | Haemonetics Corp. ‡ ^ | 898 | ||||||
12,110 | ICU Medical, Inc. ‡ ^ | 390 | ||||||
36,400 | Immucor, Inc. ‡ ^ | 693 | ||||||
15,243 | Integra LifeSciences Holdings Corp. ‡ ^ | 564 | ||||||
29,100 | Invacare Corp. ^ | 604 | ||||||
20,548 | Micrus Endovascular Corp. ‡ ^ | 427 | ||||||
19,500 | Natus Medical, Inc. ‡ ^ | 318 | ||||||
24,900 | Sirona Dental Systems, Inc. ‡ ^ | 867 | ||||||
53,991 | Synovis Life Technologies, Inc. ‡ | 825 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 70
SCHEDULE OF INVESTMENTS (Continued)
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
Health Care Providers & Services — 3.8% | ||||||||
16,600 | Air Methods Corp. ‡ ^ | $ | 494 | |||||
31,636 | Bio-Reference Labs, Inc. ‡ ^ | 701 | ||||||
7,200 | Emergency Medical Services Corp. — Class A ‡ ^ | 353 | ||||||
25,600 | Ensign Group, Inc. ^ | 423 | ||||||
20,023 | Genoptix, Inc. ‡ ^ | 344 | ||||||
23,200 | Hanger Orthopedic Group, Inc. ‡ ^ | 417 | ||||||
15,900 | Magellan Health Services, Inc. ‡ ^ | 577 | ||||||
28,869 | RehabCare Group, Inc. ‡ ^ | 629 | ||||||
36,464 | U.S. Physical Therapy, Inc. ‡ | 616 | ||||||
Health Care Technology — 0.7% | ||||||||
46,685 | Omnicell, Inc. ‡ | 545 | ||||||
4,130 | SXC Health Solutions Corp. ‡ | 303 | ||||||
Hotels, Restaurants & Leisure — 2.4% | ||||||||
16,200 | Bally Technologies, Inc. ‡ ^ | 525 | ||||||
19,906 | BJ’s Restaurants, Inc. ‡ ^ | 470 | ||||||
27,700 | Cheesecake Factory, Inc. ‡ ^ | 617 | ||||||
64,000 | Domino’s Pizza, Inc. ‡ ^ | 722 | ||||||
47,300 | Texas Roadhouse, Inc. — Class A ‡ ^ | 597 | ||||||
Internet Software & Services — 3.0% | ||||||||
46,886 | GigaMedia, Ltd. ‡ ^ | 112 | ||||||
87,473 | Infospace, Inc. ‡ ^ | 658 | ||||||
56,614 | Liveperson, Inc. ‡ ^ | 388 | ||||||
79,120 | NIC, Inc. ^ | 507 | ||||||
10,200 | Radware, Ltd. ‡ ^ | 209 | ||||||
46,300 | United Online, Inc. ^ | 267 | ||||||
60,700 | US Auto Parts Network, Inc. ‡ ^ | 364 | ||||||
79,570 | Valueclick, Inc. ‡ ^ | 850 | ||||||
81,600 | Web.com Group, Inc. ‡ | 293 | ||||||
IT Services — 1.2% | ||||||||
43,200 | CSG Systems International, Inc. ‡ ^ | 792 | ||||||
21,700 | Wright Express Corp. ‡ ^ | 644 | ||||||
Life Sciences Tools & Services — 2.5% | ||||||||
71,913 | Bruker Corp. ‡ ^ | 874 | ||||||
26,499 | ICON PLC ADR ‡ ^ | 766 | ||||||
63,044 | Nektar Therapeutics ‡ ^ | 763 | ||||||
30,600 | Parexel International Corp. ‡ ^ | 663 | ||||||
Machinery — 1.6% | ||||||||
17,600 | Briggs & Stratton Corp. | 300 | ||||||
40,400 | Columbus McKinnon Corp. ‡ ^ | 564 | ||||||
25,313 | EnPro Industries, Inc. ‡ ^ | 712 | ||||||
16,300 | Kennametal, Inc. ^ | 415 | ||||||
Media — 1.9% | ||||||||
102,700 | APAC Customer Services, Inc. ‡ ^ | 585 | ||||||
35,800 | Dolan Co. ‡ ^ | 398 | ||||||
50,000 | Imax Corp. ‡ ^ | 730 | ||||||
19,500 | Valassis Communications, Inc. ‡ | 619 | ||||||
Metals & Mining — 1.6% | ||||||||
36,574 | AK Steel Holding Corp. ^ | 436 | ||||||
69,229 | Stillwater Mining Co. ‡ ^ | 805 | ||||||
86,987 | Thompson Creek Metals Co., Inc. ‡ ^ | 755 | ||||||
Multiline Retail — 1.0% | ||||||||
59,352 | 99 Cents Only Stores ‡ ^ | 878 | ||||||
11,900 | Big Lots, Inc. ‡ ^ | 382 | ||||||
Multi-Utilities — 0.5% | ||||||||
28,200 | Avista Corp. ^ | 551 | ||||||
Oil, Gas & Consumable Fuels — 3.0% | ||||||||
29,100 | Carrizo Oil & Gas, Inc. ‡ ^ | 452 | ||||||
24,400 | Comstock Resources, Inc. ‡ ^ | 676 | ||||||
14,900 | Georesources, Inc. ‡ ^ | 208 | ||||||
157,200 | International Coal Group, Inc. ‡ ^ | 605 | ||||||
2,521 | Magnum Hunter Resources Corp. ‡ ^ | 11 | ||||||
75,691 | North American Energy Partners, Inc. ‡ | 668 | ||||||
29,700 | Penn Virginia Corp. ^ | 597 | ||||||
47,000 | Rex Energy Corp. ‡ ^ | 475 | ||||||
Paper & Forest Products — 0.5% | ||||||||
55,376 | Buckeye Technologies, Inc. ‡ ^ | 551 | ||||||
Pharmaceuticals — 4.4% | ||||||||
52,200 | Cardiome Pharma Corp. ‡ | 425 | ||||||
39,000 | Impax Laboratories, Inc. ‡ ^ | 743 | ||||||
40,600 | Medicis Pharmaceutical Corp. — Class A ^ | 888 | ||||||
48,209 | Oculus Innovative Sciences, Inc. ‡ ^ | 98 | ||||||
36,200 | Par Pharmaceutical Cos., Inc. ‡ ^ | 940 | ||||||
29,500 | Salix Pharmaceuticals, Ltd. ‡ ^ | 1,152 | ||||||
115,249 | Vivus, Inc. ‡ ^ | 1,107 | ||||||
Professional Services — 2.2% | ||||||||
17,200 | Advisory Board Co. ‡ | 739 | ||||||
19,600 | FTI Consulting, Inc. ‡ ^ | 855 | ||||||
14,995 | Heidrick & Struggles International, Inc. ^ | 342 | ||||||
47,190 | TrueBlue, Inc. ‡ | 528 | ||||||
7,700 | VSE Corp. | 245 | ||||||
Road & Rail — 2.4% | ||||||||
56,863 | Celadon Group, Inc. ‡ ^ | 804 | ||||||
27,613 | Marten Transport, Ltd. ‡ ^ | 574 | ||||||
26,200 | Old Dominion Freight Line, Inc. ‡ ^ | 920 | ||||||
21,200 | Werner Enterprises, Inc. ^ | 464 | ||||||
Semiconductors & Semiconductor Equipment — 3.7% | ||||||||
57,400 | Entropic Communications, Inc. ‡ ^ | 364 | ||||||
63,400 | Fairchild Semiconductor International, Inc. — Class A ‡ ^ | 533 | ||||||
74,679 | Mattson Technology, Inc. ‡ ^ | 283 | ||||||
53,500 | Microsemi Corp. ‡ ^ | 783 | ||||||
16,758 | NVE Corp. ‡ ^ | 729 | ||||||
98,200 | O2Micro International, Ltd. ADR ‡ | 583 | ||||||
90,900 | PMC-Sierra, Inc. ‡ | 684 | ||||||
60,567 | Zoran Corp. ‡ ^ | 578 | ||||||
Software — 9.8% | ||||||||
78,400 | Actuate Corp. ‡ ^ | 349 | ||||||
106,863 | Clicksoftware Technologies, Ltd. ‡ | 569 | ||||||
131,100 | Compuware Corp. ‡ ^ | 1,045 | ||||||
63,330 | EPIQ Systems, Inc. ‡ ^ | 819 | ||||||
38,140 | Interactive Intelligence, Inc. ‡ ^ | 627 | ||||||
32,362 | JDA Software Group, Inc. ‡ | 711 | ||||||
17,200 | Manhattan Associates, Inc. ‡ ^ | 474 | ||||||
42,100 | NET 1 UEPS Technologies, Inc. ‡ ^ | 565 | ||||||
8,500 | Open Text Corp. ‡ ^ | 319 | ||||||
26,600 | Parametric Technology Corp. ‡ | 417 | ||||||
20,400 | Progress Software Corp. ‡ ^ | 613 | ||||||
15,100 | Quality Systems, Inc. ^ | 876 | ||||||
27,256 | Quest Software, Inc. ‡ ^ | 492 | ||||||
36,254 | Radiant Systems, Inc. ‡ ^ | 524 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 71
SCHEDULE OF INVESTMENTS (Continued)
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
Software — (continued) | ||||||||
75,883 | Smith Micro Software, Inc. ‡ ^ | $ | 722 | |||||
28,700 | Solera Holdings, Inc. | 1,038 | ||||||
33,751 | TeleCommunication Systems, Inc. — Class A ‡ ^ | 140 | ||||||
63,800 | TIBCO Software, Inc. ‡ | 769 | ||||||
25,249 | Tyler Technologies, Inc. ‡ ^ | 392 | ||||||
12,200 | Ultimate Software Group, Inc. ‡ ^ | 401 | ||||||
Specialty Retail — 7.7% | ||||||||
42,204 | Aaron’s, Inc. ^ | 720 | ||||||
131,300 | Casual Male Retail Group, Inc. ‡ | 449 | ||||||
33,600 | Dress Barn, Inc. ‡ ^ | 800 | ||||||
61,000 | Finish Line, Inc. — Class A ^ | 849 | ||||||
26,644 | Genesco, Inc. ‡ ^ | 701 | ||||||
27,007 | hhgregg, Inc. ‡ ^ | 630 | ||||||
33,886 | Hibbett Sports, Inc. ‡ ^ | 812 | ||||||
204 | Jo-Ann Stores, Inc. ‡ ^ | 8 | ||||||
10,680 | JOS A. Bank Clothiers, Inc. ‡ ^ | 577 | ||||||
19,300 | Monro Muffler Brake, Inc. ^ | 763 | ||||||
52,324 | Penske Automotive Group, Inc. ‡ ^ | 594 | ||||||
94,900 | PEP Boys-Manny Moe & Jack ^ | 841 | ||||||
12,314 | Shoe Carnival, Inc. ‡ | 253 | ||||||
27,503 | Ulta Salon Cosmetics & Fragrance, Inc. ‡ ^ | 651 | ||||||
26,700 | Williams-Sonoma, Inc. ^ | 663 | ||||||
Textiles, Apparel & Luxury Goods — 4.7% | ||||||||
28,800 | Carter’s, Inc. ‡ ^ | 756 | ||||||
6,200 | Deckers Outdoor Corp. ‡ ^ | 885 | ||||||
16,500 | Fossil, Inc. ‡ ^ | 573 | ||||||
52,856 | Iconix Brand Group, Inc. ‡ ^ | 760 | ||||||
42,400 | Jones Apparel Group, Inc. ^ | 672 | ||||||
32,600 | Maidenform Brands, Inc. ‡ ^ | 664 | ||||||
25,477 | Steven Madden, Ltd. ‡ ^ | 803 | ||||||
14,975 | Warnaco Group, Inc. ‡ | 541 | ||||||
Thrifts & Mortgage Finance — 0.8% | ||||||||
30,300 | Provident Financial Services, Inc. ^ | 354 | ||||||
38,800 | Washington Federal, Inc. ^ | 628 | ||||||
Wireless Telecommunication Services — 1.2% | ||||||||
64,400 | Novatel Wireless, Inc. ‡ ^ | 370 | ||||||
52,551 | Syniverse Holdings, Inc. ‡ ^ | 1,074 | ||||||
Total Common Stocks | ||||||||
(cost $114,498) | 119,389 | |||||||
SECURITIES LENDING COLLATERAL — 25.7% | ||||||||
31,173,907 | State Street Navigator Securities Lending Trust - Prime Portfolio, 0.25% ▲ | 31,174 | ||||||
Total Securities Lending Collateral (cost $31,174) | ||||||||
WARRANT — 0.0%¥ | ||||||||
Krispy Kreme Doughnuts, Inc. ‡ | ||||||||
141 | Expiration: 03/02/2012 | |||||||
Exercise Price: $12.21 | ¨ | |||||||
Total Warrant (cost $¨) | ||||||||
Principal | ||||||||
REPURCHASE AGREEMENT — 1.5% | ||||||||
$ | 1,869 | State Street Bank & Trust Co. 0.01% ▲, dated 06/30/2010, to be repurchased at $1,869 on 07/01/2010. Collateralized by a U.S. Government Obligation, 1.00%, due 04/30/2012, and with a value of $1,907. | 1,869 | |||||
Total Repurchase Agreement (cost $1,869) | ||||||||
Total Investment Securities (cost $147,541) # | 152,432 | |||||||
Other Assets and Liabilities — Net | (31,162 | ) | ||||||
Net Assets | $ | 121,270 | ||||||
^ | All or a portion of this security is on loan. The value of all securities on loan is $30,303. | |
‡ | Non-income producing security. | |
¥ | Percentage rounds to less than 0.1%. | |
¨ | Value is less than $1. | |
▲ | Rate shown reflects the yield at 06/30/2010. | |
# | Aggregate cost for federal income tax purposes is $147,541. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $14,914 and $10,023, respectively. Net unrealized appreciation for tax purposes is $4,891. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 72
SCHEDULE OF INVESTMENTS (Continued)
(all amounts in thousands)
(Unaudited)
Investment Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Equities — Consumer Discretionary | $ | 27,171 | $ | ¨ | $ | — | $ | 27,171 | ||||||||
Equities — Consumer Staples | 1,718 | — | — | 1,718 | ||||||||||||
Equities — Energy | 7,837 | — | — | 7,837 | ||||||||||||
Equities — Financials | 6,096 | — | — | 6,096 | ||||||||||||
Equities — Health Care | 23,414 | — | — | 23,414 | ||||||||||||
Equities — Industrials | 16,610 | — | — | 16,610 | ||||||||||||
Equities — Information Technology | 28,142 | — | — | 28,142 | ||||||||||||
Equities — Materials | 5,662 | — | — | 5,662 | ||||||||||||
Equities — Telecommunication Services | 2,188 | — | — | 2,188 | ||||||||||||
Equities — Utilities | 551 | — | — | 551 | ||||||||||||
Cash & Cash Equivalent — Securities Lending Collateral | 31,174 | — | — | 31,174 | ||||||||||||
Cash & Cash Equivalent — Repurchase Agreement | — | 1,869 | — | 1,869 | ||||||||||||
Total | $ | 150,563 | $ | 1,869 | $ | — | $ | 152,432 | ||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 73
(all amounts except share amounts in thousands)
(Unaudited)
Shares | Value | |||||||
PREFERRED STOCK — 1.9% | ||||||||
Germany — 1.9% | ||||||||
162,082 | Volkswagen AG, 3.03% ▲ | $ | 14,223 | |||||
Total Preferred Stock (cost $14,730) | ||||||||
COMMON STOCKS - 96.1% | ||||||||
Australia — 2.0% | ||||||||
488,801 | BHP Billiton, Ltd. | 15,206 | ||||||
Brazil — 5.0% | ||||||||
1,653,500 | BM&F BOVESPA SA | 10,626 | ||||||
277,400 | Empresa Brasileira de Aeronautica SA ADR ^ | 5,812 | ||||||
491,200 | Natura Cosmeticos SA | 10,885 | ||||||
313,310 | Petroleo Brasileiro SA ADR ^ | 10,753 | ||||||
Canada — 5.5% | ||||||||
290,450 | Canadian National Railway Co. ^ | 16,647 | ||||||
312,600 | Canadian Natural Resources, Ltd. | 10,374 | ||||||
107,400 | Potash Corp. of Saskatchewan, Inc. | 9,262 | ||||||
174,000 | Thomson Reuters Corp. ^ | 6,227 | ||||||
China — 6.7% | ||||||||
1,813,000 | China Life Insurance Co., Ltd. — Class H | 7,965 | ||||||
7,081,095 | China Merchants Bank Co., Ltd. — Class H | 16,896 | ||||||
25,100,000 | Industrial & Commercial Bank of China — Class H | 18,258 | ||||||
2,208,400 | Sinopharm Group Co. — Class H | 8,026 | ||||||
Denmark — 3.9% | ||||||||
265,520 | Novo Nordisk A/S — Class B | 21,452 | ||||||
204,053 | Vestas Wind Systems A/S ‡ | 8,492 | ||||||
France — 7.2% | ||||||||
124,449 | Air Liquide SA | 12,568 | ||||||
249,513 | BNP Paribas | 13,424 | ||||||
139,442 | Lafarge SA ^ | 7,603 | ||||||
165,933 | LVMH Moet Hennessy Louis Vuitton SA | 18,061 | ||||||
98,040 | Publicis Groupe SA ^ | 3,911 | ||||||
Germany — 5.0% | ||||||||
84,400 | Deutsche Bank AG | 4,741 | ||||||
254,600 | Fresenius Medical Care AG & Co., KGaA | 13,737 | ||||||
452,161 | SAP AG | 20,106 | ||||||
Guernsey, Channel Islands — 1.2% | ||||||||
352,900 | Amdocs, Ltd. ‡ | 9,475 | ||||||
Hong Kong — 4.3% | ||||||||
10,913,770 | CNOOC, Ltd. | 18,409 | ||||||
926,900 | Hong Kong Exchanges & Clearing, Ltd. | 14,457 | ||||||
Ireland — 1.1% | ||||||||
216,500 | Covidien PLC | 8,699 | ||||||
Israel — 3.3% | ||||||||
489,694 | Teva Pharmaceutical Industries, Ltd. ADR | 25,459 | ||||||
Italy — 0.8% | ||||||||
2,457,056 | Intesa Sanpaolo SpA | 6,471 | ||||||
Japan — 9.0% | ||||||||
248,296 | Canon, Inc. | 9,254 | ||||||
6,971 | Dai-ichi Life Insurance Co., Ltd. | 9,666 | ||||||
72,294 | Fanuc, Ltd. | 8,164 | ||||||
828,100 | Komatsu, Ltd. | 14,911 | ||||||
3,030,100 | Mitsubishi UFJ Financial Group, Inc. | 13,759 | ||||||
382,500 | Toyota Motor Corp. | 13,142 | ||||||
Korea, Republic of — 1.7% | ||||||||
113,230 | Hyundai Motor Co. | 13,249 | ||||||
Mexico — 3.0% | ||||||||
245,609 | America Movil SAB de CV — Series L ADR | 11,666 | ||||||
5,120,400 | Wal-Mart de Mexico SAB de CV — Series V ^ | 11,343 | ||||||
Netherlands — 1.6% | ||||||||
1,110,300 | ING Groep NV ‡ | 8,216 | ||||||
305,700 | Koninklijke KPN NV | 3,897 | ||||||
Spain — 1.4% | ||||||||
566,373 | Telefonica SA | 10,492 | ||||||
Sweden — 2.0% | ||||||||
563,116 | Hennes & Mauritz AB — Class B ^ | 15,476 | ||||||
Switzerland — 7.2% | ||||||||
186,096 | Julius Baer Group, Ltd. | 5,306 | ||||||
416,187 | Logitech International SA ‡ ^ | 5,634 | ||||||
312,854 | Nestle SA | 15,085 | ||||||
357,271 | Novartis AG | 17,314 | ||||||
84,892 | Roche Holding AG | 11,685 | ||||||
Taiwan — 1.3% | ||||||||
982,900 | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 9,593 | ||||||
Turkey — 1.2% | ||||||||
340,817 | Turkcell Iletisim Hizmet AS | 1,768 | ||||||
1,731,400 | Turkiye Garanti Bankasi AS | 7,205 | ||||||
United Kingdom — 19.4% | ||||||||
1,827,141 | ARM Holdings PLC ^ | 7,562 | ||||||
543,573 | British American Tobacco PLC | 17,251 | ||||||
1,171,719 | British Sky Broadcasting Group PLC | 12,236 | ||||||
1,145,621 | Cairn Energy PLC ‡ | 7,038 | ||||||
474,698 | Carnival PLC | 15,376 | ||||||
3,602,310 | Kingfisher PLC | 11,284 | ||||||
663,937 | Pearson PLC | 8,732 | ||||||
319,491 | Reckitt Benckiser Group PLC | 14,861 | ||||||
361,156 | SABMiller PLC | 10,127 | ||||||
851,541 | Smith & Nephew PLC | 8,045 | ||||||
721,755 | Standard Chartered PLC | 17,575 | ||||||
3,283,557 | Tesco PLC | 18,524 | ||||||
United States — 2.3% | ||||||||
208,000 | Schlumberger, Ltd. ^ | 11,510 | ||||||
237,400 | Southern Copper Corp. | 6,301 | ||||||
Total Common Stocks (cost $660,904) | 737,249 | |||||||
SECURITIES LENDING COLLATERAL - 6.7% | ||||||||
51,589,376 | State Street Navigator Securities Lending Trust — Prime Portfolio, 0.25%▲ | 51,589 | ||||||
Total Securities Lending Collateral (cost $51,589) | ||||||||
Principal | ||||||||
REPURCHASE AGREEMENT — 0.2% | ||||||||
$ | 1,402 | State Street Bank & Trust Co. 0.01% ▲, dated 06/30/2010, to be repurchased at $1,402 on 07/01/2010. Collateralized by a U.S. Government Obligation, 1.00%, due 04/30/2012, and with a value of $1,433. | 1,402 | |||||
Total Repurchase Agreement (cost $1,402) | ||||||||
Total Investment Securities (cost $728,625) # | 804,463 | |||||||
Other Assets and Liabilities — Net | (37,277 | ) | ||||||
Net Assets | $ | 767,186 | ||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 74
(all amounts in thousands)
(Unaudited)
Amount in U.S. | Net Unrealized | |||||||||||||||
Settlement | Dollars Bought | Appreciation | ||||||||||||||
Currency | Bought (Sold) | Date | (Sold) | (Depreciation) | ||||||||||||
Euro | (7,178 | ) | 07/26/2010 | ($9,699 | ) | $ | 921 | |||||||||
Euro | 8,176 | 07/26/2010 | 11,005 | (1,006 | ) | |||||||||||
Euro | (16,175 | ) | 07/26/2010 | (22,757 | ) | 2,975 | ||||||||||
Euro | (16,150 | ) | 07/26/2010 | (22,202 | ) | 2,450 | ||||||||||
Euro | (6,950 | ) | 07/26/2010 | (9,640 | ) | 1,140 | ||||||||||
Mexican Peso | (295,800 | ) | 11/30/2010 | (22,322 | ) | (177 | ) | |||||||||
Mexican Peso | 32,836 | 11/30/2010 | 2,504 | (6 | ) | |||||||||||
Pound Sterling | (10,322 | ) | 11/18/2010 | (14,903 | ) | (517 | ) | |||||||||
Pound Sterling | (11,829 | ) | 11/18/2010 | (17,196 | ) | (476 | ) | |||||||||
$ | 5,304 | |||||||||||||||
▲ | Rate shown reflects the yield at 06/30/2010. | |
^ | All or a portion of this security is on loan. The value of all securities on loan is $49,095. | |
‡ | Non-income producing security. | |
# | Aggregate cost for federal income tax purposes is $728,625. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $117,331 and $41,493, respectively. Net unrealized appreciation for tax purposes is $75,838. |
Investment Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Equities — Consumer Discretionary | $ | 6,227 | $ | 125,690 | $ | — | $ | 131,917 | ||||||||
Equities — Consumer Staples | 22,228 | 75,848 | — | 98,076 | ||||||||||||
Equities — Energy | 32,638 | 25,447 | — | 58,085 | ||||||||||||
Equities — Financials | 10,626 | 143,940 | — | 154,566 | ||||||||||||
Equities — Health Care | 34,160 | 80,259 | — | 114,419 | ||||||||||||
Equities — Industrials | 22,457 | 31,566 | — | 54,023 | ||||||||||||
Equities — Information Technology | 19,068 | 42,556 | — | 61,624 | ||||||||||||
Equities — Materials | 15,563 | 35,377 | — | 50,940 | ||||||||||||
Equities — Telecommunication Services | 11,666 | 16,156 | — | 27,822 | ||||||||||||
Cash & Cash Equivalent — Securities Lending Collateral | 51,589 | — | — | 51,589 | ||||||||||||
Cash & Cash Equivalent — Repurchase Agreement | — | 1,402 | — | 1,402 | ||||||||||||
Total | $ | 226,222 | $ | 578,241 | $ | — | $ | 804,463 | ||||||||
Other Financial Instruments* | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Forward Foreign Currency Contracts — Appreciation | $ | — | $ | 7,486 | $ | — | $ | 7,486 | ||||||||
Forward Foreign Currency Contracts — Depreciation | — | (2,182 | ) | — | (2,182 | ) | ||||||||||
Total | $ | — | $ | 5,304 | $ | — | $ | 5,304 | ||||||||
* | Other financial instruments are derivative instruments including, but not limited to, Futures Contracts, Forward Foreign Currency Contracts, and Swap Contracts that are valued at unrealized appreciation (depreciation) on the instrument. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 75
(all amounts in thousands)
(Unaudited)
Percentage of | ||||||||
INVESTMENTS BY INDUSTRY: | Total Investments | Value | ||||||
Commercial Banks | 11.7 | % | $ | 93,589 | ||||
Pharmaceuticals | 10.3 | 83,936 | ||||||
Oil, Gas & Consumable Fuels | 5.8 | 46,574 | ||||||
Automobiles | 5.0 | 40,614 | ||||||
Diversified Financial Services | 4.1 | 33,300 | ||||||
Media | 3.9 | 31,105 | ||||||
Food & Staples Retailing | 3.7 | 29,867 | ||||||
Software | 3.7 | 29,582 | ||||||
Specialty Retail | 3.3 | 26,760 | ||||||
Machinery | 2.9 | 23,074 | ||||||
Chemicals | 2.7 | 21,830 | ||||||
Metals & Mining | 2.7 | 21,507 | ||||||
Textiles, Apparel & Luxury Goods | 2.2 | 18,061 | ||||||
Insurance | 2.2 | 17,631 | ||||||
Tobacco | 2.1 | 17,251 | ||||||
Semiconductors & Semiconductor Equipment | 2.1 | 17,155 | ||||||
Health Care Equipment & Supplies | 2.1 | 16,744 | ||||||
Road & Rail | 2.1 | 16,646 | ||||||
Hotels, Restaurants & Leisure | 1.9 | 15,376 | ||||||
Food Products | 1.9 | 15,085 | ||||||
Household Products | 1.8 | 14,861 | ||||||
Diversified Telecommunication Services | 1.8 | 14,388 | ||||||
Health Care Providers & Services | 1.7 | 13,737 | ||||||
Wireless Telecommunication Services | 1.7 | 13,434 | ||||||
Energy Equipment & Services | 1.4 | 11,511 | ||||||
Personal Products | 1.4 | 10,885 | ||||||
Beverages | 1.3 | 10,127 | ||||||
Capital Markets | 1.3 | 10,047 | ||||||
Office Electronics | 1.2 | 9,254 | ||||||
Electrical Equipment | 1.1 | 8,492 | ||||||
Construction Materials | 0.9 | 7,603 | ||||||
Aerospace & Defense | 0.7 | 5,812 | ||||||
Computers & Peripherals | 0.7 | 5,634 | ||||||
Investment Securities, at Value | 93.4 | 751,472 | ||||||
Short-Term Investments | 6.6 | 52,991 | ||||||
Total Investments | 100.0 | % | $ | 804,463 | ||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 76
At June 30, 2010
(all amounts in thousands)
(unaudited)
Inflation- | ||||||||||||||||||||||||
High Quality | Protected | |||||||||||||||||||||||
Money Market | Bond | Securities | Core Bond | High Yield Bond | Balanced | |||||||||||||||||||
Assets: | ||||||||||||||||||||||||
Investment securities, at value | $ | 1,060,073 | $ | 481,873 | $ | 333,508 | $ | 2,046,138 | $ | 608,109 | $ | 118,095 | ||||||||||||
Repurchase agreements, at value | 115,152 | 937 | 4,873 | 181,466 | 6,149 | 7,337 | ||||||||||||||||||
Cash on deposit with broker | — | — | — | 3,559 | — | 330 | ||||||||||||||||||
Cash | — | — | — | 2,979 | — | — | ||||||||||||||||||
Foreign currency, at value | — | — | 12 | 114 | — | — | ||||||||||||||||||
Unrealized appreciation on forward foreign currency contracts | — | — | 114 | 474 | — | 13 | ||||||||||||||||||
Swap agreements, at value | — | — | 3,876 | 19,563 | — | — | ||||||||||||||||||
Receivables: | ||||||||||||||||||||||||
Due from Advisor | — | — | — | — | — | 5 | ||||||||||||||||||
Investment securities sold | — | 4,014 | — | 1,064,919 | 7,429 | 7,703 | ||||||||||||||||||
Interest | 1,086 | 2,892 | 2,717 | 11,671 | 12,317 | 393 | ||||||||||||||||||
Dividends | — | — | — | (a) | — | — | 57 | |||||||||||||||||
Securities lending income (net) | — | — | (a) | — | 5 | — | 1 | |||||||||||||||||
Variation margin | — | — | 34 | 533 | — | 18 | ||||||||||||||||||
1,176,311 | 489,716 | 345,134 | 3,331,421 | 634,004 | 133,952 | |||||||||||||||||||
Liabilities: | ||||||||||||||||||||||||
Accounts payable and accrued liabilities: | ||||||||||||||||||||||||
Collateral for securities on loan | — | 4,970 | — | 144,819 | — | — | ||||||||||||||||||
Investment securities purchased | — | 4,750 | 2 | 1,273,762 | 2,624 | 15,700 | ||||||||||||||||||
Advisory fees | 266 | 149 | 109 | 542 | 315 | 50 | ||||||||||||||||||
Custody fees | 25 | 8 | 16 | 44 | 16 | 21 | ||||||||||||||||||
Audit and tax fees | 13 | 15 | 14 | 7 | 14 | 17 | ||||||||||||||||||
Other | 10 | 3 | 32 | 39 | 2 | 2 | ||||||||||||||||||
Swap agreements, at value | — | — | 4,073 | 30,487 | — | — | ||||||||||||||||||
Securities sold short, at value | — | — | — | 183,136 | — | — | ||||||||||||||||||
Written options and swaptions, at value | — | — | 1,371 | 19,444 | — | 16 | ||||||||||||||||||
Unrealized depreciation on forward foreign currency contracts | — | — | — | 114 | — | 10 | ||||||||||||||||||
314 | 9,895 | 5,617 | 1,652,394 | 2,971 | 15,816 | |||||||||||||||||||
Net Assets | $ | 1,175,997 | $ | 479,821 | $ | 339,517 | $ | 1,679,027 | $ | 631,033 | $ | 118,136 | ||||||||||||
Investment securities, at cost | $ | 1,060,073 | $ | 475,690 | $ | 323,813 | $ | 2,037,056 | $ | 607,504 | $ | 128,638 | ||||||||||||
Repurchase agreements, at cost | $ | 115,152 | $ | 937 | $ | 4,873 | $ | 181,466 | $ | 6,149 | $ | 7,337 | ||||||||||||
Foreign currency, at cost | $ | — | $ | — | $ | 11 | $ | 114 | $ | — | $ | — | ||||||||||||
Securities loaned, at value | $ | — | $ | 4,868 | $ | — | $ | 141,842 | $ | — | $ | — | ||||||||||||
Proceeds from securities sold short | $ | — | $ | — | $ | — | $ | 181,247 | $ | — | $ | — | ||||||||||||
Premium paid on swap agreements | $ | — | $ | — | $ | — | $ | 878 | $ | — | $ | — | ||||||||||||
Premium received on swap agreements | $ | — | $ | — | $ | — | $ | 7,344 | $ | — | $ | — | ||||||||||||
Premium on written options and swaptions | $ | — | $ | — | $ | 1,292 | $ | 18,926 | $ | — | $ | 12 | ||||||||||||
Large Value | Large Core | Large Growth | Mid Value | Mid Growth | Small Value | |||||||||||||||||||
Assets: | ||||||||||||||||||||||||
Investment securities, at value | $ | 914,362 | $ | 225,404 | $ | 1,013,015 | $ | 916,847 | $ | 222,246 | $ | 115,720 | ||||||||||||
Repurchase agreements, at value | 18,358 | 1,354 | 4,229 | 27,425 | 815 | 2,498 | ||||||||||||||||||
Foreign currency, at value | — | — | — | 6 | — | — | ||||||||||||||||||
Receivables: | ||||||||||||||||||||||||
Investment securities sold | 23,243 | 9,248 | 10,259 | 2,065 | — | — | ||||||||||||||||||
Interest | — | (a) | — | (a) | — | (a) | — | (a) | — | (a) | — | (a) | ||||||||||||
Dividends | 930 | 271 | 1,071 | 981 | 35 | 111 | ||||||||||||||||||
Dividend reclaims | — | — | 55 | 12 | — | — | ||||||||||||||||||
Securities lending income (net) | 5 | 2 | 14 | 23 | 4 | 1 | ||||||||||||||||||
956,898 | 236,279 | 1,028,643 | 947,359 | 223,100 | 118,330 | |||||||||||||||||||
Liabilities: | ||||||||||||||||||||||||
Accounts payable and accrued liabilities: | ||||||||||||||||||||||||
Collateral for securities on loan | 18,317 | 215 | 18,782 | 190,924 | 7,411 | — | ||||||||||||||||||
Investment securities purchased | 7,960 | 2,572 | 4,060 | 9,257 | — | — | ||||||||||||||||||
Advisory fees | 406 | 136 | 608 | 478 | 152 | 94 | ||||||||||||||||||
Custody fees | 41 | 29 | 34 | 13 | 6 | 18 | ||||||||||||||||||
Audit and tax fees | 9 | 16 | 5 | 21 | 24 | 12 | ||||||||||||||||||
Other | 47 | 5 | 30 | 10 | 3 | 2 | ||||||||||||||||||
26,780 | 2,973 | 23,519 | 200,703 | 7,596 | 126 | |||||||||||||||||||
Net Assets | $ | 930,118 | $ | 233,306 | $ | 1,005,124 | $ | 746,656 | $ | 215,504 | $ | 118,204 | ||||||||||||
Investment securities, at cost | $ | 944,106 | $ | 235,903 | $ | 1,009,338 | $ | 909,201 | $ | 213,680 | $ | 111,699 | ||||||||||||
Repurchase agreements, at cost | $ | 18,358 | $ | 1,354 | $ | 4,229 | $ | 27,425 | $ | 815 | $ | 2,498 | ||||||||||||
Foreign currency, at cost | $ | — | $ | — | $ | — | $ | 6 | $ | — | $ | — | ||||||||||||
Securities loaned, at value | $ | 17,886 | $ | 209 | $ | 18,333 | $ | 186,330 | $ | 7,247 | $ | — |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 77
At June 30, 2010
(all amounts in thousands)
(unaudited)
International | ||||||||||||
Small Core | Small Growth | Equity | ||||||||||
Assets: | ||||||||||||
Investment securities, at value | $ | 359,401 | $ | 150,563 | $ | 803,061 | ||||||
Repurchase agreements, at value | 4,937 | 1,869 | 1,402 | |||||||||
Foreign currency, at value | — | — | 1,261 | |||||||||
Unrealized appreciation on forward foreign currency contracts | — | — | 7,486 | |||||||||
Receivables: | ||||||||||||
Due from Advisor | — | 5 | — | |||||||||
Investment securities sold | 1,694 | 1,364 | 4,962 | |||||||||
Interest | — | (a) | — | (a) | — | (a) | ||||||
Dividends | 240 | 12 | 1,171 | |||||||||
Dividend reclaims | — | — | 3,201 | |||||||||
Securities lending income (net) | 31 | 7 | 73 | |||||||||
366,303 | 153,820 | 822,617 | ||||||||||
Liabilities: | ||||||||||||
Accounts payable and accrued liabilities: | ||||||||||||
Collateral for securities on loan | 73,984 | 31,174 | 51,589 | |||||||||
Investment securities purchased | 2,873 | 1,250 | 890 | |||||||||
Variation margin | 13 | — | — | |||||||||
Advisory fees | 226 | 103 | 538 | |||||||||
Custody fees | 44 | 10 | 213 | |||||||||
Audit and tax fees | 15 | 12 | 13 | |||||||||
Other | 5 | 1 | 6 | |||||||||
Unrealized depreciation on forward foreign currency contracts | — | — | 2,182 | |||||||||
77,160 | 32,550 | 55,431 | ||||||||||
Net Assets | $ | 289,143 | $ | 121,270 | $ | 767,186 | ||||||
Investment securities, at cost | $ | 332,233 | $ | 145,672 | $ | 727,223 | ||||||
Repurchase agreements, at cost | $ | 4,937 | $ | 1,869 | $ | 1,402 | ||||||
Foreign currency, at cost | $ | — | $ | — | $ | 1,256 | ||||||
Securities loaned, at value | $ | 72,049 | $ | 30,303 | $ | 49,095 |
(a) | Rounds to less than $1. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 78
For the period ended June 30, 2010
(all amounts in thousands)
(unaudited)
Inflation- | ||||||||||||||||||||||||
High Quality | Protected | |||||||||||||||||||||||
Money Market | Bond | Securities | Core Bond | High Yield Bond | Balanced | |||||||||||||||||||
Investment income: | ||||||||||||||||||||||||
Interest income | $ | 1,560 | $ | 8,337 | $ | 5,266 | $ | 36,683 | $ | 30,699 | $ | 1,194 | ||||||||||||
Securities lending income (net) | — | 7 | — | (a) | 15 | �� | — | (a) | 4 | |||||||||||||||
Dividend income | — | — | — | 12 | 78 | 801 | ||||||||||||||||||
Withholding taxes on foreign income | — | — | (1 | ) | — | — | — | (a) | ||||||||||||||||
1,560 | 8,344 | 5,265 | 36,710 | 30,777 | 1,999 | |||||||||||||||||||
Expenses: | ||||||||||||||||||||||||
Advisory | 1,452 | 829 | 621 | 3,064 | 1,765 | 290 | ||||||||||||||||||
Custody | 76 | 33 | 45 | 218 | 64 | 48 | ||||||||||||||||||
Audit & tax | 12 | 13 | 13 | 15 | 13 | 14 | ||||||||||||||||||
Legal | 25 | 10 | 13 | 40 | 14 | 3 | ||||||||||||||||||
Printing and shareholder reports | 4 | 2 | 2 | 6 | 2 | 1 | ||||||||||||||||||
Trustee and CCO | 14 | 6 | 5 | 22 | 8 | 2 | ||||||||||||||||||
Other | 7 | 3 | 2 | 22 | 6 | 1 | ||||||||||||||||||
Total expenses | 1,590 | 896 | 701 | 3,387 | 1,872 | 359 | ||||||||||||||||||
Expenses reimbursed/waived | — | — | — | — | — | (37 | ) | |||||||||||||||||
Net expenses | 1,590 | 896 | 701 | 3,387 | 1,872 | 322 | ||||||||||||||||||
Net investment income (loss) | (30 | ) | 7,448 | 4,564 | 33,323 | 28,905 | 1,677 | |||||||||||||||||
Net realized gain (loss) on transactions from: | ||||||||||||||||||||||||
Investment securities | 5 | 2,132 | 6,760 | 14,335 | 5,774 | 34 | ||||||||||||||||||
Swap agreements | — | — | 163 | (253 | ) | — | (133 | ) | ||||||||||||||||
Futures contracts | — | — | 2,000 | 5,653 | — | 435 | ||||||||||||||||||
Written option and swaption contracts | — | — | 25 | 14,556 | — | 23 | ||||||||||||||||||
Foreign currency transactions | — | — | 623 | 3,874 | — | 16 | ||||||||||||||||||
Securities sold short | — | — | — | (465 | ) | — | (111 | ) | ||||||||||||||||
5 | 2,132 | 9,571 | 37,700 | 5,774 | 264 | |||||||||||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on: | ||||||||||||||||||||||||
Investment securities | — | 2,655 | 2,566 | 43,604 | (4,392 | ) | (2,653 | ) | ||||||||||||||||
Swap agreements | — | — | (1,070 | ) | (2,914 | ) | — | — | ||||||||||||||||
Futures contracts | — | — | (374 | ) | 8,094 | — | 119 | |||||||||||||||||
Written option and swaption contracts | — | — | (270 | ) | (8,704 | ) | — | (9 | ) | |||||||||||||||
Securities sold short | — | — | — | (3,347 | ) | — | — | |||||||||||||||||
Translation of assets and liabilities denominated in foreign currencies | — | — | (47 | ) | (1,051 | ) | — | 5 | ||||||||||||||||
— | 2,655 | 805 | 35,682 | (4,392 | ) | (2,538 | ) | |||||||||||||||||
Net realized and unrealized gain (loss) | 5 | 4,787 | 10,376 | 73,382 | 1,382 | (2,274 | ) | |||||||||||||||||
Net increase (decrease) in net assets resulting from operations | $ | (25 | ) | $ | 12,235 | $ | 14,940 | $ | 106,705 | $ | 30,287 | $ | (597 | ) | ||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 79
For the period ended June 30, 2010
(all amounts in thousands)
(unaudited)
Large Value | Large Core | Large Growth | Mid Value | Mid Growth | Small Value | |||||||||||||||||||
Investment income: | ||||||||||||||||||||||||
Interest income | $ | 1 | $ | — | (a) | $ | — | (a) | $ | 1 | $ | — | (a) | $ | — | (a) | ||||||||
Securities lending income (net) | 80 | 31 | 89 | 93 | 16 | 8 | ||||||||||||||||||
Dividend income | 12,958 | 2,842 | 7,643 | 7,037 | 493 | 880 | ||||||||||||||||||
Withholding taxes on foreign income | (5 | ) | (8 | ) | (76 | ) | (11 | ) | (2 | ) | — | |||||||||||||
13,034 | 2,865 | 7,656 | 7,120 | 507 | 888 | |||||||||||||||||||
Expenses: | ||||||||||||||||||||||||
Advisory | 2,568 | 803 | 3,724 | 2,738 | 880 | 573 | ||||||||||||||||||
Custody | 71 | 31 | 129 | 51 | 21 | 20 | ||||||||||||||||||
Audit & tax | 15 | 14 | 15 | 12 | 13 | 11 | ||||||||||||||||||
Legal | 41 | 6 | 24 | 17 | 5 | 3 | ||||||||||||||||||
Printing and shareholder reports | 4 | 2 | 4 | 3 | 2 | 1 | ||||||||||||||||||
Trustee and CCO | 15 | 3 | 16 | 10 | 3 | 2 | ||||||||||||||||||
Other | 6 | 1 | 22 | 5 | 1 | 1 | ||||||||||||||||||
Total expenses | 2,720 | 860 | 3,934 | 2,836 | 925 | 611 | ||||||||||||||||||
Expenses reimbursed/waived | — | — | (13 | ) | — | (10 | ) | (17 | ) | |||||||||||||||
Net expenses | 2,720 | 860 | 3,921 | 2,836 | 915 | 594 | ||||||||||||||||||
Net investment income (loss) | 10,314 | 2,005 | 3,735 | 4,284 | (408 | ) | 294 | |||||||||||||||||
Net realized gain (loss) on transactions from: | ||||||||||||||||||||||||
Investment securities | 84,300 | 7,418 | 84,986 | 25,837 | 23,208 | 4,624 | ||||||||||||||||||
Foreign currency transactions | 1 | — | (a) | (8 | ) | — | (a) | — | (a) | — | ||||||||||||||
84,301 | 7,418 | 84,978 | 25,837 | 23,208 | 4,624 | |||||||||||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on: | ||||||||||||||||||||||||
Investment securities | (145,658 | ) | (29,686 | ) | (168,565 | ) | (57,683 | ) | (29,737 | ) | (6,155 | ) | ||||||||||||
Translation of assets and liabilities denominated in foreign currencies | (2 | ) | (1 | ) | — | — | (a) | — | — | |||||||||||||||
(145,660 | ) | (29,687 | ) | (168,565 | ) | (57,683 | ) | (29,737 | ) | (6,155 | ) | |||||||||||||
Net realized and unrealized (loss) | (61,359 | ) | (22,269 | ) | (83,587 | ) | (31,846 | ) | (6,529 | ) | (1,531 | ) | ||||||||||||
Net (decrease) in net assets resulting from operations | $ | (51,045 | ) | $ | (20,264 | ) | $ | (79,852 | ) | $ | (27,562 | ) | $ | (6,937 | ) | $ | (1,237 | ) | ||||||
International | ||||||||||||
Small Core | Small Growth | Equity | ||||||||||
Investment income: | ||||||||||||
Interest income | $ | — | (a) | $ | — | (a) | $ | — | (a) | |||
Securities lending income (net) | 178 | 84 | 357 | |||||||||
Dividend income | 1,706 | 226 | 13,970 | |||||||||
Withholding taxes on foreign income | — | (a) | — | (a) | (404 | ) | ||||||
1,884 | 310 | 13,923 | ||||||||||
Expenses: | ||||||||||||
Advisory | 1,292 | 638 | 3,461 | |||||||||
Custody | 72 | 29 | 282 | |||||||||
Audit & tax | 15 | 11 | 15 | |||||||||
Legal | 7 | 3 | 27 | |||||||||
Printing and shareholder reports | 2 | 1 | 5 | |||||||||
Trustee and CCO | 4 | 2 | 12 | |||||||||
Other | 2 | 1 | 6 | |||||||||
Total expenses | 1,394 | 685 | 3,808 | |||||||||
Expenses reimbursed/waived | (22 | ) | (25 | ) | — | |||||||
Net expenses | 1,372 | 660 | 3,808 | |||||||||
Net investment income (loss) | 512 | (350 | ) | 10,115 | ||||||||
Net realized gain (loss) on transactions from: | ||||||||||||
Investment securities | 31,442 | 11,345 | 42,425 | |||||||||
Futures contracts | 52 | — | — | |||||||||
Foreign currency transactions | — | — | (1,855 | ) | ||||||||
31,494 | 11,345 | 40,570 | ||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on: | ||||||||||||
Investment securities | (27,858 | ) | (12,676 | ) | (132,276 | ) | ||||||
Futures contracts | (177 | ) | — | — | ||||||||
Translation of assets and liabilities denominated in foreign currencies | — | — | 5,176 | |||||||||
(28,035 | ) | (12,676 | ) | (127,100 | ) | |||||||
Net realized and unrealized gain (loss) | 3,459 | (1,331 | ) | (86,530 | ) | |||||||
Net increase (decrease) in net assets resulting from operations | $ | 3,971 | $ | (1,681 | ) | $ | (76,415 | ) | ||||
(a) | Rounds to less than $1. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 80
For the period and year ended:
(all amounts in thousands)
Money Market | High Quality Bond | Inflation-Protected Securities | ||||||||||||||||||||||
June 30, 2010 | December 31, | June 30, 2010 | December 31, | June 30, 2010 | December 31, | |||||||||||||||||||
(unaudited) | 2009 | (unaudited) | 2009 | (unaudited) | 2009 | |||||||||||||||||||
From operations: | ||||||||||||||||||||||||
Net investment income (loss) | $ | (30 | ) | $ | 4,556 | $ | 7,448 | $ | 14,943 | $ | 4,564 | $ | 3,718 | |||||||||||
Net realized gain (loss) | 5 | 56 | 2,132 | (415 | ) | 9,571 | (842 | ) | ||||||||||||||||
Change in net unrealized appreciation | — | — | 2,655 | 22,148 | 805 | 31,871 | ||||||||||||||||||
Net increase (decrease) in net assets resulting from operations | (25 | ) | 4,612 | 12,235 | 36,676 | 14,940 | 34,747 | |||||||||||||||||
From transactions in investors’ beneficial interests: | ||||||||||||||||||||||||
Contributions | 451,539 | 1,027,545 | 115,064 | 235,138 | 36,997 | 78,906 | ||||||||||||||||||
Withdrawals | (408,424 | ) | (1,225,052 | ) | (124,566 | ) | (215,958 | ) | (82,430 | ) | (132,841 | ) | ||||||||||||
Net increase (decrease) in net assets resulting from transactions in investors’ beneficial interests | 43,115 | (197,507 | ) | (9,502 | ) | 19,180 | (45,433 | ) | (53,935 | ) | ||||||||||||||
Net increase (decrease) in net assets | 43,090 | (192,895 | ) | 2,733 | 55,856 | (30,493 | ) | (19,188 | ) | |||||||||||||||
Net Assets: | ||||||||||||||||||||||||
Beginning of period/year | 1,132,907 | 1,325,802 | 477,088 | 421,232 | 370,010 | 389,198 | ||||||||||||||||||
End of period/year | $ | 1,175,997 | $ | 1,132,907 | $ | 479,821 | $ | 477,088 | $ | 339,517 | $ | 370,010 | ||||||||||||
Core Bond | High Yield Bond | Balanced | ||||||||||||||||||||||
June 30, 2010 | December 31, | June 30, 2010 | December 31, | June 30, 2010 | December 31, | |||||||||||||||||||
(unaudited) | 2009 | (unaudited) | 2009 | (unaudited) | 2009 | |||||||||||||||||||
From operations: | ||||||||||||||||||||||||
Net investment income | $ | 33,323 | $ | 67,637 | $ | 28,905 | $ | 53,541 | $ | 1,677 | $ | 4,399 | ||||||||||||
Net realized gain (loss) | 37,700 | (29,343 | ) | 5,774 | (24,341 | ) | 264 | (17,018 | ) | |||||||||||||||
Change in net unrealized appreciation (depreciation) | 35,682 | 135,401 | (4,392 | ) | 205,329 | (2,538 | ) | 42,670 | ||||||||||||||||
Net increase (decrease) in net assets resulting from operations | 106,705 | 173,695 | 30,287 | 234,529 | (597 | ) | 30,051 | |||||||||||||||||
From transactions in investors’ beneficial interests: | ||||||||||||||||||||||||
Contributions | 230,408 | 545,781 | 137,156 | 120,397 | 4,108 | 19,026 | ||||||||||||||||||
Contribution in-Kind | — | 164,114 | — | — | — | — | ||||||||||||||||||
Series Reorganizations | — | 60,639 | — | — | — | — | ||||||||||||||||||
Withdrawals | (407,617 | ) | (862,011 | ) | (178,327 | ) | (152,872 | ) | (23,109 | ) | (80,273 | ) | ||||||||||||
Net decrease in net assets resulting from transactions in investors’ beneficial interests | (177,209 | ) | (91,477 | ) | (41,171 | ) | (32,475 | ) | (19,001 | ) | (61,247 | ) | ||||||||||||
Net increase (decrease) in net assets | (70,504 | ) | 82,218 | (10,884 | ) | 202,054 | (19,598 | ) | (31,196 | ) | ||||||||||||||
Net Assets: | ||||||||||||||||||||||||
Beginning of period/year | 1,749,531 | 1,667,313 | 641,917 | 439,863 | 137,734 | 168,930 | ||||||||||||||||||
End of period/year | $ | 1,679,027 | $ | 1,749,531 | $ | 631,033 | $ | 641,917 | $ | 118,136 | $ | 137,734 | ||||||||||||
Large Value | Large Core | Large Growth | ||||||||||||||||||||||
June 30, 2010 | December 31, | June 30, 2010 | December 31, | June 30, 2010 | December 31, | |||||||||||||||||||
(unaudited) | 2009 | (unaudited) | 2009 | (unaudited) | 2009 | |||||||||||||||||||
From operations: | ||||||||||||||||||||||||
Net investment income | $ | 10,314 | $ | 27,267 | $ | 2,005 | $ | 4,050 | $ | 3,735 | $ | 10,856 | ||||||||||||
Net realized gain (loss) | 84,301 | (675,481 | ) | 7,418 | (52,167 | ) | 84,978 | (109,199 | ) | |||||||||||||||
Change in net unrealized appreciation (depreciation) | (145,660 | ) | 814,282 | (29,687 | ) | 102,075 | (168,565 | ) | 436,386 | |||||||||||||||
Net increase (decrease) in net assets resulting from operations | (51,045 | ) | 166,068 | (20,264 | ) | 53,958 | (79,852 | ) | 338,043 | |||||||||||||||
From transactions in investors’ beneficial interests: | ||||||||||||||||||||||||
Contributions | 66,310 | 153,363 | 18,056 | 25,021 | 56,797 | 269,103 | ||||||||||||||||||
Contribution in-Kind | — | 41,832 | — | — | — | 83,167 | ||||||||||||||||||
Series Reorganizations | — | 879 | — | — | — | 94,418 | ||||||||||||||||||
Withdrawals | (348,610 | ) | (549,649 | ) | (45,382 | ) | (79,857 | ) | (313,341 | ) | (573,994 | ) | ||||||||||||
Net decrease in net assets resulting from transactions in investors’ beneficial interests | (282,300 | ) | (353,575 | ) | (27,326 | ) | (54,836 | ) | (256,544 | ) | (127,306 | ) | ||||||||||||
Net increase (decrease) in net assets | (333,345 | ) | (187,507 | ) | (47,590 | ) | (878 | ) | (336,396 | ) | 210,737 | |||||||||||||
Net Assets: | ||||||||||||||||||||||||
Beginning of period/year | 1,263,463 | 1,450,970 | 280,896 | 281,774 | 1,341,520 | 1,130,783 | ||||||||||||||||||
End of period/year | $ | 930,118 | $ | 1,263,463 | $ | 233,306 | $ | 280,896 | $ | 1,005,124 | $ | 1,341,520 | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 81
For the period and year ended:
(all amounts in thousands)
Mid Value | Mid Growth | Small Value | ||||||||||||||||||||||
June 30, 2010 | December 31, | June 30, 2010 | December 31, | June 30, 2010 | December 31, | |||||||||||||||||||
(unaudited) | 2009 | (unaudited) | 2009 | (unaudited) | 2009 | |||||||||||||||||||
From operations: | ||||||||||||||||||||||||
Net investment income (loss) | $ | 4,284 | $ | 9,785 | $ | (408 | ) | $ | (536 | ) | $ | 294 | $ | 1,730 | ||||||||||
Net realized gain (loss) | 25,837 | (182,248 | ) | 23,208 | (44,907 | ) | 4,624 | (24,300 | ) | |||||||||||||||
Change in net unrealized appreciation (depreciation) | (57,683 | ) | 371,554 | (29,737 | ) | 98,216 | (6,155 | ) | 47,791 | |||||||||||||||
Net increase (decrease) in net assets resulting from operations | (27,562 | ) | 199,091 | (6,937 | ) | 52,773 | (1,237 | ) | 25,221 | |||||||||||||||
From transactions in investors’ beneficial interests: | ||||||||||||||||||||||||
Contributions | 239,835 | 82,637 | 28,554 | 31,031 | 8,480 | 13,079 | ||||||||||||||||||
Withdrawals | (274,278 | ) | (103,316 | ) | (57,862 | ) | (61,021 | ) | (34,766 | ) | (49,201 | ) | ||||||||||||
Net decrease in net assets resulting from transactions in investors’ beneficial interests | (34,443 | ) | (20,679 | ) | (29,308 | ) | (29,990 | ) | (26,286 | ) | (36,122 | ) | ||||||||||||
Net increase (decrease) in net assets | (62,005 | ) | 178,412 | (36,245 | ) | 22,783 | (27,523 | ) | (10,901 | ) | ||||||||||||||
Net Assets: | ||||||||||||||||||||||||
Beginning of period/year | 808,661 | 630,249 | 251,749 | 228,966 | 145,727 | 156,628 | ||||||||||||||||||
End of period/year | $ | 746,656 | $ | 808,661 | $ | 215,504 | $ | 251,749 | $ | 118,204 | $ | 145,727 | ||||||||||||
Small Core | Small Growth | International Equity | ||||||||||||||||||||||
June 30, 2010 | December 31, | June 30, 2010 | December 31, | June 30, 2010 | December 31, | |||||||||||||||||||
(unaudited) | 2009 | (unaudited) | 2009 | (unaudited) | 2009 | |||||||||||||||||||
From operations: | ||||||||||||||||||||||||
Net investment income (loss) | $ | 512 | $ | 2,206 | $ | (350 | ) | $ | (564 | ) | $ | 10,115 | $ | 13,884 | ||||||||||
Net realized gain (loss) | 31,494 | (117,450 | ) | 11,345 | (23,946 | ) | 40,570 | (416,301 | ) | |||||||||||||||
Change in net unrealized appreciation (depreciation) | (28,035 | ) | 189,213 | (12,676 | ) | 67,426 | (127,100 | ) | 634,486 | |||||||||||||||
Net increase (decrease) in net assets resulting from operations | 3,971 | 73,969 | (1,681 | ) | 42,916 | (76,415 | ) | 232,069 | ||||||||||||||||
From transactions in investors’ beneficial interests: | ||||||||||||||||||||||||
Contributions | 16,321 | 33,336 | 9,265 | 14,916 | 61,018 | 111,677 | ||||||||||||||||||
Withdrawals | (71,193 | ) | (156,923 | ) | (39,038 | ) | (57,621 | ) | (261,466 | ) | (399,757 | ) | ||||||||||||
Net decrease in net assets resulting from transactions in investors’ beneficial interests | (54,872 | ) | (123,587 | ) | (29,773 | ) | (42,705 | ) | (200,448 | ) | (288,080 | ) | ||||||||||||
Net increase (decrease) in net assets | (50,901 | ) | (49,618 | ) | (31,454 | ) | 211 | (276,863 | ) | (56,011 | ) | |||||||||||||
Net Assets: | ||||||||||||||||||||||||
Beginning of period/year | 340,044 | 389,662 | 152,724 | 152,513 | 1,044,049 | 1,100,060 | ||||||||||||||||||
End of period/year | $ | 289,143 | $ | 340,044 | $ | 121,270 | $ | 152,724 | $ | 767,186 | $ | 1,044,049 | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 82
For the period and years ended:
Money Market | ||||||||||||||||||||||||
June 30, 2010 | December 31, | December 31, | December 31, | December 31, | December 31, | |||||||||||||||||||
(unaudited) | 2009 | 2008 | 2007 | 2006 | 2005 | |||||||||||||||||||
Net assets end of period/year (000’s) | $ | 1,175,997 | $ | 1,132,907 | $ | 1,325,802 | $ | 1,050,796 | $ | 925,941 | $ | 765,777 | ||||||||||||
Total return | — | %(a) | 0.36 | % | 2.44 | % | 5.17 | % | 4.86 | % | 3.00 | % | ||||||||||||
Ratios and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
Before reimbursement | 0.27 | %(b) | 0.27 | % | 0.27 | % | 0.28 | % | 0.28 | % | 0.28 | % | ||||||||||||
After reimbursement | 0.27 | %(b) | 0.27 | % | 0.27 | % | 0.28 | % | 0.28 | % | 0.28 | % | ||||||||||||
Net investment income (loss), to average net assets | (0.01 | %)(b) | 0.37 | % | 2.43 | % | 5.01 | % | 4.77 | % | 2.97 | % | ||||||||||||
High Quality Bond | ||||||||||||||||||||||||
June 30, 2010 | December 31, | December 31, | December 31, | December 31, | December 31, | |||||||||||||||||||
(unaudited) | 2009 | 2008 | 2007 | 2006 | 2005 | |||||||||||||||||||
Net assets end of period/year (000’s) | $ | 479,821 | $ | 477,088 | $ | 421,232 | $ | 833,291 | $ | 817,623 | $ | 788,399 | ||||||||||||
Total return | 2.60 | %(a) | 9.83 | % | 0.55 | % | 5.34 | % | 4.38 | % | 1.95 | % | ||||||||||||
Ratios and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
Before reimbursement | 0.38 | %(b) | 0.38 | % | 0.38 | % | 0.38 | % | 0.38 | % | 0.39 | % | ||||||||||||
After reimbursement | 0.38 | %(b) | 0.38 | % | 0.38 | % | 0.38 | % | 0.38 | % | 0.39 | % | ||||||||||||
Net investment income, to average net assets | 3.14 | %(b) | 3.75 | % | 4.24 | % | 4.38 | % | 4.03 | % | 3.25 | % | ||||||||||||
Portfolio turnover rate | 52 | %(a) | 104 | % | 64 | % | 56 | % | 55 | % | 58 | % | ||||||||||||
Inflation-Protected Securities | ||||||||||||||||||||||||
June 30, 2010 | December 31, | December 31, | December 31, | December 31, | December 31, | |||||||||||||||||||
(unaudited) | 2009 | 2008 | 2007 | 2006 | 2005 | |||||||||||||||||||
Net assets end of period/year (000’s) | $ | 339,517 | $ | 370,010 | $ | 389,198 | $ | 149,013 | $ | 150,681 | $ | 261,107 | ||||||||||||
Total return | 4.32 | %(a) | 10.22 | % | (2.14 | %) | 10.16 | % | 3.48 | % | 1.34 | % | ||||||||||||
Ratios and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
Before reimbursement | 0.39 | %(b) | 0.40 | % | 0.39 | % | 0.42 | % | 0.41 | % | 0.40 | % | ||||||||||||
After reimbursement | 0.39 | %(b) | 0.40 | % | 0.39 | % | 0.40 | % | 0.40 | % | 0.40 | % | ||||||||||||
Net investment income, to average net assets | 2.57 | %(b) | 1.02 | % | 4.99 | % | 5.26 | % | 4.50 | % | 3.45 | % | ||||||||||||
Portfolio turnover rate | 58 | %(a) | 118 | % | 154 | % | 340 | % | 525 | % | 756 | % | ||||||||||||
Core Bond | ||||||||||||||||||||||||
June 30, 2010 | December 31, | December 31, | December 31, | December 31, | December 31, | |||||||||||||||||||
(unaudited) | 2009 | 2008 | 2007 | 2006 | 2005 | |||||||||||||||||||
Net assets end of period/year (000’s) | $ | 1,679,027 | $ | 1,749,531 | $ | 1,667,313 | $ | 2,248,880 | $ | 2,077,821 | $ | 2,052,893 | ||||||||||||
Total return | 6.26 | %(a) | 12.89 | % | (1.83 | %) | 6.67 | % | 4.17 | % | 2.38 | % | ||||||||||||
Ratios and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
Before reimbursement | 0.39 | %(b) | 0.38 | % | 0.38 | % | 0.38 | % | 0.38 | % | 0.39 | % | ||||||||||||
After reimbursement | 0.39 | %(b) | 0.38 | % | 0.38 | % | 0.38 | % | 0.38 | % | 0.39 | % | ||||||||||||
Net investment income, to average net assets | 3.81 | %(b) | 4.45 | % | 5.12 | % | 4.81 | % | 4.50 | % | 3.99 | % | ||||||||||||
Portfolio turnover rate | 686 | %(a) | 1,014 | %(c) | 530 | % | 503 | % | 487 | % | 1,003 | % |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 83
For the period and years ended:
High Yield Bond | ||||||||||||||||||||||||
June 30, 2010 | December 31, | December 31, | December 31, | December 31, | December 31, | |||||||||||||||||||
(unaudited) | 2009 | 2008 | 2007 | 2006 | 2005 | |||||||||||||||||||
Net assets end of period/year (000’s) | $ | 631,033 | $ | 641,917 | $ | 439,863 | $ | 538,727 | $ | 502,330 | $ | 416,027 | ||||||||||||
Total return | 4.83 | %(a) | 57.21 | % | (28.90 | %) | 2.02 | % | 11.99 | % | 3.34 | % | ||||||||||||
Ratios and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
Before reimbursement | 0.58 | %(b) | 0.59 | % | 0.58 | % | 0.58 | % | 0.59 | % | 0.60 | % | ||||||||||||
After reimbursement | 0.58 | %(b) | 0.59 | % | 0.58 | % | 0.58 | % | 0.59 | % | 0.60 | % | ||||||||||||
Net investment income, to average net assets | 9.01 | %(b) | 10.10 | % | 9.57 | % | 7.97 | % | 7.86 | % | 7.74 | % | ||||||||||||
Portfolio turnover rate | 43 | %(a) | 98 | % | 54 | % | 96 | % | 93 | % | 68 | % | ||||||||||||
Balanced | ||||||||||||||||||||||||
June 30, 2010 | December 31, | December 31, | December 31, | December 31, | December 31, | |||||||||||||||||||
(unaudited) | 2009 | 2008 | 2007 | 2006 | 2005 | |||||||||||||||||||
Net assets end of period/year (000’s) | $ | 118,136 | $ | 137,734 | $ | 168,930 | $ | 318,635 | $ | 381,649 | $ | 410,748 | ||||||||||||
Total return | (1.04 | %)(a) | 23.45 | % | (26.71 | %) | 1.79 | % | 11.74 | % | 5.59 | % | ||||||||||||
Ratios and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
Before reimbursement | 0.56 | %(b) | 0.55 | % | 0.53 | % | 0.52 | % | 0.53 | % | 0.54 | % | ||||||||||||
After reimbursement | 0.50 | %(b) | 0.50 | % | 0.50 | % | 0.50 | % | 0.50 | % | 0.50 | % | ||||||||||||
Net investment income, to average net assets | 2.60 | %(b) | 3.01 | % | 3.45 | % | 2.87 | % | 2.72 | % | 2.25 | % | ||||||||||||
Portfolio turnover rate | 99 | %(a) | 167 | % | 154 | % | 226 | % | 224 | % | 367 | % | ||||||||||||
Large Value | ||||||||||||||||||||||||
June 30, 2010 | December 31, | December 31, | December 31, | December 31, | December 31, | |||||||||||||||||||
(unaudited) | 2009 | 2008 | 2007 | 2006 | 2005 | |||||||||||||||||||
Net assets end of period/year (000’s) | $ | 930,118 | $ | 1,263,463 | $ | 1,450,970 | $ | 3,165,025 | $ | 3,538,944 | $ | 3,018,060 | ||||||||||||
Total return | (5.72 | %)(a) | 16.71 | % | (42.94 | %) | (1.75 | %) | 20.68 | % | 6.88 | % | ||||||||||||
Ratios and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
Before reimbursement | 0.48 | %(b) | 0.48 | % | 0.48 | % | 0.48 | % | 0.48 | % | 0.48 | % | ||||||||||||
After reimbursement | 0.48 | %(b) | 0.48 | % | 0.48 | % | 0.48 | % | 0.48 | % | 0.48 | % | ||||||||||||
Net investment income, to average net assets | 1.81 | %(b) | 2.22 | % | 2.53 | % | 1.68 | % | 1.47 | % | 1.38 | % | ||||||||||||
Portfolio turnover rate | 37 | %(a) | 124 | %(c) | 26 | % | 30 | % | 31 | % | 89 | % | ||||||||||||
Large Core | ||||||||||||||||||||||||
June 30, 2010 | December 31, | December 31, | December 31, | December 31, | December 31, | |||||||||||||||||||
(unaudited) | 2009 | 2008 | 2007 | 2006 | 2005 | |||||||||||||||||||
Net assets end of period/year (000’s) | $ | 233,306 | $ | 280,896 | $ | 281,774 | $ | 903,262 | $ | 1,159,020 | $ | 1,178,759 | ||||||||||||
Total return | (8.21 | %)(a) | 23.36 | % | (36.65 | %) | 2.11 | % | 11.77 | % | 7.12 | % | ||||||||||||
Ratios and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
Before reimbursement | 0.64 | %(b) | 0.62 | % | 0.65 | % | 0.64 | % | 0.63 | % | 0.64 | % | ||||||||||||
After reimbursement | 0.64 | %(b) | 0.62 | % | 0.65 | % | 0.64 | % | 0.63 | % | 0.64 | % | ||||||||||||
Net investment income, to average net assets | 1.50 | %(b) | 1.57 | % | 1.31 | % | 1.08 | % | 1.11 | % | 0.96 | % | ||||||||||||
Portfolio turnover rate | 30 | %(a) | 168 | % | 99 | % | 101 | % | 73 | % | 79 | % |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 84
For the period and years ended:
Large Growth | ||||||||||||||||||||||||
June 30, 2010 | December 31, | December 31, | December 31, | December 31, | December 31, | |||||||||||||||||||
(unaudited) | 2009 | 2008 | 2007 | 2006 | 2005 | |||||||||||||||||||
Net assets end of period/year (000’s) | $ | 1,005,124 | $ | 1,341,520 | $ | 1,130,783 | $ | 2,444,761 | $ | 2,526,917 | $ | 2,587,382 | ||||||||||||
Total return | (7.68 | %)(a) | 35.56 | % | (39.87 | %) | 12.25 | % | 4.12 | % | 7.18 | % | ||||||||||||
Ratios and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
Before reimbursement | 0.66 | %(b) | 0.65 | % | 0.65 | % | 0.65 | % | 0.64 | % | 0.65 | % | ||||||||||||
After reimbursement | 0.65 | %(b) | 0.65 | % | 0.65 | % | 0.65 | % | 0.64 | % | 0.65 | % | ||||||||||||
Net investment income, to average net assets | 0.62 | %(b) | 0.97 | % | 0.92 | % | 0.61 | % | 0.43 | % | 0.34 | % | ||||||||||||
Portfolio turnover rate | 38 | %(a) | 102 | %(c) | 102 | % | 129 | % | 84 | % | 76 | % | ||||||||||||
Mid Value | ||||||||||||||||||||||||
June 30, 2010 | December 31, | December 31, | December 31, | December 31, | December 31, | |||||||||||||||||||
(unaudited) | 2009 | 2008 | 2007 | 2006 | 2005 | |||||||||||||||||||
Net assets end of period/year (000’s) | $ | 746,656 | $ | 808,661 | $ | 630,249 | $ | 998,177 | $ | 936,974 | $ | 641,532 | ||||||||||||
Total return | (3.63 | %)(a) | 32.53 | % | (37.73 | %) | 2.62 | % | 18.33 | % | 9.77 | % | ||||||||||||
Ratios and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
Before reimbursement | 0.69 | %(b) | 0.70 | % | 0.70 | % | 0.70 | % | 0.71 | % | 0.72 | % | ||||||||||||
After reimbursement | 0.69 | %(b) | 0.70 | % | 0.70 | % | 0.70 | % | 0.70 | % | 0.70 | % | ||||||||||||
Net investment income, to average net assets | 1.05 | %(b) | 1.44 | % | 1.69 | % | 1.37 | % | 1.17 | % | 1.28 | % | ||||||||||||
Portfolio turnover rate | 42 | %(a) | 122 | % | 68 | % | 69 | % | 80 | % | 112 | % | ||||||||||||
Mid Growth | ||||||||||||||||||||||||
June 30, 2010 | December 31, | December 31, | December 31, | December 31, | December 31, | |||||||||||||||||||
(unaudited) | 2009 | 2008 | 2007 | 2006 | 2005 | |||||||||||||||||||
Net assets end of period/year (000’s) | $ | 215,504 | $ | 251,749 | $ | 228,966 | $ | 337,189 | $ | 309,909 | $ | 282,950 | ||||||||||||
Total return | (3.46 | %)(a) | 25.24 | % | (41.55 | %) | 30.42 | % | 2.17 | % | 13.42 | % | ||||||||||||
Ratios and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
Before reimbursement | 0.76 | %(b) | 0.76 | % | 0.75 | % | 0.75 | % | 0.75 | % | 0.76 | % | ||||||||||||
After reimbursement | 0.75 | %(b) | 0.75 | % | 0.75 | % | 0.75 | % | 0.75 | % | 0.75 | % | ||||||||||||
Net investment loss, to average net assets | (0.33 | %)(b) | (0.23 | %) | (0.02 | %) | (0.23 | %) | (0.31 | %) | (0.38 | %) | ||||||||||||
Portfolio turnover rate | 115 | %(a) | 214 | % | 158 | % | 152 | % | 151 | % | 142 | % | ||||||||||||
Small Value | ||||||||||||||||||||||||
June 30, 2010 | December 31, | December 31, | December 31, | December 31, | December 31, | |||||||||||||||||||
(unaudited) | 2009 | 2008 | 2007 | 2006 | 2005 | |||||||||||||||||||
Net assets end of period/year (000’s) | $ | 118,204 | $ | 145,727 | $ | 156,628 | $ | 185,137 | $ | 236,317 | $ | 218,749 | ||||||||||||
Total return | (1.94 | %)(a) | 19.64 | % | (26.63 | %) | (7.74 | %) | 9.64 | % | (4.70 | %) | ||||||||||||
Ratios and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
Before reimbursement | 0.87 | %(b) | 0.88 | % | 0.87 | % | 0.87 | % | 0.87 | % | 0.88 | % | ||||||||||||
After reimbursement | 0.85 | %(b) | 0.85 | % | 0.85 | % | 0.85 | % | 0.85 | % | 0.85 | % | ||||||||||||
Net investment income, to average net assets | 0.42 | %(b) | 1.24 | % | 1.94 | % | 1.36 | % | 0.27 | % | 0.10 | % | ||||||||||||
Portfolio turnover rate | 24 | %(a) | 103 | % | 117 | % | 94 | % | 105 | % | 143 | % |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 85
For the period and years ended:
Small Core | ||||||||||||||||||||||||
June 30, 2010 | December 31, | December 31, | December 31, | December 31, | December 31, | |||||||||||||||||||
(unaudited) | 2009 | 2008 | 2007 | 2006 | 2005 | |||||||||||||||||||
Net assets end of period/year (000’s) | $ | 289,143 | $ | 340,044 | $ | 389,662 | $ | 950,197 | $ | 1,211,556 | $ | 1,296,672 | ||||||||||||
Total return | 0.28 | %(a) | 27.64 | % | (36.06 | %) | (4.49 | %) | 11.77 | % | 10.53 | % | ||||||||||||
Ratios and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
Before reimbursement | 0.86 | %(b) | 0.85 | % | 0.85 | % | 0.84 | % | 0.85 | % | 0.85 | % | ||||||||||||
After reimbursement | 0.85 | %(b) | 0.85 | % | 0.85 | % | 0.84 | % | 0.85 | % | 0.85 | % | ||||||||||||
Net investment income, to average net assets | 0.32 | %(b) | 0.67 | % | 0.94 | % | 0.58 | % | 0.29 | % | 0.09 | % | ||||||||||||
Portfolio turnover rate | 32 | %(a) | 88 | % | 106 | % | 97 | % | 86 | % | 92 | % | ||||||||||||
Small Growth | ||||||||||||||||||||||||
June 30, 2010 | December 31, | December 31, | December 31, | December 31, | December 31, | |||||||||||||||||||
(unaudited) | 2009 | 2008 | 2007 | 2006 | 2005 | |||||||||||||||||||
Net assets end of period/year (000’s) | $ | 121,270 | $ | 152,724 | $ | 152,513 | $ | 166,817 | $ | 155,003 | $ | 132,904 | ||||||||||||
Total return | (2.66 | %)(a) | 32.99 | % | (37.87 | %) | 8.64 | % | 8.71 | % | 0.55 | % | ||||||||||||
Ratios and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
Before reimbursement | 0.93 | %(b) | 0.93 | % | 0.93 | % | 0.92 | % | 1.04 | % | 0.98 | % | ||||||||||||
After reimbursement | 0.90 | %(b) | 0.90 | % | 0.90 | % | 0.90 | % | 0.90 | % | 0.90 | % | ||||||||||||
Net investment loss, to average net assets | (0.48 | %)(b) | (0.38 | %) | (0.18 | %) | (0.42 | %) | (0.29 | %) | (0.41 | %) | ||||||||||||
Portfolio turnover rate | 49 | %(a) | 104 | % | 146 | % | 144 | % | 173 | % | 183 | % | ||||||||||||
International Equity | ||||||||||||||||||||||||
June 30, 2010 | December 31, | December 31, | December 31, | December 31, | �� | December 31, | ||||||||||||||||||
(unaudited) | 2009 | 2008 | 2007 | 2006 | 2005 | |||||||||||||||||||
Net assets end of period/year (000’s) | $ | 767,186 | $ | 1,044,049 | $ | 1,100,060 | $ | 2,264,062 | $ | 2,101,152 | $ | 1,721,786 | ||||||||||||
Total return | (8.44 | %)(a) | 26.10 | % | (49.94 | %) | 11.69 | % | 27.31 | % | 11.20 | % | ||||||||||||
Ratios and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
Before reimbursement | 0.83 | %(b) | 0.82 | % | 0.84 | % | 0.87 | % | 0.87 | % | 0.88 | % | ||||||||||||
After reimbursement | 0.83 | %(b) | 0.82 | % | 0.84 | % | 0.87 | % | 0.87 | % | 0.88 | % | ||||||||||||
Net investment income, to average net assets | 2.19 | %(b) | 1.39 | % | 2.78 | % | 2.25 | % | 1.78 | % | 2.03 | % | ||||||||||||
Portfolio turnover rate | 14 | %(a) | 138 | % | 174 | % | 110 | % | 81 | % | 94 | % |
(a) | Not annualized. | |
(b) | Annualized. | |
(c) | Excludes investment securities received in kind. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 |
Page 86
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 87
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Notional | ||||||||
Inflation-Protected Securities | Premium | Amount | ||||||
Balance at December 31, 2009 | $ | 146 | $ | 1,485 | ||||
Sales | — | — | ||||||
Closing Buys | (146 | ) | (1,485 | ) | ||||
Expirations | — | — | ||||||
Exercised | — | — | ||||||
Balance at June 30, 2010 | $ | — | $ | — | ||||
Notional | ||||||||
Core Bond | Premium | Amount | ||||||
Balance at December 31, 2009 | $ | 893 | $ | 2,961 | ||||
Sales | 632 | 585 | ||||||
Closing Buys | (663 | ) | (2,468 | ) | ||||
Expirations | (241 | ) | (508 | ) | ||||
Exercised | — | — | ||||||
Balance at June 30, 2010 | $ | 621 | $ | 570 | ||||
Notional | ||||||||
Balanced | Premium | Amount | ||||||
Balance at December 31, 2009 | $ | 30 | $ | 168 | ||||
Sales | 31 | 121 | ||||||
Closing Buys | (36 | ) | (170 | ) | ||||
Expirations | (13 | ) | (81 | ) | ||||
Exercised | — | — | ||||||
Balance at June 30, 2010 | $ | 12 | $ | 38 | ||||
Transactions in written swaptions were as follows: | ||||||||
Notional | ||||||||
Inflation-Protected Securities | Premium | Amount | ||||||
Balance at December 31, 2009 | $ | 946 | $ | 19,200 | ||||
Sales | 346 | 5,000 | ||||||
Closing Buys | — | — | ||||||
Expirations | — | — | ||||||
Exercised | — | — | ||||||
Balance at June 30, 2010 | $ | 1,292 | $ | 24,200 | ||||
Notional | ||||||||
Core Bond | Premium | Amount | ||||||
Balance at December 31, 2009 | $ | 26,800 | $ | 576,400 | ||||
Sales | 28,291 | 902,800 | ||||||
Closing Buys | (16,038 | ) | (411,260 | ) | ||||
Expirations | (20,748 | ) | (658,740 | ) | ||||
Exercised | — | — | ||||||
Balance at June 30, 2010 | $ | 18,305 | $ | 409,200 | ||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 88
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 89
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 90
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Portfolio | Commissions | |||
Large Growth | $ | 84 | ||
Mid Value | 165 | |||
Mid Growth | 43 | |||
Small Value | 47 | |||
Small Core | 27 | |||
Small Growth | 94 | |||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 91
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 92
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 93
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Investments in | ||||
TFLIC Sub-accounts | Portfolio | |||
Money Market | 4.58 | % | ||
High Quality Bond | 13.27 | |||
Inflation-Protected Securities | 14.90 | |||
Core Bond | 8.85 | |||
High Yield Bond | 5.96 | |||
Balanced | 47.51 | |||
Large Value | 28.57 | |||
Large Core | 46.73 | |||
Large Growth | 27.86 | |||
Mid Value | 4.64 | |||
Mid Growth | 1.91 | |||
Small Value | 2.63 | |||
Small Core | 44.67 | |||
Small Growth | 2.66 | |||
International Equity | 17.71 | |||
Investments in | ||||
CIT Sub-accounts | Portfolio | |||
Money Market | 16.12 | % | ||
High Quality Bond | 39.64 | |||
Inflation-Protected Securities | 14.19 | |||
Core Bond | 29.83 | |||
High Yield Bond | 26.63 | |||
Balanced | 5.24 | |||
Large Value | 19.06 | |||
Large Core | 11.40 | |||
Large Growth | 20.80 | |||
Mid Value | 12.28 | |||
Mid Growth | 37.31 | |||
Small Value | 41.73 | |||
Small Core | 11.60 | |||
Small Growth | 39.36 | |||
International Equity | 27.03 | |||
Investments in | ||||
CTF Sub-accounts | Portfolio | |||
Money Market | 0.27 | % | ||
High Quality Bond | 6.29 | |||
Inflation-Protected Securities | 3.94 | |||
Core Bond | 5.96 | |||
High Yield Bond | 16.06 | |||
Balanced | — | |||
Large Value | 4.22 | |||
Large Core | 3.19 | |||
Large Growth | 2.18 | |||
Mid Value | 24.92 | |||
Mid Growth | 8.82 | |||
Small Value | 4.47 | |||
Small Core | 1.19 | |||
Small Growth | 4.31 | |||
International Equity | 4.64 | |||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 94
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Advisory | ||||
Portfolio | Fee | |||
Money Market | 0.25 | % | ||
High Quality Bond | 0.35 | |||
Inflation-Protected Securities | 0.35 | |||
Core Bond | 0.35 | |||
High Yield Bond | 0.55 | |||
Balanced | 0.45 | |||
Large Value | 0.45 | |||
Large Core | 0.60 | |||
Large Growth | 0.62 | |||
Mid Value | 0.67 | |||
Mid Growth | 0.72 | |||
Small Value | 0.82 | |||
Small Core | 0.80 | |||
Small Growth | 0.87 | |||
International Equity | 0.75 | |||
Portfolio | Expense Cap | |||
Money Market | 0.30 | % | ||
High Quality Bond | 0.40 | |||
Inflation-Protected Securities | 0.40 | |||
Core Bond | 0.40 | |||
High Yield Bond | 0.60 | |||
Balanced | 0.50 | |||
Large Value | 0.50 | |||
Large Core | 0.65 | |||
Large Growth | 0.65 | |||
Mid Value | 0.70 | |||
Mid Growth | 0.75 | |||
Small Value | 0.85 | |||
Small Core | 0.85 | |||
Small Growth | 0.90 | |||
International Equity | 0.90 | |||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 95
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Brokerage | ||||
Portfolio | Commissions | |||
Balanced | $ | 1 | ||
Proceeds from maturities and sales of | ||||||||||||||||
Purchases of securities: | securities: | |||||||||||||||
Portfolio | Long-term | U.S. Government | Long-term | U.S. Government | ||||||||||||
Money Market | $ | — | $ | — | $ | — | $ | — | ||||||||
High Quality Bond | 214,627 | 40,512 | 113,371 | 135,757 | ||||||||||||
Inflation-Protected Securities | — | 210,319 | 111 | 246,834 | ||||||||||||
Core Bond | 11,035,078 | 3,523,979 | 11,140,834 | 3,593,929 | ||||||||||||
High Yield Bond | 265,195 | — | 287,135 | — | ||||||||||||
Balanced | 115,082 | 11,131 | 129,378 | 12,998 | ||||||||||||
Large Value | 410,244 | — | 686,228 | — | ||||||||||||
Large Core | 78,203 | — | 107,359 | — | ||||||||||||
Large Growth | 446,636 | — | 701,758 | — | ||||||||||||
Mid Value | 326,301 | — | 345,416 | — | ||||||||||||
Mid Growth | 273,445 | — | 302,736 | — | ||||||||||||
Small Value | 31,897 | — | 55,417 | — | ||||||||||||
Small Core | 100,111 | — | 151,997 | — | ||||||||||||
Small Growth | 69,501 | — | 97,004 | — | ||||||||||||
International Equity | 129,225 | — | 323,638 | — | ||||||||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 96
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Derivatives not accounted for as hedging instruments
Interest rate | Foreign exchange | |||||||||||
Location | contracts | contracts | Total | |||||||||
Asset derivatives | ||||||||||||
Purchased options and swaptions, at value | $ | 571 | $ | — | $ | 571 | ||||||
Swap agreements, at value | 3,876 | — | 3,876 | |||||||||
Unrealized appreciation on futures contracts | 192 | — | 192 | * | ||||||||
Unrealized appreciation on forward currency contracts | — | 114 | 114 | |||||||||
Liability derivatives | ||||||||||||
Written options and swaptions, at value | (1,371 | ) | — | (1,371 | ) | |||||||
Swap agreements, at value | (4,073 | ) | — | (4,073 | ) | |||||||
Unrealized depreciation on futures contracts | (448 | ) | — | (448) | * | |||||||
Total | $ | (1,253 | ) | $ | 114 | $ | (1,139 | ) | ||||
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
Derivatives not accounted for as hedging instruments
Interest rate | Foreign exchange | |||||||||||
Location | contracts | contracts | Total | |||||||||
Realized Gain/(Loss) on derivatives recognized in income | ||||||||||||
Net realized (loss) on purchased options and swaptions | $ | (125 | ) | $ | — | $ | (125 | ) | ||||
Net realized gain on written options and swaptions | 25 | — | 25 | |||||||||
Net realized gain on swap agreements | 163 | — | 163 | |||||||||
Net realized gain on futures contracts | 2,000 | — | 2,000 | |||||||||
Net realized gain on foreign currency transactions | — | 618 | 618 | |||||||||
Change in Unrealized Appreciation/(Depreciation) on derivatives recognized in income | ||||||||||||
Net (decrease) in unrealized (depreciation) on purchased options and swaptions | (220 | ) | — | (220 | ) | |||||||
Net (decrease) in unrealized (depreciation) on futures contracts | (270 | ) | — | (270 | ) | |||||||
Net (decrease) in unrealized (depreciation) on swap agreements | (992 | ) | — | (992 | ) | |||||||
Net (decrease) in unrealized (depreciation) on written options and swaptions | (374 | ) | — | (374 | ) | |||||||
Net (decrease) in unrealized (depreciation) on translation of assets and liabilities denominated in foreign currencies | — | (38 | ) | (38 | ) | |||||||
Total | $ | 207 | $ | 580 | $ | 787 | ||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 97
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Derivatives not accounted for as hedging instruments
Interest rate | Foreign exchange | Credit | ||||||||||||||
Location | contracts | contracts | contracts | Total | ||||||||||||
Asset Derivatives | ||||||||||||||||
Purchased options and swaptions, at value | $ | 12,582 | $ | — | $ | — | $ | 12,582 | ||||||||
Swap agreements, at value | 18,653 | — | 27 | 18,680 | ||||||||||||
Unrealized appreciation on futures contracts | 3,519 | — | — | 3,519 | * | |||||||||||
Unrealized appreciation on forward currency contracts | — | 474 | — | 474 | ||||||||||||
Liability derivatives | ||||||||||||||||
Written options and swaptions, at value | (19,444 | ) | — | — | (19,444 | ) | ||||||||||
Swap agreements, at value | (28,694 | ) | — | (910 | ) | (29,604 | ) | |||||||||
Unrealized depreciation on futures contracts | (288 | ) | — | — | (288 | )* | ||||||||||
Unrealized depreciation on forward currency contracts | — | (114 | ) | — | (114 | ) | ||||||||||
Total | $ | (13,672 | ) | $ | 360 | $ | (883 | ) | $ | 14,195 | ||||||
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
Derivatives not accounted for as hedging instruments
Interest rate | Foreign exchange | Credit | ||||||||||||||
Location | contracts | contracts | contracts | Total | ||||||||||||
Realized Gain/(Loss) on derivatives recognized in income | ||||||||||||||||
Net realized (loss) on purchased options and swaptions | $ | (4,868 | ) | $ | — | $ | — | $ | (4,868 | ) | ||||||
Net realized gain on written options and swaptions | 14,556 | — | — | 14,556 | ||||||||||||
Net realized gain/(loss) on swap agreements | 3,050 | — | (3,303 | ) | (253 | ) | ||||||||||
Net realized gain on futures contracts | 5,653 | — | — | 5,653 | ||||||||||||
Net realized gain on foreign currency transactions | — | 4,937 | — | 4,937 | ||||||||||||
Change in Unrealized Appreciation/(Depreciation) on derivatives recognized in income | ||||||||||||||||
Net increase in unrealized appreciation on purchased options and swaptions | 1,136 | — | — | 1,136 | ||||||||||||
Net (decrease) in unrealized (depreciation) on written options and swaptions | (8,704 | ) | — | — | (8,704 | ) | ||||||||||
Net increase (decrease) in unrealized appreciation/(depreciation) on swap agreements | (4,751 | ) | — | 2,530 | (2,221 | ) | ||||||||||
Net increase in unrealized appreciation on futures contracts | 8,094 | — | — | 8,094 | ||||||||||||
Net (decrease) in unrealized (depreciation) on translation of assets and liabilities denominated in foreign currencies | — | (1,038 | ) | — | (1,038 | ) | ||||||||||
Total | $ | 14,166 | $ | 3,899 | $ | (773 | ) | $ | 17,292 | |||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 98
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Derivatives not accounted for as hedging instruments
Interest rate | Foreign exchange | Equity | ||||||||||||||
Location | contracts | contracts | contracts | Total | ||||||||||||
Asset Derivatives | ||||||||||||||||
Purchased options and swaptions, at value | $ | 18 | $ | — | $ | — | $ | 18 | ||||||||
Unrealized appreciation on futures contracts | 187 | — | — | 187 | * | |||||||||||
Unrealized appreciation on forward currency contracts | — | 13 | — | 13 | ||||||||||||
Liability derivatives | ||||||||||||||||
Written options and swaptions, at value | (16 | ) | — | — | (16 | ) | ||||||||||
Unrealized depreciation on futures contracts | (69 | ) | — | (54 | ) | (123 | )* | |||||||||
Unrealized depreciation on forward currency contracts | — | (10 | ) | — | (10 | ) | ||||||||||
Total | $ | 120 | $ | 3 | $ | (54 | ) | $ | 69 | |||||||
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
Derivatives not accounted for as hedging instruments
Interest rate | Foreign exchange | Equity | ||||||||||||||
Location | contracts | contracts | contracts | Total | ||||||||||||
Realized Gain/(Loss) on derivatives recognized in income | ||||||||||||||||
Net realized (loss) on purchased options and swaptions | $ | (16 | ) | $ | — | $ | — | $ | (16 | ) | ||||||
Net realized gain on written options and swaptions | 23 | — | — | 23 | ||||||||||||
Net realized (loss) on swap agreements | (133 | ) | — | — | (133 | ) | ||||||||||
Net realized gain/(loss) on futures contracts | 457 | — | (22 | ) | 435 | |||||||||||
Net realized gain on foreign currency transactions | — | 18 | — | 18 | ||||||||||||
Change in Unrealized Appreciation/(Depreciation) on derivatives recognized in income | ||||||||||||||||
Net increase in unrealized appreciation on purchased options and swaptions | 12 | — | — | 12 | ||||||||||||
Net (decrease) in unrealized (depreciation) on written options and swaptions | (9 | ) | — | — | (9 | ) | ||||||||||
Net increase (decrease) in unrealized appreciation/(depreciation) on futures contracts | 146 | — | (27 | ) | 119 | |||||||||||
Net increase in unrealized appreciation on translation of assets and liabilities denominated in foreign currencies | — | 3 | — | 3 | ||||||||||||
Total | $ | 480 | $ | 21 | $ | (49 | ) | $ | 452 | |||||||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 99
At June 30, 2010
(all amounts in thousands)
(Unaudited)
Derivatives not accounted for as hedging instruments
Equity | ||
Location | contracts | |
Liability derivatives | ||
Unrealized depreciation on futures contracts | $(98)* | |
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
Derivatives not accounted for as hedging instruments
Equity | ||||
Location | contracts | |||
Realized Gain/(Loss) on derivatives recognized in income | ||||
Net realized gain on futures contracts | $ | 52 | ||
Change in Unrealized Appreciation/(Depreciation) on derivatives recognized in income | ||||
Net (decrease) in unrealized (depreciation) on futures contracts | (177 | ) | ||
Total | $ | (125 | ) | |
Derivatives not accounted for as hedging instruments
Foreign exchange | ||||
Location | contracts | |||
Asset Derivatives | ||||
Unrealized appreciation on forward foreign currency contracts | $ | 7,486 | ||
Liability derivatives | ||||
Unrealized depreciation on forward foreign currency contracts | (2,182 | ) | ||
Total | $ | 5,304 | ||
Derivatives not accounted for as hedging instruments
Equity | ||||
Location | contracts | |||
Realized Gain/(Loss) on derivatives recognized in income | ||||
Net realized (loss) on foreign currency transactions | $ | (801 | ) | |
Change in Unrealized Appreciation/(Depreciation) on derivatives recognized in income | ||||
Net increase in unrealized appreciation on translation of assets and liabilities denominated in foreign currencies | 5,370 | |||
Total | $ | 4,569 | ||
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
Page 100
At June 30, 2010
(all amounts in thousands)
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT RENEWAL
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT
RENEWAL (Continued)
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT RENEWAL
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT
RENEWAL (Continued)
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT RENEWAL
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT
RENEWAL (Continued)
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT RENEWAL
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT
RENEWAL (Continued)
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT RENEWAL
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT
RENEWAL (Continued)
(Unaudited)
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APPROVAL OF NEW INVESTMENT SUB-ADVISORY AGREEMENTS
(Unaudited)
Transamerica Partners Portfolios | Semi-Annual Report 2010 | |
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APPROVAL OF NEW INVESTMENT SUB-ADVISORY AGREEMENTS (Continued)
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT RENEWAL
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT
RENEWAL (Continued)
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT RENEWAL
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT
RENEWAL (Continued)
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT RENEWAL
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT
RENEWAL (Continued)
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT RENEWAL
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT
RENEWAL (Continued)
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT RENEWAL
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT
RENEWAL (Continued)
(Unaudited)
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APPROVAL OF NEW INVESTMENT SUB-ADVISORY AGREEMENT
(Unaudited)
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APPROVAL OF NEW INVESTMENT SUB-ADVISORY AGREEMENT (Continued)
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT RENEWAL
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT
RENEWAL (Continued)
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT RENEWAL
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT
RENEWAL (Continued)
(Unaudited)
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INVESTMENT ADVISORY AND SUB-ADVISORY AGREEMENTS — CONTRACT RENEWAL
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RENEWAL (Continued)
(Unaudited)
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Page 136
P.O. Box 9012, Clearwater, FL 33758-9012
Customer Service: 1-888-233-4339
(a) | The Registrant’s principal executive officer and principal financial officer evaluated the Registrant’s disclosure controls and procedures within 90 days of this filing and have concluded that the Registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) are appropriately designed to ensure that information required to be disclosed by the Registrant in the reports that it files on Form N-CSR (a) is accumulated and communicated to Registrant’s management, including its principal executive officer and principal financial officer, to allow timely |
decisions regarding required disclosure, and (b) is recorded, processed, summarized and reported, within the time periods specified in the rules and forms adopted by the U.S. Securities and Exchange Commission. | |||
(b) | The Registrant’s principal executive officer and principal financial officer are aware of no change in the Registrant’s internal control over financial reporting that occurred during the Registrant’s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the Registrant’s internal control over financial reporting. |
(a) | (1) Not Applicable |
(2) | Separate certifications for Registrant’s principal executive officer and principal financial officer, as required by Rule 30a-2(a) under the 1940 Act, are attached. | ||
(3) | Not Applicable |
(b) | A certification for Registrant’s principal executive officer and principal financial officer, as required by Rule 30a-2(b) under the 1940 Act, is attached. The certification furnished pursuant to this paragraph is not deemed to be “filed” for purposes of Section 18 of the Securities Act of 1934, or otherwise subject to liability of that section. Such certification is not deemed to be incorporated by reference into any filing under the Securities Act of 1933 or the Securities Exchange Act of 1934, except to the extent that the Registrant specifically incorporates it by reference. |
Transamerica Partners Portfolios | ||||
By: | /s/ John K. Carter | |||
John K. Carter | ||||
Chief Executive Officer | ||||
Date: August 26, 2010 |
By: | /s/ John K. Carter | |||
Chief Executive Officer | ||||
Date: August 26, 2010 | ||||
By: | /s/ Robert A. DeVault, Jr. | |||
Robert A. DeVault, Jr. | ||||
Principal Financial Officer | ||||
Date: August 26, 2010 | ||||
�� |
12(a)(2)(i) | Section 302 N-CSR Certification of Chief Executive Officer | |
12(a)(2)(ii) | Section 302 N-CSR Certification of Principal Financial Officer | |
12(b) | Section 906 N-CSR Certification of Chief Executive Officer and Principal Financial Officer | |