(17)(2)(v) Semi-Annual Report to Shareholders for the period ended April 30, 2011
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April 30, 2011
P.O. Box 9012 • 9012 Clearwater, FL 33758-9012 Distributor:
Transamerica Capital, Inc.
John K. Carter | Christopher A. Staples | |
Chairman of the Board, | Vice President & Chief Investment Officer | |
President & Chief Executive Officer | Transamerica Funds | |
Transamerica Funds |
Actual Expenses | Hypothetical Expenses (B) | |||||||||||||||||||||||
Beginning | Ending Account | Expenses Paid | Ending Account | Expenses Paid | Annualized | |||||||||||||||||||
Fund Name | Account Value | Value | During Period (A) | Value | During Period (A) | Expense Ratio (C) | ||||||||||||||||||
Transamerica Asset Allocation — Conservative Portfolio | ||||||||||||||||||||||||
Class A | $ | 1,000.00 | $ | 1,069.00 | $ | 3.18 | $ | 1,021.72 | $ | 3.11 | 0.62 | % | ||||||||||||
Class B | 1,000.00 | 1,065.80 | 6.51 | 1,018.50 | 6.36 | 1.27 | ||||||||||||||||||
Class C | 1,000.00 | 1,065.20 | 6.20 | 1,018.79 | 6.06 | 1.21 | ||||||||||||||||||
Class I | 1,000.00 | 1,070.30 | 1.39 | 1,023.46 | 1.35 | 0.27 | ||||||||||||||||||
Class R | 1,000.00 | 1,067.60 | 4.46 | 1,020.48 | 4.36 | 0.87 | ||||||||||||||||||
Transamerica Asset Allocation — Growth Portfolio | ||||||||||||||||||||||||
Class A | 1,000.00 | 1,149.50 | 3.52 | 1,021.52 | 3.31 | 0.66 | ||||||||||||||||||
Class B | 1,000.00 | 1,146.10 | 7.18 | 1,018.10 | 6.76 | 1.35 | ||||||||||||||||||
Class C | 1,000.00 | 1,146.10 | 6.76 | 1,018.50 | 6.36 | 1.27 | ||||||||||||||||||
Class I | 1,000.00 | 1,152.00 | 1.44 | 1,023.46 | 1.35 | 0.27 | ||||||||||||||||||
Class R | 1,000.00 | 1,149.00 | 4.37 | 1,020.73 | 4.11 | 0.82 | ||||||||||||||||||
Transamerica Asset Allocation — Moderate Growth Portfolio | ||||||||||||||||||||||||
Class A | 1,000.00 | 1,117.70 | 3.20 | 1,021.77 | 3.06 | 0.61 | ||||||||||||||||||
Class B | 1,000.00 | 1,114.40 | 6.82 | 1,018.35 | 6.51 | 1.30 | ||||||||||||||||||
Class C | 1,000.00 | 1,115.20 | 6.45 | 1,018.70 | 6.16 | 1.23 | ||||||||||||||||||
Class I | 1,000.00 | 1,119.70 | 1.37 | 1,023.51 | 1.30 | 0.26 | ||||||||||||||||||
Class R | 1,000.00 | 1,117.90 | 4.04 | 1,020.98 | 3.86 | 0.77 | ||||||||||||||||||
Transamerica Asset Allocation — Moderate Portfolio | ||||||||||||||||||||||||
Class A | 1,000.00 | 1,091.40 | 3.11 | 1,021.82 | 3.01 | 0.60 | ||||||||||||||||||
Class B | 1,000.00 | 1,088.50 | 6.63 | 1,018.45 | 6.41 | 1.28 | ||||||||||||||||||
Class C | 1,000.00 | 1,089.10 | 6.27 | 1,018.79 | 6.06 | 1.21 | ||||||||||||||||||
Class I | 1,000.00 | 1,093.20 | 1.35 | 1,023.51 | 1.30 | 0.26 | ||||||||||||||||||
Class R | 1,000.00 | 1,090.80 | 4.25 | 1,020.73 | 4.11 | 0.82 | ||||||||||||||||||
Transamerica Multi-Manager Alternative Strategies Portfolio | ||||||||||||||||||||||||
Class A | 1,000.00 | 1,048.70 | 3.86 | 1,021.03 | 3.81 | 0.76 | ||||||||||||||||||
Class C | 1,000.00 | 1,046.10 | 7.15 | 1,017.80 | 7.05 | 1.41 | ||||||||||||||||||
Class I | 1,000.00 | 1,049.60 | 2.03 | 1,022.81 | 2.01 | 0.40 |
Transamerica Funds | Semi-Annual Report 2011 |
Page 1
Actual Expenses | Hypothetical Expenses (B) | |||||||||||||||||||||||
Beginning | Ending Account | Expenses Paid | Ending Account | Expenses Paid | Annualized | |||||||||||||||||||
Fund Name | Account Value | Value | During Period (A) | Value | During Period (A) | Expense Ratio (C) | ||||||||||||||||||
Transamerica Multi-Manager International Portfolio | ||||||||||||||||||||||||
Class A | $ | 1,000.00 | $ | 1,116.40 | $ | 3.46 | $ | 1,021.52 | $ | 3.31 | 0.66 | % | ||||||||||||
Class B | 1,000.00 | 1,112.10 | 7.59 | 1,017.60 | 7.25 | 1.45 | ||||||||||||||||||
Class C | 1,000.00 | 1,112.80 | 6.91 | 1,018.25 | 6.61 | 1.32 | ||||||||||||||||||
Class I | 1,000.00 | 1,117.80 | 1.52 | 1,023.36 | 1.45 | 0.29 |
(A) | Expenses are calculated using the funds’ annualized expense ratios (as disclosed in the table), multiplied by the average account values 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 expenses. | |
(C) | Expense ratios do not include expenses of the investment companies in which the funds invest. |
Transamerica Funds | Semi-Annual Report 2011 |
Page 2
(the following charts summarize the Schedules of Investments of the funds by asset type)
(unaudited)
Transamerica Asset Allocation - Conservative Portfolio | ||||
Bonds | 40.5 | % | ||
U.S. Stocks | 25.5 | |||
Tactical and Specialty | 14.5 | |||
Global/International Stocks | 7.8 | |||
Inflation-Protected Securities | 7.1 | |||
Capital Markets | 4.1 | |||
Capital Preservation | 0.5 | |||
Other Assets and Liabilities - net | (0.0) | * | ||
Total | 100.0 | % | ||
Transamerica Asset Allocation - Growth Portfolio | ||||
U.S. Stocks | 58.7 | % | ||
Global/International Stocks | 22.7 | |||
Capital Markets | 10.7 | |||
Tactical and Specialty | 8.1 | |||
Capital Preservation | 0.0 | * | ||
Other Assets and Liabilities - net | (0.2 | ) | ||
Total | 100.0 | % | ||
Transamerica Asset Allocation - Moderate Growth Portfolio | ||||
U.S. Stocks | 45.1 | % | ||
Global/International Stocks | 18.0 | |||
Tactical and Specialty | 14.5 | |||
Bonds | 13.8 | |||
Capital Markets | 7.7 | |||
Inflation-Protected Securities | 1.1 | |||
Capital Preservation | 0.0 | * | ||
Other Assets and Liabilities - net | (0.2 | ) | ||
Total | 100.0 | % | ||
Transamerica Asset Allocation - Moderate Portfolio | ||||
U.S. Stocks | 34.7 | % | ||
Bonds | 27.5 | |||
Tactical and Specialty | 16.9 | |||
Global/International Stocks | 10.8 | |||
Capital Markets | 5.2 | |||
Inflation-Protected Securities | 4.7 | |||
Capital Preservation | 0.2 | |||
Other Assets and Liabilities - net | (0.0) | * | ||
Total | 100.0 | % | ||
Transamerica Multi-Manager Alternative Strategies Portfolio | ||||
Tactical and Specialty | 91.7 | % | ||
Inflation-Protected Securities | 4.6 | |||
Bonds | 1.5 | |||
Capital Preservation | 1.4 | |||
Other Assets and Liabilities - net | 0.8 | |||
Total | 100.0 | % | ||
Transamerica Multi-Manager International Portfolio | ||||
Global/International Stocks | 91.8 | % | ||
Tactical and Specialty | 8.3 | |||
Other Assets and Liabilities - net | (0.1 | ) | ||
Total | 100.0 | % | ||
* | Percentage rounds to less than 0.1% or (0.1)%. |
Transamerica Funds | Semi-Annual Report 2011 |
Page 3
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
INVESTMENT COMPANIES - 100.0% € Bonds - 40.5% | ||||||||
Transamerica AEGON Flexible Income | 1,878,159 | $ | 17,223 | |||||
Transamerica AEGON High Yield Bond | 7,850,500 | 74,423 | ||||||
Transamerica AEGON Short-Term Bond | 10,622,980 | 109,629 | ||||||
Transamerica JPMorgan Core Bond | 7,839,415 | 80,981 | ||||||
Transamerica JPMorgan International Bond | 714,148 | 8,048 | ||||||
Transamerica Morgan Stanley Emerging Markets Debt | 3,132,442 | 33,016 | ||||||
Transamerica PIMCO Total Return | 17,624,638 | 181,357 | ||||||
Capital Markets - 4.1% | ||||||||
Transamerica WMC Quality Value | 4,406,004 | 51,154 | ||||||
Capital Preservation - 0.5% | ||||||||
Transamerica AEGON Money Market | 5,716,740 | 5,717 | ||||||
Global/International Stocks - 7.8% | ||||||||
Transamerica Hansberger International Value | 546,821 | 4,670 | ||||||
Transamerica MFS International Equity | 1,595,762 | 15,607 | ||||||
Transamerica Neuberger Berman International | 1,251,375 | 12,914 | ||||||
Transamerica Oppenheimer Developing Markets | 1,030,354 | 14,775 | ||||||
Transamerica Schroders International Small Cap | 1,805,575 | 20,096 | ||||||
Transamerica Thornburg International Value | 1,812,195 | 22,743 | ||||||
Transamerica WMC Emerging Markets | 495,565 | 6,978 | ||||||
Inflation-Protected Securities - 7.1% | ||||||||
Transamerica PIMCO Real Return TIPS | 7,970,124 | 87,910 | ||||||
Tactical and Specialty - 14.5% | ||||||||
Transamerica AQR Managed Futures Strategy | 2,755,434 | 28,574 | ||||||
Transamerica BlackRock Global Allocation | 2,003,824 | 23,805 | ||||||
Transamerica Clarion Global Real Estate Securities | 79,371 | 1,027 | ||||||
Transamerica Federated Market Opportunity | 402,707 | 3,580 | ||||||
Transamerica First Quadrant Global Macro ‡ | 1,997,738 | 12,146 | ||||||
Transamerica Goldman Sachs Commodity Strategy | 1,252,484 | 15,694 | ||||||
Transamerica JPMorgan Long/Short Strategy ‡ | 1,259,416 | 10,277 | ||||||
Transamerica Loomis Sayles Bond | 7,653,599 | 86,027 | ||||||
U.S. Stocks - 25.5% | ||||||||
Transamerica BlackRock Large Cap Value | 5,301,779 | 52,434 | ||||||
Transamerica Jennison Growth | 5,468,062 | 74,091 | ||||||
Transamerica JPMorgan Mid Cap Value | 1,084,873 | 12,856 | ||||||
Transamerica Morgan Stanley Growth Opportunities | 1,051,004 | 13,884 | ||||||
Transamerica Morgan Stanley Mid-Cap Growth | 937,895 | 14,134 | ||||||
Transamerica Morgan Stanley Small Company Growth | 750,879 | 10,242 | ||||||
Transamerica Oppenheimer Small- & Mid-Cap Value | 1,113,197 | 12,457 | ||||||
Transamerica Third Avenue Value | 931,829 | 22,839 | ||||||
Transamerica UBS Large Cap Value | 2,424,842 | 25,534 | ||||||
Transamerica WMC Diversified Equity | 2,325,665 | 37,583 | ||||||
Transamerica WMC Diversified Growth ‡ | 3,906,842 | 41,530 | ||||||
Total Investment Companies (cost $1,090,494) # | 1,245,955 | |||||||
Other Assets and Liabilities - Net | (223 | ) | ||||||
Net Assets | $ | 1,245,732 | ||||||
€ | The fund invests its assets in the I2 share class of the affiliated Transamerica Funds. | |
‡ | Non-income producing security. | |
# | Aggregate cost for federal income tax purposes is $1,090,494. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $159,691 and $4,230, respectively. Net unrealized appreciation for tax purposes is $155,461. |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Prices | Inputs | Inputs | 04/30/2011 | |||||||||||||
Investment Companies | $ | 1,245,955 | $ | — | $ | — | $ | 1,245,955 |
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 | |||
Page 4 |
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
INVESTMENT COMPANIES - 100.2% € | ||||||||
Capital Markets - 10.7% | ||||||||
Transamerica WMC Quality Value | 16,340,658 | $ | 189,715 | |||||
Capital Preservation - 0.0% ∞ | ||||||||
Transamerica AEGON Money Market | 60,234 | 60 | ||||||
Global/International Stocks - 22.7% | ||||||||
Transamerica Hansberger International Value | 4,249,024 | 36,287 | ||||||
Transamerica MFS International Equity | 3,678,828 | 35,979 | ||||||
Transamerica Neuberger Berman International | 8,237,345 | 85,009 | ||||||
Transamerica Oppenheimer Developing Markets | 6,404,946 | 91,846 | ||||||
Transamerica Schroders International Small Cap | 7,187,917 | 80,002 | ||||||
Transamerica Thornburg International Value | 5,095,934 | 63,954 | ||||||
Transamerica WMC Emerging Markets | 628,384 | 8,848 | ||||||
Tactical and Specialty - 8.1% | ||||||||
Transamerica AQR Managed Futures Strategy | 1,509,620 | 15,655 | ||||||
Transamerica BlackRock Global Allocation | 2,223,374 | 26,414 | ||||||
Transamerica Clarion Global Real Estate Securities | 5,880,174 | 76,090 | ||||||
Transamerica Federated Market Opportunity | 15,451 | 137 | ||||||
Transamerica First Quadrant Global Macro ‡ | 2,521,299 | 15,329 | ||||||
Transamerica Goldman Sachs Commodity Strategy | 61,802 | 774 | ||||||
Transamerica JPMorgan Long/Short Strategy ‡ | 1,153,222 | 9,410 | ||||||
U.S. Stocks - 58.7% | ||||||||
Transamerica BlackRock Large Cap Value | 19,775,846 | 195,582 | ||||||
Transamerica Jennison Growth | 20,179,683 | 273,434 | ||||||
Transamerica JPMorgan Mid Cap Value | 3,460,065 | 41,002 | ||||||
Transamerica Morgan Stanley Growth Opportunities | 1,330,731 | 17,579 | ||||||
Transamerica Morgan Stanley Mid-Cap Growth | 3,111,732 | 46,894 | ||||||
Transamerica Morgan Stanley Small Company Growth | 2,276,295 | 31,049 | ||||||
Transamerica Oppenheimer Small- & Mid-Cap Value | 3,959,929 | 44,312 | ||||||
Transamerica Third Avenue Value | 2,415,776 | 59,211 | ||||||
Transamerica UBS Large Cap Value | 8,948,985 | 94,233 | ||||||
Transamerica WMC Diversified Equity | 6,921,692 | 111,855 | ||||||
Transamerica WMC Diversified Growth ‡ | 11,766,952 | 125,083 | ||||||
Total Investment Companies (cost $1,411,881) # | 1,775,743 | |||||||
Other Assets and Liabilities - Net | (3,564 | ) | ||||||
Net Assets | $ | 1,772,179 | ||||||
€ | The fund invests its assets in the I2 share class of the affiliated Transamerica Funds. | |
∞ | Percentage rounds to less than 0.1%. | |
‡ | Non-income producing security. | |
# | Aggregate cost for federal income tax purposes is $1,411,881. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $393,442 and $29,580, respectively. Net unrealized appreciation for tax purposes is $363,862. |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Prices | Inputs | Inputs | 04/30/2011 | |||||||||||||
Investment Companies | $ | 1,775,743 | $ | — | $ | — | $ | 1,775,743 |
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 | |||
Page 5 |
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
INVESTMENT COMPANIES - 100.2% € | ||||||||
Bonds - 13.8% | ||||||||
Transamerica AEGON Flexible Income | 69,607 | $ | 638 | |||||
Transamerica AEGON High Yield Bond | 11,136,068 | 105,570 | ||||||
Transamerica AEGON Short-Term Bond | 5,847,491 | 60,346 | ||||||
Transamerica JPMorgan Core Bond | 3,562,375 | 36,799 | ||||||
Transamerica JPMorgan International Bond | 5,879,730 | 66,265 | ||||||
Transamerica Morgan Stanley Emerging Markets Debt | 4,553,243 | 47,991 | ||||||
Transamerica PIMCO Total Return | 15,966,794 | 164,299 | ||||||
Capital Markets - 7.7% | ||||||||
Transamerica WMC Quality Value | 23,231,402 | 269,717 | ||||||
Capital Preservation - 0.0% ∞ | ||||||||
Transamerica AEGON Money Market | 196,112 | 196 | ||||||
Global/International Stocks - 18.0% | ||||||||
Transamerica Hansberger International Value | 6,071,023 | 51,847 | ||||||
Transamerica MFS International Equity | 6,436,798 | 62,952 | ||||||
Transamerica Neuberger Berman International | 12,481,019 | 128,804 | ||||||
Transamerica Oppenheimer Developing Markets | 9,328,741 | 133,775 | ||||||
Transamerica Schroders International Small Cap | 8,416,395 | 93,674 | ||||||
Transamerica Thornburg International Value | 8,605,503 | 107,999 | ||||||
Transamerica WMC Emerging Markets | 3,569,204 | 50,254 | ||||||
Inflation-Protected Securities - 1.1% | ||||||||
Transamerica PIMCO Real Return TIPS | 3,556,969 | 39,233 | ||||||
Tactical and Specialty - 14.5% | ||||||||
Transamerica AQR Managed Futures Strategy | 9,646,630 | 100,036 | ||||||
Transamerica BlackRock Global Allocation | 6,796,948 | 80,748 | ||||||
Transamerica Clarion Global Real Estate Securities | 8,240,486 | 106,631 | ||||||
Transamerica Federated Market Opportunity | 101,588 | 903 | ||||||
Transamerica First Quadrant Global Macro ‡ | 5,832,762 | 35,463 | ||||||
Transamerica Goldman Sachs Commodity Strategy | 6,543,633 | 81,992 | ||||||
Transamerica JPMorgan Long/Short Strategy ‡ | 2,896,378 | 23,634 | ||||||
Transamerica Loomis Sayles Bond | 6,694,909 | 75,251 | ||||||
U.S. Stocks - 45.1% | ||||||||
Transamerica BlackRock Large Cap Value | 28,180,374 | 278,704 | ||||||
Transamerica Jennison Growth | 21,946,535 | 297,375 | ||||||
Transamerica JPMorgan Mid Cap Value | 7,494,295 | 88,807 | ||||||
Transamerica Morgan Stanley Growth Opportunities | 4,093,481 | 54,075 | ||||||
Transamerica Morgan Stanley Mid-Cap Growth | 4,647,785 | 70,042 | ||||||
Transamerica Morgan Stanley Small Company Growth | 2,281,688 | 31,122 | ||||||
Transamerica Oppenheimer Small- & Mid-Cap Value | 6,184,281 | 69,202 | ||||||
Transamerica Third Avenue Value | 4,093,819 | 100,340 | ||||||
Transamerica UBS Large Cap Value | 12,852,473 | 135,337 | ||||||
Transamerica WMC Diversified Equity | 13,264,415 | 214,353 | ||||||
Transamerica WMC Diversified Growth ‡ | 22,002,370 | 233,885 | ||||||
Total Investment Companies (cost $2,932,035) # | 3,498,259 | |||||||
Other Assets and Liabilities - Net | (5,831 | ) | ||||||
Net Assets | $ | 3,492,428 | ||||||
€ | The fund invests its assets in the I2 share class of the affiliated Transamerica Funds. | |
∞ | Percentage rounds to less than 0.1%. | |
‡ | Non-income producing security. | |
# | Aggregate cost for federal income tax purposes is $2,932,035. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $616,588 and $50,364, respectively. Net unrealized appreciation for tax purposes is $566,224. |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Prices | Inputs | Inputs | 04/30/2011 | |||||||||||||
Investment Companies | $ | 3,498,259 | $ | — | $ | — | $ | 3,498,259 |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 | |||
Page 6 |
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
INVESTMENT COMPANIES - 100.0% € | ||||||||
Bonds - 27.5% | ||||||||
Transamerica AEGON Flexible Income | 5,049,886 | $ | 46,307 | |||||
Transamerica AEGON High Yield Bond | 12,287,848 | 116,489 | ||||||
Transamerica AEGON Short-Term Bond | 12,443,655 | 128,419 | ||||||
Transamerica JPMorgan Core Bond | 5,176,280 | 53,471 | ||||||
Transamerica JPMorgan International Bond | 2,511,731 | 28,307 | ||||||
Transamerica Morgan Stanley Emerging Markets Debt | 4,564,572 | 48,111 | ||||||
Transamerica PIMCO Total Return | 23,542,693 | 242,254 | ||||||
Capital Markets - 5.2% | ||||||||
Transamerica WMC Quality Value | 10,833,755 | 125,780 | ||||||
Capital Preservation - 0.2% | ||||||||
Transamerica AEGON Money Market | 4,540,594 | 4,541 | ||||||
Global/International Stocks - 10.8% | ||||||||
Transamerica Hansberger International Value | 2,068,531 | 17,665 | ||||||
Transamerica MFS International Equity | 4,454,698 | 43,567 | ||||||
Transamerica Neuberger Berman International | 3,753,833 | 38,740 | ||||||
Transamerica Oppenheimer Developing Markets | 2,633,669 | 37,767 | ||||||
Transamerica Schroders International Small Cap | 4,819,834 | 53,645 | ||||||
Transamerica Thornburg International Value | 3,738,740 | 46,921 | ||||||
Transamerica WMC Emerging Markets | 1,549,244 | 21,813 | ||||||
Inflation-Protected Securities - 4.7% | ||||||||
Transamerica PIMCO Real Return TIPS | 10,276,951 | 113,355 | ||||||
Tactical and Specialty - 16.9% | ||||||||
Transamerica AQR Managed Futures Strategy | 6,712,171 | 69,605 | ||||||
Transamerica BlackRock Global Allocation | 4,129,655 | 49,060 | ||||||
Transamerica Clarion Global Real Estate Securities | 3,647,371 | 47,197 | ||||||
Transamerica Federated Market Opportunity | 1,503,793 | 13,369 | ||||||
Transamerica First Quadrant Global Macro ‡ | 3,462,597 | 21,053 | ||||||
Transamerica Goldman Sachs Commodity Strategy | 3,321,471 | 41,618 | ||||||
Transamerica JPMorgan Long/Short Strategy ‡ | 2,048,012 | 16,712 | ||||||
Transamerica Loomis Sayles Bond | 13,384,543 | 150,442 | ||||||
U.S. Stocks - 34.7% | ||||||||
Transamerica BlackRock Large Cap Value | 12,983,055 | 128,402 | ||||||
Transamerica Jennison Growth | 12,968,139 | 175,717 | ||||||
Transamerica JPMorgan Mid Cap Value | 3,969,427 | 47,038 | ||||||
Transamerica Morgan Stanley Growth Opportunities | 3,739,738 | 49,402 | ||||||
Transamerica Morgan Stanley Mid-Cap Growth | 2,519,514 | 37,969 | ||||||
Transamerica Morgan Stanley Small Company Growth | 1,401,129 | 19,111 | ||||||
Transamerica Oppenheimer Small- & Mid-Cap Value | 3,367,804 | 37,686 | ||||||
Transamerica Third Avenue Value | 1,987,663 | 48,718 | ||||||
Transamerica UBS Large Cap Value | 5,965,011 | 62,812 | ||||||
Transamerica WMC Diversified Equity | 6,060,833 | 97,943 | ||||||
Transamerica WMC Diversified Growth ‡ | 12,723,763 | 135,253 | ||||||
Total Investment Companies (cost $2,076,130) # | 2,416,259 | |||||||
Other Assets and Liabilities - Net | (292 | ) | ||||||
Net Assets | $ | 2,415,967 | ||||||
€ | The fund invests its assets in the I2 share class of the affiliated Transamerica Funds. | |
‡ | Non-income producing security. | |
# | Aggregate cost for federal income tax purposes is $2,076,130. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $356,005 and $15,876, respectively. Net unrealized appreciation for tax purposes is $340,129. |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Prices | Inputs | Inputs | 04/30/2011 | |||||||||||||
Investment Companies | $ | 2,416,259 | $ | — | $ | — | $ | 2,416,259 |
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 | |||
Page 7 |
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
INVESTMENT COMPANIES - 99.2% € | ||||||||
Bonds - 1.5% | ||||||||
Transamerica AEGON High Yield Bond | 339,974 | $ | 3,223 | |||||
Transamerica Morgan Stanley Emerging Markets Debt | 213,375 | 2,249 | ||||||
Capital Preservation - 1.4% | ||||||||
Transamerica AEGON Money Market | 5,091,608 | 5,092 | ||||||
Inflation-Protected Securities - 4.6% | ||||||||
Transamerica PIMCO Real Return TIPS | 1,535,380 | 16,935 | ||||||
Tactical and Specialty - 91.7% | ||||||||
Transamerica AQR Managed Futures Strategy | 4,362,606 | 45,240 | ||||||
Transamerica BlackRock Global Allocation | 3,194,966 | 37,956 | ||||||
Transamerica Clarion Global Real Estate Securities | 2,236,802 | 28,944 | ||||||
Transamerica Federated Market Opportunity | 3,839,611 | 34,134 | ||||||
Transamerica First Quadrant Global Macro ‡ | 8,416,894 | 51,175 | ||||||
Transamerica Goldman Sachs Commodity Strategy | 3,189,605 | 39,966 | ||||||
Transamerica JPMorgan Long/Short Strategy ‡ | 6,303,643 | 51,438 | ||||||
Transamerica Loomis Sayles Bond | 4,099,551 | 46,079 | ||||||
Total Investment Companies (cost $352,921) # | 362,431 | |||||||
Other Assets and Liabilities — Net | 3,043 | |||||||
Net Assets | $ | 365,474 | ||||||
€ | The fund invests its assets in the I2 share class of the affiliated Transamerica Funds. | |
‡ | Non-income producing security. | |
# | Aggregate cost for federal income tax purposes is $352,921. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $19,230 and $9,720, respectively. Net unrealized appreciation for tax purposes is $9,510. |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Prices | Inputs | Inputs | 04/30/2011 | |||||||||||||
Investment Companies | $ | 362,431 | $ | — | $ | — | $ | 362,431 |
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 8
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
INVESTMENT COMPANIES - 100.1% € | ||||||||
Global/International Stocks - 91.8% | ||||||||
Transamerica Hansberger International Value | 3,986,670 | $ | 34,046 | |||||
Transamerica MFS International Equity | 6,320,702 | 61,816 | ||||||
Transamerica Neuberger Berman International | 3,978,471 | 41,058 | ||||||
Transamerica Oppenheimer Developing Markets | 3,310,622 | 47,474 | ||||||
Transamerica Schroders International Small Cap | 4,382,932 | 48,782 | ||||||
Transamerica Thornburg International Value | 5,453,681 | 68,444 | ||||||
Transamerica WMC Emerging Markets | 2,387,825 | 33,621 | ||||||
Tactical and Specialty - 8.3% | ||||||||
Transamerica BlackRock Global Allocation | 1,378,054 | 16,371 | ||||||
Transamerica Clarion Global Real Estate Securities | 1,076,783 | 13,934 | ||||||
Total Investment Companies (cost $321,498) # | 365,546 | |||||||
Other Assets and Liabilities — Net | (386 | ) | ||||||
Net Assets | $ | 365,160 | ||||||
€ | The fund invests its assets in the I2 share class of the affiliated Transamerica Funds. | |
# | Aggregate cost for federal income tax purposes is $321,498. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $61,477 and $17,429, respectively. Net unrealized appreciation for tax purposes is $44,048. |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Prices | Inputs | Inputs | 04/30/2011 | |||||||||||||
Investment Companies | $ | 365,546 | $ | — | $ | — | $ | 365,546 |
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 9
At April 30, 2011
(all amounts except per share amounts in thousands)
(unaudited)
Transamerica | ||||||||||||||||||||||||
Transamerica | Transamerica | Asset | Transamerica | Transamerica | ||||||||||||||||||||
Asset | Asset | Allocation - | Asset | Multi-Manager | Transamerica | |||||||||||||||||||
Allocation - | Allocation - | Moderate | Allocation - | Alternative | Multi-Manager | |||||||||||||||||||
Conservative | Growth | Growth | Moderate | Strategies | International | |||||||||||||||||||
Portfolio | Portfolio | Portfolio | Portfolio | Portfolio | Portfolio | |||||||||||||||||||
Assets: | ||||||||||||||||||||||||
Investments in affiliated investment companies, at value | $ | 1,245,955 | $ | 1,775,743 | $ | 3,498,259 | $ | 2,416,259 | $ | 362,431 | $ | 365,546 | ||||||||||||
Receivables: | ||||||||||||||||||||||||
Investment securities sold | 296 | 1,631 | 1,111 | — | — | — | ||||||||||||||||||
Shares of beneficial interest sold | 2,921 | 2,729 | 5,600 | 5,451 | 5,446 | 1,014 | ||||||||||||||||||
Dividends | 166 | — | (A) | 91 | 194 | — | (A) | — | ||||||||||||||||
Other | 2 | 4 | 7 | 5 | 1 | 1 | ||||||||||||||||||
Prepaid expenses | 5 | 7 | 14 | 10 | 1 | 1 | ||||||||||||||||||
$ | 1,249,345 | $ | 1,780,114 | $ | 3,505,082 | $ | 2,421,919 | $ | 367,879 | $ | 366,562 | |||||||||||||
Liabilities: | ||||||||||||||||||||||||
Accounts payable and accrued liabilities: | ||||||||||||||||||||||||
Investment securities purchased | $ | — | $ | — | $ | — | $ | 1 | $ | 524 | $ | 149 | ||||||||||||
Shares of beneficial interest redeemed | 2,610 | 6,509 | 9,895 | 4,082 | 1,606 | 988 | ||||||||||||||||||
Management and advisory fees | 98 | 138 | 272 | 188 | 55 | 29 | ||||||||||||||||||
Distribution and service fees | 703 | 994 | 2,013 | 1,375 | 144 | 177 | ||||||||||||||||||
Trustees fees | 2 | 2 | 5 | 3 | — | (A) | — | (A) | ||||||||||||||||
Transfer agent fees | 90 | 195 | 284 | 154 | 29 | 36 | ||||||||||||||||||
Administration fees | 12 | 17 | 34 | 24 | 4 | 3 | ||||||||||||||||||
Due to custodian | 18 | — | 2 | 2 | — | — | ||||||||||||||||||
Other | 80 | 80 | 149 | 123 | 43 | 20 | ||||||||||||||||||
$ | 3,613 | $ | 7,935 | $ | 12,654 | $ | 5,952 | $ | 2,405 | $ | 1,402 | |||||||||||||
Net assets | $ | 1,245,732 | $ | 1,772,179 | $ | 3,492,428 | $ | 2,415,967 | $ | 365,474 | $ | 365,160 | ||||||||||||
Net assets consist of: | ||||||||||||||||||||||||
Shares of beneficial interest, unlimited shares authorized, no par value | 1,130,931 | 1,655,801 | 3,223,041 | 2,174,607 | 361,623 | 409,967 | ||||||||||||||||||
Undistributed (accumulated) net investment income (loss) | 911 | 7,577 | 4,717 | 3,199 | 2,017 | 2,719 | ||||||||||||||||||
Undistributed (accumulated) net realized gain (loss) from investments in affiliated investment companies | (41,571 | ) | (255,061 | ) | (301,554 | ) | (101,968 | ) | (7,676 | ) | (91,574 | ) | ||||||||||||
Net unrealized appreciation (depreciation) on investments in affiliated investment companies | 155,461 | 363,862 | 566,224 | 340,129 | 9,510 | 44,048 | ||||||||||||||||||
Net assets | $ | 1,245,732 | $ | 1,772,179 | $ | 3,492,428 | $ | 2,415,967 | $ | 365,474 | $ | 365,160 | ||||||||||||
Net assets by class: | ||||||||||||||||||||||||
Class A | $ | 511,955 | $ | 732,330 | $ | 1,354,605 | $ | 959,334 | $ | 159,801 | $ | 156,327 | ||||||||||||
Class B | 101,830 | 185,747 | 374,946 | 203,956 | 18,340 | |||||||||||||||||||
Class C | 615,647 | 833,438 | 1,732,734 | 1,224,251 | 131,703 | 155,674 | ||||||||||||||||||
Class I | 13,800 | 16,560 | 24,188 | 23,769 | 73,970 | 34,819 | ||||||||||||||||||
Class R | 2,500 | 4,104 | 5,955 | 4,657 | ||||||||||||||||||||
Shares outstanding: | ||||||||||||||||||||||||
Class A | 43,437 | 56,330 | 106,063 | 77,353 | 15,623 | 14,346 | ||||||||||||||||||
Class B | 8,684 | 14,611 | 29,384 | 16,428 | 1,694 | |||||||||||||||||||
Class C | 52,569 | 65,572 | 136,238 | 99,163 | 12,953 | 14,378 | ||||||||||||||||||
Class I | 1,169 | 1,273 | 1,894 | 1,916 | 7,227 | 3,197 | ||||||||||||||||||
Class R | 211 | 318 | 468 | 377 | ||||||||||||||||||||
Net asset value per share: | ||||||||||||||||||||||||
Class A | $ | 11.79 | $ | 13.00 | $ | 12.77 | $ | 12.40 | $ | 10.23 | $ | 10.90 | ||||||||||||
Class B | 11.73 | 12.71 | 12.76 | 12.42 | 10.83 | |||||||||||||||||||
Class C | 11.71 | 12.71 | 12.72 | 12.35 | 10.17 | 10.83 | ||||||||||||||||||
Class I | 11.81 | 13.01 | 12.77 | 12.40 | 10.23 | 10.89 | ||||||||||||||||||
Class R | 11.86 | 12.90 | 12.72 | 12.34 | ||||||||||||||||||||
Maximum offering price per share: (B) | ||||||||||||||||||||||||
Class A | $ | 12.48 | $ | 13.76 | $ | 13.51 | $ | 13.12 | $ | 10.83 | $ | 11.53 | ||||||||||||
Investments in affiliated investment companies, at cost | $ | 1,090,494 | $ | 1,411,881 | $ | 2,932,035 | $ | 2,076,130 | $ | 352,921 | $ | 321,498 | ||||||||||||
(A) | Amount rounds to less than $1. | |
(B) | Includes the maximum selling commission (represented as a percentage of offering price) which is reduced on certain levels of sales as set forth in the Prospectus. Net asset value per share for Classes B, C, I, and R shares represents offering price. The redemption price for Classes B and C shares equals net asset value less any applicable contingent deferred sales charge. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 10
For the period ended April 30, 2011
(all amounts in thousands)
(unaudited)
Transamerica | ||||||||||||||||||||||||
Transamerica | Transamerica | Transamerica | Transamerica | Multi-Manager | Transamerica | |||||||||||||||||||
Asset Allocation | Asset Allocation | Asset Allocation | Asset Allocation | Alternative | Multi-Manager | |||||||||||||||||||
- Conservative | - Growth | - Moderate | - Moderate | Strategies | International | |||||||||||||||||||
Portfolio | Portfolio | Growth Portfolio | Portfolio | Portfolio | Portfolio | |||||||||||||||||||
Investment income: | ||||||||||||||||||||||||
Dividend income from affiliated investment companies | $ | 25,255 | $ | 17,825 | $ | 55,044 | $ | 43,787 | $ | 4,900 | $ | 4,714 | ||||||||||||
Expenses: | ||||||||||||||||||||||||
Management and advisory | 601 | 835 | 1,643 | 1,138 | 306 | 168 | ||||||||||||||||||
Distribution and service: | ||||||||||||||||||||||||
Class A | 857 | 1,182 | 2,190 | 1,553 | 242 | 246 | ||||||||||||||||||
Class B | 529 | 914 | 1,862 | 1,040 | 89 | |||||||||||||||||||
Class C | 2,963 | 3,964 | 8,179 | 5,780 | 593 | 732 | ||||||||||||||||||
Class R | 8 | 10 | 14 | 11 | ||||||||||||||||||||
Transfer agent: | ||||||||||||||||||||||||
Class A | 318 | 588 | 812 | 501 | 98 | 106 | ||||||||||||||||||
Class B | 67 | 192 | 308 | 150 | 27 | |||||||||||||||||||
Class C | 210 | 538 | 846 | 457 | 86 | 117 | ||||||||||||||||||
Class I | 7 | 9 | 13 | 13 | 32 | 19 | ||||||||||||||||||
Class R | 4 | 4 | 4 | 4 | ||||||||||||||||||||
Printing and shareholder reports | 43 | 72 | 128 | 83 | 15 | 18 | ||||||||||||||||||
Custody | 20 | 25 | 44 | 32 | 6 | 7 | ||||||||||||||||||
Administration | 75 | 104 | 205 | 142 | 19 | 21 | ||||||||||||||||||
Legal | 19 | 26 | 51 | 36 | 5 | 5 | ||||||||||||||||||
Audit and tax | 5 | 6 | 7 | 6 | 5 | 5 | ||||||||||||||||||
Trustees | 11 | 14 | 28 | 19 | 2 | 3 | ||||||||||||||||||
Registration | 88 | 87 | 115 | 106 | 56 | 46 | ||||||||||||||||||
Other | 13 | 17 | 31 | 24 | 4 | 4 | ||||||||||||||||||
Total expenses | 5,838 | 8,587 | 16,480 | 11,095 | 1,469 | 1,613 | ||||||||||||||||||
Net of reimbursement of class expenses Class B | — | — | — | — | — | (1 | ) | |||||||||||||||||
Total reimbursed expenses | — | — | — | — | — | (1 | ) | |||||||||||||||||
Net expenses | 5,838 | 8,587 | 16,480 | 11,095 | 1,469 | 1,612 | ||||||||||||||||||
Net investment income | 19,417 | 9,238 | 38,564 | 32,692 | 3,431 | 3,102 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments in affiliated investment companies: | ||||||||||||||||||||||||
Realized gain (loss) from investments in affiliated investment companies | (10,083 | ) | (40,558 | ) | (47,418 | ) | (27,461 | ) | 1,059 | (1,092 | ) | |||||||||||||
Realized gain distributions from investments in affiliated investment companies | 10,656 | 4,760 | 19,998 | 18,256 | 1,849 | 3,903 | ||||||||||||||||||
573 | (35,798 | ) | (27,420 | ) | (9,205 | ) | 2,908 | 2,811 | ||||||||||||||||
Increase in unrealized appreciation (depreciation) on investments in affiliated investment companies | 58,977 | 259,745 | 356,087 | 176,416 | 9,074 | 31,801 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments in affiliated investment companies | 59,550 | 223,947 | 328,667 | 167,211 | 11,982 | 34,612 | ||||||||||||||||||
Net increase In net assets resulting from operations | $ | 78,967 | $ | 233,185 | $ | 367,231 | $ | 199,903 | $ | 15,413 | $ | 37,714 | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 11
For the period or year ended:
(all amounts in thousands)
Transamerica Asset Allocation - | Transamerica Asset Allocation - | Transamerica Asset Allocation - | ||||||||||||||||||||||
Conservative Portfolio | Growth Portfolio | Moderate Growth Portfolio | ||||||||||||||||||||||
April 30, 2011 | April 30, 2011 | April 30, 2011 | ||||||||||||||||||||||
(unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | |||||||||||||||||||
From operations: | ||||||||||||||||||||||||
Net investment income | $ | 19,417 | $ | 32,332 | $ | 9,238 | $ | 1,434 | $ | 38,564 | $ | 43,880 | ||||||||||||
Net realized gain (loss) on investments in affiliated investment companies | 573 | (1,945 | ) | (35,798 | ) | (25,258 | ) | (27,420 | ) | (27,805 | ) | |||||||||||||
Change in unrealized appreciation (depreciation) on investments in affiliated investment companies | 58,977 | 86,682 | 259,745 | 244,132 | 356,087 | 381,444 | ||||||||||||||||||
Net increase in net assets resulting from operations | 78,967 | 117,069 | 233,185 | 220,308 | 367,231 | 397,519 | ||||||||||||||||||
Distributions to shareholders: | ||||||||||||||||||||||||
From net investment income: | ||||||||||||||||||||||||
Class A | (8,451 | ) | (14,142 | ) | (2,961 | ) | (5,402 | ) | (17,502 | ) | (23,955 | ) | ||||||||||||
Class B | (1,594 | ) | (3,351 | ) | — | (552 | ) | (2,633 | ) | (6,248 | ) | |||||||||||||
Class C | (8,947 | ) | (15,609 | ) | — | (2,866 | ) | (13,326 | ) | (25,214 | ) | |||||||||||||
Class I | (201 | ) | (117 | ) | (118 | ) | (1 | ) | (311 | ) | (1 | ) | ||||||||||||
Class R | (53 | ) | (57 | ) | (15 | ) | (22 | ) | (75 | ) | (83 | ) | ||||||||||||
(19,246 | ) | (33,276 | ) | (3,094 | ) | (8,843 | ) | (33,847 | ) | (55,501 | ) | |||||||||||||
From return of capital: | ||||||||||||||||||||||||
Class A | — | — | — | — | — | (2,948 | ) | |||||||||||||||||
Class B | — | — | — | — | — | 1,092 | ||||||||||||||||||
Class C | — | — | — | — | — | (4,213 | ) | |||||||||||||||||
Class I | — | — | — | — | — | (1 | ) | |||||||||||||||||
Class R | — | — | — | — | — | (10 | ) | |||||||||||||||||
— | — | — | — | — | (8,264 | ) | ||||||||||||||||||
Total distributions to shareholders | (19,246 | ) | (33,276 | ) | (3,094 | ) | (8,843 | ) | (33,847 | ) | (63,765 | ) | ||||||||||||
Capital share transactions: | ||||||||||||||||||||||||
Proceeds from shares sold: | ||||||||||||||||||||||||
Class A | 64,698 | 193,284 | 67,301 | 125,705 | 128,423 | 246,315 | ||||||||||||||||||
Class B | 1,589 | 24,305 | 2,506 | 13,404 | 4,788 | 33,918 | ||||||||||||||||||
Class C | 64,676 | 184,037 | 56,041 | 96,270 | 137,797 | 253,627 | ||||||||||||||||||
Class I | 4,324 | 12,648 | 3,553 | 15,205 | 8,982 | 18,965 | ||||||||||||||||||
Class R | 727 | 2,060 | 639 | 1,666 | 892 | 3,710 | ||||||||||||||||||
136,014 | 416,334 | 130,040 | 252,250 | 280,882 | 556,535 | |||||||||||||||||||
Dividends and distributions reinvested: | ||||||||||||||||||||||||
Class A | 7,741 | 12,789 | 2,805 | 5,055 | 16,525 | 25,110 | ||||||||||||||||||
Class B | 1,267 | 2,696 | — | 492 | 2,389 | 6,616 | ||||||||||||||||||
Class C | 6,674 | 11,411 | — | 2,339 | 10,584 | 22,934 | ||||||||||||||||||
Class I | 56 | 22 | 69 | 1 | 141 | 2 | ||||||||||||||||||
Class R | 39 | 48 | 12 | 18 | 54 | 74 | ||||||||||||||||||
15,777 | 26,966 | 2,886 | 7,905 | 29,693 | 54,736 | |||||||||||||||||||
Cost of shares redeemed: | ||||||||||||||||||||||||
Class A | (77,886 | ) | (119,079 | ) | (82,163 | ) | (149,631 | ) | (133,571 | ) | (250,198 | ) | ||||||||||||
Class B | (13,119 | ) | (27,891 | ) | (20,069 | ) | (39,788 | ) | (38,281 | ) | (80,243 | ) | ||||||||||||
Class C | (86,576 | ) | (123,816 | ) | (107,140 | ) | (189,424 | ) | (189,354 | ) | (351,422 | ) | ||||||||||||
Class I | (2,005 | ) | (2,389 | ) | (2,118 | ) | (2,585 | ) | (3,226 | ) | (3,478 | ) | ||||||||||||
Class R | (1,469 | ) | (731 | ) | (858 | ) | (1,026 | ) | (979 | ) | (1,716 | ) | ||||||||||||
(181,055 | ) | (273,906 | ) | (212,348 | ) | (382,454 | ) | (365,411 | ) | (687,057 | ) | |||||||||||||
Automatic conversions: | ||||||||||||||||||||||||
Class A | 7,284 | 4,985 | 6,206 | 6,944 | 15,291 | 13,017 | ||||||||||||||||||
Class B | (7,284 | ) | (4,985 | ) | (6,206 | ) | (6,944 | ) | (15,291 | ) | (13,017 | ) | ||||||||||||
— | — | — | — | — | — | |||||||||||||||||||
Net increase (decrease) in net assets resulting from capital shares transactions | (29,264 | ) | 169,394 | (79,422 | ) | (122,299 | ) | (54,836 | ) | (75,786 | ) | |||||||||||||
Net increase in net assets | 30,457 | 253,187 | 150,669 | 89,166 | 278,548 | 257,968 | ||||||||||||||||||
Net assets: | ||||||||||||||||||||||||
Beginning of period/year | $ | 1,215,275 | $ | 962,088 | $ | 1,621,510 | $ | 1,532,344 | $ | 3,213,880 | $ | 2,955,912 | ||||||||||||
End of period/year | $ | 1,245,732 | $ | 1,215,275 | $ | 1,772,179 | $ | 1,621,510 | $ | 3,492,428 | $ | 3,213,880 | ||||||||||||
Undistributed (accumulated) net investment income (loss) | $ | 911 | $ | 740 | $ | 7,577 | $ | 1,433 | $ | 4,717 | $ | — | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 12
For the period or year ended:
(all amounts in thousands)
Transamerica Asset Allocation - | Transamerica Asset Allocation - | Transamerica Asset Allocation - | ||||||||||||||||||||||
Conservative Portfolio | Growth Portfolio | Moderate Growth Portfolio | ||||||||||||||||||||||
April 30, 2011 | April 30, 2011 | April 30, 2011 | ||||||||||||||||||||||
(unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | |||||||||||||||||||
Share activity: | ||||||||||||||||||||||||
Shares issued: | ||||||||||||||||||||||||
Class A | 5,706 | 18,127 | 5,526 | 11,870 | 10,641 | 22,775 | ||||||||||||||||||
Class B | 142 | 2,300 | 211 | 1,302 | 396 | 3,140 | ||||||||||||||||||
Class C | 5,726 | 17,370 | 4,702 | 9,258 | 11,465 | 23,452 | ||||||||||||||||||
Class I | 378 | 1,181 | 290 | 1,398 | 747 | 1,723 | ||||||||||||||||||
Class R | 63 | 191 | 53 | 157 | 74 | 343 | ||||||||||||||||||
12,015 | 39,169 | 10,782 | 23,985 | 23,323 | 51,433 | |||||||||||||||||||
Shares issued-reinvested from distributions: | ||||||||||||||||||||||||
Class A | 694 | 1,215 | 237 | 488 | 1,409 | 2,378 | ||||||||||||||||||
Class B | 114 | 258 | 49 | 203 | 626 | |||||||||||||||||||
Class C | 602 | 1,092 | 230 | 904 | 2,176 | |||||||||||||||||||
Class I | 5 | 2 | 6 | — | 12 | — | ||||||||||||||||||
Class R | 4 | 4 | 1 | 2 | 5 | 7 | ||||||||||||||||||
1,419 | 2,571 | 244 | 769 | 2,533 | 5,187 | |||||||||||||||||||
Shares redeemed: | ||||||||||||||||||||||||
Class A | (6,862 | ) | (11,138 | ) | (6,772 | ) | (14,114 | ) | (11,065 | ) | (23,092 | ) | ||||||||||||
Class B | (1,159 | ) | (2,622 | ) | (1,688 | ) | (3,847 | ) | (3,176 | ) | (7,439 | ) | ||||||||||||
Class C | (7,669 | ) | (11,645 | ) | (9,009 | ) | (18,320 | ) | (15,762 | ) | (32,671 | ) | ||||||||||||
Class I | (176 | ) | (221 | ) | (174 | ) | (247 | ) | (268 | ) | (320 | ) | ||||||||||||
Class R | (127 | ) | (68 | ) | (70 | ) | (99 | ) | (80 | ) | (158 | ) | ||||||||||||
(15,993 | ) | (25,694 | ) | (17,713 | ) | (36,627 | ) | (30,351 | ) | (63,680 | ) | |||||||||||||
Automatic conversions: | ||||||||||||||||||||||||
Class A | 639 | 467 | 510 | 685 | 1,261 | 1,217 | ||||||||||||||||||
Class B | (642 | ) | (469 | ) | (521 | ) | (700 | ) | (1,262 | ) | (1,221 | ) | ||||||||||||
(3 | ) | (2 | ) | (11 | ) | (15 | ) | (1 | ) | (4 | ) | |||||||||||||
Net increase (decrease) in shares outstanding: | ||||||||||||||||||||||||
Class A | 177 | 8,671 | (499 | ) | (1,071 | ) | 2,246 | 3,278 | ||||||||||||||||
Class B | (1,545 | ) | (533 | ) | (1,998 | ) | (3,196 | ) | (3,839 | ) | (4,894 | ) | ||||||||||||
Class C | (1,341 | ) | 6,817 | (4,307 | ) | (8,832 | ) | (3,393 | ) | (7,043 | ) | |||||||||||||
Class I | 207 | 962 | 122 | 1,151 | 491 | 1,403 | ||||||||||||||||||
Class R | (60 | ) | 127 | (16 | ) | 60 | (1 | ) | 192 | |||||||||||||||
(2,562 | ) | 16,044 | (6,698 | ) | (11,888 | ) | (4,496 | ) | (7,064 | ) | ||||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 13
For the period or year ended:
(all amounts in thousands)
Transamerica Asset Allocation - | Transamerica Multi-Manager | Transamerica Multi-Manager | ||||||||||||||||||||||
Moderate Portfolio | Alternative Strategies Portfolio | International Portfolio | ||||||||||||||||||||||
April 30, 2011 | April 30, 2011 | April 30, 2011 | ||||||||||||||||||||||
(unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | |||||||||||||||||||
From operations: | ||||||||||||||||||||||||
Net investment income | $ | 32,692 | $ | 50,560 | $ | 3,431 | $ | 2,810 | $ | 3,102 | $ | 1,765 | ||||||||||||
Net realized gain (loss) on investments in affiliated investment companies | (9,205 | ) | (13,194 | ) | 2,908 | (3,853 | ) | 2,811 | (5,519 | ) | ||||||||||||||
Change in unrealized appreciation (depreciation) on investments in affiliated investment companies | 176,416 | 207,046 | 9,074 | 18,654 | 31,801 | 49,428 | ||||||||||||||||||
Net increase in net assets resulting from operations | 199,903 | 244,412 | 15,413 | 17,611 | 37,714 | 45,674 | ||||||||||||||||||
Distributions to shareholders: | ||||||||||||||||||||||||
From net investment income: | ||||||||||||||||||||||||
Class A | (17,338 | ) | (24,791 | ) | (885 | ) | (1,911 | ) | (1,063 | ) | (1,770 | ) | ||||||||||||
Class B | (2,599 | ) | (6,406 | ) | (3 | ) | (109 | ) | ||||||||||||||||
Class C | (16,098 | ) | (29,833 | ) | (101 | ) | (940 | ) | (264 | ) | (850 | ) | ||||||||||||
Class I | (434 | ) | (2 | ) | (428 | ) | — | (A) | (367 | ) | (1 | ) | ||||||||||||
Class R | (86 | ) | (70 | ) | ||||||||||||||||||||
(36,555 | ) | (61,102 | ) | (1,414 | ) | (2,851 | ) | (1,697 | ) | (2,730 | ) | |||||||||||||
From return of capital: | ||||||||||||||||||||||||
Class A | — | — | — | (1,343 | ) | — | — | |||||||||||||||||
Class B | — | — | — | — | — | |||||||||||||||||||
Class C | — | — | — | (1,086 | ) | — | — | |||||||||||||||||
Class I | — | — | — | (1 | ) | — | — | |||||||||||||||||
Class R | — | — | — | |||||||||||||||||||||
— | — | — | (2,430 | ) | — | — | ||||||||||||||||||
Total distributions to shareholders | (36,555 | ) | (61,102 | ) | (1,414 | ) | (5,281 | ) | (1,697 | ) | (2,730 | ) | ||||||||||||
Capital share transactions: | ||||||||||||||||||||||||
Proceeds from shares sold: | ||||||||||||||||||||||||
Class A | 111,255 | 248,423 | 53,705 | 67,804 | 25,162 | 51,313 | ||||||||||||||||||
Class B | 2,877 | 25,374 | 387 | 2,837 | ||||||||||||||||||||
Class C | 118,579 | 259,484 | 30,013 | 40,726 | 13,388 | 26,373 | ||||||||||||||||||
Class I | 8,150 | 21,255 | 47,003 | 39,015 | 14,355 | 33,995 | ||||||||||||||||||
Class R | 924 | 2,988 | ||||||||||||||||||||||
241,785 | 557,524 | 130,721 | 147,545 | 53,292 | 114,518 | |||||||||||||||||||
Dividends and distributions reinvested: | ||||||||||||||||||||||||
Class A | 16,143 | 22,613 | 777 | 2,646 | 961 | 1,359 | ||||||||||||||||||
Class B | 2,297 | 5,572 | 2 | 90 | ||||||||||||||||||||
Class C | 12,283 | 22,219 | 82 | 1,636 | 197 | 629 | ||||||||||||||||||
Class I | 225 | 2 | 240 | 1 | 93 | 1 | ||||||||||||||||||
Class R | 53 | 46 | ||||||||||||||||||||||
31,001 | 50,452 | 1,099 | 4,283 | 1,253 | 2,079 | |||||||||||||||||||
Cost of shares redeemed: | ||||||||||||||||||||||||
Class A | (101,981 | ) | (187,717 | ) | (28,839 | ) | (68,188 | ) | (20,712 | ) | (71,349 | ) | ||||||||||||
Class B | (22,984 | ) | (48,268 | ) | (2,088 | ) | (4,354 | ) | ||||||||||||||||
Class C | (132,665 | ) | (230,064 | ) | (18,489 | ) | (29,264 | ) | (18,534 | ) | (34,194 | ) | ||||||||||||
Class I | (3,910 | ) | (4,349 | ) | (9,851 | ) | (5,941 | ) | (10,875 | ) | (8,375 | ) | ||||||||||||
Class R | (914 | ) | (1,261 | ) | ||||||||||||||||||||
(262,454 | ) | (471,659 | ) | (57,179 | ) | (103,393 | ) | (52,209 | ) | (118,272 | ) | |||||||||||||
Automatic conversions: | ||||||||||||||||||||||||
Class A | 14,025 | 9,392 | 306 | 603 | ||||||||||||||||||||
Class B | (14,025 | ) | (9,392 | ) | (306 | ) | (603 | ) | ||||||||||||||||
— | — | — | — | — | — | |||||||||||||||||||
Net increase (decrease) in net assets resulting from capital shares transactions | 10,332 | 136,317 | 74,641 | 48,435 | 2,336 | (1,675 | ) | |||||||||||||||||
Net increase in net assets | 173,680 | 319,627 | 88,640 | 60,765 | 38,353 | 41,269 | ||||||||||||||||||
Net assets: | ||||||||||||||||||||||||
Beginning of period/year | $ | 2,242,287 | $ | 1,922,660 | $ | 276,834 | $ | 216,069 | $ | 326,807 | $ | 285,538 | ||||||||||||
End of period/year | $ | 2,415,967 | $ | 2,242,287 | $ | 365,474 | $ | 276,834 | $ | 365,160 | $ | 326,807 | ||||||||||||
Undistributed (accumulated) net investment income (loss) | $ | 3,199 | $ | 7,062 | $ | 2,017 | $ | — | $ | 2,719 | $ | 1,314 | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 14
For the period or year ended:
(all amounts in thousands)
Transamerica Asset Allocation - | Transamerica Multi-Manager | Transamerica Multi-Manager | ||||||||||||||||||||||
Moderate Portfolio | Alternative Strategies Portfolio | International Portfolio | ||||||||||||||||||||||
April 30, 2011 | April 30, 2011 | April 30, 2011 | ||||||||||||||||||||||
(unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | |||||||||||||||||||
Share activity: | ||||||||||||||||||||||||
Shares issued: | ||||||||||||||||||||||||
Class A | 9,394 | 22,832 | 5,407 | 7,180 | 2,479 | 5,798 | ||||||||||||||||||
Class B | 242 | 2,338 | 39 | 318 | ||||||||||||||||||||
Class C | 10,067 | 23,890 | 3,042 | 4,335 | 1,332 | 2,972 | ||||||||||||||||||
Class I | 689 | 1,937 | 4,725 | 4,096 | 1,413 | 3,782 | ||||||||||||||||||
Class R | 78 | 274 | ||||||||||||||||||||||
20,470 | 51,271 | 13,174 | 15,611 | 5,263 | 12,870 | |||||||||||||||||||
Shares issued-reinvested from distributions: | ||||||||||||||||||||||||
Class A | 1,400 | 2,131 | 80 | 286 | 97 | 156 | ||||||||||||||||||
Class B | 199 | 524 | — | 11 | ||||||||||||||||||||
Class C | 1,068 | 2,098 | 8 | 177 | 20 | 72 | ||||||||||||||||||
Class I | 19 | — | 25 | — | 10 | — | ||||||||||||||||||
Class R | 5 | 4 | ||||||||||||||||||||||
2,691 | 4,757 | 113 | 463 | 127 | 239 | |||||||||||||||||||
Shares redeemed: | ||||||||||||||||||||||||
Class A | (8,620 | ) | (17,210 | ) | (2,907 | ) | (7,223 | ) | (2,034 | ) | (8,051 | ) | ||||||||||||
Class B | (1,940 | ) | (4,436 | ) | (208 | ) | (496 | ) | ||||||||||||||||
Class C | (11,260 | ) | (21,246 | ) | (1,878 | ) | (3,122 | ) | (1,835 | ) | (3,890 | ) | ||||||||||||
Class I | (330 | ) | (399 | ) | (990 | ) | (629 | ) | (1,072 | ) | (936 | ) | ||||||||||||
Class R | (77 | ) | (116 | ) | ||||||||||||||||||||
(22,227 | ) | (43,407 | ) | (5,775 | ) | (10,974 | ) | (5,149 | ) | (13,373 | ) | |||||||||||||
Automatic conversions: | ||||||||||||||||||||||||
Class A | 1,179 | 865 | 30 | 70 | ||||||||||||||||||||
Class B | (1,178 | ) | (866 | ) | (30 | ) | (71 | ) | ||||||||||||||||
1 | (1 | ) | — | — | — | (1 | ) | |||||||||||||||||
Net increase (decrease) in shares outstanding: | ||||||||||||||||||||||||
Class A | 3,353 | 8,618 | 2,580 | 243 | 572 | (2,027 | ) | |||||||||||||||||
Class B | (2,677 | ) | (2,440 | ) | (199 | ) | (238 | ) | ||||||||||||||||
Class C | (125 | ) | 4,742 | 1,172 | 1,390 | (483 | ) | (846 | ) | |||||||||||||||
Class I | 378 | 1,538 | 3,760 | 3,467 | 351 | 2,846 | ||||||||||||||||||
Class R | 6 | 162 | ||||||||||||||||||||||
935 | 12,620 | 7,512 | 5,100 | 241 | (265 | ) | ||||||||||||||||||
(A) | Amount rounds to less than $1. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 15
Transamerica Asset Allocation - Conservative Portfolio | ||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 11.22 | $ | 10.42 | $ | 8.99 | $ | 12.40 | $ | 11.76 | $ | 11.35 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income(A),(B),(C) | 0.20 | 0.35 | 0.40 | 0.36 | 0.38 | 0.28 | ||||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investments | 0.56 | 0.83 | 1.46 | (3.21 | ) | 0.82 | 0.80 | |||||||||||||||||
Total from investment operations | 0.76 | 1.18 | 1.86 | (2.85 | ) | 1.20 | 1.08 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.19 | ) | (0.38 | ) | (0.43 | ) | (0.32 | ) | (0.24 | ) | (0.35 | ) | ||||||||||||
Net realized gains on affiliated investments | — | — | — | (0.24 | ) | (0.32 | ) | (0.32 | ) | |||||||||||||||
Total distributions | (0.19 | ) | (0.38 | ) | (0.43 | ) | (0.56 | ) | (0.56 | ) | (0.67 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 11.79 | $ | 11.22 | $ | 10.42 | $ | 8.99 | $ | 12.40 | $ | 11.76 | ||||||||||||
Total return(D) | 6.90 | % (E) | 11.59 | % | 21.76 | % | (23.86 | %) | 12.06 | % | 9.90 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 511,955 | $ | 485,473 | $ | 360,558 | $ | 268,516 | $ | 242,342 | $ | 165,071 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 0.62 | % (G) | 0.63 | % | 0.65 | % | 0.62 | % | 0.62 | % | 0.60 | % | ||||||||||||
Before reimbursement/recapture | 0.62 | % (G) | 0.63 | % | 0.65 | % | 0.62 | % | 0.62 | % | 0.60 | % | ||||||||||||
Net investment income, to average net assets(C) | 3.56 | % (G) | 3.28 | % | 4.27 | % | 3.22 | % | 3.18 | % | 2.44 | % | ||||||||||||
Portfolio turnover rate(H) | 8 | % (E) | 16 | % | 27 | % | 10 | % | 32 | % | 29 | % | ||||||||||||
Transamerica Asset Allocation - Conservative Portfolio | ||||||||||||||||||||||||
Class B | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 11.17 | $ | 10.38 | $ | 8.97 | $ | 12.36 | $ | 11.73 | $ | 11.32 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income(A),(B),(C) | 0.17 | 0.30 | 0.35 | 0.31 | 0.30 | 0.20 | ||||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investments | 0.56 | 0.80 | 1.45 | (3.22 | ) | 0.86 | 0.81 | |||||||||||||||||
Total from investment operations | 0.73 | 1.10 | 1.80 | (2.91 | ) | 1.16 | 1.01 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.17 | ) | (0.31 | ) | (0.39 | ) | (0.24 | ) | (0.21 | ) | (0.28 | ) | ||||||||||||
Net realized gains on affiliated investments | — | — | — | (0.24 | ) | (0.32 | ) | (0.32 | ) | |||||||||||||||
Total distributions | (0.17 | ) | (0.31 | ) | (0.39 | ) | (0.48 | ) | (0.53 | ) | (0.60 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 11.73 | $ | 11.17 | $ | 10.38 | $ | 8.97 | $ | 12.36 | $ | 11.73 | ||||||||||||
Total return(D) | 6.58 | % (E) | 10.82 | % | 21.01 | % | (24.36 | %) | 11.34 | % | 9.19 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 101,830 | $ | 114,303 | $ | 111,706 | $ | 93,268 | $ | 116,569 | $ | 110,701 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 1.27 | % (G) | 1.26 | % | 1.28 | % | 1.24 | % | 1.25 | % | 1.26 | % | ||||||||||||
Before reimbursement/recapture | 1.27 | % (G) | 1.26 | % | 1.28 | % | 1.24 | % | 1.25 | % | 1.26 | % | ||||||||||||
Net investment income, to average net assets(C) | 2.94 | % (G) | 2.81 | % | 3.71 | % | 2.72 | % | 2.59 | % | 1.78 | % | ||||||||||||
Portfolio turnover rate(H) | 8 | % (E) | 16 | % | 27 | % | 10 | % | 32 | % | 29 | % | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 16
Transamerica Asset Allocation - Conservative Portfolio | ||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 11.16 | $ | 10.37 | $ | 8.96 | $ | 12.35 | $ | 11.73 | $ | 11.32 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income(A),(B),(C) | 0.17 | 0.29 | 0.34 | 0.29 | 0.30 | 0.21 | ||||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investments | 0.55 | 0.82 | 1.46 | (3.19 | ) | 0.86 | 0.80 | |||||||||||||||||
Total from investment operations | 0.72 | 1.11 | 1.80 | (2.90 | ) | 1.16 | 1.01 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.17 | ) | (0.32 | ) | (0.39 | ) | (0.25 | ) | (0.22 | ) | (0.28 | ) | ||||||||||||
Net realized gains on affiliated investments | — | — | — | (0.24 | ) | (0.32 | ) | (0.32 | ) | |||||||||||||||
Total distributions | (0.17 | ) | (0.32 | ) | (0.39 | ) | (0.49 | ) | (0.54 | ) | (0.60 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 11.71 | $ | 11.16 | $ | 10.37 | $ | 8.96 | $ | 12.35 | $ | 11.73 | ||||||||||||
Total return(D) | 6.52 | % (E) | 10.92 | % | 21.09 | % | (24.30 | %) | 11.31 | % | 9.25 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 615,647 | $ | 601,625 | $ | 488,315 | $ | 364,153 | $ | 336,981 | $ | 257,675 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 1.21 | % (G) | 1.22 | % | 1.23 | % | 1.22 | % | 1.22 | % | 1.23 | % | ||||||||||||
Before reimbursement/recapture | 1.21 | % (G) | 1.22 | % | 1.23 | % | 1.22 | % | 1.22 | % | 1.23 | % | ||||||||||||
Net investment income, to average net assets(C) | 2.96 | % (G) | 2.75 | % | 3.69 | % | 2.61 | % | 2.60 | % | 1.82 | % | ||||||||||||
Portfolio turnover rate(H) | 8 | % (E) | 16 | % | 27 | % | 10 | % | 32 | % | 29 | % | ||||||||||||
Transamerica Asset Allocation - | ||||||||
Conservative Portfolio | ||||||||
Class I | ||||||||
April 30, 2011 | October 31, | |||||||
For a share outstanding throughout each period | (unaudited) | 2010(I) | ||||||
Net asset value | ||||||||
Beginning of period/year | $ | 11.24 | $ | 10.69 | ||||
Investment operations | ||||||||
From net investment income(A),(B),(C) | 0.21 | 0.22 | ||||||
From net realized and unrealized gain on affiliated investments | 0.57 | 0.75 | ||||||
Total from investment operations | 0.78 | 0.97 | ||||||
Distributions | ||||||||
Net investment income | (0.21 | ) | (0.42 | ) | ||||
Net realized gains on affiliated investments | — | — | ||||||
Total distributions | (0.21 | ) | (0.42 | ) | ||||
Net asset value | ||||||||
End of period/year | $ | 11.81 | $ | 11.24 | ||||
Total return(D) | 7.03 | % (E) | 9.39 | % (E) | ||||
Net assets end of period/year (000’s) | $ | 13,800 | $ | 10,813 | ||||
Ratio and supplemental data | ||||||||
Expenses to average net assets:(F) | ||||||||
After reimbursement/recapture | 0.27 | % (G) | 0.28 | % (G) | ||||
Before reimbursement/recapture | 0.27 | % (G) | 0.28 | % (G) | ||||
Net investment income, to average net assets(C) | 3.77 | % (G) | 2.24 | % (G) | ||||
Portfolio turnover rate(H) | 8 | % (E) | 16 | % (E) | ||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 17
Transamerica Asset Allocation - Conservative Portfolio | ||||||||||||||||||||||||
Class R | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006(J) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 11.29 | $ | 10.49 | $ | 9.05 | $ | 12.47 | $ | 11.84 | $ | 11.30 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income(A),(B),(C) | 0.19 | 0.27 | 0.37 | 0.35 | 0.33 | 0.13 | ||||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investments | 0.56 | 0.88 | 1.49 | (3.23 | ) | 0.85 | 0.47 | |||||||||||||||||
Total from investment operations | 0.75 | 1.15 | 1.86 | (2.88 | ) | 1.18 | 0.60 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.18 | ) | (0.35 | ) | (0.42 | ) | (0.30 | ) | (0.23 | ) | (0.06 | ) | ||||||||||||
Net realized gains on affiliated investments | — | — | — | (0.24 | ) | (0.32 | ) | — | ||||||||||||||||
Total distributions | (0.18 | ) | (0.35 | ) | (0.42 | ) | (0.54 | ) | (0.55 | ) | (0.06 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 11.86 | $ | 11.29 | $ | 10.49 | $ | 9.05 | $ | 12.47 | $ | 11.84 | ||||||||||||
Total return(D) | 6.76 | % (E) | 11.23 | % | 21.59 | % | (23.98 | %) | 11.89 | % | 5.35 | % (E) | ||||||||||||
Net assets end of period/year (000’s) | $ | 2,500 | $ | 3,061 | $ | 1,509 | $ | 1,089 | $ | 645 | $ | 53 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 0.87 | % (G) | 0.88 | % | 0.89 | % | 0.82 | % | 0.86 | % | 0.66 | % (G) | ||||||||||||
Before reimbursement/recapture | 0.87 | % (G) | 0.88 | % | 0.89 | % | 0.82 | % | 0.86 | % | 0.66 | % (G) | ||||||||||||
Net investment income, to average net assets(C) | 3.38 | % (G) | 2.56 | % | 3.97 | % | 3.14 | % | 2.71 | % | 3.03 | % (G) | ||||||||||||
Portfolio turnover rate(H) | 8 | % (E) | 16 | % | 27 | % | 10 | % | 32 | % | 29 | % (E) | ||||||||||||
Transamerica Asset Allocation - Growth Portfolio | ||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 11.36 | $ | 9.92 | $ | 8.87 | $ | 15.46 | $ | 13.44 | $ | 11.99 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income(A),(B),(C) | 0.09 | 0.05 | 0.12 | 0.15 | 0.23 | 0.03 | ||||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investments | 1.60 | 1.48 | 1.12 | (6.29 | ) | 2.53 | 1.89 | |||||||||||||||||
Total from investment operations | 1.69 | 1.53 | 1.24 | (6.14 | ) | 2.76 | 1.92 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.05 | ) | (0.09 | ) | (0.19 | ) | (0.02 | ) | (0.29 | ) | (0.11 | ) | ||||||||||||
Net realized gains on affiliated investments | — | — | — | (0.43 | ) | (0.45 | ) | (0.36 | ) | |||||||||||||||
Total distributions | (0.05 | ) | (0.09 | ) | (0.19 | ) | (0.45 | ) | (0.74 | ) | (0.47 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 13.00 | $ | 11.36 | $ | 9.92 | $ | 8.87 | $ | 15.46 | $ | 13.44 | ||||||||||||
Total return(D) | 14.95 | % (E) | 15.55 | % | 14.46 | % | (40.75 | %) | 21.35 | % | 16.38 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 732,330 | $ | 645,459 | $ | 574,500 | $ | 495,257 | $ | 781,872 | $ | 502,488 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 0.66 | % (G) | 0.68 | % | 0.73 | % | 0.65 | % | 0.64 | % | 0.65 | % | ||||||||||||
Before reimbursement/recapture | 0.66 | % (G) | 0.68 | % | 0.73 | % | 0.65 | % | 0.64 | % | 0.65 | % | ||||||||||||
Net investment income, to average net assets(C) | 1.44 | % (G) | 0.45 | % | 1.41 | % | 1.20 | % | 1.62 | % | 0.22 | % | ||||||||||||
Portfolio turnover rate(H) | 12 | % (E) | 10 | % | 47 | % | 12 | % | 18 | % | 22 | % | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 18
Transamerica Asset Allocation - Growth Portfolio | ||||||||||||||||||||||||
Class B | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 11.09 | $ | 9.70 | $ | 8.63 | $ | 15.13 | $ | 13.17 | $ | 11.77 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income (loss)(A),(B),(C) | 0.05 | (0.02 | ) | 0.07 | 0.08 | 0.14 | (0.05 | ) | ||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investments | 1.57 | 1.44 | 1.10 | (6.15 | ) | 2.47 | 1.85 | |||||||||||||||||
Total from investment operations | 1.62 | 1.42 | 1.17 | (6.07 | ) | 2.61 | 1.80 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | – | (0.03 | ) | (0.10 | ) | – | (0.20 | ) | (0.04 | ) | ||||||||||||||
Net realized gains on affiliated investments | – | – | – | (0.43 | ) | (0.45 | ) | (0.36 | ) | |||||||||||||||
Total distributions | – | (0.03 | ) | (0.10 | ) | (0.43 | ) | (0.65 | ) | (0.40 | ) | |||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 12.71 | $ | 11.09 | $ | 9.70 | $ | 8.63 | $ | 15.13 | $ | 13.17 | ||||||||||||
Total return(D) | 14.61 | % (E) | 14.65 | % | 13.78 | % | (41.15 | %) | 20.54 | % | 15.57 | % | ||||||||||||
�� | ||||||||||||||||||||||||
Net assets end of period/year (000’s) | $ | 185,747 | $ | 184,263 | $ | 192,054 | $ | 196,817 | $ | 368,186 | $ | 288,719 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 1.35 | % (G) | 1.35 | % | 1.40 | % | 1.30 | % | 1.29 | % | 1.31 | % | ||||||||||||
Before reimbursement/recapture | 1.35 | % (G) | 1.35 | % | 1.40 | % | 1.30 | % | 1.29 | % | 1.31 | % | ||||||||||||
Net investment income (loss), to average net assets(C) | 0.82 | % (G) | (0.18 | %) | 0.84 | % | 0.67 | % | 1.02 | % | (0.42 | %) | ||||||||||||
Portfolio turnover rate(H) | 12 | % (E) | 10 | % | 47 | % | 12 | % | 18 | % | 22 | % | ||||||||||||
Transamerica Asset Allocation - Growth Portfolio | ||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 11.09 | $ | 9.69 | $ | 8.64 | $ | 15.13 | $ | 13.18 | $ | 11.78 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income (loss)(A),(B),(C) | 0.05 | (0.01 | ) | 0.08 | 0.08 | 0.14 | (0.05 | ) | ||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investments | 1.57 | 1.45 | 1.08 | (6.14 | ) | 2.48 | 1.85 | |||||||||||||||||
Total from investment operations | 1.62 | 1.44 | 1.16 | (6.06 | ) | 2.62 | 1.80 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | – | (0.04 | ) | (0.11 | ) | – | (0.22 | ) | (0.04 | ) | ||||||||||||||
Net realized gains on affiliated investments | – | – | – | (0.43 | ) | (0.45 | ) | (0.36 | ) | |||||||||||||||
Total distributions | – | (0.04 | ) | (0.11 | ) | (0.43 | ) | (0.67 | ) | (0.40 | ) | |||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 12.71 | $ | 11.09 | $ | 9.69 | $ | 8.64 | $ | 15.13 | $ | 13.18 | ||||||||||||
Total return(D) | 14.61 | % (E) | 14.86 | % | 13.72 | % | (41.08 | %) | 20.60 | % | 15.61 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 833,438 | $ | 774,914 | $ | 763,086 | $ | 751,881 | $ | 1,270,635 | $ | 876,768 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 1.27 | % (G) | 1.29 | % | 1.33 | % | 1.26 | % | 1.25 | % | 1.26 | % | ||||||||||||
Before reimbursement/recapture | 1.27 | % (G) | 1.29 | % | 1.33 | % | 1.26 | % | 1.25 | % | 1.26 | % | ||||||||||||
Net investment income (loss), to average net assets(C) | 0.86 | % (G) | (0.12 | %) | 0.90 | % | 0.62 | % | 1.03 | % | (0.38 | %) | ||||||||||||
Portfolio turnover rate(H) | 12 | % (E) | 10 | % | 47 | % | 12 | % | 18 | % | 22 | % | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Transamerica Asset Allocation - | ||||||||
Growth Portfolio | ||||||||
Class I | ||||||||
April 30, 2011 | October 31, | |||||||
For a share outstanding throughout each period | (unaudited) | 2010(I) | ||||||
Net asset value | ||||||||
Beginning of period/year | $ | 11.39 | $ | 10.35 | ||||
Investment operations | ||||||||
From net investment income (loss)(A),(B),(C) | 0.11 | (0.02 | ) | |||||
From net realized and unrealized gain on affiliated investments | 1.61 | 1.20 | ||||||
Total from investment operations | 1.72 | 1.18 | ||||||
Distributions | ||||||||
Net investment income | (0.10 | ) | (0.14 | ) | ||||
Net realized gains on affiliated investments | — | — | ||||||
Total distributions | (0.10 | ) | (0.14 | ) | ||||
Net asset value | ||||||||
End of period/year | $ | 13.01 | $ | 11.39 | ||||
Total return(D) | 15.20 | %(E) | 11.57 | %(E) | ||||
Net assets end of period/year (000’s) | $ | 16,560 | $ | 13,112 | ||||
Ratio and supplemental data | ||||||||
Expenses to average net assets:(F) | ||||||||
After reimbursement/recapture | 0.27 | %(G) | 0.30 | %(G) | ||||
Before reimbursement/recapture | 0.27 | %(G) | 0.30 | %(G) | ||||
Net investment income (loss), to average net assets(C) | 1.79 | %(G) | (0.15 | %)(G) | ||||
Portfolio turnover rate(H) | 12 | %(E) | 10 | %(E) | ||||
Transamerica Asset Allocation - Growth Portfolio | ||||||||||||||||||||||||
Class R | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006(J) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 11.27 | $ | 9.85 | $ | 8.84 | $ | 15.40 | $ | 13.43 | $ | 12.36 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income(A),(B),(C) | 0.07 | 0.01 | 0.10 | 0.07 | 0.13 | 0.05 | ||||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investments | 1.60 | 1.49 | 1.12 | (6.20 | ) | 2.60 | 1.02 | |||||||||||||||||
Total from investment operations | 1.67 | 1.50 | 1.22 | (6.13 | ) | 2.73 | 1.07 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.04 | ) | (0.08 | ) | (0.21 | ) | — | (0.31 | ) | — | ||||||||||||||
Net realized gains on affiliated investments | — | — | — | (0.43 | ) | (0.45 | ) | — | ||||||||||||||||
Total distributions | (0.04 | ) | (0.08 | ) | (0.21 | ) | (0.43 | ) | (0.76 | ) | — | |||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 12.90 | $ | 11.27 | $ | 9.85 | $ | 8.84 | $ | 15.40 | $ | 13.43 | ||||||||||||
Total return(D) | 14.90 | %(E) | 15.35 | % | 14.35 | % | (40.81 | %) | 21.20 | % | 8.66 | %(E) | ||||||||||||
Net assets end of period/year (000’s) | $ | 4,104 | $ | 3,762 | $ | 2,704 | $ | 1,570 | $ | 884 | $ | 85 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 0.82 | % (G) | 0.84 | % | 0.85 | % | 0.83 | % | 0.68 | % | 0.67 | % (G) | ||||||||||||
Before reimbursement/recapture | 0.82 | % (G) | 0.84 | % | 0.85 | % | 0.83 | % | 0.68 | % | 0.67 | % (G) | ||||||||||||
Net investment income, to average net assets(C) | 1.27 | % (G) | 0.15 | % | 1.09 | % | 0.57 | % | 0.94 | % | 1.08 | % (G) | ||||||||||||
Portfolio turnover rate(H) | 12 | %(E) | 10 | % | 47 | % | 12 | % | 18 | % | 22 | %(E) | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Transamerica Asset Allocation - Moderate Growth Portfolio | ||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 11.59 | $ | 10.39 | $ | 9.20 | $ | 14.58 | $ | 13.05 | $ | 11.88 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income(A),(B),(C) | 0.16 | 0.19 | 0.28 | 0.26 | 0.33 | 0.15 | ||||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investments | 1.19 | 1.27 | 1.25 | (5.04 | ) | 1.86 | 1.53 | |||||||||||||||||
Total from investment operations | 1.35 | 1.46 | 1.53 | (4.78 | ) | 2.19 | 1.68 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.17 | ) | (0.23 | ) | (0.34 | ) | (0.19 | ) | (0.34 | ) | (0.20 | ) | ||||||||||||
Net realized gains on affiliated investments | – | – | – | (0.41 | ) | (0.32 | ) | (0.31 | ) | |||||||||||||||
From Return of Capital | – | (0.03 | ) | – | – | – | – | |||||||||||||||||
Total distributions | (0.17 | ) | (0.26 | ) | (0.34 | ) | (0.60 | ) | (0.66 | ) | (0.51 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 12.77 | $ | 11.59 | $ | 10.39 | $ | 9.20 | $ | 14.58 | $ | 13.05 | ||||||||||||
Total return(D) | 11.77 | % (E) | 14.35 | % | 17.47 | % | (34.01 | %) | 17.48 | % | 14.59 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 1,354,605 | $ | 1,202,885 | $ | 1,044,810 | $ | 901,766 | $ | 1,295,568 | $ | 914,835 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 0.61 | % (G) | 0.62 | % | 0.66 | % | 0.60 | % | 0.60 | % | 0.61 | % | ||||||||||||
Before reimbursement/recapture | 0.61 | % (G) | 0.62 | % | 0.66 | % | 0.60 | % | 0.60 | % | 0.61 | % | ||||||||||||
Net investment income, to average net assets(C) | 2.69 | % (G) | 1.80 | % | 2.99 | % | 2.12 | % | 2.42 | % | 1.17 | % | ||||||||||||
Portfolio turnover rate(H) | 13 | % (E) | 17 | % | 37 | % | 13 | % | 19 | % | 21 | % | ||||||||||||
Transamerica Asset Allocation - Moderate Growth Portfolio | ||||||||||||||||||||||||
Class B | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 11.53 | $ | 10.34 | $ | 9.12 | $ | 14.45 | $ | 12.94 | $ | 11.80 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income(A),(B),(C) | 0.12 | 0.13 | 0.22 | 0.19 | 0.24 | 0.06 | ||||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investments | 1.19 | 1.25 | 1.24 | (5.01 | ) | 1.85 | 1.52 | |||||||||||||||||
Total from investment operations | 1.31 | 1.38 | 1.46 | (4.82 | ) | 2.09 | 1.58 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.08 | ) | (0.16 | ) | (0.24 | ) | (0.10 | ) | (0.26 | ) | (0.13 | ) | ||||||||||||
Net realized gains on affiliated investments | – | – | – | (0.41 | ) | (0.32 | ) | (0.31 | ) | |||||||||||||||
From Return of Capital | – | (0.03 | ) | – | – | – | – | |||||||||||||||||
Total distributions | (0.08 | ) | (0.19 | ) | (0.24 | ) | (0.51 | ) | (0.58 | ) | (0.44 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 12.76 | $ | 11.53 | $ | 10.34 | $ | 9.12 | $ | 14.45 | $ | 12.94 | ||||||||||||
Total return(D) | 11.44 | % (E) | 13.57 | % | 16.69 | % | (34.44 | %) | 16.69 | % | 13.74 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 374,946 | $ | 383,062 | $ | 394,275 | $ | 389,429 | $ | 651,359 | $ | 549,040 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 1.30 | % (G) | 1.30 | % | 1.33 | % | 1.27 | % | 1.27 | % | 1.28 | % | ||||||||||||
Before reimbursement/recapture | 1.30 | % (G) | 1.30 | % | 1.33 | % | 1.27 | % | 1.27 | % | 1.28 | % | ||||||||||||
Net investment income, to average net assets(C) | 2.11 | % (G) | 1.19 | % | 2.39 | % | 1.54 | % | 1.78 | % | 0.51 | % | ||||||||||||
Portfolio turnover rate(H) | 13 | % (E) | 17 | % | 37 | % | 13 | % | 19 | % | 21 | % | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Transamerica Asset Allocation - Moderate Growth Portfolio | ||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 11.50 | $ | 10.32 | $ | 9.11 | $ | 14.45 | $ | 12.95 | $ | 11.80 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income(A),(B),(C) | 0.13 | 0.13 | 0.22 | 0.18 | 0.24 | 0.07 | ||||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investments | 1.19 | 1.25 | 1.25 | (5.00 | ) | 1.85 | 1.52 | |||||||||||||||||
Total from investment operations | 1.32 | 1.38 | 1.47 | (4.82 | ) | 2.09 | 1.59 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.10 | ) | (0.17 | ) | (0.26 | ) | (0.11 | ) | (0.27 | ) | (0.13 | ) | ||||||||||||
Net realized gains on affiliated investments | — | — | — | (0.41 | ) | (0.32 | ) | (0.31 | ) | |||||||||||||||
From Return of Capital | — | (0.03 | ) | — | — | — | — | |||||||||||||||||
Total distributions | (0.10 | ) | (0.20 | ) | (0.26 | ) | (0.52 | ) | (0.59 | ) | (0.44 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 12.72 | $ | 11.50 | $ | 10.32 | $ | 9.11 | $ | 14.45 | $ | 12.95 | ||||||||||||
Total return(D) | 11.52 | %(E) | 13.58 | % | 16.77 | %) | 34.44 | %) | 16.74 | % | 13.87 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 1,732,734 | $ | 1,606,227 | $ | 1,513,954 | $ | 1,455,012 | $ | 2,098,087 | $ | 1,520,489 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 1.23 | %(G) | 1.25 | % | 1.28 | % | 1.23 | % | 1.23 | % | 1.24 | % | ||||||||||||
Before reimbursement/recapture | 1.23 | %(G) | 1.25 | % | 1.28 | % | 1.23 | % | 1.23 | % | 1.24 | % | ||||||||||||
Net investment income, to average net assets(C) | 2.10 | %(G) | 1.20 | % | 2.43 | % | 1.49 | % | 1.79% | 0.55 | % | |||||||||||||
Portfolio turnover rate(H) | 13 | %(E) | 17 | % | 37 | % | 13 | % | 19 | % | 21 | % | ||||||||||||
Transamerica Asset Allocation - | ||||||||
Moderate Growth Portfolio | ||||||||
Class I | ||||||||
April 30, 2011 | October 31, | |||||||
For a share outstanding throughout each period | (unaudited) | 2010(I) | ||||||
Net asset value | ||||||||
Beginning of period/year | $ | 11.61 | $ | 10.76 | ||||
Investment operations | ||||||||
From net investment income(A),(B),(C) | 0.17 | 0.09 | ||||||
From net realized and unrealized gain on affiliated investments | 1.20 | 1.07 | ||||||
Total from investment operations | 1.37 | 1.16 | ||||||
Distributions | ||||||||
Net investment income | (0.21 | ) | (0.28 | ) | ||||
Net realized gains on affiliated investments | — | — | ||||||
From Return of Capital | — | (0.03 | ) | |||||
Total distributions | (0.21 | ) | (0.31 | ) | ||||
Net asset value | ||||||||
End of period/year | $ | 12.77 | $ | 11.61 | ||||
Total return(D) | 11.97 | % (E) | 11.07 | % (E) | ||||
Net assets end of period/year (000’s) | $ | 24,188 | $ | 16,293 | ||||
Ratio and supplemental data | ||||||||
Expenses to average net assets:(F) | ||||||||
After reimbursement/recapture | 0.26 | % (G) | 0.29 | % (G) | ||||
Before reimbursement/recapture | 0.26 | % (G) | 0.29 | % (G) | ||||
Net investment income, to average net assets(C) | 2.81 | % (G) | 0.89 | % (G) | ||||
Portfolio turnover rate(H) | 13 | % (E) | 17 | % (E) | ||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Transamerica Asset Allocation - Moderate Portfolio | ||||||||||||||||||||||||
Class R | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 (J) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 11.53 | $ | 10.36 | $ | 9.18 | $ | 14.54 | $ | 13.05 | $ | 12.13 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income(A),(B),(C) | 0.15 | 0.15 | 0.25 | 0.22 | 0.24 | 0.10 | ||||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investments | 1.20 | 1.28 | 1.26 | (5.00 | ) | 1.93 | 0.82 | |||||||||||||||||
Total from investment operations | 1.35 | 1.43 | 1.51 | (4.78 | ) | 2.17 | 0.92 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.16 | ) | (0.23 | ) | (0.33 | ) | (0.17 | ) | (0.36 | ) | — | |||||||||||||
Net realized gains on affiliated investments | — | — | — | (0.41 | ) | (0.32 | ) | — | ||||||||||||||||
From Return of Capital | — | (0.03 | ) | — | — | — | — | |||||||||||||||||
Total distributions | (0.16 | ) | (0.26 | ) | (0.33 | ) | (0.58 | ) | (0.68 | ) | — | |||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 12.72 | $ | 11.53 | $ | 10.36 | $ | 9.18 | $ | 14.54 | $ | 13.05 | ||||||||||||
Total return(D) | 11.79 | % (E) | 14.08 | % | 17.29 | % | (34.08 | %) | 17.31 | % | 7.58 | % (E) | ||||||||||||
Net assets end of period/year (000’s) | $ | 5,955 | $ | 5,413 | $ | 2,873 | $ | 1,969 | $ | 1,983 | $ | 54 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 0.77 | % (G) | 0.79 | % | 0.82 | % | 0.76 | % | 0.67 | % | 0.66 | % (G) | ||||||||||||
Before reimbursement/recapture | 0.77 | % (G) | 0.79 | % | 0.82 | % | 0.76 | % | 0.67 | % | 0.66 | % (G) | ||||||||||||
Net investment income, to average net assets(C) | 2.54 | % (G) | 1.43 | % | 2.68 | % | 1.74 | % | 1.80 | % | 2.08 | % (G) | ||||||||||||
Portfolio turnover rate(H) | 13 | % (E) | 17 | % | 37 | % | 13 | % | 19 | % | 21 | % (E) | ||||||||||||
Transamerica Asset Allocation - Moderate Portfolio | ||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 11.59 | $ | 10.62 | $ | 9.29 | $ | 13.69 | $ | 12.64 | $ | 11.78 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income(A),(B),(C) | 0.19 | 0.30 | 0.36 | 0.33 | 0.36 | 0.24 | ||||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investments | 0.85 | 1.04 | 1.40 | (4.05 | ) | 1.40 | 1.15 | |||||||||||||||||
Total from investment operations | 1.04 | 1.34 | 1.76 | (3.72 | ) | 1.76 | 1.39 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.23 | ) | (0.37 | ) | (0.43 | ) | (0.28 | ) | (0.37 | ) | (0.28 | ) | ||||||||||||
Net realized gains on affiliated investments | — | — | — | (0.40 | ) | (0.34 | ) | (0.25 | ) | |||||||||||||||
Total distributions | (0.23 | ) | (0.37 | ) | (0.43 | ) | (0.68 | ) | (0.71 | ) | (0.53 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 12.40 | $ | 11.59 | $ | 10.62 | $ | 9.29 | $ | 13.69 | $ | 12.64 | ||||||||||||
Total return(D) | 9.14 | % (E) | 12.95 | % | 19.99 | % | (28.41 | %) | 14.51 | % | 12.22 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 959,334 | $ | 857,469 | $ | 694,532 | $ | 545,646 | $ | 665,013 | $ | 471,902 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 0.60 | % (G) | 0.61 | % | 0.63 | % | 0.59 | % | 0.59 | % | 0.58 | % | ||||||||||||
Before reimbursement/recapture | 0.60 | % (G) | 0.61 | % | 0.63 | % | 0.59 | % | 0.59 | % | 0.58 | % | ||||||||||||
Net investment income, to average net assets(C) | 3.21 | % (G) | 2.78 | % | 3.76 | % | 2.79 | % | 2.83 | % | 1.98 | % | ||||||||||||
Portfolio turnover rate(H) | 9 | % (E) | 16 | % | 30 | % | 12 | % | 23 | % | 22 | % | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 23
Transamerica Asset Allocation - Moderate Portfolio | ||||||||||||||||||||||||
Class B | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 11.55 | $ | 10.59 | $ | 9.23 | $ | 13.59 | $ | 12.55 | $ | 11.70 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income(A),(B),(C) | 0.15 | 0.24 | 0.30 | 0.27 | 0.28 | 0.16 | ||||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investments | 0.86 | 1.02 | 1.39 | (4.05 | ) | 1.39 | 1.15 | |||||||||||||||||
Total from investment operations | 1.01 | 1.26 | 1.69 | (3.78 | ) | 1.67 | 1.31 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.14 | ) | (0.30 | ) | (0.33 | ) | (0.18 | ) | (0.28 | ) | (0.21 | ) | ||||||||||||
Net realized gains on affiliated investments | — | — | — | (0.40 | ) | (0.34 | ) | (0.25 | ) | |||||||||||||||
Total distributions | (0.14 | ) | (0.30 | ) | (0.33 | ) | (0.58 | ) | (0.62 | ) | (0.46 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 12.42 | $ | 11.55 | $ | 10.59 | $ | 9.23 | $ | 13.59 | $ | 12.55 | ||||||||||||
Total return(D) | 8.85 | % (E) | 12.13 | % | 19.16 | % | (28.87 | %) | 13.73 | % | 11.50 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 203,956 | $ | 220,658 | $ | 228,151 | $ | 223,209 | $ | 357,175 | $ | 336,385 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 1.28 | % (G) | 1.28 | % | 1.30 | % | 1.25 | % | 1.25 | % | 1.25 | % | ||||||||||||
Before reimbursement/recapture | 1.28 | % (G) | 1.28 | % | 1.30 | % | 1.25 | % | 1.25 | % | 1.25 | % | ||||||||||||
Net investment income, to average net assets(C) | 2.62 | % (G) | 2.24 | % | 3.23 | % | 2.26 | % | 2.21 | % | 1.31 | % | ||||||||||||
Portfolio turnover rate(H) | 9 | % (E) | 16 | % | 30 | % | 12 | % | 23 | % | 22 | % | ||||||||||||
Transamerica Asset Allocation - Moderate Portfolio | ||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 11.50 | $ | 10.55 | $ | 9.21 | $ | 13.58 | $ | 12.55 | $ | 11.70 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income(A),(B),(C) | 0.15 | 0.24 | 0.30 | 0.26 | 0.28 | 0.16 | ||||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investments | 0.86 | 1.02 | 1.39 | (4.03 | ) | 1.39 | 1.14 | |||||||||||||||||
Total from investment operations | 1.01 | 1.26 | 1.69 | (3.77 | ) | 1.67 | 1.30 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.16 | ) | (0.31 | ) | (0.35 | ) | (0.20 | ) | (0.30 | ) | (0.21 | ) | ||||||||||||
Net realized gains on affiliated investments | — | — | — | (0.40 | ) | (0.34 | ) | (0.25 | ) | |||||||||||||||
Total distributions | (0.16 | ) | (0.31 | ) | (0.35 | ) | (0.60 | ) | (0.64 | ) | (0.46 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 12.35 | $ | 11.50 | $ | 10.55 | $ | 9.21 | $ | 13.58 | $ | 12.55 | ||||||||||||
Total return(D) | 8.91 | % (E) | 12.22 | % | 19.24 | % | (28.87 | %) | 13.86 | % | 11.46 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 1,224,251 | $ | 1,142,029 | $ | 997,766 | $ | 876,977 | $ | 1,159,220 | $ | 905,061 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 1.21 | % (G) | 1.22 | % | 1.24 | % | 1.21 | % | 1.21 | % | 1.22 | % | ||||||||||||
Before reimbursement/recapture | 1.21 | % (G) | 1.22 | % | 1.24 | % | 1.21 | % | 1.21 | % | 1.22 | % | ||||||||||||
Net investment income, to average net assets(C) | 2.62 | % (G) | 2.21 | % | 3.25 | % | 2.21 | % | 2.22 | % | 1.35 | % | ||||||||||||
Portfolio turnover rate(H) | 9 | % (E) | 16 | % | 30 | % | 12 | % | 23 | % | 22 | % | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 24
Transamerica Asset Allocation - | ||||||||||||||||||||||||
Moderate Portfolio | ||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 (I) | ||||||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 11.61 | $ | 10.94 | ||||||||||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income(A),(B),(C) | 0.20 | 0.17 | ||||||||||||||||||||||
From net realized and unrealized gain on affiliated investments | 0.86 | 0.91 | ||||||||||||||||||||||
Total from investment operations | 1.06 | 1.08 | ||||||||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.27 | ) | (0.41 | ) | ||||||||||||||||||||
Net realized gains on affiliated investments | — | — | ||||||||||||||||||||||
Total distributions | (0.27 | ) | (0.41 | ) | ||||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 12.40 | $ | 11.61 | ||||||||||||||||||||
Total return(D) | 9.32 | % (E) | 10.27 | % (E) | ||||||||||||||||||||
Net assets end of period/year (000’s) | $ | 23,769 | $ | 17,853 | ||||||||||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 0.26 | % (G) | 0.28 | % (G) | ||||||||||||||||||||
Before reimbursement/recapture | 0.26 | % (G) | 0.28 | % (G) | ||||||||||||||||||||
Net investment income, to average net assets(C) | 3.43 | % (G) | 1.73 | % (G) | ||||||||||||||||||||
Portfolio turnover rate(H) | 9 | % (E) | 16 | % (E) | ||||||||||||||||||||
Transamerica Asset Allocation - Moderate Portfolio | ||||||||||||||||||||||||
Class R | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006(J) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 11.53 | $ | 10.58 | $ | 9.28 | $ | 13.65 | $ | 12.64 | $ | 11.86 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income(A),(B),(C) | 0.18 | 0.24 | 0.32 | 0.28 | 0.31 | 0.13 | ||||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investments | 0.85 | 1.06 | 1.42 | (4.02 | ) | 1.42 | 0.65 | |||||||||||||||||
Total from investment operations | 1.03 | 1.30 | 1.74 | (3.74 | ) | 1.73 | 0.78 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.22 | ) | (0.35 | ) | (0.44 | ) | (0.23 | ) | (0.38 | ) | — | |||||||||||||
Net realized gains on affiliated investments | — | — | — | (0.40 | ) | (0.34 | ) | — | ||||||||||||||||
Total distributions | (0.22 | ) | (0.35 | ) | (0.44 | ) | (0.63 | ) | (0.72 | ) | — | |||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 12.34 | $ | 11.53 | $ | 10.58 | $ | 9.28 | $ | 13.65 | $ | 12.64 | ||||||||||||
Total return(D) | 9.08 | % (E) | 12.60 | % | 19.81 | % | (28.57 | %) | 14.31 | % | 6.58 | % (E) | ||||||||||||
Net assets end of period/year (000’s) | $ | 4,657 | $ | 4,278 | $ | 2,211 | $ | 959 | $ | 610 | $ | 53 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 0.82 | % (G) | 0.83 | % | 0.86 | % | 0.87 | % | 0.72 | % | 0.66 | % (G) | ||||||||||||
Before reimbursement/recapture | 0.82 | % (G) | 0.83 | % | 0.86 | % | 0.87 | % | 0.72 | % | 0.66 | % (G) | ||||||||||||
Net investment income, to average net assets(C) | 3.06 | % (G) | 2.23 | % | 3.38 | % | 2.37 | % | 2.44 | % | 2.73 | % (G) | ||||||||||||
Portfolio turnover rate(H) | 9 | % (E) | 16 | % | 30 | % | 12 | % | 23 | % | 22 | % (E) | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 25
Transamerica Multi - Manager Alternative Strategies Portfolio | ||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | ||||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 (L) | |||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 9.82 | $ | 9.35 | $ | 8.30 | $ | 10.78 | $ | 10.00 | ||||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income(A),(B),(C) | 0.12 | 0.14 | 0.29 | 0.20 | 0.05 | |||||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investments | 0.35 | 0.58 | 1.08 | (2.43 | ) | 0.73 | ||||||||||||||||||
Total from investment operations | 0.47 | 0.72 | 1.37 | (2.23 | ) | 0.78 | ||||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.06 | ) | (0.15 | ) | (0.32 | ) | (0.25 | ) | — | |||||||||||||||
Net realized gains on affiliated investments | — | — | — | — | — | |||||||||||||||||||
From Return of Capital | — | (0.10 | ) | — | — | — | ||||||||||||||||||
Total distributions | (0.06 | ) | (0.25 | ) | (0.32 | ) | (0.25 | ) | — | |||||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 10.23 | $ | 9.82 | $ | 9.35 | $ | 8.30 | $ | 10.78 | ||||||||||||||
Total return(D) | 4.87 | % (E) | 7.83 | % | 17.21 | % | (21.08 | %) | 7.80 | % (E) | ||||||||||||||
Net assets end of period/year (000’s) | $ | 159,801 | $ | 128,041 | $ | 119,693 | $ | 97,482 | $ | 38,870 | ||||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 0.76 | % (G) | 0.80 | % | 0.81 | % | 0.84 | % | 0.90 | % (G) | ||||||||||||||
Before reimbursement/recapture | 0.76 | % (G) | 0.80 | % | 0.81 | % | 0.77 | % | 1.29 | % (G) | ||||||||||||||
Net investment income, to average net assets(C) | 2.47 | % (G) | 1.51 | % | 3.43 | % | 1.98 | % | 0.58 | % (G) | ||||||||||||||
Portfolio turnover rate(H) | 10 | % (E) | 35 | % | 18 | % | 5 | % | — % | (E),(K) | ||||||||||||||
Transamerica Multi - Manager Alternative Strategies Portfolio | ||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | ||||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 (L) | |||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 9.73 | $ | 9.27 | $ | 8.23 | $ | 10.72 | $ | 10.00 | ||||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income (loss)(A),(B),(C) | 0.09 | 0.08 | 0.24 | 0.15 | (0.01 | ) | ||||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investments | 0.36 | 0.57 | 1.06 | (2.42 | ) | 0.73 | ||||||||||||||||||
Total from investment operations | 0.45 | 0.65 | 1.30 | (2.27 | ) | 0.72 | ||||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.01 | ) | (0.09 | ) | (0.26 | ) | (0.22 | ) | — | |||||||||||||||
Net realized gains on affiliated investments | — | — | — | — | — | |||||||||||||||||||
From Return of Capital | (0.10 | ) | — | — | — | |||||||||||||||||||
Total distributions | (0.01 | ) | (0.19 | ) | (0.26 | ) | (0.22 | ) | — | |||||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 10.17 | $ | 9.73 | $ | 9.27 | $ | 8.23 | $ | 10.72 | ||||||||||||||
Total return(D) | 4.61 | % (E) | 7.12 | % | 16.37 | % | (21.52 | %) | 7.20 | % (E) | ||||||||||||||
Net assets end of period/year (000’s) | $ | 131,703 | $ | 114,662 | $ | 96,376 | $ | 89,701 | $ | 49,306 | ||||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 1.41 | % (G) | 1.44 | % | 1.45 | % | 1.52 | % | 1.55 | % (G) | ||||||||||||||
Before reimbursement/recapture | 1.41 | % (G) | 1.44 | % | 1.45 | % | 1.43 | % | 1.99 | % (G) | ||||||||||||||
Net investment income (loss), to average net assets(C) | 1.86 | % (G) | 0.82 | % | 2.92 | % | 1.53 | % | (0.07 | %) (G) | ||||||||||||||
Portfolio turnover rate(H) | 10 | % (E) | 35 | % | 18 | % | 5 | % | — % | (E),(K) | ||||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 26
Transamerica Multi-Manager | ||||||||
Alternative Strategies Portfolio | ||||||||
Class I | ||||||||
April 30, 2011 | October 31, | |||||||
For a share outstanding throughout each period | (unaudited) | 2010(I) | ||||||
Net asset value | ||||||||
Beginning of period/year | $ | 9.84 | $ | 9.49 | ||||
Investment operations | ||||||||
From net investment income(A),(B),(C) | 0.12 | 0.07 | ||||||
From net realized and unrealized gain on affiliated investments | 0.37 | 0.57 | ||||||
Total from investment operations | 0.49 | 0.64 | ||||||
Distributions | ||||||||
Net investment income | (0.10 | ) | (0.19 | ) | ||||
Net realized gains on affiliated investments | — | — | ||||||
From Return of Capital | — | — | ||||||
Total distributions | (0.10 | ) | (0.29 | ) | ||||
Net asset value | ||||||||
End of period/year | $ | 10.23 | $ | 9.84 | ||||
Total return(D) | 4.96 | % (E) | 6.90 | % (E) | ||||
Net assets end of period/year (000’s) $ | 73,970 | $ | 34,131 | |||||
Ratio and supplemental data | ||||||||
Expenses to average net assets:(F) | ||||||||
After reimbursement/recapture | 0.40 | % (G) | 0.50 | % (G) | ||||
Before reimbursement/recapture | 0.40 | % (G) | 0.50 | % (G) | ||||
Net investment income, to average net assets(C) | 2.42 | % (G) | 0.82 | % (G) | ||||
Portfolio turnover rate(H) | 10 | % (E) | 35 | % (E) | ||||
Transamerica Multi-Manager International Portfolio | ||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006(N) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 9.84 | $ | 8.53 | $ | 6.57 | $ | 13.24 | $ | 10.63 | $ | 10.00 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income (loss)(A),(B),(C) | 0.11 | 0.09 | 0.17 | 0.27 | 0.32 | (0.04 | ) | |||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investments | 1.03 | 1.33 | 1.84 | (6.53 | ) | 2.87 | 0.67 | |||||||||||||||||
Total from investment operations | 1.14 | 1.42 | 2.01 | (6.26 | ) | 3.19 | 0.63 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.08 | ) | (0.11 | ) | (0.05 | ) | (0.32 | ) | (0.58 | ) | — | |||||||||||||
Net realized gains on affiliated investments | — | — | — | (0.09 | ) | — | — | |||||||||||||||||
Total distributions | (0.08 | ) | (0.11 | ) | (0.05 | ) | (0.41 | ) | (0.58 | ) | — | |||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 10.90 | $ | 9.84 | $ | 8.53 | $ | 6.57 | $ | 13.24 | $ | 10.63 | ||||||||||||
Total return(D) | 11.64 | % (E) | 16.80 | % | 30.86 | % | (48.61 | %) | 31.30 | % | 6.30 | % (E) | ||||||||||||
Net assets end of period/year (000’s) | $ | 156,327 | $ | 135,479 | $ | 134,751 | $ | 103,077 | $ | 178,422 | $ | 58,142 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 0.66 | % (G) | 0.70 | % | 0.74 | % | 0.65 | % | 0.65 | % | 0.80 | % (G) | ||||||||||||
Before reimbursement/recapture | 0.66 | % (G) | 0.70 | % | 0.74 | % | 0.65 | % | 0.65 | % | 0.88 | % (G) | ||||||||||||
Net investment income (loss), to average net assets(C) | 2.10 | % (G) | 1.04 | % | 2.35 | % | 2.59 | % | 2.78 | % | (0.67 | %) (G) | ||||||||||||
Portfolio turnover rate(H) | 5 | % (E) | 11 | % | 32 | % | 38 | % | 1 | % | 1 | % (E) | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 27 |
Transamerica Multi-Manager International Portfolio | ||||||||||||||||||||||||
Class B | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006(N) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 9.74 | $ | 8.45 | $ | 6.50 | $ | 13.13 | $ | 10.59 | $ | 10.00 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income (loss)(A),(B),(C) | 0.07 | 0.02 | 0.01 | 0.21 | 0.23 | (0.09 | ) | |||||||||||||||||
From net realized and unrealized gain (loss) on affiliated | ||||||||||||||||||||||||
investments | 1.02 | 1.32 | 1.94 | (6.50 | ) | 2.86 | 0.68 | |||||||||||||||||
Total from investment operations | 1.09 | 1.34 | 1.95 | (6.29 | ) | 3.09 | 0.59 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | — | (M) | (0.05 | ) | — | (0.25 | ) | (0.55 | ) | — | ||||||||||||||
Net realized gains on affiliated investments | — | — | — | (0.09 | ) | — | — | |||||||||||||||||
Total distributions | — | (M) | (0.05 | ) | — | (0.34 | ) | (0.55 | ) | — | ||||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 10.83 | $ | 9.74 | $ | 8.45 | $ | 6.50 | $ | 13.13 | $ | 10.59 | ||||||||||||
Total return(D) | 11.21 | % (E) | 15.95 | % | 30.00 | % | (49.04 | %) | 30.32 | % | 5.90 | % (E) | ||||||||||||
Net assets end of period/year (000’s) | $ | 18,340 | $ | 18,432 | $ | 18,010 | $ | 15,781 | $ | 30,060 | $ | 9,849 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 1.45 | % (G) | 1.45 | % | 1.45 | % | 1.42 | % | 1.43 | % | 1.45 | % (G) | ||||||||||||
Before reimbursement/recapture | 1.46 | % (G) | 1.49 | % | 1.57 | % | 1.42 | % | 1.43 | % | 1.69 | % (G) | ||||||||||||
Net investment income (loss), to average net assets(C) | 1.41 | % (G) | 0.19 | % | 0.08 | % | 1.95 | % | 1.98 | % | (1.32 | %) (G) | ||||||||||||
Portfolio turnover rate(H) | 5 | % (E) | 11 | % | 32 | % | 38 | % | 1 | % | 1 | % (E) | ||||||||||||
Transamerica Multi-Manager International Portfolio | ||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006(N) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 9.75 | $ | 8.45 | $ | 6.50 | $ | 13.13 | $ | 10.58 | $ | 10.00 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
From net investment income (loss)(A),(B),(C) | 0.08 | 0.02 | 0.03 | 0.21 | 0.24 | (0.09 | ) | |||||||||||||||||
From net realized and unrealized gain (loss) on affiliated investments | 1.02 | 1.33 | 1.92 | (6.49 | ) | 2.86 | 0.67 | |||||||||||||||||
Total from investment operations | 1.10 | 1.35 | 1.95 | (6.28 | ) | 3.10 | 0.58 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.02 | ) | (0.05 | ) | — | (0.26 | ) | (0.55 | ) | — | ||||||||||||||
Net realized gains on affiliated investments | — | — | — | (0.09 | ) | — | — | |||||||||||||||||
Total distributions | (0.02 | ) | (0.05 | ) | — | (0.35 | ) | (0.55 | ) | — | ||||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 10.83 | $ | 9.75 | $ | 8.45 | $ | 6.50 | $ | 13.13 | $ | 10.58 | ||||||||||||
Total return(D) | 11.28 | % (E) | 16.10 | % | 30.00 | % | (48.98 | %) | 30.45 | % | 5.80 | % (E) | ||||||||||||
Net assets end of period/year (000’s) | $ | 155,674 | $ | 144,849 | $ | 132,777 | $ | 128,742 | $ | 250,419 | $ | 76,650 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets:(F) | ||||||||||||||||||||||||
After reimbursement/recapture | 1.32 | % (G) | 1.36 | % | 1.43 | % | 1.31 | % | 1.31 | % | 1.45 | % (G) | ||||||||||||
Before reimbursement/recapture | 1.32 | % (G) | 1.36 | % | 1.43 | % | 1.31 | % | 1.31 | % | 1.53 | % (G) | ||||||||||||
Net investment income (loss), to average net assets(C) | 1.50 | % (G) | 0.27 | % | 0.50 | % | 2.01 | % | 2.08 | % | (1.32 | %) (G) | ||||||||||||
Portfolio turnover rate(H) | 5 | % (E) | 11 | % | 32 | % | 38 | % | 1 | % | 1 | % (E) | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 28 |
For the period or years ended:
Transamerica Multi-Manager | ||||||||
International Portfolio | ||||||||
Class I | ||||||||
April 30, 2011 | October 31, | |||||||
For a share outstanding throughout each period | (unaudited) | 2010 (I) | ||||||
Net asset value | ||||||||
Beginning of period/year | $ | 9.86 | $ | 8.84 | ||||
Investment operations | ||||||||
From net investment income (loss)(A),(B),(C) | 0.13 | (0.02 | ) | |||||
From net realized and unrealized gain on affiliated investments | 1.02 | 1.19 | ||||||
Total from investment operations | 1.15 | 1.17 | ||||||
Distributions | ||||||||
Net investment income | (0.12 | ) | (0.15 | ) | ||||
Net realized gains on affiliated investments | — | — | ||||||
Total distributions | (0.12 | ) | (0.15 | ) | ||||
Net asset value | ||||||||
End of period/year | $ | 10.89 | $ | 9.86 | ||||
Total return(D) | 11.78 | % (E) | 13.41 | % (E) | ||||
Net assets end of period/year (000’s) | $ | 34,819 | $ | 28,047 | ||||
Ratio and supplemental data | ||||||||
Expenses to average net assets:(F) | ||||||||
After reimbursement/recapture | 0.29 | % (G) | 0.34 | % (G) | ||||
Before reimbursement/recapture | 0.29 | % (G) | 0.34 | % (G) | ||||
Net investment income (loss), to average net assets(C) | 2.49 | % (G) | (0.21 | %) (G) | ||||
Portfolio turnover rate(H) | 5 | % (E) | 11 | % (E) | ||||
(A) | Calculated based on average number of shares outstanding. | |
(B) | On November 15, 2005, the fund was authorized under the 12b-1 plan to pay fees on each class up to the following limits: Class A 0.35%, Class B 1.00%, Class C 1.00%, Class R 0.50%. | |
(C) | Recognition of net investment income by the fund is affected by the timing of the declaration of dividends by the underlying affiliated investment companies in which the fund invests. | |
(D) | Total return has been calculated for the applicable period without deduction of a sales load, if any, on an initial purchase. | |
(E) | Not annualized. | |
(F) | Does not include expenses of the investment companies in which the fund invests. | |
(G) | Annualized. | |
(H) | Does not include the portfolio activity of the underlying affiliated funds. | |
(I) | Commenced operations on November 30, 2009. | |
(J) | Commenced operations on June 15, 2006. | |
(K) | Percentage rounds to less than 1% or (1)%. | |
(L) | Commenced operations on December 28, 2006. | |
(M) | Amount rounds to less than $(0.01) or $0.01. | |
(N) | Commenced operations on March 1, 2006. |
firm.
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 29 |
At April 30, 2011
(all amounts in thousands)
(unaudited)
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 30 |
At April 30, 2011
(all amounts in thousands)
(unaudited)
Market | % of Fund’s | |||||||
Fund Name | Value | Net Assets | ||||||
Transamerica Multi-Manager Alternative Strategies Portfolio | ||||||||
Class A | $ | 282 | 0.08 | % | ||||
Class C | 274 | 0.08 |
Transamerica Asset Allocation — Conservative Portfolio | ||||
ANA | 0.10 | % | ||
Transamerica Asset Allocation — Growth Portfolio | ||||
ANA | 0.10 | |||
Transamerica Asset Allocation — Moderate Growth Portfolio | ||||
ANA | 0.10 | |||
Transamerica Asset Allocation — Moderate Portfolio | ||||
ANA | 0.10 | |||
Transamerica Multi-Manager Alternative Strategies Portfolio | ||||
First $500 million | 0.20 | |||
Over $500 million up to $1 billion | 0.19 | |||
Over $1 billion | 0.18 | |||
Transamerica Multi — Manager International Portfolio | ||||
ANA | 0.10 |
Fund Name | Expense Limit | |||
Transamerica Asset Allocation — Conservative Portfolio | 0.45 | % | ||
Transamerica Asset Allocation — Growth Portfolio | 0.45 | |||
Transamerica Asset Allocation — Moderate Growth Portfolio | 0.45 | |||
Transamerica Asset Allocation — Moderate Portfolio | 0.45 | |||
Transamerica Multi-Manager Alternative Strategies Portfolio | 0.55 | |||
Transamerica Multi-Manager International Portfolio | 0.45 |
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 31 |
At April 30, 2011
(all amounts in thousands)
(unaudited)
Transamerica Multi-Manager International Portfolio | Reimbursement of Class Expenses | Available for Recapture Through | ||||||
Fiscal Year 2009 | ||||||||
Class B | $ | 18 | 10/31/2012 | |||||
Fiscal Year 2010 | ||||||||
Class B | 7 | 10/31/2013 |
Transamerica Asset Allocation — Conservative Portfolio | ||||
Received by Underwriter | $ | 1,417 | ||
Retained by Underwriter | 232 | |||
Contingent Deferred Sales Charge | 128 | |||
Transamerica Asset Allocation — Growth Portfolio | ||||
Received by Underwriter | 1,572 | |||
Retained by Underwriter | 236 | |||
Contingent Deferred Sales Charge | 197 | |||
Transamerica Asset Allocation — Moderate Growth Portfolio | ||||
Received by Underwriter | 3,403 | |||
Retained by Underwriter | 522 | |||
Contingent Deferred Sales Charge | 299 | |||
Transamerica Asset Allocation — Moderate Portfolio | ||||
Received by Underwriter | 2,618 | |||
Retained by Underwriter | 415 | |||
Contingent Deferred Sales Charge | 202 | |||
Transamerica Multi-Manager Alternative Strategies Portfolio | ||||
Received by Underwriter | 647 | |||
Retained by Underwriter | 102 | |||
Contingent Deferred Sales Charge | 22 | |||
Transamerica Multi-Manager International Portfolio | ||||
Received by Underwriter | 178 | |||
Retained by Underwriter | 28 | |||
Contingent Deferred Sales Charge | 34 |
Fund Name | Fees Paid to TFS | Due to TFS | ||||||
Transamerica Asset Allocation — Conservative Portfolio | $ | 585 | $ | 86 | ||||
Transamerica Asset Allocation — Growth Portfolio | 1,278 | 183 | ||||||
Transamerica Asset Allocation — Moderate Growth Portfolio | 1,911 | 276 | ||||||
Transamerica Asset Allocation — Moderate Portfolio | 1,092 | 150 | ||||||
Transamerica Multi-Manager Alternative Strategies Portfolio | 213 | 28 | ||||||
Transamerica Multi-Manager International Portfolio | 265 | 35 |
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 32 |
At April 30, 2011
(all amounts in thousands)
(unaudited)
Proceeds from maturities and sales of | ||||||||||||||||
Purchases of securities: | securities: | |||||||||||||||
Fund | Long-term | U.S. Government | Long-term | U.S. Government | ||||||||||||
Transamerica Asset Allocation — Conservative Portfolio | $ | 94,710 | $ | — | $ | 112,333 | $ | — | ||||||||
Transamerica Asset Allocation — Growth Portfolio | 195,012 | — | 261,290 | — | ||||||||||||
Transamerica Asset Allocation — Moderate Growth Portfolio | 429,254 | — | 455,713 | — | ||||||||||||
Transamerica Asset Allocation — Moderate Portfolio | 226,287 | — | 201,559 | — | ||||||||||||
Transamerica Multi-Manager Alternative Strategies Portfolio | 108,051 | — | 32,094 | — | ||||||||||||
Transamerica Multi-Manager International Portfolio | 23,678 | — | 15,866 | — |
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 33 |
(unaudited)
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 34 |
• | Information we receive from you on applications or other forms, such as your name, address, and account number; | |
• | Information about your transactions with us, our affiliates, or others, such as your account balance and purchase/redemption history; and | |
• | Information we receive from non-affiliated third parties, including consumer reporting agencies. |
Transamerica Funds | Semi-Annual Report 2011 |
Clearwater, FL 33758-9012
![(TRANSAMERICA FUNDS LOGO)](https://capedge.com/proxy/N-14/0001193125-11-309983/g247877y91849y9184902.gif)
P.O. Box 9012 • Clearwater, FL 33758-9012
Distributor: Transamerica Capital, Inc.
![(TRANSAMERICA LOGO)](https://capedge.com/proxy/N-14/0001193125-11-309983/g247877y91849y9184901.gif)
April 30, 2011
P.O. Box 9012 • Clearwater, FL 33758-9012
Distributor: Transamerica Capital, Inc.
John K. Carter | Christopher A. Staples | |
Chairman of the Board, | Vice President & Chief Investment Officer | |
President & Chief Executive Officer | Transamerica Funds | |
Transamerica Funds |
Actual Expenses | Hypothetical Expenses (B) | |||||||||||||||||||||||
Beginning | Ending Account | Expenses Paid | Ending Account | Expenses Paid | Annualized | |||||||||||||||||||
Fund Name | Account Value | Value | During Period | Value | During Period | Expense Ratio | ||||||||||||||||||
Transamerica AEGON Flexible Income | ||||||||||||||||||||||||
Class A | $ | 1,000.00 | $ | 1,047.30 | $ | 4.87 | (A) | $ | 1,020.03 | $ | 4.81 | (A) | 0.96 | % | ||||||||||
Class B | 1,000.00 | 1,041.70 | 9.21 | (A) | 1,015.77 | 9.10 | (A) | 1.82 | ||||||||||||||||
Class C | 1,000.00 | 1,043.20 | 8.36 | (A) | 1,016.61 | 8.25 | (A) | 1.65 | ||||||||||||||||
Class I | 1,000.00 | 1,048.10 | 3.45 | (A) | 1,021.42 | 3.41 | (A) | 0.68 | ||||||||||||||||
Class I2 | 1,000.00 | 1,047.50 | 2.89 | (A) | 1,021.97 | 2.86 | (A) | 0.57 | ||||||||||||||||
Transamerica AEGON High Yield Bond | ||||||||||||||||||||||||
Class A | 1,000.00 | 1,061.20 | 5.93 | (A) | 1,019.04 | 5.81 | (A) | 1.16 | ||||||||||||||||
Class B | 1,000.00 | 1,058.60 | 9.24 | (A) | 1,015.82 | 9.05 | (A) | 1.81 | ||||||||||||||||
Class C | 1,000.00 | 1,058.20 | 8.88 | (A) | 1,016.17 | 8.70 | (A) | 1.74 | ||||||||||||||||
Class I | 1,000.00 | 1,064.20 | 3.94 | (A) | 1,020.98 | 3.86 | (A) | 0.77 | ||||||||||||||||
Class I2 | 1,000.00 | 1,064.70 | 3.33 | (A) | 1,021.57 | 3.26 | (A) | 0.65 | ||||||||||||||||
Class P | 1,000.00 | 1,062.70 | 4.60 | (A) | 1,020.33 | 4.51 | (A) | 0.90 | ||||||||||||||||
Transamerica AEGON Money Market | ||||||||||||||||||||||||
Class A | 1,000.00 | 1,000.00 | 1.09 | (A) | 1,023.70 | 1.10 | (A) | 0.22 | ||||||||||||||||
Class B | 1,000.00 | 1,000.00 | 1.09 | (A) | 1,023.70 | 1.10 | (A) | 0.22 | ||||||||||||||||
Class C | 1,000.00 | 1,000.00 | 1.09 | (A) | 1,023.70 | 1.10 | (A) | 0.22 | ||||||||||||||||
Class I | 1,000.00 | 1,000.10 | 1.04 | (A) | 1,023.75 | 1.05 | (A) | 0.21 | ||||||||||||||||
Class I2 | 1,000.00 | 1,000.10 | 1.04 | (A) | 1,023.75 | 1.05 | (A) | 0.21 | ||||||||||||||||
Class P | 1,000.00 | 1,000.10 | 1.04 | (A) | 1,023.75 | 1.05 | (A) | 0.21 | ||||||||||||||||
Transamerica AEGON Short-Term Bond | ||||||||||||||||||||||||
Class A | 1,000.00 | 1,018.10 | 4.05 | (A) | 1,020.78 | 4.06 | (A) | 0.81 | ||||||||||||||||
Class C | 1,000.00 | 1,014.30 | 7.84 | (A) | 1,017.01 | 7.85 | (A) | 1.57 | ||||||||||||||||
Class I | 1,000.00 | 1,019.90 | 3.11 | (A) | 1,021.72 | 3.11 | (A) | 0.62 | ||||||||||||||||
Class I2 | 1,000.00 | 1,020.60 | 2.61 | (A) | 1,022.22 | 2.61 | (A) | 0.52 |
Transamerica Funds | Semi-Annual Report 2011 |
Actual Expenses | Hypothetical Expenses (B) | |||||||||||||||||||||||
Beginning | Ending Account | Expenses Paid | Ending Account | Expenses Paid | Annualized | |||||||||||||||||||
Fund Name | Account Value | Value | During Period | Value | During Period | Expense Ratio | ||||||||||||||||||
Transamerica Morgan Stanley Capital Growth | ||||||||||||||||||||||||
Class A | $ | 1,000.00 | $ | 1,223.50 | $ | 8.55 | (A) | $ | 1,017.11 | $ | 7.75 | (A) | 1.55 | % | ||||||||||
Class B | 1,000.00 | 1,219.60 | 12.11 | (A) | 1,013.88 | 10.99 | (A) | 2.20 | ||||||||||||||||
Class C | 1,000.00 | 1,219.80 | 12.11 | (A) | 1,013.88 | 10.99 | (A) | 2.20 | ||||||||||||||||
Class I | 1,000.00 | 1,226.10 | 6.62 | (A) | 1,018.84 | 6.01 | (A) | 1.20 | ||||||||||||||||
Class P | 1,000.00 | 1,224.80 | 7.72 | (A) | 1,017.85 | 7.00 | (A) | 1.40 | ||||||||||||||||
Transamerica Morgan Stanley Growth Opportunities | ||||||||||||||||||||||||
Class A | 1,000.00 | 1,292.30 | 9.95 | (A) | 1,016.12 | 8.75 | (A) | 1.75 | ||||||||||||||||
Class B | 1,000.00 | 1,287.30 | 13.61 | (A) | 1,012.89 | 11.98 | (A) | 2.40 | ||||||||||||||||
Class C | 1,000.00 | 1,287.40 | 13.61 | (A) | 1,012.89 | 11.98 | (A) | 2.40 | ||||||||||||||||
Class I | 1,000.00 | 1,294.50 | 7.96 | (A) | 1,017.85 | 7.00 | (A) | 1.40 | ||||||||||||||||
Class I2 | 1,000.00 | 1,297.70 | 4.96 | (A) | 1,020.48 | 4.36 | (A) | 0.87 | ||||||||||||||||
Class P | 1,000.00 | 1,294.70 | 7.45 | (A) | 1,018.30 | 6.56 | (A) | 1.31 | ||||||||||||||||
Transamerica Multi-Managed Balanced | ||||||||||||||||||||||||
Class A | 1,000.00 | 1,134.40 | 7.67 | (A) | 1,017.60 | 7.25 | (A) | 1.45 | ||||||||||||||||
Class B | 1,000.00 | 1,129.40 | 12.20 | (A) | 1,013.34 | 11.53 | (A) | 2.31 | ||||||||||||||||
Class C | 1,000.00 | 1,130.90 | 10.67 | (A) | 1,014.78 | 10.09 | (A) | 2.02 | ||||||||||||||||
Class I | 1,000.00 | 1,136.10 | 5.51 | (A) | 1,019.64 | 5.21 | (A) | 1.04 | ||||||||||||||||
Class P | 1,000.00 | 1,136.20 | 5.83 | (A) | 1,019.34 | 5.51 | (A) | 1.10 | ||||||||||||||||
Transamerica Systematic Small/Mid Cap Value | ||||||||||||||||||||||||
Class A | 1,000.00 | 1,282.20 | 7.92 | (A) | 1,017.85 | 7.00 | (A) | 1.40 | ||||||||||||||||
Class B | 1,000.00 | 1,278.10 | 11.64 | (A) | 1,014.58 | 10.29 | (A) | 2.06 | ||||||||||||||||
Class C | 1,000.00 | 1,278.30 | 11.35 | (A) | 1,014.83 | 10.04 | (A) | 2.01 | ||||||||||||||||
Class I | 1,000.00 | 1,285.10 | 5.55 | (A) | 1,019.93 | 4.91 | (A) | 0.98 | ||||||||||||||||
Class I2 | 1,000.00 | 1,285.90 | 4.87 | (A) | 1,020.53 | 4.31 | (A) | 0.86 | ||||||||||||||||
Transamerica TS&W International Equity | ||||||||||||||||||||||||
Class A | 1,000.00 | 1,051.90 | 2.57 | (C) | 1,005.85 | 2.51 | (C) | 1.50 | ||||||||||||||||
Class C | 1,000.00 | 1,050.60 | 3.60 | (C) | 1,004.85 | 3.52 | (C) | 2.10 | ||||||||||||||||
Class I | 1,000.00 | 1,147.90 | 6.34 | (A) | 1,018.89 | 5.96 | (A) | 1.19 | ||||||||||||||||
Class I2 | 1,000.00 | 1,052.60 | 1.84 | (C) | 1,006.57 | 1.79 | (C) | 1.07 | ||||||||||||||||
Transamerica WMC Diversified Equity | ||||||||||||||||||||||||
Class A | 1,000.00 | 1,139.10 | 8.06 | (A) | 1,017.26 | 7.60 | (A) | 1.52 | ||||||||||||||||
Class B | 1,000.00 | 1,135.00 | 11.49 | (A) | 1,014.03 | 10.84 | (A) | 2.17 | ||||||||||||||||
Class C | 1,000.00 | 1,134.50 | 11.48 | (A) | 1,014.03 | 10.84 | (A) | 2.17 | ||||||||||||||||
Class I | 1,000.00 | 1,141.00 | 6.21 | (A) | 1,018.99 | 5.86 | (A) | 1.17 | ||||||||||||||||
Class I2 | 1,000.00 | 1,143.00 | 4.20 | (A) | 1,020.88 | 3.96 | (A) | 0.79 | ||||||||||||||||
Class P | 1,000.00 | 1,140.60 | 6.10 | (A) | 1,019.09 | 5.76 | (A) | 1.15 | ||||||||||||||||
Transamerica WMC Diversified Growth | ||||||||||||||||||||||||
Class A | 1,000.00 | 1,164.00 | 8.16 | (A) | 1,017.26 | 7.60 | (A) | 1.52 | ||||||||||||||||
Class B | 1,000.00 | 1,160.60 | 11.62 | (A) | 1,014.03 | 10.84 | (A) | 2.17 | ||||||||||||||||
Class C | 1,000.00 | 1,159.80 | 11.62 | (A) | 1,014.03 | 10.84 | (A) | 2.17 | ||||||||||||||||
Class I | 1,000.00 | 1,166.10 | 4.99 | (A) | 1,020.18 | 4.66 | (A) | 0.93 | ||||||||||||||||
Class I2 | 1,000.00 | 1,168.10 | 4.14 | (A) | 1,020.98 | 3.86 | (A) | 0.77 | ||||||||||||||||
Class P | 1,000.00 | 1,166.70 | 6.18 | (A) | 1,019.09 | 5.76 | (A) | 1.15 | ||||||||||||||||
Class T | 1,000.00 | 1,166.80 | 5.00 | (A) | 1,020.18 | 4.66 | (A) | 0.93 | ||||||||||||||||
Transamerica WMC Quality Value | ||||||||||||||||||||||||
Class A | 1,000.00 | 1,162.40 | 6.68 | (D) | 1,016.70 | 6.23 | (D) | 1.35 | ||||||||||||||||
Class C | 1,000.00 | 1,159.10 | 9.88 | (D) | 1,013.73 | 9.21 | (D) | 2.00 | ||||||||||||||||
Class I | 1,000.00 | 1,164.30 | 4.95 | (D) | 1,018.30 | 4.62 | (D) | 1.00 | ||||||||||||||||
Class I2 | 1,000.00 | 1,166.00 | 3.77 | (D) | 1,019.40 | 3.51 | (D) | 0.76 |
(A) | Expenses are calculated using the fund’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 expenses. | |
(C) | Expenses are calculated using the fund’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 (61 days), and divided by the number of days in the year (365 days). | |
(D) | Expenses are calculated using the fund’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 (167 days), and divided by the number of days in the year (365 days). |
Transamerica Funds | Semi-Annual Report 2011 |
(The following charts summarize the Schedule of Investments of each fund by asset type)
(unaudited)
Transamerica AEGON Flexible Income | % of Net | |||
(formerly, Transamerica Flexible Income) | Assets | |||
Corporate Debt Securities | 59.6 | % | ||
Securities Lending Collateral | 10.2 | |||
Mortgage-Backed Securities | 7.6 | |||
U.S. Government Obligations | 6.9 | |||
Preferred Corporate Debt Securities | 6.0 | |||
Foreign Government Obligations | 4.6 | |||
Asset-Backed Securities | 4.1 | |||
Preferred Stocks | 1.9 | |||
Common Stocks | 1.8 | |||
Repurchase Agreement | 1.8 | |||
Municipal Government Obligations | 1.4 | |||
Warrant | 1.2 | |||
Convertible Preferred Stock | 0.8 | |||
U.S. Government Agency Obligation | 0.7 | |||
Convertible Bonds | 0.5 | |||
Other Assets and Liabilities - Net | (9 .1 | ) | ||
Total | 100.0 | % | ||
% of Net | ||||
Transamerica AEGON High Yield Bond | Assets | |||
Corporate Debt Securities | 88.2 | % | ||
Securities Lending Collateral | 16.2 | |||
Repurchase Agreement | 6.0 | |||
Preferred Corporate Debt Securities | 1.5 | |||
Preferred Stocks | 1.3 | |||
Common Stocks | 0.7 | |||
U.S. Government Obligation | 0.5 | |||
Warrants | 0.1 | |||
Other Assets and Liabilities - Net | (14.5 | ) | ||
Total | 100.0 | % | ||
Transamerica AEGON Money Market | % of Net | |||
(formerly, Transamerica Money Market) | Assets | |||
Commercial Paper | 66.6 | % | ||
Asset-Backed Commercial Paper | 20.3 | |||
Repurchase Agreements | 13.3 | |||
Other Assets and Liabilities - Net | (0.2 | ) | ||
Total | 100.0 | % | ||
Transamerica AEGON Short-Term Bond | % of Net | |||
(formerly, Transamerica Short-Term Bond) | Assets | |||
Corporate Debt Securities | 64.0 | % | ||
Mortgage-Backed Securities | 22.2 | |||
Asset-Backed Securities | 10.1 | |||
Securities Lending Collateral | 2.7 | |||
Municipal Government Obligations | 1.1 | |||
Repurchase Agreement | 1.0 | |||
Loan Assignment | 0.5 | |||
U.S. Government Agency Obligations | 0.4 | |||
Other Assets and Liabilities - Net Ω | (2.0 | ) | ||
Total | 100.0 | % | ||
Transamerica Morgan Stanley Capital Growth | % of Net | |||
(formerly, Transamerica Focus) | Assets | |||
Common Stocks | 99.8 | % | ||
Securities Lending Collateral | 25.6 | |||
Repurchase Agreement | 0.1 | |||
Other Assets and Liabilities - Net | (25.5 | ) | ||
Total | 100.0 | % | ||
Transamerica Morgan Stanley Growth | ||||
Opportunities | % of Net | |||
(formerly, Transamerica Growth Opportunities) | Assets | |||
Common Stocks | 96.6 | % | ||
Securities Lending Collateral | 24.9 | |||
Repurchase Agreement | 3.3 | |||
Other Assets and Liabilities - Net | (24.8 | ) | ||
Total | 100.0 | % | ||
Transamerica Multi-Managed Balanced | % of Net | |||
(formerly, Transamerica Balanced) | Assets | |||
Common Stocks | 59.9 | % | ||
U.S. Government Obligations | 13.9 | |||
Corporate Debt Securities | 10.9 | |||
Mortgage-Backed Securities | 6.4 | |||
Asset-Backed Securities | 3.3 | |||
Repurchase Agreement | 2.4 | |||
U.S. Government Agency Obligations | 1.9 | |||
Preferred Corporate Debt Securities | 0.4 | |||
Municipal Government Obligations | 0.4 | |||
Other Assets and Liabilities - Net Ω | 0.5 | |||
Total | 100.0 | % | ||
Transamerica Systematic Small/Mid Cap Value | % of Net | |||
(formerly, Transamerica Small/Mid Cap Value) | Assets | |||
Common Stocks | 97.2 | % | ||
Securities Lending Collateral | 25.6 | |||
Repurchase Agreement | 3.3 | |||
Other Assets and Liabilities - Net | (26.1 | ) | ||
Total | 100.0 | % | ||
% of Net | ||||
Transamerica TS&W International Equity | Assets | |||
Common Stocks | 97.5 | % | ||
Preferred Stock | 0.9 | |||
Repurchase Agreement | 0.4 | |||
Other Assets and Liabilities - Net | 1.2 | |||
Total | 100.0 | % | ||
Transamerica WMC Diversified Equity | % of Net | |||
(formerly, Transamerica Diversified Equity) | Assets | |||
Common Stocks | 94.7 | % | ||
Securities Lending Collateral | 6.2 | |||
Repurchase Agreement | 5.4 | |||
Other Assets and Liabilities - Net | (6.3 | ) | ||
Total | 100.0 | % | ||
% of Net | ||||
Transamerica WMC Diversified Growth | Assets | |||
Common Stocks | 96.0 | % | ||
Securities Lending Collateral | 21.0 | |||
Repurchase Agreement | 4.1 | |||
Other Assets and Liabilities - Net | (21.1 | ) | ||
Total | 100.0 | % | ||
% of Net | ||||
Transamerica WMC Quality Value | Assets | |||
Common Stocks | 97.7 | % | ||
Repurchase Agreement | 2.2 | |||
Other Assets and Liabilities - Net | 0.1 | |||
Total | 100.0 | % | ||
Ω | The Other Assets and Liabilities — Net category may include, but is not limited to, Forward Currency Contracts, Futures Contracts, Swap Agreements, Written Options and Swaptions, and Securities Sold Short. |
Transamerica Funds | Semi-Annual Report 2011 |
Page 3
(formerly, Transamerica Flexible Income)
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||||||
U.S. GOVERNMENT OBLIGATIONS - 6.9% | ||||||||||||
U.S. Treasury Bond | ||||||||||||
2.63%, 11/15/2020 | $ | 4,575 | $ | 4,328 | ||||||||
U.S. Treasury Inflation Indexed Bond | ||||||||||||
2.50%, 01/15/2029 | 2,164 | 2,514 | ||||||||||
U.S. Treasury Note | ||||||||||||
1.25%, 09/30/2015 - 10/31/2015 | 1,725 | 1,689 | ||||||||||
2.13%, 02/29/2016 | 8,635 | 8,725 | ||||||||||
Total U.S. Government Obligations (cost $16,846) | 17,256 | |||||||||||
U.S. GOVERNMENT AGENCY OBLIGATION - 0.7% | ||||||||||||
Freddie Mac, IO | ||||||||||||
5.00%, 08/01/2035 | 7,819 | 1,720 | ||||||||||
Total U.S. Government Agency Obligation (cost $1,949) | ||||||||||||
FOREIGN GOVERNMENT OBLIGATIONS - 4.6% | ||||||||||||
Canada Housing Trust No. 1 | ||||||||||||
3.15%, 06/15/2015 - 144A | CAD | 2,500 | 2,702 | |||||||||
Republic of Chile | ||||||||||||
5.50%, 08/05/2020 | CLP | 994,500 | 2,141 | |||||||||
Republic of The Philippines | ||||||||||||
4.95%, 01/15/2021 ^ | PHP | 90,000 | 2,055 | |||||||||
United Mexican States | ||||||||||||
7.00%, 06/19/2014 | MXN | 18,000 | 1,607 | |||||||||
7.50%, 06/21/2012 | MXN | 35,000 | 3,127 | |||||||||
Total Foreign Government Obligations (cost $10,585) | 11,632 | |||||||||||
MORTGAGE-BACKED SECURITIES - 7.6% | ||||||||||||
American General Mortgage Loan Trust | ||||||||||||
Series 2009-1, Class A6 | ||||||||||||
5.75%, 09/25/2048 - 144A * | $ | 1,785 | 1,814 | |||||||||
American Tower Trust | ||||||||||||
Series 2007-1A, Class D | ||||||||||||
5.96%, 04/15/2037 - 144A | 1,950 | 2,072 | ||||||||||
BCAP LLC Trust | ||||||||||||
Series 2009-RR3, Class 2A1 | ||||||||||||
5.53%, 05/26/2037 - 144A * | 324 | 333 | ||||||||||
Series 2009-RR6, Class 2A1 | ||||||||||||
5.28%, 08/26/2035 - 144A * | 1,215 | 1,157 | ||||||||||
Series 2009-RR10, Class 2A1 | ||||||||||||
3.07%, 08/26/2035 - 144A * | 828 | 829 | ||||||||||
Series 2009-RR13, Class 13A3 | ||||||||||||
5.25%, 03/26/2037 - 144A * | 1,061 | 1,086 | ||||||||||
Series 2009-RR14, Class 1A1 | ||||||||||||
6.04%, 05/26/2037 - 144A * | 1,580 | 1,623 | ||||||||||
Series 2010-RR1, Class 12A1 | ||||||||||||
5.25%, 08/26/2036 - 144A * | 1,708 | 1,767 | ||||||||||
Credit Suisse Mortgage Capital Certificates | ||||||||||||
Series 2010-18R, Class 1A11 | ||||||||||||
3.75%, 08/26/2035 - 144A * | 1,315 | 1,326 | ||||||||||
Jefferies & Co., Inc. | ||||||||||||
Series 2009-R2, Class 2A | ||||||||||||
6.13%, 12/26/2037 - 144A * | 502 | 505 | ||||||||||
Series 2009-R7, Class 1A1 | ||||||||||||
5.50%, 02/26/2036 - 144A * | 833 | 853 | ||||||||||
Series 2009-R7, Class 4A1 | ||||||||||||
3.05%, 09/26/2034 - 144A * | 866 | 864 | ||||||||||
Series 2009-R7, Class 10A3 | ||||||||||||
6.00%, 12/26/2036 - 144A | 381 | 378 | ||||||||||
Series 2009-R7, Class 12A1 | ||||||||||||
5.21%, 08/26/2036 - 144A * | 463 | 467 | ||||||||||
Series 2009-R7, Class 16A1 | ||||||||||||
5.54%, 12/26/2036 - 144A * | 117 | 118 | ||||||||||
Series 2009-R9, Class 1A1 | ||||||||||||
5.62%, 08/26/2046 - 144A * | 789 | 794 | ||||||||||
JP Morgan Re-REMIC | ||||||||||||
Series 2009-7, Class 8A1 | ||||||||||||
5.60%, 01/27/2047 - 144A * | 896 | 915 | ||||||||||
WaMu Mortgage Pass-Through Certificates | ||||||||||||
Series 2003-S9, Class A6 | ||||||||||||
5.25%, 10/25/2033 | 1,469 | 1,477 | ||||||||||
Wells Fargo Mortgage Backed Securities Trust | ||||||||||||
Series 2003-G, Class A1 | ||||||||||||
4.10%, 06/25/2033 * | 428 | 437 | ||||||||||
Series 2003-L, Class 1A2 | ||||||||||||
4.50%, 11/25/2033 * | 310 | 315 | ||||||||||
Total Mortgage-Backed Securities (cost $18,371) | 19,130 | |||||||||||
ASSET-BACKED SECURITIES - 4.1% | ||||||||||||
America West Airlines Pass-Through Trust | ||||||||||||
Series 2000-1, Class G | ||||||||||||
8.06%, 07/02/2020 | 1,127 | 1,172 | ||||||||||
Continental Airlines Pass-Through Trust | ||||||||||||
Series 1997-1, Class A | ||||||||||||
7.46%, 04/01/2015 | 1,724 | 1,724 | ||||||||||
Gazprom OAO Via GAZ Capital SA | ||||||||||||
8.13%, 07/31/2014 - 144A | 2,060 | 2,363 | ||||||||||
Northwest Airlines Pass-Through Trust | ||||||||||||
Series 2002-1, Class G2 | ||||||||||||
6.26%, 11/20/2021 | 2,510 | 2,585 | ||||||||||
UAL Pass-Through Trust | ||||||||||||
Series 2009-1 | ||||||||||||
10.40%, 11/01/2016 | 2,172 | 2,487 | ||||||||||
Total Asset-Backed Securities (cost $9,893) | 10,331 | |||||||||||
MUNICIPAL GOVERNMENT OBLIGATIONS - 1.4% | ||||||||||||
Rhode Island Economic Development Corp. | ||||||||||||
6.00%, 11/01/2015 § | 1,545 | 1,517 | ||||||||||
State of California | ||||||||||||
7.95%, 03/01/2036 | 1,820 | 1,984 | ||||||||||
Total Municipal Government Obligations (cost $3,367) | 3,501 | |||||||||||
PREFERRED CORPORATE DEBT SECURITIES - 6.0% | ||||||||||||
Commercial Banks - 2.9% | ||||||||||||
PNC Financial Services Group, Inc. | ||||||||||||
8.25%, 05/21/2013 * Ž ^ | 2,500 | 2,645 | ||||||||||
Rabobank Nederland NV | ||||||||||||
11.00%, 06/30/2019 - 144A * Ž | 1,695 | 2,212 | ||||||||||
Wells Fargo & Co. - Series K | ||||||||||||
7.98%, 03/15/2018 * Ž | 2,400 | 2,640 | ||||||||||
Diversified Financial Services - 2.0% | ||||||||||||
JPMorgan Chase Capital XXV - Series Y | ||||||||||||
6.80%, 10/01/2037 | 1,500 | 1,543 | ||||||||||
ZFS Finance USA Trust II | ||||||||||||
6.45%, 12/15/2065 - 144A * | 3,300 | 3,457 | ||||||||||
Insurance - 1.1% | ||||||||||||
Reinsurance Group of America, Inc. - Series A | ||||||||||||
6.75%, 12/15/2065 * | 2,760 | 2,720 | ||||||||||
Total Preferred Corporate Debt Securities (cost $13,889) | 15,217 | |||||||||||
Transamerica Funds | Semi-Annual Report 2011 |
Page 4
(formerly, Transamerica Flexible Income)
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||||||
CORPORATE DEBT SECURITIES - 59.6% | ||||||||||||
Beverages - 1.3% | ||||||||||||
Anheuser-Busch InBev Worldwide, Inc. | ||||||||||||
9.75%, 11/17/2015 | BRL | 2,200 | $ | 1,440 | ||||||||
Beverages & More, Inc. | ||||||||||||
9.63%, 10/01/2014 - 144A | $ | 1,635 | 1,721 | |||||||||
Building Products - 0.4% | ||||||||||||
Voto-Votorantim Overseas Trading | ||||||||||||
Operations NV | ||||||||||||
6.63%, 09/25/2019 - 144A | 840 | 886 | ||||||||||
Capital Markets - 2.3% | ||||||||||||
BP Capital Markets PLC | ||||||||||||
4.74%, 03/11/2021 ^ | 1,330 | 1,358 | ||||||||||
E*Trade Financial Corp. | ||||||||||||
7.38%, 09/15/2013 | 1,900 | 1,914 | ||||||||||
Macquarie Group, Ltd. | ||||||||||||
6.25%, 01/14/2021 - 144A | 2,375 | 2,434 | ||||||||||
Commercial Banks - 5.4% | ||||||||||||
Barclays Bank PLC | ||||||||||||
7.38%, 06/29/2049 | 1,298 | 1,314 | ||||||||||
10.18%, 06/12/2021 - 144A | 1,480 | 1,925 | ||||||||||
BBVA Bancomer SA | ||||||||||||
7.25%, 04/22/2020 - 144A | 1,400 | 1,443 | ||||||||||
M&I Marshall & Ilsley Bank | ||||||||||||
4.85%, 06/16/2015 | 1,245 | 1,319 | ||||||||||
5.00%, 01/17/2017 | 2,050 | 2,185 | ||||||||||
Regions Bank | ||||||||||||
7.50%, 05/15/2018 ^ | 2,560 | 2,763 | ||||||||||
Zions Bancorporation | ||||||||||||
7.75%, 09/23/2014 | 2,500 | 2,776 | ||||||||||
Commercial Services & Supplies - 1.2% | ||||||||||||
KAR Auction Services, Inc. | ||||||||||||
8.75%, 05/01/2014 | 1,890 | 1,949 | ||||||||||
Steelcase, Inc. | ||||||||||||
6.38%, 02/15/2021 | 1,385 | 1,439 | ||||||||||
Consumer Finance - 0.5% | ||||||||||||
Block Financial LLC | ||||||||||||
5.13%, 10/30/2014 ^ | 1,300 | 1,361 | ||||||||||
Containers & Packaging - 1.2% | ||||||||||||
Graphic Packaging International, Inc. | ||||||||||||
9.50%, 06/15/2017 | 2,625 | 2,940 | ||||||||||
Distributors - 0.3% | ||||||||||||
Edgen Murray Corp. | ||||||||||||
12.25%, 01/15/2015 ^ | 805 | 811 | ||||||||||
Diversified Financial Services - 14.3% | ||||||||||||
Aviation Capital Group Corp. | ||||||||||||
7.13%, 10/15/2020 - 144A | 2,700 | 2,780 | ||||||||||
Cemex Finance LLC | ||||||||||||
9.50%, 12/14/2016 - 144A | 2,555 | 2,721 | ||||||||||
CIT Group, Inc. | ||||||||||||
7.00%, 05/01/2014 ^ | 1,575 | 1,605 | ||||||||||
Fibria Overseas Finance, Ltd. | ||||||||||||
6.75%, 03/03/2021 - 144A ^ | 1,245 | 1,310 | ||||||||||
Glencore Funding LLC | ||||||||||||
6.00%, 04/15/2014 - 144A | 2,000 | 2,157 | ||||||||||
GTP Towers Issuer LLC | ||||||||||||
4.44%, 02/15/2015 - 144A | 2,295 | 2,374 | ||||||||||
International Lease Finance Corp. | ||||||||||||
6.50%, 09/01/2014 - 144A ^ | 2,360 | 2,502 | ||||||||||
Irish Life & Permanent Group Holdings PLC | ||||||||||||
3.60%, 01/14/2013 - 144A | 2,500 | 2,152 | ||||||||||
Marina District Finance Co., Inc. | ||||||||||||
9.50%, 10/15/2015 - 144A ^ | 1,955 | 2,097 | ||||||||||
9.88%, 08/15/2018 - 144A ^ | 65 | 70 | ||||||||||
Oaktree Capital Management, LP | ||||||||||||
6.75%, 12/02/2019 - 144A | 1,950 | 2,048 | ||||||||||
QHP Royalty Sub LLC | ||||||||||||
10.25%, 03/15/2015 - 144A | 1,346 | 1,372 | ||||||||||
Rio Tinto Finance USA, Ltd. | ||||||||||||
9.00%, 05/01/2019 | 1,000 | 1,333 | ||||||||||
Selkirk Cogen Funding Corp. — Series A | ||||||||||||
8.98%, 06/26/2012 | 1,743 | 1,799 | ||||||||||
Sensus USA, Inc. | ||||||||||||
8.63%, 12/15/2013 | 500 | 505 | ||||||||||
Stone Street Trust | ||||||||||||
5.90%, 12/15/2015 - 144A | 2,450 | 2,568 | ||||||||||
TNK-BP Finance SA | ||||||||||||
7.50%, 03/13/2013 - 144A | 1,345 | 1,471 | ||||||||||
Unison Ground Lease Funding LLC | ||||||||||||
6.39%, 04/15/2020 - 144A | 2,615 | 2,715 | ||||||||||
WCP Wireless Site Funding LLC | ||||||||||||
6.83%, 11/15/2015 - 144A | 2,570 | 2,591 | ||||||||||
Diversified Telecommunication Services - 0.7% | ||||||||||||
Sprint Capital Corp. | ||||||||||||
8.38%, 03/15/2012 | 1,300 | 1,373 | ||||||||||
West Corp. | ||||||||||||
7.88%, 01/15/2019 - 144A | 320 | 330 | ||||||||||
Electric Utilities - 0.9% | ||||||||||||
Intergen NV | ||||||||||||
9.00%, 06/30/2017 - 144A | 2,075 | 2,251 | ||||||||||
Electrical Equipment - 1.1% | ||||||||||||
Polypore International, Inc. | ||||||||||||
7.50%, 11/15/2017 - 144A | 2,560 | 2,712 | ||||||||||
Electronic Equipment & Instruments - 0.9% | ||||||||||||
Anixter, Inc. | ||||||||||||
5.95%, 03/01/2015 | 2,300 | 2,317 | ||||||||||
Energy Equipment & Services - 1.0% | ||||||||||||
Enterprise Products Operating LLC — Series A | ||||||||||||
8.38%, 08/01/2066 * | 1,150 | 1,249 | ||||||||||
Weatherford International, Ltd. | ||||||||||||
9.63%, 03/01/2019 | 945 | 1,226 | ||||||||||
Food & Staples Retailing - 1.6% | ||||||||||||
Ingles Markets, Inc. | ||||||||||||
8.88%, 05/15/2017 ^ | 2,140 | 2,310 | ||||||||||
Stater Bros Holdings, Inc. | ||||||||||||
7.38%, 11/15/2018 - 144A ^ | 65 | 68 | ||||||||||
SUPERVALU, Inc. | ||||||||||||
7.50%, 11/15/2014 ^ | 1,900 | 1,948 | ||||||||||
Food Products - 1.6% | ||||||||||||
Arcor SAIC | ||||||||||||
7.25%, 11/09/2017 - 144A ^ | 1,285 | 1,378 | ||||||||||
C&S Group Enterprises LLC | ||||||||||||
8.38%, 05/01/2017 - 144A ^ | 1,279 | 1,340 | ||||||||||
Michael Foods, Inc. | ||||||||||||
9.75%, 07/15/2018 - 144A | 1,200 | 1,317 | ||||||||||
Health Care Providers & Services - 0.8% | ||||||||||||
Community Health Systems, Inc. | ||||||||||||
8.88%, 07/15/2015 ^ | 1,900 | 1,943 | ||||||||||
Hotels, Restaurants & Leisure - 2.2% | ||||||||||||
Firekeepers Development Authority | ||||||||||||
13.88%, 05/01/2015 - 144A | 1,075 | 1,266 |
Transamerica Funds | Semi-Annual Report 2011 |
Page 5
(formerly, Transamerica Flexible Income)
At April 30, 2011
(all amounts except share amounts in thousands)
((unaudited)
Principal | Value | |||||||||||
Hotels, Restaurants & Leisure (continued) | ||||||||||||
GWR Operating Partnership LLP | ||||||||||||
10.88%, 04/01/2017 | $ | 1,500 | $ | 1,616 | ||||||||
MGM Resorts International | ||||||||||||
6.75%, 09/01/2012 | 1,600 | 1,636 | ||||||||||
Pokagon Gaming Authority | ||||||||||||
10.38%, 06/15/2014 - 144A | 650 | 670 | ||||||||||
Station Casinos, Inc. | ||||||||||||
6.88%, 03/01/2016 ‡ Џ § | 700 | ◊ | ||||||||||
Household Durables - 0.7% | ||||||||||||
Lennar Corp. | ||||||||||||
12.25%, 06/01/2017 | 550 | 679 | ||||||||||
Sealy Mattress Co. | ||||||||||||
8.25%, 06/15/2014 ^ | 1,125 | 1,128 | ||||||||||
Insurance - 3.1% | ||||||||||||
American Financial Group, Inc. | ||||||||||||
9.88%, 06/15/2019 | 1,100 | 1,365 | ||||||||||
Chubb Corp. | ||||||||||||
6.38%, 03/29/2067 * | 2,300 | 2,461 | ||||||||||
Fidelity National Financial, Inc. | ||||||||||||
6.60%, 05/15/2017 | 2,580 | 2,749 | ||||||||||
Oil Insurance, Ltd. | ||||||||||||
7.56%, 06/30/2011 - 144A * Ž | 1,245 | 1,166 | ||||||||||
IT Services - 0.8% | ||||||||||||
Cardtronics, Inc. | ||||||||||||
8.25%, 09/01/2018 | 1,890 | 2,070 | ||||||||||
Machinery - 0.8% | ||||||||||||
American Railcar Industries, Inc. | ||||||||||||
7.50%, 03/01/2014 | 1,855 | 1,906 | ||||||||||
Media - 0.4% | ||||||||||||
Lions Gate Entertainment, Inc. | ||||||||||||
10.25%, 11/01/2016 - 144A | 1,010 | 1,063 | ||||||||||
Metals & Mining - 0.5% | ||||||||||||
Anglo American Capital PLC | ||||||||||||
9.38%, 04/08/2019 - 144A ^ | 890 | 1,197 | ||||||||||
FMG Resources Property, Ltd. | ||||||||||||
7.00%, 11/01/2015 - 144A | 160 | 169 | ||||||||||
Multi-Utilities - 0.8% | ||||||||||||
Black Hills Corp. | ||||||||||||
5.88%, 07/15/2020 | 1,200 | 1,246 | ||||||||||
9.00%, 05/15/2014 | 690 | 800 | ||||||||||
Oil, Gas & Consumable Fuels - 3.8% | ||||||||||||
Berry Petroleum Co. | ||||||||||||
10.25%, 06/01/2014 | 1,575 | 1,830 | ||||||||||
Energy Transfer Equity, LP | ||||||||||||
7.50%, 10/15/2020 | �� | 320 | 350 | |||||||||
Lukoil International Finance BV | ||||||||||||
6.38%, 11/05/2014 - 144A | 1,280 | 1,400 | ||||||||||
OPTI Canada, Inc. | ||||||||||||
8.25%, 12/15/2014 ^ | 1,770 | 943 | ||||||||||
Petrohawk Energy Corp. | ||||||||||||
7.25%, 08/15/2018 | 1,050 | 1,116 | ||||||||||
Petroleum Co., of Trinidad & Tobago, Ltd. | ||||||||||||
9.75%, 08/14/2019 - 144A | 876 | 1,047 | ||||||||||
Petroleum Development Corp. | ||||||||||||
12.00%, 02/15/2018 | 1,000 | 1,133 | ||||||||||
Ras Laffan Liquefied Natural Gas Co., Ltd. III | ||||||||||||
6.75%, 09/30/2019 - 144A | 1,545 | 1,756 | ||||||||||
Paper & Forest Products - 2.4% | ||||||||||||
Ainsworth Lumber Co., Ltd. | ||||||||||||
11.00%, 07/29/2015 - 144A Ω | 3,161 | 3,208 | ||||||||||
Exopack Holding Corp. | ||||||||||||
11.25%, 02/01/2014 | 2,650 | 2,736 | ||||||||||
Real Estate Investment Trusts - 2.0% | ||||||||||||
Entertainment Properties Trust | ||||||||||||
7.75%, 07/15/2020 - 144A | 2,335 | 2,504 | ||||||||||
Kilroy Realty, LP | ||||||||||||
6.63%, 06/01/2020 | 2,440 | 2,634 | ||||||||||
Software - 0.3% | ||||||||||||
First Data Corp. | ||||||||||||
7.38%, 06/15/2019 - 144A ^ | 630 | 642 | ||||||||||
Specialty Retail - 1.0% | ||||||||||||
Michaels Stores, Inc. | ||||||||||||
11.38%, 11/01/2016 ^ | 1,200 | 1,308 | ||||||||||
Sally Holdings LLC | ||||||||||||
9.25%, 11/15/2014 ^ | 1,250 | 1,313 | ||||||||||
Tobacco - 0.8% | ||||||||||||
Lorillard Tobacco Co. | ||||||||||||
8.13%, 06/23/2019 | 1,635 | 1,935 | ||||||||||
Transportation Infrastructure - 0.8% | ||||||||||||
Martin Midstream Partners LP | ||||||||||||
8.88%, 04/01/2018 | 1,900 | 2,033 | ||||||||||
Wireless Telecommunication Services - 3.7% | ||||||||||||
Crown Castle Towers LLC | ||||||||||||
4.88%, 08/15/2020 - 144A | 2,350 | 2,339 | ||||||||||
6.11%, 01/15/2020 - 144A | 2,300 | 2,488 | ||||||||||
Nextel Communications, Inc. — Series D | ||||||||||||
7.38%, 08/01/2015 | 2,200 | 2,217 | ||||||||||
SBA Tower Trust | ||||||||||||
5.10%, 04/15/2017 - 144A | 2,365 | 2,424 | ||||||||||
Total Corporate Debt Securities (cost $141,485) | 150,453 | |||||||||||
CONVERTIBLE BOND - 0.5% | ||||||||||||
Automobiles - 0.5% | ||||||||||||
Ford Motor Co. | ||||||||||||
4.25%, 11/15/2016 | 730 | 1,361 | ||||||||||
Total Convertible Bond (cost $730) |
Shares | Value | |||||||||||
CONVERTIBLE PREFERRED STOCK - 0.8% | ||||||||||||
Diversified Financial Services - 0.8% | ||||||||||||
Vale Capital II 6.75% | 22,000 | 2,101 | ||||||||||
Total Convertible Preferred Stock (cost $1,657) | ||||||||||||
PREFERRED STOCKS - 1.9% | ||||||||||||
Commercial Banks - 0.4% | ||||||||||||
BB&T Capital Trust VI 9.60% ^ | 34,000 | 950 | ||||||||||
Consumer Finance - 0.8% | ||||||||||||
Ally Financial, Inc. 8.50% * ^ | 75,200 | 1,965 | ||||||||||
Diversified Telecommunication Services - 0.7% | ||||||||||||
Centaur Funding Corp. 9.08% - 144A | 1,661 | 1,838 | ||||||||||
Total Preferred Stocks (cost $4,883) | 4,753 | |||||||||||
COMMON STOCKS - 1.8% | ||||||||||||
Auto Components - 0.7% | ||||||||||||
Johnson Controls, Inc. ^ | 40,000 | 1,640 | ||||||||||
Diversified Telecommunication Services - 1.1% | ||||||||||||
Verizon Communications, Inc. ^ | �� | 75,000 | 2,834 | |||||||||
Total Common Stocks (cost $3,514) | 4,474 | |||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 6
(formerly, Transamerica Flexible Income)
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||||||
WARRANT - 1.2% | ||||||||||||
Commercial Banks - 1.2% | ||||||||||||
Wells Fargo & Co. ‡ | ||||||||||||
Expiration: 10/28/2018 | ||||||||||||
Exercise Price: $34.01 | 278,210 | $ | 2,905 | |||||||||
Total Warrant (cost $2,192) | ||||||||||||
SECURITIES LENDING COLLATERAL - 10.2% | ||||||||||||
State Street Navigator Securities Lending | ||||||||||||
Trust — Prime Portfolio, 0.24% ▲ | 25,575,214 | 25,575 | ||||||||||
Total Securities Lending Collateral (cost $25,575) | ||||||||||||
Principal | Value | |||||||||||
REPURCHASE AGREEMENT - 1.8% | ||||||||||||
State Street Bank & Trust Co. | ||||||||||||
0.01% ▲, dated 04/29/2011, to be repurchased at $4,427 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 3.50%, due 12/01/2025, with a value of $4,518. | $ | 4,427 | $ | 4,427 | ||||||||
Total Repurchase Agreement (cost $4,427) | ||||||||||||
Total Investment Securities (cost $259,363) # | 274,836 | |||||||||||
Other Assets and Liabilities — Net | (23,011 | ) | ||||||||||
Net Assets | $ | 251,825 | ||||||||||
▲ | Rate shown reflects the yield at 04/29/2011. | |
^ | All or a portion of this security is on loan. The value of all securities on loan is $24,951. | |
* | Floating or variable rate note. Rate is listed as of 04/29/2011. | |
Џ | In default. | |
‡ | Non-income producing security. | |
§ | Illiquid. This security aggregated to $1,517, or 0.60%, of the fund’s net assets. | |
Ž | The security has a perpetual maturity. The date shown is the next call date. | |
Ώ | Payment in-kind. Securities pay interest or dividends in the form of additional bonds or preferred stock. | |
# | Aggregate cost for federal income tax purposes is $259,363. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $17,862 and $2,389, respectively. Net unrealized appreciation for tax purposes is $15,473. |
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 04/29/2011, these securities aggregated $101,545, or 40.32%, of the fund’s net assets. | |
BRL | Brazilian Real | |
CAD | Canadian Dollar | |
CLP | Chilean Peso | |
IO | Interest Only | |
MXN | Mexican Peso | |
OAO | Otkrytoe Aktsionernoe Obschestvo (Russian: Open Joint Stock Corporation) | |
PHP | Philippines Peso | |
REMIC | Real Estate Mortgage Investment Conduits (consist of a fixed pool of mortgages broken apart and marketed to investors as individual securities) |
Transamerica Funds | Semi-Annual Report 2011 |
Page 7
(formerly, Transamerica Flexible Income)
At April 30, 2011
(all amounts in thousands)
(unaudited)
Level 2 - | ||||||||||||||||||||||||
Other | Level 3 - | |||||||||||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||||||||||
Asset-Backed Securities | $ | — | $ | 10,331 | $ | — | $ | 10,331 | ||||||||||||||||
Common Stocks | 4,474 | — | — | 4,474 | ||||||||||||||||||||
Convertible Bonds | — | 1,361 | — | 1,361 | ||||||||||||||||||||
Convertible Preferred Stocks | 2,101 | — | — | 2,101 | ||||||||||||||||||||
Corporate Debt Securities | — | 150,453 | — | 150,453 | ||||||||||||||||||||
Foreign Government Obligations | — | 11,632 | — | 11,632 | ||||||||||||||||||||
Mortgage-Backed Securities | — | 19,130 | — | 19,130 | ||||||||||||||||||||
Municipal Government Obligations | — | 3,501 | — | 3,501 | ||||||||||||||||||||
Preferred Corporate Debt Securities | — | 15,217 | — | 15,217 | ||||||||||||||||||||
Preferred Stocks | 4,753 | — | — | 4,753 | ||||||||||||||||||||
Repurchase Agreement | — | 4,427 | — | 4,427 | ||||||||||||||||||||
Securities Lending Collateral | 25,575 | — | — | 25,575 | ||||||||||||||||||||
U.S. Government Agency Obligations | — | 1,720 | — | 1,720 | ||||||||||||||||||||
U.S. Government Obligations | — | 17,256 | — | 17,256 | ||||||||||||||||||||
Warrants | 2,905 | — | — | 2,905 | ||||||||||||||||||||
Total | $ | 39,808 | $ | 235,028 | $ | — | $ | 274,836 | ||||||||||||||||
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 8
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
U.S. GOVERNMENT OBLIGATION - 0.5% | ||||||||
U.S. Treasury Bond | ||||||||
2.63%, 11/15/2020 | $ | 3,800 | $ | 3,595 | ||||
Total U.S. Government Obligation (cost $3,561) | ||||||||
PREFERRED CORPORATE DEBT SECURITIES - 1.5% | ||||||||
Diversified Financial Services - 0.8% | ||||||||
Bank of America Corp. - Series K | ||||||||
8.00%, 01/30/2018 * Ž | 3,465 | 3,748 | ||||||
JPMorgan Chase & Co. - Series 1 | ||||||||
7.90%, 04/30/2018 * Ž | 2,250 | 2,472 | ||||||
Insurance - 0.7% | ||||||||
Lincoln National Corp. | ||||||||
7.00%, 05/17/2066 * | 5,650 | 5,841 | ||||||
Total Preferred Corporate Debt Securities (cost $9,269) | 12,061 | |||||||
CORPORATE DEBT SECURITIES - 88.2% | ||||||||
Aerospace & Defense - 2.5% | ||||||||
Alliant Techsystems, Inc. | ||||||||
6.75%, 04/01/2016 | 3,880 | 4,015 | ||||||
6.88%, 09/15/2020 | 1,050 | 1,103 | ||||||
BE Aerospace, Inc. | ||||||||
6.88%, 10/01/2020 ^ | 3,100 | 3,262 | ||||||
8.50%, 07/01/2018 ^ | 1,800 | 2,007 | ||||||
Bombardier, Inc. | ||||||||
7.50%, 03/15/2018 - 144A | 450 | 499 | ||||||
7.75%, 03/15/2020 - 144A | 1,300 | 1,448 | ||||||
Hexcel Corp. | ||||||||
6.75%, 02/01/2015 ^ | 2,076 | 2,128 | ||||||
Spirit Aerosystems, Inc. | ||||||||
6.75%, 12/15/2020 | 720 | 738 | ||||||
7.50%, 10/01/2017 | 2,795 | 3,033 | ||||||
Triumph Group, Inc. | ||||||||
8.63%, 07/15/2018 | 1,500 | 1,659 | ||||||
Airlines - 0.3% | ||||||||
U.S. Airways Pass-Through Trust - Series 2010-1 | ||||||||
6.25%, 04/22/2023 ^ | 2,000 | 1,955 | ||||||
Auto Components - 0.2% | ||||||||
Lear Corp. | ||||||||
7.88%, 03/15/2018 | 1,180 | 1,295 | ||||||
8.13%, 03/15/2020 | 440 | 488 | ||||||
Beverages - 1.7% | ||||||||
Constellation Brands, Inc. | ||||||||
7.25%, 09/01/2016 | 5,200 | 5,668 | ||||||
7.25%, 05/15/2017 ^ | 2,350 | 2,562 | ||||||
Cott Beverages, Inc. | ||||||||
8.13%, 09/01/2018 | 1,145 | 1,228 | ||||||
8.38%, 11/15/2017 | 3,270 | 3,507 | ||||||
Building Products - 2.3% | ||||||||
Euramax International, Inc. | ||||||||
9.50%, 04/01/2016 - 144A | 3,085 | 3,208 | ||||||
Masco Corp. | ||||||||
7.75%, 08/01/2029 | 6,700 | 6,653 | ||||||
Ply Gem Industries, Inc. | ||||||||
8.25%, 02/15/2018 - 144A ^ | 4,150 | 4,264 | ||||||
13.13%, 07/15/2014 ^ | 3,700 | 4,079 | ||||||
Chemicals - 1.8% | ||||||||
Huntsman International LLC | ||||||||
5.50%, 06/30/2016 ^ | 2,575 | 2,569 | ||||||
7.38%, 01/01/2015 ^ | 1,550 | 1,587 | ||||||
8.63%, 03/15/2020 ^ | 1,150 | 1,294 | ||||||
Lyondell Chemical Co. | ||||||||
8.00%, 11/01/2017 - 144A | 1,422 | 1,586 | ||||||
Nova Chemicals Corp. | ||||||||
3.57%, 11/15/2013 * ^ | 3,150 | 3,141 | ||||||
8.38%, 11/01/2016 ^ | 3,450 | 3,898 | ||||||
Commercial Banks - 1.0% | ||||||||
CIT Group, Inc. | ||||||||
7.00%, 05/01/2017 | 7,675 | 7,737 | ||||||
Commercial Services & Supplies - 1.7% | ||||||||
Aramark Corp. | ||||||||
8.50%, 02/01/2015 ^ | 1,450 | 1,513 | ||||||
Aramark Holdings Corp. | ||||||||
8.63%, 05/01/2016 - 144A Ώ | 770 | 791 | ||||||
Ceridian Corp. | ||||||||
11.25%, 11/15/2015 ^ | 2,930 | 3,047 | ||||||
12.25%, 11/15/2015 Ώ | 4,321 | 4,538 | ||||||
EnergySolutions, Inc. | ||||||||
10.75%, 08/15/2018 - 144A | 415 | 461 | ||||||
Koppers, Inc. | ||||||||
7.88%, 12/01/2019 | 2,495 | 2,719 | ||||||
Computers & Peripherals - 1.3% | ||||||||
Seagate HDD Cayman | ||||||||
6.88%, 05/01/2020 - 144A | 2,970 | 3,015 | ||||||
7.75%, 12/15/2018 - 144A | 4,475 | 4,743 | ||||||
Seagate Technology HDD Holdings, Inc. | ||||||||
6.80%, 10/01/2016 ^ | 2,270 | 2,423 | ||||||
Construction & Engineering - 0.5% | ||||||||
Huntington Ingalls Industries, Inc. | ||||||||
6.88%, 03/15/2018 - 144A | 2,275 | 2,395 | ||||||
7.13%, 03/15/2021 - 144A | 1,525 | 1,605 | ||||||
Construction Materials - 1.1% | ||||||||
Building Materials Corp., of America | ||||||||
6.75%, 05/01/2021 - 144A | 1,300 | 1,318 | ||||||
Vulcan Materials Co. | ||||||||
7.00%, 06/15/2018 ^ | 6,700 | 7,060 | ||||||
Consumer Finance - 1.9% | ||||||||
Springleaf Finance Corp. | ||||||||
5.85%, 06/01/2013 | 2,450 | 2,462 | ||||||
6.90%, 12/15/2017 | 13,000 | 12,188 | ||||||
Containers & Packaging - 2.2% | ||||||||
Ball Corp. | ||||||||
6.63%, 03/15/2018 | 1,500 | 1,549 | ||||||
6.75%, 09/15/2020 | 1,150 | 1,210 | ||||||
Cascades, Inc. | ||||||||
7.75%, 12/15/2017 | 2,305 | 2,461 | ||||||
7.88%, 01/15/2020 ^ | 750 | 801 | ||||||
Graphic Packaging International, Inc. | ||||||||
7.88%, 10/01/2018 ^ | 2,400 | 2,613 | ||||||
9.50%, 06/15/2017 ^ | 1,300 | 1,456 | ||||||
Owens-Brockway Glass Container, Inc. | ||||||||
6.75%, 12/01/2014 | 3,335 | 3,406 | ||||||
Packaging Dynamics Corp. | ||||||||
8.75%, 02/01/2016 - 144A ^ | 3,420 | 3,544 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 9
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
Diversified Consumer Services - 1.6% | ||||||||
Ford Holdings LLC | ||||||||
9.30%, 03/01/2030 ^ | $ | 5,225 | $ | 6,523 | ||||
Service Corp., International | ||||||||
6.75%, 04/01/2015 | 350 | 376 | ||||||
6.75%, 04/01/2016 ^ | 4,800 | 5,160 | ||||||
7.00%, 06/15/2017 ^ | 175 | 190 | ||||||
Diversified Financial Services - 4.9% | ||||||||
Ally Financial, Inc. | ||||||||
6.75%, 12/01/2014 | 6,240 | 6,661 | ||||||
8.00%, 03/15/2020 | 1,600 | 1,798 | ||||||
CIT Group, Inc. | ||||||||
7.00%, 05/01/2015 | 2,526 | 2,561 | ||||||
7.00%, 05/01/2016 ^ | 4,193 | 4,225 | ||||||
Ford Motor Credit Co., LLC | ||||||||
6.63%, 08/15/2017 | 700 | 771 | ||||||
7.00%, 04/15/2015 | 4,000 | 4,393 | ||||||
International Lease Finance Corp. | ||||||||
8.25%, 12/15/2020 ^ | 2,925 | 3,261 | ||||||
Nuveen Investments, Inc. | ||||||||
10.50%, 11/15/2015 | 6,860 | 7,143 | ||||||
Reynolds Group Issuer, Inc. | ||||||||
6.88%, 02/15/2021 - 144A | 300 | 309 | ||||||
7.13%, 04/15/2019 - 144A | 1,800 | 1,877 | ||||||
8.25%, 02/15/2021 - 144A | 320 | 325 | ||||||
9.00%, 04/15/2019 - 144A | 5,175 | 5,453 | ||||||
Diversified Telecommunication Services - 5.2% | ||||||||
Cincinnati Bell, Inc. | ||||||||
8.38%, 10/15/2020 ^ | 3,980 | 3,990 | ||||||
8.75%, 03/15/2018 ^ | 1,000 | 960 | ||||||
Frontier Communications Corp. | ||||||||
9.00%, 08/15/2031 | 5,985 | 6,165 | ||||||
Intelsat Jackson Holdings SA | ||||||||
7.25%, 04/01/2019 - 144A ^ | 2,300 | 2,339 | ||||||
7.50%, 04/01/2021 - 144A ^ | 1,500 | 1,523 | ||||||
Intelsat Luxembourg SA | ||||||||
11.50%, 02/04/2017 - 144A Ώ | 3,500 | 3,833 | ||||||
Qwest Communications International, Inc. | ||||||||
7.50%, 02/15/2014 ^ | 2,825 | 2,882 | ||||||
Sprint Capital Corp. | ||||||||
8.75%, 03/15/2032 | 8,025 | 8,786 | ||||||
Windstream Corp. | ||||||||
7.50%, 04/01/2023 - 144A | 8,200 | 8,322 | ||||||
7.75%, 10/15/2020 - 10/01/2021 - 144A ^ | 1,425 | 1,508 | ||||||
Electric Utilities - 4.9% | ||||||||
AES Red Oak LLC - Series B | ||||||||
9.20%, 11/30/2029 | 2,365 | 2,377 | ||||||
Dynegy Holdings, Inc. | ||||||||
7.50%, 06/01/2015 ^ | 5,875 | 5,170 | ||||||
7.75%, 06/01/2019 ^ | 9,915 | 7,733 | ||||||
Elwood Energy LLC | ||||||||
8.16%, 07/05/2026 | 5,397 | 5,249 | ||||||
Homer City Funding LLC | ||||||||
8.14%, 10/01/2019 | 1,613 | 1,460 | ||||||
8.73%, 10/01/2026 | 7,595 | 6,721 | ||||||
Intergen NV | ||||||||
9.00%, 06/30/2017 - 144A | 7,025 | 7,622 | ||||||
LSP Energy, LP | ||||||||
7.16%, 01/15/2014 | 2,031 | 1,863 | ||||||
8.16%, 07/15/2025 | 750 | 532 | ||||||
Food & Staples Retailing - 1.4% | ||||||||
Rite Aid Corp. | ||||||||
7.50%, 03/01/2017 ^ | 2,000 | 2,038 | ||||||
9.38%, 12/15/2015 ^ | 1,100 | 1,026 | ||||||
10.38%, 07/15/2016 ^ | 2,625 | 2,861 | ||||||
SUPERVALU, Inc. | ||||||||
7.50%, 11/15/2014 ^ | 1,600 | 1,640 | ||||||
8.00%, 05/01/2016 ^ | 2,880 | 2,991 | ||||||
Food Products - 2.0% | ||||||||
Blue Merger Sub, Inc. | ||||||||
7.63%, 02/15/2019 - 144A ^ | 2,500 | 2,559 | ||||||
Dole Food Co., Inc. | ||||||||
8.00%, 10/01/2016 - 144A ^ | 5,370 | 5,738 | ||||||
Pilgrim’s Pride Corp. | ||||||||
7.88%, 12/15/2018 - 144A ^ | 1,400 | 1,313 | ||||||
Simmons Foods, Inc. | ||||||||
10.50%, 11/01/2017 - 144A | 3,200 | 3,448 | ||||||
Tyson Foods, Inc. | ||||||||
7.00%, 05/01/2018 | 2,400 | 2,610 | ||||||
8.25%, 10/01/2011 | 700 | 718 | ||||||
Gas Utilities - 0.1% | ||||||||
Star Gas Partner, LP | ||||||||
8.88%, 12/01/2017 | 575 | 595 | ||||||
Health Care Providers & Services - 4.3% | ||||||||
Community Health Systems, Inc. | ||||||||
8.88%, 07/15/2015 | 7,400 | 7,567 | ||||||
GCB US Oncology, Inc. (Escrow Shares) | ||||||||
08/15/2017 | 4,970 | 87 | ||||||
HCA, Inc. | ||||||||
6.38%, 01/15/2015 | 4,000 | 4,120 | ||||||
9.25%, 11/15/2016 | 11,775 | 12,628 | ||||||
Healthsouth Corp. | ||||||||
7.75%, 09/15/2022 | 5,100 | 5,412 | ||||||
LifePoint Hospitals, Inc. | ||||||||
6.63%, 10/01/2020 - 144A | 3,815 | 3,977 | ||||||
Hotels, Restaurants & Leisure - 8.5% | ||||||||
Ameristar Casinos, Inc. | ||||||||
7.50%, 04/15/2021 - 144A ^ | 5,075 | 5,196 | ||||||
Caesars Entertainment Operating Co., Inc. | ||||||||
10.00%, 12/15/2018 ^ | 4,225 | 3,966 | ||||||
12.75%, 04/15/2018 - 144A ^ | 6,050 | 6,171 | ||||||
Firekeepers Development Authority | ||||||||
13.88%, 05/01/2015 - 144A | 4,000 | 4,710 | ||||||
GWR Operating Partnership LLP | ||||||||
10.88%, 04/01/2017 | 5,465 | 5,889 | ||||||
Mashantucket Western Pequot Tribe | ||||||||
8.50%, 11/15/2015 - 144A ‡ Џ | 6,600 | 825 | ||||||
MGM Resorts International | ||||||||
7.50%, 06/01/2016 ^ | 2,625 | 2,546 | ||||||
10.00%, 11/01/2016 - 144A ^ | 3,775 | 4,068 | ||||||
10.38%, 05/15/2014 ^ | 500 | 578 | ||||||
11.38%, 03/01/2018 ^ | 4,300 | 4,902 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 10
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
Hotels, Restaurants & Leisure (continued) | ||||||||
Royal Caribbean Cruises, Ltd. | ||||||||
7.00%, 06/15/2013 | $ | 3,000 | $ | 3,229 | ||||
7.25%, 06/15/2016 ^ | 1,300 | 1,388 | ||||||
Seneca Gaming Corp. | ||||||||
8.25%, 12/01/2018 - 144A | 2,000 | 2,110 | ||||||
Sheraton Holding Corp. | ||||||||
7.38%, 11/15/2015 | 1,400 | 1,589 | ||||||
Starwood Hotels & Resorts Worldwide, Inc. | ||||||||
6.75%, 05/15/2018 ^ | 1,600 | 1,748 | ||||||
7.15%, 12/01/2019 | 2,500 | 2,763 | ||||||
Vail Resorts, Inc. | ||||||||
6.50%, 05/01/2019 - 144A | 2,000 | 2,040 | ||||||
WMG Acquisition Corp. | ||||||||
9.50%, 06/15/2016 | 7,925 | 8,440 | ||||||
Wynn Las Vegas LLC | ||||||||
7.75%, 08/15/2020 | 3,215 | 3,512 | ||||||
Household Durables - 4.1% | ||||||||
Beazer Homes USA, Inc. | ||||||||
12.00%, 10/15/2017 | 3,225 | 3,721 | ||||||
D.R. Horton, Inc. | ||||||||
5.25%, 02/15/2015 ^ | 2,208 | 2,247 | ||||||
Jarden Corp. | ||||||||
7.50%, 05/01/2017 ^ | 3,390 | 3,640 | ||||||
7.50%, 01/15/2020 | 1,710 | 1,825 | ||||||
K. Hovnanian Enterprises, Inc. | ||||||||
8.63%, 01/15/2017 ^ | 1,525 | 1,163 | ||||||
10.63%, 10/15/2016 | 3,000 | 3,195 | ||||||
11.88%, 10/15/2015 | 620 | 580 | ||||||
KB Home | ||||||||
9.10%, 09/15/2017 ^ | 7,050 | 7,454 | ||||||
Meritage Homes Corp. | ||||||||
6.25%, 03/15/2015 | 2,580 | 2,574 | ||||||
7.15%, 04/15/2020 ^ | 2,275 | 2,255 | ||||||
Standard Pacific Corp. | ||||||||
8.38%, 05/15/2018 ^ | 675 | 699 | ||||||
8.38%, 01/15/2021 - 144A | 2,725 | 2,807 | ||||||
Independent Power Producers & Energy Traders - 2.5% | ||||||||
Calpine Corp. | ||||||||
7.50%, 02/15/2021 - 144A ^ | 1,725 | 1,824 | ||||||
7.88%, 07/31/2020 - 144A | 3,475 | 3,744 | ||||||
7.88%, 01/15/2023 - 144A ^ | 2,900 | 3,089 | ||||||
Edison Mission Energy | ||||||||
7.20%, 05/15/2019 ^ | 4,650 | 3,639 | ||||||
NRG Energy, Inc. | ||||||||
7.38%, 01/15/2017 | 2,250 | 2,354 | ||||||
7.63%, 01/15/2018 - 144A | 3,750 | 3,937 | ||||||
8.25%, 09/01/2020 ^ | 900 | 947 | ||||||
Insurance - 1.0% | ||||||||
Genworth Financial, Inc. | ||||||||
6.15%, 11/15/2066 * | 2,000 | 1,540 | ||||||
Liberty Mutual Group, Inc. | ||||||||
10.75%, 06/15/2058 - 144A * | 4,400 | 5,984 | ||||||
IT Services - 1.8% | ||||||||
SunGard Data Systems, Inc. | ||||||||
7.38%, 11/15/2018 - 144A | 3,125 | 3,227 | ||||||
7.63%, 11/15/2020 - 144A ^ | 2,675 | 2,789 | ||||||
10.25%, 08/15/2015 | 6,163 | 6,470 | ||||||
Unisys Corp. | ||||||||
12.50%, 01/15/2016 ^ | 1,250 | 1,391 | ||||||
12.75%, 10/15/2014 - 144A ^ | 699 | 832 | ||||||
Leisure Equipment & Products - 0.1% | ||||||||
Icon Health & Fitness | ||||||||
11.88%, 10/15/2016 - 144A | 600 | 625 | ||||||
Machinery - 0.7% | ||||||||
Case New Holland, Inc. | ||||||||
7.88%, 12/01/2017 - 144A | 950 | 1,062 | ||||||
Navistar International Corp. | ||||||||
8.25%, 11/01/2021 ^ | 3,610 | 4,025 | ||||||
Media - 4.7% | ||||||||
Cablevision Systems Corp. | ||||||||
8.00%, 04/15/2020 ^ | 350 | 385 | ||||||
CCO Holdings LLC | ||||||||
7.00%, 01/15/2019 | 3,775 | 3,954 | ||||||
7.25%, 10/30/2017 ^ | 1,750 | 1,864 | ||||||
7.88%, 04/30/2018 ^ | 1,450 | 1,571 | ||||||
Cengage Learning Acquisitions, Inc. | ||||||||
10.50%, 01/15/2015 - 144A | 200 | 206 | ||||||
13.25%, 07/15/2015 - 144A | 600 | 633 | ||||||
Cequel Communications Holdings I LLC and Cequel Capital Corp. | ||||||||
8.63%, 11/15/2017 - 144A | 1,800 | 1,931 | ||||||
Clear Channel Worldwide Holdings, Inc. | ||||||||
9.25%, 12/15/2017 ^ | 475 | 528 | ||||||
Clear Channel Worldwide Holdings, Inc. - Series B | ||||||||
9.25%, 12/15/2017 | 3,075 | 3,421 | ||||||
CSC Holdings LLC | ||||||||
7.63%, 07/15/2018 ^ | 4,650 | 5,103 | ||||||
8.50%, 06/15/2015 | 925 | 1,009 | ||||||
DISH DBS Corp. | ||||||||
7.13%, 02/01/2016 | 1,000 | 1,065 | ||||||
7.75%, 05/31/2015 | 4,880 | 5,320 | ||||||
7.88%, 09/01/2019 | 1,700 | 1,840 | ||||||
LBI Media, Inc. | ||||||||
9.25%, 04/15/2019 - 144A | 1,235 | 1,260 | ||||||
Nexstar Broadcasting, Inc. | ||||||||
8.88%, 04/15/2017 ^ | 1,550 | 1,693 | ||||||
Univision Communications, Inc. | ||||||||
7.88%, 11/01/2020 - 144A | 1,850 | 1,970 | ||||||
8.50%, 05/15/2021 - 144A ^ | 2,850 | 2,957 | ||||||
Metals & Mining - 0.9% | ||||||||
Steel Dynamics, Inc. | ||||||||
7.38%, 11/01/2012 | 3,000 | 3,187 | ||||||
U.S. Steel Corp. | ||||||||
6.65%, 06/01/2037 | 1,575 | 1,414 | ||||||
7.00%, 02/01/2018 ^ | 2,535 | 2,659 | ||||||
Multiline Retail - 2.2% | ||||||||
Bon-Ton Department Stores, Inc. | ||||||||
10.25%, 03/15/2014 | 6,775 | 6,961 | ||||||
JC Penney Corp., Inc. | ||||||||
7.13%, 11/15/2023 | 1,575 | 1,622 | ||||||
7.40%, 04/01/2037 | 3,750 | 3,572 | ||||||
Macy’s Retail Holdings, Inc. | ||||||||
7.45%, 07/15/2017 | 4,100 | 4,674 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 11
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
Oil, Gas & Consumable Fuels - 9.1% | ||||||||
Chesapeake Energy Corp. | ||||||||
6.13%, 02/15/2021 ^ | $ | 1,450 | $ | 1,497 | ||||
6.63%, 08/15/2020 | 6,200 | 6,680 | ||||||
7.25%, 12/15/2018 | 930 | 1,046 | ||||||
7.63%, 07/15/2013 | 100 | 110 | ||||||
9.50%, 02/15/2015 | 1,400 | 1,685 | ||||||
Connacher Oil and Gas, Ltd. | ||||||||
10.25%, 12/15/2015 - 144A | 2,680 | 2,848 | ||||||
Consol Energy, Inc. | ||||||||
6.38%, 03/01/2021 - 144A | 540 | 543 | ||||||
8.00%, 04/01/2017 | 750 | 829 | ||||||
8.25%, 04/01/2020 | 2,000 | 2,230 | ||||||
Continental Resources, Inc. | ||||||||
7.13%, 04/01/2021 | 1,600 | 1,700 | ||||||
8.25%, 10/01/2019 ^ | 1,840 | 2,042 | ||||||
El Paso Corp. | ||||||||
6.88%, 06/15/2014 ^ | 1,415 | 1,585 | ||||||
7.25%, 06/01/2018 | 5,475 | 6,168 | ||||||
Energy Transfer Equity, LP | ||||||||
7.50%, 10/15/2020 | 6,350 | 6,952 | ||||||
GMX Resources, Inc. | ||||||||
11.38%, 02/15/2019 - 144A | 2,450 | 2,444 | ||||||
Kinder Morgan Finance Co., ULC | ||||||||
5.70%, 01/05/2016 | 3,560 | 3,747 | ||||||
Linn Energy LLC/Linn Energy Finance Corp | ||||||||
7.75%, 02/01/2021 - 144A ^ | 2,740 | 2,935 | ||||||
8.63%, 04/15/2020 | 2,340 | 2,586 | ||||||
Newfield Exploration Co. | ||||||||
6.63%, 09/01/2014 | 2,175 | 2,221 | ||||||
6.88%, 02/01/2020 | 1,175 | 1,243 | ||||||
7.13%, 05/15/2018 | 295 | 316 | ||||||
OPTI Canada, Inc. | ||||||||
7.88%, 12/15/2014 ^ | 1,590 | 843 | ||||||
8.25%, 12/15/2014 ^ | 3,600 | 1,917 | ||||||
Pioneer Natural Resources Co. | ||||||||
6.65%, 03/15/2017 | 5,825 | 6,389 | ||||||
Plains Exploration & Production Co. | ||||||||
7.00%, 03/15/2017 | 1,960 | 2,029 | ||||||
7.75%, 06/15/2015 | 3,000 | 3,120 | ||||||
Stallion Oilfield Holdings, Ltd. | ||||||||
10.50%, 02/15/2015 | 2,900 | 3,125 | ||||||
Tesoro Corp. | ||||||||
6.63%, 11/01/2015 ^ | 2,075 | 2,142 | ||||||
Paper & Forest Products - 0.9% | ||||||||
Ainsworth Lumber Co., Ltd. | ||||||||
11.00%, 07/29/2015 - 144A Ώ | 1,015 | 1,030 | ||||||
Georgia-Pacific LLC | ||||||||
7.13%, 01/15/2017 - 144A | 1,153 | 1,225 | ||||||
Smurfit Kappa Funding PLC | ||||||||
7.75%, 04/01/2015 | 1,000 | 1,025 | ||||||
Westvaco Corp. | ||||||||
8.20%, 01/15/2030 | 3,800 | 4,096 | ||||||
Pharmaceuticals - 1.2% | ||||||||
Mylan, Inc. | ||||||||
7.63%, 07/15/2017 - 144A | 1,800 | 1,971 | ||||||
7.88%, 07/15/2020 - 144A | 2,300 | 2,542 | ||||||
Valeant Pharmaceuticals International, Inc. | ||||||||
6.75%, 10/01/2017 - 144A | 600 | 597 | ||||||
6.75%, 08/15/2021 - 144A ^ | 1,600 | 1,550 | ||||||
6.88%, 12/01/2018 - 144A | 1,800 | 1,798 | ||||||
7.00%, 10/01/2020 - 144A | 900 | 884 | ||||||
Real Estate Investment Trusts - 1.7% | ||||||||
Host Hotels & Resorts, LP | ||||||||
6.00%, 11/01/2020 ^ | 2,480 | 2,461 | ||||||
7.13%, 11/01/2013 ^ | 1,302 | 1,320 | ||||||
9.00%, 05/15/2017 ^ | 1,300 | 1,463 | ||||||
Host Hotels & Resorts, LP - Series Q | ||||||||
6.75%, 06/01/2016 ^ | 1,150 | 1,187 | ||||||
Weyerhaeuser Co. | ||||||||
7.38%, 03/15/2032 ^ | 6,550 | 7,067 | ||||||
Real Estate Management & Development - 0.3% | ||||||||
First Industrial, LP | ||||||||
5.75%, 01/15/2016 | 2,000 | 1,963 | ||||||
Road & Rail - 0.7% | ||||||||
Hertz Corp. | ||||||||
6.75%, 04/15/2019 - 144A | 2,000 | 2,040 | ||||||
7.50%, 10/15/2018 - 144A ^ | 2,500 | 2,625 | ||||||
8.88%, 01/01/2014 ^ | 785 | 805 | ||||||
Semiconductors & Semiconductor Equipment - 1.1% | ||||||||
Freescale Semiconductor, Inc. | ||||||||
9.25%, 04/15/2018 - 144A | 1,925 | 2,137 | ||||||
NXP BV | ||||||||
9.75%, 08/01/2018 - 144A | 5,425 | 6,279 | ||||||
Software - 1.3% | ||||||||
First Data Corp. | ||||||||
8.25%, 01/15/2021 - 144A ^ | 4,876 | 4,852 | ||||||
12.63%, 01/15/2021 - 144A | 4,551 | 4,989 | ||||||
Specialty Retail - 0.6% | ||||||||
Brookstone Co., Inc. | ||||||||
13.00%, 10/15/2014 - 144A | 935 | 795 | ||||||
Claire’s Stores, Inc. | ||||||||
8.88%, 03/15/2019 - 144A | 3,490 | 3,394 | ||||||
10.50%, 06/01/2017 | 787 | 781 | ||||||
Textiles, Apparel & Luxury Goods - 0.7% | ||||||||
Jones Group, Inc. | ||||||||
6.13%, 11/15/2034 | 3,985 | 3,108 | ||||||
Levi Strauss & Co. | ||||||||
8.88%, 04/01/2016 ^ | 1,200 | 1,251 | ||||||
Phillips-Van Heusen Corp. | ||||||||
7.38%, 05/15/2020 ^ | 1,000 | 1,083 | ||||||
Wireless Telecommunication Services - 1.2% | ||||||||
Nextel Communications, Inc. - Series D | ||||||||
7.38%, 08/01/2015 | 1,925 | 1,939 | ||||||
Nextel Communications, Inc. - Series E | ||||||||
6.88%, 10/31/2013 | 4,770 | 4,818 | ||||||
Sprint Nextel Corp. | ||||||||
9.25%, 04/15/2022 | 2,750 | 2,946 | ||||||
Total Corporate Debt Securities (cost $650,371) | 688,419 | |||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 12
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
PREFERRED STOCKS - 1.3% | ||||||||
Consumer Finance - 1.0% | ||||||||
Ally Financial, Inc. 7.00% - 144A ^ | 3,053 | $ | 2,840 | |||||
Ally Financial, Inc. 8.50% * | 196,000 | 5,119 | ||||||
Diversified Financial Services - 0.3% | ||||||||
GMAC Capital Trust I 8.13% * | 80,500 | 2,090 | ||||||
Total Preferred Stocks (cost $8,364) | 10,049 | |||||||
COMMON STOCKS - 0.7% | ||||||||
Automobiles - 0.0% ∞ | ||||||||
General Motors Co. ‡ | 11,034 | 354 | ||||||
Diversified Financial Services - 0.5% | ||||||||
CIT Group, Inc. ‡ | 68,248 | 2,898 | ||||||
IT Services - 0.2% | ||||||||
Unisys Corp. ‡ ^ | 61,972 | 1,839 | ||||||
Total Common Stocks (cost $3,482) | 5,091 | |||||||
WARRANTS - 0.1% | ||||||||
Automobiles - 0.1% | ||||||||
General Motors Co. ‡ | ||||||||
Expiration: 07/10/2016 | ||||||||
Exercise Price: $10.00 | 10,031 | 232 | ||||||
General Motors Co. ‡ | ||||||||
Expiration: 07/10/2019 | ||||||||
Exercise Price: $18.33 | 10,031 | 178 | ||||||
Total Warrants (cost $552) | 410 | |||||||
SECURITIES LENDING COLLATERAL - 16.2% | ||||||||
State Street Navigator Securities Lending Trust – Prime Portfolio, 0.24% ▲ | 126,753,817 | $ | 126,754 | |||||
Total Securities Lending Collateral (cost $126,754) | ||||||||
REPURCHASE AGREEMENT - 6.0% | ||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $47,097 on 05/02/2011. Collateralized by U.S. Government Agency Obligations, 4.00%, due 04/01/2025 - 05/01/2025, with a total value of $48,041. | $ | 47,097 | 47,097 | |||||
Total Repurchase Agreement (cost $47,097) | ||||||||
Total Investment Securities (cost $849,450) # | 893,476 | |||||||
Other Assets and Liabilities — Net | (113,064 | ) | ||||||
Net Assets | $ | 780,412 | ||||||
* | Floating or variable rate note. Rate is listed as of 04/29/2011. | |
Ž | The security has a perpetual maturity. The date shown is the next call date. | |
^ | All or a portion of this security is on loan. The value of all securities on loan is $124,171. | |
Ώ | Payment in-kind. Securities pay interest or dividends in the form of additional bonds or preferred stock. | |
Џ | In default. | |
‡ | Non-income producing security. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
∞ | Percentage rounds to less than 0.1%. | |
# | Aggregate cost for federal income tax purposes is $849,450. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $53,456 and $9,430, respectively. Net unrealized appreciation for tax purposes is $44,026. |
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 04/29/2011, these securities aggregated $193,338, or 24.77%, of the fund’s net assets. |
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 13 |
At April 30, 2011
(all amounts in thousands)
(unaudited)
Level 2 - | ||||||||||||||||||||||||
Other | Level 3 - | |||||||||||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||||||||||
Common Stocks | $ | 5,091 | $ | — | $ | — | $ | 5,091 | ||||||||||||||||
Corporate Debt Securities | — | 688,419 | — | 688,419 | ||||||||||||||||||||
Preferred Corporate Debt Securities | — | 12,061 | — | 12,061 | ||||||||||||||||||||
Preferred Stocks | 7,209 | 2,840 | — | 10,049 | ||||||||||||||||||||
Repurchase Agreement | — | 47,097 | — | 47,097 | ||||||||||||||||||||
Securities Lending Collateral | 126,754 | — | — | 126,754 | ||||||||||||||||||||
U.S. Government Obligations | — | 3,595 | — | 3,595 | ||||||||||||||||||||
Warrants | 410 | — | — | 410 | ||||||||||||||||||||
Total | $ | 139,464 | $ | 754,012 | $ | — | $ | 893,476 | ||||||||||||||||
Э | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 14 |
(formerly, Transamerica Money Market)
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
COMMERCIAL PAPER - 66.6% | ||||||||
Beverages - 2.8% | ||||||||
Coca-Cola Co. | ||||||||
0.22%, 06/13/2011 - 144A | $ | 2,500 | $ | 2,499 | ||||
0.23%, 06/14/2011 - 144A | 3,000 | 2,999 | ||||||
Capital Markets - 2.4% | ||||||||
State Street Corp. | ||||||||
0.25%, 05/03/2011 | 2,700 | 2,700 | ||||||
0.26%, 05/25/2011 | 2,000 | 2,000 | ||||||
Commercial Banks - 32.6% | ||||||||
Bank of Nova Scotia | ||||||||
0.19%, 07/08/2011 | 2,000 | 1,999 | ||||||
0.23%, 06/28/2011 | 6,500 | 6,498 | ||||||
Barclays U.S. Funding Corp. | ||||||||
0.10%, 05/04/2011 | 4,500 | 4,500 | ||||||
0.25%, 06/29/2011 | 5,000 | 4,998 | ||||||
Canadian Imperial Holdings, Inc. | ||||||||
0.08%, 05/03/2011 | 7,000 | 7,000 | ||||||
Credit Suisse | ||||||||
0.18%, 06/15/2011 | 4,800 | 4,799 | ||||||
Lloyds TSB Bank PLC | ||||||||
0.20%, 06/03/2011 | 4,600 | 4,599 | ||||||
0.27%, 07/01/2011 | 2,700 | 2,699 | ||||||
Skandinaviska Enskilda Banken AB | ||||||||
0.25%, 06/06/2011 - 144A | 3,000 | 2,999 | ||||||
0.26%, 06/14/2011 - 144A | 5,000 | 4,998 | ||||||
Svenska Handelsbanken AB | ||||||||
0.24%, 07/06/2011 | 3,250 | 3,250 | ||||||
Swedbank AB | ||||||||
0.28%, 06/01/2011 - 07/07/2011 | 8,800 | 8,797 | ||||||
Toronto-Dominion Holdings USA, Inc. | ||||||||
0.23%, 06/13/2011 - 144A | 7,250 | 7,248 | ||||||
Consumer Finance - 5.9% | ||||||||
PACCAR Financial Corp. | ||||||||
0.14%, 05/17/2011 | 1,900 | 1,900 | ||||||
0.15%, 05/05/2011 | 3,200 | 3,200 | ||||||
Toyota Motor Credit Corp. | ||||||||
0.24%, 07/25/2011 | 1,500 | 1,499 | ||||||
0.28%, 06/15/2011 - 06/20/2011 | 5,000 | 4,998 | ||||||
Diversified Financial Services - 22.9% | ||||||||
American Honda Finance Corp. | ||||||||
0.18%, 06/21/2011 | 5,000 | 4,998 | ||||||
0.24%, 06/16/2011 | 1,400 | 1,400 | ||||||
Barton Capital LLC | ||||||||
0.14%, 05/10/2011 - 144A | 1,800 | 1,800 | ||||||
BNP Paribas Finance, Inc. | ||||||||
0.23%, 07/19/2011 | 1,500 | 1,499 | ||||||
0.27%, 07/05/2011 | 4,600 | 4,598 | ||||||
Citigroup Funding, Inc. | ||||||||
0.22%, 07/19/2011 | 1,400 | 1,399 | ||||||
Rabobank USA Financial Corp. | ||||||||
0.24%, 06/17/2011 | 1,500 | 1,500 | ||||||
0.25%, 06/06/2011 | 400 | 400 | ||||||
0.27%, 05/09/2011 - 07/05/2011 | 8,000 | 7,998 | ||||||
Regency Markets No. 1 LLC | ||||||||
0.17%, 05/13/2011 - 144A | 3,000 | 3,000 | ||||||
Societe Generale North America, Inc. | ||||||||
0.23%, 05/02/2011 | 4,000 | 4,000 | ||||||
0.30%, 06/01/2011 | 5,100 | 5,098 | ||||||
Solitaire Funding LLC | ||||||||
0.23%, 06/20/2011 - 144A | 2,200 | 2,199 | ||||||
0.25%, 07/18/2011 - 07/27/2011 -144A | 3,550 | 3,548 | ||||||
UBS Finance Delaware LLC | ||||||||
0.27%, 05/24/2011 | 1,700 | 1,700 | ||||||
Total Commercial Paper (cost $131,316) | 131,316 | |||||||
ASSET-BACKED COMMERCIAL PAPER - 20.3% | ||||||||
Diversified Financial Services - 20.3% | ||||||||
CAFCO LLC | ||||||||
0.28%, 05/17/2011 - 144A | 5,700 | 5,699 | ||||||
Cancara Asset Securitisation LLC | ||||||||
0.20%, 05/06/2011 - 144A | 1,000 | 1,000 | ||||||
0.27%, 07/06/2011 - 144A | 2,000 | 1,999 | ||||||
Chariot Funding LLC | ||||||||
0.24%, 06/20/2011 - 144A | 9,200 | 9,197 | ||||||
Grampian Funding LLC | ||||||||
0.26%, 07/19/2011 - 144A | 3,500 | 3,498 | ||||||
0.27%, 07/14/2011 - 144A | 1,500 | 1,499 | ||||||
Nieuw Amsterdam Receivables Corp. | ||||||||
0.24%, 07/13/2011 - 144A | 500 | 500 | ||||||
Old Line Funding LLC | ||||||||
0.25%, 06/07/2011 - 144A | 3,500 | 3,499 | ||||||
Sheffield Receivables Corp. | ||||||||
0.23%, 05/11/2011 - 144A | 1,000 | 1,000 | ||||||
0.24%, 05/06/2011 - 144A | 2,000 | 2,000 | ||||||
0.26%, 06/08/2011 - 144A | 300 | 300 | ||||||
Straight-A Funding LLC | ||||||||
0.25%, 05/19/2011 - 06/01/2011 -144A | 9,900 | 9,898 | ||||||
Total Asset-Backed Commercial Paper (cost $40,089) | ||||||||
40,089 | ||||||||
REPURCHASE AGREEMENTS - 13.3% | ||||||||
Goldman Sachs Mortgage Co. 0.05% ▲, dated 04/29/2011, to be repurchased at $26,000 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 5.00%, due 08/20/2040, with a value of $26,520. | 26,000 | 26,000 | ||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $123 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 3.00%, due 11/25/2040, with a value of $128. | 123 | 123 | ||||||
Total Repurchase Agreements (cost $26,123) | 26,123 | |||||||
Total Investment Securities (cost $197,528) # | 197,528 | |||||||
Other Assets and Liabilities – Net | (456 | ) | ||||||
Net Assets | 197,072 | |||||||
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 15 |
(formerly, Transamerica Money Market)
At April 30, 2011
(all amounts in thousands)
(unaudited)
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $197,528. |
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 04/29/2011, these securities aggregated $71,379, or 36.22%, of the fund’s net assets. |
Level 2 - | ||||||||||||||||||||||||
Other | Level 3 - | |||||||||||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||||||||||
Asset-Backed Commercial Paper | $ | — | $ | 40,089 | $ | — | $ | 40,089 | ||||||||||||||||
Commercial Papers | — | 131,316 | — | 131,316 | ||||||||||||||||||||
Repurchase Agreement | — | 26,123 | — | 26,123 | ||||||||||||||||||||
Total | $ | — | $ | 197,528 | $ | — | $ | 197,528 | ||||||||||||||||
Э | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 16 |
(formerly, Transamerica Short-Term Bond)
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS - 0.4% | ||||||||
Fannie Mae | ||||||||
5.00%, 06/25/2034 | $ | 1,496 | $ | 1,498 | ||||
Freddie Mac | ||||||||
2.73%, 06/01/2035 * | 4,533 | 4,730 | ||||||
3.52%, 08/01/2037 * | 927 | 975 | ||||||
5.41%, 02/01/2038 * | 3,331 | 3,555 | ||||||
Total U.S. Government Agency Obligations (cost $10,371) | 10,758 | |||||||
MORTGAGE-BACKED SECURITIES - 22.2% | ||||||||
American General Mortgage Loan Trust | ||||||||
Series 2009-1, Class A5 | ||||||||
5.75%, 09/25/2048 - 144A * | 13,311 | 13,529 | ||||||
Series 2009-1, Class A6 | ||||||||
5.75%, 09/25/2048 - 144A * | 20,611 | 20,943 | ||||||
American Tower Trust | ||||||||
Series 2007-1A, Class AFX | ||||||||
5.42%, 04/15/2037 - 144A | 22,047 | 23,793 | ||||||
Series 2007-1A, Class B | ||||||||
5.54%, 04/15/2037 - 144A | 4,750 | 5,093 | ||||||
Series 2007-1A, Class C | ||||||||
5.62%, 04/15/2037 - 144A | 14,550 | 15,486 | ||||||
Series 2007-1A, Class D | ||||||||
5.96%, 04/15/2037 - 144A | 8,545 | 9,079 | ||||||
Banc of America Funding Corp. | ||||||||
Series 2010-R4, Class 1A1 | ||||||||
5.50%, 07/26/2036 - 144A | 8,413 | 8,632 | ||||||
Series 2010-R6, Class 4A1 | ||||||||
3.08%, 07/26/2035 - 144A * | 6,965 | 6,933 | ||||||
Series 2011-R1, Class A1 | ||||||||
4.00%, 08/26/2036 - 144A * | 3,970 | 3,991 | ||||||
BCAP LLC Trust | ||||||||
Series 2006-RR1, Class PD | ||||||||
5.00%, 11/25/2036 | 8,540 | 8,531 | ||||||
Series 2009-RR3, Class 1A2 | ||||||||
6.00%, 11/26/2036 - 144A * | 2,766 | 2,859 | ||||||
Series 2009-RR3, Class 2A1 | ||||||||
5.53%, 05/26/2037 - 144A * | 8,524 | 8,769 | ||||||
Series 2009-RR6, Class 2A1 | ||||||||
5.28%, 08/26/2035 - 144A * | 11,381 | 10,836 | ||||||
Series 2009-RR10, Class 2A1 | ||||||||
3.07%, 08/26/2035 - 144A * | 4,319 | 4,324 | ||||||
Series 2009-RR13, Class 2A3 | ||||||||
5.55%, 02/26/2036 - 144A * | 6,400 | 6,432 | ||||||
Series 2009-RR13, Class 7A1 | ||||||||
5.25%, 10/26/2036 - 144A * | 1,924 | 1,947 | ||||||
Series 2009-RR13, Class 13A3 | ||||||||
5.25%, 03/26/2037 - 144A * | 8,791 | 9,005 | ||||||
Series 2009-RR13, Class 14A1 | ||||||||
5.25%, 03/26/2037 - 144A * | 3,424 | 3,483 | ||||||
Series 2009-RR14, Class 1A1 | ||||||||
6.04%, 05/26/2037 - 144A * | 9,407 | 9,658 | ||||||
Series 2010-RR1, Class 12A1 | ||||||||
5.25%, 08/26/2036 - 144A * | 10,314 | 10,675 | ||||||
Series 2010-RR6, Class 1A5 | ||||||||
5.00%, 08/26/2022 - 144A * | 14,047 | 14,256 | ||||||
Series 2010-RR6, Class 15A5 | ||||||||
5.50%, 12/26/2036 - 144A * | 8,506 | 8,655 | ||||||
Series 2010-RR6, Class 16A5 | ||||||||
5.50%, 04/26/2036 - 144A * | 3,497 | 3,559 | ||||||
Series 2010-RR6, Class 20A1 | ||||||||
4.50%, 11/26/2035 - 144A * | 4,094 | 4,167 | ||||||
Series 2011-RR1, Class 5A1 | ||||||||
3.00%, 09/28/2036 - 144A * | 9,785 | 9,775 | ||||||
Capmark Military Housing Trust | ||||||||
Series 2008-AMCW, Class A2 | ||||||||
5.91%, 03/10/2015 - 144A | 4,900 | 5,290 | ||||||
Citigroup Mortgage Loan Trust, Inc. | ||||||||
Series 2010-8, Class 6A62 | ||||||||
3.50%, 12/25/2036 - 144A | 12,574 | 12,678 | ||||||
Countrywide Home Loan Mortgage Pass- | ||||||||
Through Trust | ||||||||
Series 2002-35, Class 1A3 | ||||||||
5.00%, 02/25/2018 | 11,709 | 11,733 | ||||||
Credit Suisse Mortgage Capital Certificates | ||||||||
Series 2009-12R, Class 36A1 | ||||||||
5.42%, 06/27/2036 - 144A * | 9,525 | 9,845 | ||||||
Series 2009-16R, Class 11A1 | ||||||||
7.00%, 08/26/2036 - 144A | 7,721 | 7,939 | ||||||
Series 2010-1R, Class 28A1 | ||||||||
5.00%, 02/27/2047 - 144A | 20,661 | 21,084 | ||||||
Series 2010-1R, Class 40A1 | ||||||||
5.00%, 04/27/2036 - 144A | 3,827 | 3,888 | ||||||
Series 2010-12R, Class 10A1 | ||||||||
4.50%, 11/26/2036 - 144A * | 9,747 | 9,949 | ||||||
Series 2010-15R, Class 2A1 | ||||||||
3.50%, 05/26/2036 - 144A * | 13,004 | 12,987 | ||||||
Series 2010-15R, Class 4A1 | ||||||||
3.50%, 04/26/2035 - 144A * | 17,446 | 17,446 | ||||||
Series 2010-15R, Class 6A1 | ||||||||
3.50%, 10/26/2046 - 144A * | 11,907 | 11,856 | ||||||
Series 2010-18R, Class 1A11 | ||||||||
3.75%, 08/26/2035 - 144A * | 14,677 | 14,798 | ||||||
Series 2010-18R, Class 3A1 | ||||||||
4.00%, 03/26/2037 - 144A | 15,335 | 15,571 | ||||||
Global Tower Partners Acquisition Partners LLC | ||||||||
Series 2007-1A, Class AFL | ||||||||
0.42%, 05/15/2037 - 144A * | 28,750 | 28,254 | ||||||
Series 2007-1A, Class B | ||||||||
5.52%, 05/15/2037 - 144A | 13,005 | 13,378 | ||||||
Series 2007-1A, Class C | ||||||||
5.64%, 05/15/2037 - 144A | 8,070 | 8,299 | ||||||
Series 2007-1A, Class E | ||||||||
6.22%, 05/15/2037 - 144A | 7,870 | 8,060 | ||||||
GMAC Mortgage Corp., Loan Trust | ||||||||
Series 2010-1, Class A | ||||||||
4.25%, 07/25/2040 - 144A | 3,315 | 3,341 | ||||||
GS Mortgage Securities Corp. II | ||||||||
Series 2007-EOP, Class A3 | ||||||||
1.54%, 03/06/2020 - 144A * | 10,000 | 9,839 | ||||||
Series 2007-EOP, Class E | ||||||||
2.67%, 03/06/2020 - 144A * | 10,000 | 9,854 | ||||||
Jefferies & Co., Inc. | ||||||||
Series 2009-R2, Class 2A | ||||||||
6.10%, 12/26/2037 - 144A * | 5,331 | 5,358 |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 17
(formerly, Transamerica Short-Term Bond)
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
MORTGAGE-BACKED SECURITIES (continued) | ||||||||
Jefferies & Co., Inc. (continued) | ||||||||
Series 2009-R2, Class 3A | ||||||||
5.66%, 01/26/2047 - 144A * | $ | 3,575 | $ | 3,608 | ||||
Series 2009-R7, Class 1A1 | ||||||||
5.50%, 02/26/2036 - 144A * | 2,442 | 2,500 | ||||||
Series 2009-R7, Class 4A1 | ||||||||
3.05%, 09/26/2034 - 144A * | 3,635 | 3,627 | ||||||
Series 2009-R7, Class 10A3 | ||||||||
6.00%, 12/26/2036 - 144A | 2,228 | 2,214 | ||||||
Series 2009-R7, Class 11A1 | ||||||||
3.56%, 03/26/2037 - 144A * | 4,462 | 4,440 | ||||||
Series 2009-R7, Class 12A1 | ||||||||
5.21%, 08/26/2036 - 144A * | 2,800 | 2,826 | ||||||
Series 2009-R7, Class 16A1 | ||||||||
5.54%, 12/26/2036 - 144A * | 733 | 739 | ||||||
Series 2009-R9, Class 1A1 | ||||||||
5.62%, 08/26/2046 - 144A * | 11,831 | 11,902 | ||||||
Series 2010-R2, Class 1A1 | ||||||||
6.00%, 05/26/2036 - 144A | 12,581 | 13,067 | ||||||
Series 2010-R3, Class 1A1 | ||||||||
2.84%, 03/21/2036 - 144A * | 9,474 | 9,423 | ||||||
Series 2010-R6, Class 1A1 | ||||||||
4.00%, 09/26/2037 - 144A | 11,105 | 11,225 | ||||||
Series 2010-R8, Class 2A1 | ||||||||
5.00%, 10/26/2036 - 144A | 7,104 | 7,193 | ||||||
JP Morgan Re-REMIC | ||||||||
Series 2009-5, Class 6A1 | ||||||||
5.90%, 04/26/2037 - 144A * | 2,807 | 2,822 | ||||||
Series 2009-7, Class 8A1 | ||||||||
5.60%, 01/27/2047 - 144A * | 5,063 | 5,166 | ||||||
Series 2010-4, Class 7A1 | ||||||||
4.29%, 08/26/2035 - 144A * | 14,861 | 14,822 | ||||||
Series 2010-5, Class 2A2 | ||||||||
4.50%, 07/26/2035 - 144A * | 13,225 | 13,234 | ||||||
Series 2009-11, Class 1A1 | ||||||||
5.68%, 02/26/2037 - 144A * | 9,902 | 10,041 | ||||||
Mortgage Equity Conversion Asset Trust | ||||||||
Series 2010-1A, Class A | ||||||||
4.00%, 07/25/2060 - 144A | 15,371 | 15,375 | ||||||
RBSSP Resecuritization Trust | ||||||||
Series 2009-1, Class 10A1 | ||||||||
6.50%, 07/26/2037 - 144A | 13,840 | 14,482 | ||||||
Wells Fargo Mortgage Backed Securities Trust | ||||||||
Series 2003-G, Class A1 | ||||||||
4.10%, 06/25/2033 * | 2,203 | 2,252 | ||||||
Wells Fargo Mortgage Loan Trust | ||||||||
Series 2010-RR1, Class 2A1 | ||||||||
0.36%, 08/27/2047 - 144A * | 3,801 | 3,758 | ||||||
Series 2010-RR2, Class 1A1 | ||||||||
5.19%, 09/27/2035 - 144A * | 10,615 | 10,616 | ||||||
Series 2010-RR4, Class 1A1 | ||||||||
5.55%, 12/27/2046 - 144A * | 11,669 | 11,935 | ||||||
Total Mortgage-Backed Securities (cost $632,786) | 643,124 | |||||||
ASSET-BACKED SECURITIES - 10.1% | ||||||||
AH Mortgage Advance Trust | ||||||||
Series 2010-ADV2, Class A1 | ||||||||
4.21%, 05/10/2041 - 144A | 29,000 | 29,073 | ||||||
America West Airlines Pass-Through Trust | ||||||||
Series 1999-1, Class 991G | ||||||||
7.93%, 01/02/2019 | 3,819 | 3,943 | ||||||
Series 2000-1, Class G | ||||||||
8.06%, 07/02/2020 | 13,519 | 14,060 | ||||||
American Airlines Pass-Through Trust | ||||||||
Series 2001-2, Class A2 | ||||||||
7.86%, 10/01/2011 ^ | 25,281 | 25,850 | ||||||
Continental Airlines Pass-Through Trust | ||||||||
Series 1997-1, Class A | ||||||||
7.46%, 04/01/2015 ^ | 22,533 | 22,533 | ||||||
Series 2001-1, Class A2 | ||||||||
6.50%, 06/15/2011 | 3,230 | 3,246 | ||||||
Delta Air Lines, Inc., Pass-Through Trust | ||||||||
Series 2001-1, Class A-2 | ||||||||
7.11%, 03/18/2013 | 7,590 | 7,723 | ||||||
Dominos Pizza Master Issuer LLC | ||||||||
Series 2007-1, Class A2 | ||||||||
5.26%, 04/25/2037 - 144A | 28,145 | 28,567 | ||||||
DT Auto Owner Trust | ||||||||
Series 2009-1, Class C | ||||||||
10.75%, 10/15/2015 - 144A | 7,287 | 7,705 | ||||||
Gazprom OAO Via GAZ Capital SA | ||||||||
8.13%, 07/31/2014 - 144A ^ | 25,395 | 29,125 | ||||||
Northwest Airlines Pass-Through Trust | ||||||||
Series 2002-1, Class G1 | ||||||||
1.06%, 05/20/2014 * ^ | 1,039 | 982 | ||||||
Oil and Gas Royalty Trust | ||||||||
Series 2005-1A, Class C | ||||||||
5.94%, 04/28/2013 - 144A | 8,641 | 8,953 | ||||||
TAL Advantage LLC | ||||||||
Series 2011-1A, Class A | ||||||||
4.60%, 01/20/2026 - 144A | 21,041 | 21,521 | ||||||
Tax Liens Securitization Trust | ||||||||
Series 2010-1A, Class 2A2 | ||||||||
2.00%, 04/15/2018 - 144A | 22,176 | 22,178 | ||||||
Trafigura Securitisation Finance PLC | ||||||||
Series 2007-1, Class A | ||||||||
0.47%, 12/15/2012 * | 22,800 | 22,344 | ||||||
Series 2007-1, Class B | ||||||||
1.57%, 12/15/2012 * | 3,900 | 3,748 | ||||||
UAL Pass-Through Trust | ||||||||
Series 2009-1 | ||||||||
10.40%, 11/01/2016 | 25,213 | 28,869 | ||||||
Vitol Master Trust | ||||||||
Series 2004-1, Class 1 | ||||||||
0.61%, 07/15/2012 * | 13,000 | 12,984 | ||||||
Total Asset-Backed Securities (cost $288,749) | 293,404 | |||||||
MUNICIPAL GOVERNMENT OBLIGATIONS - 1.1% | ||||||||
Rhode Island Economic Development Corp. | ||||||||
6.00%, 11/01/2015 § | 16,950 | 16,644 | ||||||
State of California | ||||||||
5.25%, 04/01/2014 | 14,630 | 15,536 | ||||||
Total Municipal Government Obligations (cost $32,274) | 32,180 | |||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 18
(formerly, Transamerica Short-Term Bond)
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
CORPORATE DEBT SECURITIES - 64.0% | ||||||||
Airlines - 0.5% | ||||||||
Southwest Airlines Co. | ||||||||
10.50%, 12/15/2011 - 144A | $ | 12,730 | $ | 13,395 | ||||
Beverages - 0.5% | ||||||||
Anheuser-Busch InBev Worldwide, Inc. | ||||||||
9.75%, 11/17/2015 ^ BRL | 21,570 | 14,122 | ||||||
Capital Markets - 2.4% | ||||||||
Macquarie Group, Ltd. | ||||||||
7.30%, 08/01/2014 - 144A ^ | $ | 25,590 | 28,748 | |||||
Morgan Stanley | ||||||||
0.76%, 10/15/2015 * | 19,060 | 18,367 | ||||||
3.80%, 04/29/2016 | 8,850 | 8,881 | ||||||
Raymond James Financial, Inc. | ||||||||
4.25%, 04/15/2016 | 12,000 | 12,315 | ||||||
Chemicals - 0.9% | ||||||||
Dow Chemical Co. | ||||||||
6.85%, 08/15/2013 | 5,400 | 5,959 | ||||||
Methanex Corp. | ||||||||
8.75%, 08/15/2012 | 17,716 | 19,023 | ||||||
Commercial Banks - 10.4% | ||||||||
Banco Santander Chile | ||||||||
2.88%, 11/13/2012 - 144A ^ | 26,595 | 26,690 | ||||||
Bank of Scotland PLC | ||||||||
5.00%, 11/21/2011 - 144A ^ | 930 | 949 | ||||||
CIT Group, Inc. | ||||||||
5.25%, 04/01/2014 - 144A | 13,500 | 13,826 | ||||||
Fifth Third Bank | ||||||||
0.42%, 05/17/2013 * | 27,365 | 26,970 | ||||||
First Tennessee Bank NA | ||||||||
4.63%, 05/15/2013 | 27,555 | 28,610 | ||||||
ICICI Bank, Ltd. | ||||||||
6.63%, 10/03/2012 - 144A | 24,850 | 26,346 | ||||||
M&I Marshall & Ilsley Bank | ||||||||
5.25%, 09/04/2012 | 6,860 | 7,153 | ||||||
5.30%, 09/08/2011 | 5,000 | 5,061 | ||||||
6.38%, 09/01/2011 | 12,095 | 12,262 | ||||||
Manufacturers & Traders Trust Co. | ||||||||
1.80%, 04/01/2013 * | 7,335 | 7,336 | ||||||
Regions Financial Corp. | ||||||||
0.48%, 06/26/2012 * | 7,750 | 7,500 | ||||||
4.88%, 04/26/2013 | 6,456 | 6,573 | ||||||
7.75%, 11/10/2014 ^ | 13,000 | 14,203 | ||||||
Royal Bank of Scotland PLC | ||||||||
2.73%, 08/23/2013 * | 26,415 | 27,241 | ||||||
3.25%, 01/11/2014 ^ | 5,000 | 5,109 | ||||||
Silicon Valley Bank | ||||||||
5.70%, 06/01/2012 | 4,315 | 4,536 | ||||||
SunTrust Banks, Inc. | ||||||||
5.25%, 11/05/2012 | 20,595 | 21,684 | ||||||
Wachovia Corp. | ||||||||
0.61%, 10/28/2015 * | 22,400 | 21,594 | ||||||
Webster Bank NA | ||||||||
5.88%, 01/15/2013 | 7,338 | 7,382 | ||||||
Westpac Securities NZ, Ltd. | ||||||||
2.63%, 01/28/2013 - 144A ^ | 17,000 | 17,363 | ||||||
Zions Bancorporation | ||||||||
7.75%, 09/23/2014 ^ | 12,900 | 14,321 | ||||||
Commercial Services & Supplies - 0.2% | ||||||||
Avery Dennison Corp. | ||||||||
4.88%, 01/15/2013 | 6,000 | 6,311 | ||||||
Computers & Peripherals - 0.5% | ||||||||
Seagate Technology International | ||||||||
10.00%, 05/01/2014 - 144A | 12,289 | 14,440 | ||||||
Construction Materials - 1.5% | ||||||||
CRH America, Inc. | ||||||||
5.30%, 10/15/2013 | 4,600 | 4,911 | ||||||
Lafarge SA | ||||||||
5.85%, 07/09/2015 - 144A | 10,000 | 10,558 | ||||||
Lafarge North America, Inc. | ||||||||
6.88%, 07/15/2013 ^ | 4,500 | 4,850 | ||||||
Vulcan Materials Co. | ||||||||
6.30%, 06/15/2013 ^ | 21,960 | 23,295 | ||||||
Consumer Finance - 1.0% | ||||||||
Block Financial LLC | ||||||||
7.88%, 01/15/2013 ^ | 26,495 | 28,812 | ||||||
Containers & Packaging - 1.0% | ||||||||
Rexam PLC | ||||||||
6.75%, 06/01/2013 - 144A | 26,424 | 28,696 | ||||||
Diversified Financial Services - 11.3% | ||||||||
Bank of America Corp. | ||||||||
4.75%, 08/15/2013 ^ | 4,400 | 4,661 | ||||||
Citigroup, Inc. | ||||||||
5.63%, 08/27/2012 | 20,589 | 21,633 | ||||||
6.00%, 12/13/2013 ^ | 6,000 | 6,565 | ||||||
FIA Card Services NA | ||||||||
7.13%, 11/15/2012 | 22,691 | 24,411 | ||||||
FMR LLC | ||||||||
4.75%, 03/01/2013 - 144A | 17,560 | 18,484 | ||||||
Glencore Funding LLC | ||||||||
6.00%, 04/15/2014 - 144A | 20,025 | 21,592 | ||||||
GTP Towers Issuer LLC | ||||||||
4.44%, 02/15/2015 - 144A | 10,000 | 10,345 | ||||||
Harley-Davidson Funding Corp. | ||||||||
5.25%, 12/15/2012 - 144A | 26,575 | 27,756 | ||||||
International Lease Finance Corp. | ||||||||
6.50%, 09/01/2014 - 144A | 26,320 | 27,899 | ||||||
Invesco, Ltd. | ||||||||
5.38%, 02/27/2013 | 13,285 | 14,145 | ||||||
Irish Life & Permanent Group Holdings PLC | ||||||||
3.60%, 01/14/2013 - 144A | 24,885 | 21,423 | ||||||
JPMorgan Chase & Co. | ||||||||
5.75%, 01/02/2013 ^ | 12,000 | 12,890 | ||||||
Marina District Finance Co., Inc. | ||||||||
9.50%, 10/15/2015 - 144A ^ | 13,930 | 14,940 | ||||||
Nissan Motor Acceptance Corp. | ||||||||
3.25%, 01/30/2013 - 144A | 2,940 | 3,009 | ||||||
Power Receivable Finance LLC | ||||||||
6.29%, 01/01/2012 - 144A | 661 | 663 | ||||||
Prime Property Funding II, Inc. | ||||||||
5.60%, 06/15/2011 - 144A | 736 | 738 | ||||||
QHP Royalty Sub LLC | ||||||||
10.25%, 03/15/2015 - 144A | 11,359 | 11,577 | ||||||
Selkirk Cogen Funding Corp. — Series A | ||||||||
8.98%, 06/26/2012 | 21,608 | 22,291 | ||||||
TNK-BP Finance SA | ||||||||
7.50%, 03/13/2013 - 144A ^ | 25,795 | 28,216 |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 19
(formerly, Transamerica Short-Term Bond)
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
Diversified Financial Services (continued) | ||||||||
WCP Wireless Site Funding LLC | ||||||||
4.14%, 11/15/2015 - 144A | $ | 28,580 | $ | 29,039 | ||||
Woodside Finance, Ltd. | ||||||||
5.00%, 11/15/2013 - 144A | 4,450 | 4,779 | ||||||
Diversified Telecommunication Services - 2.5% | ||||||||
Qwest Corp. | ||||||||
3.56%, 06/15/2013 * ^ | 26,220 | 27,204 | ||||||
Telecom Italia Capital SA | ||||||||
6.18%, 06/18/2014 | 15,000 | 16,360 | ||||||
Telefonica Emisiones SAU | ||||||||
0.64%, 02/04/2013 * | 24,565 | 24,369 | ||||||
2.58%, 04/26/2013 ^ | 5,000 | 5,075 | ||||||
Electric Utilities - 0.9% | ||||||||
KCP&L Greater Missouri Operations Co. | ||||||||
11.88%, 07/01/2012 | 22,100 | 24,606 | ||||||
Energy Equipment & Services - 0.2% | ||||||||
Gilroy Energy Center LLC | ||||||||
4.00%, 08/15/2011 - 144A | 5,911 | 5,899 | ||||||
Food & Staples Retailing - 0.5% | ||||||||
SUPERVALU, Inc. | ||||||||
7.50%, 11/15/2014 ^ | 14,730 | 15,098 | ||||||
Gas Utilities - 0.2% | ||||||||
EQT Corp. | ||||||||
5.15%, 11/15/2012 | 6,460 | 6,778 | ||||||
Hotels, Restaurants & Leisure - 0.7% | ||||||||
Marriott International, Inc. | ||||||||
4.63%, 06/15/2012 | 9,850 | 10,213 | ||||||
5.63%, 02/15/2013 | 10,725 | 11,487 | ||||||
Industrial Conglomerates - 0.9% | ||||||||
Hutchison Whampoa International 03/13, Ltd. | ||||||||
6.50%, 02/13/2013 - 144A | 22,810 | 24,798 | ||||||
Insurance - 2.8% | ||||||||
21st Century Insurance Group | ||||||||
5.90%, 12/15/2013 | 1,110 | 1,193 | ||||||
American International Group, Inc. | ||||||||
3.65%, 01/15/2014 ^ | 22,000 | 22,548 | ||||||
Fidelity National Financial, Inc. | ||||||||
5.25%, 03/15/2013 ^ | 13,289 | 13,858 | ||||||
Liberty Mutual Group, Inc. | ||||||||
5.75%, 03/15/2014 - 144A | 10,200 | 10,820 | ||||||
7.25%, 09/01/2012 - 144A | 6,958 | 7,349 | ||||||
Reinsurance Group of America, Inc. | ||||||||
6.75%, 12/15/2011 | 15,490 | 15,995 | ||||||
SAFECO Corp. | ||||||||
7.25%, 09/01/2012 | 8,192 | 8,652 | ||||||
Leisure Equipment & Products - 0.3% | ||||||||
Mattel, Inc. | ||||||||
5.63%, 03/15/2013 ^ | 8,000 | 8,567 | ||||||
Machinery - 0.9% | ||||||||
Case New Holland, Inc. | ||||||||
7.75%, 09/01/2013 ^ | 13,195 | 14,367 | ||||||
Kennametal, Inc. | ||||||||
7.20%, 06/15/2012 | 10,450 | 10,961 | ||||||
Metals & Mining - 1.9% | ||||||||
ArcelorMittal | ||||||||
5.38%, 06/01/2013 ^ | 24,010 | 25,677 | ||||||
Freeport-McMoRan Corp. | ||||||||
8.75%, 06/01/2011 | 9,183 | 9,231 | ||||||
Xstrata Canada Corp. | ||||||||
7.35%, 06/05/2012 ^ | 18,796 | 19,992 | ||||||
Multi-Utilities - 0.5% | ||||||||
Black Hills Corp. | ||||||||
6.50%, 05/15/2013 ^ | 9,290 | 9,998 | ||||||
9.00%, 05/15/2014 | 4,100 | 4,755 | ||||||
Oil, Gas & Consumable Fuels - 5.3% | ||||||||
El Paso Corp. | ||||||||
7.00%, 05/15/2011 ^ | 3,250 | 3,254 | ||||||
7.38%, 12/15/2012 ^ | 1,034 | 1,105 | ||||||
Empresa Nacional del Petroleo | ||||||||
6.75%, 11/15/2012 - 144A | 12,938 | 13,863 | ||||||
Energy Transfer Partners, LP | ||||||||
6.00%, 07/01/2013 ^ | 21,736 | 23,655 | ||||||
Kinder Morgan Kansas, Inc. | ||||||||
6.50%, 09/01/2012 ^ | 5,316 | 5,635 | ||||||
Lukoil International Finance BV | ||||||||
6.38%, 11/05/2014 - 144A | 26,270 | 28,734 | ||||||
Murphy Oil Corp. | ||||||||
6.38%, 05/01/2012 | 8,240 | 8,630 | ||||||
Nustar Logistics, LP | ||||||||
6.05%, 03/15/2013 | 2,787 | 2,984 | ||||||
6.88%, 07/15/2012 | 9,785 | 10,329 | ||||||
PF Export Receivables Master Trust — Series A | ||||||||
6.44%, 06/01/2015 - 144A | 19,322 | 20,481 | ||||||
Ras Laffan Liquefied Natural Gas Co., Ltd. III | ||||||||
4.50%, 09/30/2012 - 144A | 11,000 | 11,417 | ||||||
5.83%, 09/30/2016 - 144A | 11,490 | 12,438 | ||||||
Tengizchevroil Finance Co., SARL | ||||||||
6.12%, 11/15/2014 - 144A | 9,924 | 10,470 | ||||||
Paper & Forest Products - 0.3% | ||||||||
Celulosa Arauco y Constitucion SA | ||||||||
5.13%, 07/09/2013 ^ | 9,400 | 9,909 | ||||||
Real Estate Investment Trusts - 8.3% | ||||||||
AvalonBay Communities, Inc. | ||||||||
4.95%, 03/15/2013 | 3,546 | 3,769 | ||||||
Dexus Property Group | ||||||||
7.13%, 10/15/2014 - 144A | 15,325 | 17,298 | ||||||
Digital Realty Trust, LP | ||||||||
4.50%, 07/15/2015 | 14,200 | 14,716 | ||||||
Duke Realty, LP | ||||||||
4.63%, 05/15/2013 | 5,000 | 5,249 | ||||||
5.63%, 08/15/2011 | 2,000 | 2,023 | ||||||
5.88%, 08/15/2012 | 6,053 | 6,374 | ||||||
6.25%, 05/15/2013 ^ | 6,386 | 6,917 | ||||||
ERP Operating, LP | ||||||||
5.20%, 04/01/2013 ^ | 11,080 | 11,845 | ||||||
HCP, Inc. | ||||||||
5.65%, 12/15/2013 | 26,605 | 28,933 | ||||||
Kilroy Realty, LP | ||||||||
5.00%, 11/03/2015 | 14,130 | 14,689 | ||||||
Kimco Realty Corp. | ||||||||
6.00%, 11/30/2012 | 3,860 | 4,111 | ||||||
Liberty Property, LP | ||||||||
6.38%, 08/15/2012 | 13,270 | 14,042 | ||||||
Pan Pacific Retail Properties, Inc. | ||||||||
6.13%, 01/15/2013 | 4,000 | 4,268 | ||||||
PPF Funding, Inc. | ||||||||
5.35%, 04/15/2012 - 144A | 23,740 | 24,387 |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 20
(formerly, Transamerica Short-Term Bond)
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
Real Estate Investment Trusts (continued) | ||||||||
Senior Housing Properties Trust | ||||||||
4.30%, 01/15/2016 ^ | $ | 12,850 | $ | 12,895 | ||||
Shurgard Storage Centers LLC | ||||||||
5.88%, 03/15/2013 | 2,910 | 3,138 | ||||||
Tanger Properties, LP | ||||||||
6.15%, 11/15/2015 | 11,265 | 12,563 | ||||||
UDR, Inc. | ||||||||
5.13%, 01/15/2014 | 4,900 | 5,165 | ||||||
5.50%, 04/01/2014 | 5,500 | 5,858 | ||||||
United Dominion Realty Trust | ||||||||
5.00%, 01/15/2012 | 8,847 | 9,030 | ||||||
6.05%, 06/01/2013 | 6,080 | 6,479 | ||||||
WEA Finance LLC | ||||||||
5.40%, 10/01/2012 - 144A | 16,010 | 16,894 | ||||||
Weingarten Realty Investors | ||||||||
5.65%, 01/15/2013 | 4,965 | 5,136 | ||||||
Westfield Capital Corp., Ltd. | ||||||||
5.13%, 11/15/2014 - 144A | 5,170 | 5,619 | ||||||
Real Estate Management & Development - 2.3% | ||||||||
Brookfield Asset Management, Inc. | ||||||||
7.13%, 06/15/2012 ^ | 25,089 | 26,551 | ||||||
Post Apartment Homes, LP | ||||||||
5.45%, 06/01/2012 ^ | 9,399 | 9,718 | ||||||
6.30%, 06/01/2013 | 12,926 | 13,877 | ||||||
Retail Property Trust | ||||||||
7.18%, 09/01/2013 - 144A | 16,445 | 17,862 | ||||||
Semiconductors & Semiconductor Equipment - 0.5% | ||||||||
Maxim Integrated Products, Inc. | ||||||||
3.45%, 06/14/2013 | 15,060 | 15,635 | ||||||
Tobacco - 0.6% | ||||||||
Reynolds American, Inc. | ||||||||
7.25%, 06/01/2012 | 17,000 | 18,058 | ||||||
Trading Companies & Distributors - 1.5% | ||||||||
GATX Corp. | ||||||||
4.75%, 10/01/2012 | 16,950 | 17,693 | ||||||
Noble Group, Ltd. | ||||||||
8.50%, 05/30/2013 - 144A | 24,175 | 27,077 | ||||||
Wireless Telecommunication Services - 2.7% | ||||||||
Crown Castle Towers LLC | ||||||||
3.21%, 08/15/2015 - 144A ^ | 12,000 | 12,086 | ||||||
4.52%, 01/15/2015 - 144A | 11,870 | 12,339 | ||||||
Nextel Communications, Inc. — Series D | ||||||||
7.38%, 08/01/2015 ^ | 10,000 | 10,075 | ||||||
Nextel Communications, Inc. — Series E | ||||||||
6.88%, 10/31/2013 ^ | 16,990 | 17,159 | ||||||
Richland Towers Funding LLC / Management | ||||||||
Funding / RTM Boston / Seattle Funding | ||||||||
4.61%, 03/15/2016 - 144A | 12,637 | 12,387 | ||||||
SBA Tower Trust | ||||||||
4.25%, 04/15/2015 - 144A | 12,380 | 13,028 | ||||||
Total Corporate Debt Securities (cost $1,803,078) | 1,856,145 | |||||||
LOAN ASSIGNMENT - 0.5% | ||||||||
Diversified Consumer Services - 0.5% | ||||||||
Visant Holding Corp., Tranche B | ||||||||
0.00%, 12/31/2016 | 13,988 | 14,047 | ||||||
Total Loan Assignment (cost $14,078) |
Shares | Value | |||||||
SECURITIES LENDING COLLATERAL — 2.7% | ||||||||
State Street Navigator Securities Lending | ||||||||
Trust — Prime Portfolio, 0.24% ▲ | 78,183,648 | 78,184 | ||||||
Total Securities Lending Collateral (cost $78,184) |
Principal | Value | |||||||
REPURCHASE AGREEMENT - 1.0% | ||||||||
State Street Bank & Trust Co. | ||||||||
0.01% ▲, dated 04/29/2011, to be repurchased at $28,758 on 05/02/2011. Collateralized by U.S. Government Agency Obligations, 3.00% - 4.00%, due 12/15/2017 - 11/25/2040, with a total value of $29,337. | $ | 28,758 | 28,758 | |||||
Total Repurchase Agreement (cost $28,758) | ||||||||
Total Investment Securities (cost $2,888,278) # | 2,956,600 | |||||||
Other Assets and Liabilities — Net | (59,388 | ) | ||||||
Net Assets | $ | 2,897,212 | ||||||
Net Unrealized | ||||||||||||||||
Appreciation | ||||||||||||||||
Description | Type | Contracts 3 | Expiration Date | (Depreciation) | ||||||||||||
5-Year U.S. Treasury Note | Short | (920 | ) | 06/30/2011 | $ | (2,052 | ) |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 21
(formerly, Transamerica Short-Term Bond)
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
* | Floating or variable rate note. Rate is listed as of 04/29/2011. | |
^ | All or a portion of this security is on loan. The value of all securities on loan is $76,597. | |
ε | Cash in the amount of $2,990 is segregated as collateral with the broker to cover margin requirements for open futures contracts.. | |
§ | Illiquid. This security aggregated to $16,644, or 0.57%, of the fund’s net assets. | |
┌ | Contract amounts are not in thousands. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $2,888,278. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $74,781 and $6,459, respectively. Net unrealized appreciation for tax purposes is $68,322. |
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 04/29/2011, these securities aggregated $1,474,447, or 50.89%, of the fund’s net assets. | |
BRL | Brazilian Real | |
REMIC | Real Estate Mortgage Investment Conduits (consist of a fixed pool of mortgages broken apart and marketed to investors as individual securities) |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Asset-Backed Securities | $ | — | $ | 293,404 | $ | — | $ | 293,404 | ||||||||
Corporate Debt Securities | — | 1,856,145 | — | 1,856,145 | ||||||||||||
Loan Assignments | — | 14,047 | — | 14,047 | ||||||||||||
Mortgage-Backed Securities | — | 643,124 | — | 643,124 | ||||||||||||
Municipal Government Obligations | — | 32,180 | — | 32,180 | ||||||||||||
Repurchase Agreement | — | 28,758 | — | 28,758 | ||||||||||||
Securities Lending Collateral | 78,184 | — | — | 78,184 | ||||||||||||
U.S. Government Agency Obligations | — | 10,758 | — | 10,758 | ||||||||||||
Total | $ | 78,184 | $ | 2,878,416 | $ | — | $ | 2,956,600 | ||||||||
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Other Financial Instruments ₣ | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Futures Contracts — Depreciation | $ | (2,052 | ) | $ | — | $ | — | $ | (2,052 | ) |
Э | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. | |
₣ | Other financial instruments are derivative instruments that are valued at unrealized appreciation (depreciation) on the instrument. |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 22
(formerly, Transamerica Focus)
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
COMMON STOCKS - 99.8% | ||||||||
Air Freight & Logistics - 2.0% | ||||||||
Expeditors International of Washington, Inc. | 66,589 | $ | 3,614 | |||||
Beverages - 1.8% | ||||||||
Anheuser-Busch InBev NV ADR ^ | 50,235 | 3,214 | ||||||
Capital Markets - 1.6% | ||||||||
Charles Schwab Corp. ^ | 155,917 | 2,855 | ||||||
Chemicals - 2.5% | ||||||||
Monsanto Co. | 65,507 | 4,457 | ||||||
Commercial Services & Supplies - 3.6% | ||||||||
Edenred ‡ | 205,664 | 6,378 | ||||||
Communications Equipment - 3.5% | ||||||||
Motorola Solutions, Inc. ‡ | 135,202 | 6,203 | ||||||
Computers & Peripherals - 7.5% | ||||||||
Apple, Inc. ‡ | 38,035 | 13,245 | ||||||
Distributors - 2.4% | ||||||||
Li & Fung, Ltd. | 838,000 | 4,295 | ||||||
Diversified Financial Services - 5.8% | ||||||||
BM&FBovespa SA | 505,200 | 3,793 | ||||||
CME Group, Inc. - Class A | 8,185 | 2,421 | ||||||
Leucadia National Corp. | 105,162 | 4,065 | ||||||
Electrical Equipment - 0.9% | ||||||||
First Solar, Inc. ‡ ^ | 10,774 | 1,504 | ||||||
Food & Staples Retailing - 1.6% | ||||||||
Costco Wholesale Corp. ^ | 34,617 | 2,801 | ||||||
Food Products - 2.6% | ||||||||
Mead Johnson Nutrition Co. - Class A | 69,427 | 4,643 | ||||||
Health Care Equipment & Supplies - 2.6% | ||||||||
Intuitive Surgical, Inc. ‡ | 13,128 | 4,591 | ||||||
Hotels, Restaurants & Leisure - 8.3% | ||||||||
Las Vegas Sands Corp. ‡ ^ | 108,753 | 5,112 | ||||||
Starbucks Corp. | 103,951 | 3,762 | ||||||
Wynn Resorts, Ltd. ^ | 21,698 | 3,193 | ||||||
Yum! Brands, Inc. | 47,969 | 2,573 | ||||||
Internet & Catalog Retail - 12.0% | ||||||||
Amazon.com, Inc. ‡ | 69,340 | 13,625 | ||||||
NetFlix, Inc. ‡ ^ | 19,824 | 4,612 | ||||||
priceline.com, Inc. ‡ ^ | 5,621 | 3,075 | ||||||
Internet Software & Services - 13.7% | ||||||||
Baidu, Inc. ADR ‡ | 56,042 | 8,323 | ||||||
eBay, Inc. ‡ | 143,861 | 4,949 | ||||||
Google, Inc. - Class A ‡ | 15,497 | 8,433 | ||||||
Tencent Holdings, Ltd. | 94,800 | 2,710 | ||||||
Life Sciences Tools & Services - 3.0% | ||||||||
Illumina, Inc. ‡ ^ | 75,565 | 5,364 | ||||||
Media - 2.0% | ||||||||
Naspers, Ltd. - Class N | 58,315 | 3,509 | ||||||
Metals & Mining - 2.1% | ||||||||
Molycorp, Inc. ‡ ^ | 49,655 | 3,640 | ||||||
Oil, Gas & Consumable Fuels - 3.8% | ||||||||
Range Resources Corp. ^ | 34,915 | 1,971 | ||||||
Ultra Petroleum Corp. ‡ ^ | 94,923 | 4,821 | ||||||
Pharmaceuticals - 3.2% | ||||||||
Allergan, Inc. | 31,524 | 2,508 | ||||||
Valeant Pharmaceuticals International, Inc. | 59,944 | 3,154 | ||||||
Professional Services - 1.5% | ||||||||
SGS SA | 1,345 | 2,670 | ||||||
Real Estate Management & Development - 3.8% | ||||||||
Brookfield Asset Management, Inc. - Class A ^ | 197,470 | 6,639 | ||||||
Semiconductors & Semiconductor Equipment - 2.3% | ||||||||
ARM Holdings PLC ADR ^ | 104,030 | 3,273 | ||||||
NVIDIA Corp. ‡ ^ | 35,872 | 717 | ||||||
Software - 3.6% | ||||||||
Salesforce.com, Inc. ‡ ^ | 33,520 | 4,646 | ||||||
VMware, Inc. - Class A ‡ ^ | 18,101 | 1,727 | ||||||
Tobacco - 2.1% | ||||||||
Philip Morris International, Inc. | 53,424 | 3,710 | ||||||
Total Common Stocks (cost $146,989) | 176,795 | |||||||
SECURITIES LENDING COLLATERAL - 25.6% | ||||||||
State Street Navigator Securities Lending | ||||||||
Trust - Prime Portfolio, 0.24% ▲ | 45,225,469 | 45,225 | ||||||
Total Securities Lending Collateral (cost $45,225) |
Principal | Value | |||||||
REPURCHASE AGREEMENT - 0.1% | ||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $127 on 05/02/2011. | ||||||||
Collateralized by a U.S. Government Agency Obligation, 3.50%, due 12/01/2025, with a value of $133. | $ | 127 | 127 | |||||
Total Repurchase Agreement (cost $127) | ||||||||
Total Investment Securities (cost $192,341) # | 222,147 | |||||||
Other Assets and Liabilities - Net | (45,215 | ) | ||||||
Net Assets | $ | 176,932 | ||||||
^ | All or a portion of this security is on loan. The value of all securities on loan is $44,228. | |
‡ | Non-income producing security. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $192,341. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $30,375 and $569, respectively. Net unrealized appreciation for tax purposes is $29,806. |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 23
(formerly, Transamerica Focus)
At April 30, 2011
(all amounts in thousands)
(unaudited)
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 157,751 | $ | 19,044 | $ | — | $ | 176,795 | ||||||||
Repurchase Agreement | — | 127 | — | 127 | ||||||||||||
Securities Lending Collateral | 45,225 | — | — | 45,225 | ||||||||||||
Total | $ | 202,976 | $ | 19,171 | $ | — | $ | 222,147 |
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 24
(formerly, Transamerica Growth Opportunities)
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
COMMON STOCKS - 96.6% | ||||||||
Air Freight & Logistics - 3.1% | ||||||||
CH Robinson Worldwide, Inc. ^ | 67,692 | $ | 5,428 | |||||
Expeditors International of Washington, Inc. ^ | 140,760 | 7,639 | ||||||
Capital Markets - 0.9% | ||||||||
Greenhill & Co., Inc. ^ | 62,183 | 3,669 | ||||||
Chemicals - 4.3% | ||||||||
Intrepid Potash, Inc. ‡ ^ | 180,689 | 6,190 | ||||||
Nalco Holding Co. ^ | 164,083 | 4,793 | ||||||
Rockwood Holdings, Inc. ‡ ^ | 116,800 | 6,628 | ||||||
Commercial Services & Supplies - 6.0% | ||||||||
Covanta Holding Corp. ^ | 264,394 | 4,540 | ||||||
Edenred ‡ | 456,122 | 14,146 | ||||||
Stericycle, Inc. ‡ ^ | 67,285 | 6,142 | ||||||
Communications Equipment - 3.6% | ||||||||
Motorola Solutions, Inc. ‡ | 328,400 | 15,066 | ||||||
Computers & Peripherals - 1.6% | ||||||||
Teradata Corp. ‡ | 118,741 | 6,640 | ||||||
Construction Materials - 1.1% | ||||||||
Martin Marietta Materials, Inc. ^ | 51,434 | 4,690 | ||||||
Diversified Consumer Services - 1.4% | ||||||||
New Oriental Education & Technology | ||||||||
Group ADR ‡ ^ | 47,318 | 5,898 | ||||||
Diversified Financial Services - 5.2% | ||||||||
IntercontinentalExchange, Inc. ‡ | 42,440 | 5,108 | ||||||
Leucadia National Corp. ^ | 194,799 | 7,531 | ||||||
Moody’s Corp. ^ | 52,077 | 2,038 | ||||||
MSCI, Inc. - Class A ‡ | 205,652 | 7,294 | ||||||
Electrical Equipment - 0.8% | ||||||||
First Solar, Inc. ‡ ^ | 23,055 | 3,218 | ||||||
Food Products - 2.1% | ||||||||
Mead Johnson Nutrition Co. - Class A | 131,700 | 8,808 | ||||||
Health Care Equipment & Supplies - 5.8% | ||||||||
Gen-Probe, Inc. ‡ ^ | 100,908 | 8,367 | ||||||
Idexx Laboratories, Inc. ‡ | 65,761 | 5,355 | ||||||
Intuitive Surgical, Inc. ‡ ^ | 29,883 | 10,450 | ||||||
Hotels, Restaurants & Leisure - 6.5% | ||||||||
Betfair Group PLC ‡ ^ | 137,777 | 1,996 | ||||||
Chipotle Mexican Grill, Inc. - Class A ‡ ^ | 28,342 | 7,561 | ||||||
Ctrip.com International, Ltd. ADR ‡ | 212,260 | 10,342 | ||||||
Wynn Resorts, Ltd. ^ | 50,317 | 7,404 | ||||||
Household Durables - 1.3% | ||||||||
Gafisa SA ADR ‡ ^ | 142,533 | 1,762 | ||||||
NVR, Inc. ‡ ^ | 4,824 | 3,566 | ||||||
Internet & Catalog Retail - 5.7% | ||||||||
NetFlix, Inc. ‡ ^ | 51,038 | 11,875 | ||||||
priceline.com, Inc. ‡ ^ | 21,725 | 11,884 | ||||||
Internet Software & Services - 2.8% | ||||||||
Akamai Technologies, Inc. ‡ | 107,946 | 3,718 | ||||||
Alibaba.com, Ltd. | 1,833,000 | 3,252 | ||||||
Youku.com, Inc. ADR ‡ ^ | 81,523 | 4,820 | ||||||
IT Services - 1.5% | ||||||||
Gartner, Inc. ‡ ^ | 147,825 | 6,343 | ||||||
Life Sciences Tools & Services - 4.2% | ||||||||
Illumina, Inc. ‡ ^ | 172,703 | 12,259 | ||||||
Techne Corp. ^ | 68,321 | 5,309 | ||||||
Machinery - 1.8% | ||||||||
Schindler Holding AG | 59,183 | 7,656 | ||||||
Media - 2.6% | ||||||||
Groupe Aeroplan, Inc. | 255,612 | 3,504 | ||||||
Naspers, Ltd. - Class N | 125,077 | 7,526 | ||||||
Metals & Mining - 3.4% | ||||||||
Lynas Corp., Ltd. ‡ | 1,336,625 | 3,062 | ||||||
Molycorp, Inc. ‡ ^ | 153,531 | 11,254 | ||||||
Multiline Retail - 1.4% | ||||||||
Dollar Tree, Inc. ‡ ^ | 98,366 | 5,656 | ||||||
Oil, Gas & Consumable Fuels - 3.8% | ||||||||
Range Resources Corp. ^ | 122,622 | 6,922 | ||||||
Ultra Petroleum Corp. ‡ ^ | 172,628 | 8,768 | ||||||
Personal Products - 1.2% | ||||||||
Natura Cosmeticos SA | 180,900 | 5,094 | ||||||
Pharmaceuticals - 2.5% | ||||||||
Ironwood Pharmaceuticals, Inc. - Class A ‡ ^ | 184,854 | 2,703 | ||||||
Valeant Pharmaceuticals International, Inc. ^ | 146,900 | 7,731 | ||||||
Professional Services - 5.4% | ||||||||
IHS, Inc. - Class A ‡ ^ | 67,282 | 5,937 | ||||||
Intertek Group PLC | 245,670 | 8,727 | ||||||
Verisk Analytics, Inc. - Class A ‡ ^ | 233,277 | 7,675 | ||||||
Semiconductors & Semiconductor Equipment - 2.2% | ||||||||
ARM Holdings PLC ADR ^ | 234,248 | 7,369 | ||||||
NVIDIA Corp. ‡ ^ | 81,479 | 1,630 | ||||||
Software - 10.2% | ||||||||
Autodesk, Inc. ‡ | 115,571 | 5,198 | ||||||
Citrix Systems, Inc. ‡ ^ | 46,392 | 3,913 | ||||||
FactSet Research Systems, Inc. ^ | 59,041 | 6,460 | ||||||
Red Hat, Inc. ‡ | 138,120 | 6,557 | ||||||
Rovi Corp. ‡ ^ | 65,602 | 3,186 | ||||||
Salesforce.com, Inc. ‡ ^ | 62,066 | 8,602 | ||||||
Solera Holdings, Inc. | 157,132 | 8,641 | ||||||
Textiles, Apparel & Luxury Goods - 1.6% | ||||||||
Lululemon Athletica, Inc. ‡ ^ | 66,561 | 6,658 | ||||||
Trading Companies & Distributors - 1.3% | ||||||||
Fastenal Co. ^ | 82,245 | 5,518 | ||||||
Wireless Telecommunication Services - 1.3% | ||||||||
Millicom International Cellular SA | 49,455 | 5,358 | ||||||
Total Common Stocks (cost $348,787) | 403,034 | |||||||
SECURITIES LENDING COLLATERAL - 24.9% | ||||||||
State Street Navigator Securities Lending | ||||||||
Trust - Prime Portfolio, 0.24% ▲ | 103,812,850 | 103,813 | ||||||
Total Securities Lending Collateral (cost $103,813) | ||||||||
Principal | Value | |||||||
REPURCHASE AGREEMENT - 3.3% | ||||||||
State Street Bank & Trust Co. 0.01% ▲ , dated 04/29/2011, to be repurchased at $13,972 on 05/02/2011. | ||||||||
Collateralized by a U.S. Government Agency Obligation, 4.00%, due 05/01/2025, with a value of $14,252. | $ | 13,972 | 13,972 | |||||
Total Repurchase Agreement (cost $13,972) | ||||||||
Total Investment Securities (cost $466,572) # | 520,819 | |||||||
Other Assets and Liabilities - Net | (103,609 | ) | ||||||
Net Assets | $ | 417,210 | ||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 25
(formerly, Transamerica Growth Opportunities)
At April 30, 2011
(all amounts in thousands)
(unaudited)
^ | All or a portion of this security is on loan. The value of all securities on loan is $101,461. | |
‡ | Non-income producing security. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $466,572. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $55,568 and $1,321, respectively. Net unrealized appreciation for tax purposes is $54,247. |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 347,194 | $ | 55,840 | $ | — | $ | 403,034 | ||||||||
Repurchase Agreement | — | 13,972 | — | 13,972 | ||||||||||||
Securities Lending Collateral | 103,813 | — | — | 103,813 | ||||||||||||
Total | $ | 451,007 | $ | 69,812 | $ | — | $ | 520,819 |
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 26
(formerly, Transamerica Balanced)
At April 30,2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
U.S. GOVERNMENT OBLIGATIONS - 13.9% | ||||||||
U.S. Treasury Bond | ||||||||
3.63%, 02/15/2021g | $ | 9,915 | $ | 10,185 | ||||
4.38%, 11/15/2039 | 570 | 567 | ||||||
4.38%, 05/15/2040 g | 1,020 | 1,014 | ||||||
4.75%, 02/15/2041 g | 4,480 | 4,733 | ||||||
6.75%, 08/15/2026 g | 9,930 | 13,156 | ||||||
U.S. Treasury Note | ||||||||
0.75%, 03/31/2013 g | 3,525 | 3,537 | ||||||
1.13%, 06/30/2011 g | 190 | 190 | ||||||
2.25%, 03/31/2016 g | 22,193 | 22,518 | ||||||
2.88%, 03/31/2018 | 1,325 | 1,344 | ||||||
Total U.S. Government Obligations (cost $56,598) | 57,244 | |||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS - 1.9% | ||||||||
Fannie Mae | ||||||||
4.40%, 10/09/2019 g | 435 | 301 | ||||||
5.00%, 05/01/2018- 03/01/2036 | 87 | 93 | ||||||
5.50%, 07/01/2019- 11/01/2038 | 6,184 | 6,691 | ||||||
6.00%, 08/01/2036- 12/01/2037 | 358 | 393 | ||||||
Freddie Mac | ||||||||
5.00%, 04/01/2018 | 74 | 79 | ||||||
5.50%, 09/01/2018- 11/01/2018 | 79 | 86 | ||||||
Total U.S. Government Agency Obligations (cost $7,309) | 7,643 | |||||||
MORTGAGE-BACKED SECURITIES - 6.4% | ||||||||
American General Mortgage Loan Trust | ||||||||
Series 2009-1, Class A6 | ||||||||
5.75%, 09/25/2048 - 144A * | 1,060 | 1,078 | ||||||
American Tower Trust | ||||||||
Series 2007-1A, Class AFX | ||||||||
5.42%, 04/15/2037 - 144A | 910 | 983 | ||||||
Series 2007-1A, Class C | ||||||||
5.62%, 04/15/2037 - 144A | 1,080 | 1,150 | ||||||
BCAP LLC Trust | ||||||||
Series 2009-RR3, Class 2A1 | ||||||||
5.53%, 05/26/2037 - 144A * | 271 | 279 | ||||||
Series 2009-RR6, Class 2A1 | ||||||||
5.28%, 08/26/2035 - 144A * | 482 | 459 | ||||||
Series 2009-RR10, Class 2A1 | ||||||||
3.07%, 08/26/2035 - 144A * | 680 | 681 | ||||||
Series 2009-RR13, Class 13A3 | ||||||||
5.25%, 03/26/2037 - 144A * | 370 | 379 | ||||||
Series 2009-RR14, Class 1A1 | ||||||||
6.04%, 05/26/2037 - 144A * | 711 | 730 | ||||||
Series 2010-RR1, Class 12A1 | ||||||||
5.25%, 08/26/2036 - 144A * | 767 | 794 | ||||||
Series 2010-RR6, Class 1A5 | ||||||||
5.00%, 08/26/2022 - 144A * | 385 | 391 | ||||||
Bear Stearns Commercial Mortgage Securities | ||||||||
Series 2007-PW15, Class A4 | ||||||||
5.33%, 02/11/2044 | 720 | 769 | ||||||
Commercial Mortgage Pass-Through Certificates | ||||||||
Series 2006-C7, Class AM | ||||||||
5.98%, 06/10/2046 * | 520 | 552 | ||||||
Credit Suisse Mortgage Capital Certificates | ||||||||
Series 2006-C4, Class A3 | ||||||||
5.47%, 09/15/2039 | 600 | 650 | ||||||
Series 2006-C5, Class AM | ||||||||
5.34%, 12/15/2039 | 360 | 371 | ||||||
Series 2007-C4, Class A3 | ||||||||
6.00%, 09/15/2039 * | 765 | 797 | ||||||
Series 2009-16R, Class 11A1 | ||||||||
7.00%, 08/26/2036 - 144A | 445 | 457 | ||||||
Series 2010-15R, Class 2A1 | ||||||||
3.50%, 05/26/2036 - 144A * | 468 | 468 | ||||||
Series 2010-18R, Class 3A1 | ||||||||
4.00%, 03/26/2037 - 144A | 555 | 563 | ||||||
Series 2010-RR1, Class 2A | ||||||||
5.70%, 09/15/2040 - 144A * | 705 | 764 | ||||||
Extended Stay America Trust | ||||||||
Series 2010-ESHA, Class D | ||||||||
5.50%, 11/05/2027 - 144A | 710 | 735 | ||||||
GE Capital Commercial Mortgage Corp. | ||||||||
Series 2007-C1, Class A4 | ||||||||
5.54%, 12/10/2049 | 720 | 774 | ||||||
Jefferies & Co., Inc. | ||||||||
Series 2009-R2, Class 2A | ||||||||
6.10%, 12/26/2037 - 144A * | 449 | 451 | ||||||
Series 2009-R7, Class 10A3 | ||||||||
6.00%, 12/26/2036 - 144A | 336 | 334 | ||||||
Series 2009-R7, Class 1A1 | ||||||||
5.50%, 02/26/2036 - 144A * | 679 | 695 | ||||||
Series 2009-R7, Class 4A1 | ||||||||
3.05%, 09/26/2034 - 144A * | 700 | 698 | ||||||
Series 2009-R7, Class 12A1 | ||||||||
5.21%, 08/26/2036 - 144A * | 404 | 407 | ||||||
Series 2009-R9, Class 1A1 | ||||||||
5.62%, 08/26/2046 - 144A * | 425 | 427 | ||||||
Series 2010-R2, Class 1A1 | ||||||||
6.00%, 05/26/2036 - 144A | 699 | 726 | ||||||
Series 2010-R3, Class 1A1 | ||||||||
2.84%, 03/21/2036 - 144A * | 455 | 452 | ||||||
Series 2010-R6, Class 1A1 | ||||||||
4.00%, 09/26/2037 - 144A | 354 | 358 | ||||||
JP Morgan Re-REMIC | ||||||||
Series 2009-7, Class 8A1 | ||||||||
5.60%, 01/27/2047 - 144A * | 428 | 437 | ||||||
Series 2010-4, Class 7A1 | ||||||||
4.29%, 08/26/2035 - 144A * | 565 | 563 | ||||||
Series 2010-5, Class 2A2 | ||||||||
4.50%, 07/26/2035 - 144A * | 477 | 478 | ||||||
JPMorgan Chase Commercial Mortgage | ||||||||
Securities Corp. | ||||||||
Series 2006-CB15, Class A4 | ||||||||
5.81%, 06/12/2043 * | 705 | 778 | ||||||
Merrill Lynch/Countrywide Commercial | ||||||||
Mortgage Trust | ||||||||
Series 2007-9, Class A4 | ||||||||
5.70%, 09/12/2049 | 720 | 785 | ||||||
Morgan Stanley Capital I | ||||||||
Series 2007-HQ12, Class A2FL | ||||||||
0.47%, 04/12/2049 * | 103 | 97 | ||||||
Series 2007-HQ12, Class A2FX | ||||||||
5.78%, 04/12/2049 * | 197 | 202 | ||||||
Series 2007-IQ15, Class A4 | ||||||||
6.07%, 06/11/2049 * | 720 | 789 | ||||||
Wachovia Bank Commercial Mortgage Trust | ||||||||
Series 2007-C33, Class A4 | ||||||||
6.10%, 02/15/2051 | 500 | 546 | ||||||
WaMu Mortgage Pass-Through Certificates | ||||||||
Series 2003-S9, Class A6 | ||||||||
5.25%, 10/25/2033 | 1,634 | 1,643 |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 27
(formerly, Transamerica Balanced)
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
MORTGAGE-BACKED SECURITIES (continued) | ||||||||
Wells Fargo Mortgage Backed Securities Trust | ||||||||
Series 2003-G, Class A1 | ||||||||
4.10%, 06/25/2033 * | $ | 629 | $ | 642 | ||||
Series 2003-L, Class 1A2 | ||||||||
4.50%, 11/25/2033 * | 561 | 571 | ||||||
Wells Fargo Mortgage Loan Trust | ||||||||
Series 2010-RR1, Class 2A1 | ||||||||
0.36%, 08/27/2047 - 144A * | 275 | 272 | ||||||
Total Mortgage-Backed Securities (cost $25,406) | 26,175 | |||||||
ASSET-BACKED SECURITIES - 3.3% | ||||||||
AH Mortgage Advance Trust | ||||||||
Series 2010-ADV2, Class A1 | ||||||||
4.21%, 05/10/2041 - 144A | 1,090 | 1,093 | ||||||
American Airlines Pass-Through Trust | ||||||||
Series 2011-1, Class A | ||||||||
5.25%, 01/31/2021 | 595 | 577 | ||||||
AmeriCredit Automobile Receivables Trust | ||||||||
Series 2011-2, Class C | ||||||||
3.19%, 10/12/2016 | 410 | 418 | ||||||
Citibank Omni Master Trust | ||||||||
Series 2009-A13, Class A13 | ||||||||
5.35%, 08/15/2018 - 144A | 600 | 656 | ||||||
Series 2009-A17, Class A17 | ||||||||
4.90%, 11/15/2018 - 144A | 600 | 648 | ||||||
Continental Airlines Pass-Through Trust | ||||||||
Series 2009-1 | ||||||||
9.00%, 07/08/2016 | 484 | 549 | ||||||
Delta Air Lines, Inc., Pass-Through Trust | ||||||||
Series 2010-1, Class 1A | ||||||||
6.20%, 07/02/2018 | 563 | 582 | ||||||
Dominos Pizza Master Issuer LLC | ||||||||
Series 2007-1, Class A2 | ||||||||
5.26%, 04/25/2037 - 144A | 700 | 711 | ||||||
Gazprom OAO Via GAZ Capital SA | ||||||||
8.13%, 07/31/2014 - 144A | 880 | 1,009 | ||||||
Northwest Airlines Pass-Through Trust | ||||||||
Series 2002-1, Class G2 | ||||||||
6.26%, 11/20/2021 | 1,128 | 1,162 | ||||||
Santander Drive Auto Receivables Trust | ||||||||
Series 2010-B, Class C | ||||||||
3.02%, 10/17/2016 - 144A | 755 | 770 | ||||||
Series 2011-1, Class C | ||||||||
3.07%, 05/16/2016 Ә | 250 | 250 | ||||||
Series 2011-1, Class D | ||||||||
4.07%, 02/15/2017 Ә | 565 | 565 | ||||||
Series 2011-S1A, Class B | ||||||||
1.48%, 07/15/2013 - 144A | 839 | 840 | ||||||
SLM Student Loan Trust | ||||||||
Series 2004-B, Class A2 | ||||||||
0.51%, 06/15/2021 * | 477 | 465 | ||||||
Series 2008-5, Class A4 | ||||||||
1.97%, 07/25/2023 * | 640 | 669 | ||||||
TAL Advantage LLC | ||||||||
Series 2011-1A, Class A | ||||||||
4.60%, 01/20/2026 - 144A | 1,116 | 1,142 | ||||||
UAL Pass-Through Trust | ||||||||
Series 2009-1 | ||||||||
10.40%, 11/01/2016 | 1,095 | 1,254 | ||||||
Total Asset-Backed Securities (cost $13,055) | 13,360 | |||||||
MUNICIPAL GOVERNMENT OBLIGATIONS - 0.4% | ||||||||
Rhode Island Economic Development Corp. | ||||||||
6.00%, 11/01/2015 | 610 | 599 | ||||||
State of California | ||||||||
7.95%, 03/01/2036 | 1,130 | 1,232 | ||||||
Total Municipal Government Obligations (cost $1,741) | 1,831 | |||||||
PREFERRED CORPORATE DEBT SECURITIES - 0.4% | ||||||||
Commercial Banks - 0.2% | ||||||||
Barclays Bank PLC | ||||||||
8.55%, 06/15/2011 - 144A * Ž | 990 | 993 | ||||||
Diversified Financial Services - 0.2% | ||||||||
JPMorgan Chase Capital XXV - Series Y | ||||||||
6.80%, 10/01/2037 | 710 | 730 | ||||||
Total Preferred Corporate Debt Securities (cost $1,701) | 1,723 | |||||||
CORPORATE DEBT SECURITIES - 10.9% | ||||||||
Beverages - 0.2% | ||||||||
Anheuser-Busch InBev Worldwide, Inc. | ||||||||
5.38%, 01/15/2020 | 315 | 346 | ||||||
9.75%, 11/17/2015 BRL | 900 | 590 | ||||||
Capital Markets - 0.5% | ||||||||
Goldman Sachs Group, Inc. | ||||||||
3.63%, 02/07/2016 | 1,443 | 1,454 | ||||||
5.38%, 03/15/2020 | 455 | 473 | ||||||
Chemicals - 0.2% | ||||||||
CF Industries Holdings, Inc. | ||||||||
7.13%, 05/01/2020 | 410 | 469 | ||||||
Dow Chemical Co. | ||||||||
4.25%, 11/15/2020 | 195 | 191 | ||||||
Commercial Banks - 0.3% | ||||||||
CIT Group, Inc. | ||||||||
6.63%, 04/01/2018 - 144A | 410 | 440 | ||||||
7.00%, 05/01/2017 | 410 | 413 | ||||||
Discover Bank | ||||||||
7.00%, 04/15/2020 | 420 | 474 | ||||||
Fifth Third Capital Trust IV | ||||||||
6.50%, 04/15/2037 * | 80 | 78 | ||||||
Construction Materials - 0.0% ∞ | ||||||||
Lafarge SA | ||||||||
7.13%, 07/15/2036 | 75 | 75 | ||||||
Consumer Finance - 0.2% | ||||||||
Ally Financial, Inc. | ||||||||
8.00%, 11/01/2031 | 410 | 462 | ||||||
Credit Acceptance Corp. | ||||||||
9.13%, 02/01/2017 | 410 | 446 | ||||||
Containers & Packaging - 0.3% | ||||||||
Rexam PLC | ||||||||
6.75%, 06/01/2013 - 144A | 1,121 | 1,217 | ||||||
Diversified Financial Services - 2.9% | ||||||||
AngloGold Ashanti Holdings PLC | ||||||||
5.38%, 04/15/2020 | 145 | 149 | ||||||
Aviation Capital Group Corp. | ||||||||
7.13%, 10/15/2020 - 144A | 1,070 | 1,102 | ||||||
Bank of America Corp. | ||||||||
5.63%, 07/01/2020 | 320 | 336 | ||||||
Citigroup, Inc. | ||||||||
4.59%, 12/15/2015 | 1,495 | 1,583 | ||||||
5.38%, 08/09/2020 | 90 | 94 | ||||||
Ford Motor Credit Co., LLC | ||||||||
6.63%, 08/15/2017 | 410 | 451 |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 28
(formerly, Transamerica Balanced)
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
Diversified Financial Services (continued) | ||||||||
General Electric Capital Corp. | ||||||||
5.50%, 01/08/2020 | $ | 535 | $ | 575 | ||||
Glencore Funding LLC | ||||||||
6.00%, 04/15/2014 - 144A | 995 | 1,073 | ||||||
Irish Life & Permanent Group Holdings PLC | ||||||||
3.60%, 01/14/2013 - 144A | 990 | 852 | ||||||
JPMorgan Chase Bank NA | ||||||||
6.00%, 10/01/2017 | 965 | 1,076 | ||||||
QHP Royalty Sub LLC | ||||||||
10.25%, 03/15/2015 - 144A | 426 | 434 | ||||||
Reynolds Group Issuer, Inc. | ||||||||
6.88%, 02/15/2021 - 144A | 410 | 423 | ||||||
7.13%, 04/15/2019 - 144A | 410 | 427 | ||||||
TNK-BP Finance SA | ||||||||
6.25%, 02/02/2015 - 144A | 490 | 526 | ||||||
Unison Ground Lease Funding LLC | ||||||||
6.39%, 04/15/2020 - 144A | 1,260 | 1,309 | ||||||
WCP Wireless Site Funding LLC | ||||||||
4.14%, 11/15/2015 - 144A | 1,098 | 1,116 | ||||||
Diversified Telecommunication Services - 0.5% | ||||||||
Level 3 Financing, Inc. | ||||||||
8.75%, 02/15/2017 | 410 | 424 | ||||||
Qwest Communications International, Inc. | ||||||||
7.13%, 04/01/2018 | 21 | 23 | ||||||
8.00%, 10/01/2015 | 104 | 114 | ||||||
Qwest Corp. | ||||||||
6.50%, 06/01/2017 | 17 | 19 | ||||||
8.38%, 05/01/2016 | 38 | 45 | ||||||
Sprint Capital Corp. | ||||||||
6.88%, 11/15/2028 | 410 | 393 | ||||||
Telefonica Emisiones SAU | ||||||||
4.95%, 01/15/2015 | 350 | 375 | ||||||
Verizon Communications, Inc. | ||||||||
6.40%, 02/15/2038 | 585 | 633 | ||||||
Electric Utilities - 0.2% | ||||||||
Energy Future Intermediate Holding Co., LLC | ||||||||
10.00%, 12/01/2020 | 410 | 441 | ||||||
Georgia Power Co. | ||||||||
3.00%, 04/15/2016 | 365 | 371 | ||||||
Energy Equipment & Services - 0.1% | ||||||||
Ensco PLC | ||||||||
4.70%, 03/15/2021 | 205 | 207 | ||||||
Food Products - 0.1% | ||||||||
Kraft Foods, Inc. | ||||||||
5.38%, 02/10/2020 | 260 | 282 | ||||||
6.50%, 02/09/2040 | 150 | 167 | ||||||
Health Care Equipment & Supplies - 0.0% ∞ | ||||||||
CareFusion Corp. | ||||||||
6.38%, 08/01/2019 | 130 | 147 | ||||||
Health Care Providers & Services - 0.3% | ||||||||
HCA, Inc. | ||||||||
7.25%, 09/15/2020 | 410 | 441 | ||||||
Tenet Healthcare Corp. | ||||||||
8.88%, 07/01/2019 | 410 | 463 | ||||||
Hotels, Restaurants & Leisure - 0.1% | ||||||||
Caesars Entertainment Operating Co., Inc. | ||||||||
11.25%, 06/01/2017 | 410 | 467 | ||||||
Household Durables - 0.1% | ||||||||
Standard Pacific Corp. | ||||||||
8.38%, 01/15/2021 - 144A | 410 | 422 | ||||||
Insurance - 0.5% | ||||||||
Chubb Corp. | ||||||||
6.38%, 03/29/2067 * | 1,055 | 1,129 | ||||||
Lincoln National Corp. | ||||||||
7.00%, 06/15/2040 | 115 | 135 | ||||||
Prudential Financial, Inc. | ||||||||
4.75%, 09/17/2015 | 560 | 602 | ||||||
Teachers Insurance & Annuity Association of America | ||||||||
6.85%, 12/16/2039 - 144A | 185 | 214 | ||||||
Media - 0.9% | ||||||||
CBS Corp. | ||||||||
8.88%, 05/15/2019 | 220 | 280 | ||||||
CCH II LLC | ||||||||
13.50%, 11/30/2016 | 410 | 495 | ||||||
Clear Channel Worldwide Holdings, Inc. | ||||||||
Series B | ||||||||
9.25%, 12/15/2017 | 410 | 456 | ||||||
COX Communications, Inc. | ||||||||
8.38%, 03/01/2039 - 144A | 255 | 337 | ||||||
NBCUniversal Media LLC | ||||||||
4.38%, 04/01/2021 - 144A | 450 | 439 | ||||||
5.15%, 04/30/2020 - 144A | 545 | 570 | ||||||
News America, Inc. | ||||||||
4.50%, 02/15/2021 - 144A | 405 | 403 | ||||||
6.15%, 02/15/2041 - 144A | 330 | 336 | ||||||
Time Warner Cable, Inc. | ||||||||
5.88%, 11/15/2040 | 255 | 249 | ||||||
Time Warner, Inc. | ||||||||
6.10%, 07/15/2040 | 100 | 102 | ||||||
Metals & Mining - 0.6% | ||||||||
Allegheny Technologies, Inc. | ||||||||
5.95%, 01/15/2021 | 1,160 | 1,244 | ||||||
ArcelorMittal | ||||||||
5.50%, 03/01/2021 | 1,280 | 1,298 | ||||||
Cliffs Natural Resources, Inc. | ||||||||
4.88%, 04/01/2021 | 305 | 309 | ||||||
Multi-Utilities - 0.4% | ||||||||
Black Hills Corp. | ||||||||
5.88%, 07/15/2020 | 620 | 643 | ||||||
9.00%, 05/15/2014 | 790 | 917 | ||||||
Oil, Gas & Consumable Fuels - 0.7% | ||||||||
Anadarko Petroleum Corp. | ||||||||
5.95%, 09/15/2016 | 95 | 106 | ||||||
Chesapeake Energy Corp. | ||||||||
6.63%, 08/15/2020 | 410 | 442 | ||||||
Consol Energy, Inc. | ||||||||
8.00%, 04/01/2017 | 410 | 453 | ||||||
Kinder Morgan Energy Partners, LP | ||||||||
6.55%, 09/15/2040 | 50 | 54 | ||||||
Lukoil International Finance BV | ||||||||
6.38%, 11/05/2014 - 144A | 705 | 771 | ||||||
Marathon Petroleum Corp. | ||||||||
6.50%, 03/01/2041 - 144A | 325 | 342 | ||||||
Nexen, Inc. | ||||||||
7.50%, 07/30/2039 | 255 | 296 |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 29
(formerly, Transamerica Balanced)
At April 30, 2011
(all amounts except share amounts in thousands
(unaudited)
Principal | Value | |||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||
Petroleum Co., of Trinidad & Tobago, Ltd. | ||||||||
9.75%, 08/14/2019 - 144A | $ | 420 | $ | 502 | ||||
Weatherford International, Ltd. | ||||||||
6.75%, 09/15/2040 | 50 | 53 | ||||||
Paper & Forest Products - 0.1% | ||||||||
International Paper Co. | ||||||||
7.30%, 11/15/2039 | 190 | 217 | ||||||
Real Estate Investment Trusts - 0.0% ∞ | ||||||||
Kimco Realty Corp. | ||||||||
6.88%, 10/01/2019 | 105 | 122 | ||||||
Real Estate Management & Development - 0.1% | ||||||||
Realogy Corp. | ||||||||
7.88%, 02/15/2019 - 144A | 410 | 414 | ||||||
Road & Rail - 0.2% | ||||||||
Avis Budget Car Rental LLC | ||||||||
8.25%, 01/15/2019 | 410 | 435 | ||||||
Hertz Corp. | ||||||||
7.38%, 01/15/2021 - 144A | 410 | 431 | ||||||
Software - 0.2% | ||||||||
First Data Corp. | ||||||||
12.63%, 01/15/2021 - 144A | 820 | 899 | ||||||
Tobacco - 0.4% | ||||||||
Lorillard Tobacco Co. | ||||||||
8.13%, 06/23/2019 | 1,000 | 1,182 | ||||||
Philip Morris International, Inc. | ||||||||
4.50%, 03/26/2020 | 420 | 436 | ||||||
Wireless Telecommunication Services - 0.8% | ||||||||
Crown Castle Towers LLC | ||||||||
4.88%, 08/15/2020 - 144A | 1,430 | 1,423 | ||||||
SBA Tower Trust | ||||||||
5.10%, 04/15/2017 - 144A | 1,465 | 1,501 | ||||||
Vodafone Group PLC | ||||||||
4.15%, 06/10/2014 | 510 | 547 | ||||||
Total Corporate Debt Securities (cost $43,900) | 44,872 | |||||||
Shares | Value | |||||||
COMMON STOCKS - 59.9% | ||||||||
Aerospace & Defense - 1.7% | ||||||||
Goodrich Corp. | 7,700 | 680 | ||||||
Honeywell International, Inc. | 31,700 | 1,941 | ||||||
Huntington Ingalls Industries, Inc. ‡ | 533 | 21 | ||||||
L-3 Communications Holdings, Inc. | 2,100 | 168 | ||||||
United Technologies Corp. | 47,300 | 4,238 | ||||||
Airlines - 0.1% | ||||||||
Southwest Airlines Co. | 32,300 | 380 | ||||||
Auto Components - 0.3% | ||||||||
Johnson Controls, Inc. | 35,000 | 1,435 | ||||||
Automobiles - 0.2% | ||||||||
General Motors Co. ‡ | 29,900 | 959 | ||||||
Beverages - 1.7% | ||||||||
Coca-Cola Co. | 76,522 | 5,162 | ||||||
PepsiCo, Inc. | 23,600 | 1,626 | ||||||
Biotechnology - 1.0% | ||||||||
Biogen Idec, Inc. ‡ | 18,700 | 1,820 | ||||||
Celgene Corp. ‡ | 32,400 | 1,908 | ||||||
Dendreon Corp. ‡ | 12,700 | 552 | ||||||
Capital Markets - 1.3% | ||||||||
Bank of New York Mellon Corp. | 15,300 | 443 | ||||||
BlackRock, Inc. — Class A | 2,100 | 411 | ||||||
E*Trade Financial Corp. ‡ | 3,700 | 60 | ||||||
Goldman Sachs Group, Inc. | 14,200 | 2,145 | ||||||
Janus Capital Group, Inc. | 3,600 | 44 | ||||||
Morgan Stanley | 30,600 | 800 | ||||||
State Street Corp. | 31,900 | 1,485 | ||||||
Chemicals - 1.5% | ||||||||
CF Industries Holdings, Inc. | 3,600 | 510 | ||||||
Dow Chemical Co. | 50,000 | 2,050 | ||||||
E.I. du Pont de Nemours & Co. | 47,700 | 2,708 | ||||||
Georgia Gulf Corp. ‡ | 11,300 | 445 | ||||||
PPG Industries, Inc. | 2,800 | 265 | ||||||
Commercial Banks - 2.3% | ||||||||
Fifth Third Bancorp | 54,616 | 725 | ||||||
Huntington Bancshares, Inc. | 48,700 | 331 | ||||||
Popular, Inc. ‡ | 49,200 | 155 | ||||||
SunTrust Banks, Inc. | 10,500 | 296 | ||||||
U.S. Bancorp | 94,300 | 2,435 | ||||||
Wells Fargo & Co. | 187,300 | 5,452 | ||||||
Zions Bancorporation | 3,000 | 73 | ||||||
Communications Equipment - 0.6% | ||||||||
Cisco Systems, Inc. | 66,369 | 1,164 | ||||||
F5 Networks, Inc. ‡ | 1,400 | 142 | ||||||
Harris Corp. | 2,100 | 112 | ||||||
Juniper Networks, Inc. ‡ | 10,900 | 418 | ||||||
Motorola Mobility Holdings, Inc. ‡ | 5,700 | 149 | ||||||
QUALCOMM, Inc. | 8,700 | 495 | ||||||
Computers & Peripherals - 3.1% | ||||||||
Apple, Inc. ‡ | 25,300 | 8,811 | ||||||
EMC Corp. ‡ | 71,954 | 2,040 | ||||||
NetApp, Inc. ‡ | 16,200 | 842 | ||||||
SanDisk Corp. ‡ | 23,200 | 1,140 | ||||||
Construction & Engineering - 0.4% | ||||||||
Fluor Corp. | 26,000 | 1,818 | ||||||
Consumer Finance - 0.2% | ||||||||
American Express Co. | 17,491 | 858 | ||||||
SLM Corp. ‡ | 9,800 | 163 | ||||||
Containers & Packaging - 0.2% | ||||||||
Ball Corp. | 24,500 | 914 | ||||||
Diversified Consumer Services - 0.1% | ||||||||
Apollo Group, Inc. — Class A ‡ | 5,200 | 208 | ||||||
Diversified Financial Services - 2.3% | ||||||||
Bank of America Corp. | 281,600 | 3,458 | ||||||
Citigroup, Inc. ‡ | 907,991 | 4,167 | ||||||
CME Group, Inc. — Class A | 2,000 | 592 | ||||||
Invesco, Ltd. | 45,113 | 1,122 | ||||||
Diversified Telecommunication Services - 1.9% | ||||||||
AT&T, Inc. | 85,700 | 2,667 | ||||||
Frontier Communications Corp. | 57,300 | 474 | ||||||
Verizon Communications, Inc. | 121,500 | 4,590 | ||||||
Electric Utilities - 1.0% | ||||||||
FirstEnergy Corp. | 19,900 | 795 | ||||||
Nextera Energy, Inc. | 30,800 | 1,743 | ||||||
Northeast Utilities | 31,400 | 1,118 |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 30
(formerly, Transamerica Balanced)
At April 30, 2011
(all amounts except share amounts in thousands
(unaudited)
Shares | Value | |||||||
Electric Utilities (continued) | ||||||||
NV Energy, Inc. | 23,300 | $ | 354 | |||||
PPL Corp. | 10,600 | 291 | ||||||
Electrical Equipment - 0.1% | ||||||||
Hubbell, Inc. — Class B | 1,900 | 133 | ||||||
Thomas & Betts Corp. ‡ | 2,400 | 139 | ||||||
Electronic Equipment & Instruments - 0.4% | ||||||||
Amphenol Corp. — Class A | 3,400 | 190 | ||||||
Corning, Inc. | 57,200 | 1,197 | ||||||
TE Connectivity, Ltd. | 3,000 | 108 | ||||||
Energy Equipment & Services - 1.1% | ||||||||
Baker Hughes, Inc. | 13,000 | 1,006 | ||||||
Schlumberger, Ltd. | 37,500 | 3,366 | ||||||
Food & Staples Retailing - 1.0% | ||||||||
CVS Caremark Corp. | 28,200 | 1,022 | ||||||
Kroger Co. | 12,600 | 306 | ||||||
Wal-Mart Stores, Inc. | 50,800 | 2,793 | ||||||
Food Products - 0.7% | ||||||||
Campbell Soup Co. | 3,500 | 118 | ||||||
General Mills, Inc. | 56,300 | 2,172 | ||||||
HJ Heinz Co. | 6,600 | 338 | ||||||
Tyson Foods, Inc. — Class A | 5,200 | 103 | ||||||
Gas Utilities - 0.3% | ||||||||
AGL Resources, Inc. | 4,100 | 170 | ||||||
Oneok, Inc. | 15,400 | 1,077 | ||||||
Health Care Equipment & Supplies - 1.1% | ||||||||
Baxter International, Inc. | 33,400 | 1,901 | ||||||
Becton, Dickinson and Co. | 10,300 | 885 | ||||||
Covidien PLC | 33,900 | 1,888 | ||||||
Health Care Providers & Services - 1.5% | ||||||||
Aetna, Inc. | 10,800 | 447 | ||||||
DaVita, Inc. ‡ | 12,500 | 1,101 | ||||||
Humana, Inc. ‡ | 15,300 | 1,165 | ||||||
McKesson Corp. | 12,900 | 1,071 | ||||||
UnitedHealth Group, Inc. | 43,462 | 2,139 | ||||||
Hotels, Restaurants & Leisure - 0.8% | ||||||||
Carnival Corp. | 33,200 | 1,264 | ||||||
McDonald’s Corp. | 19,200 | 1,503 | ||||||
Royal Caribbean Cruises, Ltd. ‡ | 7,400 | 295 | ||||||
Yum! Brands, Inc. | 6,400 | 343 | ||||||
Household Durables - 0.4% | ||||||||
D.R. Horton, Inc. | 5,300 | 66 | ||||||
Lennar Corp. — Class A | 40,000 | 760 | ||||||
Newell Rubbermaid, Inc. | 5,200 | 99 | ||||||
NVR, Inc. ‡ | 400 | 296 | ||||||
Whirlpool Corp. | 2,800 | 241 | ||||||
Household Products - 2.0% | ||||||||
Colgate-Palmolive Co. | 33,000 | 2,784 | ||||||
Kimberly-Clark Corp. | 18,100 | 1,196 | ||||||
Procter & Gamble Co. | 72,800 | 4,725 | ||||||
Independent Power Producers & Energy Traders - 0.2% | ||||||||
AES Corp. ‡ | 46,700 | 618 | ||||||
Constellation Energy Group, Inc. | 11,200 | 408 | ||||||
Industrial Conglomerates - 2.5% | ||||||||
3M Co. | 35,300 | 3,432 | ||||||
General Electric Co. | 190,885 | 3,903 | ||||||
Textron, Inc. | 15,300 | 399 | ||||||
Tyco International, Ltd. | 44,500 | 2,169 | ||||||
Insurance - 2.0% | ||||||||
ACE, Ltd. | 20,200 | 1,358 | ||||||
Aflac, Inc. | 18,000 | 1,011 | ||||||
Berkshire Hathaway, Inc. — Class B ‡ | 15,300 | 1,274 | ||||||
Everest RE Group, Ltd. | 3,600 | 328 | ||||||
MetLife, Inc. | 56,600 | 2,649 | ||||||
Prudential Financial, Inc. | 22,000 | 1,396 | ||||||
Internet & Catalog Retail - 0.6% | ||||||||
Amazon.com, Inc. ‡ | 12,200 | 2,397 | ||||||
Internet Software & Services - 0.4% | ||||||||
eBay, Inc. ‡ | 18,200 | 626 | ||||||
Google, Inc. — Class A ‡ | 2,100 | 1,143 | ||||||
IT Services - 1.5% | ||||||||
Cognizant Technology Solutions | ||||||||
Corp. — Class A ‡ | 15,500 | 1,285 | ||||||
Genpact, Ltd. ‡ | 7,200 | 116 | ||||||
International Business Machines Corp. | 25,600 | 4,366 | ||||||
Visa, Inc. — Class A | 5,500 | 430 | ||||||
Leisure Equipment & Products - 0.1% | ||||||||
Mattel, Inc. | 10,100 | 270 | ||||||
Machinery - 0.8% | ||||||||
Deere & Co. | 8,200 | 800 | ||||||
Donaldson Co., Inc. | 1,900 | 116 | ||||||
Joy Global, Inc. | 3,400 | 343 | ||||||
Kennametal, Inc. | 6,000 | 253 | ||||||
PACCAR, Inc. | 37,100 | 1,971 | ||||||
Media - 1.7% | ||||||||
Cablevision Systems Corp. — Class A | 700 | 25 | ||||||
CBS Corp. — Class B | 79,326 | 2,001 | ||||||
DIRECTV — Class A ‡ | 5,700 | 277 | ||||||
Gannett Co., Inc. | 14,700 | 221 | ||||||
Time Warner, Inc. | 49,300 | 1,866 | ||||||
Walt Disney Co. | 66,700 | 2,876 | ||||||
Metals & Mining - 0.7% | ||||||||
Alcoa, Inc. | 100,402 | 1,707 | ||||||
Freeport-McMoRan Copper & Gold, Inc. | 22,300 | 1,227 | ||||||
Multiline Retail - 0.8% | ||||||||
Kohl’s Corp. | 5,700 | 300 | ||||||
Macy’s, Inc. | 44,600 | 1,066 | ||||||
Nordstrom, Inc. | 3,200 | 152 | ||||||
Target Corp. | 33,200 | 1,631 | ||||||
Multi-Utilities - 0.5% | ||||||||
PG&E Corp. | 23,200 | 1,069 | ||||||
Sempra Energy | 14,400 | 793 | ||||||
Oil, Gas & Consumable Fuels - 6.5% | ||||||||
Apache Corp. | 12,000 | 1,600 | ||||||
Chesapeake Energy Corp. | 14,500 | 488 | ||||||
Chevron Corp. | 55,400 | 6,063 | ||||||
Devon Energy Corp. | 18,400 | 1,674 | ||||||
EOG Resources, Inc. | 12,900 | 1,457 | ||||||
Exxon Mobil Corp. | 111,431 | 9,807 | ||||||
Hess Corp. | 4,900 | 421 | ||||||
Marathon Oil Corp. | 18,400 | 994 | ||||||
Noble Energy, Inc. | 4,800 | 462 | ||||||
Occidental Petroleum Corp. | 10,800 | 1,234 | ||||||
Valero Energy Corp. | 32,600 | 923 | ||||||
Williams Cos., Inc. | 48,100 | 1,595 |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 31
(formerly, Transamerica Balanced)
At April 30, 2011
(all amounts except share amounts in thousands
(unaudited)
Shares | Value | |||||||
Pharmaceuticals - 3.3% | ||||||||
Abbott Laboratories | 66,902 | $ | 3,481 | |||||
Johnson & Johnson | 23,000 | 1,512 | ||||||
Merck & Co., Inc. | 116,200 | 4,176 | ||||||
Mylan, Inc. ‡ | 29,524 | 736 | ||||||
Pfizer, Inc. | 160,000 | 3,354 | ||||||
Real Estate Investment Trusts - 1.0% | ||||||||
Alexandria Real Estate Equities, Inc. | 1,500 | 123 | ||||||
AvalonBay Communities, Inc. | 4,600 | 582 | ||||||
Boston Properties, Inc. | 2,500 | 261 | ||||||
DCT Industrial Trust, Inc. | 23,630 | 137 | ||||||
Digital Realty Trust, Inc. | 9,600 | 579 | ||||||
Dupont Fabros Technology, Inc. | 10,100 | 247 | ||||||
Essex Property Trust, Inc. | 3,600 | 488 | ||||||
HCP, Inc. | 12,700 | 503 | ||||||
Host Hotels & Resorts, Inc. | 53,600 | 955 | ||||||
Vornado Realty Trust | 3,000 | 290 | ||||||
Road & Rail - 1.4% | ||||||||
CSX Corp. | 22,700 | 1,786 | ||||||
Norfolk Southern Corp. | 29,600 | 2,211 | ||||||
Union Pacific Corp. | 17,600 | 1,821 | ||||||
Semiconductors & Semiconductor Equipment - 1.6% | ||||||||
Applied Materials, Inc. | 95,978 | 1,506 | ||||||
Broadcom Corp. — Class A | 37,600 | 1,323 | ||||||
LAM Research Corp. ‡ | 14,700 | 710 | ||||||
Marvell Technology Group, Ltd. ‡ | 44,100 | 680 | ||||||
Novellus Systems, Inc. ‡ | 10,500 | 337 | ||||||
NVIDIA Corp. ‡ | 27,300 | 546 | ||||||
Xilinx, Inc. | 38,786 | 1,352 | ||||||
Software - 2.5% | ||||||||
Adobe Systems, Inc. ‡ | 33,200 | 1,114 | ||||||
Citrix Systems, Inc. ‡ | 3,300 | 278 | ||||||
Microsoft Corp. | 214,458 | 5,580 | ||||||
Oracle Corp. | 95,300 | 3,436 | ||||||
Specialty Retail - 1.4% | ||||||||
Advance Auto Parts, Inc. | 1,500 | 98 | ||||||
AutoZone, Inc. ‡ | 4,800 | 1,355 | ||||||
Bed Bath & Beyond, Inc. ‡ | 4,900 | 275 | ||||||
GameStop Corp. — Class A ‡ | 10,900 | 280 | ||||||
Lowe’s Cos., Inc. | 71,800 | 1,886 | ||||||
Ross Stores, Inc. | 4,500 | 332 | ||||||
Staples, Inc. | 24,800 | 524 | ||||||
TJX Cos., Inc. | 18,000 | 965 | ||||||
Textiles, Apparel & Luxury Goods - 0.2% | ||||||||
Coach, Inc. | 4,500 | 269 | ||||||
V.F. Corp. | 3,900 | 392 | ||||||
Thrifts & Mortgage Finance - 0.0% ∞ | ||||||||
People’s United Financial, Inc. | 7,200 | 99 | ||||||
Tobacco - 0.4% | ||||||||
Altria Group, Inc. | 4,500 | 121 | ||||||
Philip Morris International, Inc. | 19,533 | 1,356 | ||||||
Water Utilities - 0.1% | ||||||||
American Water Works Co., Inc. | 7,500 | 220 | ||||||
Wireless Telecommunication Services - 0.4% | ||||||||
MetroPCS Communications, Inc. ‡ | 5,000 | 84 | ||||||
Sprint Nextel Corp. ‡ | 298,800 | 1,548 | ||||||
Total Common Stocks (cost $226,154) | 245,673 | |||||||
Principal | Value | |||||||
REPURCHASE AGREEMENT - 2.4% | ||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $9,755 on 05/02/2011. Collateralized by U.S. Government Agency Obligations, 3.50% - 4.00%, due 05/01/2025 - 12/01/2025, with a total value of $9,953. | $ | 9,755 | 9,755 | |||||
Total Repurchase Agreement (cost $9,755) | ||||||||
Total Investment Securities (cost $385,619) # | 408,276 | |||||||
Other Assets and Liabilities — Net | 2,156 | |||||||
Net Assets | $ | 410,420 | ||||||
Net Unrealized | ||||||||||||||||
Appreciation | ||||||||||||||||
Description | Type | Contracts à | Expiration Date | (Depreciation) | ||||||||||||
10-Year U.S. Treasury Note | Short | (57 | ) | 06/21/2011 | $ | (18 | ) | |||||||||
2-Year U.S. Treasury Note | Short | (43 | ) | 06/30/2011 | (21 | ) | ||||||||||
30-Year U.S. Treasury Bond | Short | (26 | ) | 06/21/2011 | (15 | ) | ||||||||||
5-Year U.S. Treasury Note | Long | 23 | 06/30/2011 | (1 | ) | |||||||||||
5-Year U.S. Treasury Note | Short | (16 | ) | 06/30/2011 | ||||||||||||
S&P 500 E-Mini Index | Long | 42 | 06/17/2011 | 39 | ||||||||||||
Ultra Long U.S. Treasury Bond | Short | (9 | ) | 06/21/2011 | (12 | ) | ||||||||||
$ | (28 | ) | ||||||||||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 32
(formerly, Transamerica Balanced)
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
‡ | Non-income producing security. | |
∞ | Percentage rounds to less than 0.1%. | |
* | Floating or variable rate note. Rate is listed as of 04/29/2011. | |
Ә | Securities 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 $815, or 0.20%, of the fund’s net assets. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
┌ | Contract amounts are not in thousands. | |
Y | A portion of these securities in the amount of $570 have been segregated as collateral with the broker to cover margin requirements for open futures contracts | |
Ž | The security has a perpetual maturity. The date shown is the next call date. | |
# | Aggregate cost for federal income tax purposes is $385,619. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $24,776 and $2,119, respectively. Net unrealized appreciation for tax purposes is $22,657. |
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 04/29/2011, these securities aggregated $41,994, or 10.23%, of the fund’s net assets. | |
BRL | Brazilian Real | |
OAO | Otkrytoe Aktsionernoe Obschestvo (Russian: Open Joint Stock Corporation) | |
REMIC | Real Estate Mortgage Investment Conduits (consist of a fixed pool of mortgages broken apart and marketed to investors as individual securities) |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Asset-Backed Securities | $ | — | $ | 13,360 | $ | — | $ | 13,360 | ||||||||
Common Stocks | 239,855 | 5,818 | — | 245,673 | ||||||||||||
Corporate Debt Securities | — | 44,872 | — | 44,872 | ||||||||||||
Mortgage-Backed Securities | — | 26,175 | — | 26,175 | ||||||||||||
Municipal Government Obligations | — | 1,831 | — | 1,831 | ||||||||||||
Preferred Corporate Debt Securities | — | 1,723 | — | 1,723 | ||||||||||||
Repurchase Agreement | — | 9,755 | — | 9,755 | ||||||||||||
U.S. Government Agency Obligations | — | 7,643 | — | 7,643 | ||||||||||||
U.S. Government Obligations | — | 57,244 | — | 57,244 | ||||||||||||
Total | $ | 239,855 | $ | 168,421 | $ | — | $ | 408,276 |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Total at | |||||||||||||
Other Financial Instruments₣ | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Futures Contracts — Appreciation | $ | 39 | $ | — | $ | — | $ | 39 | ||||||||
Futures Contracts — Depreciation | (67 | ) | — | — | (67 | ) | ||||||||||
Total | $ | (28 | ) | $ | — | $ | — | $ | (28 | ) |
Э | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. | |
₣ | Other financial instruments are derivative instruments that are valued at unrealized appreciation (depreciation) on the instrument. |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 33
(formerly, Transamerica Small/Mid Cap Value)
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
COMMON STOCKS - 97.2% | ||||||||
Aerospace & Defense - 1.4% | ||||||||
Curtiss-Wright Corp. ^ | 36,500 | $ | 1,214 | |||||
Ducommun, Inc. ^ | 63,500 | 1,445 | ||||||
Raytheon Co. | 65,700 | 3,190 | ||||||
Triumph Group, Inc. ^ | 52,800 | 4,546 | ||||||
Air Freight & Logistics - 1.6% | ||||||||
Air Transport Services Group, Inc. ‡ ^ | 173,700 | 1,421 | ||||||
Atlas Air Worldwide Holdings, Inc. ‡ | 151,800 | 10,460 | ||||||
Auto Components - 1.5% | ||||||||
Lear Corp. | 223,400 | 11,425 | ||||||
Automobiles - 0.5% | ||||||||
Harley-Davidson, Inc. ^ | 111,350 | 4,149 | ||||||
Beverages - 0.7% | ||||||||
Constellation Brands, Inc. — Class A ‡ | 223,900 | 5,013 | ||||||
Building Products - 0.6% | ||||||||
Gibraltar Industries, Inc. ‡ ^ | 194,919 | 2,277 | ||||||
Owens Corning, Inc. ‡ | 60,000 | 2,270 | ||||||
Capital Markets - 2.0% | ||||||||
LPL Investment Holdings, Inc. ‡ | 55,000 | 2,017 | ||||||
Piper Jaffray Cos. ‡ ^ | 55,000 | 1,972 | ||||||
Raymond James Financial, Inc. ^ | 202,500 | 7,594 | ||||||
Stifel Financial Corp. ‡ ^ | 43,500 | 1,987 | ||||||
Waddell & Reed Financial, Inc. — Class A ^ | 36,000 | 1,476 | ||||||
Chemicals - 2.6% | ||||||||
A Schulman, Inc. ^ | 90,300 | 2,286 | ||||||
Agrium, Inc. | 40,800 | 3,690 | ||||||
Eastman Chemical Co. | 23,900 | 2,563 | ||||||
Ferro Corp. ‡ | 91,800 | 1,377 | ||||||
Huntsman Corp. ^ | 255,158 | 5,320 | ||||||
Omnova Solutions, Inc. ‡ ^ | 230,894 | 1,963 | ||||||
PolyOne Corp. ^ | 159,500 | 2,310 | ||||||
Commercial Banks - 7.8% | ||||||||
Berkshire Hills Bancorp, Inc. ^ | 92,931 | 2,072 | ||||||
City National Corp. ^ | 25,000 | 1,428 | ||||||
Dime Community Bancshares, Inc. ^ | 90,000 | 1,391 | ||||||
Fifth Third Bancorp | 730,700 | 9,696 | ||||||
First Citizens BancShares, Inc. — Class A | 19,813 | 3,963 | ||||||
First Community Bancshares, Inc. ^ | 98,158 | 1,459 | ||||||
First Niagara Financial Group, Inc. | 710,200 | 10,226 | ||||||
Flushing Financial Corp. | 110,700 | 1,630 | ||||||
Huntington Bancshares, Inc. ^ | 888,937 | 6,036 | ||||||
KeyCorp | 1,089,200 | 9,443 | ||||||
Lakeland Bancorp, Inc. ^ | 45,332 | 485 | ||||||
Sandy Spring Bancorp, Inc. ^ | 112,200 | 2,005 | ||||||
Texas Capital Bancshares, Inc. ‡ ^ | 52,600 | 1,357 | ||||||
Umpqua Holdings Corp. ^ | 206,000 | 2,392 | ||||||
United Financial Bancorp, Inc. ^ | 80,685 | 1,318 | ||||||
Washington Trust Bancorp, Inc. ^ | 47,921 | 1,123 | ||||||
Webster Financial Corp. ^ | 198,500 | 4,272 | ||||||
Commercial Services & Supplies - 0.8% | ||||||||
HNI Corp. ^ | 61,000 | 1,679 | ||||||
Steelcase, Inc. — Class A ^ | 147,400 | 1,702 | ||||||
United Stationers, Inc. ^ | 39,300 | 2,832 | ||||||
Communications Equipment - 0.9% | ||||||||
Alcatel-Lucent ADR ‡ ^ | 648,707 | 4,243 | ||||||
Harmonic Lightwaves, Inc. ‡ ^ | 240,700 | 1,993 | ||||||
KVH Industries, Inc. ‡ ^ | 73,891 | 968 | ||||||
Computers & Peripherals - 0.2% | ||||||||
QLogic Corp. ‡ | 102,000 | 1,834 | ||||||
Construction & Engineering - 1.5% | ||||||||
Chicago Bridge & Iron Co. NV | 35,500 | 1,439 | ||||||
EMCOR Group, Inc. ‡ | 43,700 | 1,353 | ||||||
KBR, Inc. | 222,687 | 8,545 | ||||||
Consumer Finance - 2.1% | ||||||||
Discover Financial Services | 445,300 | 11,061 | ||||||
SLM Corp. ‡ | 281,600 | 4,672 | ||||||
Containers & Packaging - 0.4% | ||||||||
Packaging Corp. of America ^ | 49,900 | 1,424 | ||||||
Temple-Inland, Inc. ^ | 60,893 | 1,432 | ||||||
Diversified Consumer Services - 0.5% | ||||||||
Weight Watchers International, Inc. | 52,400 | 4,074 | ||||||
Diversified Financial Services - 1.6% | ||||||||
Duff & Phelps Corp. — Class A ^ | 107,800 | 1,659 | ||||||
Invesco, Ltd. | 408,000 | 10,147 | ||||||
Diversified Telecommunication Services - 0.5% | ||||||||
CenturyLink, Inc. | 88,208 | 3,597 | ||||||
Electric Utilities - 0.2% | ||||||||
MGE Energy, Inc. ^ | 41,600 | 1,748 | ||||||
Electrical Equipment - 1.8% | ||||||||
AO Smith Corp. ^ | 51,000 | 2,242 | ||||||
Brady Corp. — Class A ^ | 53,800 | 2,029 | ||||||
PowerSecure International, Inc. ‡ ^ | 325,361 | 2,555 | ||||||
Regal Beloit Corp. ^ | 40,100 | 3,040 | ||||||
Thomas & Betts Corp. ‡ | 31,300 | 1,814 | ||||||
Woodward, Inc. ^ | 59,500 | 2,204 | ||||||
Electronic Equipment & Instruments - 1.4% | ||||||||
Orbotech, Ltd. ‡ | 224,957 | 2,884 | ||||||
Park Electrochemical Corp. ^ | 58,286 | 1,863 | ||||||
Rofin-Sinar Technologies, Inc. ‡ ^ | 33,200 | 1,438 | ||||||
TTM Technologies, Inc. ‡ ^ | 109,994 | 2,103 | ||||||
Universal Display Corp. ‡ ^ | 24,000 | 1,319 | ||||||
Vishay Intertechnology, Inc. ‡ ^ | 73,200 | 1,397 | ||||||
Energy Equipment & Services - 3.1% | ||||||||
Dresser-Rand Group, Inc. ‡ ^ | 26,900 | 1,413 | ||||||
Oil States International, Inc. ‡ | 77,550 | 6,437 | ||||||
Spectra Energy Corp. ^ | 246,627 | 7,162 | ||||||
Superior Energy Services, Inc. ‡ ^ | 222,180 | 8,537 | ||||||
Food Products - 1.9% | ||||||||
Hain Celestial Group, Inc. ‡ ^ | 211,125 | 7,181 | ||||||
J&J Snack Foods Group ^ | 25,145 | 1,278 | ||||||
Smithfield Foods, Inc. ‡ ^ | 256,110 | 6,034 | ||||||
Gas Utilities - 1.1% | ||||||||
Energen Corp. | 83,400 | 5,422 | ||||||
Questar Corp. ^ | 172,269 | 3,027 | ||||||
Health Care Equipment & Supplies - 1.2% | ||||||||
Align Technology, Inc. ‡ | 58,600 | 1,415 | ||||||
Zimmer Holdings, Inc. ‡ ^ | 115,100 | 7,510 | ||||||
Health Care Providers & Services - 4.4% | ||||||||
AmerisourceBergen Corp. — Class A | 76,925 | 3,126 | ||||||
AMN Healthcare Services, Inc. ‡ ^ | 218,900 | 1,889 | ||||||
Cardinal Health, Inc. | 108,825 | 4,755 | ||||||
Coventry Health Care, Inc. ‡ | 117,700 | 3,798 | ||||||
Health Management Associates, Inc. — Class A ‡ | 32,200 | 9,387 | ||||||
Health Net, Inc. ‡ | 205,900 | 6,856 | ||||||
Healthways, Inc. ‡ | 198,230 | 3,354 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 34
(formerly, Transamerica Small/Mid Cap Value)
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
Health Care Technology - 0.3% | ||||||||
Omnicell, Inc. ‡ ^ | 169,800 | $ | 2,612 | |||||
Hotels, Restaurants & Leisure - 0.9% | ||||||||
Cheesecake Factory, Inc. ‡ ^ | 36,000 | 1,059 | ||||||
Wendy’s/Arby’s Group, Inc. ^ | 427,029 | 2,058 | ||||||
Wyndham Worldwide Corp. ^ | 108,400 | 3,752 | ||||||
Household Durables - 0.6% | ||||||||
Harman International Industries, Inc. ^ | 41,000 | 1,990 | ||||||
MDC Holdings, Inc. ^ | 46,800 | 1,366 | ||||||
Ryland Group, Inc. ^ | 73,900 | 1,279 | ||||||
Industrial Conglomerates - 0.8% | ||||||||
Carlisle Cos., Inc. | 33,000 | 1,635 | ||||||
McDermott International, Inc. ‡ | 176,810 | 4,082 | ||||||
Insurance - 5.1% | ||||||||
Alleghany Corp. ‡ ^ | 7,262 | 2,389 | ||||||
Aspen Insurance Holdings, Ltd. ^ | 60,400 | 1,726 | ||||||
Hartford Financial Services Group, Inc. ^ | 259,537 | 7,519 | ||||||
Lincoln National Corp. ^ | 241,700 | 7,548 | ||||||
Marsh & McLennan Cos., Inc. | 210,400 | 6,371 | ||||||
Selective Insurance Group, Inc. ^ | 162,232 | 2,862 | ||||||
United Fire & Casualty Co. ^ | 99,721 | 1,974 | ||||||
Validus Holdings, Ltd. ^ | 50,000 | 1,627 | ||||||
XL Group PLC — Class A | 282,211 | 6,892 | ||||||
Internet Software & Services - 0.5% | ||||||||
IAC/InterActiveCorp ‡ | 46,700 | 1,686 | ||||||
Knot, Inc. ‡ | 195,000 | 1,991 | ||||||
IT Services - 0.2% | ||||||||
VeriFone Holdings, Inc. ‡ ^ | 24,100 | 1,321 | ||||||
Leisure Equipment & Products - 0.2% | ||||||||
Arctic Cat, Inc. ‡ ^ | 100,000 | 1,679 | ||||||
Life Sciences Tools & Services - 0.2% | ||||||||
Nektar Therapeutics ‡ ^ | 182,733 | 1,897 | ||||||
Machinery - 6.6% | ||||||||
Actuant Corp. — Class A ^ | 50,700 | 1,407 | ||||||
Altra Holdings, Inc. ‡ ^ | 202,800 | 5,149 | ||||||
CIRCOR International, Inc. ^ | 53,500 | 2,431 | ||||||
Columbus McKinnon Corp. ‡ ^ | 145,000 | 2,900 | ||||||
Crane Co. | 29,200 | 1,457 | ||||||
Eaton Corp. | 118,300 | 6,333 | ||||||
Gardner Denver, Inc. | 22,700 | 1,962 | ||||||
Harsco Corp. | 62,300 | 2,218 | ||||||
Kennametal, Inc. ^ | 32,100 | 1,355 | ||||||
Manitowoc Co., Inc. | 205,300 | 4,556 | ||||||
Mueller Industries, Inc. ^ | 107,800 | 4,217 | ||||||
NN, Inc. ‡ | 16,998 | 298 | ||||||
Oshkosh Corp. ‡ ^ | 72,000 | 2,280 | ||||||
Pentair, Inc. ^ | 163,900 | 6,581 | ||||||
Sauer-Danfoss, Inc. ‡ ^ | 21,600 | 1,275 | ||||||
Timken Co. | 86,800 | 4,895 | ||||||
Wabash National Corp. ‡ ^ | 118,100 | 1,303 | ||||||
Media - 0.4% | ||||||||
CBS Corp. — Class B | 131,800 | 3,324 | ||||||
Metals & Mining - 2.4% | ||||||||
Alcoa, Inc. ^ | 467,528 | 7,948 | ||||||
Thompson Creek Metals Co., Inc. ‡ | 180,000 | 2,219 | ||||||
Walter Energy, Inc. | 50,575 | 6,990 | ||||||
Worthington Industries, Inc. ^ | 72,000 | 1,553 | ||||||
Multiline Retail - 1.2% | ||||||||
Macy’s, Inc. | 373,150 | 8,922 | ||||||
Multi-Utilities - 3.3% | ||||||||
Black Hills Corp. ^ | 45,000 | 1,564 | ||||||
CMS Energy Corp. ^ | 488,214 | 9,666 | ||||||
NiSource, Inc. ^ | 462,600 | 8,997 | ||||||
NorthWestern Corp. ^ | 143,000 | 4,655 | ||||||
Office Electronics - 0.8% | ||||||||
Xerox Corp. | 581,704 | 5,869 | ||||||
Oil, Gas & Consumable Fuels - 4.5% | ||||||||
Brigham Exploration Co. ‡ ^ | 52,200 | 1,750 | ||||||
Carrizo Oil & Gas, Inc. ‡ ^ | 27,500 | 1,096 | ||||||
Denbury Resources, Inc. ‡ ^ | 399,775 | 9,024 | ||||||
McMoRan Exploration Co. ‡ ^ | 76,900 | 1,408 | ||||||
SM Energy Co. ^ | 114,375 | 8,676 | ||||||
Tesoro Corp. ‡ ^ | 66,300 | 1,798 | ||||||
W&T Offshore, Inc. ^ | 97,575 | 2,616 | ||||||
Western Refining, Inc. ‡ ^ | 470,700 | 7,983 | ||||||
Paper & Forest Products - 1.3% | ||||||||
Domtar Corp. | 22,600 | 2,102 | ||||||
MeadWestvaco Corp. ^ | 177,986 | 5,997 | ||||||
P.H. Glatfelter Co. ^ | 156,500 | 2,128 | ||||||
Personal Products - 0.3% | ||||||||
Nu Skin Enterprises, Inc. — Class A ^ | 63,300 | 2,031 | ||||||
Professional Services - 0.4% | ||||||||
On Assignment, Inc. ‡ ^ | 248,696 | 2,728 | ||||||
Real Estate Investment Trusts - 6.5% | ||||||||
BioMed Realty Trust, Inc. ^ | 118,181 | 2,345 | ||||||
Brandywine Realty Trust ^ | 237,000 | 3,010 | ||||||
CBL & Associates Properties, Inc. ^ | 382,500 | 7,102 | ||||||
DiamondRock Hospitality Co. ^ | 405,000 | 4,876 | ||||||
Dupont Fabros Technology, Inc. ^ | 130,000 | 3,180 | ||||||
Equity One, Inc. ^ | 127,400 | 2,525 | ||||||
Excel Trust, Inc. ^ | 112,519 | 1,339 | ||||||
Home Properties, Inc. ^ | 157,900 | 10,010 | ||||||
National Retail Properties, Inc. ^ | 78,615 | 2,071 | ||||||
Piedmont Office Realty Trust, Inc. — Class A ^ | 70,900 | 1,411 | ||||||
Realty Income Corp. ^ | 43,000 | 1,529 | ||||||
Vornado Realty Trust | 65,900 | 6,371 | ||||||
Washington Real Estate Investment Trust ^ | 54,800 | 1,776 | ||||||
Weingarten Realty Investos ^ | 72,000 | 1,902 | ||||||
Road & Rail - 1.4% | ||||||||
Heartland Express, Inc. ^ | 82,936 | 1,431 | ||||||
Hertz Global Holdings, Inc. ‡ | 160,513 | 2,762 | ||||||
Ryder System, Inc. | 127,800 | 6,837 | ||||||
Semiconductors & Semiconductor Equipment - 4.1% | ||||||||
Anadigics, Inc. ‡ ^ | 492,654 | 1,926 | ||||||
Applied Micro Circuits Corp. ‡ ^ | 231,000 | 2,421 | ||||||
Atmel Corp. ‡ ^ | 574,401 | 8,788 | ||||||
Brooks Automation, Inc. ‡ ^ | 228,700 | 2,797 | ||||||
COHU, Inc. ^ | 124,300 | 1,791 | ||||||
Entegris, Inc. ‡ ^ | 288,622 | 2,491 | ||||||
Fairchild Semiconductor International, Inc. - | ||||||||
Class A ‡ ^ | 168,775 | 3,539 | ||||||
MKS Instruments, Inc. | 44,400 | 1,260 | ||||||
RF Micro Devices, Inc. ‡ ^ | 197,602 | 1,316 | ||||||
TriQuint Semiconductor, Inc. ‡ ^ | 157,594 | 2,170 | ||||||
Verigy, Ltd. ‡ ^ | 181,400 | 2,623 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 35
(formerly, Transamerica Small/Mid Cap Value)
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
Software - 2.4% | ||||||||
Progress Software Corp. ‡ ^ | 239,200 | $ | 7,092 | |||||
Radiant Systems, Inc. ‡ ^ | 128,555 | 2,561 | ||||||
Symantec Corp. ‡ | 423,181 | 8,316 | ||||||
Specialty Retail - 2.1% | ||||||||
Ann, Inc. ‡ ^ | 122,901 | 3,836 | ||||||
Finish Line, Inc. — Class A ^ | 241,800 | 5,196 | ||||||
Foot Locker, Inc. | 65,600 | 1,412 | ||||||
Pier 1 Imports, Inc. ‡ ^ | 257,425 | 3,135 | ||||||
Williams-Sonoma, Inc. ^ | 59,000 | 2,561 | ||||||
Textiles, Apparel & Luxury Goods - 4.3% | ||||||||
Columbia Sportswear Co. | 29,000 | 1,972 | ||||||
G-III Apparel Group, Ltd. ‡ ^ | 55,600 | 2,494 | ||||||
K-Swiss, Inc. — Class A ‡ ^ | 169,572 | 2,087 | ||||||
Oxford Industries, Inc. ^ | 72,500 | 2,490 | ||||||
Phillips-Van Heusen Corp. | 143,675 | 10,117 | ||||||
Signet Jewelers, Ltd. ‡ | 155,400 | 6,799 | ||||||
Steven Madden, Ltd. ‡ ^ | 62,225 | 3,307 | ||||||
Timberland Co. — Class A ‡ ^ | 53,700 | 2,427 | ||||||
Thrifts & Mortgage Finance - 1.6% | ||||||||
Brookline Bancorp, Inc. ^ | 176,200 | 1,625 | ||||||
Northwest Bancshares, Inc. ^ | 166,506 | 2,096 | ||||||
Provident Financial Services, Inc. ^ | 184,194 | 2,674 | ||||||
Provident New York Bancorp ^ | 239,700 | 2,248 | ||||||
Washington Federal, Inc. ^ | 215,600 | 3,470 | ||||||
Tobacco - 0.3% | ||||||||
Reynolds American, Inc. | 67,100 | 2,490 | ||||||
Water Utilities - 1.6% | ||||||||
American Water Works Co., Inc. | 403,723 | 11,861 | ||||||
Wireless Telecommunication Services - 0.6% | ||||||||
MetroPCS Communications, Inc. ‡ | 264,925 | 4,459 | ||||||
Total Common Stocks (cost $698,130) | 739,432 | |||||||
SECURITIES LENDING COLLATERAL - 25.6% | ||||||||
State Street Navigator Securities Lending Trust — Prime Portfolio, 0.24% ▲ | 195,044,759 | 195,045 | ||||||
Total Securities Lending Collateral (cost $195,045) |
Principal | Value | |||||||
REPURCHASE AGREEMENT - 3.3% | ||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $24,903 on 05/02/2011. Collateralized by a U.S. Government Obligation, 0.00%, due 05/19/2011, with a value of $25,405. | $ | 24,903 | 24,903 | |||||
Total Repurchase Agreement (cost $24,903) | ||||||||
Total Investment Securities (cost $918,079) # | 959,380 | |||||||
Other Assets and Liabilities — Net | (198,478 | ) | ||||||
Net Assets | $ | 760,902 | ||||||
^ | All or a portion of this security is on loan. The value of all securities on loan is $190,000. | |
‡ | Non-income producing security. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $918,079. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $47,816 and $6,515, respectively. Net unrealized appreciation for tax purposes is $41,301. |
ADR | American Depositary Receipt |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 721,352 | $ | 18,080 | $ | — | $ | 739,432 | ||||||||
Repurchase Agreement | — | 24,903 | — | 24,903 | ||||||||||||
Securities Lending Collateral | 195,045 | — | — | 195,045 | ||||||||||||
Total | $ | 916,397 | $ | 42,983 | $ | – | $ | 959,380 |
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 36
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
PREFERRED STOCK - 0.9% | ||||||||
Russian Federation - 0.9% | ||||||||
Sberbank of Russia, 3.52 ▲ | 450,000 | $ | 1,260 | |||||
Total Preferred Stock (cost $1,121) | ||||||||
COMMON STOCKS - 97.5% | ||||||||
Australia - 2.9% | ||||||||
Apa Group | 386,000 | 1,797 | ||||||
Computershare, Ltd. | 140,400 | 1,490 | ||||||
Telstra Corp., Ltd. | 240,000 | 766 | ||||||
Belgium - 1.2% | ||||||||
Anheuser-Busch InBev NV | 26,700 | 1,702 | ||||||
Bermuda - 3.1% | ||||||||
Cosan, Ltd. — Class A | 106,000 | 1,320 | ||||||
First Pacific Co. | 2,050,200 | 1,927 | ||||||
RenaissanceRe Holdings, Ltd. | 17,000 | 1,195 | ||||||
Brazil - 0.9% | ||||||||
Cia de Saneamento Basico do Estado de Sao Paulo ADR ‡ | 11,800 | 691 | ||||||
Redecard SA | 44,000 | 636 | ||||||
Canada - 1.1% | ||||||||
Canadian Imperial Bank of Commerce | 18,000 | 1,558 | ||||||
Denmark - 0.7% | ||||||||
Carlsberg AS — Class B | 7,900 | 938 | ||||||
Finland - 1.0% | ||||||||
Sampo OYJ — Class A | 41,578 | 1,399 | ||||||
France - 7.7% | ||||||||
AXA SA | 62,283 | 1,399 | ||||||
Bouygues SA | 36,600 | 1,822 | ||||||
Euler Hermes SA ‡ | 12,600 | 1,343 | ||||||
Sanofi-Aventis SA | 31,500 | 2,491 | ||||||
Societe Generale | 21,100 | 1,411 | ||||||
Veolia Environnement SA | 23,700 | 792 | ||||||
Vivendi SA | 52,300 | 1,641 | ||||||
Germany - 9.3% | ||||||||
Adidas AG | 26,400 | 1,965 | ||||||
Allianz SE | 11,000 | 1,732 | ||||||
Bayer AG | 24,000 | 2,110 | ||||||
E.ON AG ADR | 32,425 | 1,109 | ||||||
HeidelbergCement AG | 22,900 | 1,751 | ||||||
Hochtief AG | 15,400 | 1,458 | ||||||
Linde AG | 4,200 | 756 | ||||||
Siemens AG | 16,000 | 2,328 | ||||||
Greece - 0.8% | ||||||||
Opap SA | 51,536 | 1,089 | ||||||
Ireland - 3.3% | ||||||||
Ryanair Holdings PLC ADR | 59,400 | 1,811 | ||||||
Smurfit Kappa Group PLC ‡ | 147,200 | 2,021 | ||||||
Willis Group Holdings PLC | 21,300 | 880 | ||||||
Italy - 4.9% | ||||||||
Fiat Industrial SpA ‡ | 158,349 | 1,489 | ||||||
Fiat SpA | 184,349 | 1,560 | ||||||
Pirelli & C SpA | 142,000 | 1,478 | ||||||
Prysmian SpA | 58,501 | 1,380 | ||||||
Telecom Italia SpA — RSP | 833,400 | 1,076 | ||||||
Japan - 18.2% | ||||||||
Air Water, Inc. | 140,500 | 1,698 | ||||||
Aisin Seiki Co., Ltd. | 48,500 | 1,711 | ||||||
Daito Trust Construction Co., Ltd. | 12,900 | 1,032 | ||||||
DeNA Co., Ltd. | 40,600 | 1,524 | ||||||
Elpida Memory, Inc. ‡ | 84,000 | 1,259 | ||||||
Fukuoka Financial Group, Inc. | 425,000 | 1,766 | ||||||
Hitachi, Ltd. | 440,000 | 2,388 | ||||||
Japan Petroleum Exploration Co. | 22,000 | 1,079 | ||||||
Jupiter Telecommunications Co., Ltd. | 1,861 | 2,000 | ||||||
Kintetsu World Express, Inc. | 55,000 | 1,858 | ||||||
Komatsu, Ltd. | 32,300 | 1,139 | ||||||
Mitsubishi Corp. | 96,800 | 2,627 | ||||||
Nintendo Co., Ltd. | 5,000 | 1,183 | ||||||
Nippon Telegraph & Telephone Corp. | 55,400 | 2,581 | ||||||
USS Co., Ltd. | 25,300 | 1,944 | ||||||
Jersey, Channel Islands - 2.2% | ||||||||
WPP PLC | 235,100 | 3,079 | ||||||
Korea, Republic of - 1.8% | ||||||||
Kangwon Land, Inc. | 50,300 | 1,143 | ||||||
SK Telecom Co., Ltd. | 9,500 | 1,440 | ||||||
Mexico - 0.8% | ||||||||
Grupo Mexico SAB de CV — Series B | 325,000 | 1,125 | ||||||
Netherlands - 4.1% | ||||||||
Binckbank NV | 110,546 | 1,998 | ||||||
European Aeronautic Defence and Space Co., NV ‡ | 72,600 | 2,246 | ||||||
Wolters Kluwer NV | 66,300 | 1,545 | ||||||
Singapore - 3.7% | ||||||||
Flextronics International, Ltd. ‡ | 199,000 | 1,387 | ||||||
Fraser and Neave, Ltd. | 449,000 | 2,300 | ||||||
Sia Engineering Co., Ltd. | 467,000 | 1,591 | ||||||
Spain - 0.7% | ||||||||
Viscofan SA | 23,600 | 1,041 | ||||||
Sweden - 3.0% | ||||||||
Investor AB — Class B | 99,700 | 2,483 | ||||||
Kinnevik Investment AB — Class B | 69,900 | 1,805 | ||||||
Switzerland - 8.0% | ||||||||
GAM Holding, Ltd. ‡ | 94,500 | 1,863 | ||||||
Nestle SA | 47,300 | 2,936 | ||||||
Noble Corp. | 35,000 | 1,505 | ||||||
Novartis AG | 55,300 | 3,283 | ||||||
Zurich Financial Services AG ‡ | 6,200 | 1,742 | ||||||
Thailand - 0.8% | ||||||||
Bangkok Bank PCL | 208,000 | 1,185 | ||||||
United Kingdom - 17.0% | ||||||||
Afren PLC ‡ | 495,100 | 1,326 | ||||||
Barclays PLC | 324,700 | 1,544 | ||||||
BHP Billiton PLC ADR | 16,300 | 1,372 | ||||||
BP PLC ADR | 56,000 | 2,584 | ||||||
Carnival PLC | 12,700 | 511 | ||||||
Diageo PLC ADR | 14,325 | 1,166 | ||||||
HSBC Holdings PLC | 217,624 | 2,362 | ||||||
Imperial Tobacco Group PLC | 45,000 | 1,587 | ||||||
Johnson Matthey PLC | 42,500 | 1,424 | ||||||
Royal Dutch Shell PLC — Class A | 93,400 | 3,637 | ||||||
Tesco PLC | 199,000 | 1,342 | ||||||
Unilever PLC | 62,600 | 2,034 | ||||||
Vodafone Group PLC | 1,120,700 | 3,240 | ||||||
United States - 0.3% | ||||||||
Philip Morris International, Inc. | 6,000 | 417 | ||||||
Total Common Stocks (cost $120,514) | 138,343 | |||||||
Principal | Value | |||||||
REPURCHASE AGREEMENT - 0.4% | ||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $591 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 4.00%, due 06/01/2025, with a value of $603. | $ | 591 | 591 | |||||
Total Repurchase Agreement (cost $591) | ||||||||
Total Investment Securities (cost $122,226) # | 140,194 | |||||||
Other Assets and Liabilities — Net | 1,752 | |||||||
Net Assets | $ | 141,946 | ||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 37
At April 30, 2011
(all amounts in thousands)
(unaudited)
Percentage of | ||||||||
INVESTMENTS BY INDUSTRY : | Total Investments | Value | ||||||
Commercial Banks | 8.4 | % | $ | 11,824 | ||||
Insurance | 6.8 | 9,690 | ||||||
Food Products | 6.6 | 9,258 | ||||||
Oil, Gas & Consumable Fuels | 6.1 | 8,626 | ||||||
Media | 5.9 | 8,265 | ||||||
Pharmaceuticals | 5.7 | 7,884 | ||||||
Wireless Telecommunication Services | 3.5 | 4,680 | ||||||
Industrial Conglomerates | 3.3 | 4,628 | ||||||
Diversified Telecommunication Services | 3.1 | 4,423 | ||||||
Diversified Financial Services | 3.1 | 4,288 | ||||||
Chemicals | 2.7 | 3,878 | ||||||
Beverages | 2.7 | 3,806 | ||||||
Electronic Equipment & Instruments | 2.7 | 3,775 | ||||||
Construction & Engineering | 2.3 | 3,280 | ||||||
Auto Components | 2.3 | 3,189 | ||||||
Capital Markets | 2.2 | 3,123 | ||||||
Hotels, Restaurants & Leisure | 2.0 | 2,743 | ||||||
Machinery | 2.0 | 2,628 | ||||||
Trading Companies & Distributors | 1.9 | 2,627 | ||||||
Metals & Mining | 1.8 | 2,497 | ||||||
Aerospace & Defense | 1.6 | 2,246 | ||||||
IT Services | 1.6 | 2,126 | ||||||
Containers & Packaging | 1.5 | 2,021 | ||||||
Tobacco | 1.4 | 2,004 | ||||||
Textiles, Apparel & Luxury Goods | 1.4 | 1,965 | ||||||
Specialty Retail | 1.4 | 1,944 | ||||||
Air Freight & Logistics | 1.3 | 1,858 | ||||||
Airlines | 1.3 | 1,811 | ||||||
Gas Utilities | 1.3 | 1,797 | ||||||
Construction Materials | 1.2 | 1,751 | ||||||
Transportation Infrastructure | 1.1 | 1,591 | ||||||
Automobiles | 1.1 | 1,560 | ||||||
Internet & Catalog Retail | 1.1 | 1,524 | ||||||
Energy Equipment & Services | 1.0 | 1,505 | ||||||
Electrical Equipment | 1.0 | 1,380 | ||||||
Food & Staples Retailing | 1.0 | 1,342 | ||||||
Semiconductors & Semiconductor Equipment | 0.9 | 1,259 | ||||||
Software | 0.8 | 1,183 | ||||||
Electric Utilities | 0.8 | 1,109 | ||||||
Real Estate Management & Development | 0.7 | 1,032 | ||||||
Multi-Utilities | 0.6 | 792 | ||||||
Water Utilities | 0.4 | 691 | ||||||
Investment Securities, at Value | 99.6 | 139,603 | ||||||
Short-Term Investments | 0.4 | 591 | ||||||
Total Investments | 100.0 | % | $ | 140,194 | ||||
▲ | Rate shown reflects the yield at 04/29/2011. | |
‡ | Non-income producing security. | |
# | Aggregate cost for federal income tax purposes is $122,226. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $19,456 and $1,488, respectively. Net unrealized appreciation for tax purposes is $17,968. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 38
At April 30, 2011
(all amounts in thousands)
(unaudited)
ADR | American Depositary Receipt | |
RSP | Refers to Risparmio shares, which are savings shares on the Italian Stock Exchange |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 8,869 | $ | 129,474 | $ | — | $ | 138,343 | ||||||||
Preferred Stocks | — | 1,260 | — | 1,260 | ||||||||||||
Repurchase Agreement | — | 591 | — | 591 | ||||||||||||
Total | $ | 8,869 | $ | 131,325 | $ | – | $ | 140,194 |
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 39
(formerly, Transamerica Diversified Equity)
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
COMMON STOCKS - 94.7% | ||||||||
Aerospace & Defense - 2.0% | ||||||||
Boeing Co. | 85,477 | $ | 6,819 | |||||
Honeywell International, Inc. | 194,846 | 11,931 | ||||||
Air Freight & Logistics - 0.4% | ||||||||
CH Robinson Worldwide, Inc.^ | 51,467 | 4,127 | ||||||
Automobiles - 0.7% | ||||||||
Ford Motor Co. ‡ ^ | 419,900 | 6,496 | ||||||
Biotechnology - 1.1% | ||||||||
Amgen, Inc. ‡ | 188,800 | 10,733 | ||||||
Communications Equipment - 4.5% | ||||||||
Alcatel-Lucent ADR ‡ ^ | 492,193 | 3,219 | ||||||
Cisco Systems, Inc. | 1,625,251 | 28,539 | ||||||
Emulex Corp. ‡ | 456,300 | 4,422 | ||||||
Juniper Networks, Inc.‡ | 96,060 | 3,682 | ||||||
Riverbed Technology, Inc.‡ ^ | 98,063 | 3,446 | ||||||
Computers & Peripherals - 9.0% | ||||||||
Apple, Inc. ‡ | 97,773 | 34,046 | ||||||
Dell, Inc. ‡ | 408,845 | 6,341 | ||||||
EMC Corp. ‡ | 928,960 | 26,327 | ||||||
NetApp, Inc. ‡ ^ | 142,800 | 7,423 | ||||||
QLogic Corp. ‡ | 667,800 | 12,007 | ||||||
Consumer Finance - 0.7% | ||||||||
American Express Co. | 137,800 | 6,763 | ||||||
Diversified Consumer Services - 0.9% | ||||||||
Apollo Group, Inc. — Class A‡ | 203,921 | 8,163 | ||||||
Electrical Equipment - 0.9% | ||||||||
Emerson Electric Co. | 145,775 | 8,857 | ||||||
Energy Equipment & Services - 3.5% | ||||||||
Baker Hughes, Inc. | 114,200 | 8,840 | ||||||
Cameron International Corp. ‡ | 176,500 | 9,305 | ||||||
Diamond Offshore Drilling, Inc. ^ | 121,343 | 9,206 | ||||||
Oceaneering International, Inc. ‡ | 69,100 | 6,041 | ||||||
Health Care Equipment & Supplies - 2.3% | ||||||||
Hologic, Inc. ‡ | 441,400 | 9,720 | ||||||
Intuitive Surgical, Inc.‡ | 16,500 | 5,770 | ||||||
Stryker Corp. | 101,493 | 5,988 | ||||||
Health Care Providers & Services - 6.1% | ||||||||
Aetna, Inc. | 190,379 | 7,878 | ||||||
AmerisourceBergen Corp. — Class A | 222,003 | 9,022 | ||||||
Cardinal Health, Inc. | 257,900 | 11,268 | ||||||
Express Scripts, Inc. ‡ | 125,100 | 7,098 | ||||||
Laboratory Corp. of America Holdings ‡ ^ | 76,244 | 7,355 | ||||||
UnitedHealth Group, Inc. | 335,660 | 16,525 | ||||||
Hotels, Restaurants & Leisure - 1.4% | ||||||||
Ctrip.com International, Ltd.ADR ‡ | 70,000 | 3,410 | ||||||
Las Vegas Sands Corp. ‡ | 59,800 | 2,811 | ||||||
Starbucks Corp. | 186,500 | 6,750 | ||||||
Industrial Conglomerates - 1.8% | ||||||||
General Electric Co. | 841,595 | 17,211 | ||||||
Insurance - 0.7% | ||||||||
Lincoln National Corp. | 225,731 | 7,050 | ||||||
Internet & Catalog Retail - 1.2% | ||||||||
Amazon.com, Inc. ‡ | 19,152 | 3,763 | ||||||
NetFlix, Inc. ‡ ^ | 16,600 | 3,862 | ||||||
priceline.com, Inc. ‡ ^ | 7,562 | 4,137 | ||||||
Internet Software & Services - 2.7% | ||||||||
Baidu, Inc. ADR ‡ | 28,900 | 4,292 | ||||||
eBay, Inc. ‡ | 248,598 | 8,552 | ||||||
Google, Inc. — Class A ‡ | 8,303 | 4,518 | ||||||
IAC/InterActiveCorp ‡ | 227,552 | 8,217 | ||||||
IT Services - 5.1% | ||||||||
Cognizant Technology Solutions Corp. - Class A ‡ | 64,400 | 5,339 | ||||||
International Business Machines Corp. | 254,750 | 43,455 | ||||||
Life Sciences Tools & Services - 2.1% | ||||||||
Bruker Corp. ‡ | 247,392 | 4,884 | ||||||
Waters Corp. ‡ | 150,800 | 14,778 | ||||||
Machinery - 7.3% | ||||||||
Caterpillar, Inc. | 207,401 | 23,936 | ||||||
Cummins, Inc. | 34,800 | 4,182 | ||||||
Dover Corp. | 128,115 | 8,717 | ||||||
Illinois Tool Works, Inc. | 161,000 | 9,404 | ||||||
Joy Global, Inc. | 85,100 | 8,591 | ||||||
Parker Hannifin Corp. | 156,766 | 14,786 | ||||||
Media - 2.9% | ||||||||
DIRECTV — Class A ‡ | 108,529 | 5,273 | ||||||
News Corp. — Class A | 361,744 | 6,446 | ||||||
Omnicom Group, Inc. | 243,218 | 11,964 | ||||||
Sirius XM Radio, Inc. ‡ | 2,234,510 | 4,447 | ||||||
Metals & Mining - 4.1% | ||||||||
Cliffs Natural Resources, Inc. ^ | 88,900 | 8,332 | ||||||
Nucor Corp. | 201,529 | 9,464 | ||||||
Rio Tinto PLC ADR | 83,864 | 6,140 | ||||||
Teck Resources, Ltd. — Class B | 147,806 | 8,018 | ||||||
Walter Energy, Inc. | 45,000 | 6,220 | ||||||
Oil, Gas & Consumable Fuels - 7.9% | ||||||||
Anadarko Petroleum Corp. | 140,600 | 11,099 | ||||||
BP PLC ADR | 185,526 | 8,560 | ||||||
Canadian Natural Resources, Ltd. | 213,635 | 10,032 | ||||||
Exxon Mobil Corp. | 197,832 | 17,410 | ||||||
Occidental Petroleum Corp. | 114,900 | 13,132 | ||||||
Petrohawk Energy Corp. ‡ | 78,811 | 2,129 | ||||||
Valero Energy Corp. | 458,916 | 12,987 | ||||||
Semiconductors & Semiconductor Equipment - 6.1% | ||||||||
Altera Corp. | 596,704 | 29,060 | ||||||
Analog Devices, Inc. | 229,800 | 9,263 | ||||||
Intersil Corp. — Class A | 501,961 | 7,414 | ||||||
Memc Electronic Materials, Inc. ‡ | 282,400 | 3,341 | ||||||
Xilinx, Inc. ^ | 257,518 | 8,977 | ||||||
Software - 10.5% | ||||||||
Adobe Systems, Inc. ‡ | 190,200 | 6,381 | ||||||
Autodesk, Inc. ‡ | 186,513 | 8,389 | ||||||
BMC Software, Inc. ‡ | 109,000 | 5,475 | ||||||
Check Point Software Technologies, Ltd. ‡ | 139,522 | 7,664 | ||||||
Citrix Systems, Inc. ‡ | 109,728 | 9,254 | ||||||
Longtop Financial Technologies, Ltd. ADR ‡ ^ | 26,100 | 589 | ||||||
Microsoft Corp. | 983,707 | 25,596 | ||||||
Oracle Corp. | 925,340 | 33,359 | ||||||
Red Hat, Inc. ‡ | 66,700 | 3,166 | ||||||
Specialty Retail - 5.7% | ||||||||
Abercrombie & Fitch Co. — Class A | 65,700 | 4,652 |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 40
(formerly, Transamerica Diversified Equity)
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
Specialty Retail (continued) | ||||||||
Advance Auto Parts, Inc. | 89,621 | $ | 5,867 | |||||
Aeropostale, Inc. ‡ | 99,583 | 2,542 | ||||||
Buckle, Inc. ^ | 132,800 | 6,041 | ||||||
Home Depot, Inc. | 234,726 | 8,717 | ||||||
Ross Stores, Inc. | 112,400 | 8,282 | ||||||
Sherwin-Williams Co. | 86,000 | 7,077 | ||||||
TJX Cos., Inc. | 137,038 | 7,348 | ||||||
Urban Outfitters, Inc.‡ ^ | 111,300 | 3,501 | ||||||
Textiles, Apparel & Luxury Goods - 2.2% | ||||||||
Coach, Inc. | 148,688 | 8,893 | ||||||
Fossil, Inc. ‡ | 16,400 | 1,571 | ||||||
Lululemon Athletica, Inc.‡ ^ | 57,500 | 5,752 | ||||||
Polo Ralph Lauren Corp. — Class A | 38,151 | 4,989 | ||||||
Wireless Telecommunication Services - 0.9% | ||||||||
Vodafone Group PLC ADR | 288,037 | 8,388 | ||||||
Total Common Stocks (cost $812,259) | 903,203 | |||||||
SECURITIES LENDING COLLATERAL - 6.2% | ||||||||
State Street Navigator Securities Lending | 59,012,000 | 59,012 | ||||||
Trust — Prime Portfolio, 0.24% ▲ | ||||||||
Total Securities Lending Collateral (cost $59,012) |
Principal | Value | |||||||
REPURCHASE AGREEMENT - 5.4% | ||||||||
State Street Bank & Trust Co. 0.01%▲, dated 04/29/2011, to be repurchased at $51,120 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 3.50%, due 12/01/2025, with a value of $52,147. | $ | 51,120 | 51,120 | |||||
Total Repurchase Agreement (cost $51,120) | ||||||||
Total Investment Securities (cost $922,391) # | 1,013,335 | |||||||
Other Assets and Liabilities — Net | (59,660 | ) | ||||||
Net Assets | $ | 953,675 | ||||||
^ | All or a portion of this security is on loan. The value of all securities on loan is $57,634. | |
‡ | Non-income producing security. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $922,391. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $95,623 and $4,679, respectively. Net unrealized appreciation for tax purposes is $90,944. |
ADR | American Depositary Receipt |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 869,233 | $ | 33,970 | $ | — | $ | 903,203 | ||||||||
Repurchase Agreement | — | 51,120 | — | 51,120 | ||||||||||||
Securities Lending Collateral | 59,012 | — | — | 59,012 | ||||||||||||
Total | $ | 928,245 | $ | 85,090 | $ | — | $ | 1,013,335 | ||||||||
Net Change in | ||||||||||||||||||||||||||||||||||||||||
Unrealized | ||||||||||||||||||||||||||||||||||||||||
Appreciation/ | ||||||||||||||||||||||||||||||||||||||||
(Depreciation) | ||||||||||||||||||||||||||||||||||||||||
Net Change in | on | |||||||||||||||||||||||||||||||||||||||
Beginning | Accrued | Total | Unrealized | Transfers | Ending | Investments | ||||||||||||||||||||||||||||||||||
Balance at | Discounts/ | Realized | Appreciation | Transfers | out of Level | Balance at | Held at | |||||||||||||||||||||||||||||||||
Securities | 10/31/2010 | Purchases | Sales | (Premiums) | Gain/(Loss) | /(Depreciation) | into Level 3 | 3 | 04/30/2011 | 04/30/2011 | ||||||||||||||||||||||||||||||
Common Stocks | $ | 1 | $ | — | $ | (8 | ) | $ | — | $ | — | $ | 7 | $ | — | $ | — | $ | — | $ | — |
^ | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 41
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
COMMON STOCKS - 96.0% | ||||||||
Aerospace & Defense - 2.2% | ||||||||
Boeing Co. | 132,856 | $ | 10,599 | |||||
Honeywell International, Inc. ^ | 326,156 | 19,971 | ||||||
Air Freight & Logistics - 0.4% | ||||||||
CH Robinson Worldwide, Inc. ^ | 75,229 | 6,032 | ||||||
Automobiles - 0.9% | ||||||||
Ford Motor Co. ‡ ^ | 848,096 | 13,120 | ||||||
Beverages - 0.1% | ||||||||
Anheuser-Busch InBev NV ADR | 22,555 | 1,443 | ||||||
Biotechnology - 1.1% | ||||||||
Amgen, Inc. ‡ ^ | 276,862 | 15,740 | ||||||
Communications Equipment - 5.2% | ||||||||
Alcatel-Lucent ADR ‡ ^ | 617,995 | 4,042 | ||||||
Cisco Systems, Inc. ^ | 3,252,939 | 57,121 | ||||||
Emulex Corp. ‡ ^ | 725,097 | 7,026 | ||||||
Juniper Networks, Inc. ‡ ^ | 67,589 | 2,591 | ||||||
Riverbed Technology, Inc. ‡ ^ | 82,165 | 2,887 | ||||||
Computers & Peripherals - 10.0% | ||||||||
Apple, Inc. ‡ | 147,325 | 51,303 | ||||||
Dell, Inc. ‡ | 892,687 | 13,846 | ||||||
EMC Corp. ‡ ^ | 1,794,680 | 50,861 | ||||||
NetApp, Inc. ‡ ^ | 185,671 | 9,651 | ||||||
QLogic Corp. ‡ | 796,111 | 14,314 | ||||||
Consumer Finance - 0.8% | ||||||||
American Express Co. | 237,486 | 11,655 | ||||||
Diversified Consumer Services - 1.5% | ||||||||
Apollo Group, Inc. — Class A ‡ | 182,498 | 7,305 | ||||||
ITT Educational Services, Inc. ‡ ^ | 187,788 | 13,470 | ||||||
Electrical Equipment - 1.0% | ||||||||
Emerson Electric Co. | 232,513 | 14,127 | ||||||
Energy Equipment & Services - 3.2% | ||||||||
Baker Hughes, Inc. | 142,917 | 11,063 | ||||||
Cameron International Corp. ‡ ^ | 240,648 | 12,687 | ||||||
Diamond Offshore Drilling, Inc. ^ | 186,614 | 14,158 | ||||||
Oceaneering International, Inc. ‡ ^ | 79,795 | 6,976 | ||||||
Health Care Equipment & Supplies - 1.8% | ||||||||
Hologic, Inc. ‡ | 515,243 | 11,346 | ||||||
Intuitive Surgical, Inc. ‡ ^ | 22,363 | 7,820 | ||||||
Stryker Corp. ^ | 94,015 | 5,547 | ||||||
Health Care Providers & Services - 5.3% | ||||||||
AmerisourceBergen Corp. — Class A | 270,093 | 10,977 | ||||||
Cardinal Health, Inc. | 328,732 | 14,362 | ||||||
Express Scripts, Inc. ‡ | 196,672 | 11,159 | ||||||
Laboratory Corp. of America Holdings ‡ ^ | 120,169 | 11,593 | ||||||
UnitedHealth Group, Inc. | 537,643 | 26,467 | ||||||
Hotels, Restaurants & Leisure - 1.0% | ||||||||
Ctrip.com International, Ltd. ADR ‡ ^ | 63,811 | 3,109 | ||||||
Las Vegas Sands Corp. ‡ ^ | 31,531 | 1,482 | ||||||
Starbucks Corp. ^ | 278,107 | 10,065 | ||||||
Industrial Conglomerates - 1.9% | ||||||||
General Electric Co. | 1,299,639 | 26,578 | ||||||
Insurance - 0.6% | ||||||||
Lincoln National Corp. ^ | 266,171 | 8,313 | ||||||
Internet & Catalog Retail - 1.0% | ||||||||
Amazon.com, Inc. ‡ ^ | 26,224 | 5,153 | ||||||
priceline.com, Inc. ‡ ^ | 16,522 | 9,038 | ||||||
Internet Software & Services - 1.5% | ||||||||
eBay, Inc. ‡ ^ | 243,892 | 8,390 | ||||||
Google, Inc. — Class A ‡ | 181 | 98 | ||||||
IAC/InterActiveCorp ‡ ^ | 354,308 | 12,794 | ||||||
IT Services - 5.5% | ||||||||
Cognizant Technology Solutions Corp. - Class A ‡ ^ | 106,102 | 8,796 | ||||||
International Business Machines Corp. | 404,442 | 68,990 | ||||||
Life Sciences Tools & Services - 1.8% | ||||||||
Bruker Corp. ‡ ^ | 195,006 | 3,849 | ||||||
Waters Corp. ‡ ^ | 222,350 | 21,791 | ||||||
Machinery - 7.7% | ||||||||
Caterpillar, Inc. ^ | 326,034 | 37,627 | ||||||
Cummins, Inc. ^ | 61,226 | 7,358 | ||||||
Dover Corp. | 210,904 | 14,350 | ||||||
Illinois Tool Works, Inc. ^ | 235,502 | 13,756 | ||||||
Joy Global, Inc. ^ | 133,235 | 13,450 | ||||||
Parker Hannifin Corp. | 230,809 | 21,770 | ||||||
Media - 2.9% | ||||||||
DIRECTV — Class A ‡ | 173,026 | 8,407 | ||||||
News Corp. — Class A ^ | 601,011 | 10,710 | ||||||
Omnicom Group, Inc. ^ | 433,161 | 21,308 | ||||||
Metals & Mining - 4.0% | ||||||||
Cliffs Natural Resources, Inc. ^ | 131,153 | 12,292 | ||||||
Nucor Corp. ^ | 262,617 | 12,332 | ||||||
Rio Tinto PLC ADR | 152,260 | 11,147 | ||||||
Teck Resources, Ltd. — Class B | 223,741 | 12,138 | ||||||
Walter Energy, Inc. | 62,223 | 8,600 | ||||||
Oil, Gas & Consumable Fuels - 8.2% | ||||||||
Anadarko Petroleum Corp. | 200,996 | 15,867 | ||||||
BP PLC ADR | 208,471 | 9,619 | ||||||
Canadian Natural Resources, Ltd. ^ | 303,246 | 14,240 | ||||||
Exxon Mobil Corp. | 325,278 | 28,625 | ||||||
Occidental Petroleum Corp. | 181,289 | 20,720 | ||||||
Petrohawk Energy Corp. ‡ ^ | 167,952 | 4,536 | ||||||
Valero Energy Corp. ^ | 768,501 | 21,749 | ||||||
Semiconductors & Semiconductor Equipment - 7.4% | ||||||||
Altera Corp. ^ | 1,046,911 | 50,985 | ||||||
Analog Devices, Inc. ^ | 374,417 | 15,093 | ||||||
Intersil Corp. — Class A ^ | 1,111,509 | 16,417 | ||||||
Memc Electronic Materials, Inc. ‡ ^ | 426,223 | 5,042 | ||||||
Xilinx, Inc. ^ | 457,444 | 15,946 | ||||||
Software - 11.4% | ||||||||
Adobe Systems, Inc. ‡ ^ | 308,855 | 10,362 | ||||||
Autodesk, Inc. ‡ | 284,517 | 12,798 | ||||||
BMC Software, Inc. ‡ | 208,307 | 10,463 | ||||||
Check Point Software Technologies, Ltd. ‡ ^ | 214,721 | 11,795 | ||||||
Citrix Systems, Inc. ‡ | 160,190 | 13,510 | ||||||
Longtop Financial Technologies, Ltd. ADR ‡ ^ | 86,113 | 1,943 | ||||||
Microsoft Corp. | 1,534,380 | 39,925 | ||||||
Oracle Corp. | 1,488,878 | 53,674 | ||||||
Red Hat, Inc. ‡ ^ | 81,049 | 3,847 | ||||||
Specialty Retail - 4.5% | ||||||||
Advance Auto Parts, Inc. ^ | 126,730 | 8,296 | ||||||
Buckle, Inc. ^ | 90,925 | 4,136 | ||||||
Home Depot, Inc. ^ | 404,006 | 15,004 | ||||||
Ross Stores, Inc. | 173,206 | 12,764 | ||||||
Sherwin-Williams Co.^ | 126,330 | 10,396 | ||||||
TJX Cos., Inc. ^ | 227,791 | 12,214 |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 42
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
Textiles, Apparel & Luxury Goods - 2.2% | ||||||||
Coach, Inc. | 203,944 | $ | 12,197 | |||||
Deckers Outdoor Corp. ‡ ^ | 22,412 | 1,902 | ||||||
Fossil, Inc. ‡ | 12,577 | 1,205 | ||||||
Lululemon Athletica, Inc. ‡ ^ | 77,871 | 7,789 | ||||||
Polo Ralph Lauren Corp. — Class A | 60,477 | 7,909 | ||||||
Wireless Telecommunication Services - 0.9% | ||||||||
Vodafone Group PLC ADR | 414,845 | 12,080 | ||||||
Total Common Stocks (cost $1,081,872) | 1,347,998 | |||||||
SECURITIES LENDING COLLATERAL - 21.0% | ||||||||
State Street Navigator Securities Lending Trust — Prime Portfolio, 0.24%▲ | 294,690,570 | 294,691 | ||||||
Total Securities Lending Collateral (cost $294,691) | ||||||||
Principal | Value | |||||||
REPURCHASE AGREEMENT - 4.1% | ||||||||
State Street Bank & Trust Co. 0.01%▲ , dated 04/29/2011, to be repurchased at $58,265 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 3.50%, due 12/01/2025, with a value of $59,435. | $ | 58,265 | $ | 58,265 | ||||
Total Repurchase Agreement (cost $58,265) | ||||||||
Total Investment Securities (cost $1,434,828) # | 1,700,954 | |||||||
Other Assets and Liabilities — Net | (296,055 | ) | ||||||
Net Assets | $ | 1,404,899 | ||||||
^ | All or a portion of this security is on loan. The value of all securities on loan is $287,853. | |
‡ | Non-income producing security. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $1,434,828. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $288,075 and $21,949, respectively. Net unrealized appreciation for tax purposes is $266,126. |
ADR | American Depositary Receipt |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 1,297,873 | $ | 50,125 | $ | — | $ | 1,347,998 | ||||||||
Repurchase Agreement | — | 58,265 | — | 58,265 | ||||||||||||
Securities Lending Collateral | 294,691 | — | — | 294,691 | ||||||||||||
Total | $ | 1,592,564 | $ | 108,390 | $ | — | $ | 1,700,954 | ||||||||
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 43
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
COMMON STOCKS - 97.7% | ||||||||
Aerospace & Defense - 2.6% | ||||||||
General Dynamics Corp. | 174,600 | $ | 12,715 | |||||
Honeywell International, Inc. | 202,200 | 12,381 | ||||||
Northrop Grumman Corp. | 181,700 | 11,558 | ||||||
Air Freight & Logistics - 1.4% | ||||||||
United Parcel Service, Inc. - Class B | 266,700 | 19,994 | ||||||
Auto Components - 0.6% | ||||||||
Johnson Controls, Inc. | 193,100 | 7,917 | ||||||
Beverages - 1.6% | ||||||||
PepsiCo, Inc. | 319,100 | 21,983 | ||||||
Building Products - 0.5% | ||||||||
Masco Corp. | 536,600 | 7,201 | ||||||
Capital Markets - 3.5% | ||||||||
Ameriprise Financial, Inc. | 274,100 | 17,011 | ||||||
Goldman Sachs Group, Inc. | 118,300 | 17,864 | ||||||
UBS AG ‡ | 725,200 | 14,504 | ||||||
Chemicals - 1.5% | ||||||||
Dow Chemical Co. | 339,900 | 13,933 | ||||||
Praxair, Inc. | 72,000 | 7,662 | ||||||
Commercial Banks - 7.2% | ||||||||
BB&T Corp. | 558,400 | 15,032 | ||||||
M&T Bank Corp. | 116,000 | 10,251 | ||||||
PNC Financial Services Group, Inc. | 315,600 | 19,675 | ||||||
U.S. Bancorp | 651,300 | 16,817 | ||||||
Wells Fargo & Co. | 1,355,900 | 39,469 | ||||||
Commercial Services & Supplies - 1.3% | ||||||||
Avery Dennison Corp. | 160,000 | 6,678 | ||||||
Waste Management, Inc. | 283,600 | 11,191 | ||||||
Communications Equipment - 1.6% | ||||||||
Cisco Systems, Inc. | 569,400 | 9,999 | ||||||
QUALCOMM, Inc. | 217,600 | 12,368 | ||||||
Containers & Packaging - 1.4% | ||||||||
Owens-Illinois, Inc. ‡ | 477,900 | 14,179 | ||||||
Temple-Inland, Inc. | 262,900 | 6,186 | ||||||
Diversified Financial Services - 5.0% | ||||||||
Bank of America Corp. | 2,234,400 | 27,438 | ||||||
JPMorgan Chase & Co. | 937,000 | 42,756 | ||||||
Diversified Telecommunication Services - 3.2% | ||||||||
AT&T, Inc. | 1,431,500 | 44,548 | ||||||
Electric Utilities - 1.3% | ||||||||
Exelon Corp. | 451,100 | 19,014 | ||||||
Electrical Equipment - 1.1% | ||||||||
Cooper Industries PLC - Class A | 242,600 | 15,999 | ||||||
Energy Equipment & Services - 1.4% | ||||||||
Baker Hughes, Inc. | 261,400 | 20,235 | ||||||
Food & Staples Retailing - 1.1% | ||||||||
CVS Caremark Corp. | 439,200 | 15,917 | ||||||
Food Products - 1.2% | ||||||||
Unilever NV | 509,100 | 16,800 | ||||||
Health Care Equipment & Supplies - 1.6% | ||||||||
Covidien PLC | 132,400 | 7,373 | ||||||
Medtronic, Inc. | 369,600 | 15,431 | ||||||
Health Care Providers & Services - 1.5% | ||||||||
Brookdale Senior Living, Inc. - Class A ‡ | 182,600 | 4,974 | ||||||
Cardinal Health, Inc. | 378,000 | 16,515 | ||||||
Household Products - 2.4% | ||||||||
Colgate-Palmolive Co. | 183,000 | 15,436 | ||||||
Procter & Gamble Co. | 294,100 | 19,086 | ||||||
Industrial Conglomerates - 3.1% | ||||||||
General Electric Co. | 1,402,600 | 28,684 | ||||||
Siemens AG ADR | 103,400 | 15,090 | ||||||
Insurance - 5.7% | ||||||||
ACE, Ltd. | 307,800 | 20,700 | ||||||
Chubb Corp. | 280,300 | 18,273 | ||||||
Hartford Financial Services Group, Inc. | 321,600 | 9,317 | ||||||
MetLife, Inc. | 524,600 | 24,545 | ||||||
RenaissanceRe Holdings, Ltd. | 109,300 | 7,682 | ||||||
Internet Software & Services - 0.6% | ||||||||
eBay, Inc. ‡ | 251,400 | 8,648 | ||||||
IT Services - 4.1% | ||||||||
Accenture PLC - Class A | 241,300 | 13,785 | ||||||
Automatic Data Processing, Inc. | 199,400 | 10,837 | ||||||
International Business Machines Corp. | 196,600 | 33,537 | ||||||
Leisure Equipment & Products - 0.9% | ||||||||
Mattel, Inc. | 491,500 | 13,133 | ||||||
Machinery - 2.4% | ||||||||
Caterpillar, Inc. | 56,900 | 6,567 | ||||||
Deere & Co. | 149,400 | 14,566 | ||||||
Pentair, Inc. | 311,600 | 12,514 | ||||||
Media - 3.5% | ||||||||
Comcast Corp. - Class A | 1,012,800 | 26,577 | ||||||
News Corp. - Class A | 830,700 | 14,803 | ||||||
Omnicom Group, Inc. | 140,600 | 6,916 | ||||||
Metals & Mining - 1.8% | ||||||||
Barrick Gold Corp. | 151,700 | 7,738 | ||||||
Compass Minerals International, Inc. | 83,800 | 8,180 | ||||||
Rio Tinto PLC ADR | 121,200 | 8,873 | ||||||
Multiline Retail - 0.9% | ||||||||
Target Corp. | 268,700 | 13,193 | ||||||
Multi-Utilities - 3.5% | ||||||||
Dominion Resources, Inc. | 368,700 | 17,115 | ||||||
PG&E Corp. | 253,800 | 11,695 | ||||||
Xcel Energy, Inc. | 794,624 | 19,333 | ||||||
Oil, Gas & Consumable Fuels - 13.6% | ||||||||
Anadarko Petroleum Corp. | 222,000 | 17,525 | ||||||
Chevron Corp. | 578,700 | 63,333 | ||||||
Exxon Mobil Corp. | 474,600 | 41,765 | ||||||
Marathon Oil Corp. | 131,900 | 7,128 | ||||||
Occidental Petroleum Corp. | 265,200 | 30,310 | ||||||
Petroleo Brasileiro SA ADR | 413,300 | 15,428 | ||||||
Ultra Petroleum Corp. ‡ | 332,100 | 16,867 | ||||||
Pharmaceuticals - 9.2% | ||||||||
Eli Lilly & Co. | 369,900 | 13,690 | ||||||
Johnson & Johnson | 319,100 | 20,971 | ||||||
Merck & Co., Inc. | 1,075,400 | 38,661 | ||||||
Pfizer, Inc. | 2,165,100 | 45,380 | ||||||
Teva Pharmaceutical Industries, Ltd. ADR | 248,800 | 11,378 | ||||||
Real Estate Investment Trusts - 0.8% | ||||||||
Duke Realty Corp. | 769,100 | 11,729 | ||||||
Semiconductors & Semiconductor Equipment - 0.6% | ||||||||
Xilinx, Inc. | 247,900 | 8,642 |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 44
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
| | | ||||||||
Software - 0.8% | ||||||||
Microsoft Corp. | 423,500 | $ | 11,019 | |||||
Specialty Retail - 2.1% | ||||||||
Lowe’s Cos., Inc. | 598,700 | 15,715 | ||||||
Staples, Inc. | 689,100 | 14,568 | ||||||
Tobacco - 1.1% | ||||||||
Philip Morris International, Inc. | 225,800 | 15,680 | ||||||
Total Common Stocks (cost $1,240,824) | 1,380,180 | |||||||
Principal | Value | |||||||
REPURCHASE AGREEMENT - 2.2% | ||||||||
State Street Bank & Trust Co. 0.01%▲ , dated 04/29/2011, to be repurchased at $31,607 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 4.00%, due 12/25/2024, with a value of $32,241. | $ | 31,607 | 31,607 | |||||
Total Repurchase Agreement (cost $31,607) | ||||||||
Total Investment Securities (cost $1,272,431) # | 1,411,787 | |||||||
Other Assets and Liabilities — Net | 1,160 | |||||||
Net Assets | $ | 1,412,947 | ||||||
‡ | Non-income producing security. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $1,272,431. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $147,046 and $7,690, respectively. Net unrealized appreciation for tax purposes is $139,356. |
ADR | American Depositary Receipt |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 1,255,677 | $ | 124,503 | $ | — | $ | 1,380,180 | ||||||||
Repurchase Agreement | — | 31,607 | — | 31,607 | ||||||||||||
Total | $ | 1,255,677 | $ | 156,110 | $ | — | $ | 1,411,787 | ||||||||
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 45
At April 30, 2011
(all amounts except per share amounts in thousands)
(unaudited)
Transamerica | Transamerica | Transamerica | Transamerica | Transamerica | ||||||||||||||||
AEGON Flexible | AEGON High | AEGON Money | AEGON Short- | Morgan Stanley | ||||||||||||||||
Income(A) | Yield Bond | Market(B) | Term Bond(C) | Capital Growth(D) | ||||||||||||||||
Assets: | ||||||||||||||||||||
Investment securities, at value | $ | 270,409 | $ | 846,379 | $ | 171,405 | $ | 2,927,842 | $ | 222,020 | ||||||||||
Repurchase agreement, at value | 4,427 | 47,097 | 26,123 | 28,758 | 127 | |||||||||||||||
Cash on deposit with broker | — | — | — | 2,990 | — | |||||||||||||||
Receivables: | ||||||||||||||||||||
Investment securities sold | — | — | — | 15,411 | — | |||||||||||||||
Shares of beneficial interest sold | 737 | 2,560 | 332 | 13,372 | 293 | |||||||||||||||
Interest | 3,952 | 14,681 | 1 | 33,744 | — | (E) | ||||||||||||||
Securities lending income (net) | 7 | 29 | — | 37 | 7 | |||||||||||||||
Dividends | 110 | 112 | — | — | 97 | |||||||||||||||
Dividend reclaims | — | — | — | — | 21 | |||||||||||||||
Money market waiver | 5 | — | 64 | 65 | — | |||||||||||||||
Due from advisor | — | — | 40 | — | — | |||||||||||||||
Other | — | 1 | — | 6 | — | |||||||||||||||
Prepaid expenses | 1 | 3 | 1 | 13 | — | (E) | ||||||||||||||
$ | 279,648 | $ | 910,862 | $ | 197,966 | $ | 3,022,238 | $ | 222,565 | |||||||||||
Liabilities: | ||||||||||||||||||||
Accounts payable and accrued liabilities: | ||||||||||||||||||||
Investment securities purchased | 1,634 | 2,572 | — | 30,819 | — | |||||||||||||||
Shares of beneficial interest redeemed | 421 | 526 | 699 | 7,873 | 169 | |||||||||||||||
Management and advisory fees | 94 | 367 | — | (E) | 1,069 | 120 | ||||||||||||||
Distribution and service fees | 57 | 114 | 99 | 891 | 55 | |||||||||||||||
Trustees fees | 1 | 1 | — | (E) | 5 | — | (E) | |||||||||||||
Transfer agent fees | 12 | 30 | 65 | 67 | 45 | |||||||||||||||
Administration fees | 4 | 12 | 3 | 46 | 3 | |||||||||||||||
Distribution payable | — | — | 1 | 3,937 | — | |||||||||||||||
Variation margin | — | — | — | 2,052 | — | |||||||||||||||
Other | 25 | 74 | 27 | 83 | 16 | |||||||||||||||
Collateral for securities on loan | 25,575 | 126,754 | — | 78,184 | 45,225 | |||||||||||||||
27,823 | 130,450 | 894 | 125,026 | 45,633 | ||||||||||||||||
Net assets | $ | 251,825 | $ | 780,412 | $ | 197,072 | $ | 2,897,212 | $ | 176,932 | ||||||||||
Net assets consist of: | ||||||||||||||||||||
Shares of beneficial interest, unlimited shares authorized, no par value | $ | 316,571 | $ | 767,859 | $ | 197,072 | $ | 2,817,744 | $ | 122,491 | ||||||||||
Undistributed (accumulated) net investment income (loss) | 722 | 2,307 | — | (3,488 | ) | (755 | ) | |||||||||||||
Undistributed (accumulated) net realized gain (loss) from investments | (80,952 | ) | (33,780 | ) | — | 16,656 | 25,390 | |||||||||||||
Net unrealized appreciation (depreciation) on: | ||||||||||||||||||||
Investment securities | 15,473 | 44,026 | — | 68,322 | 29,806 | |||||||||||||||
Futures contracts | — | — | — | (2,052 | ) | — | ||||||||||||||
Translation of assets and liabilities denominated in foreign currencies | 11 | — | — | 30 | — | |||||||||||||||
Net assets | $ | 251,825 | $ | 780,412 | $ | 197,072 | $ | 2,897,212 | $ | 176,932 | ||||||||||
Net assets by class: | ||||||||||||||||||||
Class A | $ | 60,205 | $ | 215,317 | $ | 106,778 | $ | 821,537 | $ | 66,760 | ||||||||||
Class B | 8,728 | 12,076 | 14,881 | 10,184 | ||||||||||||||||
Class C | 42,606 | 48,996 | 29,384 | 839,250 | 17,276 | |||||||||||||||
Class I | 22,135 | 28,264 | 55 | 232,525 | 2,870 | |||||||||||||||
Class I2 | 118,151 | 436,406 | 18,090 | 1,003,900 | ||||||||||||||||
Class P | 39,353 | 27,884 | 79,842 | |||||||||||||||||
Shares outstanding: | ||||||||||||||||||||
Class A | 6,582 | 22,889 | 106,778 | 78,215 | 3,959 | |||||||||||||||
Class B | 954 | 1,284 | 14,881 | 655 | ||||||||||||||||
Class C | 4,679 | 5,225 | 29,380 | 80,051 | 1,112 | |||||||||||||||
Class I | 2,415 | 2,989 | 55 | 22,518 | 168 | |||||||||||||||
Class I2 | 12,880 | 46,049 | 18,090 | 97,290 | ||||||||||||||||
Class P | 4,181 | 27,883 | 4,726 | |||||||||||||||||
Net asset value per share: | ||||||||||||||||||||
Class A | $ | 9.15 | $ | 9.41 | $ | 1.00 | $ | 10.50 | $ | 16.86 | ||||||||||
Class B | 9.15 | 9.41 | 1.00 | 15.55 | ||||||||||||||||
Class C | 9.11 | 9.38 | 1.00 | 10.48 | 15.54 | |||||||||||||||
Class I | 9.17 | 9.46 | 1.00 | 10.33 | 17.03 | |||||||||||||||
Class I2 | 9.17 | 9.48 | 1.00 | 10.32 | ||||||||||||||||
Class P | 9.41 | 1.00 | 16.89 | |||||||||||||||||
Maximum offering price per share (F) | ||||||||||||||||||||
Class A | $ | 9.61 | $ | 9.88 | $ | 1.00 | $ | 10.77 | $ | 17.84 | ||||||||||
Investment securities, at cost | $ | 254,936 | $ | 802,353 | $ | 171,405 | $ | 2,859,520 | $ | 192,214 | ||||||||||
Repurchase agreement, at cost | $ | 4,427 | $ | 47,097 | $ | 26,123 | $ | 28,758 | $ | 127 | ||||||||||
Securities loaned, at value | $ | 24,951 | $ | 124,171 | $ | — | $ | 76,597 | $ | 44,228 | ||||||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
At April 30, 2011
(all amounts except per share amounts in thousands)
(unaudited)
Transamerica | Transamerica | Transamerica | ||||||||||||||||||
Morgan Stanley | Transamerica | Systematic | TS&W | Transamerica | ||||||||||||||||
Growth | Multi-Managed | Small/Mid Cap | International | WMC Diversified | ||||||||||||||||
Opportunities(G) | Balanced(H) | Value(I) | Equity | Equity(J) | ||||||||||||||||
Assets: | ||||||||||||||||||||
Investment securities, at value | $ | 506,847 | $ | 398,521 | $ | 934,477 | $ | 139,603 | $ | 962,215 | ||||||||||
Repurchase agreement, at value | 13,972 | 9,755 | 24,903 | 591 | 51,120 | |||||||||||||||
Foreign currency, at value | 5 | — | — | 129 | — | |||||||||||||||
Receivables: | ||||||||||||||||||||
Investment securities sold | 208 | 27,404 | 5,260 | 1,305 | — | |||||||||||||||
Shares of beneficial interest sold | 474 | 857 | 4,935 | 25 | 118 | |||||||||||||||
Interest | — | (E) | 1,371 | — | (E) | — | (E) | — | (E) | |||||||||||
Securities lending income (net) | 56 | — | 16 | — | 4 | |||||||||||||||
Dividends | 45 | 280 | 345 | 674 | 340 | |||||||||||||||
Dividend reclaims | — | 2 | — | 82 | 124 | |||||||||||||||
Other | 1 | 1 | 2 | — | 2 | |||||||||||||||
Prepaid expenses | 1 | 1 | 2 | — | 3 | |||||||||||||||
$ | 521,609 | $ | 438,192 | $ | 969,940 | $ | 142,409 | $ | 1,013,926 | |||||||||||
Liabilities: | ||||||||||||||||||||
Accounts payable and accrued liabilities: | ||||||||||||||||||||
Investment securities purchased | — | 26,798 | 11,955 | 316 | — | |||||||||||||||
Shares of beneficial interest redeemed | 97 | 531 | 1,151 | — | 434 | |||||||||||||||
Management and advisory fees | 294 | 184 | 457 | 76 | 433 | |||||||||||||||
Distribution and service fees | 80 | 121 | 314 | — | (E) | 114 | ||||||||||||||
Trustees fees | — | (E) | — | (E) | — | (E) | 2 | 1 | ||||||||||||
Transfer agent fees | 84 | 65 | 73 | 9 | 164 | |||||||||||||||
Administration fees | 7 | 7 | 12 | 2 | 15 | |||||||||||||||
Variation margin | — | 20 | — | — | — | |||||||||||||||
Capital gains tax | — | — | — | 39 | — | |||||||||||||||
Other | 24 | 46 | 31 | 19 | 78 | |||||||||||||||
Collateral for securities on loan | 103,813 | — | 195,045 | — | 59,012 | |||||||||||||||
104,399 | 27,772 | 209,038 | 463 | 60,251 | ||||||||||||||||
Net assets | $ | 417,210 | $ | 410,420 | $ | 760,902 | $ | 141,946 | $ | 953,675 | ||||||||||
Net assets consist of: | ||||||||||||||||||||
Shares of beneficial interest, unlimited shares authorized, no par value | $ | 300,887 | $ | 328,005 | $ | 652,407 | $ | 124,470 | $ | 789,549 | ||||||||||
Undistributed (accumulated) net investment income (loss) | (1,457 | ) | 487 | (2,672 | ) | 1,669 | (2,203 | ) | ||||||||||||
Undistributed (accumulated) net realized gain (loss) from investments | 63,533 | 59,298 | 69,866 | (2,134 | ) | 75,365 | ||||||||||||||
Net unrealized appreciation (depreciation) on: | ||||||||||||||||||||
Investment securities | 54,247 | 22,657 | 41,301 | 17,968 | 90,944 | |||||||||||||||
Futures contracts | — | (28 | ) | — | — | — | ||||||||||||||
Translation of assets and liabilities denominated in foreign currencies | — | 1 | — | (27 | ) | 20 | ||||||||||||||
Net assets | $ | 417,210 | $ | 410,420 | $ | 760,902 | $ | 141,946 | $ | 953,675 | ||||||||||
Net assets by class: | ||||||||||||||||||||
Class A | $ | 117,976 | $ | 137,338 | $ | 401,174 | $ | 135 | $ | 89,642 | ||||||||||
Class B | 13,463 | 13,519 | 45,144 | 7,370 | ||||||||||||||||
Class C | 16,371 | 38,387 | 221,024 | 111 | 15,936 | |||||||||||||||
Class I | 4,180 | 7,868 | 77,780 | 87,460 | 436 | |||||||||||||||
Class I2 | 136,610 | 15,780 | 54,240 | 469,254 | ||||||||||||||||
Class P | 128,610 | 213,308 | 371,037 | |||||||||||||||||
Shares outstanding: | ||||||||||||||||||||
Class A | 9,299 | 5,683 | 16,562 | 9 | 5,565 | |||||||||||||||
Class B | 1,156 | 562 | 1,957 | 458 | ||||||||||||||||
Class C | 1,400 | 1,605 | 9,682 | 7 | 991 | |||||||||||||||
Class I | 318 | 325 | 3,161 | 5,529 | 27 | |||||||||||||||
Class I2 | 10,340 | 641 | 3,429 | 29,046 | ||||||||||||||||
Class P | 10,095 | 8,823 | 23,001 | |||||||||||||||||
Net asset value per share: | ||||||||||||||||||||
Class A | $ | 12.69 | $ | 24.17 | $ | 24.22 | $ | 15.81 | $ | 16.11 | ||||||||||
Class B | 11.65 | 24.04 | 23.07 | 16.10 | ||||||||||||||||
Class C | 11.69 | 23.92 | 22.83 | 15.79 | 16.07 | |||||||||||||||
Class I | 13.14 | 24.24 | 24.61 | 15.82 | 16.20 | |||||||||||||||
Class I2 | 13.21 | 24.60 | 15.82 | 16.16 | ||||||||||||||||
Class P | 12.74 | 24.18 | 16.13 | |||||||||||||||||
Maximum offering price per share (F) | ||||||||||||||||||||
Class A | $ | 13.43 | $ | 25.58 | $ | 25.63 | $ | 16.73 | $ | 17.05 | ||||||||||
Investment securities, at cost | $ | 452,600 | $ | 375,864 | $ | 893,176 | $ | 121,635 | $ | 871,271 | ||||||||||
Repurchase agreement, at cost | $ | 13,972 | $ | 9,755 | $ | 24,903 | $ | 591 | $ | 51,120 | ||||||||||
Foreign currency, at cost | $ | 5 | $ | — | $ | — | $ | 128 | $ | — | ||||||||||
Securities loaned, at value | $ | 101,461 | $ | — | $ | 190,000 | $ | — | $ | 57,634 | ||||||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
At April 30, 2011
(all amounts except per share amounts in thousands)
(unaudited)
Transamerica | Transamerica | |||||||
WMC Diversified | WMC Quality | |||||||
Growth | Value | |||||||
Assets: | ||||||||
Investment securities, at value | $ | 1,642,689 | $ | 1,380,180 | ||||
Repurchase agreement, at value | 58,265 | 31,607 | ||||||
Receivables: | ||||||||
Investment securities sold | 6,395 | 4,712 | ||||||
Shares of beneficial interest sold | 689 | 53 | ||||||
Securities lending income (net) | 60 | — | ||||||
Dividends | 581 | 1,819 | ||||||
Dividend reclaims | 482 | 51 | ||||||
Other | 3 | 4 | ||||||
Prepaid expenses | 5 | — | ||||||
$ | 1,709,169 | $ | 1,418,426 | |||||
Liabilities: | ||||||||
Accounts payable and accrued liabilities: | ||||||||
Investment securities purchased | 7,158 | 4,212 | ||||||
Shares of beneficial interest redeemed | 911 | 390 | ||||||
Management and advisory fees | 871 | 762 | ||||||
Distribution and service fees | 218 | 1 | ||||||
Trustees fees | 1 | 2 | ||||||
Transfer agent fees | 259 | 15 | ||||||
Administration fees | 22 | 22 | ||||||
Other | 139 | 75 | ||||||
Collateral for securities on loan | 294,691 | — | ||||||
304,270 | 5,479 | |||||||
Net assets | $ | 1,404,899 | $ | 1,412,947 | ||||
Net assets consist of: | ||||||||
Shares of beneficial interest, unlimited shares authorized, no par value | $ | 1,564,801 | $ | 1,261,932 | ||||
Undistributed (accumulated) net investment income (loss) | (864 | ) | 2,155 | |||||
Undistributed (accumulated) net realized gain (loss) from investments | (425,315 | ) | 9,504 | |||||
Net unrealized appreciation (depreciation) on: | ||||||||
Investment securities | 266,126 | 139,356 | ||||||
Translation of assets and liabilities denominated in foreign currencies | 151 | — | ||||||
Net assets | $ | 1,404,899 | $ | 1,412,947 | ||||
Net assets by class: | ||||||||
Class A | $ | 425,493 | $ | 972 | ||||
Class B | 29,184 | |||||||
Class C | 39,495 | 1,779 | ||||||
Class I | 5,388 | 567 | ||||||
Class I2 | 553,821 | 1,409,629 | ||||||
Class P | 249,374 | |||||||
Class T | 102,144 | |||||||
Shares outstanding: | ||||||||
Class A | 41,081 | 84 | ||||||
Class B | 3,059 | |||||||
Class C | 4,122 | 154 | ||||||
Class I | 505 | 49 | ||||||
Class I2 | 52,096 | 121,460 | ||||||
Class P | 24,079 | |||||||
Class T | 3,485 | |||||||
Net asset value per share: | ||||||||
Class A | $ | 10.36 | $ | 11.59 | ||||
Class B | 9.54 | |||||||
Class C | 9.58 | 11.57 | ||||||
Class I | 10.67 | 11.60 | ||||||
Class I2 | 10.63 | 11.61 | ||||||
Class P | 10.36 | |||||||
Class T | 29.31 | |||||||
Maximum offering price per share (F) | ||||||||
Class A | $ | 10.96 | $ | 12.26 | ||||
Investment securities, at cost | $ | 1,376,563 | $ | 1,240,824 | ||||
Repurchase agreement, at cost | $ | 58,265 | $ | 31,607 | ||||
Securities loaned, at value | $ | 287,853 | $ | — | ||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
At April 30, 2011
(all amounts except per share amounts in thousands)
(unaudited)
(A) | Formerly, Transamerica Flexible Income. | |
(B) | Formerly, Transamerica Money Market. | |
(C) | Formerly, Transamerica Short-Term Bond. | |
(D) | Formerly, Transamerica Focus. | |
(E) | Rounds to less than $1. | |
(F) | Includes the maximum selling commission (represented as a percentage of offering price) which is reduced on certain levels of sales as set forth in the Prospectus. Net asset value per share for Classes B, C, I, I2,and P shares represents offering price. The redemption price for Classes B and C shares equals net asset value less any applicable contingent deferred sales charge. Classes B and T shares are closed to future investors. | |
(G) | Formerly, Transamerica Growth Opportunities. | |
(H) | Formerly, Transamerica Balanced. | |
(I) | Formerly, Transamerica Small/Mid Cap Value. | |
(J) | Formerly, Transamerica Diversified Equity |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
For the period ended April 30, 2011
(all amounts in thousands)
(unaudited)
Transamerica | Transamerica | Transamerica | Transamerica | Transamerica | ||||||||||||||||
AEGON Flexible | AEGON High Yield | AEGON Money | AEGON Short-Term | Morgan Stanley | ||||||||||||||||
Income(A) | Bond | Market(B) | Bond(C) | Capital Growth(D) | ||||||||||||||||
Investment income: | ||||||||||||||||||||
Dividend income | $ | 307 | $ | 204 | $ | — | $ | — | $ | 524 | ||||||||||
Withholding taxes on foreign income | — | (E) | — | — | — | (13 | ) | |||||||||||||
Interest income | 7,895 | 27,840 | 237 | 63,217 | 1 | |||||||||||||||
Securities lending income (net) | 46 | 187 | — | 86 | 24 | |||||||||||||||
8,248 | 28,231 | 237 | 63,303 | 536 | ||||||||||||||||
Expenses: | ||||||||||||||||||||
Management and advisory | 572 | 2,089 | 419 | 6,626 | 652 | |||||||||||||||
Distribution and service: | ||||||||||||||||||||
Class A | 99 | 347 | 195 | 1,445 | 103 | |||||||||||||||
Class B | 47 | 64 | 84 | 50 | ||||||||||||||||
Class C | 192 | 221 | 163 | 4,138 | 75 | |||||||||||||||
Class P | 28 | — | 97 | |||||||||||||||||
Transfer agent: | ||||||||||||||||||||
Class A | 42 | 161 | 228 | 191 | 110 | |||||||||||||||
Class B | 12 | 12 | 34 | 28 | ||||||||||||||||
Class C | 19 | 22 | 32 | 260 | 21 | |||||||||||||||
Class I | 9 | 17 | 1 | 118 | 2 | |||||||||||||||
Class I2 | 4 | 15 | 1 | 37 | ||||||||||||||||
Class P | 17 | 27 | 70 | |||||||||||||||||
Printing and shareholder reports | 8 | 18 | 9 | 70 | 10 | |||||||||||||||
Custody | 25 | 47 | 22 | 153 | 11 | |||||||||||||||
Administration | 24 | 72 | 21 | 284 | 16 | |||||||||||||||
Legal | 4 | 11 | 4 | 46 | 3 | |||||||||||||||
Audit and tax | 8 | 6 | 5 | 6 | 7 | |||||||||||||||
Trustees | 2 | 6 | 2 | 25 | 1 | |||||||||||||||
Registration | 38 | 99 | 56 | 86 | 53 | |||||||||||||||
Other | 3 | 7 | 3 | 23 | 4 | |||||||||||||||
Total expenses | 1,108 | 3,259 | 1,306 | 13,508 | 1,313 | |||||||||||||||
Fund expenses recaptured or (reimbursed)/(waived) | — | (29 | ) | (324 | ) | — | — | |||||||||||||
Class expense recaptured or (reimbursed)/(waived): | ||||||||||||||||||||
Class A | (28 | ) | — | (414 | ) | (413 | ) | (28 | ) | |||||||||||
Class B | — | — | (116 | ) | (14 | ) | ||||||||||||||
Class C | — | — | (192 | ) | — | 1 | ||||||||||||||
Class I | — | — | (1 | ) | — | — | (E) | |||||||||||||
Class I2 | — | — | (1 | ) | — | |||||||||||||||
Class P | (16 | ) | (28 | ) | 19 | |||||||||||||||
Total expense recaptured or (reimbursed)/(waived) | (28 | ) | (45 | ) | (1,076 | ) | (413 | ) | (22 | ) | ||||||||||
Net expenses | 1,080 | 3,214 | 230 | 13,095 | 1,291 | |||||||||||||||
Net investment income (loss) | 7,168 | 25,017 | 7 | 50,208 | (755 | ) | ||||||||||||||
Net realized gain (loss) on transactions from: | ||||||||||||||||||||
Investment securities | 4,096 | 19,283 | — | 12,938 | 38,503 | |||||||||||||||
Futures contracts | — | — | — | 1,936 | — | |||||||||||||||
Foreign currency transactions | (59 | ) | — | — | 34 | (29 | ) | |||||||||||||
4,037 | 19,283 | — | 14,908 | 38,474 | ||||||||||||||||
Net increase (decrease) in unrealized appreciation | ||||||||||||||||||||
(depreciation) on: | ||||||||||||||||||||
Investment securities | (75 | ) | 173 | — | (13,437 | ) | (5,469 | ) | ||||||||||||
Futures contracts | — | — | — | (309 | ) | — | ||||||||||||||
Translation of assets and liabilities denominated in | ||||||||||||||||||||
foreign currencies | 5 | — | — | 5 | — | |||||||||||||||
Change in unrealized appreciation (depreciation) | (70 | ) | 173 | — | (13,741 | ) | (5,469 | ) | ||||||||||||
Net realized and unrealized gain: | 3,967 | 19,456 | — | 1,167 | 33,005 | |||||||||||||||
Net increase in net assets resulting from operations | $ | 11,135 | $ | 44,473 | $ | 7 | $ | 51,375 | $ | 32,250 | ||||||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 50
For the period ended April 30, 2011
(all amounts in thousands)
(unaudited)
Transamerica | Transamerica | |||||||||||||||||||
Morgan Stanley | Transamerica Multi- | Systematic | Transamerica | |||||||||||||||||
Growth | Managed | Small/Mid Cap | TS&W International | Transamerica WMC | ||||||||||||||||
Opportunities(F) | Balanced(G) | Value(H) | Equity | Diversified Equity(I) | ||||||||||||||||
Investment income: | ||||||||||||||||||||
Dividend income | $ | 1,521 | $ | 1,364 | $ | 2,326 | $ | 2,503 | $ | 4,058 | ||||||||||
Withholding taxes on foreign income | (5 | ) | (27 | ) | (5 | ) | (191 | ) | (21 | ) | ||||||||||
Interest income | 1 | 3,249 | 1 | — | (E) | 1 | ||||||||||||||
Securities lending income (net) | 180 | 43 | 124 | — | 48 | |||||||||||||||
1,697 | 4,629 | 2,446 | 2,312 | 4,086 | ||||||||||||||||
Expenses: | ||||||||||||||||||||
Management and advisory | 1,416 | 1,448 | 2,542 | 333 | 3,127 | |||||||||||||||
Distribution and service: | ||||||||||||||||||||
Class A | 159 | 219 | 595 | — | (E) | 153 | ||||||||||||||
Class B | 64 | 70 | 209 | 37 | ||||||||||||||||
Class C | 74 | 156 | 973 | — | (E) | 77 | ||||||||||||||
Class P | 149 | 265 | 428 | |||||||||||||||||
Transfer agent: | ||||||||||||||||||||
Class A | 219 | 160 | 328 | — | (E) | 227 | ||||||||||||||
Class B | 30 | 33 | 43 | 21 | ||||||||||||||||
Class C | 33 | 28 | 152 | — | (E) | 35 | ||||||||||||||
Class I | 3 | 3 | 32 | 55 | 2 | |||||||||||||||
Class I2 | 5 | 1 | 2 | 16 | ||||||||||||||||
Class P | 119 | 201 | 781 | |||||||||||||||||
Printing and shareholder reports | 17 | 16 | 63 | 4 | 24 | |||||||||||||||
Custody | 21 | 28 | 29 | 28 | 41 | |||||||||||||||
Administration | 36 | 39 | 65 | 53 | 87 | |||||||||||||||
Legal | 5 | 6 | 9 | 10 | 13 | |||||||||||||||
Audit and tax | 7 | 5 | 8 | 4 | 9 | |||||||||||||||
Trustees | 3 | 3 | 5 | 6 | 7 | |||||||||||||||
Registration | 51 | 116 | 56 | 53 | 95 | |||||||||||||||
Other | 5 | 5 | 8 | 9 | 8 | |||||||||||||||
Total expenses | 2,416 | 2,801 | 5,118 | 557 | 5,188 | |||||||||||||||
Fund expenses recaptured or (reimbursed)/(waived) | — | (25 | ) | — | — | — | ||||||||||||||
Class expense recaptured or (reimbursed)/(waived): | ||||||||||||||||||||
Class A | 29 | — | — | — | (53 | ) | ||||||||||||||
Class B | 6 | — | — | (6 | ) | |||||||||||||||
Class C | 7 | — | — | — | (4 | ) | ||||||||||||||
Class I | — | (E) | 1 | — | (10 | ) | — | (E) | ||||||||||||
Class I2 | — | — | — | — | — | |||||||||||||||
Class P | — | (195 | ) | (568 | ) | |||||||||||||||
Total expense recaptured or (reimbursed)/(waived) | 42 | (219 | ) | — | (10 | ) | (631 | ) | ||||||||||||
Net expenses | 2,458 | 2,582 | 5,118 | 547 | 4,557 | |||||||||||||||
Net investment income (loss) | (761 | ) | 2,047 | (2,672 | ) | 1,765 | (471 | ) | ||||||||||||
Net realized gain (loss) on transactions from: | ||||||||||||||||||||
Investment securities | 110,874 | 84,509 | 231,185 | 2,444 | 131,928 | |||||||||||||||
Futures contracts | — | (130 | ) | — | — | — | ||||||||||||||
Foreign currency transactions | (284 | ) | — | — | (26 | ) | — | |||||||||||||
110,590 | 84,379 | 231,185 | 2,418 | 131,928 | ||||||||||||||||
Net increase (decrease) in unrealized appreciation | ||||||||||||||||||||
(depreciation) on: | ||||||||||||||||||||
Investment securities | (18,329 | ) | (39,035 | ) | (70,428 | ) | 10,886 | (18,101 | ) | |||||||||||
Futures contracts | — | (28 | ) | — | — | — | ||||||||||||||
Translation of assets and liabilities denominated in | ||||||||||||||||||||
foreign currencies | — | 1 | — | 15 | 10 | |||||||||||||||
Change in unrealized appreciation (depreciation) | (18,329 | ) | (39,062 | ) | (70,428 | ) | 10,901 | (18,091 | ) | |||||||||||
Net realized and unrealized gain: | 92,261 | 45,317 | 160,757 | 13,319 | 113,837 | |||||||||||||||
Net increase in net assets resulting from operations | $ | 91,500 | $ | 47,364 | $ | 158,085 | $ | 15,084 | $ | 113,366 | ||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 51
For the period ended April 30, 2011
(all amounts in thousands)
(unaudited)
Transamerica | ||||||||
WMC Diversified | Transamerica WMC | |||||||
Growth | Quality Value(J) | |||||||
Investment income: | ||||||||
Dividend income | $ | 6,477 | $ | 11,379 | ||||
Withholding taxes on foreign income | (20 | ) | (94 | ) | ||||
Interest income | 2 | 3 | ||||||
Securities lending income (net) | 171 | — | ||||||
6,630 | 11,288 | |||||||
Expenses: | ||||||||
Management and advisory | 4,619 | 3,549 | ||||||
Distribution and service: | ||||||||
Class A | 654 | 1 | ||||||
Class B | 146 | |||||||
Class C | 189 | 4 | ||||||
Class P | 330 | |||||||
Transfer agent: | ||||||||
Class A | 669 | 3 | ||||||
Class B | 74 | |||||||
Class C | 78 | 4 | ||||||
Class I | 4 | — | (E) | |||||
Class I2 | 18 | 38 | ||||||
Class P | 282 | |||||||
Class T | 81 | |||||||
Printing and shareholder reports | 40 | 35 | ||||||
Custody | 82 | 49 | ||||||
Administration | 130 | 102 | ||||||
Legal | 19 | 22 | ||||||
Audit and tax | — | 8 | ||||||
Trustees | 11 | 11 | ||||||
Registration | 67 | 79 | ||||||
Other | 17 | 13 | ||||||
Total expenses | 7,510 | 3,918 | ||||||
Class expense recaptured or (reimbursed)/(waived): | ||||||||
Class A | 97 | (3 | ) | |||||
Class B | (13 | ) | ||||||
Class C | 1 | (3 | ) | |||||
Class I | — | — | (E) | |||||
Class I2 | — | — | ||||||
Class P | (101 | ) | ||||||
Class T | — | |||||||
Total expense recaptured or (reimbursed)/(waived) | (16 | ) | (6 | ) | ||||
Net expenses | 7,494 | 3,912 | ||||||
Net investment income (loss) | (864 | ) | 7,376 | |||||
Net realized gain (loss) on transactions from: | ||||||||
Investment securities | 68,199 | 9,504 | ||||||
Foreign currency transactions | 1 | — | ||||||
68,200 | 9,504 | |||||||
Net increase (decrease) in unrealized appreciation (depreciation) on: | ||||||||
Investment securities | 130,677 | 139,356 | ||||||
Translation of assets and liabilities denominated in foreign currencies | 58 | — | ||||||
Change in unrealized appreciation (depreciation) | 130,735 | 139,356 | ||||||
Net realized and unrealized gain: | 198,935 | 148,860 | ||||||
Net increase in net assets resulting from operations | $ | 198,071 | $ | 156,236 | ||||
(A) | Formerly, Transamerica Flexible Income. | |
(B) | Formerly, Transamerica Money Market. | |
(C) | Formerly, Transamerica Short-Term Bond. | |
(D) | Formerly, Transamerica Focus. | |
(E) | Rounds to less than $1. | |
(F) | Formerly, Transamerica Growth Opportunities. | |
(G) | Formerly, Transamerica Balanced. | |
(H) | Formerly, Transamerica Small/Mid Cap Value. | |
(I) | Formerly, Transamerica Diversified Equity |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 52
For the period and year ended:
(all amounts in thousands)
Transamerica AEGON Flexible | Transamerica AEGON High Yield | Transamerica AEGON Money | ||||||||||||||||||||||
Income(A) | Bond | Market(B) | ||||||||||||||||||||||
April 30, 2011 | October 31, | April 30, 2011 | October 31, | April 30, 2011 | October 31, | |||||||||||||||||||
(unaudited) | 2010(C) | (unaudited) | 2010(C) | (unaudited) | 2010(C) | |||||||||||||||||||
| | | | | | | ||||||||||||||||||||||||
From operations: | ||||||||||||||||||||||||
Net investment income | $ | 7,168 | $ | 14,706 | $ | 25,017 | $ | 48,143 | $ | 7 | $ | 16 | ||||||||||||
Net realized gain (loss) (D) | 4,037 | 17,969 | 19,283 | 24,273 | — | — | ||||||||||||||||||
Change in unrealized appreciation (depreciation) (E) | (70 | ) | 1,881 | 173 | 30,571 | — | — | |||||||||||||||||
Net increase in net assets resulting from operations | 11,135 | 34,556 | 44,473 | 102,987 | 7 | 16 | ||||||||||||||||||
Net equalization credit and charges | — | — | — | — | — | (84 | ) | |||||||||||||||||
Distributions to shareholders: | ||||||||||||||||||||||||
From net investment income: | ||||||||||||||||||||||||
Class A | (1,633 | ) | (2,777 | ) | (6,537 | ) | (7,929 | ) | (1 | ) | (5 | ) | ||||||||||||
Class B | (231 | ) | (566 | ) | (371 | ) | (917 | ) | — | (F) | (1 | ) | ||||||||||||
Class C | (1,000 | ) | (1,393 | ) | (1,320 | ) | (2,048 | ) | (1 | ) | (2 | ) | ||||||||||||
Class I | (421 | ) | (209 | ) | (949 | ) | (642 | ) | — | (F) | — | (F) | ||||||||||||
Class I2 | (3,909 | ) | (10,854 | ) | (14,483 | ) | (35,273 | ) | (2 | ) | (3 | ) | ||||||||||||
Class P | (747 | ) | (2,091 | ) | (3 | ) | (4 | ) | ||||||||||||||||
Total distributions to shareholders | (7,194 | ) | (15,799 | ) | (24,407 | ) | (48,900 | ) | (7 | ) | (15 | ) | ||||||||||||
Capital share transactions: | ||||||||||||||||||||||||
Proceeds from shares sold: | ||||||||||||||||||||||||
Class A | 13,575 | 40,020 | 47,126 | 175,590 | 40,104 | 87,174 | ||||||||||||||||||
Class B | 459 | 4,135 | 282 | 5,029 | 3,343 | 7,885 | ||||||||||||||||||
Class C | 16,417 | 34,689 | 9,712 | 25,217 | 11,668 | 20,292 | ||||||||||||||||||
Class I | 14,961 | 10,503 | 11,677 | 27,869 | — | 55 | ||||||||||||||||||
Class I2 | 149 | 3,933 | 11,186 | 16,456 | 2,392 | 8,382 | ||||||||||||||||||
Class P | 25,173 | 43,121 | 2,916 | 11,682 | ||||||||||||||||||||
45,561 | 93,280 | 105,156 | 293,282 | 60,423 | 135,470 | |||||||||||||||||||
Issued from fund acquisition: | ||||||||||||||||||||||||
Class A | — | 13,041 | — | — | — | — | ||||||||||||||||||
Class B | — | 2,469 | — | — | — | — | ||||||||||||||||||
Class C | — | 5,997 | — | — | — | — | ||||||||||||||||||
Class I2 | — | 53,655 | — | 42,041 | — | — | ||||||||||||||||||
Class P | — | 51,472 | — | 43,668 | ||||||||||||||||||||
— | 75,162 | — | 93,513 | — | 43,668 | |||||||||||||||||||
Dividends and distributions reinvested: | ||||||||||||||||||||||||
Class A | 1,308 | 2,040 | 5,696 | 6,300 | 1 | 4 | ||||||||||||||||||
Class B | 163 | 400 | 236 | 565 | — | (F) | 1 | |||||||||||||||||
Class C | 535 | 718 | 819 | 1,325 | 1 | 1 | ||||||||||||||||||
Class I | 214 | 41 | 574 | 264 | — | (F) | — | (F) | ||||||||||||||||
Class I2 | 3,909 | 10,854 | 14,483 | 35,273 | 2 | 4 | ||||||||||||||||||
Class P | 719 | 2,035 | 3 | 4 | ||||||||||||||||||||
6,129 | 14,053 | 22,527 | 45,762 | 7 | 14 | |||||||||||||||||||
Cost of shares redeemed: | ||||||||||||||||||||||||
Class A | (12,010 | ) | (29,821 | ) | (37,631 | ) | (67,766 | ) | (54,459 | ) | (119,147 | ) | ||||||||||||
Class B | (1,419 | ) | (3,008 | ) | (1,456 | ) | (2,899 | ) | (6,517 | ) | (18,940 | ) | ||||||||||||
Class C | (11,264 | ) | (20,023 | ) | (4,572 | ) | (6,669 | ) | (16,084 | ) | (32,675 | ) | ||||||||||||
Class I | (3,118 | ) | (1,014 | ) | (11,826 | ) | (1,970 | ) | — | — | ||||||||||||||
Class I2 | (34,394 | ) | (66,476 | ) | (9,246 | ) | (195,700 | ) | (6,077 | ) | (20,731 | ) | ||||||||||||
Class P | (9,160 | ) | (76,785 | ) | (7,094 | ) | (23,294 | ) | ||||||||||||||||
(62,205 | ) | (120,342 | ) | (73,891 | ) | (351,789 | ) | (90,231 | ) | (214,787 | ) | |||||||||||||
Net Income equalization: | ||||||||||||||||||||||||
Class A | — | — | — | — | — | 42 | ||||||||||||||||||
Class B | — | — | — | — | — | 9 | ||||||||||||||||||
Class C | — | — | — | — | — | 12 | ||||||||||||||||||
Class I | — | — | — | — | — | — | (F) | |||||||||||||||||
Class I2 | — | — | — | — | — | 9 | ||||||||||||||||||
Class P | — | — | — | — | — | 12 | ||||||||||||||||||
— | — | — | — | — | 84 | |||||||||||||||||||
Automatic conversions: | ||||||||||||||||||||||||
Class A | 1,245 | 2,342 | 1,229 | 1,788 | 1,387 | 5,116 | ||||||||||||||||||
Class B | (1,245 | ) | (2,342 | ) | (1,229 | ) | (1,788 | ) | (1,387 | ) | (5,116 | ) | ||||||||||||
— | — | — | — | — | — | |||||||||||||||||||
Fair fund settlement: | ||||||||||||||||||||||||
Class A | — | — | — | 3 | — | 1 | ||||||||||||||||||
Class B | — | — | — | — | (F) | — | — | (F) | ||||||||||||||||
Class C | — | — | — | 1 | — | — | (F) | |||||||||||||||||
Class I | — | — | — | — | (F) | — | — | (F) | ||||||||||||||||
Class I2 | — | — | — | 21 | — | — | (F) | |||||||||||||||||
Class P | — | 2 | — | — | (F) | |||||||||||||||||||
— | — | — | 27 | — | 1 | |||||||||||||||||||
Net increase (decrease) in net assets resulting from capital shares transactions | (10,515 | ) | 62,153 | 53,792 | 80,795 | (29,801 | ) | (35,550 | ) | |||||||||||||||
Net increase (decrease) in net assets | (6,574 | ) | 80,910 | 73,858 | 134,882 | (29,801 | ) | (35,633 | ) | |||||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 53
For the period and year ended:
(all amounts in thousands)
Transamerica AEGON Flexible | Transamerica AEGON High Yield | Transamerica AEGON Money | ||||||||||||||||||||||
Income(A) | Bond | Market(B) | ||||||||||||||||||||||
April 30, 2011 | October 31, | April 30, 2011 | October 31, | April 30, 2011 | October 31, | |||||||||||||||||||
(unaudited) | 2010(C) | (unaudited) | 2010(C) | (unaudited) | 2010(C) | |||||||||||||||||||
Net assets: | ||||||||||||||||||||||||
Beginning of period/year | $ | 258,399 | $ | 177,489 | $ | 706,554 | $ | 571,672 | $ | 226,873 | $ | 262,506 | ||||||||||||
End of period/year | $ | 251,825 | $ | 258,399 | $ | 780,412 | $ | 706,554 | $ | 197,072 | $ | 226,873 | ||||||||||||
Undistributed net investment income | $ | 722 | $ | 748 | $ | 2,307 | $ | 1,697 | $ | — | $ | — | ||||||||||||
Share activity: | ||||||||||||||||||||||||
Shares issued: | ||||||||||||||||||||||||
Class A | 1,504 | 4,626 | 5,107 | 19,958 | 40,104 | 87,173 | ||||||||||||||||||
Class B | 51 | 479 | 31 | 578 | 3,344 | 7,884 | ||||||||||||||||||
Class C | 1,825 | 4,015 | 1,054 | 2,873 | 11,668 | 20,292 | ||||||||||||||||||
Class I | 1,651 | 1,195 | 1,256 | 3,130 | — | 55 | ||||||||||||||||||
Class I2 | 17 | 460 | 1,193 | 1,868 | 2,391 | 8,382 | ||||||||||||||||||
Class P | 2,702 | 4,932 | 2,916 | 11,681 | ||||||||||||||||||||
5,048 | 10,775 | 11,343 | 33,339 | 60,423 | 135,467 | |||||||||||||||||||
Shares issued on fund acquisition: | ||||||||||||||||||||||||
Class A | — | 1,554 | — | — | — | — | ||||||||||||||||||
Class B | — | 294 | — | — | — | — | ||||||||||||||||||
Class C | — | 717 | — | — | — | — | ||||||||||||||||||
Class I2 | — | 6,372 | — | 4,928 | — | — | ||||||||||||||||||
Class P | — | 6,070 | — | 43,668 | ||||||||||||||||||||
— | 8,937 | — | 10,998 | — | 43,668 | |||||||||||||||||||
Shares issued-reinvested from distributions: | ||||||||||||||||||||||||
Class A | 145 | 236 | 619 | 718 | 1 | 4 | ||||||||||||||||||
Class B | 18 | 46 | 26 | 65 | — | (G) | 1 | |||||||||||||||||
Class C | 60 | 83 | 89 | 152 | 1 | 1 | ||||||||||||||||||
Class I | 24 | 5 | 62 | 30 | — | (G) | — | (G) | ||||||||||||||||
Class I2 | 434 | 1,254 | 1,565 | 4,026 | 2 | 4 | ||||||||||||||||||
Class P | 78 | 233 | 3 | 4 | ||||||||||||||||||||
681 | 1,624 | 2,439 | 5,224 | 7 | 14 | |||||||||||||||||||
Shares redeemed: | ||||||||||||||||||||||||
Class A | (1,332 | ) | (3,460 | ) | (4,083 | ) | (7,735 | ) | (54,459 | ) | (119,147 | ) | ||||||||||||
Class B | (157 | ) | (347 | ) | (158 | ) | (331 | ) | (6,517 | ) | (18,940 | ) | ||||||||||||
Class C | (1,255 | ) | (2,327 | ) | (499 | ) | (765 | ) | (16,084 | ) | (32,675 | ) | ||||||||||||
Class I | (345 | ) | (115 | ) | (1,269 | ) | (220 | ) | — | — | ||||||||||||||
Class I2 | (3,817 | ) | (7,637 | ) | (997 | ) | (22,168 | ) | (6,077 | ) | (20,731 | ) | ||||||||||||
Class P | (996 | ) | (8,838 | ) | (7,094 | ) | (23,294 | ) | ||||||||||||||||
(6,906 | ) | (13,886 | ) | (8,002 | ) | (40,057 | ) | (90,231 | ) | (214,787 | ) | |||||||||||||
Automatic conversions: | ||||||||||||||||||||||||
Class A | 138 | 270 | 132 | 205 | 1,387 | 5,116 | ||||||||||||||||||
Class B | (138 | ) | (270 | ) | (132 | ) | (205 | ) | (1,387 | ) | (5,116 | ) | ||||||||||||
— | — | — | — | — | — | |||||||||||||||||||
Net increase (decrease) in shares outstanding: | ||||||||||||||||||||||||
Class A | 455 | 3,226 | 1,775 | 13,146 | (12,966 | ) | (26,854 | ) | ||||||||||||||||
Class B | (226 | ) | 202 | (233 | ) | 107 | (4,560 | ) | (16,171 | ) | ||||||||||||||
Class C | 630 | 2,488 | 644 | 2,260 | (4,415 | ) | (12,382 | ) | ||||||||||||||||
Class I | 1,330 | 1,085 | 49 | 2,940 | 55 | |||||||||||||||||||
Class I2 | (3,366 | ) | 449 | 1,761 | (11,346 | ) | (3,684 | ) | (12,345 | ) | ||||||||||||||
Class P | 1,784 | 2,397 | (4,176 | ) | 32,059 | |||||||||||||||||||
(1,177 | ) | 7,450 | 5,780 | 9,504 | (29,801 | ) | (35,638 | ) | ||||||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 54
For the period and year ended:
(all amounts in thousands)
Transamerica AEGON Short-Term | Transamerica Morgan Stanley | Transamerica Morgan Stanley | ||||||||||||||||||||||
Bond(H) | Capital Growth(I) | Growth Opportunities(J) | ||||||||||||||||||||||
April 30, 2011 | October 31, | April 30, 2011 | October 31, | April 30, 2011 | October 31, | |||||||||||||||||||
(unaudited) | 2010(C) | (unaudited) | 2010(P) | (unaudited) | 2010(C) | |||||||||||||||||||
From operations: | ||||||||||||||||||||||||
Net investment income (loss) | $ | 50,208 | $ | 89,019 | $ | (755 | ) | $ | (1,060 | ) | $ | (761 | ) | $ | (384 | ) | ||||||||
Net realized gain (loss)(D) | 14,908 | 19,510 | 38,474 | 4,802 | 110,590 | 22,355 | ||||||||||||||||||
Change in unrealized appreciation (depreciation)(E) | (13,741 | ) | 35,517 | (5,469 | ) | 22,155 | (18,329 | ) | 51,638 | |||||||||||||||
Net increase in net assets resulting from operations | 51,375 | 144,046 | 32,250 | 25,897 | 91,500 | 73,609 | ||||||||||||||||||
Distributions to shareholders: | ||||||||||||||||||||||||
From net investment income: | ||||||||||||||||||||||||
Class A | (15,454 | ) | (25,649 | ) | — | (54 | ) | — | — | |||||||||||||||
Class B | — | (10 | ) | — | — | |||||||||||||||||||
Class C | (12,319 | ) | (20,162 | ) | — | (9 | ) | — | — | |||||||||||||||
Class I | (4,125 | ) | (4,071 | ) | — | — | (F) | (8 | ) | — | ||||||||||||||
Class I2 | (19,611 | ) | (39,448 | ) | (576 | ) | — | |||||||||||||||||
Class P | — | (105 | ) | (112 | ) | — | ||||||||||||||||||
(51,509 | ) | (89,330 | ) | — | (178 | ) | (696 | ) | — | |||||||||||||||
From net realized gains: | ||||||||||||||||||||||||
Class A | (1,874 | ) | — | — | — | — | — | |||||||||||||||||
Class C | (1,877 | ) | — | — | — | — | — | |||||||||||||||||
Class I | (450 | ) | — | — | — | — | — | |||||||||||||||||
Class I2 | (2,237 | ) | — | — | — | |||||||||||||||||||
(6,438 | ) | — | — | — | — | — | ||||||||||||||||||
Total distributions to shareholders | (57,947 | ) | (89,330 | ) | — | (178 | ) | (696 | ) | — | ||||||||||||||
Capital share transactions: | ||||||||||||||||||||||||
Proceeds from shares sold: | ||||||||||||||||||||||||
Investor Class | — | 127 | ||||||||||||||||||||||
Class A | 179,889 | 868,148 | 11,623 | 2,879 | 41,302 | 2,816 | ||||||||||||||||||
Class B | 569 | 764 | 501 | 1,026 | ||||||||||||||||||||
Class C | 135,428 | 578,716 | 3,292 | 631 | 1,828 | 1,364 | ||||||||||||||||||
Class I | 109,843 | 274,807 | 2,507 | 429 | 3,530 | 772 | ||||||||||||||||||
Class I2 | 37,996 | 338,251 | 283 | 19,035 | ||||||||||||||||||||
Class P | 4,051 | 2,885 | 6,395 | 3,868 | ||||||||||||||||||||
463,156 | 2,059,922 | 22,042 | 7,715 | 53,839 | 28,881 | |||||||||||||||||||
Issued from fund acquisition: | ||||||||||||||||||||||||
Class A | — | — | — | 39,661 | — | — | ||||||||||||||||||
Class B | — | 18,628 | — | — | ||||||||||||||||||||
Class C | — | — | — | 13,950 | — | — | ||||||||||||||||||
Class P | — | 68,302 | — | 96,199 | ||||||||||||||||||||
— | — | — | 140,541 | — | 96,199 | |||||||||||||||||||
Dividends and distributions reinvested: | ||||||||||||||||||||||||
Class A | 13,753 | 18,561 | — | 51 | — | — | ||||||||||||||||||
Class B | — | 9 | — | — | ||||||||||||||||||||
Class C | 9,801 | 13,088 | — | 8 | — | — | ||||||||||||||||||
Class I | 1,893 | 810 | — | — | (F) | 3 | — | |||||||||||||||||
Class I2 | 22,085 | 39,349 | 576 | — | ||||||||||||||||||||
Class P | — | 104 | 112 | — | ||||||||||||||||||||
47,532 | 71,808 | — | 172 | 691 | — | |||||||||||||||||||
Redeemed due to acquisition: | ||||||||||||||||||||||||
Investor Class | — | (68,302 | ) | — | — | |||||||||||||||||||
Cost of shares redeemed: | ||||||||||||||||||||||||
Investor class | (166 | ) | ||||||||||||||||||||||
Class A | (227,044 | ) | (335,135 | ) | (6,223 | ) | (8,976 | ) | (6,716 | ) | (10,186 | ) | ||||||||||||
Class B | (954 | ) | (3,226 | ) | (1,016 | ) | (2,202 | ) | ||||||||||||||||
Class C | (138,927 | ) | (88,854 | ) | (1,751 | ) | (3,668 | ) | (1,908 | ) | (2,378 | ) | ||||||||||||
Class I | (77,320 | ) | (79,367 | ) | (359 | ) | (50 | ) | (771 | ) | (33 | ) | ||||||||||||
Class I2 | (52,956 | ) | (111,416 | ) | (2,018 | ) | (55,843 | ) | ||||||||||||||||
Class P | (10,163 | ) | (11,367 | ) | (13,233 | ) | (15,721 | ) | ||||||||||||||||
(496,247 | ) | (614,772 | ) | (19,450 | ) | (27,453 | ) | (25,662 | ) | (86,363 | ) | |||||||||||||
Automatic conversions: | ||||||||||||||||||||||||
Class A | 1,371 | 7,775 | 1,720 | 3,838 | ||||||||||||||||||||
Class B | (1,371 | ) | (7,775 | ) | (1,720 | ) | (3,838 | ) | ||||||||||||||||
— | — | — | — | — | — | |||||||||||||||||||
Fair fund settlement: | ||||||||||||||||||||||||
Class A | — | — | — | — | 1 | 31 | ||||||||||||||||||
Class B | — | — | — | (F) | 9 | |||||||||||||||||||
Class C | — | — | — | — | — | (F) | 7 | |||||||||||||||||
Class I | — | — | — | — | — | (F) | — | (F) | ||||||||||||||||
Class I2 | — | — | 2 | 73 | ||||||||||||||||||||
Class P | — | — | 1 | 57 | ||||||||||||||||||||
— | — | — | — | 4 | 177 | |||||||||||||||||||
Net increase in net assets resulting from capital shares transactions | 14,441 | 1,516,958 | 2,592 | 52,673 | 28,872 | 38,894 | ||||||||||||||||||
Net increase in net assets | 7,869 | 1,571,674 | 34,842 | 78,392 | 119,676 | 112,503 | ||||||||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 55
For the period and year ended:
(all amounts in thousands)
Transamerica AEGON Short-Term | Transamerica Morgan Stanley | Transamerica Morgan Stanley | ||||||||||||||||||||||
Bond(H) | Capital Growth(I) | Growth Opportunities(J) | ||||||||||||||||||||||
April 30, 2011 | October 31, | April 30, 2011 | October 31, | April 30, 2011 | October 31, | |||||||||||||||||||
(unaudited) | 2010(C) | (unaudited) | 2010(P) | (unaudited) | 2010(C) | |||||||||||||||||||
Net assets: | ||||||||||||||||||||||||
Beginning of period/year | $ | 2,889,343 | $ | 1,317,669 | $ | 142,090 | $ | 63,698 | $ | 297,534 | $ | 185,031 | ||||||||||||
End of period/year | $ | 2,897,212 | $ | 2,889,343 | $ | 176,932 | $ | 142,090 | $ | 417,210 | $ | 297,534 | ||||||||||||
Undistributed (accumulated) net investment income (loss) | $ | (3,488 | ) | $ | (2,187 | ) | $ | (755 | ) | $ | — | $ | (1,457 | ) | $ | — | ||||||||
Share activity: | ||||||||||||||||||||||||
Shares issued: | ||||||||||||||||||||||||
Investor Class | 8 | |||||||||||||||||||||||
Class A | 17,159 | 83,747 | 743 | 232 | 3,652 | 325 | ||||||||||||||||||
Class B | 40 | 67 | 48 | 129 | ||||||||||||||||||||
Class C | 12,941 | 55,769 | 228 | 54 | 172 | 169 | ||||||||||||||||||
Class I | 10,662 | 26,816 | 159 | 35 | 302 | 84 | ||||||||||||||||||
Class I2 | 3,688 | 33,121 | 23 | 2,050 | ||||||||||||||||||||
Class P | 258 | 234 | 554 | 444 | ||||||||||||||||||||
44,450 | 199,453 | 1,428 | 630 | 4,751 | 3,201 | |||||||||||||||||||
Shares issued on fund acquisition: | ||||||||||||||||||||||||
Class A | — | — | — | 3,369 | — | — | ||||||||||||||||||
Class B | — | 1,700 | — | — | ||||||||||||||||||||
Class C | — | — | — | 1,275 | — | — | ||||||||||||||||||
Class P | — | 5,802 | — | 12,010 | ||||||||||||||||||||
— | — | — | 12,146 | — | 12,010 | |||||||||||||||||||
Shares issued-reinvested from distributions: | ||||||||||||||||||||||||
Class A | 1,313 | 1,783 | — | 4 | — | — | ||||||||||||||||||
Class B | — | 1 | — | — | ||||||||||||||||||||
Class C | 938 | 1,260 | — | 1 | — | — | ||||||||||||||||||
Class I | 184 | 79 | — | — | (G) | — | (G) | — | ||||||||||||||||
Class I2 | 2,146 | 3,852 | 51 | — | ||||||||||||||||||||
Class P | — | 9 | 10 | — | ||||||||||||||||||||
4,581 | 6,974 | — | 15 | 61 | — | |||||||||||||||||||
Shares redeemed due to acquisition: | ||||||||||||||||||||||||
Investor Class | — | — | — | (3,672 | ) | — | — | |||||||||||||||||
Shares redeemed: | ||||||||||||||||||||||||
Investor Class | (10 | ) | ||||||||||||||||||||||
Class A | (21,664 | ) | (32,381 | ) | (396 | ) | (734 | ) | (583 | ) | (1,176 | ) | ||||||||||||
Class B | (67 | ) | (288 | ) | (99 | ) | (278 | ) | ||||||||||||||||
Class C | (13,282 | ) | (8,542 | ) | (122 | ) | (324 | ) | (179 | ) | (298 | ) | ||||||||||||
Class I | (7,504 | ) | (7,719 | ) | (22 | ) | (4 | ) | (64 | ) | (4 | ) | ||||||||||||
Class I2 | (5,145 | ) | (10,852 | ) | (187 | ) | (5,908 | ) | ||||||||||||||||
Class P | (634 | ) | (943 | ) | (1,116 | ) | (1,807 | ) | ||||||||||||||||
(47,595 | ) | (59,494 | ) | (1,241 | ) | (2,303 | ) | (2,228 | ) | (9,471 | ) | |||||||||||||
Automatic conversions: | ||||||||||||||||||||||||
Class A | 89 | 652 | 152 | 455 | ||||||||||||||||||||
Class B | (96 | ) | (702 | ) | (165 | ) | (492 | ) | ||||||||||||||||
— | — | (7 | ) | (50 | ) | (13 | ) | (37 | ) | |||||||||||||||
Net increase (decrease) in shares outstanding: | ||||||||||||||||||||||||
Investor Class | (3,674 | ) | ||||||||||||||||||||||
Class A | (3,192 | ) | 53,149 | 436 | 3,523 | 3,221 | (396 | ) | ||||||||||||||||
Class B | (123 | ) | 778 | (216 | ) | (641 | ) | |||||||||||||||||
Class C | 597 | 48,487 | 106 | 1,006 | (7 | ) | (129 | ) | ||||||||||||||||
Class I | 3,342 | 19,176 | 137 | 31 | 238 | 80 | ||||||||||||||||||
Class I2 | 689 | 26,121 | (113 | ) | (3,858 | ) | ||||||||||||||||||
Class P | (376 | ) | 5,102 | (552 | ) | 10,647 | ||||||||||||||||||
1,436 | 146,933 | 180 | 6,766 | 2,571 | 5,703 | |||||||||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 56
For the period and year ended:
(all amounts in thousands)
Transamerica Multi-Managed | Transamerica Systematic | Transamerica TS&W International | ||||||||||||||||||||||
Balanced(K) | Small/Mid Cap Value(L) | Equity | ||||||||||||||||||||||
April 30, 2011 | October 31, | April 30, 2011 | October 31, | April 30, 2011 | October 31, | |||||||||||||||||||
(unaudited) | 2010 | (unaudited) | 2010(C) | (unaudited)(Q) | 2010* | |||||||||||||||||||
From operations: | ||||||||||||||||||||||||
Net investment income (loss) | $ | 2,047 | $ | 9,489 | $ | (2,672 | ) | $ | (1,635 | ) | $ | 1,765 | $ | 1,185 | ||||||||||
Net realized gain (loss)(D) | 84,379 | 33,723 | 231,185 | 39,083 | 2,418 | 2,129 | ||||||||||||||||||
Change in unrealized appreciation (depreciation)(E) | (39,062 | ) | 19,335 | (70,428 | ) | 69,238 | 10,901 | 5,643 | ||||||||||||||||
Net increase in net assets resulting from operations | 47,364 | 62,547 | 158,085 | 106,686 | 15,084 | 8,957 | ||||||||||||||||||
Distributions to shareholders: | ||||||||||||||||||||||||
From net investment income: | ||||||||||||||||||||||||
Fund Level | (1,049 | ) | (844 | ) | ||||||||||||||||||||
Class A | (571 | ) | (2,267 | ) | — | — | — | |||||||||||||||||
Class B | (27 | ) | (269 | ) | — | — | ||||||||||||||||||
Class C | (82 | ) | (479 | ) | — | — | — | |||||||||||||||||
Class I | (24 | ) | (5 | ) | — | — | — | |||||||||||||||||
Class P | (1,182 | ) | (6,337 | ) | ||||||||||||||||||||
Total distributions to shareholders | (1,886 | ) | (9,357 | ) | — | — | (1,049 | ) | (844 | ) | ||||||||||||||
Capital share transactions: | ||||||||||||||||||||||||
Proceeds from shares sold: | ||||||||||||||||||||||||
Fund Level | 1,812 | 15,234 | ||||||||||||||||||||||
Class A | 43,484 | 7,851 | 87,163 | 128,433 | 28 | |||||||||||||||||||
Class B | 630 | 1,097 | 1,164 | 8,100 | ||||||||||||||||||||
Class C | 14,108 | 1,724 | 28,940 | 50,351 | 6 | |||||||||||||||||||
Class I | 8,718 | 302 | 32,961 | 49,227 | 889 | |||||||||||||||||||
Class I2 | 771 | 2,506 | 50,396 | |||||||||||||||||||||
Class P | 13,012 | 25,698 | ||||||||||||||||||||||
79,952 | 36,672 | 150,999 | 238,617 | 53,131 | 15,234 | |||||||||||||||||||
Issued from fund acquisition: | ||||||||||||||||||||||||
Class A | — | 18,932 | — | — | 100 | |||||||||||||||||||
Class B | — | 3,855 | — | — | ||||||||||||||||||||
Class C | — | 5,342 | — | — | 100 | |||||||||||||||||||
Class I | — | — | — | — | 83,612 | |||||||||||||||||||
Class I2 | — | — | — | — | — | (F) | ||||||||||||||||||
Class P | — | 281,788 | ||||||||||||||||||||||
— | 309,917 | — | — | 83,812 | — | |||||||||||||||||||
Dividends and distributions reinvested: | ||||||||||||||||||||||||
Fund Level | 1,003 | 816 | ||||||||||||||||||||||
Class A | 535 | 2,132 | — | — | — | |||||||||||||||||||
Class B | 26 | 256 | — | — | ||||||||||||||||||||
Class C | 71 | 430 | — | — | — | |||||||||||||||||||
Class I | 16 | 3 | — | — | — | |||||||||||||||||||
Class P | 1,175 | 6,308 | ||||||||||||||||||||||
1,823 | 9,129 | — | — | 1,003 | 816 | |||||||||||||||||||
Redemption due to acquisition: | ||||||||||||||||||||||||
Fund Level | — | — | — | — | (83,612 | ) | ||||||||||||||||||
Cost of shares redeemed: | ||||||||||||||||||||||||
Fund Level | (1,336 | ) | (13,496 | ) | ||||||||||||||||||||
Class A | (18,518 | ) | (16,364 | ) | (53,767 | ) | (112,530 | ) | — | (F) | ||||||||||||||
Class B | (1,330 | ) | (3,595 | ) | (3,406 | ) | (6,385 | ) | ||||||||||||||||
Class C | (3,466 | ) | (4,123 | ) | (25,369 | ) | (29,483 | ) | — | |||||||||||||||
Class I | (1,367 | ) | (59 | ) | (8,477 | ) | (11,419 | ) | (358 | ) | ||||||||||||||
Class I2 | (4,900 | ) | (597 | ) | — | |||||||||||||||||||
Class P | (25,753 | ) | (146,174 | ) | ||||||||||||||||||||
(50,434 | ) | (170,315 | ) | (95,919 | ) | (160,414 | ) | (1,694 | ) | (13,496 | ) | |||||||||||||
Redemption fee: | ||||||||||||||||||||||||
Class I | — | — | — | — | — | 4 | ||||||||||||||||||
Automatic conversions: | ||||||||||||||||||||||||
Class A | 2,211 | 7,711 | 1,220 | 6,686 | ||||||||||||||||||||
Class B | (2,211 | ) | (7,711 | ) | (1,220 | ) | (6,686 | ) | ||||||||||||||||
— | — | — | — | — | — | |||||||||||||||||||
Fair fund settlement: | ||||||||||||||||||||||||
Class A | — | 2 | — | — | — | |||||||||||||||||||
Class B | — | — | (F) | — | — | |||||||||||||||||||
Class C | — | 1 | — | — | — | |||||||||||||||||||
Class I | — | — | (F) | — | — | — | — | |||||||||||||||||
Class P | — | 6 | ||||||||||||||||||||||
— | 9 | — | — | — | — | |||||||||||||||||||
Net increase in net assets resulting from capital shares transactions | 31,341 | 185,412 | 55,080 | 78,203 | 52,640 | 2,558 | ||||||||||||||||||
Net increase in net assets | 76,819 | 238,602 | 213,165 | 184,889 | 66,675 | 10,671 | ||||||||||||||||||
Net assets: | ||||||||||||||||||||||||
Beginning of period/year | $ | 333,601 | $ | 94,999 | $ | 547,737 | $ | 362,848 | $ | 75,271 | $ | 64,600 | ||||||||||||
End of period/year | $ | 410,420 | $ | 333,601 | $ | 760,902 | $ | 547,737 | $ | 141,946 | $ | 75,271 | ||||||||||||
Undistributed (accumulated) net investment income (loss) | $ | 487 | $ | 326 | $ | (2,672 | ) | $ | — | $ | 1,669 | $ | 953 | |||||||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 | |||
Page 57 |
For the period and year ended:
(all amounts in thousands)
Transamerica Multi-Managed | Transamerica Systematic | Transamerica TS&W International | ||||||||||||||||||||||
Balanced(K) | Small/Mid Cap Value(L) | Equity | ||||||||||||||||||||||
April 30, 2011 | October 31, | April 30, 2011 | October 31, | April 30, 2011 | October 31, | |||||||||||||||||||
(unaudited) | 2010 | (unaudited) | 2010(C) | (unaudited)(Q) | 2010* | |||||||||||||||||||
Share activity: | ||||||||||||||||||||||||
Shares issued: | ||||||||||||||||||||||||
Fund Level | 136 | 1,216 | ||||||||||||||||||||||
Class A | 1,911 | 391 | 3,961 | 7,470 | 1 | |||||||||||||||||||
Class B | 27 | 57 | 56 | 493 | ||||||||||||||||||||
Class C | 611 | 87 | 1,387 | 3,065 | — | |||||||||||||||||||
Class I | 370 | 15 | 1,432 | 2,756 | 50 | |||||||||||||||||||
Class I2 | 34 | 141 | 3,429 | |||||||||||||||||||||
Class P | 564 | 1,305 | ||||||||||||||||||||||
3,483 | 1,855 | 6,870 | 13,925 | 3,617 | 1,216 | |||||||||||||||||||
Shares issued on fund acquisition: | ||||||||||||||||||||||||
Class A | — | 1,014 | — | — | 8 | |||||||||||||||||||
Class B | — | 207 | — | — | ||||||||||||||||||||
Class C | — | 289 | — | — | 7 | |||||||||||||||||||
Class I | — | — | — | — | 5,502 | |||||||||||||||||||
Class I2 | — | — | — | — | — | (G) | ||||||||||||||||||
Class P | — | 15,093 | ||||||||||||||||||||||
— | 16,603 | — | — | 5,516 | — | |||||||||||||||||||
Shares issued-reinvested from distributions: | ||||||||||||||||||||||||
Fund Level | 71 | 64 | ||||||||||||||||||||||
Class A | 23 | 108 | — | — | — | |||||||||||||||||||
Class B | 1 | 13 | — | — | ||||||||||||||||||||
Class C | 3 | 22 | — | — | — | |||||||||||||||||||
Class I | 1 | — | (G) | — | — | — | ||||||||||||||||||
Class P | 51 | 322 | ||||||||||||||||||||||
79 | 465 | — | — | 71 | 64 | |||||||||||||||||||
Redemption due to acquisition: | ||||||||||||||||||||||||
Fund Level | — | — | — | — | (5,502 | ) | ||||||||||||||||||
Shares redeemed: | ||||||||||||||||||||||||
Fund Level | (94 | ) | (1,039 | ) | ||||||||||||||||||||
Class A | (798 | ) | (842 | ) | (2,450 | ) | (6,565 | ) | — | (G) | ||||||||||||||
Class B | (57 | ) | (186 | ) | (164 | ) | (393 | ) | ||||||||||||||||
Class C | (150 | ) | (214 | ) | (1,218 | ) | (1,833 | ) | — | |||||||||||||||
Class I | (58 | ) | (3 | ) | (378 | ) | (649 | ) | (23 | ) | ||||||||||||||
Class I2 | (224 | ) | (35 | ) | — | |||||||||||||||||||
Class P | (1,102 | ) | (7,410 | ) | ||||||||||||||||||||
(2,165 | ) | (8,655 | ) | (4,434 | ) | (9,475 | ) | (117 | ) | (1,039 | ) | |||||||||||||
Automatic conversions: | ||||||||||||||||||||||||
Class A | 95 | 403 | 57 | 400 | ||||||||||||||||||||
Class B | (95 | ) | (404 | ) | (60 | ) | (417 | ) | ||||||||||||||||
— | (1 | ) | (3 | ) | (17 | ) | — | — | ||||||||||||||||
Net increase (decrease) in shares outstanding: | ||||||||||||||||||||||||
Fund Level | (5,389 | ) | 241 | |||||||||||||||||||||
Class A | 1,231 | 1,074 | 1,568 | 1,305 | 9 | |||||||||||||||||||
Class B | (124 | ) | (313 | ) | (168 | ) | (317 | ) | ||||||||||||||||
Class C | 464 | 184 | 169 | 1,232 | 7 | |||||||||||||||||||
Class I | 313 | 12 | 1,054 | 2,107 | 5,529 | |||||||||||||||||||
Class I2 | (190 | ) | 106 | 3,429 | ||||||||||||||||||||
Class P | (487 | ) | 9,310 | |||||||||||||||||||||
1,397 | 10,267 | 2,433 | 4,433 | 3,585 | 241 | |||||||||||||||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 | |||
Page 58 |
For the period and year ended:
(all amounts in thousands)
Transamerica | ||||||||||||||||||||||||
Transamerica WMC Diversified | Transamerica WMC Diversified | WMC Quality | ||||||||||||||||||||||
Equity(M) | Growth | Value(O) | ||||||||||||||||||||||
April 30, 2011 | October 31, | April 30, 2011 | October 31, | April 30, 2011 | ||||||||||||||||||||
(unaudited) | 2010(C) (N) | (unaudited) | 2010(C) | (unaudited) | ||||||||||||||||||||
From operations: | ||||||||||||||||||||||||
Net investment income (loss) | $ | (471 | ) | $ | 11,516 | $ | (864 | ) | $ | 1,316 | $ | 7,376 | ||||||||||||
Net realized gain (loss)(D) | 131,928 | 12,131 | 68,200 | 208,600 | 9,504 | |||||||||||||||||||
Change in unrealized appreciation (depreciation)(E) | (18,091 | ) | 75,160 | 130,735 | (14,928 | ) | 139,356 | |||||||||||||||||
Net increase in net assets resulting from operations | 113,366 | 98,807 | 198,071 | 194,988 | 156,236 | |||||||||||||||||||
Distributions to shareholders: | ||||||||||||||||||||||||
From net investment income: | ||||||||||||||||||||||||
Investor Class | (879 | ) | ||||||||||||||||||||||
Class A | (914 | ) | (118 | ) | — | — | (2 | ) | ||||||||||||||||
Class B | (19 | ) | (5 | ) | — | — | — | |||||||||||||||||
Class C | (61 | ) | (8 | ) | — | — | (3 | ) | ||||||||||||||||
Class I | (7 | ) | — | (F) | — | (45 | ) | (1 | ) | |||||||||||||||
Class I2 | (6,482 | ) | (144 | ) | — | (3,761 | ) | (5,215 | ) | |||||||||||||||
Class P | (4,645 | ) | (519 | ) | — | (2,080 | ) | — | ||||||||||||||||
Total distributions to shareholders | (12,128 | ) | (1,673 | ) | — | (5,886 | ) | (5,221 | ) | |||||||||||||||
Capital share transactions: | ||||||||||||||||||||||||
Proceeds from shares sold: | ||||||||||||||||||||||||
Investor Class | 2,312 | |||||||||||||||||||||||
Class A | 1,206 | 1,803 | 97,349 | 13,236 | 911 | |||||||||||||||||||
Class B | 242 | 466 | 829 | 2,191 | — | |||||||||||||||||||
Class C | 301 | 413 | 1,886 | 1,883 | 1,679 | |||||||||||||||||||
Class I | 146 | 469 | 2,378 | 12,918 | 525 | |||||||||||||||||||
Class I2 | 58,344 | 273,045 | 58,464 | 40,492 | 1,264,655 | |||||||||||||||||||
Class P | 36,623 | 46,384 | 6,085 | 26,286 | — | |||||||||||||||||||
Class T | 4,184 | 3,704 | — | |||||||||||||||||||||
96,862 | 324,892 | 171,175 | 100,710 | 1,267,770 | ||||||||||||||||||||
Issued from fund acquisition: | ||||||||||||||||||||||||
Class A | — | 86,981 | — | — | — | |||||||||||||||||||
Class B | — | 10,090 | — | — | — | |||||||||||||||||||
Class C | — | 16,272 | — | — | — | |||||||||||||||||||
Class I2 | — | 63,778 | — | 80,466 | — | |||||||||||||||||||
Class P | — | 276,775 | — | 459,628 | — | |||||||||||||||||||
— | 453,896 | — | 540,094 | — | ||||||||||||||||||||
Dividends and distributions reinvested: | ||||||||||||||||||||||||
Investor Class | — | 552 | — | — | — | |||||||||||||||||||
Class A | 882 | 113 | — | — | 2 | |||||||||||||||||||
Class B | 18 | 5 | — | — | — | |||||||||||||||||||
Class C | 57 | 8 | — | — | 3 | |||||||||||||||||||
Class I | 6 | — | (F) | — | 4 | 1 | ||||||||||||||||||
Class I2 | 6,482 | 144 | — | 3,733 | 5,215 | |||||||||||||||||||
Class P | 2,688 | 325 | — | 2,040 | — | |||||||||||||||||||
10,133 | 1,147 | — | 5,777 | 5,221 | ||||||||||||||||||||
Redeemed due to acquisition: | ||||||||||||||||||||||||
Investor Class | — | (276,775 | ) | — | — | — | ||||||||||||||||||
Cost of shares redeemed: | ||||||||||||||||||||||||
Investor Class | — | (2,056 | ) | |||||||||||||||||||||
Class A | (7,628 | ) | (15,911 | ) | (35,390 | ) | (63,192 | ) | (8 | ) | ||||||||||||||
Class B | (622 | ) | (1,542 | ) | (2,414 | ) | (6,687 | ) | — | |||||||||||||||
Class C | (1,342 | ) | (3,183 | ) | (4,163 | ) | (8,859 | ) | (1 | ) | ||||||||||||||
Class I | (188 | ) | (62 | ) | (486 | ) | (10,518 | ) | (8 | ) | ||||||||||||||
Class I2 | (1,472 | ) | (14,522 | ) | (5,563 | ) | (421,721 | ) | (11,042 | ) | ||||||||||||||
Class P | (32,659 | ) | (34,102 | ) | (61,712 | ) | (249,854 | ) | — | |||||||||||||||
Class T | (10,535 | ) | (13,273 | ) | — | |||||||||||||||||||
(43,911 | ) | (71,378 | ) | (120,263 | ) | (774,104 | ) | (11,059 | ) | |||||||||||||||
Automatic conversions: | ||||||||||||||||||||||||
Class A | 958 | 2,053 | 3,629 | 10,681 | — | |||||||||||||||||||
Class B | (958 | ) | (2,053 | ) | (3,629 | ) | (10,681 | ) | — | |||||||||||||||
— | — | — | — | — | ||||||||||||||||||||
Fair fund settlement: | ||||||||||||||||||||||||
Class A | — | (F) | 73 | — | 1 | — | ||||||||||||||||||
Class B | — | (F) | 8 | — | — | (F) | — | |||||||||||||||||
Class C | — | (F) | 13 | — | — | (F) | — | |||||||||||||||||
Class I | — | (F) | — | (F) | — | — | (F) | — | ||||||||||||||||
Class I2 | 2 | 275 | — | 1 | — | |||||||||||||||||||
Class P | 2 | 242 | — | 1 | — | |||||||||||||||||||
Class T | — | — | (F) | — | ||||||||||||||||||||
4 | 611 | — | 3 | — | ||||||||||||||||||||
Net increase (decrease) in net assets resulting from | ||||||||||||||||||||||||
capital shares transactions | 63,088 | 432,393 | 50,912 | (127,520 | ) | 1,261,932 | ||||||||||||||||||
Net increase in net assets | 164,326 | 529,527 | 248,983 | 61,582 | 1,412,947 | |||||||||||||||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 | |||
Page 59 |
For the period and year ended:
(all amounts in thousands)
Transamerica | ||||||||||||||||||||
Transamerica WMC Diversified | Transamerica WMC Diversified | WMC Quality | ||||||||||||||||||
Equity(M) | Growth | Value(O) | ||||||||||||||||||
April 30, 2011 | October 31, | April 30, 2011 | October 31, | April 30, 2011 | ||||||||||||||||
(unaudited) | 2010(C) (N) | (unaudited) | 2010(C) | (unaudited) | ||||||||||||||||
Net assets: | ||||||||||||||||||||
Beginning of period/year | $ | 789,349 | $ | 259,822 | $ | 1,155,916 | $ | 1,094,334 | $ | — | ||||||||||
End of period/year | $ | 953,675 | $ | 789,349 | $ | 1,404,899 | $ | 1,155,916 | $ | 1,412,947 | ||||||||||
Undistributed (accumulated) net investment income (loss) | $ | (2,203 | ) | $ | 10,396 | $ | (864 | ) | $ | — | $ | 2,155 | ||||||||
Share activity: | ||||||||||||||||||||
Shares issued: | ||||||||||||||||||||
Investor Class | — | 139 | ||||||||||||||||||
Class A | 78 | 135 | 10,176 | 1,615 | 85 | |||||||||||||||
Class B | 16 | 36 | 92 | 288 | — | |||||||||||||||
Class C | 19 | 31 | 211 | 248 | 154 | |||||||||||||||
Class I | 10 | 33 | 237 | 1,551 | 50 | |||||||||||||||
Class I2 | 3,768 | 21,090 | 5,916 | 4,973 | 121,962 | |||||||||||||||
Class P | 2,362 | 3,606 | 626 | 3,236 | — | |||||||||||||||
Class T | 152 | 158 | — | |||||||||||||||||
6,253 | 25,070 | 17,410 | 12,069 | 122,251 | ||||||||||||||||
Shares issued on fund acquisition: | ||||||||||||||||||||
Class A | — | 6,767 | — | — | — | |||||||||||||||
Class B | — | 785 | — | — | — | |||||||||||||||
Class C | — | 1,266 | — | — | — | |||||||||||||||
Class I2 | — | 4,961 | — | 9,765 | — | |||||||||||||||
Class P | — | 21,531 | — | 56,955 | — | |||||||||||||||
— | 35,310 | — | 66,720 | — | ||||||||||||||||
Shares issued-reinvested from distributions: | ||||||||||||||||||||
Investor Class | 43 | |||||||||||||||||||
Class A | 58 | 9 | — | — | — | (G) | ||||||||||||||
Class B | 1 | — | (G) | — | — | — | ||||||||||||||
Class C | 4 | 1 | — | — | — | (G) | ||||||||||||||
Class I | — | (G) | — | (G) | — | — | (G) | — | (G) | |||||||||||
Class I2 | 427 | 11 | — | 459 | 481 | |||||||||||||||
Class P | 177 | 25 | — | 256 | — | |||||||||||||||
667 | 89 | — | 715 | 481 | ||||||||||||||||
Shares redeemed due to acquisition: | ||||||||||||||||||||
Investor Class | — | (21,531 | ) | — | — | — | ||||||||||||||
Shares redeemed: | ||||||||||||||||||||
Investor Class | (166 | ) | ||||||||||||||||||
Class A | (495 | ) | (1,209 | ) | (3,615 | ) | (7,654 | ) | (1 | ) | ||||||||||
Class B | (41 | ) | (118 | ) | (271 | ) | (881 | ) | — | |||||||||||
Class C | (88 | ) | (242 | ) | (464 | ) | (1,162 | ) | — | (G) | ||||||||||
Class I | (12 | ) | (4 | ) | (49 | ) | (1,234 | ) | (1 | ) | ||||||||||
Class I2 | (98 | ) | (1,113 | ) | (562 | ) | (51,333 | ) | (983 | ) | ||||||||||
Class P | (2,117 | ) | (2,583 | ) | (6,296 | ) | (30,698 | ) | — | |||||||||||
Class T | (381 | ) | (581 | ) | — | |||||||||||||||
(2,851 | ) | (5,435 | ) | (11,638 | ) | (93,543 | ) | (985 | ) | |||||||||||
Automatic conversions: | ||||||||||||||||||||
Class A | 62 | 159 | 374 | 1,325 | — | |||||||||||||||
Class B | (62 | ) | (159 | ) | (405 | ) | (1,429 | ) | — | |||||||||||
— | — | (31 | ) | (104 | ) | — | ||||||||||||||
Net increase (decrease) in shares outstanding: | ||||||||||||||||||||
Investor Class | (21,515 | ) | ||||||||||||||||||
Class A | (296 | ) | 5,861 | 6,935 | (4,714 | ) | 84 | |||||||||||||
Class B | (86 | ) | 544 | (584 | ) | (2,022 | ) | |||||||||||||
Class C | (65 | ) | 1,056 | (253 | ) | (914 | ) | 154 | ||||||||||||
Class I | (2 | ) | 29 | 188 | 317 | 49 | ||||||||||||||
Class I2 | 4,097 | 24,949 | 5,354 | (36,136 | ) | 121,460 | ||||||||||||||
Class P | 422 | 22,579 | (5,670 | ) | 29,749 | |||||||||||||||
Class T | (229 | ) | (423 | ) | ||||||||||||||||
4,070 | 33,503 | 5,741 | (14,143 | ) | 121,747 | |||||||||||||||
(A) | Formerly, Transamerica Flexible Income. | |
(B) | Formerly, Transamerica Money Market. | |
(C) | Effective November 30, 2009, all previously existing Class I shares were re-designated as Class I2 shares. | |
(D) | Net realized gain (loss) includes all items as listed in the Statement of Operations. | |
(E) | Change in unrealized appreciation (depreciation) includes all items as listed in the Statement of Operations. | |
(F) | Rounds to less than $1. | |
(G) | Rounds to less than 1 share. | |
(H) | Formerly, Transamerica Short-Term Bond. | |
(I) | Formerly, Transamerica Focus. |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 | |||
Page 60 |
For the period and year ended:
(all amounts in thousands)
(J) | Formerly, Transamerica Growth Opportunities. | |
(K) | Formerly, Transamerica Balanced. | |
(L) | Formerly, Transamerica Small/Mid Cap Value. | |
(M) | Formerly, Transamerica Diversified Equity | |
(N) | For this period, information is based on 13 days as Transamerica Premier Diversified Equity and 352 days as Transamerica WMC Diversified Equity (formerly,Transamerica Diversified Equity). The 13 days represents Investor Class activity, which reflects activity of the predecessor’s fund. | |
(O) | Commenced Operations November 15, 2010. | |
(P) | For this period, information is based on 13 days as Transamerica Premier Focus and 352 days as Transamerica Morgan Stanley Capital Growth (formerly, Transamerica Focus). The 13 days represents Investor Class activity, which reflects activity of the predecessor’s portfolio. | |
(Q) | For this period, information is based on 120 days as TS&W International Equity and 61 days as Transamerica TS&W International Equity. The 120 days represent fund level activity, which reflects activity of the predecessor’s fund. | |
* | Prior to November 1, 2010, the statement of changes in net assets were audited by another independent registered public accounting firm. |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 | |||
Page 61 |
For the period or years ended:
Transamerica AEGON Flexible Income(A) | ||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||
April 30, 2011 | October | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 31, 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 8.99 | $ | 8.33 | $ | 7.22 | $ | 9.14 | $ | 9.38 | $ | 9.31 | ||||||||||||
�� | ||||||||||||||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.26 | 0.50 | 0.46 | 0.44 | 0.48 | 0.43 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | 0.16 | 0.70 | 1.08 | (1.89 | ) | (0.25 | ) | 0.05 | ||||||||||||||||
Total from investment operations | 0.42 | 1.20 | 1.54 | (1.45 | ) | 0.23 | 0.48 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.26 | ) | (0.54 | ) | (0.43 | ) | (0.47 | ) | (0.47 | ) | (0.41 | ) | ||||||||||||
Total distributions | (0.26 | ) | (0.54 | ) | (0.43 | ) | (0.47 | ) | (0.47 | ) | (0.41 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 9.15 | $ | 8.99 | $ | 8.33 | $ | 7.22 | $ | 9.14 | $ | 9.38 | ||||||||||||
Total return(C) | 4.73 | %(D) | 14.89 | % | 22.30 | % | (16.57 | %) | 2.42 | % | 5.34 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 60,205 | $ | 55,103 | $ | 24,173 | $ | 13,360 | $ | 15,409 | $ | 17,005 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 0.96 | %(E) | 1.07 | %(V) | 1.47 | % | 1.39 | % | 1.40 | % | 1.47 | % | ||||||||||||
Before reimbursement/fee waiver | 1.06 | %(E) | 1.15 | %(V) | 1.47 | % | 1.39 | % | 1.40 | % | 1.47 | % | ||||||||||||
Net investment income, to average net assets (BB) | 5.84 | %(E) | 5.79 | % | 6.03 | % | 5.12 | % | 5.12 | % | 4.64 | % | ||||||||||||
Portfolio turnover rate | 22 | %(D) | 120 | % | 169 | % | 98 | % | 108 | % | 110 | % | ||||||||||||
Transamerica AEGON Flexible Income(A) | ||||||||||||||||||||||||
Class B | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 9.00 | $ | 8.34 | $ | 7.23 | $ | 9.14 | $ | 9.39 | $ | 9.32 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.22 | 0.43 | 0.40 | 0.38 | 0.42 | 0.38 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | 0.15 | 0.71 | 1.09 | (1.88 | ) | (0.26 | ) | 0.06 | ||||||||||||||||
Total from investment operations | 0.37 | 1.14 | 1.49 | (1.50 | ) | 0.16 | 0.44 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.22 | ) | (0.48 | ) | (0.38 | ) | (0.41 | ) | (0.41 | ) | (0.37 | ) | ||||||||||||
Total distributions | (0.22 | ) | (0.48 | ) | (0.38 | ) | (0.41 | ) | (0.41 | ) | (0.37 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 9.15 | $ | 9.00 | $ | 8.34 | $ | 7.23 | $ | 9.14 | $ | 9.39 | ||||||||||||
Total return(C) | 4.17 | %(D) | 14.02 | % | 21.39 | % | (17.03 | %) | 1.66 | % | 4.81 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 8,728 | $ | 10,614 | $ | 8,161 | $ | 8,628 | $ | 17,007 | $ | 23,501 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 1.82 | %(E) | 1.88 | %(V) | 2.16 | % | 2.05 | % | 2.04 | % | 2.08 | % | ||||||||||||
Before reimbursement/fee waiver | 1.82 | %(E) | 1.88 | %(V) | 2.16 | % | 2.05 | % | 2.04 | % | 2.08 | % | ||||||||||||
Net investment income, to average net assets (BB) | 4.99 | %(E) | 4.97 | % | 5.36 | % | 4.42 | % | 4.48 | % | 4.08 | % | ||||||||||||
Portfolio turnover rate | 22 | %(D) | 120 | % | 169 | % | 98 | % | 108 | % | 110 | % | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
For the period or years ended:
Transamerica AEGON Flexible Income(A) | ||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 8.96 | $ | 8.31 | $ | 7.21 | $ | 9.12 | $ | 9.36 | $ | 9.30 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.23 | 0.44 | 0.41 | 0.39 | 0.42 | 0.39 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | 0.15 | 0.70 | 1.08 | (1.88 | ) | (0.25 | ) | 0.04 | ||||||||||||||||
Total from investment operations | 0.38 | 1.14 | 1.49 | (1.49 | ) | 0.17 | 0.43 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.23 | ) | (0.49 | ) | (0.39 | ) | (0.42 | ) | (0.41 | ) | (0.37 | ) | ||||||||||||
Total distributions | (0.23 | ) | (0.49 | ) | (0.39 | ) | (0.42 | ) | (0.41 | ) | (0.37 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 9.11 | $ | 8.96 | $ | 8.31 | $ | 7.21 | $ | 9.12 | $ | 9.36 | ||||||||||||
Total return(C) | 4.32 | %(D) | 14.15 | % | 21.50 | % | (16.98 | %) | 1.81 | % | 4.74 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 42,606 | $ | 36,264 | $ | 12,978 | $ | 5,981 | $ | 8,982 | $ | 12,519 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 1.65 | %(E) | 1.74% | (V) | 2.06 | % | 1.97 | % | 2.00 | % | 2.07 | % | ||||||||||||
Before reimbursement/fee waiver | 1.65 | %(E) | 1.74% | (V) | 2.06 | % | 1.97 | % | 2.00 | % | 2.07 | % | ||||||||||||
Net investment income, to average net assets (BB) | 5.13 | %(E) | 5.14 | % | 5.43 | % | 4.52 | % | 4.51 | % | 4.15 | % | ||||||||||||
Portfolio turnover rate | 22 | %(D) | 120 | % | 169 | % | 98 | % | 108 | % | 110 | % | ||||||||||||
Transamerica AEGON Flexible Income(A) | ||||||||
Class I | ||||||||
April 30, 2011 | October 31, | |||||||
For a share outstanding throughout each period | (unaudited) | 2010(F) | ||||||
Net asset value | ||||||||
Beginning of period/year | $ | 9.02 | $ | 8.48 | ||||
Investment operations | ||||||||
Net investment income(B) | 0.28 | 0.50 | ||||||
Net realized and unrealized gain on investments | 0.15 | 0.57 | ||||||
Total from investment operations | 0.43 | 1.07 | ||||||
Distributions | ||||||||
Net investment income | (0.28 | ) | (0.53 | ) | ||||
Total distributions | (0.28 | ) | (0.53 | ) | ||||
Net asset value | ||||||||
End of period/year | $ | 9.17 | $ | 9.02 | ||||
Total return(C) | 4.81 | %(D) | 13.10 | %(D) | ||||
Net assets end of period/year (000’s) | $ | 22,135 | $ | 9,787 | ||||
Ratio and supplemental data | ||||||||
Expenses to average net assets | ||||||||
After reimbursement/fee waiver | 0.68 | %(E) | 0.76 | %(E),(V) | ||||
Before reimbursement/fee waiver | 0.68 | %(E) | 0.76 | %(E),(V) | ||||
Net investment income, to average net assets (BB) | 6.08 | %(E) | 6.25 | %(E) | ||||
Portfolio turnover rate | 22 | %(D) | 120 | %(D) | ||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
For the period or years ended:
Transamerica AEGON Flexible Income(A) | ||||||||||||||||||||||||
Class I2(G) | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 9.03 | $ | 8.37 | $ | 7.25 | $ | 9.17 | $ | 9.42 | $ | 9.35 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.28 | 0.53 | 0.50 | 0.50 | 0.53 | 0.50 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | 0.14 | 0.71 | 1.10 | (1.90 | ) | (0.26 | ) | 0.05 | ||||||||||||||||
Total from investment operations | 0.42 | 1.24 | 1.60 | (1.40 | ) | 0.27 | 0.55 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.28 | ) | (0.58 | ) | (0.48 | ) | (0.52 | ) | (0.52 | ) | (0.48 | ) | ||||||||||||
Total distributions | (0.28 | ) | (0.58 | ) | (0.48 | ) | (0.52 | ) | (0.52 | ) | (0.48 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 9.17 | $ | 9.03 | $ | 8.37 | $ | 7.25 | $ | 9.17 | $ | 9.42 | ||||||||||||
Total return(C) | 4.75 | %(D) | 15.39 | % | 23.16 | % | (16.02 | %) | 2.93 | % | 6.04 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 118,151 | $ | 146,631 | $ | 132,177 | $ | 128,108 | $ | 370,611 | $ | 221,116 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 0.57 | %(E) | 0.64% | (V) | 0.85 | % | 0.77 | % | 0.80 | % | 0.86 | % | ||||||||||||
Before reimbursement/fee waiver | 0.57 | %(E) | 0.64% | (V) | 0.85 | % | 0.77 | % | 0.80 | % | 0.86 | % | ||||||||||||
Net investment income, to average net assets (BB) | 6.24 | %(E) | 6.18 | % | 6.64 | % | 5.67 | % | 5.71 | % | 5.35 | % | ||||||||||||
Portfolio turnover rate | 22 | %(D) | 120 | % | 169 | % | 98 | % | 108 | % | 110 | % | ||||||||||||
Transamerica AEGON High Yield Bond | ||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 9.16 | $ | 8.45 | $ | 6.31 | $ | 9.12 | $ | 9.19 | $ | 8.97 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.31 | 0.66 | 0.65 | 0.64 | 0.60 | 0.61 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | 0.24 | 0.73 | 2.14 | (2.83 | ) | (0.07 | ) | 0.19 | ||||||||||||||||
Total from investment operations | 0.55 | 1.39 | 2.79 | (2.19 | ) | 0.53 | 0.80 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.30 | ) | (0.68 | ) | (0.66 | ) | (0.62 | ) | (0.60 | ) | (0.58 | ) | ||||||||||||
Total distributions | (0.30 | ) | (0.68 | ) | (0.66 | ) | (0.62 | ) | (0.60 | ) | (0.58 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 9.41 | $ | 9.16 | $ | 8.45 | $ | 6.31 | $ | 9.12 | $ | 9.19 | ||||||||||||
Total return(C) | 6.12 | %(D) | 17.21 | % | 47.58 | % | (25.46 | %) | 5.90 | % | 9.27 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 215,317 | $ | 193,332 | $ | 67,290 | $ | 24,506 | $ | 35,147 | $ | 43,514 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 1.16 | %(E) | 1.15 | % | 1.19 | % | 1.16 | % | 1.15 | % | 1.16 | % | ||||||||||||
Before reimbursement/fee waiver | 1.16 | %(E) | 1.15 | % | 1.19 | % | 1.16 | % | 1.15 | % | 1.16 | % | ||||||||||||
Net investment income, to average net assets (BB) | 6.68 | %(E) | 7.52 | % | 9.08 | % | 7.65 | % | 6.45 | % | 6.77 | % | ||||||||||||
Portfolio turnover rate | 44 | %(D) | 91 | % | 58 | % | 38 | % | 80 | % | 73 | % | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
For the period or years ended:
Transamerica AEGON High Yield Bond | ||||||||||||||||||||||||
Class B | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 9.15 | $ | 8.44 | $ | 6.30 | $ | 9.11 | $ | 9.18 | $ | 8.97 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.28 | 0.61 | 0.60 | 0.58 | 0.53 | 0.55 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | 0.25 | 0.72 | 2.15 | (2.83 | ) | (0.06 | ) | 0.19 | ||||||||||||||||
Total from investment operations | 0.53 | 1.33 | 2.75 | (2.25 | ) | 0.47 | 0.74 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.27 | ) | (0.62 | ) | (0.61 | ) | (0.56 | ) | (0.54 | ) | (0.53 | ) | ||||||||||||
Total distributions | (0.27 | ) | (0.62 | ) | (0.61 | ) | (0.56 | ) | (0.54 | ) | (0.53 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 9.41 | $ | 9.15 | $ | 8.44 | $ | 6.30 | $ | 9.11 | $ | 9.18 | ||||||||||||
Total return(C) | 5.86 | %(D) | 16.38 | % | 46.69 | % | (26.04 | %) | 5.19 | % | 8.53 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 12,076 | $ | 13,887 | $ | 11,898 | $ | 9,091 | $ | 21,370 | $ | 27,753 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 1.81 | %(E) | 1.83 | % | 1.91 | % | 1.85 | % | 1.83 | % | 1.83 | % | ||||||||||||
Before reimbursement/fee waiver | 1.82 | %(E) | 1.83 | % | 1.91 | % | 1.85 | % | 1.83 | % | 1.83 | % | ||||||||||||
Net investment income, to average net assets (BB) | 6.03 | %(E) | 6.93 | % | 8.56 | % | 6.83 | % | 5.77 | % | 6.12 | % | ||||||||||||
Portfolio turnover rate | 44 | %(D) | 91 | % | 58 | % | 38 | % | 80 | % | 73 | % | ||||||||||||
Transamerica AEGON High Yield Bond | ||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 9.13 | $ | 8.42 | $ | 6.30 | $ | 9.10 | $ | 9.17 | $ | 8.96 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.28 | 0.61 | 0.60 | 0.58 | 0.53 | 0.55 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | 0.24 | 0.73 | 2.14 | (2.82 | ) | (0.06 | ) | 0.19 | ||||||||||||||||
Total from investment operations | 0.52 | 1.34 | 2.74 | (2.24 | ) | 0.47 | 0.74 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.27 | ) | (0.63 | ) | (0.62 | ) | (0.56 | ) | (0.54 | ) | (0.53 | ) | ||||||||||||
Total distributions | (0.27 | ) | (0.63 | ) | (0.62 | ) | (0.56 | ) | (0.54 | ) | (0.53 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 9.38 | $ | 9.13 | $ | 8.42 | $ | 6.30 | $ | 9.10 | $ | 9.17 | ||||||||||||
Total return(C) | 5.82 | %(D) | 16.54 | % | 46.63 | % | (25.89 | %) | 5.21 | % | 8.54 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 48,996 | $ | 41,810 | $ | 19,548 | $ | 5,429 | $ | 10,160 | $ | 11,317 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 1.74 | %(E) | 1.77 | % | 1.81 | % | 1.80 | % | 1.83 | % | 1.83 | % | ||||||||||||
Before reimbursement/fee waiver | 1.75 | %(E) | 1.77 | % | 1.81 | % | 1.80 | % | 1.83 | % | 1.83 | % | ||||||||||||
Net investment income, to average net assets (BB) | 6.10 | %(E) | 6.96 | % | 8.23 | % | 6.93 | % | 5.77 | % | 6.12 | % | ||||||||||||
Portfolio turnover rate | 44 | %(D) | 91 | % | 58 | % | 38 | % | 80 | % | 73 | % | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
For the period or years ended:
Transamerica AEGON High | ||||||||
Yield Bond | ||||||||
Class I | ||||||||
April 30, 2011 | October 31, | |||||||
For a share outstanding throughout each period | (unaudited) | 2010(F) | ||||||
Net asset value | ||||||||
Beginning of period/year | $ | 9.20 | $ | 8.55 | ||||
Investment operations | ||||||||
Net investment income(B) | 0.33 | 0.63 | ||||||
Net realized and unrealized gain on investments | 0.25 | 0.68 | ||||||
Total from investment operations | 0.58 | 1.31 | ||||||
Distributions | ||||||||
Net investment income | (0.32 | ) | (0.66 | ) | ||||
Total distributions | (0.32 | ) | (0.66 | ) | ||||
Net asset value | ||||||||
End of period/year | $ | 9.46 | $ | 9.20 | ||||
Total return(C) | 6.42 | %(D) | 15.92 | %(D) | ||||
Net assets end of period/year (000’s) | $ | 28,264 | $ | 27,057 | ||||
Ratio and supplemental data | ||||||||
Expenses to average net assets | ||||||||
After reimbursement/fee waiver | 0.77 | %(E) | 0.83 | %(E) | ||||
Before reimbursement/fee waiver | 0.78 | %(E) | 0.83 | %(E) | ||||
Net investment income, to average net assets (BB) | 7.07 | %(E) | 7.71 | %(E) | ||||
Portfolio turnover rate | 44 | %(D) | 91 | %(D) | ||||
Transamerica AEGON High Yield Bond | ||||||||||||||||||||||||
Class I2(G) | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 9.22 | $ | 8.50 | $ | 6.35 | $ | 9.17 | $ | 9.24 | $ | 9.02 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.33 | 0.71 | 0.69 | 0.69 | 0.65 | 0.67 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | 0.25 | 0.73 | 2.16 | (2.85 | ) | (0.07 | ) | 0.18 | ||||||||||||||||
Total from investment operations | 0.58 | 1.44 | 2.85 | (2.16 | ) | 0.58 | 0.85 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.32 | ) | (0.72 | ) | (0.70 | ) | (0.66 | ) | (0.65 | ) | (0.63 | ) | ||||||||||||
Total distributions | (0.32 | ) | (0.72 | ) | (0.70 | ) | (0.66 | ) | (0.65 | ) | (0.63 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 9.48 | $ | 9.22 | $ | 8.50 | $ | 6.35 | $ | 9.17 | $ | 9.24 | ||||||||||||
Total return(C) | 6.47 | %(D) | 17.74 | % | 48.39 | % | (25.05 | %) | 6.39 | % | 9.81 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 436,406 | $ | 408,505 | $ | 472,936 | $ | 418,923 | $ | 331,300 | $ | 315,252 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 0.65 | %(E) | 0.66 | % | 0.67 | % | 0.65 | % | 0.65 | % | 0.66 | % | ||||||||||||
Before reimbursement/fee waiver | 0.66 | %(E) | 0.66 | % | 0.67 | % | 0.65 | % | 0.65 | % | 0.66 | % | ||||||||||||
Net investment income, to average net assets (BB) | 7.18 | %(E) | 8.11 | % | 9.96 | % | 8.34 | % | 6.96 | % | 7.29 | % | ||||||||||||
Portfolio turnover rate | 44 | %(D) | 91 | % | 58 | % | 38 | % | 80 | % | 73 | % | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
For the period or years ended:
Transamerica AEGON High Yield Bond | ||||||||
Class P | ||||||||
April 30, 2011 | October 31, | |||||||
For a share outstanding throughout each period | (unaudited) | 2010(H) | ||||||
Net asset value | ||||||||
Beginning of period/year | $ | 9.16 | $ | 8.48 | ||||
Investment operations | ||||||||
Net investment income(B) | 0.31 | 0.65 | ||||||
Net realized and unrealized gain on investments | 0.25 | 0.67 | ||||||
Total from investment operations | 0.56 | 1.32 | ||||||
Distributions | ||||||||
Net investment income | (0.31 | ) | (0.64 | ) | ||||
Total distributions | (0.31 | ) | (0.64 | ) | ||||
Net asset value | ||||||||
End of period/year | $ | 9.41 | $ | 9.16 | ||||
Total return(C) | 6.27 | %(D) | 16.21 | %(D) | ||||
Net assets end of period/year (000’s) | $ | 39,353 | $ | 21,963 | ||||
Ratio and supplemental data | ||||||||
Expenses to average net assets | ||||||||
After reimbursement/fee waiver | 0.90 | %(E) | 0.90 | %(E) | ||||
Before reimbursement/fee waiver | 1.05 | %(E) | 1.07 | %(E) | ||||
Net investment income, to average net assets (BB) | 6.86 | %(E) | 7.90 | %(E) | ||||
Portfolio turnover rate | 44 | %(D) | 91 | %(D) | ||||
Transamerica AEGON Money Market(I) | ||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | — | (J) | — | (J) | — | (J) | 0.02 | 0.05 | 0.04 | |||||||||||||||
Net realized and unrealized gain on investments | — | — | (J) | — | (J) | — | (J) | — | — | |||||||||||||||
Total from investment operations | — | (J) | — | (J) | — | (J) | 0.02 | 0.05 | 0.04 | |||||||||||||||
Net equalization credits and charges | — | — | (J) | — | — | — | — | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | — | (J) | — | (J) | — | (J) | (0.02 | ) | (0.05 | ) | (0.04 | ) | ||||||||||||
Net realized gains on investments | — | — | — | — | — | (J) | — | |||||||||||||||||
Total distributions | — | (J) | — | (J) | — | (J) | (0.02 | ) | (0.05 | ) | (0.04 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | ||||||||||||
Total return(C) | — | %(D),(K) | 0.01 | % | 0.21 | % | 2.52 | % | 4.61 | % | 4.09 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 106,778 | $ | 119,744 | $ | 146,598 | $ | 142,456 | $ | 95,766 | $ | 78,716 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 0.22 | %(E),(L) | 0.22 | %(L) | 0.60 | %(L) | 0.83 | % | 0.83 | % | 0.83 | % | ||||||||||||
Before reimbursement/fee waiver | 1.27 | %(E) | 1.19 | % | 1.11 | % | 1.08 | % | 1.20 | % | 1.23 | % | ||||||||||||
Net investment income, to average net assets (BB) | — | % (E),(K) | — | %(K) | 0.20 | % | 2.40 | % | 4.54 | % | 3.98 | % | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
For the period or years ended:
Transamerica AEGON Money Market(I) | ||||||||||||||||||||||||
Class B | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | — | (J) | — | (J) | — | (J) | 0.02 | 0.04 | 0.03 | |||||||||||||||
Net realized and unrealized gain on investments | — | — | (J) | — | (J) | — | (J) | — | — | |||||||||||||||
Total from investment operations | — | (J) | — | (J) | — | (J) | 0.02 | 0.04 | 0.03 | |||||||||||||||
Net equalization credits and charges | — | — | (J) | — | — | — | — | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | — | (J) | — | (J) | — | (J) | (0.02 | ) | (0.04 | ) | (0.03 | ) | ||||||||||||
Net realized gains on investments | — | — | — | — | — | (J) | — | |||||||||||||||||
Total distributions | — | (J) | — | (J) | — | (J) | (0.02 | ) | (0.04 | ) | (0.03 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | ||||||||||||
Total return(C) | — | %(D),(K) | 0.01 | % | 0.08 | % | 1.83 | % | 3.92 | % | 3.41 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 14,881 | $ | 19,442 | $ | 35,612 | $ | 40,110 | $ | 23,324 | $ | 25,727 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 0.22 | %(E),(L) | 0.21 | % (L) | 0.73 | %(L) | 1.48 | % | 1.48 | % | 1.48 | % | ||||||||||||
Before reimbursement/fee waiver | 1.91 | %(E) | 1.81 | % | 1.75 | % | 1.75 | % | 1.83 | % | 1.80 | % | ||||||||||||
Net investment income, to average net assets (BB) | — | %(E),(K) | — | % (K) | 0.08 | % | 1.75 | % | 3.87 | % | 3.50 | % |
Transamerica AEGON Money Market(I) | ||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | — | (J) | — | (J) | — | (J) | 0.02 | 0.04 | 0.03 | |||||||||||||||
Net realized and unrealized gain on investments | — | — | (J) | — | (J) | — | (J) | — | — | |||||||||||||||
Total from investment operations | — | (J) | — | (J) | — | (J) | 0.02 | 0.04 | 0.03 | |||||||||||||||
Net equalization credits and charges | — | — | (J) | — | — | — | — | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | — | (J) | — | (J) | — | (J) | (0.02 | ) | (0.04 | ) | (0.03 | ) | ||||||||||||
Net realized gains on investments | — | — | — | — | — | (J) | — | |||||||||||||||||
Total distributions | — | (J) | — | (J) | — | (J) | (0.02 | ) | (0.04 | ) | (0.03 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | ||||||||||||
Total return(C) | — | %(D),(K) | 0.01 | % | 0.07 | % | 1.86 | % | 3.92 | % | 3.16 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 29,384 | $ | 33,800 | $ | 46,177 | $ | 59,991 | $ | 19,638 | $ | 17,286 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 0.22 | %(E),(L) | 0.22 | %(L) | 0.76 | %(L) | 1.48 | % | 1.48 | % | 1.48 | % | ||||||||||||
Before reimbursement/fee waiver | 1.70 | %(E) | 1.66 | % | 1.64 | % | 1.67 | % | 1.73 | % | 1.82 | % | ||||||||||||
Net investment income, to average net assets (BB) | — | %(E),(K) | — | %(K) | 0.07 | % | 1.65 | % | 3.88 | % | 3.40 | % |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
For the period or years ended:
Transamerica AEGON Money | ||||||||
Market(I) | ||||||||
Class I | ||||||||
April 30, 2011 | October 31, | |||||||
For a share outstanding throughout each period | (unaudited) | 2010(F) | ||||||
Net asset value | ||||||||
Beginning of period/year | $ | 1.00 | $ | 1.00 | ||||
Investment operations | ||||||||
Net investment income(B) | — | (J) | — | (J) | ||||
Net realized and unrealized gain on investments | — | — | (J) | |||||
Total from investment operations | — | (J) | — | (J) | ||||
Net equalization credits and charges | — | — | (J) | |||||
Distributions | ||||||||
Net investment income | — | (J) | — | (J) | ||||
Total distributions | — | (J) | — | (J) | ||||
End of period/year | $ | 1.00 | $ | 1.00 | ||||
Total return(C) | 0.01 | %(D) | 0.01 | %(D) | ||||
Net assets end of period/year (000’s) | $ | 55 | $ | 55 | ||||
Ratio and supplemental data | ||||||||
Expenses to average net assets | ||||||||
After reimbursement/fee waiver | 0.21 | % (E),(L) | 0.22 | %(E),(L) | ||||
Before reimbursement/fee waiver | 4.05 | %(E) | 3.16 | %(E) | ||||
Net investment income, to average net assets (BB) | 0.02 | %(E) | 0.01 | %(E) |
Transamerica AEGON Money Market(I) | ||||||||||||||||||||||||
Class I2(G) | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006(M) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | — | (J) | — | (J) | — | (J) | 0.03 | 0.05 | 0.04 | |||||||||||||||
Net realized and unrealized gain on investments | — | — | (J) | — | (J) | — | (J) | — | — | |||||||||||||||
Total from investment operations | — | (J) | — | (J) | — | (J) | 0.03 | 0.05 | 0.04 | |||||||||||||||
Net equalization credits and charges | — | — | (J) | — | — | — | — | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | — | (J) | — | (J) | — | (J) | (0.03 | ) | (0.05 | ) | (0.04 | ) | ||||||||||||
Net realized gains on investments | — | — | — | — | — | (J) | — | |||||||||||||||||
Total distributions | — | (J) | — | (J) | — | (J) | (0.03 | ) | (0.05 | ) | (0.04 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | ||||||||||||
Total return(C) | 0.01 | %(D) | 0.01 | % | 0.35 | % | 2.84 | % | 4.98 | % | 4.30 | %(D) | ||||||||||||
Net assets end of period/year (000’s) | $ | 18,090 | $ | 21,773 | $ | 34,119 | $ | 29,327 | $ | 34,673 | $ | 26,466 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 0.21 | %(E),(L) | 0.21 | %(L) | 0.45 | %(L) | 0.48 | % | 0.48 | % | 0.48 | %(E) | ||||||||||||
Before reimbursement/fee waiver | 0.52 | %(E) | 0.50 | % | 0.53 | % | 0.49 | % | 0.52 | % | 0.51 | %(E) | ||||||||||||
Net investment income, to average net assets (BB) | 0.02 | %(E) | 0.01 | % | 0.36 | % | 2.89 | % | 4.88 | % | 4.39 | %(E) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Transamerica AEGON Money | ||||||||
Market(I) | ||||||||
Class P | ||||||||
April 30, 2011 | October 31, | |||||||
For a share outstanding throughout each period | (unaudited) | 2010(H) | ||||||
Net asset value | ||||||||
Beginning of period/year | $ | 1.00 | $ | 1.00 | ||||
Investment operations | ||||||||
Net investment income(B) | — | (J) | — | (J) | ||||
Net realized and unrealized gain (loss) on investments | — | — | (J) | |||||
Total from investment operations | — | (J) | — | (J) | ||||
Net equalization credits and charges | — | — | (J) | |||||
Distributions | ||||||||
Net investment income | — | (J) | — | (J) | ||||
Net realized gains on investments | — | — | ||||||
Total distributions | — | (J) | — | (J) | ||||
Net asset value | ||||||||
End of period/year | $ | 1.00 | $ | 1.00 | ||||
Total return(C) | 0.01 | %(D) | 0.01 | %(D) | ||||
Net assets end of period/year (000’s) | $ | 27,884 | $ | 32,059 | ||||
Ratio and supplemental data | ||||||||
Expenses to average net assets | ||||||||
After reimbursement/fee waiver | 0.21 | %(E),(L) | 0.21 | %(E),(L) | ||||
Before reimbursement/fee waiver | 0.70 | %(E) | 0.66 | %(E) | ||||
Net investment income, to average net assets (BB) | 0.02 | %(E) | 0.01 | %(E) | ||||
Transamerica AEGON Short-Term Bond(DD) | ||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | |||||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008(EE) | ||||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 10.53 | $ | 10.26 | $ | 9.44 | $ | 10.00 | ||||||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.19 | 0.43 | 0.51 | 0.38 | ||||||||||||||||||||
Net realized and unrealized gain (loss) on investments | — | (J) | 0.29 | 0.78 | (0.54 | ) | ||||||||||||||||||
Total from investment operations | 0.19 | 0.72 | 1.29 | (0.16 | ) | |||||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.20 | ) | (0.45 | ) | (0.47 | ) | (0.40 | ) | ||||||||||||||||
Net realized gains on investments | (0.02 | ) | — | — | — | |||||||||||||||||||
Total distributions | (0.22 | ) | (0.45 | ) | (0.47 | ) | (0.40 | ) | ||||||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 10.50 | $ | 10.53 | $ | 10.26 | $ | 9.44 | ||||||||||||||||
Total return(C) | 1.81 | %(D) | 7.15 | % | 13.40 | % | (1.70 | %)(D) | ||||||||||||||||
Net assets end of period/year (000’s) | $ | 821,537 | $ | 856,959 | $ | 289,879 | $ | 5,663 | ||||||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 0.81 | %(E) | 0.83 | % | 0.91 | % | 1.11 | %(E) | ||||||||||||||||
Before reimbursement/fee waiver | 0.91 | %(E) | 0.97 | % | 1.09 | % | 1.11 | %(E) | ||||||||||||||||
Net investment income, to average net assets (BB) | 3.63 | %(E) | 4.16 | % | 5.14 | % | 3.92 | %(E) | ||||||||||||||||
Portfolio turnover rate | 24 | %(D) | 54 | % | 77 | % | 67 | %(D) | ||||||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
For the period or years ended:
Transamerica AEGON Short-Term Bond(DD) | ||||||||||||||||||||||||
Class C | Class I | |||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | April 30, 2011 | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008(EE) | (unaudited) | 2010(F) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 10.51 | $ | 10.24 | $ | 9.42 | $ | 10.00 | $ | 10.35 | $ | 10.14 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.15 | 0.36 | 0.43 | 0.32 | 0.19 | 0.39 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | (0.01 | ) | 0.28 | 0.80 | (0.55 | ) | 0.01 | 0.24 | ||||||||||||||||
Total from investment operations | 0.14 | 0.64 | 1.23 | (0.23 | ) | 0.20 | 0.63 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.15 | ) | (0.37 | ) | (0.41 | ) | (0.35 | ) | (0.20 | ) | (0.42 | ) | ||||||||||||
Net realized gains on investments | (0.02 | ) | — | — | — | (0.02 | ) | — | ||||||||||||||||
Total distributions | (0.17 | ) | (0.37 | ) | (0.41 | ) | (0.35 | ) | (0.22 | ) | (0.42 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 10.48 | $ | 10.51 | $ | 10.24 | $ | 9.42 | $ | 10.33 | $ | 10.35 | ||||||||||||
Total return(C) | 1.43 | %(D) | 6.32 | % | 12.74 | % | (2.43 | %)(D) | 1.99 | %(D) | 6.34 | %(D) | ||||||||||||
Net assets end of period/year (000’s) | $ | 839,250 | $ | 834,859 | $ | 317,130 | $ | 7,263 | $ | 232,525 | $ | 198,461 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 1.57 | %(E) | 1.59 | % | 1.65 | % | 1.76 | %(E) | 0.62 | %(E) | 0.65 | %(E) | ||||||||||||
Before reimbursement/fee waiver | 1.57 | %(E) | 1.63 | % | 1.74 | % | 1.76 | %(E) | 0.62 | %(E) | 0.67 | %(E) | ||||||||||||
Net investment income, to average net assets (BB) | 2.87 | %(E) | 3.40 | % | 4.38 | % | 3.28 | %(E) | 3.80 | %(E) | 4.17 | %(E) | ||||||||||||
Portfolio turnover rate | 24 | %(D) | 54 | % | 77 | % | 67 | %(D) | 24 | %(D) | 54 | %(D) | ||||||||||||
Transamerica AEGON Short-Term Bond(DD) | ||||||||||||||||||||||||
Class I2(G) | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 10.34 | $ | 10.08 | $ | 9.28 | $ | 9.82 | $ | 9.84 | $ | 9.79 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.20 | 0.46 | 0.50 | 0.43 | 0.47 | 0.40 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | 0.01 | 0.27 | 0.80 | (0.54 | ) | (0.04 | ) | 0.05 | ||||||||||||||||
Total from investment operations | 0.21 | 0.73 | 1.30 | (0.11 | ) | 0.43 | 0.45 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.21 | ) | (0.47 | ) | (0.50 | ) | (0.43 | ) | (0.45 | ) | (0.40 | ) | ||||||||||||
Net realized gains on investments | (0.02 | ) | — | — | — | — | — | |||||||||||||||||
Total distributions | (0.23 | ) | (0.47 | ) | (0.50 | ) | (0.43 | ) | (0.45 | ) | (0.40 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 10.32 | $ | 10.34 | $ | 10.08 | 9.28 | $ | 9.82 | $ | 9.84 | |||||||||||||
Total return(C) | 2.06 | %(D) | 7.37 | % | 14.44 | % | (1.22 | %) | 4.45 | % | 4.72 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 1,003,900 | $ | 999,064 | $ | 710,660 | $ | 492,333 | $ | 563,889 | $ | 379,442 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 0.52 | %(E) | 0.53 | % | 0.63 | % | 0.68 | % | 0.67 | % | 0.70 | % | ||||||||||||
Before reimbursement/fee waiver | 0.52 | %(E) | 0.58 | % | 0.69 | % | 0.68 | % | 0.67 | % | 0.70 | % | ||||||||||||
Net investment income, to average net assets (BB) | 3.92 | %(E) | 4.52 | % | 5.14 | % | 4.38 | % | 4.81 | % | 4.10 | % | ||||||||||||
Portfolio turnover rate | 24 | %(D) | 54 | % | 77 | % | 67 | % | 117 | % | 100 | % | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
For the period or years ended:
Transamerica Morgan Stanley Capital Growth(N) | ||||||||||||||||||||||||
Class A | Class B | Class C | ||||||||||||||||||||||
April 30, 2011 | October 31, | April 30, 2011 | October 31, | April 30, 2011 | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010(O) | (unaudited) | 2010(O) | (unaudited) | 2010(O) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 13.78 | $ | 11.77 | $ | 12.75 | $ | 10.95 | $ | 12.74 | $ | 10.94 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment loss(B) | (0.07 | ) | (0.09 | ) | (0.11 | ) | (0.15 | ) | (0.11 | ) | (0.15 | ) | ||||||||||||
Net realized and unrealized gain on investments | 3.15 | 2.12 | 2.91 | 1.96 | 2.91 | 1.96 | ||||||||||||||||||
Total from investment operations | 3.08 | 2.03 | 2.80 | 1.81 | 2.80 | 1.81 | ||||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | — | (0.02 | ) | — | (0.01 | ) | — | (0.01 | ) | |||||||||||||||
Total distributions | — | (0.02 | ) | — | (0.01 | ) | — | (0.01 | ) | |||||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 16.86 | $ | 13.78 | $ | 15.55 | $ | 12.75 | $ | 15.54 | $ | 12.74 | ||||||||||||
Total return(C) | 22.35 | %(D) | 17.24 | %(D) | 21.96 | %(D) | 16.51 | %(D) | 21.98 | %(D) | 16.53 | %(D) | ||||||||||||
Net assets end of period/year (000’s) | $ | 66,760 | $ | 48,547 | $ | 10,184 | $ | 9,916 | $ | 17,276 | $ | 12,814 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/recapture fee waiver | 1.55 | %(E) | 1.55 | %(E) | 2.20 | %(E) | 2.20 | %(E) | 2.20 | %(E) | 2.20 | %(E) | ||||||||||||
Before reimbursement/recapture fee waiver | 1.64 | %(E) | 1.78 | %(E) | 2.48 | %(E) | 2.51 | %(E) | 2.19 | %(E) | 2.26 | %(E) | ||||||||||||
Net investment loss, to average net assets (BB) | (0.89 | %)(E) | (0.75 | %)(E) | (1.54 | %)(E) | (1.36 | %)(E) | (1.55 | %)(E) | (1.39 | %)(E) | ||||||||||||
Portfolio turnover rate | 94 | %(D) | 57 | %(D) | 94 | %(D) | 57 | %(D) | 94 | %(D) | 57 | %(D) | ||||||||||||
Transamerica Morgan Stanley | ||||||||
Capital Growth(N) | ||||||||
Class I | ||||||||
April 30, 2011 | October 31, | |||||||
For a share outstanding throughout each period | (unaudited) | 2010(F) | ||||||
Net asset value | ||||||||
Beginning of period/year | $ | 13.89 | $ | 11.64 | ||||
Investment operations | ||||||||
Net investment loss(B) | (0.04 | ) | (0.06 | ) | ||||
Net realized and unrealized gain on investments | 3.18 | 2.33 | ||||||
Total from investment operations | 3.14 | 2.27 | ||||||
Distributions | ||||||||
Net investment income | — | (0.02 | ) | |||||
Total distributions | — | (0.02 | ) | |||||
Net asset value | ||||||||
End of period/year | $ | 17.03 | $ | 13.89 | ||||
Total return(C) | 22.61 | %(D) | 19.58 | %(D) | ||||
Net assets end of period/year (000’s) | $ | 2,870 | $ | 434 | ||||
Ratio and supplemental data | ||||||||
Expenses to average net assets | ||||||||
After reimbursement/recapture fee waiver | 1.20 | %(E) | 1.20 | %(E) | ||||
Before reimbursement/recapture fee waiver | 1.15 | %(E) | 1.85 | %(E) | ||||
Net investment loss, to average net assets (BB) | (0.58 | %)(E) | (0.51 | %)(E) | ||||
Portfolio turnover rate | 94 | %(D) | 57 | %(D) | ||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
For the period or years ended:
Transamerica Morgan Stanley Capital Growth(N) | ||||||||||||||||||||||||
Class P(CC) | ||||||||||||||||||||||||
10 Months | ||||||||||||||||||||||||
April 30, 2011 | October 31, | Ended October | December 31, | December 31, | December 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 31, 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 13.79 | $ | 17.34 | $ | 13.28 | $ | 23.64 | $ | 19.65 | $ | 18.59 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment loss(B) | (0.06 | ) | (0.08 | ) | (0.10 | ) | (0.10 | ) | (0.11 | ) | (0.11 | ) | ||||||||||||
Net realized and unrealized gain (loss) on investments | 3.16 | (3.45 | ) | 4.16 | (9.65 | ) | 4.11 | 1.17 | ||||||||||||||||
Total from investment operations | 3.10 | (3.53 | ) | 4.06 | (9.75 | ) | 4.00 | 1.06 | ||||||||||||||||
Fund acquisition | ||||||||||||||||||||||||
Exchange Reduction | — | (6.83)(AA) | — | — | — | — | ||||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | — | (0.02 | ) | — | — | — | — | |||||||||||||||||
Net realized gains on investments | — | — | — | (0.61 | ) | (0.01 | ) | — | ||||||||||||||||
Total distributions | — | (0.02 | ) | — | (0.61 | ) | (0.01 | ) | — | |||||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 16.89 | $ | 13.79 | $ | 17.34 | $ | 13.28 | $ | 23.64 | $ | 19.65 | ||||||||||||
Total return(C) | 22.48 | %(D) | 25.87 | % | 30.57 | %(E) | (41.19 | %) | 20.35 | % | 5.70 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 79,842 | $ | 70,379 | $ | 63,698 | $ | 50,834 | $ | 95,372 | $ | 87,200 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/recapture fee waiver | 1.40 | %(E) | 1.42 | %(P) | 1.45 | %(E), (P) | 1.37 | % | 1.18 | % | 1.20 | % | ||||||||||||
Before reimbursement/recapture fee waiver | 1.35 | %(E) | 1.43 | %(P) | 1.56 | %(E), (P) | 1.37 | % | 1.18 | % | 1.20 | % | ||||||||||||
Net investment loss, to average net assets (BB) | (0.75 | %)(E) | (0.63 | %) | (0.80 | %)(E) | (0.52 | %) | (0.50 | %) | (0.61 | %) | ||||||||||||
Portfolio turnover rate | 94 | %(D) | 57 | % | 62 | %(D) | 66 | % | 51 | % | 46 | % | ||||||||||||
Transamerica Morgan Stanley Growth Opportunities(Q) | ||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 9.82 | $ | 7.54 | $ | 6.57 | $ | 11.40 | $ | 8.36 | $ | 7.85 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment loss(B) | (0.05 | ) | (0.05 | ) | (0.05 | ) | (0.06 | ) | (0.09 | ) | (0.07 | ) | ||||||||||||
Net realized and unrealized gain (loss) on investments | 2.92 | 2.33 | 1.02 | (4.77 | ) | 3.13 | 0.58 | |||||||||||||||||
Total from investment operations | 2.87 | 2.28 | 0.97 | (4.83 | ) | 3.04 | 0.51 | |||||||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 12.69 | $ | 9.82 | $ | 7.54 | $ | 6.57 | $ | 11.40 | $ | 8.36 | ||||||||||||
Total return(C) | 29.23 | %(D) | 30.41 | % | 14.76 | % | (42.37 | %) | 36.20 | % | 6.62 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 117,976 | $ | 59,685 | $ | 48,788 | $ | 41,005 | $ | 64,825 | $ | 56,588 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/recapture fee waiver | 1.75 | %(E) | 1.75 | % | 1.75 | % | 1.75 | % | 1.75 | % | 1.72 | % | ||||||||||||
Before reimbursement/recapture fee waiver | 1.68 | %(E) | 1.98 | % | 2.23 | % | 1.81 | % | 1.77 | % | 1.72 | % | ||||||||||||
Net investment loss, to average net assets (BB) | (0.91 | %)(E) | (0.56 | %) | (0.68 | %) | (0.69 | %) | (1.00 | %) | (0.89 | %) | ||||||||||||
Portfolio turnover rate | 105 | %(D) | 63 | % | 71 | % | 45 | % | 85 | % | 59 | % | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
For the period or years ended:
Transamerica Morgan Stanley Growth Opportunities(Q) | ||||||||||||||||||||||||
Class B | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 9.05 | $ | 6.99 | $ | 6.13 | $ | 10.72 | $ | 7.92 | $ | 7.48 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment loss(B) | (0.07 | ) | (0.10 | ) | (0.08 | ) | (0.12 | ) | (0.14 | ) | (0.13 | ) | ||||||||||||
Net realized and unrealized gain (loss) on investments | 2.67 | 2.16 | 0.94 | (4.47 | ) | 2.94 | 0.57 | |||||||||||||||||
Total from investment operations | 2.60 | 2.06 | 0.86 | (4.59 | ) | 2.80 | 0.44 | |||||||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 11.65 | $ | 9.05 | $ | 6.99 | $ | 6.13 | $ | 10.72 | $ | 7.92 | ||||||||||||
Total return(C) | 28.73 | %(D) | 29.47 | % | 14.03 | % | (42.82 | %) | 35.35 | % | 5.88 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 13,463 | $ | 12,406 | $ | 14,067 | $ | 20,823 | $ | 65,123 | $ | 66,098 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/recapture fee waiver | 2.40 | %(E) | 2.40 | % | 2.40 | % | 2.40 | % | 2.40 | % | 2.40 | % | ||||||||||||
Before reimbursement/recapture fee waiver | 2.31 | %(E) | 2.41 | % | 2.71 | % | 2.46 | % | 2.45 | % | 2.46 | % | ||||||||||||
Net investment loss, to average net assets (BB) | (1.40 | %)(E) | (1.21 | %) | (1.25 | %) | (1.39 | %) | (1.66 | %) | (1.57 | %) | ||||||||||||
Portfolio turnover rate | 105 | %(D) | 63 | % | 71 | % | 45 | % | 85 | % | 59 | % | ||||||||||||
Transamerica Morgan Stanley Growth Opportunities(Q) | ||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 9.08 | $ | 7.01 | $ | 6.16 | $ | 10.74 | $ | 7.94 | $ | 7.49 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment loss(B) | (0.07 | ) | (0.10 | ) | (0.08 | ) | (0.11 | ) | (0.14 | ) | (0.12 | ) | ||||||||||||
Net realized and unrealized gain (loss) on investments | 2.68 | 2.17 | 0.93 | (4.47 | ) | 2.94 | 0.57 | |||||||||||||||||
Total from investment operations | 2.61 | 2.07 | 0.85 | (4.58 | ) | 2.80 | 0.45 | |||||||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 11.69 | $ | 9.08 | $ | 7.01 | $ | 6.16 | $ | 10.74 | $ | 7.94 | ||||||||||||
Total return(C) | 28.74 | %(D) | 29.53 | % | 13.80 | % | (42.64 | %) | 35.26 | % | 6.01 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 16,371 | $ | 12,781 | $ | 10,774 | $ | 10,619 | $ | 22,656 | $ | 21,688 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/recapture fee waiver | 2.40 | %(E) | 2.40 | % | 2.40 | % | 2.34 | % | 2.36 | % | 2.38 | % | ||||||||||||
Before reimbursement/recapture fee waiver | 2.30 | %(E) | 2.41 | % | 2.62 | % | 2.34 | % | 2.36 | % | 2.38 | % | ||||||||||||
Net investment loss, to average net assets (BB) | (1.44 | %)(E) | (1.21 | %) | (1.31 | %) | (1.29 | %) | (1.61 | %) | (1.54 | %) | ||||||||||||
Portfolio turnover rate | 105 | %(D) | 63 | % | 71 | % | 45 | % | 85 | % | 59 | % | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 74 |
For the period or years ended:
Transamerica Morgan Stanley | ||||||||
Growth Opportunities(Q) | ||||||||
Class I | ||||||||
April 30, 2011 | October 31, | |||||||
For a share outstanding throughout each period | (unaudited) | 2010(F) | ||||||
Net asset value | ||||||||
Beginning of period/year | $ | 10.19 | $ | 8.04 | ||||
Investment operations | ||||||||
Net investment loss(B) | (0.02 | ) | (0.02 | ) | ||||
Net realized and unrealized gain on investments | 3.01 | 2.17 | ||||||
Total from investment operations | 2.99 | 2.15 | ||||||
Distributions | ||||||||
Net investment income | (0.04 | ) | — | |||||
Total distributions | (0.04 | ) | — | |||||
Net asset value | ||||||||
End of period/year | $ | 13.14 | $ | 10.19 | ||||
Total return(C) | 29.45 | %(D) | 26.74 | %(D) | ||||
Net assets end of period/year (000’s) | $ | 4,180 | $ | 815 | ||||
Ratio and supplemental data | ||||||||
Expenses to average net assets | ||||||||
After reimbursement/recapture fee waiver | 1.07 | %(E) | 1.40 | %(E) | ||||
Before reimbursement/recapture fee waiver | 1.05 | %(E) | 1.48 | %(E) | ||||
Net investment loss, to average net assets (BB) | (0.25 | %)(E) | (0.23 | %)(E) | ||||
Portfolio turnover rate | 105 | %(D) | 63 | %(D) | ||||
Transamerica Morgan Stanley Growth Opportunities(Q) | ||||||||||||||||||||||||
Class I2(G) | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006(M) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 10.23 | $ | 7.78 | $ | 6.74 | $ | 11.59 | $ | 8.43 | $ | 7.99 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income (loss)(B) | 0.01 | 0.03 | 0.01 | 0.01 | (0.01 | ) | — | (J) | ||||||||||||||||
Net realized and unrealized gain (loss) on investments | 3.03 | 2.42 | 1.03 | (4.86 | ) | 3.17 | 0.44 | |||||||||||||||||
Total from investment operations | 3.04 | 2.45 | 1.04 | (4.85 | ) | 3.16 | 0.44 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.06 | ) | — | — | — | — | — | |||||||||||||||||
Total distributions | (0.06 | ) | — | — | — | — | — | |||||||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 13.21 | $ | 10.23 | $ | 7.78 | $ | 6.74 | $ | 11.59 | $ | 8.43 | ||||||||||||
Total return(C) | 29.77 | %(D) | 31.49 | % | 15.43 | % | (41.85 | %) | 37.49 | % | 5.51 | %(D) | ||||||||||||
Net assets end of period/year (000’s) | $ | 136,610 | $ | 106,970 | $ | 111,402 | $ | 86,425 | $ | 206,863 | $ | 214,775 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 0.87 | %(E) | 0.88 | % | 0.91 | % | 0.86 | % | 0.88 | % | 0.88 | %(E) | ||||||||||||
Before reimbursement/fee waiver | 0.87 | %(E) | 0.88 | % | 0.91 | % | 0.86 | % | 0.88 | % | 0.88 | %(E) | ||||||||||||
Net investment income (loss), to average net assets (BB) | 0.10 | %(E) | 0.32 | % | 0.15 | % | 0.15 | % | (0.15 | %) | (0.06 | %)(E) | ||||||||||||
Portfolio turnover rate | 105 | %(D) | 63 | % | 71 | % | 45 | % | 85 | % | 59 | %(D) | ||||||||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 75
For the period or years ended:
Transamerica Morgan Stanley | ||||||||
Growth Opportunities(Q) | ||||||||
Class P | ||||||||
April 30, 2011 | October 31, | |||||||
For a share outstanding throughout each period | (unaudited) | 2010(O) | ||||||
Net asset value | ||||||||
Beginning of period/year | $ | 9.85 | $ | 8.01 | ||||
Investment operations | ||||||||
Net investment loss(B) | (0.02 | ) | (0.02 | ) | ||||
Net realized and unrealized gain on investments | 2.92 | 1.85 | ||||||
Total from investment operations | 2.90 | 1.84 | ||||||
Distributions | ||||||||
Net investment income | (0.01 | ) | — | |||||
Total distributions | (0.01 | ) | — | |||||
Net asset value | ||||||||
End of period/year | $ | 12.74 | $ | 9.85 | ||||
Total return(C) | 29.47 | %(D) | 22.97 | %(D) | ||||
Net assets end of period/year (000’s) | $ | 128,610 | $ | 104,877 | ||||
Ratio and supplemental data | ||||||||
Expenses to average net assets | ||||||||
After reimbursement/fee waiver | 1.31 | %(E) | 1.37 | %(E) | ||||
Before reimbursement/fee waiver | 1.31 | %(E) | 1.37 | %(E) | ||||
Net investment loss, to average net assets (BB) | (0.34 | %)(E) | (0.18 | %)(E) | ||||
Portfolio turnover rate | 105 | %(D) | 63 | %(D) | ||||
Transamerica Multi-Managed Balanced(R) | ||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 21.40 | $ | 17.85 | $ | 16.44 | $ | 25.70 | $ | 22.05 | $ | 19.90 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.11 | 0.52 | 0.28 | 0.28 | 0.17 | 0.12 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | 2.76 | 3.55 | 2.47 | (8.64 | ) | 3.62 | 2.12 | |||||||||||||||||
Total from investment operations | 2.87 | 4.07 | 2.75 | (8.36 | ) | 3.79 | 2.24 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.10 | ) | (0.52 | ) | (0.31 | ) | (0.24 | ) | (0.14 | ) | (0.09 | ) | ||||||||||||
Net realized gains on investments | — | — | (1.03 | ) | (0.66 | ) | — | — | ||||||||||||||||
Total distributions | (0.10 | ) | (0.52 | ) | (1.34 | ) | (0.90 | ) | (0.14 | ) | (0.09 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 24.17 | $ | 21.40 | $ | 17.85 | $ | 16.44 | $ | 25.70 | $ | 22.05 | ||||||||||||
Total return(C) | 13.44 | %(D) | 23.08 | % | 18.43 | % | (33.55 | %) | 17.28 | % | 11.27 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 137,338 | $ | 95,258 | $ | 60,279 | $ | 49,917 | $ | 61,565 | $ | 55,547 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 1.45 | %(E) | 1.56 | %(S) | 1.73 | %(S) | 1.52 | % | 1.56 | % | 1.58 | % | ||||||||||||
Before reimbursement/fee waiver | 1.46 | %(E) | 1.56 | %(S) | 1.73 | %(S) | 1.52 | % | 1.56 | % | 1.58 | % | ||||||||||||
Net investment income, to average net assets (BB) | 0.93 | %(E) | 2.67 | % | 1.72 | % | 1.27 | % | 0.73 | % | 0.57 | % | ||||||||||||
Portfolio turnover rate | 126 | %(D) | 99 | % | 100 | % | 52 | % | 52 | % | 51 | % | ||||||||||||
Transamerica Funds | Semi-Annual Report 2011 |
Page 76
For the period or years ended:
Transamerica Multi-Managed Balanced(R) | ||||||||||||||||||||||||
Class B | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 21.34 | $ | 17.79 | $ | 16.37 | $ | 25.58 | $ | 21.98 | $ | 19.88 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.01 | 0.33 | 0.16 | 0.13 | 0.04 | — | (J) | |||||||||||||||||
Net realized and unrealized gain (loss) on investments | 2.74 | 3.58 | 2.45 | (8.58 | ) | 3.60 | 2.12 | |||||||||||||||||
Total from investment operations | 2.75 | 3.91 | 2.61 | (8.45 | ) | 3.64 | 2.12 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.05 | ) | (0.36 | ) | (0.17 | ) | (0.10 | ) | (0.04 | ) | (0.02 | ) | ||||||||||||
Net realized gains on investments | — | — | (1.03 | ) | (0.66 | ) | — | — | ||||||||||||||||
Total distributions | (0.05 | ) | (0.36 | ) | (1.20 | ) | (0.76 | ) | (0.04 | ) | (0.02 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 24.04 | $ | 21.34 | $ | 17.79 | $ | 16.37 | $ | 25.58 | $ | 21.98 | ||||||||||||
Total return(C) | 12.94 | %(D) | 22.15 | % | 17.50 | % | (33.95 | %) | 16.57 | % | 10.65 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 13,519 | $ | 14,658 | $ | 17,787 | $ | 32,469 | $ | 96,573 | $ | 118,286 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 2.31 | %(E) | 2.34 | %(S) | 2.46 | %(S) | 2.15 | % | 2.14 | % | 2.15 | % | ||||||||||||
Before reimbursement/fee waiver | 2.32 | %(E) | 2.34 | %(S) | 2.46 | %(S) | 2.15 | % | 2.14 | % | 2.15 | % | ||||||||||||
Net investment income, to average net assets (BB) | 0.09 | %(E) | 1.73 | % | 1.02 | % | 0.59 | % | 0.15 | % | 0.01 | % | ||||||||||||
Portfolio turnover rate | 126 | %(D) | 99 | % | 100 | % | 52 | % | 52 | % | 51 | % | ||||||||||||
Transamerica Multi-Managed Balanced(R) | ||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 21.20 | $ | 17.69 | $ | 16.30 | $ | 25.50 | $ | 21.91 | $ | 19.82 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.04 | 0.40 | 0.18 | 0.15 | 0.04 | 0.01 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | 2.73 | 3.53 | 2.46 | (8.56 | ) | 3.59 | 2.10 | |||||||||||||||||
Total from investment operations | 2.77 | 3.93 | 2.64 | (8.41 | ) | 3.63 | 2.11 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.05 | ) | (0.42 | ) | (0.22 | ) | (0.13 | ) | (0.04 | ) | (0.02 | ) | ||||||||||||
Net realized gains on investments | — | — | (1.03 | ) | (0.66 | ) | — | — | ||||||||||||||||
Total distributions | (0.05 | ) | (0.42 | ) | (1.25 | ) | (0.79 | ) | (0.04 | ) | (0.02 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 23.92 | $ | 21.20 | $ | 17.69 | $ | 16.30 | $ | 25.50 | $ | 21.91 | ||||||||||||
Total return(C) | 13.09 | %(D) | 22.43 | % | 17.80 | % | (33.92 | %) | 16.61 | % | 10.64 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 38,387 | $ | 24,194 | $ | 16,933 | $ | 17,719 | $ | 32,569 | $ | 36,750 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 2.02 | %(E) | 2.11 | %(S) | 2.27 | %(S) | 2.08 | % | 2.11 | % | 2.12 | % | ||||||||||||
Before reimbursement/fee waiver | 2.03 | %(E) | 2.11 | %(S) | 2.27 | %(S) | 2.08 | % | 2.11 | % | 2.12 | % | ||||||||||||
Net investment income, to average net assets (BB) | 0.37 | %(E) | 2.09 | % | 1.15 | % | 0.69 | % | 0.18 | % | 0.03 | % | ||||||||||||
Portfolio turnover rate | 126 | %(D) | 99 | % | 100 | % | 52 | % | 52 | % | 51 | % | ||||||||||||
Transamerica Funds | Semi-Annual Report 2011 |
Page 77
For the period or years ended:
Transamerica Multi-Managed Balanced(R) | ||||||||||||||||
Class I | Class P | |||||||||||||||
April 30, 2011 | October 31, | April 30, 2011 | October 31, | |||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010(F) | (unaudited) | 2010(O) | ||||||||||||
Net asset value | �� | |||||||||||||||
Beginning of period/year | $ | 21.46 | $ | 18.49 | $ | 21.40 | $ | 18.67 | ||||||||
Investment operations | ||||||||||||||||
Net investment income(B) | 0.16 | 0.57 | 0.15 | 0.54 | ||||||||||||
Net realized and unrealized gain on investments | 2.75 | 2.98 | 2.76 | 2.80 | ||||||||||||
Total from investment operations | 2.91 | 3.55 | 2.91 | 3.34 | ||||||||||||
Distributions | ||||||||||||||||
Net investment income | (0.13 | ) | (0.58 | ) | (0.13 | ) | (0.61 | ) | ||||||||
Total distributions | (0.13 | ) | (0.58 | ) | (0.13 | ) | (0.61 | ) | ||||||||
Net asset value | ||||||||||||||||
End of period/year | $ | 24.24 | $ | 21.46 | $ | 24.18 | $ | 21.40 | ||||||||
Total return(C) | 13.61 | %(D) | 19.52 | %(D) | 13.62 | %(D) | 18.19 | %(D) | ||||||||
Net assets end of period/year (000’s) | 7,868 | 265 | $ | 213,308 | $ | 199,226 | ||||||||||
Ratio and supplemental data | ||||||||||||||||
Expenses to average net assets | ||||||||||||||||
After reimbursement/recapture fee waiver | 1.04 | %(E) | 1.46 | %(E), (V) | 1.10 | %(E) | 1.11 | %(E), (V) | ||||||||
Before reimbursement/recapture fee waiver | 1.01 | %(E) | 2.01 | %(E), (V) | 1.30 | %(E) | 1.33 | %(E), (V) | ||||||||
Net investment income, to average net assets (BB) | 1.37 | %(E) | 3.15 | %(E) | 1.29 | %(E) | 2.88 | %(E) | ||||||||
Portfolio turnover rate | 126 | %(D) | 99 | %(D) | 126 | %(D) | 99 | %(D) | ||||||||
Transamerica Systematic Small/Mid Cap Value(T) | ||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 18.89 | $ | 14.72 | $ | 12.70 | $ | 23.78 | $ | 17.78 | $ | 16.69 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income (loss)(B) | (0.07 | ) | (0.02 | ) | — | (J) | 0.21 | 0.14 | 0.28 | |||||||||||||||
Net realized and unrealized gain (loss) on investments | 5.40 | 4.19 | 2.33 | (8.64 | ) | 6.30 | 1.96 | |||||||||||||||||
Total from investment operations | 5.33 | 4.17 | 2.33 | (8.43 | ) | 6.44 | 2.24 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | — | — | (0.31 | ) | (0.16 | ) | (0.13 | ) | (0.03 | ) | ||||||||||||||
Net realized gains on investments | — | — | — | (2.49 | ) | (0.31 | ) | (1.12 | ) | |||||||||||||||
Total distributions | — | — | (0.31 | ) | (2.65 | ) | (0.44 | ) | (1.15 | ) | ||||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 24.22 | $ | 18.89 | $ | 14.72 | $ | 12.70 | $ | 23.78 | $ | 17.78 | ||||||||||||
Total return(C) | 28.22 | %(D) | 28.33 | % | 19.12 | % | (39.47 | %) | 36.99 | % | 13.97 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 401,174 | $ | 283,240 | $ | 201,569 | $ | 199,210 | $ | 96,667 | $ | 47,014 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 1.40 | %(E) | 1.47 | % | 1.59 | % | 1.41 | % | 1.41 | % | 1.39 | % | ||||||||||||
Before reimbursement/fee waiver | 1.40 | %(E) | 1.47 | % | 1.59 | % | 1.41 | % | 1.41 | % | 1.39 | % | ||||||||||||
Net investment income (loss), to average net assets (BB) | (0.65 | %)(E) | (0.12 | %) | — | %(K) | 1.18 | % | 0.71 | % | 1.61 | % | ||||||||||||
Portfolio turnover rate | 141 | %(D) | 57 | % | 101 | % | 48 | % | 22 | % | 21 | % | ||||||||||||
Transamerica Funds | Semi-Annual Report 2011 |
Page 78
For the period or years ended:
Transamerica Systematic Small/Mid Cap Value(T) | ||||||||||||||||||||||||
Class B | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 18.05 | $ | 14.16 | $ | 12.19 | $ | 22.89 | $ | 17.12 | $ | 16.21 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income (loss)(B) | (0.13 | ) | (0.12 | ) | (0.08 | ) | 0.06 | 0.02 | (0.01 | ) | ||||||||||||||
Net realized and unrealized gain (loss) on investments | 5.15 | 4.01 | 2.26 | (8.27 | ) | 6.06 | 2.07 | |||||||||||||||||
Total from investment operations | 5.02 | 3.89 | 2.18 | (8.21 | ) | 6.08 | 2.06 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | — | — | (0.21 | ) | — | — | (0.03 | ) | ||||||||||||||||
Net realized gains on investments | — | — | — | (2.49 | ) | (0.31 | ) | (1.12 | ) | |||||||||||||||
Total distributions | — | — | (0.21 | ) | (2.49 | ) | (0.31 | ) | (1.15 | ) | ||||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 23.07 | $ | 18.05 | $ | 14.16 | $ | 12.19 | $ | 22.89 | $ | 17.12 | ||||||||||||
Total return(C) | 27.81 | %(D) | 27.47 | % | 18.37 | % | (39.85 | %) | �� | 36.09 | % | 13.21 | % | |||||||||||
Net assets end of period/year (000’s) | $ | 45,144 | $ | 38,355 | $ | 34,573 | $ | 31,716 | $ | 53,285 | $ | 47,007 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 2.06 | %(E) | 2.12 | % | 2.24 | % | 2.07 | % | 2.07 | % | 2.10 | % | ||||||||||||
Before reimbursement/fee waiver | 2.06 | %(E) | 2.12 | % | 2.24 | % | 2.07 | % | 2.07 | % | 2.10 | % | ||||||||||||
Net investment income (loss), to average net assets (BB) | (1.30 | %)(E) | (0.74 | %) | (0.66 | %) | 0.34 | % | 0.12 | % | (0.06 | %) | ||||||||||||
Portfolio turnover rate | 141 | %(D) | 57 | % | 101 | % | 48 | % | 22 | % | 21 | % | ||||||||||||
Transamerica Systematic Small/Mid Cap Value(T) | ||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 17.86 | $ | 14.00 | $ | 12.10 | $ | 22.81 | $ | 17.09 | $ | 16.18 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income (loss)(B) | (0.13 | ) | (0.12 | ) | (0.08 | ) | 0.09 | — | (J) | |||||||||||||||
Net realized and unrealized gain (loss) on investments | 5.10 | 3.98 | 2.23 | (8.24 | ) | 6.05 | 2.06 | |||||||||||||||||
Total from investment operations | 4.97 | 3.86 | 2.15 | (8.15 | ) | 6.07 | 2.06 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | — | — | (0.25 | ) | (0.07 | ) | (0.04 | ) | (0.03 | ) | ||||||||||||||
Net realized gains on investments | — | — | — | (2.49 | ) | (0.31 | ) | (1.12 | ) | |||||||||||||||
Total distributions | — | — | (0.25 | ) | (2.56 | ) | (0.35 | ) | (1.15 | ) | ||||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 22.83 | $ | 17.86 | $ | 14.00 | $ | 12.10 | $ | 22.81 | $ | 17.09 | ||||||||||||
Total return(C) | 27.83 | %(D) | 27.57 | % | 18.42 | % | (39.84 | %) | 36.16 | % | 13.23 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 221,024 | $ | 169,903 | $ | 115,960 | $ | 95,729 | $ | 63,856 | $ | 29,105 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 2.01 | %(E) | 2.07 | % | 2.20 | % | 2.04 | % | 2.04 | % | 2.08 | % | ||||||||||||
Before reimbursement/fee waiver | 2.01 | %(E) | 2.07 | % | 2.20 | % | 2.04 | % | 2.04 | % | 2.08 | % | ||||||||||||
Net investment income (loss), to average net assets (BB) | (1.25 | %)(E) | (0.73 | %) | (0.63 | %) | 0.52 | % | 0.10 | % | (0.03 | %) | ||||||||||||
Portfolio turnover rate | 141 | %(D) | 57 | % | 101 | % | 48 | % | 22 | % | 21 | % | ||||||||||||
Transamerica Funds | Semi-Annual Report 2011 |
Page 79
For the period or years ended:
Transamerica Systematic | ||||||||
Small/Mid Cap Value(T) | ||||||||
Class I | ||||||||
April 30, 2011 | October 31, | |||||||
For a share outstanding throughout each period | (unaudited) | 2010(F) | ||||||
Net asset value | ||||||||
Beginning of period/year | $ | 19.15 | $ | 15.44 | ||||
Investment operations | ||||||||
Net investment loss(B) | (0.03 | ) | (0.02 | ) | ||||
Net realized and unrealized gain on investments | 5.49 | 3.73 | ||||||
Total from investment operations | 5.46 | 3.71 | ||||||
Net asset value | ||||||||
End of period/year | $ | 24.61 | $ | 19.15 | ||||
Total return(C) | 28.51 | %(D) | 24.03 | %(D) | ||||
Net assets end of period/year (000’s) | $ | 77,780 | $ | 40,346 | ||||
Ratio and supplemental data | ||||||||
Expenses to average net assets | ||||||||
After reimbursement/fee waiver | 0.98 | %(E) | 1.04 | %(E) | ||||
Before reimbursement/fee waiver | 0.98 | %(E) | 1.04 | %(E) | ||||
Net investment loss, to average net assets (BB) | (0.23 | %)(E) | (0.11 | %)(E) | ||||
Portfolio turnover rate | 141 | %(D) | 57 | %(D) | ||||
Transamerica Systematic Small/Mid Cap Value(T) | ||||||||||||||||||||||||
Class I2(G) | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006(M) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 19.13 | $ | 14.82 | $ | 12.81 | $ | 23.91 | $ | 17.87 | $ | 16.84 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income (loss)(B) | (0.01 | ) | 0.08 | 0.11 | 0.30 | 0.26 | 0.18 | |||||||||||||||||
Net realized and unrealized gain (loss) on investments | 5.48 | 4.23 | 2.31 | (8.67 | ) | 6.32 | 1.97 | |||||||||||||||||
Total from investment operations | 5.47 | 4.31 | 2.42 | (8.37 | ) | 6.58 | 2.15 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | — | — | (0.41 | ) | (0.24 | ) | (0.23 | ) | — | |||||||||||||||
Net realized gains on investments | — | — | — | (2.49 | ) | (0.31 | ) | (1.12 | ) | |||||||||||||||
Total distributions | — | — | (0.41 | ) | (2.73 | ) | (0.54 | ) | (1.12 | ) | ||||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 24.60 | $ | 19.13 | $ | 14.82 | $ | 12.81 | $ | 23.91 | $ | 17.87 | ||||||||||||
Total return(C) | 28.59 | %(D) | 29.00 | % | 19.85 | % | (39.11 | %) | 37.78 | % | 13.30 | %(D) | ||||||||||||
Net assets end of period/year (000’s) | $ | 15,780 | $ | 15,893 | $ | 10,746 | $ | 214,351 | $ | 487,605 | $ | 478,728 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 0.86 | %(E) | 0.88 | % | 0.91 | % | 0.85 | % | 0.85 | % | 0.86 | %(E) | ||||||||||||
Before reimbursement/fee waiver | 0.86 | %(E) | 0.88 | % | 0.91 | % | 0.85 | % | 0.85 | % | 0.86 | %(E) | ||||||||||||
Net investment income (loss), to average net assets (BB) | (0.09 | %)(E) | 0.47 | % | 0.89 | % | 1.58 | % | 1.30 | % | 1.05 | %(E) | ||||||||||||
Portfolio turnover rate | 141 | %(D) | 57 | % | 101 | % | 48 | % | 22 | % | 21 | %(D) | ||||||||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 80
For the period or years ended:
Transamerica TS&W | ||||||||
International Equity | ||||||||
Class A | Class C | |||||||
April 30, | April 30, | |||||||
2011(FF) | 2011(FF) | |||||||
For a share outstanding throughout each period | (unaudited) | (unaudited) | ||||||
Net asset value | ||||||||
Beginning of period/year | $ | 15.03 | $ | 15.03 | ||||
Investment operations | ||||||||
Net investment income(B) | 0.11 | 0.09 | ||||||
Net realized and unrealized gain on investments | 0.67 | 0.67 | ||||||
Total from investment operations | 0.78 | 0.76 | ||||||
Net asset value | ||||||||
End of period/year | $ | 15.81 | $ | 15.79 | ||||
Total return(C) | 5.19 | %(D) | 5.06 | %(D) | ||||
Net assets end of period/year (000’s) | $ | 135 | $ | 111 | ||||
Ratio and supplemental data | ||||||||
Expenses to average net assets | ||||||||
After reimbursement/fee waiver | 1.50 | %(E) | 2.10 | %(E) | ||||
Before reimbursement/fee waiver | 1.50 | %(E) | 2.10 | %(E) | ||||
Net investment income, to average net assets (BB) | 4.56 | %(E) | 3.58 | %(E) | ||||
Portfolio turnover rate | 22 | %(D) | 22 | %(D) | ||||
Transamerica TS&W International Equity(GG) | ||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 13.97 | $ | 12.55 | $ | 9.94 | $ | 21.16 | $ | 19.08 | $ | 14.83 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.24 | 0.22 | 0.19 | 0.26 | 0.28 | 0.16 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | 1.80 | 1.36 | 2.61 | (8.99 | ) | 4.37 | 4.17 | |||||||||||||||||
Total from investment operations | 2.04 | 1.58 | 2.80 | (8.73 | ) | 4.65 | 4.33 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.19 | ) | (0.16 | ) | (0.19 | ) | (0.20 | ) | (0.09 | ) | (0.08 | ) | ||||||||||||
Net realized gains on investments | — | — | — | (2.29 | ) | (2.48 | ) | — | ||||||||||||||||
Total distributions | (0.19 | ) | (0.16 | ) | (0.19 | ) | (2.49 | ) | (2.57 | ) | (0.08 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 15.82 | $ | 13.97 | $ | 12.55 | $ | 9.94 | $ | 21.16 | $ | 19.08 | ||||||||||||
Total return(C) | 14.79 | %(D) | 12.73 | % | 28.58 | % | (46.36 | %) | 26.86 | % | 29.33 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 87,460 | $ | 75,271 | $ | 64,600 | $ | 51,529 | $ | 91,838 | $ | 70,503 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 1.19 | %(E) | 1.43 | % | 1.67 | % | 1.53 | % | 1.55 | % | 1.61 | % | ||||||||||||
Before reimbursement/fee waiver | 1.21 | %(E) | 1.43 | % | 1.67 | % | 1.53 | % | 1.55 | % | 1.61 | % | ||||||||||||
Net investment income, to average net assets (BB) | 3.43 | %(E) | 1.76 | % | 1.87 | % | 1.67 | % | 1.47 | % | 0.96 | % | ||||||||||||
Portfolio turnover rate | 22 | %(D) | 43 | % | 42 | % | 40 | % | 41 | % | 74 | % | ||||||||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 81
For the period or years ended:
Transamerica | ||||||||||||||||||||
TS&W | ||||||||||||||||||||
International | ||||||||||||||||||||
Equity | ||||||||||||||||||||
Class I2 | Transamerica WMC Diversified Equity(U) | |||||||||||||||||||
April 30, | Class A | Class B | ||||||||||||||||||
2011(FF) | April 30, 2011 | October 31, | April 30, 2011 | October 31, | ||||||||||||||||
For a share outstanding throughout each period | (unaudited) | (unaudited) | 2010(O) | (unaudited) | 2010(O) | |||||||||||||||
Net asset value | ||||||||||||||||||||
Beginning of period/year | $ | 15.03 | $ | 14.29 | $ | 12.85 | $ | 14.22 | $ | 12.85 | ||||||||||
Investment operations | ||||||||||||||||||||
Net investment income (loss)(B) | 0.14 | (0.04 | ) | 0.15 | (0.09 | ) | 0.06 | |||||||||||||
Net realized and unrealized gain on investments | 0.65 | 2.02 | 1.31 | 2.01 | 1.32 | |||||||||||||||
Total from investment operations | 0.79 | 1.98 | 1.46 | 1.92 | 1.38 | |||||||||||||||
Distributions | ||||||||||||||||||||
Net investment income | — | (0.16 | ) | (0.02 | ) | (0.04 | ) | (0.01 | ) | |||||||||||
Total distributions | — | (0.16 | ) | (0.02 | ) | (0.04 | ) | (0.01 | ) | |||||||||||
Net asset value | ||||||||||||||||||||
End of period/year | $ | 15.82 | $ | 16.11 | $ | 14.29 | $ | 16.10 | $ | 14.22 | ||||||||||
Total return(C) | 5.26 | %(D) | 13.91 | %(D) | 11.32 | %(D) | 13.50 | % (D) | 10.68 | %(D) | ||||||||||
Net assets end of period/year (000’s) | $ | 54,240 | $ | 89,642 | $ | 83,766 | $ | 7,370 | $ | 7,735 | ||||||||||
Ratio and supplemental data | ||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||
After reimbursement/fee waiver | 1.07 | %(E) | 1.52 | %(E) | 1.52 | %(E) | 2.17 | % (E) | 2.17 | %(E) | ||||||||||
Before reimbursement/fee waiver | 1.07 | %(E) | 1.64 | %(E) | 1.72 | %(E) | 2.33 | % (E) | 2.44 | %(E) | ||||||||||
Net investment income (loss), to average net assets (BB) | 5.66 | %(E) | (0.58 | %)(E) | 1.14 | %(E) | (1.22 | %) (E) | 0.40 | %(E) | ||||||||||
Portfolio turnover rate | 22 | %(D) | 112 | %(D) | 79 | %(D) | 112 | %(D) | 79 | %(D) |
Transamerica WMC Diversified Equity(U) | ||||||||||||||||||||||||
Class C | Class I | Class I2(G) | ||||||||||||||||||||||
April 30, 2011 | October 31, | April 30, 2011 | October 31, | April 30, 2011 | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010(O) | (unaudited) | 2010(F) | (unaudited) | 2010(O) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 14.22 | $ | 12.85 | $ | 14.41 | $ | 12.65 | $ | 14.38 | $ | 12.85 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income (loss)(B) | (0.09 | ) | 0.06 | (0.02 | ) | 0.26 | 0.01 | 0.26 | ||||||||||||||||
Net realized and unrealized gain on investments | 2.00 | 1.32 | 2.04 | 1.53 | 2.03 | 1.30 | ||||||||||||||||||
Total from investment operations | 1.91 | 1.38 | 2.02 | 1.79 | 2.04 | 1.56 | ||||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.06 | ) | (0.01 | ) | (0.23 | ) | (0.03 | ) | (0.26 | ) | (0.03 | ) | ||||||||||||
Total distributions | (0.06 | ) | (0.01 | ) | (0.23 | ) | (0.03 | ) | (0.26 | ) | (0.03 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 16.07 | $ | 14.22 | $ | 16.20 | $ | 14.41 | $ | 16.16 | $ | 14.38 | ||||||||||||
Total return(C) | 13.45 | %(D) | 10.68 | %(D) | 14.10 | %(D) | 14.16 | % (D) | 14.30 | %(D) | 12.12 | %(D) | ||||||||||||
Net assets end of period/year (000’s) | $ | 15,936 | $ | 15,013 | $ | 436 | $ | 421 | $ | 469,254 | $ | 358,714 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 2.17 | %(E) | 2.17 | %(E) | 1.17 | %(E) | 1.17 | %(E) | 0.79 | %(E) | 0.81 | %(E) | ||||||||||||
Before reimbursement/fee waiver | 2.22 | %(E) | 2.31 | %(E) | 1.44 | %(E) | 1.81 | %(E) | 0.79 | %(E) | 0.81 | %(E) | ||||||||||||
Net investment income (loss), to average net assets (BB) | (1.23 | %)(E) | 0.48 | %(E) | (0.22 | %)(E) | 2.14 | %(E) | 0.14 | %(E) | 2.02 | %(E) | ||||||||||||
Portfolio turnover rate | 112 | %(D) | 79 | %(D) | 112 | %(D) | 79 | %(D) | 112 | %(D) | 79 | %(D) | ||||||||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 82
For the period or years ended:
Transamerica WMC Diversified Equity(U) | ||||||||||||||||||||||||
Class P (Z) | ||||||||||||||||||||||||
10 Months | ||||||||||||||||||||||||
April 30, 2011 | October 31, | Ended October | December 31, | December 31, | December 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 31, 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 14.34 | $ | 12.08 | $ | 9.82 | $ | 17.15 | $ | 14.84 | $ | 13.69 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income (loss)(B) | (0.02 | ) | 0.21 | 0.02 | 0.05 | 0.01 | 0.01 | |||||||||||||||||
Net realized and unrealized gain (loss) on investments | 2.02 | 2.12 | 2.24 | (7.08 | ) | 2.77 | 1.28 | |||||||||||||||||
Total from investment operations | 2.00 | 2.33 | 2.26 | (7.03 | ) | 2.78 | 1.29 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.21 | ) | (0.07 | ) | — | (0.02 | ) | — | (J) | — | ||||||||||||||
Net realized gains on investments | — | — | — | (0.28 | ) | (0.47 | ) | (0.14 | ) | |||||||||||||||
Total distributions | (0.21 | ) | (0.07 | ) | — | (0.30 | ) | (0.47 | ) | (0.14 | ) | |||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 16.13 | $ | 14.34 | $ | 12.08 | $ | 9.82 | $ | 17.15 | $ | 14.84 | ||||||||||||
Total return(C) | 14.06 | %(D) | 19.31 | % | 23.01 | %(D) | (40.93 | %) | 18.68 | % | 9.42 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 371,037 | $ | 323,700 | $ | 259,822 | $ | 194,445 | $ | 305,343 | $ | 207,607 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 1.15 | %(E) | 1.15 | % | 1.15 | %(E) | 1.15 | % | 1.15 | % | 1.15 | % | ||||||||||||
Before reimbursement/fee waiver | 1.48 | %(E) | 1.38 | % | 1.32 | %(E) | 1.29 | % | 1.15 | % | 1.15 | % | ||||||||||||
Net investment income (loss), to average net assets (BB) | (0.21 | %)(E) | 1.56 | % | 0.27 | %(E) | 0.35 | % | 0.08 | % | 0.04 | % | ||||||||||||
Portfolio turnover rate | 112 | %(D) | 79 | % | 25 | %(D) | 44 | % | 29 | % | 36 | % | ||||||||||||
Transamerica WMC Diversified Growth | ||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 8.90 | $ | 7.54 | $ | 6.85 | $ | 12.07 | $ | 9.83 | $ | 8.87 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment loss(B) | (0.02 | ) | (0.02 | ) | — | (J) | (0.01 | ) | (0.05 | ) | (0.07 | ) | ||||||||||||
Net realized and unrealized gain (loss) on investments | 1.48 | 1.38 | 0.69 | (5.21 | ) | 2.29 | 1.11 | |||||||||||||||||
Total from investment operations | 1.46 | 1.36 | 0.69 | (5.22 | ) | 2.24 | 1.04 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net realized gains on investments | — | — | — | — | — | (0.08 | ) | |||||||||||||||||
Total distributions | — | — | — | — | — | (0.08 | ) | |||||||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 10.36 | $ | 8.90 | $ | 7.54 | $ | 6.85 | $ | 12.07 | $ | 9.83 | ||||||||||||
Total return(C) | 16.40 | %(D) | 18.04 | % | 10.07 | % | (43.25 | %) | 22.79 | % | 11.71 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 425,493 | $ | 303,912 | $ | 292,838 | $ | 300,140 | $ | 532,251 | $ | 500,483 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/recapture fee waiver | 1.52 | %(E) | 1.52 | % | 1.52 | % | 1.39 | % | 1.40 | % | 1.51 | % | ||||||||||||
Before reimbursement/recapture fee waiver | 1.46 | %(E) | 1.56 | % | 1.67 | % | 1.39 | % | 1.40 | % | 1.51 | % | ||||||||||||
Net investment income (loss), to average net assets (BB) | (0.52 | %)(E) | (0.28 | %) | 0.06 | % | (0.07 | %) | (0.48 | %) | (0.70 | %) | ||||||||||||
Portfolio turnover rate | 45 | %(D) | 167 | % | 53 | % | 33 | % | 62 | % | 19 | % | ||||||||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 83
For the period or years ended:
Transamerica WMC Diversified Growth | ||||||||||||||||||||||||
Class B | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 8.22 | $ | 7.01 | $ | 6.42 | $ | 11.39 | $ | 9.35 | $ | 8.49 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment loss(B) | (0.05 | ) | (0.07 | ) | (0.03 | ) | (0.08 | ) | (0.12 | ) | (0.12 | ) | ||||||||||||
Net realized and unrealized gain (loss) on investments | 1.37 | 1.28 | 0.62 | (4.89 | ) | 2.16 | 1.06 | |||||||||||||||||
Total from investment operations | 1.32 | 1.21 | 0.59 | (4.97 | ) | 2.04 | 0.94 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net realized gains on investments | — | — | — | — | — | (0.08 | ) | |||||||||||||||||
Total distributions | — | — | — | — | — | (0.08 | ) | |||||||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 9.54 | $ | 8.22 | $ | 7.01 | $ | 6.42 | $ | 11.39 | $ | 9.35 | ||||||||||||
Total return(C) | 16.06 | %(D) | 17.26 | % | 9.19 | % | (43.63 | %) | 21.82 | % | 11.06 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 29,184 | $ | 29,958 | $ | 39,699 | $ | 59,479 | $ | 191,007 | $ | 222,144 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 2.17 | %(E) | 2.17 | % | 2.17 | % | 2.17 | % | 2.17 | % | 2.17 | % | ||||||||||||
Before reimbursement/fee waiver | 2.26 | %(E) | 2.30 | % | 2.50 | % | 2.21 | % | 2.21 | % | 2.34 | % | ||||||||||||
Net investment loss, to average net assets (BB) | (1.14 | %)(E) | (0.92 | %) | (0.53 | %) | (0.87 | %) | (1.25 | %) | (1.34 | %) | ||||||||||||
Portfolio turnover rate | 45 | %(D) | 167 | % | 53 | % | 33 | % | 62 | % | 19 | % | ||||||||||||
Transamerica WMC Diversified Growth | ||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 8.26 | $ | 7.04 | $ | 6.44 | $ | 11.42 | $ | 9.37 | $ | 8.50 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment loss(B) | (0.05 | ) | (0.07 | ) | (0.03 | ) | (0.07 | ) | (0.11 | ) | (0.12 | ) | ||||||||||||
Net realized and unrealized gain (loss) on investments | 1.37 | 1.29 | 0.63 | (4.91 | ) | 2.16 | 1.07 | |||||||||||||||||
Total from investment operations | 1.32 | 1.22 | 0.60 | (4.98 | ) | 2.05 | 0.95 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net realized gains on investments | — | — | — | — | — | (0.08 | ) | |||||||||||||||||
Total distributions | — | — | — | — | — | (0.08 | ) | |||||||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 9.58 | $ | 8.26 | $ | 7.04 | $ | 6.44 | $ | 11.42 | $ | 9.37 | ||||||||||||
Total return(C) | 15.98 | %(D) | 17.33 | % | 9.32 | % | (43.61 | %) | 21.88 | % | 11.16 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 39,495 | $ | 36,135 | $ | 37,225 | $ | 46,676 | $ | 101,226 | $ | 97,047 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/recapture fee waiver | 2.17 | %(E) | 2.17 | % | 2.17 | % | 2.04 | % | 2.07 | % | 2.10 | % | ||||||||||||
Before reimbursement/recapture fee waiver | 2.17 | %(E) | 2.22 | % | 2.32 | % | 2.04 | % | 2.07 | % | 2.10 | % | ||||||||||||
Net investment loss, to average net assets (BB) | (1.15 | %)(E) | (0.93 | %) | (0.56 | %) | (0.72 | %) | (1.15 | %) | (1.27 | %) | ||||||||||||
Portfolio turnover rate | 45 | %(D) | 167 | % | 53 | % | 33 | % | 62 | % | 19 | % | ||||||||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 84
For the period or years ended:
Transamerica WMC Diversified | ||||||||
Growth | ||||||||
Class I | ||||||||
April 30, 2011 | October 31, | |||||||
For a share outstanding throughout each period | (unaudited) | 2010(F) | ||||||
Net asset value | ||||||||
Beginning of period/year | $ | 9.14 | $ | 8.12 | ||||
Investment operations | ||||||||
Net investment income(B) | — | (J) | — | (J) | ||||
Net realized and unrealized gain on investments | 1.53 | 1.06 | ||||||
Total from investment operations | 1.53 | 1.06 | ||||||
Distributions | ||||||||
Net investment income | — | (0.04 | ) | |||||
Total distributions | — | (0.04 | ) | |||||
Net asset value | ||||||||
End of period/year | $ | 10.67 | $ | 9.14 | ||||
Total return(C) | 16.61 | %(D) | 13.14 | %(D) | ||||
Net assets end of period/year (000’s) | $ | 5,388 | $ | 2,903 | ||||
Ratio and supplemental data | ||||||||
Expenses to average net assets | ||||||||
After reimbursement/fee waiver | 0.93 | %(E) | 1.01 | %(E) | ||||
Before reimbursement/fee waiver | 0.93 | %(E) | 1.01 | %(E) | ||||
Net investment income, to average net assets (BB) | 0.05 | %(E) | (0.02 | %)(E) | ||||
Portfolio turnover rate | 45 | %(D) | 167 | %(D) |
Transamerica WMC Diversified Growth | ||||||||||||||||||||||||
Class I2(G) | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006(M) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 9.10 | $ | 7.69 | $ | 6.99 | $ | 12.23 | $ | 9.90 | $ | 9.17 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.01 | 0.04 | 0.05 | 0.06 | 0.01 | — | (J) | |||||||||||||||||
Net realized and unrealized gain (loss) on investments | 1.52 | 1.41 | 0.69 | (5.30 | ) | 2.32 | 0.81 | |||||||||||||||||
Total from investment operations | 1.53 | 1.45 | 0.74 | (5.24 | ) | 2.33 | 0.81 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | — | (0.04 | ) | (0.04 | ) | — | — | — | ||||||||||||||||
Net realized gains on investments | — | — | — | — | — | (0.08 | ) | |||||||||||||||||
Total distributions | — | (0.04 | ) | (0.04 | ) | — | — | (0.08 | ) | |||||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 10.63 | $ | 9.10 | $ | 7.69 | $ | 6.99 | $ | 12.23 | $ | 9.90 | ||||||||||||
Total return(C) | 16.81 | %(D) | 18.94 | % | 10.73 | % | (42.85 | %) | 23.54 | % | 8.83 | %(D) | ||||||||||||
Net assets end of period/year (000’s) | $ | 553,821 | $ | 425,431 | $ | 637,103 | $ | 500,722 | $ | 888,019 | $ | 714,803 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 0.77 | %(E) | 0.78 | % | 0.82 | % | 0.75 | % | 0.78 | % | 0.81 | %(E) | ||||||||||||
Before reimbursement/fee waiver | 0.77 | %(E) | 0.78 | % | 0.82 | % | 0.75 | % | 0.78 | % | 0.81 | %(E) | ||||||||||||
Net investment income, to average net assets (BB) | 0.24 | %(E) | 0.51 | % | 0.72 | % | 0.55 | % | 0.13 | % | 0.02 | %(E) | ||||||||||||
Portfolio turnover rate | 45 | %(D) | 167 | % | 53 | % | 33 | % | 62 | % | 19 | %(D) |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 85
For the period or years ended:
Transamerica WMC Diversified | ||||||||
Growth | ||||||||
Class P | ||||||||
April 30, 2011 | October 31, | |||||||
For a share outstanding throughout each period | (unaudited) | 2010(O) | ||||||
Net asset value | ||||||||
Beginning of period/year | $ | 8.88 | $ | 8.07 | ||||
Investment operations | ||||||||
Net investment income (loss)(B) | (0.01 | ) | 0.01 | |||||
Net realized and unrealized gain on investments | 1.49 | 0.84 | ||||||
Total from investment operations | 1.48 | 0.85 | ||||||
Distributions | ||||||||
Net investment income | — | (0.04 | ) | |||||
Total distributions | — | (0.04 | ) | |||||
Net asset value | ||||||||
End of period/year | $ | 10.36 | $ | 8.88 | ||||
Total return(C) | 16.67 | %(D) | 10.56 | %(D) | ||||
Net assets end of period/year (000’s) | $ | 249,374 | $ | 264,287 | ||||
Ratio and supplemental data | ||||||||
Expenses to average net assets | ||||||||
After reimbursement/fee waiver | 1.15 | %(E) | 1.15 | %(E) | ||||
Before reimbursement/fee waiver | 1.23 | %(E) | 1.23 | %(E) | ||||
Net investment income (loss), to average net assets (BB) | (0.12 | %)(E) | 0.08 | %(E) | ||||
Portfolio turnover rate | 45 | %(D) | 167 | %(D) | ||||
Transamerica WMC Diversified Growth | ||||||||||||||||||||||||
Class T | ||||||||||||||||||||||||
April 30, 2011 | October 31, | October 31, | October 31, | October 31, | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | 2010 | 2009 | 2008 | 2007 | 2006(X) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 25.12 | $ | 21.14 | $ | 19.14 | $ | 33.53 | $ | 27.18 | $ | 27.10 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.01 | 0.06 | 0.10 | 0.12 | — | — | (J) | |||||||||||||||||
Net realized and unrealized gain (loss) on investments | 4.18 | 3.92 | 1.90 | (14.51 | ) | 6.35 | 0.08 | |||||||||||||||||
Total from investment operations | 4.19 | 3.98 | 2.00 | (14.39 | ) | 6.35 | 0.08 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | — | — | — | (J) | — | — | — | |||||||||||||||||
Total distributions | — | — | — | (J) | — | — | — | |||||||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 29.31 | $ | 25.12 | $ | 21.14 | $ | 19.14 | $ | 33.53 | $ | 27.18 | ||||||||||||
Total return(C) | 16.68 | %(D) | 18.83 | % | 10.46 | % | (42.92 | %) | 23.36 | % | 0.30 | %(D) | ||||||||||||
Net assets end of period/year (000’s) | $ | 102,144 | $ | 93,290 | $ | 87,469 | $ | 90,881 | $ | 183,495 | $ | 195,420 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets | ||||||||||||||||||||||||
After reimbursement/fee waiver | 0.93 | %(E) | 0.96 | % | 1.03 | % | 0.89 | % | 0.91 | % | 0.84 | %(E) | ||||||||||||
Before reimbursement/fee waiver | 0.93 | %(E) | 0.96 | % | 1.03 | % | 0.89 | % | 0.91 | % | 0.84 | %(E) | ||||||||||||
Net investment income (loss), to average net assets (BB) | 0.10 | %(E) | 0.28 | % | 0.54 | % | 0.42 | % | 0.01 | % | (0.21 | %)(E) | ||||||||||||
Portfolio turnover rate | 45 | %(D) | 167 | % | 53 | % | 33 | % | 62 | % | 19 | %(D) | ||||||||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 86
For the period or years ended:
Transamerica WMC Quality Value | ||||||||||||||||
Class A | Class C | Class I | Class I2 | |||||||||||||
April 30, 2011(Y) | April 30, 2011(Y) | April 30, 2011(Y) | April 30, 2011(Y) | |||||||||||||
For a share outstanding throughout each period | (unaudited) | (unaudited) | (unaudited) | (unaudited) | ||||||||||||
Net asset value | ||||||||||||||||
Beginning of period/year | $ | 10.00 | $ | 10.00 | $ | 10.00 | $ | 10.00 | ||||||||
Investment operations | ||||||||||||||||
Net investment income(B) | 0.04 | 0.01 | 0.06 | 0.07 | ||||||||||||
Net realized and unrealized gain on investments | 1.58 | 1.58 | 1.58 | 1.59 | ||||||||||||
Total from investment operations | 1.62 | 1.59 | 1.64 | 1.66 | ||||||||||||
Distributions | ||||||||||||||||
Net investment income | (0.03 | ) | (0.02 | ) | (0.04 | ) | (0.05 | ) | ||||||||
Total distributions | (0.03 | ) | (0.02 | ) | (0.04 | ) | (0.05 | ) | ||||||||
Net asset value | ||||||||||||||||
End of period/year | $ | 11.59 | $ | 11.57 | $ | 11.60 | $ | 11.61 | ||||||||
Total return(C) | 16.24 | %(D) | 15.91 | %(D) | 16.43 | %(D) | 16.60 | % (D) | ||||||||
Net assets end of period/year (000’s) | $ | 972 | $ | 1,779 | $ | 567 | $ | 1,409,629 | ||||||||
Ratio and supplemental data | ||||||||||||||||
Expenses to average net assets | ||||||||||||||||
After reimbursement/fee waiver | 1.35 | %(E) | 2.00 | %(E) | 1.00 | %(E) | 0.76 | % (E) | ||||||||
Before reimbursement/fee waiver | 2.50 | %(E) | 2.69 | %(E) | 1.10 | %(E) | 0.76 | % (E) | ||||||||
Net investment income, to average net assets (BB) | 0.81 | %(E) | 0.16 | %(E) | 1.15 | %(E) | 1.43 | % (E) | ||||||||
Portfolio turnover rate | 16 | %(D) | 16 | %(D) | 16 | %(D) | 16 | % (D) | ||||||||
(A) | Formerly, Transamerica Flexible Income. | |
(B) | Calculated based on average number of shares outstanding. | |
(C) | Total return has been calculated for the applicable period without deduction of a sales load, if any, on an initial purchase. | |
(D) | Not annualized. | |
(E) | Annualized. | |
(F) | Commenced operations November 30, 2009. | |
(G) | Effective November 30, 2009, all previously existing Class I shares were re-designated as Class I2 Shares. | |
(H) | Commenced operations November 20, 2009. | |
(I) | Formerly, Transamerica Money Market. | |
(J) | Rounds to less than $(0.01) or $0.01. | |
(K) | Rounds to less than (0.01%) or 0.01%. | |
(L) | Transamerica Asset Management, Inc. or any of its affiliates waive fees or reimburse expenses in order to maintain a positive yield. Refer to the notes to the financial statements for details. | |
(M) | Commenced operations November 15, 2005. | |
(N) | Formerly, Transamerica Focus. | |
(O) | Commenced operations November 13, 2009. | |
(P) | Includes extraordinary expenses. The impact of the expenses were 0.02% and 0.05% for 2010 and 2009, respectively. | |
(Q) | Formerly, Transamerica Growth Opportunities. | |
(R) | Formerly, Transamerica Balanced. | |
(S) | Includes extraordinary expenses. The impact of the expenses were 0.01% and 0.02% for 2010 and 2009, respectively. | |
(T) | Formerly, Transamerica Small/Mid Cap Value. | |
(U) | Formerly, Transamerica Diversified Equity | |
(V) | Includes extraordinary expenses. The impact of the expenses was 0.01%. |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 87
For the period or years ended:
(X) | Commenced operations October 27, 2006. | |
(Y) | Commenced operations November 15, 2010. | |
(Z) | Prior to November 13, 2009, information provided in the previous periods reflects Transamerica Premier Diversified Equity, which is the accounting survivor pursuant to a Plan of Reorganization. | |
(AA) | Prior to the fund acquisition (see the notes to the financial statements for additional information), the accounting surviving funds’ Investor Class had a net asset value per share of $18.60. At the point of the acquisition, the Investor Class became Class P with the net asset value of $11.77. | |
(BB) | Includes Redemption Fees, if any. The impact of Redemption Fees is less than 0.01% for Class A, Class B, Class C, and Class I2, respectively. | |
(CC) | Prior to November 13, 2009, information provided in previous periods reflects Transamerica Premier Focus, which is the accounting survivor pursuant to a Plan of Reorganization. | |
(DD) | Formerly, Transamerica Short-Term Bond. | |
(EE) | Commenced Operations November 1, 2007. | |
(FF) | Commenced Operations March 1, 2011. | |
(GG) | Prior to March 1, 2011, information provided in the previous periods reflect TS&W International Equity Portfolio, which is the accounting survivor pursuant to a Plan of Reorganization. | |
* | Prior to November 1, 2010, the financial highlights were audited by another independent registered public accounting firm. |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 88
At April 30, 2011
(all amounts in thousands)
Transamerica Funds | Semi-Annual Report 2011 |
Page 89
At April 30, 2011
(all amounts in thousands)
Transamerica Funds | Semi-Annual Report 2011 |
Page 90
At April 30, 2011
(all amounts in thousands)
Fund | Commissions | |||
Transamerica Morgan Stanley Capital Growth | $ | 2 | ||
Transamerica Morgan Stanley Growth Opportunities | 1 | |||
Transamerica WMC Diversified Growth | — | (A) | ||
Transamerica WMC Quality Value | — | (A) |
(A) | Rounds to less than $1. |
Transamerica Funds | Semi-Annual Report 2011 |
Page 91
At April 30, 2011
(all amounts in thousands)
Transamerica Funds | Semi-Annual Report 2011 |
Page 92
At April 30, 2011
(all amounts in thousands)
Transamerica Funds | Semi-Annual Report 2011 |
Page 93
At April 30, 2011
(all amounts in thousands)
Market | % of Fund’s | |||||||
Fund Name | Value | Net Assets | ||||||
Transamerica AEGON Money Market | ||||||||
Class I | $ | 50 | 0.03 | % | ||||
Transamerica TS&W International Equity | ||||||||
Class A | 105 | 0.08 | ||||||
Transamerica TS&W International Equity | ||||||||
Class C | 105 | 0.08 | ||||||
Transamerica TS&W International Equity | ||||||||
Class I | — | (A) | — | (B) | ||||
Transamerica TS&W International Equity | ||||||||
Class I2 | — | (A) | — | (B) | ||||
Transamerica WMC Diversified Equity | ||||||||
Class I | 65 | 0.01 | ||||||
Transamerica WMC Quality Value | ||||||||
Class A | 291 | 0.02 | ||||||
Transamerica WMC Quality Value | ||||||||
Class C | 290 | 0.02 | ||||||
Transamerica WMC Quality Value | ||||||||
Class I | 291 | 0.02 |
(A) (B) | Rounds to less than $1. Rounds to less than 0.01%. |
Transamerica Funds | Semi-Annual Report 2011 |
Page 94
At April 30, 2011
(all amounts in thousands)
% of Net | ||||||||
Transamerica AEGON Flexible Income | Market Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 17,223 | 6.84 | % | ||||
Transamerica Asset Allocation-Moderate Portfolio | 46,307 | 18.39 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 638 | 0.25 | ||||||
Transamerica Asset Allocation-Conservative VP | 11,965 | 4.75 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 16,891 | 6.71 | ||||||
Transamerica Asset Allocation-Moderate VP | 23,931 | 9.50 | ||||||
Total | $ | 116,955 | 46.44 | % |
% of Net | ||||||||
Transamerica AEGON High Yield Bond | Market Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 74,423 | 9.53 | % | ||||
Transamerica Asset Allocation-Moderate Portfolio | 116,489 | 14.93 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 105,570 | 13.53 | ||||||
Transamerica Multi-Manager Alternative Strategies Portfolio | 3,223 | 0.41 | ||||||
Transamerica Asset Allocation-Conservative VP | 19,606 | 2.51 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 29,970 | 3.84 | ||||||
Transamerica Asset Allocation-Moderate VP | 35,174 | 4.51 | ||||||
Total | $ | 384,455 | 49.26 | % |
% of Net | ||||||||
Transamerica AEGON Money Market | Market Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 5,717 | 2.90 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 60 | 0.03 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 4,541 | 2.31 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 196 | 0.10 | ||||||
Transamerica Multi-Manager Alternative Strategies Portfolio | 5,092 | 2.58 | ||||||
Total | $ | 15,606 | 7.92 | % |
% of Net | ||||||||
Transamerica AEGON Short-Term Bond | Market Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 109,629 | 3.79 | % | ||||
Transamerica Asset Allocation-Moderate Portfolio | 128,419 | 4.43 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 60,346 | 2.08 | ||||||
Transamerica Asset Allocation-Conservative VP | 219,633 | 7.58 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 194,216 | 6.70 | ||||||
Transamerica Asset Allocation-Moderate VP | 272,248 | 9.40 | ||||||
Transamerica International Moderate Growth VP | 10,664 | 0.37 | ||||||
Total | $ | 995,155 | 34.35 | % |
% of Net | ||||||||
Transamerica Morgan Stanley Growth Opportunities | Market Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 13,884 | 3.33 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 17,579 | 4.21 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 49,402 | 11.84 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 54,075 | 12.96 | ||||||
Total | $ | 134,940 | 32.34 | % |
% of Net | ||||||||
Transamerica TS&W International Equity | Market Value | Assets | ||||||
Transamerica International Moderate Growth VP | $ | 54,250 | 38.22 | % |
% of Net | ||||||||
Transamerica WMC Diversified Equity | Market Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 37,583 | 3.94 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 111,855 | 11.73 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 97,943 | 10.27 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 214,353 | 22.48 | ||||||
Total | $ | 461,734 | 48.42 | % |
% of Net | ||||||||
Transamerica WMC Diversified Growth | Market Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 41,530 | 2.95 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 125,083 | 8.90 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 135,253 | 9.63 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 233,885 | 16.65 | ||||||
Total | $ | 535,751 | 38.13 | % |
% of Net | ||||||||
Transamerica WMC Quality Value | Market Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 51,154 | 3.62 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 189,715 | 13.42 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 125,780 | 8.90 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 269,717 | 19.09 | ||||||
Transamerica Asset Allocation-Conservative VP | 72,899 | 5.16 | ||||||
Transamerica Asset Allocation-Growth VP | 117,685 | 8.33 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 383,301 | 27.13 | ||||||
Transamerica Asset Allocation-Moderate VP | 191,154 | 13.53 | ||||||
Total | $ | 1,401,405 | 99.18 | % | ||||
Transamerica Funds | Semi-Annual Report 2011 |
At April 30, 2011
(all amounts in thousands)
Transamerica AEGON Flexible Income | ||||
First $250 million | 0.475 | % | ||
Over $250 million up to $350 million | 0.425 | % | ||
Over $350 million | 0.40 | % | ||
Transamerica AEGON High Yield Bond | ||||
First $400 million | 0.59 | % | ||
Over $400 million up to $750 million | 0.575 | % | ||
Over $750 million | 0.55 | % | ||
Transamerica AEGON Money Market | ||||
ANA | 0.40 | % | ||
Transamerica AEGON Short-Term Bond | ||||
First $250 million | 0.55 | % | ||
Over $250 million up to $500 million | 0.50 | % | ||
Over $500 million up to $1 billion | 0.475 | % | ||
Over $1 billion | 0.45 | % | ||
Transamerica Morgan Stanley Capital Growth | ||||
First $500 million | 0.80 | % | ||
Over $500 million | 0.675 | % | ||
Transamerica Morgan Stanley Growth Opportunities | ||||
First $250 million | 0.80 | % | ||
Over $250 million up to $500 million | 0.75 | % | ||
Over $500 million | 0.70 | % | ||
Transamerica Multi-Managed Balanced | ||||
First $500 million | 0.75 | % | ||
Over $500 million up to $1 billion | 0.65 | % | ||
Over $1 billion | 0.60 | % | ||
Transamerica Systematic Small/Mid Cap Value | ||||
First $500 million | 0.80 | % | ||
Over $500 million | 0.75 | % | ||
Transamerica TS&W International Equity (Effective March 1, 2011) | ||||
First $250 million | 0.80 | % | ||
Over $250 million up to 500 million | 0.75 | % | ||
Over $500 million up to $1 billion | 0.725 | % | ||
Over $1 billion | 0.70 | % | ||
Transamerica TS&W International Equity (Prior to March 1, 2011) | ||||
ANA | 0.65 | % | ||
Transamerica WMC Diversified Equity | ||||
First $500 million | 0.73 | % | ||
Over $500 million up to $2.5 billion | 0.70 | % | ||
Over $2.5 billion | 0.65 | % | ||
Transamerica WMC Diversified Growth | ||||
First $500 million | 0.73 | % | ||
Over $500 million up to $2.5 billion | 0.70 | % | ||
Over $2.5 billion | 0.65 | % | ||
Transamerica WMC Quality Value | ||||
First $1 billion | 0.70 | % | ||
Over $1 billion | 0.675 | % |
Class A, B, C, I, I2, and T | Class P | |||
Fund | Expense Limit | Expense Limit^ | ||
Transamerica AEGON Flexible Income Ø | 1.00% | —% | ||
Transamerica AEGON High Yield Bond ε | 0.95 | 0.90 | ||
Transamerica AEGON Money Market | 0.48 | 0.48 | ||
Transamerica AEGON Short-Term Bond | 0.85 | — | ||
Transamerica Morgan Stanley Capital Growth | 1.20 | 1.40 | ||
Transamerica Morgan Stanley Growth Opportunities | 1.40 | 1.40 | ||
Transamerica Multi-Managed Balanced | 1.45 | 1.10 | ||
Transamerica Systematic Small/Mid Cap Value ⌂ | 1.25 | — | ||
Transamerica TS&W International Equity ◊ | 1.15 | — | ||
Transamerica WMC Diversified Equity | 1.17 | 1.15 | ||
Transamerica WMC Diversified Growth | 1.17 | 1.15 | ||
Transamerica WMC Quality Value | 1.00 | — |
Ø | Effective March 1, 2011, Transamerica AEGON Flexible Income had an expense cap change to 1.00%. Prior to March 1, 2011, the expense cap was 1.35%. | |
ε | Effective March 1, 2011, Transamerica AEGON High Yield Bond had an expense cap change to 0.95%. Prior to March 1, 2011, the expense cap was 1.24%. | |
⌂ | Effective March 1, 2011, Transamerica Systematic Small/Mid Cap Value had an expense cap change to 1.25%. Prior to March 1, 2011, the expense cap was 1.40% | |
◊ | Effective March 1, 2011, Transamerica TS&W International Equity had an expense cap change to 1.15%. Prior to March 1, 2011, the predecessor fund, TS&W International Equity Portfolio, had an expense cap of 1.75%. | |
^ | Inclusive of 12b-1 fees. |
Transamerica Funds | Semi-Annual Report 2011 |
At April 30, 2011
(all amounts in thousands)
Fund | Recaptured Amount | |
Transamerica Morgan Stanley Capital Growth | ||
Class C | $1 | |
Class I | – (A) | |
Class P | 19 | |
Transamerica Morgan Stanley Growth Opportunities | ||
Class A | 29 | |
Class B | 6 | |
Class C | 7 | |
Class I | – (A) | |
Transamerica Multi-Managed Balanced | ||
Class I | 1 | |
Transamerica WMC Diversified Growth | ||
Class A | 97 | |
Class C | 1 | |
(A) Rounds to less than $1. |
Reimbursement of | Available for | |||||||
Fund | Class Expenses | Recapture Through | ||||||
Transamerica AEGON High Yield Bond | ||||||||
Fiscal Year 2010: | 10/31/2013 | |||||||
Class P | $ | 50 | ||||||
Transamerica AEGON Money Market | ||||||||
Fiscal Year 2008: | 10/31/2011 | |||||||
Class A | 276 | |||||||
Class B | 71 | |||||||
Class C | 62 | |||||||
Class I2 | 2 | |||||||
Fiscal Year 2009: | 10/31/2012 | |||||||
Class A | 763 | |||||||
Class B | 422 | |||||||
Class C | 552 | |||||||
Class I2 | 30 | |||||||
Fiscal Year 2010: | 10/31/2013 | |||||||
Fund Level | 752 | |||||||
Class A | 876 | |||||||
Class B | 344 | |||||||
Class C | 446 | |||||||
Class I | 1 | |||||||
Class I2 | 1 | |||||||
Class P | 55 | |||||||
Transamerica Morgan Stanley Capital Growth | ||||||||
Fiscal Year 2009: | 10/31/2012 | |||||||
Class P ** | 31 | |||||||
Fiscal Year 2010: | 10/31/2013 | |||||||
Class A | 94 | |||||||
Class B | 39 | |||||||
Class C | 6 | |||||||
Class I | 1 | |||||||
Class P ** | 7 | |||||||
Transamerica Morgan Stanley Growth Opportunities | ||||||||
Fiscal Year 2008: | 10/31/2011 | |||||||
Class A | 2 | |||||||
Class B | 21 | |||||||
Fiscal Year 2009: | 10/31/2012 | |||||||
Class A | 203 | |||||||
Class B | 48 | |||||||
Class C | 15 | |||||||
Fiscal Year 2010: | 10/31/2013 | |||||||
Class A | 123 | |||||||
Class B | 1 | |||||||
Class C | 1 | |||||||
Transamerica Multi-Managed Balanced | ||||||||
Fiscal Year 2010: | 10/31/2013 | |||||||
Class P | 499 | |||||||
Transamerica WMC Diversified Equity | ||||||||
Fiscal Year 2008: | 10/31/2011 | |||||||
Class P * | 357 | |||||||
Fiscal Year 2009: | 10/31/2012 | |||||||
Class P * | 311 | |||||||
Fiscal Year 2010: | 10/31/2013 | |||||||
Class A | 158 | |||||||
Class B | 23 | |||||||
Class C | 20 | |||||||
Class I | 1 | |||||||
Class P * | 689 | |||||||
Transamerica WMC Diversified Growth | ||||||||
Fiscal Year 2008: | 10/31/2011 | |||||||
Class B | 54 | |||||||
Fiscal Year 2009: | 10/31/2012 | |||||||
Class A | 321 | |||||||
Class B | 145 | |||||||
Class C | 57 | |||||||
Fiscal Year 2010: | 10/31/2013 | |||||||
Class A | 121 | |||||||
Class B | 46 | |||||||
Class C | 18 | |||||||
Class P | 250 |
* | Formerly, Transamerica Premier Diversified Equity, Investor Class. | |
** | Formerly, Transamerica Premier Focus, Investor Class. | |
(A) | Amount rounds to less than $1. |
Transamerica Funds | Semi-Annual Report 2011 |
At April 30, 2011
(all amounts in thousands)
2011 Amount | 2010 Amount | 2009 Amount | ||||||||||
2011 Amount | Waived | 2010 Amount | Waived | 2009 Amount | Waived | |||||||
Fund/Class | Waived ($) | (Basis Points) | Waived ($) | (Basis Points) | Waived ($) | (Basis Points) | ||||||
Fund | $286 | 27 | $700 | 27 | $146 | 5 | ||||||
A | 186 | 33 | 441 | 34 | 305 | 20 | ||||||
B | 83 | 98 | 263 | 99 | 300 | 72 | ||||||
C | 161 | 98 | 382 | 99 | 436 | 70 | ||||||
I | — | — | ||||||||||
I2 | — | — | — | – | 3 | 1 | ||||||
P | — | — | — (A) | — (B) |
(A) | Amount rounds to less than $1. | |
(B) | Amount rounds to less than 1 basis point. |
Transamerica AEGON Flexible Income | ||||
Received by Underwriter | $ | 142 | ||
Retained by Underwriter | 26 | |||
Contingent Deferred Sales Charge | 19 | |||
Transamerica AEGON High Yield Bond | ||||
Received by Underwriter | 172 | |||
Retained by Underwriter | 32 | |||
Contingent Deferred Sales Charge | 12 | |||
Transamerica AEGON Money Market | ||||
Received by Underwriter | — | |||
Retained by Underwriter | — | |||
Contingent Deferred Sales Charge | 39 | |||
Transamerica AEGON Short-Term Bond | ||||
Received by Underwriter | 709 | |||
Retained by Underwriter | 144 | |||
Contingent Deferred Sales Charge | 329 | |||
Transamerica Morgan Stanley Capital Growth | ||||
Received by Underwriter | 115 | |||
Retained by Underwriter | 17 | |||
Contingent Deferred Sales Charge | 7 | |||
Transamerica Morgan Stanley Growth Opportunities | ||||
Received by Underwriter | 78 | |||
Retained by Underwriter | 12 | |||
Contingent Deferred Sales Charge | 10 | |||
Transamerica Multi-Managed Balanced | ||||
Received by Underwriter | $ | 176 | ||
Retained by Underwriter | 28 | |||
Contingent Deferred Sales Charge | 6 | |||
Transamerica Systematic Small/Mid Cap Value | ||||
Received by Underwriter | 350 | |||
Retained by Underwriter | 52 | |||
Contingent Deferred Sales Charge | 58 | |||
Transamerica TS&W International Equity | ||||
Received by Underwriter | — | (A) | ||
Retained by Underwriter | — | (A) | ||
Contingent Deferred Sales Charge | — | |||
Transamerica WMC Diversified Equity | ||||
Received by Underwriter | 26 | |||
Retained by Underwriter | 4 | |||
Contingent Deferred Sales Charge | 4 | |||
Transamerica WMC Diversified Growth | ||||
Received by Underwriter | 157 | |||
Retained by Underwriter | 24 | |||
Contingent Deferred Sales Charge | 14 | |||
Transamerica WMC Quality Value | ||||
Received by Underwriter | 9 | |||
Retained by Underwriter | 1 | |||
Contingent Deferred Sales Charge | — | |||
(A) Amount rounds to less than $1. |
Transamerica Funds | Semi-Annual Report 2011 |
At April 30, 2011
(all amounts in thousands)
Fund | Fees Paid to TFS | Fees Due to TFS | ||||||
Transamerica AEGON Flexible Income | $ | 81 | $ | 11 | ||||
Transamerica AEGON High Yield Bond | 236 | 29 | ||||||
Transamerica AEGON Money Market | 289 | 57 | ||||||
Transamerica AEGON Short-Term Bond | 597 | 66 | ||||||
Transamerica Morgan Stanley Capital Growth | 213 | 38 | ||||||
Transamerica Morgan Stanley Growth Opportunities | 377 | 71 | ||||||
Transamerica Multi-Managed Balanced | 405 | 60 | ||||||
Transamerica TS&W International Equity | 53 | 7 | ||||||
Transamerica Systematic Small/Mid Cap Value | 550 | 72 | ||||||
Transamerica WMC Diversified Equity | 1,058 | 160 | ||||||
Transamerica WMC Diversified Growth | 1,108 | 221 | ||||||
Transamerica WMC Quality Value | 45 | 14 |
Purchases of | Proceeds from maturities | |||||||||||||||
securities: | and sales of securities: | |||||||||||||||
Fund | Long-term | U.S. Government | Long-term | U.S. Government | ||||||||||||
Transamerica AEGON Flexible Income | $ | 39,829 | $ | 15,398 | $ | 51,226 | $ | 2,175 | ||||||||
Transamerica AEGON High Yield Bond | 325,803 | 7,205 | 295,479 | 3,635 | ||||||||||||
Transamerica AEGON Money Market | — | — | — | — | ||||||||||||
Transamerica AEGON Short-Term Bond | 673,950 | — | 669,241 | — | ||||||||||||
Transamerica Morgan Stanley Capital Growth | 153,103 | — | 147,876 | — | ||||||||||||
Transamerica Morgan Stanley Growth Opportunities | 385,281 | — | 370,304 | — | ||||||||||||
Transamerica Multi-Managed Balanced | 410,779 | 90,269 | 430,503 | 38,524 | ||||||||||||
Transamerica Systematic Small/Mid Cap Value | 931,274 | — | 894,319 | — | ||||||||||||
Transamerica TS&W International Equity | 58,553 | — | 8,383 | — | ||||||||||||
Transamerica WMC Diversified Equity | 963,531 | — | 951,438 | — | ||||||||||||
Transamerica WMC Diversified Growth | 479,013 | — | 485,993 | — | ||||||||||||
Transamerica WMC Quality Value | 1,385,985 | — | 154,665 | — |
Transamerica Funds | Semi-Annual Report 2011 |
Page 99
At April 30, 2011
(all amounts in thousands)
Foreign exchange | ||||
Location | contracts | |||
Realized Gain / (Loss) on derivatives recognized in income | ||||
Net realized loss on transactions from foreign currency transactions | $ | (60 | ) | |
Change in Unrealized Appreciation / (Depreciation) on derivatives recognized in income | ||||
Net increase (decrease) in unrealized appreciation (depreciation) on translation of assets and liabilities denominated in foreign currencies | 3 | |||
Total | $ | (57 | ) |
Interest rate | ||||
Location | contracts | |||
Liability derivatives | ||||
Unrealized depreciation on future contracts | $ | (2,052) | * |
* | 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. |
Location | Interest rate contracts | |||
Realized Gain / (Loss) on derivatives recognized in income | ||||
Net realized gain on futures contracts | $ | 1,936 | ||
Change in Unrealized Appreciation / (Depreciation) on derivatives recognized in income | ||||
Net increase (decrease) in unrealized appreciation (depreciation) on futures contracts | (309 | ) | ||
Total | $ | 1,627 |
Transamerica Funds | Semi-Annual Report 2011 |
Page 100
At April 30, 2011
(all amounts in thousands)
Interest rate | Equity | |||||||||||
Location | contracts | contracts | Total | |||||||||
Asset derivatives | ||||||||||||
Unrealized appreciation on future contracts | $ | — | $ | 39 | $ | 39 | * | |||||
Liability derivatives | ||||||||||||
Unrealized depreciation on future contracts | (67 | ) | — | (67) | * | |||||||
Total | $ | (67 | ) | $ | 39 | $ | (28 | ) |
* | 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. |
Interest rate | Equity | |||||||||||
Location | contracts | contracts | Total | |||||||||
Realized Gain / (Loss) on derivatives recognized in income | ||||||||||||
Net realized gain on futures contracts | $ | (143 | ) | $ | 13 | $ | (130 | ) | ||||
Change in Unrealized Appreciation / (Depreciation) on derivatives recognized in income | ||||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on futures contracts | (67 | ) | 39 | (28 | ) | |||||||
Total | $ | (210 | ) | $ | 52 | $ | (158 | ) |
Transamerica Funds | Semi-Annual Report 2011 |
Page 101
At April 30, 2011
(all amounts in thousands)
Transamerica Convertible Securities | ||||||||
Class | Shares | Amount | ||||||
A | 1,554 | $ | 13,041 | |||||
B | 294 | 2,469 | ||||||
C | 717 | 5,997 | ||||||
I2 | 6,372 | 53,655 |
Transamerica Convertible Securities | ||||
Classes | Exchange Ratio | |||
A | 1.05 | |||
B | 1.04 | |||
C | 1.04 | |||
I2 | 1.05 |
Transamerica Premier High Yield Bond Fund | ||||||||
Classes | Shares | Amount | ||||||
I | 4,928 | $ | 42,041 | |||||
P | 6,070 | 51,472 |
Transamerica Funds | Semi-Annual Report 2011 |
Page 102
At April 30, 2011
(all amounts in thousands)
Classes | Exchange Ratio | |
I2 | 0.77 | |
P | 0.78 |
Class | Shares | Amount | ||
P | 43,668 | $43,668 |
Class | Exchange Ratio | |
P | 1.00 |
Class | Shares | Amount | ||
P | 5,802 | $68,302 |
Transamerica Funds | Semi-Annual Report 2011 |
Page 103
At April 30, 2011
(all amounts in thousands)
Class | Shares | Amount | ||
A | 3,369 | $39,661 | ||
B | 1,700 | 18,628 | ||
C | 1,275 | 13,950 |
Class | Exchange Ratio | |
P | 1.58 |
Class | Exchange Ratio | |
A | 1.00 | |
B | 1.00 | |
C | 1.00 |
Class | Shares | Amount | ||
P | 12,010 | $96,199 |
Class | Exchange Ratio | |
P | 2.68 |
Transamerica Funds | Semi-Annual Report 2011 |
Page 104
At April 30, 2011
(all amounts in thousands)
Classes | Shares | Amount | ||
A | 1,014 | $18,932 | ||
B | 207 | 3,855 | ||
C | 289 | 5,342 |
Class | Shares | Amount | ||
P | 15,093 | $281,788 |
Classes | Exchange Ratio | |
A | 0.54 | |
B | 0.54 | |
C | 0.54 |
Class | Exchange Ratio | |
P | 1.11 |
Transamerica Funds | Semi-Annual Report 2011 |
Page 105
At April 30, 2011
(all amounts in thousands)
Class | Shares | Amount | ||
I | 5,502 | $83,612 |
Classes | Shares | Amount | ||
A | 7 | $100 | ||
C | 7 | $100 | ||
I | (a) | (a) | ||
I2 | (a) | (a) |
(a) | Classes I and I2 held less 1 share and $1 at time of acquisition. |
Class | Exchange Ratio | |
I | 1.00 |
Classes | Exchange Ratio | |
A | 1.00 | |
C | 1.00 | |
I | 1.00 | |
I2 | 1.00 |
Net investment income | $ | 5,061 | ||
Net realized and unrealized gain | 32,139 | |||
Net increase in net assets resulting from operations | 37,200 |
Transamerica Funds | Semi-Annual Report 2011 |
Page 106
At April 30, 2011
(all amounts in thousands)
Classes | Shares | Amount | ||
A | 500 | $6,423 | ||
B | 131 | 1,678 | ||
C | 128 | 1,647 | ||
I2 | 4,796 | 61,663 |
Classes | Shares | Amount | ||
A | 6,267 | $80,558 | ||
B | 654 | 8,412 | ||
C | 1,138 | 14,625 |
Class | Shares | Amount | ||
P | 21,531 | $276,775 |
Class | Shares | Amount | ||
I2 | 165 | $2,115 |
Classes | Exchange Ratio | |
A | 0.30 | |
B | 0.28 | |
C | 0.28 | |
I2 | 0.31 |
Transamerica Funds | Semi-Annual Report 2011 |
Page 107
At April 30, 2011
(all amounts in thousands)
Classes | Exchange Ratio | |
A | 1.84 | |
B | 1.74 | |
C | 1.72 |
Class | Exchange Ratio | |
P | 1.00 |
Class | Exchange Ratio | |
I2 | 0.76 |
Class | Shares | Amount | ||
P | 56,955 | $459,628 |
Class | Shares | Amount | ||
I2 | 9,765 | $80,466 |
Transamerica Funds | Semi-Annual Report 2011 |
Page 108
At April 30, 2011
(all amounts in thousands)
Class | Exchange Ratio | |
P | 2.20 |
Class | Exchange Ratio | |
I2 | 1.15 |
Transamerica Funds | Semi-Annual Report 2011 |
Page 109
(formerly Transamerica Flexible Income)
(a) that TAM advised the Board Members that the appointment of AUIM is not expected to result in any diminution in the nature, quality and extent of services provided to the Fund and its shareholders, including compliance services; | |
(b) that AUIM is an experienced and respected asset management firm, and that TAM believes that AUIM has the capabilities, resources and personnel necessary to provide advisory services to the Fund based on an assessment of the services that AUIM provides to other funds within the Transamerica fund complex; | |
(c) that AUIM and TAM are affiliated entities; | |
(d) that certain portfolio managers at TIM, the current sub-adviser for the Fund, are expected to join AUIM following the consolidation of all fixed income activities under AUIM; | |
(e) that in June 2010 the Board performed a full annual review of a number of sub-advisory agreements with AUIM with respect to Transamerica funds not discussed herein, and determined that AUIM has the capabilities, resources and personnel necessary to provide the sub-advisory services to the applicable Transamerica funds; | |
(f) the proposed responsibilities of AUIM for the Fund and the services expected to be provided by it; | |
(g) the fact that the sub-advisory fees payable by TAM to AUIM would be the same as those paid by TAM to the Fund’s current sub-adviser; | |
(h) that advisory fees paid by the Fund to TAM would not increase; | |
(i) that the sub-advisory fees paid by TAM to AUIM are consistent with TAM’s fiduciary duty under applicable law; | |
(j) that TAM recommended to the Board that AUIM be appointed as Sub-Adviser to the Fund based on its desire to engage a sub-adviser with strong research and management capabilities across the fixed income spectrum and with the ability to implement the current investment strategies of the Fund; | |
(k) that the Proposal is part of a broader initiative by AEGON to consolidate the fixed income activities of TIM and AUIM into a single investment platform under AUIM; and | |
(l) that the Fund would bear the costs of obtaining shareholder approval of the New Sub-Advisory Agreement, such costs to be allocated on the basis of the Fund’s net assets except where direct costs can reasonably be attributed to the Fund. |
Transamerica Funds | Semi-Annual Report 2011 |
Page 110
(formerly Transamerica Flexible Income)
Transamerica Funds | Semi-Annual Report 2011 |
Page 111
(formerly Transamerica Money Market)
(a) that TAM advised the Board Members that the appointment of AUIM is not expected to result in any diminution in the nature, quality and extent of services provided to the Fund and its shareholders, including compliance services; | |
(b) that AUIM is an experienced and respected asset management firm, and that TAM believes that AUIM has the capabilities, resources and personnel necessary to provide advisory services to the Fund based on an assessment of the services that AUIM provides to other funds within the Transamerica fund complex; | |
(c) that AUIM and TAM are affiliated entities; | |
(d) that certain portfolio managers at TIM, the current sub-adviser for the Fund, are expected to join AUIM following the consolidation of all fixed income activities under AUIM; | |
(e) that in June 2010 the Board performed a full annual review of a number of sub-advisory agreements with AUIM with respect to Transamerica funds not discussed herein, and determined that AUIM has the capabilities, resources and personnel necessary to provide the sub-advisory services to the applicable Transamerica funds; | |
(f) the proposed responsibilities of AUIM for the Fund and the services expected to be provided by it; | |
(g) the fact that the sub-advisory fees payable by TAM to AUIM would be the same as those paid by TAM to the Fund’s current sub-adviser; | |
(h) that advisory fees paid by the Fund to TAM would not increase; | |
(i) that the sub-advisory fees paid by TAM to AUIM are consistent with TAM’s fiduciary duty under applicable law; | |
(j) that TAM recommended to the Board that AUIM be appointed as Sub-Adviser to the Fund based on its desire to engage a sub-adviser with strong research and management capabilities across the fixed income spectrum and with the ability to implement the current investment strategies of the Fund; | |
(k) that the Proposal is part of a broader initiative by AEGON to consolidate the fixed income activities of TIM and AUIM into a single investment platform under AUIM; and | |
(l) that the Fund would bear the costs of obtaining shareholder approval of the New Sub-Advisory Agreement, such costs to be allocated on the basis of the Fund’s net assets except where direct costs can reasonably be attributed to the Fund. |
Transamerica Funds | Semi-Annual Report 2011 |
Page 112
Transamerica Funds | Semi-Annual Report 2011 |
Page 113
(formerly Transamerica Short-Term Bond)
(a) that TAM advised the Board Members that the appointment of AUIM is not expected to result in any diminution in the nature, quality and extent of services provided to the Fund and its shareholders, including compliance services; | |
(b) that AUIM is an experienced and respected asset management firm, and that TAM believes that AUIM has the capabilities, resources and personnel necessary to provide advisory services to the Fund based on an assessment of the services that AUIM provides to other funds within the Transamerica fund complex; | |
(c) that AUIM and TAM are affiliated entities; | |
(d) that certain portfolio managers at TIM, the current sub-adviser for the Fund, are expected to join AUIM following the consolidation of all fixed income activities under AUIM; | |
(e) that in June 2010 the Board performed a full annual review of a number of sub-advisory agreements with AUIM with respect to Transamerica funds not discussed herein, and determined that AUIM has the capabilities, resources and personnel necessary to provide the sub-advisory services to the applicable Transamerica funds; | |
(f) the proposed responsibilities of AUIM for the Fund and the services expected to be provided by it; | |
(g) the fact that the sub-advisory fees payable by TAM to AUIM would be the same as those paid by TAM to the Fund’s current sub-adviser; | |
(h) that advisory fees paid by the Fund to TAM would not increase; | |
(i) that the sub-advisory fees paid by TAM to AUIM are consistent with TAM’s fiduciary duty under applicable law; | |
(j) that TAM recommended to the Board that AUIM be appointed as Sub-Adviser to the Fund based on its desire to engage a sub-adviser with strong research and management capabilities across the fixed income spectrum and with the ability to implement the current investment strategies of the Fund; | |
(k) that the Proposal is part of a broader initiative by AEGON to consolidate the fixed income activities of TIM and AUIM into a single investment platform under AUIM; and | |
(l) that the Fund would bear the costs of obtaining shareholder approval of the New Sub-Advisory Agreement, such costs to be allocated on the basis of the Fund’s net assets except where direct costs can reasonably be attributed to the Fund. |
Transamerica Funds | Semi-Annual Report 2011 |
Page 114
(formerly Transamerica Short-Term Bond)
Transamerica Funds | Semi-Annual Report 2011 |
Page 115
(formerly known as Transamerica Focus)
(a) that TAM advised the Board Members that the appointment of the Sub-Adviser is not expected to result in any diminution in the nature, quality and extent of services provided to the Fund and its shareholders, including compliance services; | |
(b) that the Sub-Adviser is an experienced and respected asset management firm, and that TAM believes that the Sub-Adviser has the capabilities, resources and personnel necessary to provide advisory services to the Fund based on an assessment of the services the Sub-Adviser provides to other funds within the Transamerica fund complex; | |
(c) that in June 2010 the Board performed a full annual review of the sub-advisory agreements with the Sub-Adviser with respect to TAM funds not discussed herein, and determined that the Sub-Adviser has the capabilities, resources and personnel necessary to provide the sub-advisory services to the Fund; | |
(d) the proposed responsibilities of the Sub-Adviser for the Fund and the services expected to be provided by it; | |
(e) that advisory fee rates paid by the Fund to TAM would not increase; and | |
(f) that the sub-advisory fee payable to the Sub-Adviser would be paid by TAM and not the Fund, and that the sub-advisory fee payable by TAM to the Sub-Adviser are consistent with TAM’s fiduciary duty under applicable law. |
Transamerica Funds | Semi-Annual Report 2011 |
Page 116
(formerly known as Transamerica Focus)
Transamerica Funds | Semi-Annual Report 2011 |
Page 117
(formerly known as Transamerica Growth Opportunities)
(a) that TAM advised the Board Members that the appointment of the Sub-Adviser is not expected to result in any diminution in the nature, quality and extent of services provided to the Fund and its shareholders, including compliance services; | |
(b) that the Sub-Adviser is an experienced and respected asset management firm, and that TAM believes that the Sub-Adviser has the capabilities, resources and personnel necessary to provide advisory services to the Fund based on an assessment of the services the Sub-Adviser provides to other funds within the Transamerica fund complex; | |
(c) that in June 2010 the Board performed a full annual review of the sub-advisory agreements with the Sub-Adviser with respect to TAM funds not discussed herein, and determined that the Sub-Adviser has the capabilities, resources and personnel necessary to provide the sub-advisory services to the Fund; | |
(d) the proposed responsibilities of the Sub-Adviser for the Fund and the services expected to be provided by it; | |
(e) that advisory fee rates paid by the Fund to TAM would not increase; and | |
(f) that the sub-advisory fee payable to the Sub-Adviser would be paid by TAM and not the Fund, and that the sub-advisory fee payable by TAM to the Sub-Adviser are consistent with TAM’s fiduciary duty under applicable law. |
Transamerica Funds | Semi-Annual Report 2011 |
Page 118
(formerly known as Transamerica Growth Opportunities)
Transamerica Funds | Semi-Annual Report 2011 |
Page 119
(formerly known as Transamerica Balanced)
Transamerica Funds | Semi-Annual Report 2011 |
(formerly known as Transamerica Balanced)
Transamerica Funds | Semi-Annual Report 2011 |
(formerly known as Transamerica Small/Mid Cap Value)
Transamerica Funds | Semi-Annual Report 2011 |
(formerly known as Transamerica Small/Mid Cap Value)
Transamerica Funds | Semi-Annual Report 2011 |
Transamerica Funds | Semi-Annual Report 2011 |
Transamerica Funds | Semi-Annual Report 2011 |
(formerly known as Transamerica Diversified Equity)
Transamerica Funds | Semi-Annual Report 2011 |
(formerly known as Transamerica Diversified Equity)
Transamerica Funds | Semi-Annual Report 2011 |
Transamerica Funds | Semi-Annual Report 2011 |
Page 128
Transamerica Funds | Semi-Annual Report 2011 |
Page 129
Transamerica AEGON Flexible Income (the “Fund”)
For | Against | Abstentions/Broker Non-Votes | ||
$137,397,823.48 | $1,788,150.30 | $1,075,823.17 |
Transamerica Funds | Semi-Annual Report 2011 |
Page 130
Transamerica AEGON Money Market (the “Fund”)
For | Against | Abstentions/Broker Non-Votes | ||
$97,148,124.61 | $5,608,013.81 | $9,046,996.45 |
Transamerica Funds | Semi-Annual Report 2011 |
Page 131
Transamerica AEGON Short-Term Bond (the “Fund”)
For | Against | Abstentions/Broker Non-Votes | ||
$1,426,025,386.40 | $16,848,868.04 | $27,194,836.16 |
Transamerica Funds | Semi-Annual Report 2011 |
Page 132
(unaudited)
Transamerica Funds | Semi-Annual Report 2011 |
Page 133
• | Information we receive from you on applications or other forms, such as your name, address, and account number; | |
• | Information about your transactions with us, our affiliates, or others, such as your account balance and purchase/redemption history; and | |
• | Information we receive from non-affiliated third parties, including consumer reporting agencies. |
Transamerica Funds | Semi-Annual Report 2011 |
Page 134
Clearwater, FL 33758-9012
![(TRANSAMERICA LOGO)](https://capedge.com/proxy/N-14/0001193125-11-309983/g247877y91849y9184902.gif)
P.O. Box 9012 • Clearwater, FL 33758-9012
Distributor: Transamerica Capital, Inc.
![(TRANSAMERICA FUNDS LOGO)](https://capedge.com/proxy/N-14/0001193125-11-309983/g247877y91849y9184901.gif)
April 30, 2011
P.O. Box 9012 • Clearwater, FL 33758-9012
Distributor:Transamerica Capital, Inc.
John K. Carter | Christopher A. Staples | |
Chairman of the Board, | Vice President & Chief Investment Officer | |
President & Chief Executive Officer | Transamerica Funds | |
Transamerica Funds |
(unaudited)
Actual Expenses | Hypothetical Expenses (B) | ||||||||||||||||||||||||
Beginning | Ending Account | Expenses Paid | Ending Account | Expenses Paid | Annualized Expense | ||||||||||||||||||||
Fund Name | Account Value | Value | During Period (A) | Value | During Period (A) | Ratio | |||||||||||||||||||
Transamerica BlackRock Global Allocation | $ | 1,000.00 | $ | 1,105.60 | $ | 4.49 | $ | 1,020.53 | $ | 4.31 | 0.86 | % | |||||||||||||
Transamerica BlackRock Large Cap Value | 1,000.00 | 1,202.00 | 4.53 | 1,020.68 | 4.16 | 0.83 | |||||||||||||||||||
Transamerica Clarion Global Real Estate Securities | 1,000.00 | 1,107.70 | 4.70 | 1,020.33 | 4.51 | 0.90 | |||||||||||||||||||
Transamerica Federated Market Opportunity | 1,000.00 | 1,023.70 | 4.97 | 1,019.89 | 4.96 | 0.99 | |||||||||||||||||||
Transamerica First Quadrant Global Macro | 1,000.00 | 993.50 | 7.81 | 1,016.96 | 7.90 | 1.58 | |||||||||||||||||||
Transamerica Hansberger International Value | 1,000.00 | 1,085.40 | 5.02 | 1,019.98 | 4.86 | 0.97 | |||||||||||||||||||
Transamerica Jennison Growth | 1,000.00 | 1,151.50 | 4.27 | 1,020.83 | 4.01 | 0.80 | |||||||||||||||||||
Transamerica JPMorgan Core Bond | 1,000.00 | 1,003.70 | 2.43 | 1,022.36 | 2.46 | 0.49 | |||||||||||||||||||
Transamerica JPMorgan International Bond | 1,000.00 | 1,014.00 | 3.15 | 1,021.67 | 3.16 | 0.63 | |||||||||||||||||||
Transamerica JPMorgan Long/Short Strategy | 1,000.00 | 980.80 | 18.37 | 1,006.25 | 18.60 | 3.74 | (C) | ||||||||||||||||||
Transamerica JPMorgan Mid Cap Value | 1,000.00 | 1,180.40 | 4.81 | 1,020.38 | 4.46 | 0.89 | |||||||||||||||||||
Transamerica Loomis Sayles Bond | 1,000.00 | 1,065.50 | 3.58 | 1,021.32 | 3.51 | 0.70 | |||||||||||||||||||
Transamerica MFS International Equity | 1,000.00 | 1,141.10 | 5.15 | 1,019.98 | 4.86 | 0.97 | |||||||||||||||||||
Transamerica Morgan Stanley Emerging Markets Debt | 1,000.00 | 981.10 | 4.96 | 1,019.79 | 5.06 | 1.01 | |||||||||||||||||||
Transamerica Morgan Stanley Mid-Cap Growth | 1,000.00 | 1,227.40 | 4.75 | 1,020.53 | 4.31 | 0.86 | |||||||||||||||||||
Transamerica Morgan Stanley Small Company Growth | 1,000.00 | 1,250.50 | 5.64 | 1,019.79 | 5.06 | 1.01 | |||||||||||||||||||
Transamerica Neuberger Berman International | 1,000.00 | 1,168.00 | 5.64 | 1,019.59 | 5.26 | 1.05 | |||||||||||||||||||
Transamerica Oppenheimer Developing Markets | 1,000.00 | 1,078.70 | 6.55 | 1,018.50 | 6.36 | 1.27 | |||||||||||||||||||
Transamerica Oppenheimer Small- & Mid-Cap Value | 1,000.00 | 1,201.00 | 5.18 | 1,020.08 | 4.76 | 0.95 | |||||||||||||||||||
Transamerica PIMCO Real Return TIPS | 1,000.00 | 1,004.30 | 3.63 | 1,021.17 | 3.66 | 0.73 | |||||||||||||||||||
Transamerica PIMCO Total Return | 1,000.00 | 997.40 | 3.62 | 1,021.17 | 3.66 | 0.73 | |||||||||||||||||||
Transamerica Schroders International Small Cap | 1,000.00 | 1,171.20 | 6.14 | 1,019.14 | 5.71 | 1.14 | |||||||||||||||||||
Transamerica Third Avenue Value | 1,000.00 | 1,159.60 | 4.66 | 1,020.48 | 4.36 | 0.87 | |||||||||||||||||||
Transamerica Thornburg International Value | 1,000.00 | 1,141.50 | 5.68 | 1,019.49 | 5.36 | 1.07 | |||||||||||||||||||
Transamerica UBS Large Cap Value | 1,000.00 | 1,165.90 | 4.35 | 1,020.78 | 4.06 | 0.81 | |||||||||||||||||||
Transamerica WMC Emerging Markets | 1,000.00 | 1,043.00 | 7.04 | 1,017.90 | 6.95 | 1.39 |
(A) | Expenses are calculated using the fund’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 expenses. | |
(C) | Includes dividends and interest on securities sold short (representing 2.31% of average net assets). |
Transamerica Funds | Semi-Annual Report 2011 |
Page 1
(The following charts summarize the Schedules of Investments of the funds by asset type)
(unaudited)
Transamerica BlackRock Global Allocation | ||||
Common Stocks | 63.3 | % | ||
Securities Lending Collateral | 8.6 | |||
Foreign Government Obligations | 7.8 | |||
U.S. Government Obligations | 7.3 | |||
Convertible Bonds | 6.5 | |||
Corporate Debt Securities | 3.7 | |||
Investment Companies | 3.7 | |||
Short-Term U.S. Government Obligations | 2.9 | |||
Preferred Stocks | 1.7 | |||
Short-Term Foreign Government Obligations | 1.0 | |||
Loan Assignments | 0.3 | |||
Purchased Options | 0.2 | |||
Preferred Corporate Debt Security | 0.2 | |||
Mortgage-Backed Security | 0.2 | |||
Warrants | 0.1 | |||
Convertible Preferred Stock | 0 .0 | * | ||
Repurchase Agreement | 0 .0 | * | ||
Asset-Backed Security | 0 .0 | * | ||
Other Assets and Liabilities — Net(A) | (7.5 | ) | ||
Total | 100.0 | % | ||
Transamerica BlackRock Large Cap Value | ||||
Common Stocks | 99.7 | % | ||
Securities Lending Collateral | 20.8 | |||
Short-Term Investment Company | 0.2 | |||
Other Assets and Liabilities — Net(A) | (20.7 | ) | ||
Total | 100.0 | % | ||
Transamerica Clarion Global Real Estate Securities | ||||
Common Stocks | 98.9 | % | ||
Securities Lending Collateral | 16.9 | |||
Repurchase Agreement | 0.8 | |||
Other Assets and Liabilities — Net(A) | (16.6 | ) | ||
Total | 100.0 | % | ||
Transamerica Federated Market Opportunity | ||||
Repurchase Agreement | 100.0 | % | ||
Other Assets and Liabilities — Net(A) | (0.0 | )* | ||
Total | 100.0 | % | ||
Transamerica First Quadrant Global Macro | ||||
Repurchase Agreement | 71.5 | % | ||
Short-Term U.S. Government Obligations | 29.2 | |||
Purchased Options | 0.4 | |||
Other Assets and Liabilities — Net(A) | (1.1 | ) | ||
Total | 100.0 | % | ||
Transamerica Hansberger International Value | ||||
Common Stocks | 97.0 | % | ||
Securities Lending Collateral | 12.3 | |||
Repurchase Agreement | 1.8 | |||
Preferred Stock | 1.1 | |||
Rights | 0.1 | |||
Other Assets and Liabilities — Net(A) | (12.3 | ) | ||
Total | 100.0 | % | ||
Transamerica Jennison Growth | ||||
Common Stocks | 99.5 | % | ||
Securities Lending Collateral | 18.1 | |||
Repurchase Agreement | 0.4 | |||
Other Assets and Liabilities — Net(A) | (18.0 | ) | ||
Total | 100.0 | % | ||
Transamerica JPMorgan Core Bond | ||||
U.S. Government Agency Obligations | 44.3 | % | ||
U.S. Government Obligations | 21.3 | |||
Corporate Debt Securities | 13.0 | |||
Mortgage-Backed Securities | 11.3 | |||
Repurchase Agreement | 6.5 | |||
Securities Lending Collateral | 6.3 | |||
Asset-Backed Securities | 2.7 | |||
Foreign Government Obligations | 0.2 | |||
Municipal Government Obligations | 0.1 | |||
Other Assets and Liabilities — Net(A) | (5.7 | ) | ||
Total | 100.0 | % | ||
Transamerica JPMorgan International Bond | ||||
Foreign Government Obligations | 69.1 | % | ||
Corporate Debt Securities | 25.8 | |||
Repurchase Agreement | 1.3 | |||
Mortgage-Backed Security | 1.2 | |||
Short-Term Foreign Government Obligation | 0.4 | |||
Securities Lending Collateral | 0.3 | |||
Asset-Backed Security | 0.0 | * | ||
Other Assets and Liabilities — Net(A) | 1.9 | |||
Total | 100.0 | % | ||
Transamerica JPMorgan Long/Short Strategy | ||||
(formerly, Transamerica BNY Mellon Market Neutral | ||||
Strategy) | ||||
Common Stocks | 101.3 | % | ||
Repurchase Agreement | 0.1 | |||
Other Assets and Liabilities — Net(A) | (1.4 | ) | ||
Total | 100.0 | % | ||
Transamerica JPMorgan Mid Cap Value | ||||
Common Stocks | 96.7 | % | ||
Securities Lending Collateral | 25.6 | |||
Repurchase Agreement | 2.9 | |||
Other Assets and Liabilities — Net(A) | (25.2 | ) | ||
Total | 100.0 | % | ||
Transamerica Loomis Sayles Bond | ||||
Corporate Debt Securities | 43.5 | % | ||
Foreign Government Obligations | 21.2 | |||
Convertible Bonds | 11.2 | |||
Securities Lending Collateral | 10.9 | |||
Mortgage-Backed Securities | 8.1 | |||
Asset-Backed Securities | 4.0 | |||
Preferred Stocks | 3.7 | |||
U.S. Government Obligations | 1.7 | |||
Convertible Preferred Stocks | 1.5 | |||
Structured Notes Debt | 1.1 | |||
Repurchase Agreement | 1.0 | |||
Municipal Government Obligations | 0.6 | |||
Loan Assignment | 0.6 | |||
Preferred Corporate Debt Securities | 0.2 | |||
Common Stocks | 0.1 | |||
Other Assets and Liabilities — Net(A) | (9.4 | ) | ||
Total | 100.0 | % | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 2
(The following charts summarize the Schedules of Investments of the funds by asset type)
(unaudited)
Transamerica MFS International Equity | ||||
Common Stocks | 97.9 | % | ||
Securities Lending Collateral | 11.6 | |||
Repurchase Agreement | 1.2 | |||
Other Assets and Liabilities — Net(A) | (10.7 | ) | ||
Total | 100.0 | % | ||
Transamerica Morgan Stanley Emerging Markets Debt | ||||
Foreign Government Obligations | 73.2 | % | ||
Corporate Debt Securities | 18.8 | |||
Securities Lending Collateral | 16.7 | |||
Repurchase Agreement | 6.0 | |||
Other Assets and Liabilities — Net(A) | (14.7 | ) | ||
Total | 100.0 | % | ||
Transamerica Morgan Stanley Mid-Cap Growth | ||||
Common Stocks | 96.2 | % | ||
Securities Lending Collateral | 10.0 | |||
Repurchase Agreement | 2.0 | |||
Convertible Preferred Stock | 1.2 | |||
Preferred Stock | 0.6 | |||
Other Assets and Liabilities — Net(A) | (10.0 | ) | ||
Total | 100.0 | % | ||
Transamerica Morgan Stanley Small Company Growth | ||||
Common Stocks | 93.3 | % | ||
Securities Lending Collateral | 25.0 | |||
Repurchase Agreement | 5.0 | |||
Preferred Stocks | 1.9 | |||
Other Assets and Liabilities — Net(A) | (25.2 | ) | ||
Total | 100.0 | % | ||
Transamerica Neuberger Berman International | ||||
Common Stocks | 98.9 | % | ||
Securities Lending Collateral | 10.3 | |||
Repurchase Agreement | 0.8 | |||
Right | 0.0 | * | ||
Warrant | 0.0 | * | ||
Other Assets and Liabilities — Net(A) | (10.0 | ) | ||
Total | 100.0 | % | ||
Transamerica Oppenheimer Developing Markets | ||||
Common Stocks | 95.1 | % | ||
Securities Lending Collateral | 7.0 | |||
Repurchase Agreement | 4.8 | |||
Preferred Stocks | 0.9 | |||
Other Assets and Liabilities — Net(A) | (7.8 | ) | ||
Total | 100.0 | % | ||
Transamerica Oppenheimer Small- & Mid-Cap Value | ||||
Common Stocks | 92.3 | % | ||
Securities Lending Collateral | 25.7 | |||
Repurchase Agreement | 7.6 | |||
Other Assets and Liabilities — Net(A) | (25.6 | ) | ||
Total | 100.0 | % | ||
Transamerica PIMCO Real Return TIPS | ||||
U.S. Government Obligations | 74.2 | % | ||
Corporate Debt Securities | 17.6 | |||
Mortgage-Backed Securities | 3.7 | |||
Securities Lending Collateral | 2.1 | |||
Foreign Government Obligations | 2.1 | |||
Asset-Backed Securities | 1.2 | |||
U.S. Government Agency Obligations | 0.6 | |||
Commercial Paper | 0.5 | |||
Repurchase Agreement | 0.5 | |||
Preferred Corporate Debt Securities | 0.3 | |||
Municipal Government Obligations | 0.1 | |||
Convertible Preferred Stock | 0.0 | * | ||
Purchased Swaption | 0.0 | * | ||
Other Assets and Liabilities — Net(A) | (2.9 | ) | ||
Total | 100.0 | % | ||
Transamerica PIMCO Total Return | ||||
U.S. Government Agency Obligations | 39.1 | % | ||
Corporate Debt Securities | 25.5 | |||
Short-Term U.S. Government Obligations | 18.5 | |||
Securities Lending Collateral | 16.4 | |||
Mortgage-Backed Securities | 9.3 | |||
Foreign Government Obligations | 6.6 | |||
Municipal Government Obligations | 5.5 | |||
U.S. Government Obligations | 3.8 | |||
Asset-Backed Securities | 2.9 | |||
Preferred Corporate Debt Securities | 2.0 | |||
Repurchase Agreement | 1.4 | |||
Convertible Preferred Stocks | 0.3 | |||
Loan Assignments | 0.2 | |||
Preferred Stock | 0.1 | |||
Other Assets and Liabilities — Net(A) | (31.6 | ) | ||
Total | 100.0 | % | ||
Transamerica Schroders International Small Cap | ||||
Common Stocks | 97.3 | % | ||
Securities Lending Collateral | 14.2 | |||
Repurchase Agreement | 1.6 | |||
Other Assets and Liabilities — Net(A) | (13.1 | ) | ||
Total | 100.0 | % | ||
Transamerica Third Avenue Value | ||||
Common Stocks | 87.4 | % | ||
Securities Lending Collateral | 18.9 | |||
Repurchase Agreement | 12.4 | |||
Other Assets and Liabilities — Net(A) | (18.7 | ) | ||
Total | 100.0 | % | ||
Transamerica Thornburg International Value | ||||
Common Stocks | 97.0 | % | ||
Securities Lending Collateral | 7.9 | |||
Preferred Stock | 2.6 | |||
Repurchase Agreement | 0.4 | |||
Other Assets and Liabilities — Net(A) | (7.9 | ) | ||
Total | 100.0 | % | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 3
(The following charts summarize the Schedules of Investments of the funds by asset type)
(unaudited)
Transamerica UBS Large Cap Value | ||||
Common Stocks | 97.3 | % | ||
Securities Lending Collateral | 20.5 | |||
Repurchase Agreement | 1.4 | |||
Investment Company | 1.2 | |||
Other Assets and Liabilities — Net(A) | (20.4 | ) | ||
Total | 100.0 | % | ||
Transamerica WMC Emerging Markets | ||||
Common Stocks | 92.5 | % | ||
Preferred Stocks | 2.9 | |||
Investment Company | 2.3 | |||
Securities Lending Collateral | 1.9 | |||
Repurchase Agreement | 1.1 | |||
Other Assets and Liabilities — Net(A) | (0.7 | ) | ||
Total | 100.0 | % | ||
(A) | The Other Assets and Liabilities — Net category may include, but is not limited to, Forward Currency contracts, Futures contracts, Swap Agreements, Written Options and Swaptions, Securities Sold Short, and Cash Collateral. | |
* | Amount rounds to less than 0.1% or (0.1)%. |
Transamerica Funds | Semi-Annual Report 2011 |
Page 4
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||||||
U.S. GOVERNMENT OBLIGATIONS - 7.3% | ||||||||||||
United States - 7.3% | ||||||||||||
U.S. Treasury Bond | ||||||||||||
2.63%, 11/15/2020 ^ | $ | 1,618 | $ | 1,530 | ||||||||
U.S. Treasury Inflation Indexed Bond | ||||||||||||
2.38%, 01/15/2027 | 985 | 1,122 | ||||||||||
U.S. Treasury Note | ||||||||||||
2.13%, 11/30/2014 ^ | 1,984 | 2,040 | ||||||||||
2.25%, 01/31/2015 | 3,136 | 3,233 | ||||||||||
2.25%, 03/31/2016 ^ | 2,560 | 2,597 | ||||||||||
2.38%, 02/28/2015 | 3,798 | 3,932 | ||||||||||
2.50%, 03/31/2015 ^ | 3,827 | 3,978 | ||||||||||
2.63%, 12/31/2014 g | 3,995 | 4,177 | ||||||||||
2.63%, 02/29/2016 - 08/15/2020 | 7,241 | 6,976 | ||||||||||
3.50%, 05/15/2020 | 8,392 | 8,614 | ||||||||||
Total U.S. Government Obligations (cost $37,910) | 38,199 | |||||||||||
FOREIGN GOVERNMENT OBLIGATIONS - 7.8% | ||||||||||||
Australia - 0.3% | ||||||||||||
Australia Government Bond | ||||||||||||
5.75%, 06/15/2011 | AUD | 1,269 | 1,393 | |||||||||
Brazil - 1.5% | ||||||||||||
Brazil Notas do Tesouro Nacional | ||||||||||||
6.00%, 05/15/2015 | BRL | 1,045 | 1,318 | |||||||||
10.00%, 01/01/2017 - 01/01/2021 | BRL | 12,027 | 6,768 | |||||||||
Canada - 0.3% | ||||||||||||
Canadian Government Bond | ||||||||||||
3.50%, 06/01/2020 | CAD | 686 | 742 | |||||||||
4.00%, 06/01/2016 | CAD | 555 | 626 | |||||||||
Germany - 2.1% | ||||||||||||
Bundesrepublik Deutschland | ||||||||||||
3.50%, 07/04/2019 | EUR | 1,480 | 2,260 | |||||||||
4.00%, 01/04/2018 | EUR | 550 | 869 | |||||||||
4.25%, 07/04/2017 - 07/04/2018 | EUR | 1,740 | 2,783 | |||||||||
Deutsche Bundesrepublik Inflation Linked | ||||||||||||
1.50%, 04/15/2016 | EUR | 384 | 598 | |||||||||
Federal Republic of Germany | ||||||||||||
1.50%, 09/21/2012 - 144A | $ | 1,450 | 1,474 | |||||||||
4.00%, 07/04/2016 | EUR | 2,225 | 3,508 | |||||||||
Hong Kong - 0.4% | ||||||||||||
Hong Kong Government Bond | ||||||||||||
2.03%, 03/18/2013 | HKD | 10,650 | 1,409 | |||||||||
4.13%, 02/22/2013 | HKD | 3,350 | 459 | |||||||||
Korea, Republic of - 0.3% | ||||||||||||
Export-Import Bank of Korea | ||||||||||||
4.13%, 09/09/2015 ^ | $ | 725 | 754 | |||||||||
Korea Development Bank | ||||||||||||
4.00%, 09/09/2016 | 527 | 534 | ||||||||||
4.38%, 08/10/2015 | 492 | 516 | ||||||||||
Malaysia - 0.5% | ||||||||||||
Malaysia Government Bond | ||||||||||||
2.51%, 08/27/2012 | MYR | 6,293 | 2,112 | |||||||||
3.83%, 09/28/2011 | MYR | 800 | 272 | |||||||||
Republic of Malaysia | ||||||||||||
3.46%, 07/31/2013 | MYR | 217 | 74 | |||||||||
Netherlands - 0.1% | ||||||||||||
Netherlands Government Bond | ||||||||||||
3.75%, 07/15/2014 | EUR | 300 | 464 | |||||||||
New Zealand - 0.1% | ||||||||||||
Republic of New Zealand | ||||||||||||
4.50%, 02/15/2016 | NZD | 400 | 505 | |||||||||
Poland - 0.2% | ||||||||||||
Republic of Poland | ||||||||||||
3.00%, 08/24/2016 | PLN | 2,195 | 847 | |||||||||
Turkey - 0.4% | ||||||||||||
Republic of Turkey | ||||||||||||
4.00%, 04/01/2020 | TRY | 394 | 286 | |||||||||
10.00%, 01/09/2013 | TRY | 273 | 183 | |||||||||
10.50%, 01/15/2020 | TRY | 1,955 | 1,394 | |||||||||
Ukraine - 0.1% | ||||||||||||
Republic of Ukraine | ||||||||||||
6.88%, 09/23/2015 - 144A | $ | 110 | 115 | |||||||||
7.75%, 09/23/2020 - 144A | 195 | 204 | ||||||||||
United Kingdom - 1.5% | ||||||||||||
United Kingdom Gilt | ||||||||||||
4.75%, 03/07/2020 | GBP | 3,193 | 5,884 | |||||||||
9.00%, 07/12/2011 | GBP | 1,560 | 2,648 | |||||||||
Vietnam - 0.0%¥ | ||||||||||||
Socialist Republic of Vietnam | ||||||||||||
6.75%, 01/29/2020 - Reg S | $ | 200 | 209 | |||||||||
Total Foreign Government Obligations (cost $37,214) | 41,208 | |||||||||||
MORTGAGE-BACKED SECURITY - 0.2% | ||||||||||||
United States - 0.2% | ||||||||||||
Banc of America Large Loan, Inc. | ||||||||||||
Series 2010-HLTN, Class HLTN | ||||||||||||
1.97%, 11/15/2015 - 144A * | 1,214 | 1,160 | ||||||||||
Total Mortgage-Backed Security (cost $1,074) | ||||||||||||
ASSET-BACKED SECURITY - 0.0%¥ | ||||||||||||
Cayman Islands - 0.0%¥ | ||||||||||||
Latitude CLO, Ltd. | ||||||||||||
Series 2005-1I, Class SUB | ||||||||||||
Zero Coupon, 12/15/2017 | 200 | 140 | ||||||||||
Total Asset-Backed Security (cost $177) | ||||||||||||
PREFERRED CORPORATE DEBT SECURITY - 0.2% | ||||||||||||
United Kingdom - 0.2% | ||||||||||||
Lloyds TSB Bank PLC | ||||||||||||
13.00%, 01/21/2029 Ž | GBP | 500 | 1,094 | |||||||||
Total Preferred Corporate Debt Security (cost $896) | ||||||||||||
CORPORATE DEBT SECURITIES - 3.7% | ||||||||||||
Argentina - 0.0%¥ | ||||||||||||
Empresa Distribuidora Y Comercializadora Norte | ||||||||||||
9.75%, 10/25/2022 - 144A | $ | 73 | 75 | |||||||||
Brazil - 0.1% | ||||||||||||
Hypermarcas SA | ||||||||||||
6.50%, 04/20/2021 - 144A ^ | 170 | 172 | ||||||||||
Votorantim Cimentos SA | ||||||||||||
7.25%, 04/05/2041 - 144A | 322 | 318 | ||||||||||
Canada - 0.1% | ||||||||||||
Viterra, Inc. | ||||||||||||
5.95%, 08/01/2020 - 144A | 370 | 374 | ||||||||||
Cayman Islands - 0.4% | ||||||||||||
Cosan Finance, Ltd. | ||||||||||||
7.00%, 02/01/2017 - 144A | 90 | 97 | ||||||||||
CSN Islands XII Corp. | ||||||||||||
7.00%, 09/23/2015 - 144A Ž | 369 | 364 | ||||||||||
Hutchison Whampoa International 03/33, Ltd. | ||||||||||||
6.25%, 01/24/2014 - Reg S | 100 | 111 | ||||||||||
Hutchison Whampoa International 09, Ltd. | ||||||||||||
7.63%, 04/09/2019 - 144A | 400 | 480 | ||||||||||
Hutchison Whampoa International 09/16, Ltd. | ||||||||||||
4.63%, 09/11/2015 - 144A | 242 | 258 | ||||||||||
4.63%, 09/11/2015 - Reg S | 504 | 537 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 5
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||||||
Cayman Islands - (continued) | ||||||||||||
Odebrecht Drilling Norbe VIII/IX, Ltd. | ||||||||||||
6.35%, 06/30/2021 - 144A | $ | 389 | $ | 410 | ||||||||
Chile - 0.1% | ||||||||||||
Inversiones Alsacia SA | ||||||||||||
8.00%, 08/18/2018 - 144A | 503 | 481 | ||||||||||
Korea, Republic of - 0.3% | ||||||||||||
Hana Bank | ||||||||||||
4.50%, 10/30/2015 - 144A | 134 | 140 | ||||||||||
Hyundai Capital Services, Inc. | ||||||||||||
4.38%, 07/27/2016 - 144A | 200 | 203 | ||||||||||
Hyundai Motor Manufacturing Czech SRO | ||||||||||||
4.50%, 04/15/2015 - 144A | 148 | 153 | ||||||||||
Korea Electric Power Corp. | ||||||||||||
5.13%, 04/23/2034 - Reg S | 579 | 616 | ||||||||||
7.95%, 04/01/2096 * | 448 | 314 | ||||||||||
Luxembourg - 0.3% | ||||||||||||
Evraz Group SA | ||||||||||||
8.25%, 11/10/2015 - Reg S | 100 | 112 | ||||||||||
9.50%, 04/24/2018 - 144A | 225 | 261 | ||||||||||
Intelsat Jackson Holdings SA | ||||||||||||
7.50%, 04/01/2021 - 144A | 389 | 395 | ||||||||||
TNK-BP Finance SA | ||||||||||||
6.63%, 03/20/2017 - 144A | 452 | 485 | ||||||||||
7.50%, 07/18/2016 - 144A | 200 | 225 | ||||||||||
Malaysia - 0.2% | ||||||||||||
Johor Corp. | ||||||||||||
1.00%, 07/31/2012 § | MYR | 2,896 | 1,234 | |||||||||
Mexico - 0.2% | ||||||||||||
BBVA Bancomer SA | ||||||||||||
6.50%, 03/10/2021 - 144A | $ | 474 | 484 | |||||||||
7.25%, 04/22/2020 - 144A | 267 | 275 | ||||||||||
Petroleos Mexicanos | ||||||||||||
6.00%, 03/05/2020 ^ | 499 | 534 | ||||||||||
Singapore - 0.1% | ||||||||||||
Bumi Investment Pte, Ltd. | ||||||||||||
10.75%, 10/06/2017 - 144A | 244 | 282 | ||||||||||
Yanlord Land Group, Ltd. | ||||||||||||
9.50%, 05/04/2017 - 144A | 370 | 376 | ||||||||||
Supranational - 0.2% | ||||||||||||
European Investment Bank | ||||||||||||
3.63%, 10/15/2011 | EUR | 196 | 293 | |||||||||
4.38%, 04/15/2013 | EUR | 350 | 540 | |||||||||
Switzerland - 0.2% | ||||||||||||
UBS AG | ||||||||||||
4.88%, 08/04/2020 | $ | 1,043 | 1,073 | |||||||||
United Arab Emirates - 0.0%¥ | ||||||||||||
Abu Dhabi National Energy Co. | ||||||||||||
6.50%, 10/27/2036 - Reg S | 100 | 97 | ||||||||||
United Kingdom - 0.0%¥ | ||||||||||||
BP Capital Markets PLC | ||||||||||||
3.13%, 10/01/2015 | 207 | 210 | ||||||||||
United States - 1.5% | ||||||||||||
Advanced Micro Devices, Inc. | ||||||||||||
8.13%, 12/15/2017 | 140 | 148 | ||||||||||
Alberto-Culver Co. | ||||||||||||
5.15%, 06/01/2020 | 89 | 95 | ||||||||||
Ally Financial, Inc. | ||||||||||||
4.50%, 02/11/2014 ^ | 841 | 850 | ||||||||||
Building Materials Corp., of America | ||||||||||||
6.88%, 08/15/2018 - 144A | 111 | 115 | ||||||||||
Calpine Corp. | ||||||||||||
7.50%, 02/15/2021 - 144A | 73 | 77 | ||||||||||
7.88%, 07/31/2020 - 144A | 177 | 191 | ||||||||||
Calpine Corp. Escrow | ||||||||||||
8.75%, 07/15/2013 Ə | 2,142 | t | ||||||||||
CF Industries Holdings, Inc. | ||||||||||||
7.13%, 05/01/2020 | 256 | 293 | ||||||||||
Consol Energy, Inc. | ||||||||||||
8.00%, 04/01/2017 | 675 | 746 | ||||||||||
Cott Beverages, Inc. | ||||||||||||
8.13%, 09/01/2018 | 74 | 79 | ||||||||||
DaVita, Inc. | ||||||||||||
6.38%, 11/01/2018 | 166 | 170 | ||||||||||
6.63%, 11/01/2020 ^ | 148 | 152 | ||||||||||
DJO Finance LLC | ||||||||||||
9.75%, 10/15/2017 - 144A | 50 | 53 | ||||||||||
Ford Motor Credit Co., LLC | ||||||||||||
5.75%, 02/01/2021 | 679 | 694 | ||||||||||
6.63%, 08/15/2017 | 112 | 123 | ||||||||||
7.00%, 04/15/2015 | 100 | 110 | ||||||||||
8.00%, 12/15/2016 | 100 | 116 | ||||||||||
GCI, Inc. | ||||||||||||
7.25%, 02/15/2014 | 207 | 209 | ||||||||||
Hertz Corp. | ||||||||||||
7.50%, 10/15/2018 - 144A | 48 | 50 | ||||||||||
HSBC Finance Corp. | ||||||||||||
6.68%, 01/15/2021 - 144A | 97 | 103 | ||||||||||
Kraft Foods, Inc. | ||||||||||||
4.13%, 02/09/2016 | 339 | 356 | ||||||||||
Linn Energy LLC | ||||||||||||
7.75%, 02/01/2021 - 144A | 335 | 359 | ||||||||||
Morgan Stanley | ||||||||||||
3.80%, 04/29/2016 | 159 | 160 | ||||||||||
NRG Energy, Inc. | ||||||||||||
8.25%, 09/01/2020 | 110 | 116 | ||||||||||
Pemex Project Funding Master Trust | ||||||||||||
6.63%, 06/15/2035 | 268 | 272 | ||||||||||
Phibro Animal Health Corp. | ||||||||||||
9.25%, 07/01/2018 - 144A | 52 | 56 | ||||||||||
Reliance Holdings USA, Inc. | ||||||||||||
4.50%, 10/19/2020 - 144A | 294 | 278 | ||||||||||
6.25%, 10/19/2040 - 144A | 250 | 238 | ||||||||||
SunGard Data Systems, Inc. | ||||||||||||
7.38%, 11/15/2018 - 144A | 180 | 186 | ||||||||||
Texas Industries, Inc. | ||||||||||||
9.25%, 08/15/2020 | 292 | 314 | ||||||||||
Thermo Fisher Scientific, Inc. | ||||||||||||
3.20%, 05/01/2015 | 171 | 177 | ||||||||||
Valeant Pharmaceuticals International, Inc. | ||||||||||||
6.75%, 10/01/2017 - 144A | 114 | 113 | ||||||||||
6.88%, 12/01/2018 - 144A | 202 | 202 | ||||||||||
7.00%, 10/01/2020 - 144A | 189 | 186 | ||||||||||
Total Corporate Debt Securities (cost $18,273) | 19,366 | |||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 6
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||||||
CONVERTIBLE BONDS - 6.5% | ||||||||||||
Bermuda - 0.0%¥ | ||||||||||||
Celestial Nutrifoods, Ltd. | ||||||||||||
Zero Coupon, 06/12/2011 § | SGD | 1,400 | $ | 229 | ||||||||
Canada - 0.4% | ||||||||||||
Daylight Energy, Ltd. | ||||||||||||
6.25%, 12/31/2014 | CAD | 223 | 255 | |||||||||
Petrobakken Energy, Ltd. | ||||||||||||
3.13%, 02/08/2016 - Reg S | $ | 900 | 878 | |||||||||
Sino-Forest Corp. | ||||||||||||
5.00%, 08/01/2013 - 144A § | 775 | 1,051 | ||||||||||
Cayman Islands - 0.4% | ||||||||||||
China Milk Products Group, Ltd. | ||||||||||||
Zero Coupon, 01/05/2012 | 600 | 120 | ||||||||||
FU JI Food and Catering Services Holdings, Ltd. | ||||||||||||
Zero Coupon, 10/18/2010 ‡ Џ § | CNY | 2,700 | 75 | |||||||||
Pyrus, Ltd. | ||||||||||||
7.50%, 12/20/2015 - 144A § | $ | 500 | 523 | |||||||||
Subsea 7, Inc. | ||||||||||||
2.80%, 06/06/2011 | 400 | 428 | ||||||||||
Zeus Cayman | ||||||||||||
0.36%, 08/19/2013 | JPY | 87,000 | 1,082 | |||||||||
China - 0.1% | ||||||||||||
China Petroleum & Chemical Corp. | ||||||||||||
1.66%, 04/24/2014 ▲ | HKD | 4,440 | 660 | |||||||||
Germany - 0.2% | ||||||||||||
Kreditanstalt fuer Wiederaufbau | ||||||||||||
3.25%, 06/27/2013 | EUR | 800 | 1,250 | |||||||||
India - 0.9% | ||||||||||||
REI Agro, Ltd. | ||||||||||||
5.50%, 11/13/2014 - 144A § | $ | 640 | 680 | |||||||||
Reliance Communications, Ltd. | ||||||||||||
0.93%, 05/10/2011 - 03/06/2012 ▲ | 1,775 | 2,123 | ||||||||||
Suzlon Energy, Ltd. | ||||||||||||
Zero Coupon, 06/12/2012 - 10/11/2012 | 725 | 856 | ||||||||||
Zero Coupon, 07/25/2014 § Δ | 442 | 415 | ||||||||||
Tata Steel, Ltd. | ||||||||||||
1.00%, 09/05/2012 | 300 | 363 | ||||||||||
Japan - 0.0%¥ | ||||||||||||
Nagoya Railroad Co., Ltd. | ||||||||||||
0.69%, 03/30/2012 ▲ | JPY | 3,000 | 37 | |||||||||
Jersey, Channel Islands - 0.7% | ||||||||||||
Aldar Funding, Ltd. | ||||||||||||
5.77%, 11/10/2011 | $ | 225 | 227 | |||||||||
Dana Gas Sukuk, Ltd. | ||||||||||||
7.50%, 10/31/2012 | 2,540 | 2,315 | ||||||||||
Fresenius Finance Jersey, Ltd. | ||||||||||||
5.63%, 08/14/2011 | EUR | 450 | 925 | |||||||||
Luxembourg - 0.0%¥ | ||||||||||||
Subsea 7 SA | ||||||||||||
2.25%, 10/11/2013 | $ | 100 | 125 | |||||||||
Malaysia - 0.2% | ||||||||||||
Berjaya Land Bhd | ||||||||||||
8.00%, 08/15/2011 | MYR | 1,240 | 432 | |||||||||
IOI Capital Bhd | ||||||||||||
3.39%, 12/18/2011 ▲ | $ | 445 | 581 | |||||||||
Paka Capital, Ltd. | ||||||||||||
1.21%, 03/12/2013 ▲ | 200 | 202 | ||||||||||
Singapore - 1.3% | ||||||||||||
Capitaland, Ltd. | ||||||||||||
2.10%, 11/15/2016 | SGD | 750 | 611 | |||||||||
2.95%, 06/20/2022 | SGD | 1,750 | 1,344 | |||||||||
3.13%, 03/05/2018 | SGD | 1,750 | 1,493 | |||||||||
Keppel Land, Ltd. | ||||||||||||
2.50%, 06/23/2013 | SGD | 200 | 168 | |||||||||
Olam International, Ltd. | ||||||||||||
6.00%, 10/15/2016 | $ | 700 | 922 | |||||||||
Wilmar International, Ltd. | ||||||||||||
1.06%, 12/18/2012 ▲ | 400 | 509 | ||||||||||
Yanlord Land Group, Ltd. | ||||||||||||
5.85%, 07/13/2014 | SGD | 750 | 632 | |||||||||
Ying Li International Real Estate Ltd | ||||||||||||
4.00%, 03/03/2015 | SGD | 750 | 539 | |||||||||
Spain - 0.1% | ||||||||||||
Telvent GIT SA | ||||||||||||
5.50%, 04/15/2015 - 144A | $ | 339 | 405 | |||||||||
United Kingdom - 0.1% | ||||||||||||
Anglo American PLC | ||||||||||||
4.00%, 05/07/2014 - Reg S | 100 | 196 | ||||||||||
Essar Energy PLC | ||||||||||||
4.25%, 02/01/2016 | 500 | 488 | ||||||||||
United States - 2.1% | ||||||||||||
Advanced Micro Devices, Inc. | ||||||||||||
6.00%, 05/01/2015 | 1,201 | 1,242 | ||||||||||
Amylin Pharmaceuticals, Inc. | ||||||||||||
3.00%, 06/15/2014 | 560 | 510 | ||||||||||
Chesapeake Energy Corp. | ||||||||||||
2.50%, 05/15/2037 | 604 | 663 | ||||||||||
Gilead Sciences, Inc. | ||||||||||||
0.50%, 05/01/2011 | 183 | 183 | ||||||||||
0.63%, 05/01/2013 ^ | 610 | 707 | ||||||||||
1.63%, 05/01/2016 - 144A | 148 | 165 | ||||||||||
Hologic, Inc. | ||||||||||||
2.00%, 12/15/2037 ^ | 1,002 | 1,208 | ||||||||||
Intel Corp. | ||||||||||||
2.95%, 12/15/2035 | 492 | 525 | ||||||||||
3.25%, 08/01/2039 ^ | 1,046 | 1,330 | ||||||||||
Kinetic Concepts, Inc. | ||||||||||||
3.25%, 04/15/2015 - 144A | 110 | 144 | ||||||||||
McMoRan Exploration Co. | ||||||||||||
5.25%, 10/06/2011 | 170 | 198 | ||||||||||
Mylan, Inc. | ||||||||||||
1.25%, 03/15/2012 ^ | 713 | 815 | ||||||||||
3.75%, 09/15/2015 | 67 | 133 | ||||||||||
Omnicare, Inc. | ||||||||||||
3.75%, 12/15/2025 | 489 | 652 | ||||||||||
SanDisk Corp. | ||||||||||||
1.00%, 05/15/2013 | 1,047 | 1,029 | ||||||||||
SBA Communications Corp. | ||||||||||||
1.88%, 05/01/2013 | 251 | 279 | ||||||||||
4.00%, 10/01/2014 | 207 | 295 | ||||||||||
SM Energy Co. | ||||||||||||
3.50%, 04/01/2027 | 302 | 436 | ||||||||||
Sonosite, Inc. | ||||||||||||
3.75%, 07/15/2014 | 108 | 123 | ||||||||||
Virgin Islands, British - 0.0%¥ | ||||||||||||
Hongkong Land CB 2005, Ltd. | ||||||||||||
2.75%, 12/21/2012 - Reg S | 100 | 193 | ||||||||||
Total Convertible Bonds (cost $29,504) | 33,969 | |||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 7
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Principal | Value | |||||||||||
LOAN ASSIGNMENTS - 0.3% | ||||||||||||
Indonesia - 0.1% | ||||||||||||
Multi Daerah Bersaing PT | ||||||||||||
7.31%, 04/13/2012 * § D | $ | 366 | $ | 369 | ||||||||
United States - 0.2% | ||||||||||||
Obsidian Natural Gas Trust | ||||||||||||
7.00%, 11/02/2015 * § D | 1,264 | 1,295 | ||||||||||
Total Loan Assignments (cost $1,617) | 1,664 | |||||||||||
SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 2.9% | ||||||||||||
U.S. Treasury Bill | ||||||||||||
0.02%, 06/30/2011 5 | 1,860 | 1,860 | ||||||||||
0.02%, 06/09/2011 - 07/14/2011 ^ 5 | 4,250 | 4,250 | ||||||||||
0.03%, 07/07/2011 5 | 5,075 | 5,075 | ||||||||||
0.03%, 06/23/2011 - 07/21/2011 ^ 5 | 3,675 | 3,675 | ||||||||||
0.05%, 07/28/2011 5 | 500 | 500 | ||||||||||
Total Short-Term U.S. Government Obligations (cost $15,358) | 15,358 | |||||||||||
SHORT-TERM FOREIGN GOVERNMENT OBLIGATIONS - 1.0% | ||||||||||||
Malaysia - 0.3% | ||||||||||||
Bank Negara Malaysia Monetary Notes | ||||||||||||
3.04%, 09/15/2011 5 | MYR | 4,792 | 1,601 | |||||||||
Mexico - 0.7% | ||||||||||||
Mexico Cetes | ||||||||||||
5.03%, 09/22/2011 5 | MXN | 11,731 | 1,001 | |||||||||
5.11%, 09/08/2011 5 | MXN | 8,069 | 685 | |||||||||
5.14%, 08/11/2011 5 | MXN | 20,755 | 1,780 | |||||||||
Total Short-Term Foreign Government Obligations (cost $4,880) | 5,067 | |||||||||||
Shares | Value | |||||||||||
COMMON STOCKS - 63.3% | ||||||||||||
Argentina - 0.1% | ||||||||||||
Banco Macro SA ADR | 1,900 | 70 | ||||||||||
Cresud SACIF y A ADR ^ | 5,300 | 92 | ||||||||||
IRSA Inversiones y Representaciones SA ADR | 6,200 | 79 | ||||||||||
Pampa Energia SA ADR ^ | 6,400 | 99 | ||||||||||
Telecom Argentina SA ADR | 2,000 | 46 | ||||||||||
Australia - 1.3% | ||||||||||||
Asciano, Ltd. | 60,000 | 109 | ||||||||||
BHP Billiton, Ltd. | 50,489 | 2,535 | ||||||||||
CSL, Ltd. | 15,854 | 597 | ||||||||||
Newcrest Mining, Ltd. | 37,923 | 1,723 | ||||||||||
Rio Tinto, Ltd. ^ | 14,492 | 1,306 | ||||||||||
Telstra Corp., Ltd. | 80,446 | 257 | ||||||||||
Woodside Petroleum, Ltd. | 5,800 | 298 | ||||||||||
Austria - 0.0%∞ | ||||||||||||
Telekom Austria AG | 9,096 | 141 | ||||||||||
Belgium - 0.1% | ||||||||||||
RHJ International ‡ | 42,300 | 352 | ||||||||||
RHJ International - 144A ‡ Ə | 17,100 | 142 | ||||||||||
Bermuda - 0.7% | ||||||||||||
Arch Capital Group, Ltd. ‡^ | 3,300 | 343 | ||||||||||
Axis Capital Holdings, Ltd. | 1,656 | 59 | ||||||||||
Cheung Kong Infrastructure Holdings, Ltd. | 48,200 | 235 | ||||||||||
China Gas Holdings, Ltd. | 62,500 | 24 | ||||||||||
China Resources Gas Group, Ltd. | 136,000 | 198 | ||||||||||
Cosan, Ltd. - Class A | 34,900 | 435 | ||||||||||
Endurance Specialty Holdings, Ltd. ^ | 9,502 | 420 | ||||||||||
Katanga Mining, Ltd. ‡^ | 63,682 | 136 | ||||||||||
Marvell Technology Group, Ltd. ± ‡ | 16,300 | 252 | ||||||||||
Noble Group, Ltd. ^ | 82,305 | 150 | ||||||||||
PartnerRe, Ltd. | 1,919 | 154 | ||||||||||
Platinum Underwriters Holdings, Ltd. ^ | 4,089 | 155 | ||||||||||
Ports Design, Ltd. | 1,300 | 4 | ||||||||||
RenaissanceRe Holdings, Ltd. | 4,012 | 282 | ||||||||||
Validus Holdings, Ltd. | 6,161 | 200 | ||||||||||
VimpelCom, Ltd. ADR | 28,300 | 412 | ||||||||||
Brazil - 1.7% | ||||||||||||
All America Latina Logistica SA | 22,930 | 189 | ||||||||||
Banco do Brasil SA | 4,500 | 83 | ||||||||||
Banco Santander Brasil SA | 17,200 | 198 | ||||||||||
Cia Brasileira de Distribuicao Grupo Pao de Acucar ‡ | 116 | 5 | ||||||||||
Cia Energetica de Minas Gerais ADR | 7,963 | 166 | ||||||||||
Cyrela Brazil Realty SA | ||||||||||||
Empreendimentos e Participacoes | 44,500 | 467 | ||||||||||
Hypermarcas SA ‡ | 108,200 | 1,451 | ||||||||||
MRV Engenharia e Participacoes SA | 52,100 | 450 | ||||||||||
OGX Petroleo e Gas Participacoes SA ‡ | 21,700 | 233 | ||||||||||
Petroleo Brasileiro SA - Class A ADR | 117,452 | 3,920 | ||||||||||
SLC Agricola SA | 35,900 | 452 | ||||||||||
VIVO Participacoes SA ADR | 29,100 | 1,217 | ||||||||||
Canada - 2.8% | ||||||||||||
Agrium, Inc. | 383 | 35 | ||||||||||
Alamos Gold, Inc. | 27,650 | 464 | ||||||||||
Barrick Gold Corp. | 37,485 | 1,912 | ||||||||||
BCE, Inc. | 1,200 | 45 | ||||||||||
Canadian Natural Resources, Ltd. | 16,200 | 760 | ||||||||||
Canadian Pacific Railway, Ltd. | 13,794 | 914 | ||||||||||
Cenovus Energy, Inc. | 3,880 | 149 | ||||||||||
Daylight Energy, Ltd. ^ | 49,360 | 566 | ||||||||||
Eldorado Gold Corp. | 63,327 | 1,179 | ||||||||||
Goldcorp, Inc. | 37,659 | 2,102 | ||||||||||
Iamgold Corp. | 66,525 | 1,381 | ||||||||||
Kinross Gold Corp. | 93,034 | 1,475 | ||||||||||
Magna International, Inc. - Class A | 1,200 | 62 | ||||||||||
Potash Corp., of Saskatchewan, Inc. | 5,560 | 313 | ||||||||||
Research In Motion, Ltd. ‡^ | 1,000 | 49 | ||||||||||
Rogers Communications, Inc. - Class B ^ | 11,200 | 424 | ||||||||||
Silver Wheaton Corp. | 22,900 | 930 | ||||||||||
Sino-Forest Corp. - Class A ‡^ | 27,400 | 681 | ||||||||||
Suncor Energy, Inc. | 9,625 | 444 | ||||||||||
Talisman Energy, Inc. | 10,670 | 258 | ||||||||||
Teck Resources, Ltd. - Class B | 1,110 | 60 | ||||||||||
TELUS Corp. ‡ Ə | 3,770 | 199 | ||||||||||
Viterra, Inc. | 11,400 | 137 | ||||||||||
Cayman Islands - 0.3% | ||||||||||||
Chaoda Modern Agriculture Holdings, Ltd. | 742,890 | 464 | ||||||||||
China Dongxiang Group Co. | 339,288 | 119 | ||||||||||
China Huiyuan Juice Group, Ltd. | 63,700 | 42 | ||||||||||
Mindray Medical International, Ltd. ADR ^ | 2,700 | 72 | ||||||||||
Mongolian Mining Corp. ‡ | 138,500 | 162 | ||||||||||
Tianjin Port Development Holdings, Ltd. | 1,345,300 | 312 | ||||||||||
Zhongsheng Group Holdings, Ltd. ‡ | 148,500 | 280 | ||||||||||
Chile - 0.1% | ||||||||||||
Banco Santander Chile ADR | 1,800 | 165 | ||||||||||
E.CL SA | 103,900 | 280 | ||||||||||
Sociedad Quimica y Minera de Chile SA ADR | 4,400 | 269 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 8
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
China - 0.5% | ||||||||
China BlueChemical, Ltd. | 267,200 | $ | 217 | |||||
China Life Insurance Co., Ltd. ADR ^ | 5,002 | 269 | ||||||
China Life Insurance Co., Ltd. - Class H | 70,800 | 252 | ||||||
China Shenhua Energy Co., Ltd. - Class H | 64,752 | 302 | ||||||
China Telecom Corp., Ltd. | 327,500 | 189 | ||||||
CSR Corp., Ltd. | 98,900 | 109 | ||||||
Dongfeng Motor Group Co., Ltd. - Class H | 85,600 | 133 | ||||||
Guangshen Railway Co., Ltd. | 398,300 | 157 | ||||||
Guangzhou Automobile Group Co., Ltd. | 216,086 | 243 | ||||||
Jiangsu Expressway Co., Ltd. - Class H | 72,500 | 77 | ||||||
Ping An Insurance Group Co. of China, Ltd. - Class H | 22,238 | 243 | ||||||
Sinopharm Group Co., Ltd. - Class H | 165,700 | 573 | ||||||
Xiamen International Port Co., Ltd. - Class H | 382,400 | 81 | ||||||
Cyprus - 0.0%¥ | ||||||||
AFI Development PLC GDR ‡ | 3,400 | 4 | ||||||
AFI Development PLC - Class B ‡ | 25,200 | 27 | ||||||
Czech Republic - 0.1% | ||||||||
CEZ AS | 7,500 | 430 | ||||||
Egypt - 0.1% | ||||||||
Telecom Egypt | 122,968 | 338 | ||||||
Finland - 0.2% | ||||||||
Fortum OYJ | 22,783 | 785 | ||||||
Nokia OYJ ADR ^ | 3,800 | 35 | ||||||
France - 1.5% | ||||||||
BNP Paribas | 8,870 | 702 | ||||||
Cie Generale D’optique Essilor International SA | 12,401 | 1,038 | ||||||
France Telecom SA | 16,167 | 379 | ||||||
GDF Suez ^ | 31,400 | 1,285 | ||||||
LVMH Moet Hennessy Louis Vuitton SA | 4,060 | 729 | ||||||
Sanofi-Aventis SA | 9,840 | 778 | ||||||
Sanofi-Aventis SA ADR | 1,461 | 58 | ||||||
Societe Generale | 3,570 | 239 | ||||||
Technip SA | 1,460 | 165 | ||||||
Total SA | 15,816 | 1,013 | ||||||
Total SA ADR | 15,000 | 963 | ||||||
Vivendi SA | 24,670 | 774 | ||||||
Germany - 1.2% | ||||||||
Allianz SE ^ | 2,436 | 383 | ||||||
BASF SE | 11,370 | 1,168 | ||||||
Bayer AG ^ | 7,681 | 675 | ||||||
Bayer AG ADR | 300 | 26 | ||||||
Bayerische Motoren Werke AG | 2,810 | 265 | ||||||
Beiersdorf AG ^ | 960 | 63 | ||||||
Daimler AG ^ | 10,000 | 773 | ||||||
Deutsche Bank AG | 6,150 | 402 | ||||||
Deutsche Telekom AG ADR ‡ | 2,700 | 45 | ||||||
Infineon Technologies AG | 27,990 | 318 | ||||||
Kabel Deutschland Holding AG ‡ | 8,330 | 521 | ||||||
Lanxess AG | 2,850 | 261 | ||||||
Muenchener Rueckversicherungs AG | 1,320 | 218 | ||||||
Siemens AG | 7,710 | 1,122 | ||||||
Guernsey, Channel Islands - 0.0%¥ | ||||||||
Amdocs, Ltd. ‡ | 2,036 | 63 | ||||||
Hong Kong - 1.1% | ||||||||
AIA Group, Ltd. ‡ | 61,700 | 209 | ||||||
Beijing Enterprises Holdings, Ltd. | 196,720 | 1,049 | ||||||
Cheung Kong Holdings, Ltd. | 24,500 | 386 | ||||||
China Mobile, Ltd. | 135,500 | 1,247 | ||||||
China Unicom, Ltd. | 127,700 | 261 | ||||||
Hutchison Whampoa, Ltd. | 44,700 | 511 | ||||||
Link Real Estate Investment Trust | 257,067 | 809 | ||||||
Shougang Concord International | ||||||||
Enterprises Co., Ltd. ‡ | 442,100 | 59 | ||||||
Tianjin Development Holdings, Ltd. ‡ | 839,800 | 630 | ||||||
Wharf Holdings, Ltd. | 65,077 | 477 | ||||||
India - 0.8% | ||||||||
Adani Enterprises, Ltd. | 36,000 | 511 | ||||||
Adani Power, Ltd. ‡ | 161,901 | 415 | ||||||
Bharat Heavy Electricals, Ltd. | 18,500 | 838 | ||||||
Container Corp., of India | 3,230 | 84 | ||||||
Housing Development Finance Corp. | 56,520 | 905 | ||||||
Larsen & Toubro, Ltd. | 7,300 | 263 | ||||||
Reliance Industries, Ltd. | 28,270 | 630 | ||||||
State Bank of India | 10,070 | 640 | ||||||
Indonesia - 0.1% | ||||||||
Bumi Resources PT | 1,424,101 | 570 | ||||||
Telekomunikasi Indonesia PT | 161,700 | 145 | ||||||
Ireland - 0.4% | ||||||||
Accenture PLC - Class A | 1,032 | 59 | ||||||
Covidien PLC | 6,712 | 374 | ||||||
Ingersoll-Rand PLC ^ | 800 | 40 | ||||||
Seagate Technology PLC ^ | 2,100 | 37 | ||||||
XL Group PLC - Class A | 56,971 | 1,391 | ||||||
Israel - 0.2% | ||||||||
Check Point Software Technologies, Ltd. ‡ | 1,400 | 77 | ||||||
Teva Pharmaceutical Industries, Ltd. ADR | 19,580 | 895 | ||||||
Italy - 0.5% | ||||||||
Assicurazioni Generali SpA | 10,320 | 247 | ||||||
Enel SpA | 79,300 | 565 | ||||||
ENI SpA | 26,620 | 712 | ||||||
Intesa Sanpaolo SpA | 83,620 | 278 | ||||||
Telecom Italia SpA | 137,540 | 207 | ||||||
UniCredit SpA | 255,280 | 657 | ||||||
Japan - 6.1% | ||||||||
Aisin Seiki Co., Ltd. ^ | 8,930 | 315 | ||||||
Asahi Kasei Corp. | 12,800 | 88 | ||||||
Astellas Pharma, Inc. ^ | 6,500 | 248 | ||||||
Bank of Kyoto, Ltd. ^ | 16,860 | 156 | ||||||
Bridgestone Corp. | 14,400 | 318 | ||||||
Canon, Inc. | 18,364 | 865 | ||||||
Daihatsu Motor Co., Ltd. ^ | 17,480 | 282 | ||||||
Dainippon Sumitomo Pharma Co., Ltd. ^ | 1,000 | 10 | ||||||
Daiwa House Industry Co., Ltd. | 19,370 | 234 | ||||||
Denso Corp. | 11,770 | 394 | ||||||
East Japan Railway Co. | 18,806 | 1,045 | ||||||
Fanuc Corp. | 2,150 | 360 | ||||||
Fuji Heavy Industries, Ltd. | 88,420 | 658 | ||||||
Futaba Industrial Co., Ltd. ^ | 19,400 | 111 | ||||||
Hitachi Chemical Co., Ltd. ^ | 15,100 | 311 | ||||||
Hitachi, Ltd. ^ | 42,300 | 230 | ||||||
Hokkaido Coca-Cola Bottling Co., Ltd. | 800 | 4 | ||||||
Honda Motor Co., Ltd. | 18,982 | 731 | ||||||
Hoya Corp. ^ | 25,289 | 544 | ||||||
INPEX Corp. | 146 | 1,122 | ||||||
Japan Real Estate Investment Corp. REIT | 9 | 89 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 9
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
Japan - (continued) | ||||||||
Japan Retail Fund Investment Corp. REIT | 19 | $ | 31 | |||||
JGC Corp. ^ | 26,410 | 662 | ||||||
JSR Corp. | 6,200 | 130 | ||||||
KDDI Corp. ^ | 149 | 995 | ||||||
Kinden Corp. ^ | 19,600 | 167 | ||||||
Kirin Holdings Co., Ltd. | 35,500 | 499 | ||||||
Komatsu, Ltd. | 11,300 | 398 | ||||||
Kubota Corp. ^ | 80,684 | 774 | ||||||
Kuraray Co., Ltd. | 24,730 | 360 | ||||||
Kyowa Hakko Kirin Co., Ltd. | 27,980 | 278 | ||||||
Marubeni Corp. ^ | 34,300 | 251 | ||||||
Mikuni Coca-Cola Bottling Co., Ltd. | 1,100 | 10 | ||||||
Mitsubishi Corp. | 56,420 | 1,530 | ||||||
Mitsubishi Tanabe Pharma Corp. ^ | 13,000 | 216 | ||||||
Mitsubishi UFJ Financial Group, Inc. | 93,620 | 449 | ||||||
Mitsui & Co., Ltd. | 65,932 | 1,173 | ||||||
Mitsui Fudosan Co., Ltd. | 11,500 | 200 | ||||||
Mitsui O.S.K. Lines, Ltd. ^ | 33,840 | 189 | ||||||
MS&AD Insurance Group Holdings | 31,017 | 726 | ||||||
Murata Manufacturing Co., Ltd. ^ | 7,150 | 516 | ||||||
NGK Insulators, Ltd. ^ | 17,500 | 304 | ||||||
Nintendo Co., Ltd. | 800 | 189 | ||||||
Nippon Building Fund, Inc. REIT | 12 | 121 | ||||||
Nippon Electric Glass Co., Ltd. | 19,200 | 291 | ||||||
Nippon Telegraph & Telephone Corp. | 12,830 | 598 | ||||||
NKSJ Holdings, Inc. | 87,180 | 562 | ||||||
NTT DoCoMo, Inc. ^ | 970 | 1,799 | ||||||
NTT Urban Development Corp. | 155 | 129 | ||||||
Okumura Corp. ^ | 69,300 | 271 | ||||||
Rinnai Corp. ^ | 4,080 | 271 | ||||||
ROHM Co., Ltd. | 5,160 | 311 | ||||||
Sekisui House, Ltd. | 54,900 | 532 | ||||||
Seven & I Holdings Co., Ltd. | 12,257 | 308 | ||||||
Shin-Etsu Chemical Co., Ltd. ^ | 19,976 | 1,040 | ||||||
Shionogi & Co., Ltd. ^ | 15,220 | 247 | ||||||
Sony Financial Holdings, Inc. ^ | 9,100 | 169 | ||||||
Sumitomo Chemical Co., Ltd. ^ | 220,820 | 1,175 | ||||||
Sumitomo Electric Industries, Ltd. ^ | 20,000 | 278 | ||||||
Sumitomo Mitsui Financial Group, Inc. | 10,580 | 329 | ||||||
Suzuki Motor Corp. ^ | 48,662 | 1,159 | ||||||
Tadano, Ltd. ^ | 4,000 | 21 | ||||||
TDK Corp. ^ | 5,520 | 285 | ||||||
Terumo Corp. | 4,950 | 276 | ||||||
Toda Corp. | 66,300 | 246 | ||||||
Toho Co., Ltd. ^ | 13,181 | 200 | ||||||
Tokio Marine Holdings, Inc. | 48,300 | 1,352 | ||||||
Tokyo Gas Co., Ltd. | 121,370 | 541 | ||||||
Toyota Industries Corp. | 22,937 | 695 | ||||||
Toyota Motor Corp. | 12,570 | 501 | ||||||
UBE Industries, Ltd. | 116,600 | 373 | ||||||
West Japan Railway Co. | 99 | 361 | ||||||
Yamada Denki Co., Ltd. ^ | 2,800 | 197 | ||||||
Jersey, Channel Islands - 0.0%¥ | ||||||||
Shire PLC ADR ^ | 300 | 28 | ||||||
Kazakhstan - 0.2% | ||||||||
KazMunaiGas Exploration Production GDR | 35,800 | 813 | ||||||
Korea, Republic of - 0.9% | ||||||||
Cheil Industries, Inc. | 2,900 | 319 | ||||||
Hyundai Motor Co. | 1,800 | 414 | ||||||
KT Corp. | 1,700 | 61 | ||||||
KT Corp. ADR | 24,540 | 498 | ||||||
KT&G Corp. | 7,110 | 421 | ||||||
LG Corp. | 4,000 | 368 | ||||||
LG Display Co., Ltd. | 5,000 | 180 | ||||||
Mando Corp. | 500 | 88 | ||||||
POSCO | 700 | 306 | ||||||
POSCO ADR | 3,100 | 341 | ||||||
Samsung Electronics Co., Ltd. | 1,250 | 1,041 | ||||||
Samsung Fine Chemicals Co., Ltd. | 3,700 | 274 | ||||||
SK Telecom Co., Ltd. | 2,860 | 434 | ||||||
Luxembourg - 0.0%¥ | ||||||||
Millicom International Cellular SA | 1,400 | 152 | ||||||
Tenaris SA ADR ^ | 1,245 | 63 | ||||||
Malaysia - 0.6% | ||||||||
Axiata Group Bhd ‡ | 611,612 | 1,012 | ||||||
British American Tobacco Malaysia Bhd ‡ | 12,100 | 196 | ||||||
IOI Corp., Bhd | 54,998 | 98 | ||||||
Plus Expressways Bhd | 295,881 | 449 | ||||||
Telekom Malaysia Bhd | 451,524 | 608 | ||||||
Tenaga Nasional Bhd | 28,446 | 58 | ||||||
YTL Power International Bhd | 755,105 | 576 | ||||||
Mexico - 0.2% | ||||||||
America Movil SAB de CV ADR | 12,300 | 704 | ||||||
Fomento Economico Mexicano SAB de CV ADR | 2,900 | 182 | ||||||
Netherlands - 0.4% | ||||||||
CNH Global N.V. ‡ | 1,200 | 58 | ||||||
ING Groep NV ‡ | 16,700 | 220 | ||||||
Koninklijke KPN NV | 25,681 | 408 | ||||||
Koninklijke Philips Electronics NV | 22,910 | 679 | ||||||
Koninklijke Philips Electronics NV - Class Y | 1,800 | 53 | ||||||
Lyondellbasell Industries NV - Class A ‡ | 1,500 | 67 | ||||||
Unilever NV | 14,520 | 478 | ||||||
Netherlands Antilles - 0.4% | ||||||||
Schlumberger, Ltd. | 23,680 | 2,125 | ||||||
Norway - 0.2% | ||||||||
DnB NOR ASA ^ | 23,800 | 387 | ||||||
Statoil ASA | 17,380 | 509 | ||||||
Telenor ASA | 10,210 | 176 | ||||||
Panama - 0.1% | ||||||||
McDermott International, Inc. ‡ | 26,842 | 620 | ||||||
Philippines - 0.0%¥ | ||||||||
Philippine Long Distance Telephone Co. ADR | 3,700 | 215 | ||||||
Poland - 0.0%¥ | ||||||||
Powszechny Zaklad Ubezpieczen SA | 1,000 | 141 | ||||||
Portugal - 0.0%¥ | ||||||||
Zon Multimedia | 10,900 | 62 | ||||||
Russian Federation - 1.4% | ||||||||
Federal Hydrogenerating Co. JSC CLS ‡ Ə | 18,520 | 1 | ||||||
Federal Hydrogenerating Co. JSC 038D ‡ | 1,845,426 | 92 | ||||||
Federal Hydrogenerating Co. JSC ADR ‡ | 202,046 | 1,050 | ||||||
Gazprom OAO ADR | 45,000 | 762 | ||||||
Kuzbassrazrezugol ‡ | 504,760 | 192 | ||||||
LSR Group - 144A GDR | 70,300 | 657 | ||||||
Magnitogorsk Iron & Steel Works GDR | 36,700 | 463 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 10
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
Russian Federation (continued) | ||||||||
MMC Norilsk Nickel OJSC ADR | 13,134 | $ | 364 | |||||
Novorossiysk Commercial Sea Port PJSC GDR ‡ | 0,512 | 382 | ||||||
Polyus Gold OJSC ADR | 30,000 | 1,087 | ||||||
Rosneft Oil Co. GDR | 74,000 | 663 | ||||||
Rushydro JSC Depository Receipt ‡ Ə | 1,421 | t | ||||||
Sberbank of Russian Federation | 410,100 | 1,499 | ||||||
Uralkali GDR | 900 | 38 | ||||||
Singapore - 0.8% | ||||||||
Capitaland, Ltd. ‡ | 81,450 | 226 | ||||||
DBS Group Holdings, Ltd. | 20,770 | 254 | ||||||
Fraser and Neave, Ltd. | 98,100 | 503 | ||||||
Global Logistic Properties, Ltd. - Class L ‡^ | 109,500 | 173 | ||||||
Keppel Corp., Ltd. | 83,611 | 813 | ||||||
MobileOne, Ltd. ^ | 111,730 | 218 | ||||||
Oversea-Chinese Banking Corp. | 89,190 | 696 | ||||||
Raffles Medical Group, Ltd. | 86,100 | 160 | ||||||
SembCorp Marine, Ltd. ^ | 50,610 | 234 | ||||||
Singapore Press Holdings, Ltd. ^ | 52,080 | 169 | ||||||
Singapore Telecommunications, Ltd. | 237,550 | 605 | ||||||
United Overseas Bank, Ltd. | 11,770 | 189 | ||||||
South Africa - 0.3% | ||||||||
Anglo Platinum, Ltd. ^ | 935 | 95 | ||||||
AngloGold Ashanti, Ltd. ADR | 2,300 | 117 | ||||||
Harmony Gold Mining Co., Ltd. ADR ^ | 44,000 | 685 | ||||||
Impala Platinum Holdings, Ltd. | 3,200 | 100 | ||||||
Life Healthcare Group Holdings, Ltd. | 89,000 | 228 | ||||||
Sasol, Ltd. | 1,600 | 92 | ||||||
Spain - 0.5% | ||||||||
Banco Santander SA ^ | 79,462 | 1,015 | ||||||
Repsol YPF SA | 13,150 | 470 | ||||||
Telefonica SA ^ | 40,419 | 1,086 | ||||||
Telefonica SA ADR | 6,900 | 186 | ||||||
Switzerland - 1.4% | ||||||||
ACE, Ltd. | 19,146 | 1,287 | ||||||
Credit Suisse Group AG | 8,350 | 379 | ||||||
Garmin, Ltd. ‡^ | 1,373 | 47 | ||||||
Nestle SA | 25,667 | 1,593 | ||||||
Noble Corp. ‡ | 1,286 | 55 | ||||||
Novartis AG | 12,398 | 736 | ||||||
Roche Holding AG | 3,665 | 594 | ||||||
Swiss Reinsurance Co., Ltd. ‡ | 900 | 54 | ||||||
Swisscom AG | 810 | 372 | ||||||
TE Connectivity, Ltd. | 3,732 | 134 | ||||||
Transocean, Ltd. ‡ | 6,782 | 494 | ||||||
Tyco International, Ltd. | 3,659 | 178 | ||||||
UBS AG ‡ | 23,120 | 463 | ||||||
Weatherford International, Ltd. ‡ | 19,146 | 413 | ||||||
Zurich Financial Services AG ‡ | 1,551 | 436 | ||||||
Taiwan - 1.1% | ||||||||
Asustek Computer, Inc. | 12,617 | 114 | ||||||
Catcher Technology Co., Ltd. | 25,100 | 158 | ||||||
Cheng Shin Rubber Industry Co., Ltd. | 75,500 | 191 | ||||||
Chunghwa Telecom Co., Ltd. | 103,116 | 328 | ||||||
Chunghwa Telecom Co., Ltd. ADR ^ | 19,886 | 627 | ||||||
Compal Electronics, Inc. | 60,242 | 68 | ||||||
Delta Electronics, Inc. | 138,541 | 619 | ||||||
Far EasTone Telecommunications Co., Ltd. | 168,000 | 255 | ||||||
Formosa Chemicals & Fibre Corp. | 50,000 | 202 | ||||||
High Tech Computer Corp. | 32,262 | 1,464 | ||||||
Hon Hai Precision Industry Co., Ltd. | 63,042 | 239 | ||||||
Mediatek, Inc. | 21,025 | 232 | ||||||
Nan Ya Plastics Corp. | 60,000 | 184 | ||||||
Taiwan Semiconductor Manufacturing Co., Ltd. | 288,888 | 739 | ||||||
Yulon Motor Co., Ltd. | 139,000 | 289 | ||||||
Thailand - 0.3% | ||||||||
Hana Microelectronics PCL | 112,658 | 93 | ||||||
PTT PCL | 34,397 | 432 | ||||||
PTT Chemical PCL | 133,966 | 719 | ||||||
Siam Commercial Bank PCL | 118,675 | 461 | ||||||
Turkey - 0.3% | ||||||||
Bim Birlesik Magazalar AS | 9,300 | 324 | ||||||
Tupras Turkiye Petrol Rafinerileri AS | 11,362 | 369 | ||||||
Turk Telekomunikasyon AS | 62,080 | 323 | ||||||
Turkcell Iletisim Hizmetleri AS | 28,147 | 166 | ||||||
Turkiye Garanti Bankasi AS | 83,936 | 435 | ||||||
United Kingdom - 2.8% | ||||||||
Amlin PLC | 15,900 | 111 | ||||||
Anglo American PLC | 14,300 | 750 | ||||||
Antofagasta PLC | 35,000 | 805 | ||||||
AstraZeneca PLC ADR | 1,000 | 50 | ||||||
BG Group PLC | 72,600 | 1,869 | ||||||
BP PLC | 91,569 | 704 | ||||||
BP PLC ADR | 18,800 | 867 | ||||||
British American Tobacco PLC | 7,306 | 319 | ||||||
BT Group PLC - Class A | 196,200 | 644 | ||||||
Diageo PLC ADR | 14,538 | 1,183 | ||||||
Ensco PLC ADR | 800 | 48 | ||||||
GlaxoSmithKline PLC ADR ^ | 1,600 | 70 | ||||||
Guinness Peat Group PLC | 400,977 | 263 | ||||||
HSBC Holdings PLC | 137,228 | 1,495 | ||||||
International Power PLC | 111,400 | 617 | ||||||
Lloyds TSB Group PLC ‡ | 429,216 | 426 | ||||||
National Grid PLC | 95,500 | 980 | ||||||
Petropavlovsk PLC | 5,900 | 88 | ||||||
Prudential PLC | 7,800 | 101 | ||||||
Royal Dutch Shell PLC - Class A ADR | 7,551 | 585 | ||||||
Scottish & Southern Energy PLC | 28,700 | 651 | ||||||
Standard Chartered PLC | 10,425 | 290 | ||||||
Unilever PLC | 7,086 | 231 | ||||||
Unilever PLC ADR ^ | 4,400 | 143 | ||||||
Vodafone Group PLC | 281,622 | 814 | ||||||
Vodafone Group PLC ADR | 20,761 | 605 | ||||||
United States - 31.5% | ||||||||
3M Co. | 8,100 | 787 | ||||||
Abbott Laboratories | 20,727 | 1,079 | ||||||
Activision Blizzard, Inc. | 62,200 | 708 | ||||||
Adobe Systems, Inc. ‡ | 5,200 | 174 | ||||||
Advance Auto Parts, Inc. ^ | 963 | 63 | ||||||
Advanced Micro Devices, Inc. ± ‡ | 54,600 | 497 | ||||||
AES Corp. ‡ | 23,497 | 311 | ||||||
Aetna, Inc. | 24,860 | 1,029 | ||||||
Agilent Technologies, Inc. ‡ | 12,100 | 604 | ||||||
Albemarle Corp. | 1,100 | 78 | ||||||
Alcoa, Inc. | 29,100 | 495 | ||||||
Allergan, Inc. | 2,700 | 215 | ||||||
Alliance Resource Partners, LP | 3,773 | 311 | ||||||
Allstate Corp. | 5,316 | 180 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 11
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
United States (continued) | ||||||||
Altera Corp. | 1,700 | $ | 83 | |||||
Altria Group, Inc. | 20,162 | 541 | ||||||
American Electric Power Co., Inc. | 6,472 | 236 | ||||||
American Tower Corp. - Class A ‡ | 9,950 | 521 | ||||||
American Water Works Co., Inc. | 10,172 | 299 | ||||||
Ameriprise Financial, Inc. | 1,000 | 62 | ||||||
AmerisourceBergen Corp. - Class A | 10,434 | 424 | ||||||
Amgen, Inc. ‡ | 10,016 | 570 | ||||||
Anadarko Petroleum Corp. | 10,893 | 860 | ||||||
Analog Devices, Inc. | 1,600 | 64 | ||||||
Apache Corp. | 9,433 | 1,258 | ||||||
Apple, Inc. ‡ | 15,401 | 5,364 | ||||||
Arrow Electronics, Inc. ‡^ | 1,500 | 68 | ||||||
AT&T, Inc. | 100,492 | 3,128 | ||||||
Autodesk, Inc. ‡ | 1,500 | 67 | ||||||
Autoliv, Inc. | 700 | 56 | ||||||
Ball Corp. | 1,700 | 63 | ||||||
Bank of America Corp. | 138,219 | 1,697 | ||||||
Bank of New York Mellon Corp. | 37,618 | 1,089 | ||||||
Becton, Dickinson and Co. | 800 | 69 | ||||||
Biogen Idec, Inc. ‡ | 908 | 88 | ||||||
BMC Software, Inc. ‡ | 1,469 | 74 | ||||||
Boeing Co. | 14,398 | 1,150 | ||||||
BorgWarner, Inc. ‡^ | 3,100 | 239 | ||||||
Bristol-Myers Squibb Co. | 111,673 | 3,138 | ||||||
Broadcom Corp. - Class A ‡ | 7,838 | 276 | ||||||
CA, Inc. ^ | 39,860 | 980 | ||||||
Capital One Financial Corp. | 3,100 | 170 | ||||||
Cardinal Health, Inc. | 1,459 | 64 | ||||||
Celgene Corp. ‡ | 4,600 | 271 | ||||||
CenturyLink, Inc. | 22,172 | 904 | ||||||
Cephalon, Inc. ± ‡ | 4,300 | 330 | ||||||
Charter Communications, Inc. ‡ | 1,700 | 100 | ||||||
Chevron Corp. | 34,466 | 3,772 | ||||||
Chubb Corp. | 8,610 | 561 | ||||||
CIGNA Corp. | 9,710 | 455 | ||||||
Cimarex Energy Co. | 700 | 77 | ||||||
Cisco Systems, Inc. ± | 99,998 | 1,756 | ||||||
Citigroup, Inc. ‡ | 412,364 | 1,893 | ||||||
CMS Energy Corp. ^ | 12,873 | 255 | ||||||
CNA Financial Corp. ^ | 1,400 | 43 | ||||||
Coach, Inc. | 1,100 | 66 | ||||||
Coca-Cola Co. | 6,068 | 410 | ||||||
Coca-Cola Enterprises, Inc. | 2,300 | 65 | ||||||
Cognizant Technology Solutions Corp. - Class A ‡ | 2,304 | 191 | ||||||
Colgate-Palmolive Co. | 9,724 | 820 | ||||||
Comcast Corp. - Class A | 61,168 | 1,605 | ||||||
Complete Production Services, Inc. ‡^ | 10,645 | 361 | ||||||
Computer Sciences Corp. ^ | 1,988 | 101 | ||||||
Comverse Technology, Inc. ‡^ | 27,119 | 207 | ||||||
ConAgra Foods, Inc. | 6,060 | 148 | ||||||
ConocoPhillips | 26,340 | 2,079 | ||||||
Consol Energy, Inc. | 37,770 | 2,043 | ||||||
Constellation Brands, Inc. - Class A ‡ | 7,110 | 159 | ||||||
Corning, Inc. | 64,410 | 1,349 | ||||||
Crown Holdings, Inc. ‡ | 6,686 | 250 | ||||||
CVS Caremark Corp. | 21,668 | 785 | ||||||
Darden Restaurants, Inc. | 700 | 33 | ||||||
DaVita, Inc. ‡ | 6,149 | 542 | ||||||
Dell, Inc. ± ‡ | 40,681 | 631 | ||||||
Devon Energy Corp. | 12,569 | 1,144 | ||||||
DISH Network Corp. - Class A ‡ | 6,680 | 167 | ||||||
Dominion Resources, Inc. | 5,600 | 260 | ||||||
Dow Chemical Co. | 23,192 | 951 | ||||||
Dr. Pepper Snapple Group, Inc. | 4,137 | 162 | ||||||
E.I. du Pont de Nemours & Co. | 16,032 | 910 | ||||||
Eastman Chemical Co. | 700 | 75 | ||||||
Eaton Corp. | 1,136 | 61 | ||||||
eBay, Inc. ‡ | 11,709 | 403 | ||||||
Edison International | 1,500 | 59 | ||||||
El Paso Corp. | 101,811 | 1,976 | ||||||
Electronic Arts, Inc. ‡ | 21,830 | 441 | ||||||
Eli Lilly & Co. | 9,835 | 364 | ||||||
EMC Corp. ‡ | 26,791 | 759 | ||||||
Endo Pharmaceuticals Holdings, Inc. ‡ | 1,977 | 77 | ||||||
Energizer Holdings, Inc. ‡ | 500 | 38 | ||||||
Entergy Corp. | 5,442 | 379 | ||||||
EOG Resources, Inc. ± | 5,400 | 610 | ||||||
Exelon Corp. | 6,637 | 280 | ||||||
Expedia, Inc. ^ | 1,570 | 39 | ||||||
Exxon Mobil Corp. | 76,120 | 6,698 | ||||||
Fidelity National Financial, Inc. - Class A ^ | 38,380 | 593 | ||||||
Fidelity National Information Services, Inc. | 1,167 | 39 | ||||||
FMC Corp. | 16,777 | 1,481 | ||||||
Ford Motor Co. ‡ | 48,300 | 747 | ||||||
Forest Laboratories, Inc. ‡ | 2,994 | 99 | ||||||
Freeport-McMoRan Copper & Gold, Inc. | 13,976 | 769 | ||||||
General Communication, Inc. - Class A ‡^ | 2,624 | 30 | ||||||
General Dynamics Corp. | 4,600 | 335 | ||||||
General Electric Co. | 169,130 | 3,459 | ||||||
General Mills, Inc. | 18,628 | 719 | ||||||
General Motors Co. ‡ | 28,400 | 912 | ||||||
Gilead Sciences, Inc. ‡ | 14,291 | 555 | ||||||
Global Industries, Ltd. ‡^ | 49,163 | 485 | ||||||
Goldman Sachs Group, Inc. | 8,140 | 1,230 | ||||||
Google, Inc. - Class A ± ‡ | 3,136 | 1,706 | ||||||
Halliburton Co. | 23,042 | 1,163 | ||||||
Harris Corp. | 1,079 | 57 | ||||||
Healthsouth Corp. ‡^ | 11,805 | 303 | ||||||
Hecla Mining Co. ‡ | 20,800 | 196 | ||||||
Hess Corp. | 8,861 | 762 | ||||||
Hewlett-Packard Co. | 39,175 | 1,581 | ||||||
HJ Heinz Co. | 4,294 | 220 | ||||||
Hologic, Inc. ‡ | 35,016 | 771 | ||||||
Humana, Inc. ‡ | 8,946 | 681 | ||||||
Huntington Ingalls Industries, Inc. ‡^ | 1,240 | 50 | ||||||
Intel Corp. | 55,265 | 1,281 | ||||||
International Business Machines Corp. | 22,587 | 3,853 | ||||||
International Game Technology | 19,047 | 337 | ||||||
International Paper Co. | 5,810 | 179 | ||||||
Intuit, Inc. ‡ | 1,300 | 72 | ||||||
Johnson & Johnson | 47,761 | 3,139 | ||||||
JPMorgan Chase & Co. | 61,610 | 2,811 | ||||||
KBR, Inc. | 12,582 | 483 | ||||||
Kimberly-Clark Corp. | 400 | 26 | ||||||
KLA-Tencor Corp. | 1,300 | 57 | ||||||
Kraft Foods, Inc. - Class A ± | 32,146 | 1,080 | ||||||
L-3 Communications Holdings, Inc. ^ | 700 | 56 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 12
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
United States (continued) | ||||||||
LAM Research Corp. ‡ | 1,100 | $ | 53 | |||||
Leucadia National Corp. | 1,700 | 66 | ||||||
Lexmark International, Inc. - Class A ‡ | 3,794 | 122 | ||||||
Liberty Global, Inc. ‡^ | 1,600 | 74 | ||||||
Life Technologies Corp. ‡ | 9,967 | 550 | ||||||
Limited Brands, Inc. | 2,117 | 87 | ||||||
Lincoln National Corp. | 1,500 | 47 | ||||||
Lockheed Martin Corp. | 10,173 | 806 | ||||||
Lorillard, Inc. ^ | 2,285 | 243 | ||||||
Lubrizol Corp. | 606 | 82 | ||||||
Macy’s, Inc. | 1,800 | 43 | ||||||
Marathon Oil Corp. | 17,775 | 961 | ||||||
Mastercard, Inc. - Class A ± | 1,000 | 276 | ||||||
Mattel, Inc. | 15,807 | 422 | ||||||
McDonald’s Corp. | 6,717 | 526 | ||||||
McGraw-Hill Cos., Inc. | 1,600 | 65 | ||||||
McKesson Corp. | 7,758 | 644 | ||||||
Mead Johnson Nutrition Co. - Class A | 14,144 | 946 | ||||||
MeadWestvaco Corp. | 2,129 | 72 | ||||||
Medco Health Solutions, Inc. ‡ | 14,611 | 867 | ||||||
Medtronic, Inc. | 25,978 | 1,084 | ||||||
Merck & Co., Inc. | 52,243 | 1,878 | ||||||
MetLife, Inc. | 4,428 | 207 | ||||||
MetroPCS Communications, Inc. ‡ | 11,900 | 200 | ||||||
Mettler-Toledo International, Inc. ‡^ | 1,755 | 329 | ||||||
Micron Technology, Inc. ‡ | 4,400 | 50 | ||||||
Microsoft Corp. | 167,286 | 4,354 | ||||||
Molson Coors Brewing Co. - Class B | 1,300 | 63 | ||||||
Morgan Stanley | 25,793 | 674 | ||||||
Motorola Solutions, Inc. ‡ | 6,937 | 318 | ||||||
Murphy Oil Corp. | 800 | 62 | ||||||
Mylan, Inc. ‡ | 28,433 | 709 | ||||||
National Oilwell Varco, Inc. | 17,859 | 1,370 | ||||||
Newmont Mining Corp. | 26,255 | 1,538 | ||||||
News Corp. - Class A | 23,580 | 420 | ||||||
Nextera Energy, Inc. | 14,054 | 795 | ||||||
NII Holdings, Inc. ‡ | 1,200 | 50 | ||||||
Northern Trust Corp. | 5,216 | 261 | ||||||
Northrop Grumman Corp. | 7,441 | 473 | ||||||
NRG Energy, Inc. ‡^ | 5,180 | 125 | ||||||
Occidental Petroleum Corp. | 20,206 | 2,309 | ||||||
Oceaneering International, Inc. ‡ | 700 | 61 | ||||||
Oracle Corp. | 52,570 | 1,895 | ||||||
Pall Corp. | 3,203 | 187 | ||||||
Parker Hannifin Corp. | 700 | 66 | ||||||
PerkinElmer, Inc. | 8,167 | 231 | ||||||
Perrigo Co. ^ | 5,500 | 497 | ||||||
Pfizer, Inc. | 132,359 | 2,774 | ||||||
PG&E Corp. | 6,097 | 281 | ||||||
PharMerica Corp. ‡^ | 183 | 2 | ||||||
Philip Morris International, Inc. | 13,391 | 930 | ||||||
Pitney Bowes, Inc. ^ | 1,257 | 31 | ||||||
Polo Ralph Lauren Corp. - Class A | 500 | 65 | ||||||
Polycom, Inc. ‡ | 11,445 | 685 | ||||||
PPG Industries, Inc. | 700 | 66 | ||||||
PPL Corp. | 20,300 | 557 | ||||||
Praxair, Inc. | 2,837 | 302 | ||||||
Precision Castparts Corp. | 3,420 | 528 | ||||||
Pride International, Inc. ‡ | 800 | 35 | ||||||
Principal Financial Group, Inc. | 4,846 | 164 | ||||||
Procter & Gamble Co. | 27,456 | 1,782 | ||||||
Progressive Corp. | 11,340 | 249 | ||||||
Pulte Group, Inc. ‡^ | 37,800 | 307 | ||||||
QUALCOMM, Inc. | 41,697 | 2,370 | ||||||
Quicksilver Resources, Inc. ‡^ | 54,600 | 811 | ||||||
R.R. Donnelley & Sons Co. | 1,813 | 34 | ||||||
Raytheon Co. | 7,131 | 346 | ||||||
Reinsurance Group of America, Inc. - Class A | 700 | 44 | ||||||
Ross Stores, Inc. | 608 | 45 | ||||||
Ryder System, Inc. | 755 | 40 | ||||||
Safeway, Inc. | 1,270 | 31 | ||||||
SanDisk Corp. ± ‡ | 10,094 | 496 | ||||||
Sara Lee Corp. ± | 48,098 | 923 | ||||||
Sempra Energy | 2,800 | 154 | ||||||
Simon Property Group, Inc. REIT | 2,800 | 321 | ||||||
SM Energy Co. ± ^ | 10,862 | 824 | ||||||
Southern Co. | 13,650 | 533 | ||||||
Southwest Airlines Co. | 3,200 | 38 | ||||||
Spirit Aerosystems Holdings, Inc. - Class A ‡ | 24,811 | 610 | ||||||
St. Joe Co. ‡^ | 72,253 | 1,887 | ||||||
State Street Corp. | 11,388 | 530 | ||||||
SunTrust Banks, Inc. | 5,600 | 158 | ||||||
Symantec Corp. ± ‡ | 30,572 | 601 | ||||||
Teradata Corp. ‡ | 1,841 | 103 | ||||||
Texas Instruments, Inc. | 25,318 | 900 | ||||||
Thermo Fisher Scientific, Inc. ‡ | 10,174 | 610 | ||||||
Time Warner, Inc. | 6,203 | 235 | ||||||
Time Warner Cable, Inc. | 3,073 | 240 | ||||||
Torchmark Corp. | 1,000 | 67 | ||||||
Transatlantic Holdings, Inc. | 2,220 | 109 | ||||||
Travelers Cos., Inc. | 18,725 | 1,185 | ||||||
TRW Automotive Holdings Corp. ‡ | 1,100 | 63 | ||||||
U.S. Bancorp | 41,839 | 1,080 | ||||||
Union Pacific Corp. | 20,387 | 2,110 | ||||||
United Technologies Corp. ± | 11,684 | 1,047 | ||||||
UnitedHealth Group, Inc. | 15,920 | 784 | ||||||
Unum Group | 1,402 | 37 | ||||||
Urban Outfitters, Inc. ‡ | 1,600 | 50 | ||||||
Valero Energy Corp. | 17,909 | 507 | ||||||
VeriSign, Inc. ^ | 1,868 | 69 | ||||||
Verizon Communications, Inc. | 47,173 | 1,782 | ||||||
Viacom, Inc. - Class B | 15,401 | 788 | ||||||
Visa, Inc. - Class A | 4,700 | 367 | ||||||
Wal-Mart Stores, Inc. | 29,718 | 1,634 | ||||||
Walt Disney Co. | 14,700 | 634 | ||||||
Waters Corp. ‡^ | 5,651 | 554 | ||||||
WellPoint, Inc. | 17,312 | 1,328 | ||||||
Wells Fargo & Co. | 82,124 | 2,391 | ||||||
Western Digital Corp. ‡ | 3,018 | 120 | ||||||
Western Union Co. ^ | 2,900 | 62 | ||||||
Whiting Petroleum Corp. ‡ | 4,300 | 299 | ||||||
Williams Cos., Inc. | 1,800 | 60 | ||||||
Windstream Corp. | 5,304 | 68 | ||||||
Wisconsin Energy Corp. ^ | 4,586 | 143 | ||||||
Wyndham Worldwide Corp. | 1,400 | 48 | ||||||
Xerox Corp. | 56,425 | 569 | ||||||
Total Common Stocks (cost $271,594) | 333,545 | |||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 13
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
INVESTMENT COMPANIES - 3.7% | ||||||||
Cayman Islands - 0.1% | ||||||||
Dragon Capital - Vietnam Enterprise Investments, Ltd. | 51,468 | $ | 112 | |||||
Vinaland, Ltd. | 234,300 | 214 | ||||||
United States - 3.6% | ||||||||
Consumer Staples Select Sector SPDR Fund | 14,761 | 465 | ||||||
Energy Select Sector SPDR Fund | 37,385 | 3,007 | ||||||
Financial Select Sector SPDR Fund | 43,910 | 719 | ||||||
Health Care Select Sector SPDR Fund ^ | 14,779 | 521 | ||||||
iShares Dow Jones U.S. Telecommunications Sector Index Fund ^ | 8,125 | 199 | ||||||
iShares Silver Trust ^ | 29,800 | 1,398 | ||||||
Market Vectors - Gold Miners ETF | 51,673 | 3,212 | ||||||
SPDR Gold Shares | 55,782 | 8,499 | ||||||
SPDR KBW Regional Banking Trust ETF ^ | 9,607 | 257 | ||||||
Technology Select Sector SPDR Fund ^ | 23,800 | 637 | ||||||
Utilities Select Sector SPDR Fund ^ | 1,800 | 60 | ||||||
Vanguard Telecommunication Services ETF | 300 | 21 | ||||||
Total Investment Companies (cost $12,248) | 19,321 | |||||||
CONVERTIBLE PREFERRED STOCK - 0.0%∞ | ||||||||
Bermuda - 0.0%¥ | ||||||||
Bunge, Ltd. 4.88% ^ | 1,390 | 149 | ||||||
Total Convertible Preferred Stock (cost $80) | ||||||||
PREFERRED STOCKS - 1.7% | ||||||||
Brazil - 0.5% | ||||||||
Cia Brasileira de Distribuicao Grupo Pao de Acucar 0.98% ▲ | 22,092 | 983 | ||||||
Itau Unibanco Holding SA 2.68% ▲ | 20,000 | 472 | ||||||
Usinas Siderurgicas de Minas Gerais | ||||||||
SA 3.89% ▲ | 10,300 | 106 | ||||||
Vale SA 3.43% ▲ | 33,500 | 980 | ||||||
Germany - 0.2% | ||||||||
Volkswagen AG 1.75% ▲ ^ | 5,990 | 1,180 | ||||||
Ireland - 0.0%¥ | ||||||||
XL Group PLC 10.75% ^ | 4,470 | 147 | ||||||
Switzerland - 0.1% | ||||||||
UBS AG 9.38% ^ | 13,325 | 372 | ||||||
United Kingdom - 0.1% | ||||||||
HSBC Holdings PLC 8.00% | 13,400 | 368 | ||||||
United States - 0.8% | ||||||||
Chesapeake Energy Corp. 5.75% -144A | 1,083 | 1,503 | ||||||
Citigroup Capital XIII 7.88% * | 10,132 | 281 | ||||||
General Motors Co. 4.75% | 15,450 | 770 | ||||||
GMAC Capital Trust I 8.13% * | 26,000 | 676 | ||||||
Health Care REIT, Inc. 6.50% | 6,650 | 357 | ||||||
Omnicare Capital Trust II 4.00% | 4,800 | 231 | ||||||
PPL Corp. 8.75% | 6,400 | 344 | ||||||
SandRidge Energy, Inc. 7.00% -144A | 2,400 | 433 | ||||||
Total Preferred Stocks (cost $7,110) | 9,203 | |||||||
Notional | ||||||||
Amount | Value | |||||||
PURCHASED OPTIONS - 0.2% | ||||||||
Call Options - 0.2% | ||||||||
Citi TAIEX Index | $ | 2 | $ | 40 | ||||
Call Strike TWD 290.81 | ||||||||
Expires 12/19/2011 | ||||||||
Citi TAIEX Index | 2 | 42 | ||||||
Call Strike TWD 301.94 | ||||||||
Expires 12/19/2012 | ||||||||
Deutsche Bank MSCI Europe Excluding United Kingdom Index | 49 | 527 | ||||||
Call Strike $96.02 | ||||||||
Expires 09/01/2011 | ||||||||
Euro STOXX 50 Price Index | 1 | 20 | ||||||
Call Strike EUR 2,958.17 | ||||||||
Expires 04/04/2012 | ||||||||
General Mills, Inc. | 6 | 10 | ||||||
Call Strike $38.00 | ||||||||
Expires 07/16/2011 | ||||||||
Google, Inc. Class A | 1 | 5 | ||||||
Call Strike $575.00 | ||||||||
Expires 06/18/2011 | ||||||||
S&P 500 Index | 1 | 49 | ||||||
Call Strike $1,379.67 | ||||||||
Expires 03/16/2012 | ||||||||
Taiwan TAIEX Index | 3 | 42 | ||||||
Call Strike TWD 9,000.00 | ||||||||
Expires 12/21/2011 | ||||||||
UBS Euro Stoxx 50 Index | t | 30 | ||||||
Call Strike EUR 3,069.55 | ||||||||
Expires 12/16/2011 | ||||||||
Put Options - 0.0%¥ | ||||||||
Brazil Bovespa Index | t | 4 | ||||||
Put Strike BRL 63,229.00 | ||||||||
Expires 10/13/2011 | ||||||||
Citi S&P 500 Index | t | — | ||||||
Put Strike $1,263.03 | ||||||||
Expires 10/10/2011 | ||||||||
Euro Stoxx Index | t | — | ||||||
Put Strike EUR 2,747.77 | ||||||||
Expires 06/15/2012 | ||||||||
iShares Russell 2000 Index | 12 | — | ||||||
Put Strike $78.04 | ||||||||
Expires 10/12/2011 | ||||||||
KOSPI 200 Index | 3,300 | 8 | ||||||
Put Strike KRW 230.71 | ||||||||
Expires 12/08/2011 | ||||||||
Market Vectors | 19 | 18 | ||||||
Put Strike $50.00 | ||||||||
Expires 09/17/2011 | ||||||||
Market Vectors - Gold Miners ETF | 21 | 48 | ||||||
Put Strike $56.00 | ||||||||
Expires 09/17/2011 | ||||||||
Market Vectors - Gold Miners ETF | 16 | 18 | ||||||
Put Strike $57.19 | ||||||||
Expires 11/11/2011 | ||||||||
Market Vectors - Gold Miners ETF | 41 | 84 | ||||||
Put Strike $50.00 | ||||||||
Expires 01/21/2012 | ||||||||
Total Purchased Options (cost $503) | 945 | |||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 14
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
WARRANTS - 0.1% | ||||||||
United States - 0.1% | ||||||||
Bank of America Corp. ‡ | ||||||||
Expiration: 01/16/2019 | ||||||||
Exercise Price: $13.30 | 22,336 | $ | 152 | |||||
Citigroup, Inc. ‡ | ||||||||
Expiration: 10/28/2018 | ||||||||
Exercise Price: $178.50 | 18,400 | 3 | ||||||
Ford Motor Co. ‡ | ||||||||
Expiration: 01/01/2013 | ||||||||
Exercise Price: $9.20 | 43,117 | 286 | ||||||
Canada - 0.0%¥ | ||||||||
Kinross Gold Corp. ‡ | ||||||||
Expiration: 09/03/2013 | ||||||||
Exercise Price: $32.00 | 9,602 | 14 | ||||||
Total Warrants (cost $427) | 455 | |||||||
SECURITIES LENDING COLLATERAL - 8.6% | ||||||||
State Street Navigator Securities Lending Trust - Prime Portfolio, 0.24% ▲ | 45,105,532 | 45,106 | ||||||
Total Securities Lending Collateral (cost $45,106) | ||||||||
Principal | Value | |||||||
REPURCHASE AGREEMENT - 0.0%¥ | ||||||||
State Street Bank & Trust Co. | ||||||||
0.01% ▲, dated 04/29/2011, to be repurchased at $130 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 4.00%, due 06/01/2025, with a value of $134. | $ | 130 | 130 | |||||
Total Repurchase Agreement (cost $130) | ||||||||
Total Investment Securities (cost $484,101) # | 566,079 | |||||||
Other Assets and Liabilities - Net | (39,682 | ) | ||||||
Net Assets | $ | 526,397 | ||||||
Notional | ||||||||
Amount | Value | |||||||
WRITTEN-OPTIONS - (0.2)% Ж | ||||||||
Call Options - (0.1)% | ||||||||
Advanced Micro Devices, Inc. | $ | (33 | ) | (30 | ) | |||
Call Strike $10.00 | ||||||||
Expires 01/21/2012 | ||||||||
Brazil Bovespa Index | (t | ) | — | |||||
Call Strike BRL 75,043.00 | ||||||||
Expires 10/13/2011 | ||||||||
Cephalon, Inc. | (2 | ) | (29 | ) | ||||
Call Strike $65.00 | ||||||||
Expires 01/21/2012 | ||||||||
Cisco Systems, Inc. | (27 | ) | (18 | ) | ||||
Call Strike $20.00 | ||||||||
Expires 01/21/2012 | ||||||||
Cisco Systems, Inc. | (14 | ) | (21 | ) | ||||
Call Strike $17.50 | ||||||||
Expires 01/21/2012 | ||||||||
Citi S&P 500 Index | (t | ) | (6 | ) | ||||
Call Strike $1,403.95 | ||||||||
Expires 10/10/2011 | ||||||||
Dell, Inc. | (9 | ) | (17 | ) | ||||
Call Strike $15.00 | ||||||||
Expires 01/21/2012 | ||||||||
Dell, Inc. | (11 | ) | (9 | ) | ||||
Call Strike $16.00 | ||||||||
Expires 08/20/2011 | ||||||||
EOG Resources, Inc. | (3 | ) | (53 | ) | ||||
Call Strike $100.00 | ||||||||
Expires 01/21/2012 | ||||||||
Euro STOXX 50 Price Index | (t | ) | — | |||||
Call Strike EUR 3,011.25 | ||||||||
Expires 06/15/2012 | ||||||||
Hutchinson Whampoa | (23 | ) | (2 | ) | ||||
Call Strike $103.02 | ||||||||
Expires 07/08/2011 | ||||||||
Hutchinson Whampoa, Ltd. OTC | (21 | ) | (2 | ) | ||||
Call Strike $97.50 | ||||||||
Expires 06/29/2011 | ||||||||
iShares Russell 2000 Index | (12 | ) | (30 | ) | ||||
Call Strike $87.28 | ||||||||
Expires 10/12/2011 | ||||||||
Kraft Foods, Inc. | (16 | ) | (21 | ) | ||||
Call Strike $34.00 | ||||||||
Expires 01/20/2012 | ||||||||
Kraft Foods, Inc. Class A | (16 | ) | (16 | ) | ||||
Call Strike $35.00 | ||||||||
Expires 01/21/2012 | ||||||||
Marvell Technology Group, Ltd. | (16 | ) | (17 | ) | ||||
Call Strike $17.50 | ||||||||
Expires 01/21/2012 | ||||||||
Mastercard, Inc. Class A | (1 | ) | (16 | ) | ||||
Call Strike $285.00 | ||||||||
Expires 10/22/2011 | ||||||||
Nikkei 225 Index | (t | ) | (19 | ) | ||||
Call Strike JPY 10,996.49 | ||||||||
Expires 11/18/2011 | ||||||||
Pultegroup, Inc. | (18 | ) | (23 | ) | ||||
Call Strike $10.00 | ||||||||
Expires 01/19/2013 | ||||||||
SanDisk Corp. | (6 | ) | (43 | ) | ||||
Call Strike $46.00 | ||||||||
Expires 10/22/2011 | ||||||||
Sara Lee Corp. | (48 | ) | (66 | ) | ||||
Call Strike $18.00 | ||||||||
Expires 07/16/2011 | ||||||||
SM Energy Co. | (3 | ) | (18 | ) | ||||
Call Strike $80.00 | ||||||||
Expires 11/19/2011 | ||||||||
SM Energy Co. | (2 | ) | (25 | ) | ||||
Call Strike $65.00 | ||||||||
Expires 08/20/2011 | ||||||||
Symantec Corp. | (19 | ) | (61 | ) | ||||
Call Strike $17.50 | ||||||||
Expires 01/21/2012 | ||||||||
United Technologies Corp. | (7 | ) | (77 | ) | ||||
Call Strike $80.00 | ||||||||
Expires 01/21/2012 | ||||||||
Urban Outfitters, Inc. | (2 | ) | (4 | ) | ||||
Call Strike $34.00 | ||||||||
Expires 01/20/2012 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 15
At April 30, 2011
(all amounts in thousands)
(unaudited)
Notional | ||||||||
Amount | Value | |||||||
Put Options - (0.1%) | ||||||||
Beiersdorf AG | $ | (3 | ) | $ | (4 | ) | ||
Put Strike $38.00 | ||||||||
Expires 01/20/2012 | ||||||||
Beiersdorf AG | (5 | ) | (6 | ) | ||||
Put Strike $38.00 | ||||||||
Expires 12/16/2011 | ||||||||
Broadcom Corp. Class A | (5 | ) | (11 | ) | ||||
Put Strike $35.00 | ||||||||
Expires 08/20/2011 | ||||||||
Citi TAIEX Index | (2 | ) | (38 | ) | ||||
Put Strike TWD 252.72 | ||||||||
Expires 12/19/2012 | ||||||||
Citi TAIEX Index | (2 | ) | (31 | ) | ||||
Put Strike TWD 243.41 | ||||||||
Expires 12/19/2011 | ||||||||
Deutsche Bank MSCI Europe | ||||||||
Excluding United Kingdom Index | (49 | ) | — | |||||
Put Strike $90.74 | ||||||||
Expires 09/01/2011 | ||||||||
Euro STOXX 50 Price Index | (1 | ) | — | |||||
Put Strike EUR 2,662.35 | ||||||||
Expires 04/04/2012 | ||||||||
Euro Stoxx 50 Price Index OTC | (t | ) | (25 | ) | ||||
Put Strike EUR 2,761.62 | ||||||||
Expires 09/16/2011 | ||||||||
General Mills, Inc. | (6 | ) | (1 | ) | ||||
Put Strike $34.00 | ||||||||
Expires 07/16/2011 | ||||||||
Google, Inc. Class A | (1 | ) | (32 | ) | ||||
Put Strike $560.00 | ||||||||
Expires 06/18/2011 | ||||||||
Market Vectors - Gold Miners ETF | (29 | ) | (19 | ) | ||||
Put Strike $40.00 | ||||||||
Expires 01/21/2012 | ||||||||
Market Vectors - Gold Miners ETF | (41 | ) | (29 | ) | ||||
Put Strike $48.00 | ||||||||
Expires 09/17/2011 | ||||||||
Mastercard, Inc. Class A | (1 | ) | (4 | ) | ||||
Put Strike $220.00 | ||||||||
Expires 10/22/2011 | ||||||||
S&P 500 Index | (1 | ) | — | |||||
Put Strike $1,131.30 | ||||||||
Expires 03/16/2012 | ||||||||
SPX Index | (1 | ) | (6 | ) | ||||
Put Strike $988.57 | ||||||||
Expires 12/08/2011 | ||||||||
Taiwan TAIEX Index | (3 | ) | (45 | ) | ||||
Put Strike TWD 8,400.00 | ||||||||
Expires 12/21/2011 | ||||||||
UBS Euro Stoxx 50 Index | (t | ) | (15 | ) | ||||
Put Strike EUR 2,437.08 | ||||||||
Expires 12/16/2011 | ||||||||
Urban Outfitters, Inc. | (9 | ) | (10 | ) | ||||
Put Strike $27.00 | ||||||||
Expires 09/17/2011 | ||||||||
Visa, Inc. Class A | (11 | ) | (2 | ) | ||||
Put Strike $65.00 | ||||||||
Expires 06/18/2011 | ||||||||
Total Written Options (Premiums: $(740)) | (901 | ) | ||||||
FUTURES CONTRACTS: | ||||||||||||||||
Net Unrealized | ||||||||||||||||
Appreciation | ||||||||||||||||
Description | Type | Contracts ┌ | Expiration Date | (Depreciation) | ||||||||||||
ASX SPI 200 Index | Long | 1 | 06/16/2011 | $ | 8 | |||||||||||
DAX Index | Long | 2 | 06/17/2011 | 65 | ||||||||||||
Euro Stoxx 50 Index | Short | (30 | ) | 06/17/2011 | (30 | ) | ||||||||||
FTSE 100 Index | Long | 6 | 06/17/2011 | 39 | ||||||||||||
Russell 2000 Mini Index | Short | (71 | ) | 06/17/2011 | (271 | ) | ||||||||||
S&P 500 Index | Short | (21 | ) | 06/16/2011 | (152 | ) | ||||||||||
$ | (341 | ) | ||||||||||||||
FORWARD FOREIGN CURRENCY CONTRACTS: | ||||||||||||||||
Amount in U.S. | Net Unrealized | |||||||||||||||
Settlement | Dollars Bought | Appreciation | ||||||||||||||
Currency | Bought (Sold) | Date | (Sold) | (Depreciation) | ||||||||||||
Brazilian Real | 7 | 05/03/2011 | $ | 5 | $ | t | ||||||||||
Canadian Dollar | 208 | 05/13/2011 | 216 | 4 | ||||||||||||
Canadian Dollar | 1,163 | 05/13/2011 | 1,208 | 21 | ||||||||||||
Chinese Yuan Renminbi (Offshore) | 5,769 | 03/12/2012 | 900 | 6 | ||||||||||||
Chinese Yuan Renminbi (Offshore) | 1,914 | 04/11/2012 | 297 | 4 | ||||||||||||
Euro | 886 | 05/05/2011 | 1,256 | 56 | ||||||||||||
Euro | 937 | 05/05/2011 | 1,328 | 61 | ||||||||||||
Euro | 366 | 05/06/2011 | 525 | 18 | ||||||||||||
Euro | 515 | 05/06/2011 | 736 | 26 | ||||||||||||
Euro | 700 | 05/12/2011 | 1,011 | 25 | ||||||||||||
Euro | 1,466 | 05/12/2011 | 2,117 | 53 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 16
At April 30, 2011
(all amounts in thousands)
(unaudited)
FORWARD FOREIGN CURRENCY CONTRACTS (continued): | ||||||||||||||||
Amount in U.S. | Net Unrealized | |||||||||||||||
Settlement | Dollars Bought | Appreciation | ||||||||||||||
Currency | Bought (Sold) | Date | (Sold) | (Depreciation) | ||||||||||||
Euro | 1,069 | 05/20/2011 | $ | 1,527 | $ | 55 | ||||||||||
Euro | 515 | 05/20/2011 | 736 | 26 | ||||||||||||
Euro | 225 | 05/20/2011 | 321 | 12 | ||||||||||||
Euro | 732 | 05/26/2011 | 1,069 | 15 | ||||||||||||
Euro | 732 | 05/26/2011 | 1,071 | 13 | ||||||||||||
Euro | 370 | 05/26/2011 | 542 | 5 | ||||||||||||
Euro | 651 | 05/27/2011 | 954 | 10 | ||||||||||||
Euro | 1,099 | 05/27/2011 | 1,608 | 18 | ||||||||||||
Japanese Yen | 91,333 | 05/06/2011 | 1,099 | 27 | ||||||||||||
Japanese Yen | 53,572 | 05/06/2011 | 627 | 33 | ||||||||||||
Japanese Yen | 61,531 | 05/06/2011 | 741 | 17 | ||||||||||||
Japanese Yen | (26,865 | ) | 05/06/2011 | (321 | ) | (10 | ) | |||||||||
Japanese Yen | (63,176 | ) | 05/06/2011 | (750 | ) | (29 | ) | |||||||||
Japanese Yen | (63,159 | ) | 05/06/2011 | (750 | ) | (29 | ) | |||||||||
Japanese Yen | 17,768 | 05/09/2011 | 219 | t | ||||||||||||
Malaysian Ringgit | (4,792 | ) | 09/15/2011 | (1,578 | ) | (24 | ) | |||||||||
Malaysian Ringgit | (815 | ) | 09/28/2011 | (268 | ) | (5 | ) | |||||||||
Mexican Peso | (8,292 | ) | 08/11/2011 | (675 | ) | (38 | ) | |||||||||
Mexican Peso | (6,099 | ) | 08/11/2011 | (494 | ) | (31 | ) | |||||||||
Mexican Peso | (4,146 | ) | 08/11/2011 | (338 | ) | (19 | ) | |||||||||
Mexican Peso | (2,218 | ) | 08/11/2011 | (180 | ) | (11 | ) | |||||||||
Mexican Peso | (8,069 | ) | 09/08/2011 | (660 | ) | (33 | ) | |||||||||
Mexican Peso | (3,944 | ) | 09/22/2011 | (321 | ) | (17 | ) | |||||||||
Mexican Peso | (7,788 | ) | 09/22/2011 | (640 | ) | (27 | ) | |||||||||
Norwegian Krone | 5,618 | 05/13/2011 | 1,033 | 37 | ||||||||||||
Norwegian Krone | 5,779 | 05/13/2011 | 1,061 | 40 | ||||||||||||
Republic of Korea Won | (1,276,909 | ) | 05/04/2011 | (1,190 | ) | (2 | ) | |||||||||
Republic of Korea Won | 228,010 | 05/04/2011 | 207 | 6 | ||||||||||||
Republic of Korea Won | 1,276,910 | 05/04/2011 | 1,155 | 37 | ||||||||||||
Republic of Korea Won | (228,010 | ) | 05/04/2011 | (212 | ) | t | ||||||||||
Republic of Korea Won | 1,276,911 | 06/07/2011 | 1,189 | 3 | ||||||||||||
Republic of Korea Won | 228,010 | 06/07/2011 | 212 | 1 | ||||||||||||
Singapore Dollar | 644 | 05/16/2011 | 500 | 26 | ||||||||||||
Singapore Dollar | 507 | 09/12/2011 | 400 | 14 | ||||||||||||
South African Rand | (2,157 | ) | 05/05/2011 | (319 | ) | (9 | ) | |||||||||
Swiss Franc | (19 | ) | 05/02/2011 | (22 | ) | t | ||||||||||
Swiss Franc | 1,279 | 05/05/2011 | 1,383 | 96 | ||||||||||||
Swiss Franc | 1,690 | 05/12/2011 | 1,882 | 72 | ||||||||||||
Taiwan Dollar | (5,919 | ) | 05/16/2011 | (205 | ) | (2 | ) | |||||||||
Taiwan Dollar | 5,919 | 05/16/2011 | 200 | 7 | ||||||||||||
$ | 557 | |||||||||||||||
FORWARD FOREIGN CROSS CURRENCY CONTRACTS: | ||||||||||||||||
Unrealized | ||||||||||||||||
Settlement | Appreciation | |||||||||||||||
Bought/Sold | Currency | Amount | Date | (Depreciation) | ||||||||||||
Buy | Swiss Franc | 886 | 05/19/2011 | $ | 20 | |||||||||||
Sell | Euro | (690 | ) | 05/19/2011 | (18 | ) | ||||||||||
Buy | Swiss Franc | 1,676 | 05/19/2011 | 38 | ||||||||||||
Sell | Euro | (1,305 | ) | 05/19/2011 | (32 | ) | ||||||||||
Buy | Swiss Franc | 1,638 | 05/13/2011 | 107 | ||||||||||||
Sell | Euro | (1,247 | ) | 05/13/2011 | (59 | ) | ||||||||||
Buy | Swiss Franc | 1,187 | 05/13/2011 | 77 | ||||||||||||
Sell | Euro | (904 | ) | 05/13/2011 | (43 | ) | ||||||||||
$ | 90 | |||||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 17
At April 30, 2011
(all amounts in thousands)
(unaudited)
Percentage of | ||||||||
INVESTMENTS BY INDUSTRY: | Total Investments | Value | ||||||
Oil, Gas & Consumable Fuels | 10.6 | % | $ | 59,933 | ||||
Foreign Government Obligation | 7.3 | 41,208 | ||||||
U.S. Government Obligation | 6.7 | 38,199 | ||||||
Metals & Mining | 4.9 | 27,470 | ||||||
Capital Markets | 4.1 | 23,412 | ||||||
Pharmaceuticals | 3.6 | 20,383 | ||||||
Commercial Banks | 3.5 | 19,658 | ||||||
Diversified Telecommunication Services | 2.8 | 15,700 | ||||||
Diversified Financial Services | 2.6 | 14,857 | ||||||
Wireless Telecommunication Services | 2.4 | 13,470 | ||||||
Insurance | 2.4 | 13,397 | ||||||
Industrial Conglomerates | 2.1 | 11,793 | ||||||
Chemicals | 2.0 | 11,470 | ||||||
Food Products | 1.9 | 10,576 | ||||||
Computers & Peripherals | 1.8 | 10,424 | ||||||
Real Estate Management & Development | 1.8 | 10,203 | ||||||
Software | 1.7 | 9,695 | ||||||
Automobiles | 1.7 | 9,496 | ||||||
Semiconductors & Semiconductor Equipment | 1.7 | 9,399 | ||||||
Electric Utilities | 1.6 | 9,319 | ||||||
Health Care Providers & Services | 1.6 | 9,058 | ||||||
Energy Equipment & Services | 1.4 | 8,011 | ||||||
Communications Equipment | 1.2 | 6,941 | ||||||
Health Care Equipment & Supplies | 1.1 | 6,137 | ||||||
Media | 1.1 | 6,054 | ||||||
IT Services | 1.0 | 5,539 | ||||||
Aerospace & Defense | 1.0 | 5,401 | ||||||
Road & Rail | 0.9 | 5,096 | ||||||
Electronic Equipment & Instruments | 0.9 | 5,017 | ||||||
Food & Staples Retailing | 0.9 | 4,992 | ||||||
Biotechnology | 0.7 | 3,976 | ||||||
Trading Companies & Distributors | 0.6 | 3,615 | ||||||
Multi-Utilities | 0.6 | 3,312 | ||||||
Life Sciences Tools & Services | 0.5 | 3,055 | ||||||
Beverages | 0.5 | 2,858 | ||||||
Machinery | 0.5 | 2,810 | ||||||
Household Products | 0.5 | 2,666 | ||||||
Tobacco | 0.5 | 2,650 | ||||||
Auto Components | 0.4 | 2,532 | ||||||
Electrical Equipment | 0.4 | 2,387 | ||||||
Internet Software & Services | 0.4 | 2,178 | ||||||
Construction & Engineering | 0.4 | 2,092 | ||||||
Household Durables | 0.4 | 2,074 | ||||||
Paper & Forest Products | 0.4 | 1,983 | ||||||
Independent Power Producers & Energy Traders | 0.3 | 1,852 | ||||||
Transportation Infrastructure | 0.3 | 1,782 | ||||||
Personal Products | 0.3 | 1,781 | ||||||
Real Estate Investment Trusts | 0.3 | 1,728 | ||||||
Hotels, Restaurants & Leisure | 0.3 | 1,451 | ||||||
Office Electronics | 0.3 | 1,434 | ||||||
Construction Materials | 0.2 | 1,404 | ||||||
Mortgage-Backed Security | 0.2 | 1,160 | ||||||
Consumer Finance | 0.2 | 1,123 | ||||||
Textiles, Apparel & Luxury Goods | 0.2 | 983 | ||||||
Purchased Options | 0.2 | 945 | ||||||
Thrifts & Mortgage Finance | 0.2 | 905 | ||||||
Specialty Retail | 0.1 | 722 | ||||||
Gas Utilities | 0.1 | 565 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 18
At April 30, 2011
(all amounts in thousands)
(unaudited)
Percentage of | ||||||||
INVESTMENTS BY INDUSTRY (continued): | Total Investments | Value | ||||||
Building Products | 0.1 | % | $ | 539 | ||||
Leisure Equipment & Products | 0.1 | 422 | ||||||
Containers & Packaging | 0.1 | 313 | ||||||
Water Utilities | 0.1 | 299 | ||||||
Marine | 0.0 | ∞ | 189 | |||||
Asset-Backed Security | 0.0 | ∞ | 140 | |||||
Commercial Services & Supplies | 0.0 | ∞ | 65 | |||||
Multiline Retail | 0.0 | ∞ | 43 | |||||
Internet & Catalog Retail | 0.0 | ∞ | 39 | |||||
Airlines | 0.0 | ∞ | 38 | |||||
Investment Securities, at Value | 88.4 | 500,418 | ||||||
Short-Term Investments | 11.6 | 65,661 | ||||||
Total Investments | 100.0 | % | $ | 566,079 | ||||
^ | All or a portion of this security is on loan. The value of all securities on loan is $43,707. | |
∞ | Percentage rounds to less than 0.1% or (0.1)%. | |
* | Floating or variable rate note. Rate is listed as of 04/30/2011. | |
Ž | The security has a perpetual maturity. The date shown is the next call date. | |
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 $342, or 0.06%, of the fund’s net assets. | |
t | Value and/or principal rounds to less than $1 or $(1). | |
Џ | In default. | |
‡ | Non-income producing security. | |
§ | Illiquid. These securities aggregated to $5,871, or 1.12%, of the fund’s net assets. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $484,101. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $92,678 and $10,700, respectively. Net unrealized appreciation for tax purposes is $81,978. | |
┌ | Contract amounts are not in thousands. | |
± | All or a portion of these securities have been segregated as collateral with the broker for open written option contracts. The total value of these securities at 04/30/2011 is $6,102. | |
g | A portion of this security in the amount of $1,333 has been segregated as collateral with the broker to cover margin requirements for open futures contracts. | |
Ж | Cash in the amount of $3,557 has been segregated as collateral with the broker and cash in the amount of $100 has been pledged by the broker as collateral, with the custodian for open written option contracts. | |
Δ | Restricted security. At 04/30/2011, the fund owned the following securities (representing 0.39% of net assets) which were restricted as to public resale: |
Description | Date of Acquisition | Principal | Cost | Market Value | Price ¥ | |||||||||||||||
Suzlon Energy, Ltd., Zero Coupon, 07/25/2014 | 07/21/2009 | $ | 442 | $ | 454 | $ | 415 | $ | 94.00 | |||||||||||
Multi Daerah Bersaing PT, 7.31%, 04/13/2012 | 04/13/2010 | 366 | 363 | 369 | 100.70 | |||||||||||||||
Obsidian Natural Gas Trust, 7.00%, 11/02/2015 | 11/05/2010 | 1,264 | 1,253 | 1,295 | 102.50 |
¥ | — Price is not in thousands. |
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 04/30/2011, these securities aggregated $17,171, or 3.26%, of the fund’s net assets. | |
ADR | American Depositary Receipt | |
AUD | Australian Dollar | |
BRL | Brazilian Real | |
CAD | Canadian Dollar | |
CNY | Chinese Yuan Renminbi | |
ETF | Exchange-Traded Fund | |
EUR | Euro | |
GBP | Pound Sterling | |
GDR | Global Depositary Receipt | |
HKD | Hong Kong Dollar | |
JPY | Japanese Yen | |
JSC | Joint Stock Company | |
KRW | South Korean Won | |
MXN | Mexican Peso | |
MYR | Malaysian Riggit |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 19
At April 30, 2011
(all amounts in thousands)
(unaudited)
NZD | New Zealand Dollar | |
OJSC | Open Joint Stock Company | |
OTC | Over the Counter | |
PJSC | Public Joint Stock Company | |
PLN | Polish Zloty | |
REIT | Real Estate Investment Trust (includes domestic REITs and Foreign Real Estate Investment Companies) | |
SGD | Singapore Dollar | |
TRY | Turkish New Lira | |
TWD | Taiwan New Dollar |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1- | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Asset-Backed Security | $ | — | $ | 140 | $ | — | $ | 140 | ||||||||
Common Stocks | 199,230 | 134,315 | — | 333,545 | ||||||||||||
Convertible Bonds | — | 33,969 | — | 33,969 | ||||||||||||
Convertible Preferred Stock | 149 | — | — | 149 | ||||||||||||
Corporate Debt Securities | — | 19,366 | t | 19,366 | ||||||||||||
Foreign Government Obligations | — | 41,208 | — | 41,208 | ||||||||||||
Investment Companies | 19,321 | — | — | 19,321 | ||||||||||||
Loan Assignments | — | 1,664 | — | 1,664 | ||||||||||||
Mortgage-Backed Security | — | 1,160 | — | 1,160 | ||||||||||||
Preferred Corporate Debt Security | — | 1,094 | — | 1,094 | ||||||||||||
Preferred Stocks | 7,136 | 2,067 | — | 9,203 | ||||||||||||
Purchased Options | 945 | — | — | 945 | ||||||||||||
Repurchase Agreement | — | 130 | — | 130 | ||||||||||||
Securities Lending Collateral | 45,106 | — | — | 45,106 | ||||||||||||
Short-Term Foreign Government Obligations | — | 5,067 | — | 5,067 | ||||||||||||
Short-Term U.S. Government Obligations | — | 15,358 | — | 15,358 | ||||||||||||
U.S. Government Obligations | — | 38,199 | — | 38,199 | ||||||||||||
Warrants | 455 | — | — | 455 | ||||||||||||
Total | $ | 272,342 | $ | 293,737 | $ | t | $ | 566,079 | ||||||||
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Other Financial Instruments | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Written Options | $ | — | $ | (901 | ) | $ | — | $ | (901 | ) |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Total at | |||||||||||||
Other Financial Instruments ₣ | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Futures Contracts - Appreciation | $ | 112 | $ | — | $ | — | $ | 112 | ||||||||
Futures Contracts - Depreciation | (453 | ) | — | — | (453 | ) | ||||||||||
Forward Foreign Currency Contracts - Appreciation | — | 1,085 | — | 1,085 | ||||||||||||
Forward Foreign Currency Contracts - Depreciation | — | (438 | ) | — | (438 | ) | ||||||||||
Total | $ | (341 | ) | $ | 647 | $ | — | $ | 306 | |||||||
Net Change in | ||||||||||||||||||||||||||||||||||||||||
Unrealized | ||||||||||||||||||||||||||||||||||||||||
Appreciation/ | ||||||||||||||||||||||||||||||||||||||||
(Depreciation) | ||||||||||||||||||||||||||||||||||||||||
Net Change in | on | |||||||||||||||||||||||||||||||||||||||
Beginning | Accrued | Total | Unrealized | Transfers | Transfers | Ending | Investments | |||||||||||||||||||||||||||||||||
Balance at | Discounts/ | Realized | Appreciation | into | out of | Balance at | Held at | |||||||||||||||||||||||||||||||||
Securities | 10/31/2010 | Purchases | Sales | (Premiums) | Gain/(Loss) | /(Depreciation) | Level 3 | Level 3 | 04/30/2011 | 04/30/2011 | ||||||||||||||||||||||||||||||
Corporate Debt Securities | $ | t | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | t | $ | — |
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. | |
₣ | Other financial instruments are derivative instruments that are valued at unrealized appreciation (depreciation) on the instrument. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 20
(unaudited)
Shares | Value | |||||||
COMMON STOCKS - 99.7% | ||||||||
Aerospace & Defense - 1.1% | ||||||||
Raytheon Co. | 150,000 | $ | 7,283 | |||||
Auto Components - 0.6% | ||||||||
Autoliv, Inc. | 54,000 | 4,327 | ||||||
Beverages - 1.3% | ||||||||
Coca-Cola Enterprises, Inc. | 62,000 | 1,761 | ||||||
Constellation Brands, Inc. - Class A ‡ | 295,000 | 6,605 | ||||||
Biotechnology - 1.8% | ||||||||
Amgen, Inc. ‡^ | 214,000 | 12,166 | ||||||
Capital Markets - 1.9% | ||||||||
Ameriprise Financial, Inc. | 124,000 | 7,695 | ||||||
Legg Mason, Inc. | 127,000 | 4,718 | ||||||
Chemicals - 0.9% | ||||||||
Huntsman Corp. ^ | 87,000 | 1,814 | ||||||
Lubrizol Corp. | 20,100 | 2,703 | ||||||
RPM International, Inc. ^ | 77,000 | 1,810 | ||||||
Commercial Banks - 2.8% | ||||||||
CapitalSource, Inc. | 377,000 | 2,518 | ||||||
Fifth Third Bancorp | 478,000 | 6,343 | ||||||
KeyCorp | 875,000 | 7,587 | ||||||
SunTrust Banks, Inc. | 75,000 | 2,114 | ||||||
Wells Fargo & Co. | 7,000 | 204 | ||||||
Commercial Services & Supplies - 0.9% | ||||||||
Avery Dennison Corp. | 137,000 | 5,718 | ||||||
Communications Equipment - 0.9% | ||||||||
Motorola Solutions, Inc. ‡ | 128,571 | 5,899 | ||||||
Computers & Peripherals - 2.9% | ||||||||
Lexmark International, Inc. - Class A ‡^ | 175,000 | 5,644 | ||||||
Seagate Technology PLC ^ | 373,000 | 6,572 | ||||||
Western Digital Corp. ‡ | 176,000 | 7,005 | ||||||
Construction & Engineering - 0.4% | ||||||||
KBR, Inc. | 72,000 | 2,763 | ||||||
Consumer Finance - 2.7% | ||||||||
Capital One Financial Corp. | 173,000 | 9,468 | ||||||
Discover Financial Services | 338,000 | 8,396 | ||||||
Diversified Consumer Services - 0.2% | ||||||||
Service Corp., International ^ | 126,000 | 1,483 | ||||||
Diversified Financial Services - 1.5% | ||||||||
Ares Capital Corp. ^ | 60,000 | 1,063 | ||||||
Citigroup, Inc. ‡ | 841,000 | 3,860 | ||||||
JPMorgan Chase & Co. | 104,000 | 4,745 | ||||||
Leucadia National Corp. | 13,000 | 503 | ||||||
Diversified Telecommunication Services - 4.1% | ||||||||
AT&T, Inc. | 141,000 | 4,388 | ||||||
CenturyLink, Inc. | 162,739 | 6,636 | ||||||
Verizon Communications, Inc. ^ | 424,000 | 16,020 | ||||||
Electric Utilities - 2.4% | ||||||||
Edison International | 196,000 | 7,697 | ||||||
FirstEnergy Corp. ^ | 208,000 | 8,312 | ||||||
Electronic Equipment & Instruments - 1.4% | ||||||||
Corning, Inc. | 444,000 | 9,297 | ||||||
Energy Equipment & Services - 1.9% | ||||||||
Nabors Industries, Ltd. ‡ | 221,000 | 6,772 | ||||||
Oceaneering International, Inc. ‡ | 55,000 | 4,808 | ||||||
SEACOR Holdings, Inc. ^ | 12,000 | 1,186 | ||||||
Food & Staples Retailing - 1.5% | ||||||||
Kroger Co. | 89,000 | 2,164 | ||||||
Safeway, Inc. ^ | 311,000 | 7,561 | ||||||
Food Products - 1.0% | ||||||||
Tyson Foods, Inc. - Class A | 349,000 | 6,945 | ||||||
Gas Utilities - 1.1% | ||||||||
Atmos Energy Corp. ^ | 99,100 | 3,458 | ||||||
UGI Corp. ^ | 126,000 | 4,195 | ||||||
Health Care Equipment & Supplies - 0.1% | ||||||||
Beckman Coulter, Inc. | 12,000 | 994 | ||||||
Health Care Providers & Services - 10.6% | ||||||||
Aetna, Inc. | 204,000 | 8,442 | ||||||
AmerisourceBergen Corp. - Class A | 162,000 | 6,584 | ||||||
Brookdale Senior Living, Inc. - Class A ‡^ | 66,000 | 1,798 | ||||||
Cardinal Health, Inc. | 140,000 | 6,117 | ||||||
CIGNA Corp. | 169,000 | 7,914 | ||||||
Coventry Health Care, Inc. ‡ | 218,000 | 7,035 | ||||||
Humana, Inc. ‡ | 107,000 | 8,145 | ||||||
Lincare Holdings, Inc. ^ | 77,700 | 2,441 | ||||||
UnitedHealth Group, Inc. | 259,000 | 12,750 | ||||||
WellPoint, Inc. | 126,000 | 9,676 | ||||||
Household Products - 0.5% | ||||||||
Procter & Gamble Co. | 56,000 | 3,634 | ||||||
Independent Power Producers & Energy Traders - 2.6% | ||||||||
AES Corp. ‡ | 520,000 | 6,884 | ||||||
GenOn Energy, Inc. ‡ | 1,099,980 | 4,323 | ||||||
NRG Energy, Inc. ‡^ | 247,800 | 5,997 | ||||||
Industrial Conglomerates - 3.4% | ||||||||
General Electric Co. | 1,103,000 | 22,556 | ||||||
Insurance - 7.5% | ||||||||
American Financial Group, Inc. | 133,800 | 4,786 | ||||||
American International Group, Inc. ‡^ | 179,000 | 5,576 | ||||||
Assurant, Inc. | 46,000 | 1,826 | ||||||
Axis Capital Holdings, Ltd. | 24,000 | 849 | ||||||
Berkshire Hathaway, Inc. - Class B ‡^ | 6,000 | 500 | ||||||
Endurance Specialty Holdings, Ltd. ^ | 117,200 | 5,197 | ||||||
HCC Insurance Holdings, Inc. ^ | 212,000 | 6,898 | ||||||
Principal Financial Group, Inc. | 202,000 | 6,818 | ||||||
Travelers Cos., Inc. ^ | 119,000 | 7,529 | ||||||
Unitrin, Inc. | 78,000 | 2,359 | ||||||
Unum Group ^ | 267,000 | 7,070 | ||||||
XL Group PLC - Class A | 18,000 | 440 | ||||||
IT Services - 0.8% | ||||||||
Computer Sciences Corp. ^ | 42,000 | 2,141 | ||||||
Convergys Corp. ‡^ | 216,000 | 3,132 | ||||||
Life Sciences Tools & Services - 0.2% | ||||||||
PerkinElmer, Inc. | 57,000 | 1,611 | ||||||
Machinery - 0.9% | ||||||||
Harsco Corp. | 4,000 | 142 | ||||||
Oshkosh Corp. ‡ | 73,000 | 2,311 | ||||||
Timken Co. | 61,200 | 3,452 | ||||||
Media - 6.3% | ||||||||
CBS Corp. - Class B | 318,000 | 8,020 | ||||||
Comcast Corp. - Class A | 529,000 | 13,881 | ||||||
News Corp. - Class A | 527,000 | 9,391 | ||||||
Time Warner Cable, Inc. | 115,000 | 8,985 | ||||||
Virgin Media, Inc. ^ | 57,000 | 1,725 | ||||||
Metals & Mining - 2.2% | ||||||||
Alcoa, Inc. ^ | 474,000 | 8,058 | ||||||
Walter Energy, Inc. | 47,000 | 6,496 | ||||||
Multiline Retail - 1.1% | ||||||||
Macy’s, Inc. | 297,000 | 7,101 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 21
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
Multi-Utilities - 1.1% | ||||||||
Ameren Corp. | 13,000 | $ | 381 | |||||
CMS Energy Corp. ^ | 108,000 | 2,138 | ||||||
Integrys Energy Group, Inc. ^ | 90,000 | 4,713 | ||||||
Oil, Gas & Consumable Fuels - 8.2% | ||||||||
Arch Coal, Inc. ^ | 33,000 | 1,132 | ||||||
Chevron Corp. ^ | 62,000 | 6,785 | ||||||
ConocoPhillips | 166,000 | 13,102 | ||||||
Marathon Oil Corp. ^ | 177,000 | 9,565 | ||||||
Murphy Oil Corp. | 99,000 | 7,671 | ||||||
Teekay Corp. ^ | 44,000 | 1,496 | ||||||
Tesoro Corp. ‡^ | 251,000 | 6,807 | ||||||
Valero Energy Corp. | 288,000 | 8,150 | ||||||
Paper & Forest Products - 2.1% | ||||||||
Domtar Corp. | 34,000 | 3,163 | ||||||
International Paper Co. ^ | 220,000 | 6,794 | ||||||
MeadWestvaco Corp. ^ | 107,600 | 3,625 | ||||||
Pharmaceuticals - 8.7% | ||||||||
Bristol-Myers Squibb Co. ^ | 408,000 | 11,465 | ||||||
Eli Lilly & Co. ^ | 259,000 | 9,586 | ||||||
Endo Pharmaceuticals Holdings, Inc. ‡^ | 61,200 | 2,397 | ||||||
Forest Laboratories, Inc. ‡ | 221,000 | 7,328 | ||||||
Johnson & Johnson | 61,000 | 4,009 | ||||||
Pfizer, Inc. | 1,103,000 | 23,118 | ||||||
Road & Rail - 0.2% | ||||||||
Ryder System, Inc. | 30,000 | 1,605 | ||||||
Semiconductors & Semiconductor Equipment - 3.3% | ||||||||
Intel Corp. ^ | 473,000 | 10,970 | ||||||
International Rectifier Corp. ‡^ | 6,000 | 207 | ||||||
Novellus Systems, Inc. ‡^ | 70,000 | 2,247 | ||||||
Texas Instruments, Inc. ^ | 253,000 | 8,989 | ||||||
Software - 1.7% | ||||||||
Amdocs, Ltd. ‡ | 128,000 | 3,936 | ||||||
CA, Inc. | 207,600 | 5,104 | ||||||
Symantec Corp. ‡ | 107,000 | 2,103 | ||||||
Specialty Retail - 1.0% | ||||||||
GameStop Corp. - Class A ‡^ | 259,000 | 6,651 | ||||||
Tobacco - 1.3% | ||||||||
Philip Morris International, Inc. | 126,000 | 8,749 | ||||||
Wireless Telecommunication Services - 2.6% | ||||||||
NII Holdings, Inc. ‡ | 127,000 | 5,281 | ||||||
Sprint Nextel Corp. ‡^ | 1,701,000 | 8,810 | ||||||
Telephone & Data Systems, Inc. ^ | 101,000 | 3,390 | ||||||
Total Common Stocks (cost $534,852) | 665,257 | |||||||
SHORT-TERM INVESTMENT COMPANY - 0.2% | ||||||||
Capital Markets 0.2% | ||||||||
BlackRock Provident TempFund 24 | 1,168,296 | 1,168 | ||||||
Total Short-Term Investment Company (cost $1,168) | ||||||||
SECURITIES LENDING COLLATERAL - 20.8% | ||||||||
State Street Navigator Securities Lending Trust - Prime Portfolio, 0.24% ▲ | 138,589,143 | 138,589 | ||||||
Total Securities Lending Collateral (cost $138,589) | ||||||||
Total Investment Securities (cost $674,609) # | 805,014 | |||||||
Other Assets and Liabilities - Net | (138,282 | ) | ||||||
Net Assets | $ | 666,732 | ||||||
‡ | Non-income producing security. | |
^ | All or a portion of this security is on loan. The value of all securities on loan is $135,227. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $674,609. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $136,445 and $6,040, respectively. Net unrealized appreciation for tax purposes is $130,405. |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 652,814 | $ | 12,443 | $ | — | $ | 665,257 | ||||||||
Securities Lending Collateral | 138,589 | — | — | 138,589 | ||||||||||||
Short-Term Investment Company | 1,168 | — | — | 1,168 | ||||||||||||
Total | $ | 792,571 | $ | 12,443 | $ | — | $ | 805,014 | ||||||||
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. | |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 22
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
COMMON STOCKS - 98.9% | ||||||||
Australia - 9.7% | ||||||||
Dexus Property Group REIT | 3,729,698 | $ | 3,598 | |||||
Goodman Group REIT | 3,298,855 | 2,567 | ||||||
GPT Group REIT | 1,149,573 | 3,982 | ||||||
Investa Office Fund REIT | 3,016,800 | 2,083 | ||||||
Lend Lease Corp., Ltd. | 63,113 | 602 | ||||||
Mirvac Group REIT | 1,330,351 | 1,852 | ||||||
Stockland REIT | 973,840 | 4,035 | ||||||
Westfield Group REIT | 546,343 | 5,401 | ||||||
Westfield Retail Trust REIT | 1,234,027 | 3,584 | ||||||
Bermuda - 2.5% | ||||||||
Great Eagle Holdings, Ltd. | 348,400 | 1,238 | ||||||
Hongkong Land Holdings, Ltd. | 647,700 | 4,852 | ||||||
Kerry Properties, Ltd. | 215,000 | 1,147 | ||||||
Brazil - 0.2% | ||||||||
Sonae Sierra Brasil SA | 44,500 | 676 | ||||||
Canada - 3.4% | ||||||||
Brookfield Asset Management, Inc. - Class A ^ | 25,900 | 871 | ||||||
Brookfield Office Properties, Inc. | 159,300 | 3,151 | ||||||
Calloway Real Estate Investment Trust | 52,500 | 1,389 | ||||||
Canadian Real Estate Investment Trust | 15,500 | 549 | ||||||
Primaris Retail Real Estate Investment Trust | 37,900 | 833 | ||||||
RioCan Real Estate Investment Trust | 106,900 | 2,864 | ||||||
Cayman Islands - 0.3% | ||||||||
Longfor Properties Co., Ltd. | 532,000 | 852 | ||||||
France - 7.5% | ||||||||
Accor SA | 29,690 | 1,319 | ||||||
ICADE REIT | 20,000 | 2,566 | ||||||
Klepierre REIT | 40,960 | 1,683 | ||||||
Mercialys SA REIT | 34,781 | 1,504 | ||||||
Nexity SA | 28,630 | 1,556 | ||||||
Societe Immobiliere de Location pour l’Industrie et le Commerce REIT | 5,930 | 889 | ||||||
Unibail-Rodamco Se REIT ^ | 50,860 | 11,899 | ||||||
Germany - 0.7% | ||||||||
GSW Immobilien AG ‡ | 37,430 | 1,206 | ||||||
IVG Immobilien AG ‡ | 85,820 | 724 | ||||||
Hong Kong - 8.6% | ||||||||
Cheung Kong Holdings, Ltd. | 468,924 | 7,378 | ||||||
Hang Lung Group, Ltd. | 238,848 | 1,608 | ||||||
Hang Lung Properties, Ltd. | 361,400 | 1,608 | ||||||
Hysan Development Co., Ltd. | 125,500 | 586 | ||||||
Link Real Estate Investment Trust | 1,080,300 | 3,401 | ||||||
Sun Hung Kai Properties, Ltd. | 521,245 | 8,169 | ||||||
Wharf Holdings, Ltd. | 254,405 | 1,867 | ||||||
Japan - 12.6% | ||||||||
Advance Residence Investment Corp. - Class A REIT | 474 | 993 | ||||||
Daito Trust Construction Co., Ltd. ^ | 24,000 | 1,920 | ||||||
Daiwa House Industry Co., Ltd. | 135,200 | 1,638 | ||||||
Frontier Real Estate Investment Corp. REIT | 199 | 1,845 | ||||||
Japan Real Estate Investment Corp. REIT | 313 | 3,098 | ||||||
Japan Retail Fund Investment Corp. REIT | 965 | 1,560 | ||||||
Kenedix Realty Investment Corp. REIT ^ | 123 | 523 | ||||||
Mitsubishi Estate Co., Ltd. | 496,820 | 8,695 | ||||||
Mitsui Fudosan Co., Ltd. | 322,046 | 5,589 | ||||||
Nippon Accommodations Fund, Inc. REIT | 147 | 1,079 | ||||||
Nippon Building Fund, Inc. REIT | 238 | 2,395 | ||||||
Nomura Real Estate Holdings, Inc. | 77,000 | 1,189 | ||||||
Sumitomo Realty & Development Co., Ltd. | 197,100 | 4,080 | ||||||
United Urban Investment Corp. - Class A REIT | 876 | 1,112 | ||||||
Netherlands - 1.2% | ||||||||
Corio NV REIT ^ | 28,170 | 1,994 | ||||||
Eurocommercial Properties NV REIT | 16,727 | 860 | ||||||
Wereldhave NV REIT | 5,740 | 600 | ||||||
Norway - 0.1% | ||||||||
Norwegian Property ASA ‡ | 111,490 | 225 | ||||||
Singapore - 4.5% | ||||||||
Ascendas REIT | 360,000 | 597 | ||||||
Capitacommercial Trust REIT ^ | 2,240,000 | 2,636 | ||||||
Capitaland, Ltd. ‡ | 1,307,050 | 3,630 | ||||||
CapitaMall Trust REIT ^ | 370,114 | 571 | ||||||
CapitaMalls Asia, Ltd. | 205,300 | 297 | ||||||
City Developments, Ltd. | 61,500 | 595 | ||||||
Frasers Centrepoint Trust REIT | 227,100 | 275 | ||||||
Global Logistic Properties, Ltd. - Class L ‡^ | 1,815,200 | 2,862 | ||||||
Keppel Land, Ltd. ^ | 229,000 | 780 | ||||||
Suntec Real Estate Investment Trust ^ | 452,000 | 561 | ||||||
Sweden - 0.5% | ||||||||
Castellum AB | 55,550 | 862 | ||||||
Hufvudstaden AB - Class A | 46,570 | 597 | ||||||
Switzerland - 0.4% | ||||||||
Swiss Prime Site AG ‡ | 13,810 | 1,152 | ||||||
United Kingdom - 4.8% | ||||||||
British Land Co., PLC REIT | 219,688 | 2,212 | ||||||
Derwent London PLC REIT | 97,119 | 2,914 | ||||||
Grainger PLC | 155,000 | 299 | ||||||
Great Portland Estates PLC REIT | 229,460 | 1,617 | ||||||
Hammerson PLC REIT | 118,432 | 931 | ||||||
Land Securities Group PLC REIT | 310,175 | 4,077 | ||||||
Safestore Holdings PLC | 345,100 | 887 | ||||||
Segro PLC REIT | 108,445 | 590 | ||||||
United States - 41.9% | ||||||||
Alexandria Real Estate Equities, Inc. REIT ^ | 35,200 | 2,892 | ||||||
AMB Property Corp. REIT ^ | 68,600 | 2,497 | ||||||
Apartment Investment & Management Co. - Class A REIT ^ | 109,900 | 2,963 | ||||||
AvalonBay Communities, Inc. REIT ^ | 41,325 | 5,232 | ||||||
Boston Properties, Inc. REIT ^ | 80,700 | 8,436 | ||||||
BRE Properties, Inc. REIT ^ | 59,600 | 3,023 | ||||||
Developers Diversified Realty Corp. REIT | 177,700 | 2,619 | ||||||
Equity Residential REIT | 149,200 | 8,910 | ||||||
Federal Realty Investment Trust REIT ^ | 33,300 | 2,916 | ||||||
General Growth Properties, Inc. REIT ^ | 266,690 | 4,454 | ||||||
HCP, Inc. REIT | 115,500 | 4,576 | ||||||
Health Care REIT, Inc. REIT | 24,600 | 1,323 | ||||||
Highwoods Properties, Inc. REIT ^ | 32,300 | 1,192 | ||||||
Host Hotels & Resorts, Inc. REIT ^ | 321,377 | 5,717 | ||||||
Kimco Realty Corp. REIT | 104,100 | 2,034 | ||||||
Liberty Property Trust REIT | 108,100 | 3,802 | ||||||
Macerich Co. REIT ^ | 108,107 | 5,710 | ||||||
Nationwide Health Properties, Inc. REIT | 77,800 | 3,408 | ||||||
Pebblebrook Hotel Trust REIT ^ | 50,000 | 1,073 | ||||||
ProLogis REIT | 274,000 | 4,463 | ||||||
Public Storage REIT ^ | 27,900 | 3,273 | ||||||
Regency Centers Corp. REIT ^ | 64,300 | 3,026 | ||||||
Simon Property Group, Inc. REIT ^ | 92,403 | 10,584 | ||||||
SL Green Realty Corp. REIT ^ | 49,600 | 4,093 | ||||||
Starwood Hotels & Resorts Worldwide, Inc. | 52,900 | 3,151 | ||||||
Tanger Factory Outlet Centers REIT ^ | 42,500 | 1,174 | ||||||
Taubman Centers, Inc. REIT ^ | 41,600 | 2,419 | ||||||
UDR, Inc. REIT ^ | 150,783 | 3,904 | ||||||
Ventas, Inc. REIT ^ | 35,500 | 1,986 | ||||||
Vornado Realty Trust REIT | 85,737 | 8,289 | ||||||
Total Common Stocks (cost $205,280) | $ | 281,565 | ||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 23
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
SECURITIES LENDING COLLATERAL - 16.9% | ||||||||
State Street Navigator Securities Lending Trust - Prime Portfolio, 0.24%▲ | 48,099,412 | $ | 48,099 | |||||
Total Securities Lending Collateral (cost $48,099) |
Principal | Value | |||||||
REPURCHASE AGREEMENT - 0.8% | ||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $2,337 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 3.50%, due 12/01/2025, with a value of $2,385. | $ | 2,337 | 2,337 | |||||
Total Repurchase Agreement (cost $2,337) | ||||||||
Total Investment Securities (cost $255,716) # | 332,001 | |||||||
Other Assets and Liabilities - Net | (47,287 | ) | ||||||
Net Assets | $ | 284,714 | ||||||
Percentage of | ||||||||
INVESTMENTS BY INDUSTRY: | Total Investments | Value | ||||||
Real Estate Investment Trusts | 61.4 | % | $ | 203,707 | ||||
Real Estate Management & Development | 22.1 | 73,388 | ||||||
Hotels, Restaurants & Leisure | 1.3 | 4,470 | ||||||
Investment Securities, at Value | 84.8 | 281,565 | ||||||
Short-Term Investments | 15.2 | 50,436 | ||||||
Total Investments | 100.0 | % | $ | 332,001 | ||||
^ | All or a portion of this security is on loan. The value of all securities on loan is $46,535. | |
‡ | Non-income producing security. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $255,716. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $77,881 and $1,596, respectively. Net unrealized appreciation for tax purposes is $76,285. | |
DEFINITION: | ||
REIT | Real Estate Investment Trust (includes domestic REITs and Foreign Real Estate Investment Companies) |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 137,560 | $ | 144,005 | $ | — | $ | 281,565 | ||||||||
Repurchase Agreement | — | 2,337 | — | 2,337 | ||||||||||||
Securities Lending Collateral | 48,099 | — | — | 48,099 | ||||||||||||
Total | $ | 185,659 | $ | 146,342 | $ | — | $ | 332,001 | ||||||||
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 24
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
REPURCHASE AGREEMENT - 100.0% | ||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $53,657 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 4.00%, due 05/01/2025, with a value of $54,732. | $ | 53,657 | $ | 53,657 | ||||
Total Repurchase Agreement (cost $53,657) | ||||||||
Total Investment Securities (cost $53,657) # | 53,657 | |||||||
Other Assets and Liabilities — Net | (19 | ) | ||||||
Net Assets | $ | 53,638 | ||||||
FORWARD FOREIGN CURRENCY CONTRACTS: | ||||||||||||||||
Amount in U.S. | Net Unrealized | |||||||||||||||
Settlement | Dollars Bought | Appreciation | ||||||||||||||
Currency | Bought (Sold) | Date | (Sold) | (Depreciation) | ||||||||||||
Australian Dollar | 500 | 06/16/2011 | $ | 531 | $ | 14 | ||||||||||
Australian Dollar | (500 | ) | 06/16/2011 | (500 | ) | (44 | ) | |||||||||
Canadian Dollar | (530 | ) | 07/20/2011 | (541 | ) | (18 | ) | |||||||||
Canadian Dollar | 530 | 07/20/2011 | 555 | 4 | ||||||||||||
Euro | 380 | 07/20/2011 | 550 | 11 | ||||||||||||
Euro | (380 | ) | 07/20/2011 | (522 | ) | (39 | ) | |||||||||
Japanese Yen | 130,004 | 06/28/2011 | 1,552 | 51 | ||||||||||||
Japanese Yen | (130,004 | ) | 06/28/2011 | (1,608 | ) | 5 | ||||||||||
Japanese Yen | (141,740 | ) | 06/28/2011 | (1,754 | ) | 5 | ||||||||||
Japanese Yen | 141,740 | 06/28/2011 | 1,717 | 31 | ||||||||||||
Japanese Yen | 130,004 | 06/28/2011 | 1,578 | 25 | ||||||||||||
Japanese Yen | (130,004 | ) | 06/28/2011 | (1,556 | ) | (48 | ) | |||||||||
Swiss Franc | (330 | ) | 05/31/2011 | (344 | ) | (37 | ) | |||||||||
Swiss Franc | 330 | 05/31/2011 | 371 | 11 | ||||||||||||
$ | (29 | ) | ||||||||||||||
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $53,657. |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Repurchase Agreement | $ | — | $ | 53,657 | $ | — | $ | 53,657 |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Total at | |||||||||||||
Other Financial Instruments ₣ | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Forward Foreign Currency Contracts - Appreciation | $ | — | $ | 157 | $ | — | $ | 157 | ||||||||
Forward Foreign Currency Contracts - Depreciation | — | (186 | ) | — | (186 | ) | ||||||||||
Total | $ | — | $ | (29 | ) | $ | — | $ | (29 | ) | ||||||
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. | |
₣ | Other financial instruments are derivative instruments that are valued at unrealized appreciation (depreciation) on the instrument. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 25
At April 30, 2011
(all amounts in thousands)
(unaudited)
Notional | ||||||||
Amount | Value | |||||||
PURCHASED OPTIONS - 0.4% | ||||||||
Call Options - 0.4% | ||||||||
CBOE SPX Volitility Index | $ | 23 | $ | 2 | ||||
Call Strike $30.00 | ||||||||
Expires 05/18/2011 | ||||||||
S&P 500 Index | 15 | 638 | ||||||
Call Strike $1,325.00 | ||||||||
Expires 05/21/2011 | ||||||||
S&P 500 Index | 5 | — | ||||||
Call Strike $1,475.00 | ||||||||
Expires 05/21/2011 | ||||||||
S&P 500 Index | 15 | 8 | ||||||
Call Strike $1,475.00 | ||||||||
Expires 06/18/2011 | ||||||||
S&P 500 Index | 16 | 9 | ||||||
Call Strike $1,500.00 | ||||||||
Expires 07/16/2011 | ||||||||
Put Options - 0.0% ¥ | ||||||||
S&P 500 Index | 31 | 44 | ||||||
Put Strike $1,050.00 | ||||||||
Expires 07/16/2011 | ||||||||
S&P 500 Index | 31 | 63 | ||||||
Put Strike $1,075.00 | ||||||||
Expires 07/16/2011 | ||||||||
Total Purchased Options (cost $552) | 764 | |||||||
Principal | Value | |||||||
SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 29.2% | ||||||||
United States - 29.2% | ||||||||
U.S. Treasury Bill | ||||||||
0.02%, 06/16/2011 ▲ ■ ☼ Υ | 24,000 | 23,996 | ||||||
0.05%, 08/11/2011 ▲ ☼ | 2,000 | 1,999 | ||||||
0.06%, 08/18/2011 ▲ ■ ☼ | 7,000 | 6,997 | ||||||
0.09%, 09/22/2011 ▲ ■ ☼ | 9,500 | 9,494 | ||||||
Total Short-Term U.S. Government Obligations (cost $42,486) | 42,486 | |||||||
Principal | Value | |||||||
REPURCHASE AGREEMENT - 71.5% | ||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $104,059 on 05/02/2011. Collateralized by U.S. Government Agency Obligations, 4.00%, due 05/01/2025 - 06/01/2025, with a total value of $106,143. | $ | 104,059 | $ | 104,059 | ||||
Total Repurchase Agreement (cost $104,059) | ||||||||
Total Investment Securities (cost $147,097) # | 147,309 | |||||||
Other Assets and Liabilities - Net | (1,672 | ) | ||||||
Net Assets | $ | 145,637 | ||||||
Notional | ||||||||
Amount | Value | |||||||
WRITTEN-OPTIONS - (0.7%) | ||||||||
Call Options - (0.4%) | ||||||||
S&P 500 Index | (16 | ) | (241 | ) | ||||
Call Strike $1,400.00 | ||||||||
Expires 07/16/2011 | ||||||||
S&P 500 Index | (15 | ) | (266 | ) | ||||
Call Strike $1,375.00 | ||||||||
Expires 06/18/2011 | ||||||||
Put Options - (0.3%) | ||||||||
S&P 500 Index | (31 | ) | (439 | ) | ||||
Put Strike $1,275.00 | ||||||||
Expires 07/16/2011 | ||||||||
Total Written Options (Premiums: $(1,080)) | $ | (946 | ) | |||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 26
At April 30, 2011
(all amounts in thousands)
(unaudited)
FUTURES CONTRACTS: | ||||||||||||||||
Net Unrealized | ||||||||||||||||
Appreciation | ||||||||||||||||
Description | Type | Contracts ┌ | Expiration Date | (Depreciation) | ||||||||||||
10-Year Australian Treasury Bond | Short | (503 | ) | 06/15/2011 | $ | (149 | ) | |||||||||
10-Year Government of Canada Bond | Short | (165 | ) | 06/21/2011 | (145 | ) | ||||||||||
10-Year Japan Government Bond Mini | Long | 22 | 06/08/2011 | 3 | ||||||||||||
10-Year U.S. Treasury Note | Long | 520 | 06/21/2011 | 1,249 | ||||||||||||
AEX Index | Long | 1 | 05/20/2011 | — | ||||||||||||
ASX SPI 200 Index | Short | (36 | ) | 06/16/2011 | (161 | ) | ||||||||||
DAX Index | Long | 9 | 06/17/2011 | 211 | ||||||||||||
FTSE 100 Index | Long | 21 | 06/17/2011 | 94 | ||||||||||||
FTSE MIB Index | Long | 21 | 06/17/2011 | 190 | ||||||||||||
German Euro Bund | Long | 347 | 06/08/2011 | 743 | ||||||||||||
Hang Seng Index | Short | (12 | ) | 05/30/2011 | 21 | |||||||||||
IBEX 35 Index | Long | 14 | 05/20/2011 | 5 | ||||||||||||
S&P 500 E-Mini Index | Long | 28 | 06/17/2011 | 69 | ||||||||||||
S&P 500 E-Mini Index | Short | (143 | ) | 06/17/2011 | (459 | ) | ||||||||||
S&P TSE 60 Index | Short | (11 | ) | 06/16/2011 | (13 | ) | ||||||||||
TOPIX Index | Long | 29 | 06/10/2011 | (29 | ) | |||||||||||
United Kingdom Long Gilt Bond | Short | (298 | ) | 06/28/2011 | (1,201 | ) | ||||||||||
$ | 428 | |||||||||||||||
FORWARD FOREIGN CURRENCY CONTRACTS: | ||||||||||||||||
Amount in U.S. | Net Unrealized | |||||||||||||||
Settlement | Dollars Bought | Appreciation | ||||||||||||||
Currency | Bought (Sold) | Date | (Sold) | (Depreciation) | ||||||||||||
Australian Dollar | (2,930 | ) | 06/15/2011 | $ | (2,881 | ) | $ | (311 | ) | |||||||
Australian Dollar | 683 | 06/15/2011 | 664 | 80 | ||||||||||||
Australian Dollar | (3,444 | ) | 06/15/2011 | (3,397 | ) | (354 | ) | |||||||||
Australian Dollar | (833 | ) | 06/15/2011 | (871 | ) | (37 | ) | |||||||||
Australian Dollar | 1,973 | 06/15/2011 | 1,943 | 207 | ||||||||||||
Australian Dollar | (2,841 | ) | 06/15/2011 | (2,868 | ) | (228 | ) | |||||||||
Australian Dollar | (782 | ) | 06/15/2011 | (801 | ) | (51 | ) | |||||||||
Australian Dollar | (648 | ) | 06/15/2011 | (659 | ) | (48 | ) | |||||||||
Australian Dollar | 558 | 06/15/2011 | 596 | 12 | ||||||||||||
Australian Dollar | 918 | 06/15/2011 | 953 | 47 | ||||||||||||
Australian Dollar | 194 | 06/15/2011 | 207 | 5 | ||||||||||||
Australian Dollar | (1,361 | ) | 06/15/2011 | (1,413 | ) | (70 | ) | |||||||||
Australian Dollar | (295 | ) | 06/15/2011 | (310 | ) | (12 | ) | |||||||||
Australian Dollar | 116 | 06/15/2011 | 126 | ¨ | ||||||||||||
Australian Dollar | 362 | 06/15/2011 | 393 | 2 | ||||||||||||
Australian Dollar | (95 | ) | 06/15/2011 | (103 | ) | (1 | ) | |||||||||
Australian Dollar | (28,439 | ) | 06/15/2011 | (28,539 | ) | (2,446 | ) | |||||||||
Australian Dollar | 385 | 06/15/2011 | 395 | 25 | ||||||||||||
Australian Dollar | 76 | 06/15/2011 | 80 | 3 | ||||||||||||
Canadian Dollar | (2,285 | ) | �� | 06/15/2011 | (2,337 | ) | (75 | ) | ||||||||
Canadian Dollar | (191 | ) | 06/15/2011 | (195 | ) | (7 | ) | |||||||||
Canadian Dollar | 2,739 | 06/15/2011 | 2,780 | 112 | ||||||||||||
Canadian Dollar | (1,652 | ) | 06/15/2011 | (1,691 | ) | (53 | ) | |||||||||
Canadian Dollar | 401 | 06/15/2011 | 412 | 11 | ||||||||||||
Canadian Dollar | (576 | ) | 06/15/2011 | (586 | ) | (23 | ) | |||||||||
Canadian Dollar | 1,745 | 06/15/2011 | 1,757 | 86 | ||||||||||||
Canadian Dollar | 2,361 | 06/15/2011 | 2,450 | 42 | ||||||||||||
Canadian Dollar | (1,371 | ) | 06/15/2011 | (1,426 | ) | (22 | ) | |||||||||
Canadian Dollar | (1,560 | ) | 06/15/2011 | (1,614 | ) | (34 | ) | |||||||||
Canadian Dollar | (2,299 | ) | 06/15/2011 | (2,343 | ) | (83 | ) | |||||||||
Canadian Dollar | 979 | 06/15/2011 | 997 | 37 | ||||||||||||
Canadian Dollar | (2,010 | ) | 06/15/2011 | (2,085 | ) | (37 | ) | |||||||||
Euro | (2,682 | ) | 06/15/2011 | (3,877 | ) | (91 | ) | |||||||||
Euro | 2,401 | 06/15/2011 | 3,325 | 226 | ||||||||||||
Euro | (2,242 | ) | 06/15/2011 | (3,199 | ) | (118 | ) | |||||||||
Euro | 1,135 | 06/15/2011 | 1,606 | 72 | ||||||||||||
Euro | 1,807 | 06/15/2011 | 2,596 | 77 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 27
At April 30, 2011
(all amounts in thousands)
(unaudited)
FORWARD FOREIGN CURRENCY CONTRACTS (continued): | ||||||||||||||||
Amount in U.S. | Net Unrealized | |||||||||||||||
Settlement | Dollars Bought | Appreciation | ||||||||||||||
Currency | Bought (Sold) | Date | (Sold) | (Depreciation) | ||||||||||||
Euro | 1,846 | 06/15/2011 | $ | 2,597 | $ | 134 | ||||||||||
Euro | 1,479 | 06/15/2011 | 2,197 | (9 | ) | |||||||||||
Euro | 1,741 | 06/15/2011 | 2,444 | 131 | ||||||||||||
Euro | 1,489 | 06/15/2011 | 2,095 | 107 | ||||||||||||
Euro | (1,913 | ) | 06/15/2011 | (2,661 | ) | (170 | ) | |||||||||
Euro | 1,730 | 06/15/2011 | 2,414 | 144 | ||||||||||||
Euro | (3,538 | ) | 06/15/2011 | (4,938 | ) | (295 | ) | |||||||||
Euro | (753 | ) | 06/15/2011 | (1,047 | ) | (67 | ) | |||||||||
Euro | 445 | 06/15/2011 | 613 | 45 | ||||||||||||
Euro | (1,959 | ) | 06/15/2011 | (2,736 | ) | (161 | ) | |||||||||
Japanese Yen | (260,626 | ) | 06/15/2011 | (3,145 | ) | (69 | ) | |||||||||
Japanese Yen | (192,047 | ) | 06/15/2011 | (2,355 | ) | (13 | ) | |||||||||
Japanese Yen | 74,054 | 06/15/2011 | 936 | (23 | ) | |||||||||||
Japanese Yen | 125,336 | 06/15/2011 | 1,550 | (5 | ) | |||||||||||
Japanese Yen | (425,521 | ) | 06/15/2011 | (5,180 | ) | (67 | ) | |||||||||
Japanese Yen | (230,193 | ) | 06/15/2011 | (2,843 | ) | 5 | ||||||||||
Japanese Yen | 297,809 | 06/15/2011 | 3,687 | (15 | ) | |||||||||||
Japanese Yen | 219,471 | 06/15/2011 | 2,649 | 57 | ||||||||||||
Japanese Yen | 226,307 | 06/15/2011 | 2,711 | 79 | ||||||||||||
Japanese Yen | 80,564 | 06/15/2011 | 946 | 48 | ||||||||||||
Japanese Yen | (109,903 | ) | 06/15/2011 | (1,325 | ) | (31 | ) | |||||||||
Japanese Yen | (255,609 | ) | 06/15/2011 | (3,018 | ) | (134 | ) | |||||||||
Japanese Yen | (143,373 | ) | 06/15/2011 | (1,756 | ) | (12 | ) | |||||||||
Japanese Yen | (163,066 | ) | 06/15/2011 | (1,994 | ) | (17 | ) | |||||||||
Japanese Yen | (291,193 | ) | 06/15/2011 | (3,537 | ) | (54 | ) | |||||||||
Japanese Yen | 208,305 | 06/15/2011 | 2,527 | 41 | ||||||||||||
New Zealand Dollar | (5,734 | ) | 06/15/2011 | (4,203 | ) | (422 | ) | |||||||||
New Zealand Dollar | (2,911 | ) | 06/15/2011 | (2,118 | ) | (230 | ) | |||||||||
New Zealand Dollar | (1,247 | ) | 06/15/2011 | (931 | ) | (75 | ) | |||||||||
New Zealand Dollar | 4,540 | 06/15/2011 | 3,430 | 232 | ||||||||||||
New Zealand Dollar | 1,706 | 06/15/2011 | 1,332 | 45 | ||||||||||||
New Zealand Dollar | 2,066 | 06/15/2011 | 1,521 | 146 | ||||||||||||
New Zealand Dollar | 1,942 | 06/15/2011 | 1,475 | 92 | ||||||||||||
New Zealand Dollar | (2,972 | ) | 06/15/2011 | (2,319 | ) | (78 | ) | |||||||||
New Zealand Dollar | 5,574 | 06/15/2011 | 4,102 | 395 | ||||||||||||
New Zealand Dollar | 4,832 | 06/15/2011 | 3,854 | 44 | ||||||||||||
New Zealand Dollar | 2,296 | 06/15/2011 | 1,851 | 1 | ||||||||||||
New Zealand Dollar | 135 | 06/15/2011 | 99 | 10 | ||||||||||||
New Zealand Dollar | 3,495 | 06/15/2011 | 2,767 | 52 | ||||||||||||
New Zealand Dollar | 3,374 | 06/15/2011 | 2,672 | 49 | ||||||||||||
New Zealand Dollar | 3,134 | 06/15/2011 | 2,481 | 47 | ||||||||||||
New Zealand Dollar | 3,125 | 06/15/2011 | 2,498 | 23 | ||||||||||||
New Zealand Dollar | 899 | 06/15/2011 | 647 | 78 | ||||||||||||
Pound Sterling | (62 | ) | 06/15/2011 | (102 | ) | (2 | ) | |||||||||
Pound Sterling | 31 | 06/15/2011 | 52 | ¨ | ||||||||||||
Pound Sterling | (136 | ) | 06/15/2011 | (222 | ) | (5 | ) | |||||||||
Pound Sterling | 247 | 06/15/2011 | 396 | 16 | ||||||||||||
Pound Sterling | 920 | 06/15/2011 | 1,482 | 54 | ||||||||||||
Pound Sterling | (181 | ) | 06/15/2011 | (292 | ) | (11 | ) | |||||||||
Pound Sterling | (163 | ) | 06/15/2011 | (264 | ) | (9 | ) | |||||||||
Pound Sterling | 34 | 06/15/2011 | 55 | 1 | ||||||||||||
Pound Sterling | 94 | 06/15/2011 | 151 | 6 | ||||||||||||
Pound Sterling | (29 | ) | 06/15/2011 | (48 | ) | (1 | ) | |||||||||
Pound Sterling | (34 | ) | 06/15/2011 | (56 | ) | (1 | ) | |||||||||
Pound Sterling | 233 | 06/15/2011 | 379 | 10 | ||||||||||||
Pound Sterling | 182 | 06/15/2011 | 292 | 12 | ||||||||||||
Pound Sterling | (180 | ) | 06/15/2011 | (293 | ) | (7 | ) | |||||||||
Pound Sterling | 50 | 06/15/2011 | 80 | 3 | ||||||||||||
Pound Sterling | (69 | ) | 06/15/2011 | (110 | ) | (4 | ) | |||||||||
Pound Sterling | 735 | 06/15/2011 | 1,198 | 29 | ||||||||||||
Pound Sterling | 17 | 06/15/2011 | 27 | 1 | ||||||||||||
Pound Sterling | (4 | ) | 06/15/2011 | (6 | ) | ¨ | ||||||||||
Pound Sterling | 157 | 06/15/2011 | 254 | 7 | ||||||||||||
Pound Sterling | (105 | ) | 06/15/2011 | (172 | ) | (2 | ) | |||||||||
Pound Sterling | 127 | 06/15/2011 | 204 | 9 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 28
At April 30, 2011
(all amounts in thousands)
(unaudited)
FORWARD FOREIGN CURRENCY CONTRACTS (continued): | ||||||||||||||||
Amount in U.S. | Net Unrealized | |||||||||||||||
Settlement | Dollars Bought | Appreciation | ||||||||||||||
Currency | Bought (Sold) | Date | (Sold) | (Depreciation) | ||||||||||||
Pound Sterling | 336 | 06/15/2011 | $ | 539 | $ | 22 | ||||||||||
Pound Sterling | 151 | 06/15/2011 | 244 | 8 | ||||||||||||
Pound Sterling | (211 | ) | 06/15/2011 | (347 | ) | (5 | ) | |||||||||
Pound Sterling | (19 | ) | 06/15/2011 | (31 | ) | (1 | ) | |||||||||
Pound Sterling | (122 | ) | 06/15/2011 | (200 | ) | (4 | ) | |||||||||
Pound Sterling | 21,839 | 06/15/2011 | 35,460 | 997 | ||||||||||||
Pound Sterling | (89 | ) | 06/15/2011 | (145 | ) | (4 | ) | |||||||||
Pound Sterling | (15 | ) | 06/15/2011 | (25 | ) | (1 | ) | |||||||||
Swedish Krona | 5,691 | 06/15/2011 | 935 | 4 | ||||||||||||
Swedish Krona | (8,825 | ) | 06/15/2011 | (1,384 | ) | (73 | ) | |||||||||
Swedish Krona | (740 | ) | 06/15/2011 | (115 | ) | (7 | ) | |||||||||
Swedish Krona | 5,227 | 06/15/2011 | 842 | 20 | ||||||||||||
Swedish Krona | 6,308 | 06/15/2011 | 1,014 | 27 | ||||||||||||
Swedish Krona | (6,463 | ) | 06/15/2011 | (1,014 | ) | (53 | ) | |||||||||
Swedish Krona | (2,765 | ) | 06/15/2011 | (443 | ) | (14 | ) | |||||||||
Swedish Krona | (19,430 | ) | 06/15/2011 | (3,050 | ) | (158 | ) | |||||||||
Swedish Krona | (8,576 | ) | 06/15/2011 | (1,352 | ) | (64 | ) | |||||||||
Swedish Krona | 3,345 | 06/15/2011 | 532 | 20 | ||||||||||||
Swedish Krona | (14,087 | ) | 06/15/2011 | (2,186 | ) | (140 | ) | |||||||||
Swedish Krona | 5,292 | 06/15/2011 | 816 | 58 | ||||||||||||
Swedish Krona | 169,542 | 06/15/2011 | 26,590 | 1,402 | ||||||||||||
Swedish Krona | 4,450 | 06/15/2011 | 700 | 35 | ||||||||||||
Swedish Krona | (11,305 | ) | 06/15/2011 | (1,781 | ) | (85 | ) | |||||||||
Swedish Krona | 19,444 | 06/15/2011 | 3,027 | 183 | ||||||||||||
Swedish Krona | (19,546 | ) | 06/15/2011 | (3,086 | ) | (141 | ) | |||||||||
Swedish Krona | 8,727 | 06/15/2011 | 1,376 | 65 | ||||||||||||
Swiss Franc | 725 | 06/15/2011 | 779 | 60 | ||||||||||||
Swiss Franc | 2,171 | 06/15/2011 | 2,369 | 141 | ||||||||||||
Swiss Franc | 653 | 06/15/2011 | 713 | 42 | ||||||||||||
Swiss Franc | (6,717 | ) | 06/15/2011 | (7,247 | ) | (518 | ) | |||||||||
Swiss Franc | (2,453 | ) | 06/15/2011 | (2,634 | ) | (203 | ) | |||||||||
Swiss Franc | (2,286 | ) | 06/15/2011 | (2,577 | ) | (67 | ) | |||||||||
Swiss Franc | (1,622 | ) | 06/15/2011 | (1,756 | ) | (120 | ) | |||||||||
Swiss Franc | (609 | ) | 06/15/2011 | (681 | ) | (23 | ) | |||||||||
Swiss Franc | (2,331 | ) | 06/15/2011 | (2,678 | ) | (17 | ) | |||||||||
Swiss Franc | 1,488 | 06/15/2011 | 1,658 | 62 | ||||||||||||
Swiss Franc | 2,089 | 06/15/2011 | 2,281 | 135 | ||||||||||||
Swiss Franc | (2,243 | ) | 06/15/2011 | (2,486 | ) | (108 | ) | |||||||||
Swiss Franc | (2,334 | ) | 06/15/2011 | (2,612 | ) | (87 | ) | |||||||||
Swiss Franc | 1,389 | 06/15/2011 | 1,508 | 98 | ||||||||||||
Swiss Franc | (1,992 | ) | 06/15/2011 | (2,201 | ) | (102 | ) | |||||||||
Swiss Franc | 2,122 | 06/15/2011 | 2,352 | 103 | ||||||||||||
Swiss Franc | 2,806 | 06/15/2011 | 3,043 | 202 | ||||||||||||
$ | (1,204 | ) | ||||||||||||||
∞ | Percentage rounds to less than 0.1%. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
¨ | Net unrealized appreciation (depreciation) is less than $1 or $(1). | |
☼ | All or a portion of these securities, in the amount of $16,905, have been segregated with the broker to cover open forward contracts. | |
■ | All or a portion of these securities, in the amount of $17,494, have been segregated with the broker to cover open written options. | |
Υ | A portion of this security, in the amount of $6,999, has been segregated with the broker to cover margin requirements for open futures contracts. | |
# | Aggregate cost for federal income tax purposes is $147,097. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $315 and $103, respectively. Net unrealized appreciation for tax purposes is $212. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 29
At April 30, 2011
(all amounts in thousands)
(unaudited)
AEX | Amsterdam Exchange | |
ASX | Australian Stock Exchange | |
CBOE | Chicago Board Options Exchange | |
DAX | Deutscher Aktien Index | |
FTSE | Financial Times and the London Stock Exchange | |
TOPIX | Tokyo Stock Price Index |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Purchased Options | $ | 764 | $ | — | $ | — | $ | 764 | ||||||||
Repurchase Agreement | — | 104,059 | — | 104,059 | ||||||||||||
Short-Term U.S. Government Obligations | — | 42,486 | — | 42,486 | ||||||||||||
Total | $ | 764 | $ | 146,545 | $ | — | $ | 147,309 | ||||||||
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Other Financial Instruments | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Written Options | $ | — | $ | (946 | ) | $ | — | $ | (946 | ) |
Level 2- | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Total at | |||||||||||||
Other Financial Instruments ₣ | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Futures Contracts - Appreciation | $ | 2,585 | $ | — | $ | — | $ | 2,585 | ||||||||
Futures Contracts - Depreciation | (2,157 | ) | — | — | (2,157 | ) | ||||||||||
Forward Foreign Currency Contracts - Appreciation | — | 6,881 | — | 6,881 | ||||||||||||
Forward Foreign Currency Contracts - Depreciation | — | (8,085 | ) | — | (8,085 | ) | ||||||||||
Total | $ | 428 | $ | (1,204 | ) | $ | — | $ | (776 | ) | ||||||
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. | |
₣ | Other financial instruments are derivative instruments that are valued at unrealized appreciation (depreciation) on the instrument. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 30
(formerly, Transamerica AllianceBernstein International Value)
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
PREFERRED STOCK - 1.1% | ||||||||
Germany - 1.1% | ||||||||
Henkel AG & Co., KGaA, 1.50% ▲ | 43,994 | $ | 2,996 | |||||
Total Preferred Stock (cost $2,703) | ||||||||
COMMON STOCKS - 97.0% | ||||||||
Australia - 2.8% | ||||||||
Commonwealth Bank of Australia | 60,505 | 3,562 | ||||||
Westpac Banking Corp. | 157,909 | 4,299 | ||||||
Bermuda - 0.9% | ||||||||
GOME Electrical Appliances Holdings, Ltd. ‡ | 6,863,000 | 2,474 | ||||||
Brazil - 4.7% | ||||||||
Cia Energetica de Minas Gerais ADR ^ | 161,870 | 3,378 | ||||||
Gafisa SA ADR ‡^ | 192,642 | 2,381 | ||||||
Petroleo Brasileiro SA ADR | 72,907 | 2,722 | ||||||
Vale SA - Class B ADR ^ | 157,704 | 4,715 | ||||||
Canada - 5.9% | ||||||||
Bank of Nova Scotia ^ | 84,921 | 5,177 | ||||||
Canadian National Railway Co. | 54,338 | 4,207 | ||||||
Suncor Energy, Inc. | 81,226 | 3,740 | ||||||
Teck Resources, Ltd. - Class B | 67,438 | 3,659 | ||||||
Cayman Islands - 2.1% | ||||||||
China State Construction International Holdings, Ltd. | 6,154,000 | 6,014 | ||||||
China - 6.7% | ||||||||
China Construction Bank Corp. - Class H | 2,810,000 | 2,659 | ||||||
China Shenhua Energy Co., Ltd. - Class H | 734,500 | 3,429 | ||||||
Guangzhou Automobile Group Co., Ltd. | 2,874,000 | 3,227 | ||||||
Ping An Insurance Group Co. - Class H | 293,500 | 3,210 | ||||||
Weichai Power Co., Ltd. | 922,000 | 6,299 | ||||||
Denmark - 1.0% | ||||||||
Vestas Wind Systems A/S ‡^ | 80,870 | 2,872 | ||||||
France - 6.3% | ||||||||
BNP Paribas | 53,751 | 4,254 | ||||||
Carrefour SA ^ | 59,010 | 2,798 | ||||||
Faurecia ‡^ | 34,885 | 1,439 | ||||||
GDF Suez ^ | 68,565 | 2,805 | ||||||
PPR SA | 17,215 | 3,079 | ||||||
Total SA | 55,566 | 3,557 | ||||||
Germany - 5.1% | ||||||||
Adidas AG | 43,510 | 3,239 | ||||||
Bayer AG ^ | 31,102 | 2,734 | ||||||
SAP AG | 57,572 | 3,709 | ||||||
Siemens AG | 31,722 | 4,615 | ||||||
Hong Kong - 1.0% | ||||||||
China Overseas Land & Investment, Ltd. | 1,440,000 | 2,774 | ||||||
India - 1.4% | ||||||||
ICICI Bank, Ltd. ADR ^ | 28,459 | 1,434 | ||||||
Sterlite Industries India, Ltd. ADR ^ | 147,346 | 2,409 | ||||||
Italy - 1.3% | ||||||||
ENI SpA | 133,533 | 3,570 | ||||||
Japan - 12.7% | ||||||||
Asahi Glass Co., Ltd. | 205,000 | 2,603 | ||||||
Bank of Yokohama, Ltd. ^ | 475,000 | 2,353 | ||||||
Canon, Inc. | 85,400 | 4,022 | ||||||
Fanuc Corp. | 26,700 | 4,471 | ||||||
Mitsui & Co., Ltd. | 226,400 | 4,028 | ||||||
Nintendo Co., Ltd. ^ | 12,300 | 2,910 | ||||||
Shin-Etsu Chemical Co., Ltd. ^ | 72,900 | 3,792 | ||||||
Sumitomo Corp. | 182,500 | 2,518 | ||||||
Sumitomo Mitsui Trust Holdings, Inc. | 841,850 | 2,898 | ||||||
THK Co., Ltd. ^ | 132,700 | 3,411 | ||||||
Yamada Denki Co., Ltd. ^ | 41,200 | 2,895 | ||||||
Jersey, Channel Islands - 1.3% | ||||||||
WPP PLC | 274,993 | 3,602 | ||||||
Korea, Republic of - 2.1% | ||||||||
KB Financial Group, Inc. | 53,901 | 2,892 | ||||||
Samsung Electronics Co., Ltd. | 3,773 | 3,144 | ||||||
Luxembourg - 3.4% | ||||||||
ArcelorMittal | 70,877 | 2,608 | ||||||
Evraz Group SA GDR ‡ | 100,507 | 3,415 | ||||||
Subsea 7 SA ^ | 138,932 | 3,654 | ||||||
Mexico - 1.2% | ||||||||
America Movil SAB de CV - Series L ADR | 59,853 | 3,424 | ||||||
Netherlands - 1.3% | ||||||||
STMicroelectronics NV | 315,603 | 3,727 | ||||||
Russian Federation - 4.7% | ||||||||
Gazprom OAO ADR | 180,290 | 3,076 | ||||||
Lukoil OAO ADR | 63,786 | 4,446 | ||||||
MMC Norilsk Nickel OJSC ADR | 108,332 | 2,990 | ||||||
Sberbank of Russian Federation | 753,572 | 2,754 | ||||||
Singapore - 1.3% | ||||||||
DBS Group Holdings, Ltd. | 294,000 | 3,598 | ||||||
South Africa - 1.9% | ||||||||
MTN Group, Ltd. | 240,153 | 5,340 | ||||||
Spain - 1.0% | ||||||||
Banco Santander SA ^ | 219,168 | 2,799 | ||||||
Sweden - 2.1% | ||||||||
Sandvik AB | 149,264 | 3,167 | ||||||
Telefonaktiebolaget LM Ericsson - Class B | 190,140 | 2,887 | ||||||
Switzerland - 7.9% | ||||||||
ABB, Ltd. ‡ | 200,528 | 5,536 | ||||||
Credit Suisse Group AG | 58,782 | 2,671 | ||||||
Lonza Group AG ‡ | 27,094 | 2,327 | ||||||
Nestle SA | 89,392 | 5,550 | ||||||
Novartis AG | 43,290 | 2,570 | ||||||
Roche Holding AG | 22,796 | 3,698 | ||||||
Taiwan - 1.0% | ||||||||
Taiwan Semiconductor Manufacturing Co., Ltd. ADR ^ | 219,960 | 2,969 | ||||||
United Kingdom - 15.9% | ||||||||
Barclays PLC | 752,932 | 3,579 | ||||||
BHP Billiton PLC | 110,575 | 4,676 | ||||||
Eurasian Natural Resources Corp., PLC | 280,108 | 4,293 | ||||||
GlaxoSmithKline PLC | 114,675 | 2,505 | ||||||
HSBC Holdings PLC (Hong Kong Stock Exchange) | 252,400 | 2,740 | ||||||
ICAP PLC | 321,440 | 2,789 | ||||||
Kazakhmys PLC | 106,992 | 2,485 | ||||||
Lloyds TSB Group PLC ‡ | 3,060,113 | 3,038 | ||||||
Man Group PLC | 799,488 | 3,346 | ||||||
Standard Chartered PLC | 133,127 | 3,701 | ||||||
Tesco PLC | 464,238 | 3,130 | ||||||
Unilever PLC | 165,155 | 5,365 | ||||||
Vodafone Group PLC | 1,220,918 | 3,529 | ||||||
Total Common Stocks (cost $257,103) | $ | 274,361 | ||||||
RIGHTS - 0.1% | ||||||||
Cayman Islands - 0.1% | ||||||||
China State Construction International Holdings, Ltd. ‡ | 1,230,800 | 247 | ||||||
Total Rights (cost $0) | ||||||||
SECURITIES LENDING COLLATERAL - 12.3% | ||||||||
State Street Navigator Securities Lending Trust - Prime Portfolio, 0.24% ▲ | 34,852,143 | 34,852 | ||||||
Total Securities Lending Collateral (cost $34,852) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 31
(formerly, Transamerica AllianceBernstein International Value)
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
REPURCHASE AGREEMENT - 1.8% | ||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $5,132 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 4.00%, due 04/01/2025, with a value of $5,237. | $ | 5,132 | $ | 5,132 | ||||
Total Repurchase Agreement (cost $5,132) | ||||||||
Total Investment Securities (cost $299,790) # | 317,588 | |||||||
Other Assets and Liabilities - Net | (34,774 | ) | ||||||
Net Assets | $ | 282,814 | ||||||
Percentage of | ||||||||
INVESTMENTS BY INDUSTRY: | Total Investments | Value | ||||||
Commercial Banks | 16.3 | % | $ | 51,737 | ||||
Metals & Mining | 9.8 | 31,250 | ||||||
Oil, Gas & Consumable Fuels | 7.7 | 24,540 | ||||||
Machinery | 5.5 | 17,348 | ||||||
Wireless Telecommunication Services | 3.9 | 12,293 | ||||||
Pharmaceuticals | 3.6 | 11,507 | ||||||
Food Products | 3.4 | 10,915 | ||||||
Semiconductors & Semiconductor Equipment | 3.1 | 9,840 | ||||||
Capital Markets | 2.8 | 8,806 | ||||||
Electrical Equipment | 2.6 | 8,408 | ||||||
Software | 2.1 | 6,619 | ||||||
Trading Companies & Distributors | 2.1 | 6,546 | ||||||
Construction & Engineering | 2.0 | 6,261 | ||||||
Food & Staples Retailing | 1.9 | 5,928 | ||||||
Specialty Retail | 1.7 | 5,369 | ||||||
Industrial Conglomerates | 1.5 | 4,615 | ||||||
Road & Rail | 1.3 | 4,207 | ||||||
Office Electronics | 1.3 | 4,022 | ||||||
Chemicals | 1.2 | 3,792 | ||||||
Energy Equipment & Services | 1.2 | 3,654 | ||||||
Media | 1.1 | 3,602 | ||||||
Electric Utilities | 1.1 | 3,378 | ||||||
Textiles, Apparel & Luxury Goods | 1.0 | 3,239 | ||||||
Automobiles | 1.0 | 3,227 | ||||||
Insurance | 1.0 | 3,210 | ||||||
Multiline Retail | 1.0 | 3,079 | ||||||
Household Products | 0.9 | 2,996 | ||||||
Communications Equipment | 0.9 | 2,887 | ||||||
Multi-Utilities | 0.9 | 2,805 | ||||||
Real Estate Management & Development | 0.9 | 2,774 | ||||||
Building Products | 0.8 | 2,603 | ||||||
Household Durables | 0.7 | 2,381 | ||||||
Life Sciences Tools & Services | 0.7 | 2,327 | ||||||
Auto Components | 4 | 1,439 | ||||||
Investment Securities, at Value | 87.4 | 277,604 | ||||||
Short-Term Investments | 12.6 | 39,984 | ||||||
Total Investments | 100.0 | % | $ | 317,588 | ||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 32
(formerly, Transamerica AllianceBernstein International Value)
At April 30, 2011
(all amounts in thousands)
(unaudited)
NOTES TO SCHEDULE OF INVESTMENTS: | ||
▲ | Rate shown reflects the yield at 04/29/2011. | |
‡ | Non-income producing security. | |
Ù | All or a portion of this security is on loan. The value of all securities on loan is $33,423. | |
# | Aggregate cost for federal income tax purposes is $299,790. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $23,704 and $5,906, respectively. Net unrealized appreciation for tax purposes is $17,798. |
ADR | American Depositary Receipt | |
GDR | Global Depositary Receipt | |
OAO | Otkrytoe Aktsionernoe Obschestvo (Russian: Open Joint Stock Corporation) | |
OJSC | Open Joint Stock Company |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 41,893 | $ | 232,468 | $ | — | $ | 274,361 | ||||||||
Preferred Stock | — | 2,996 | — | 2,996 | ||||||||||||
Repurchase Agreement | — | 5,132 | — | 5,132 | ||||||||||||
Rights | 247 | — | — | 247 | ||||||||||||
Securities Lending Collateral | 34,852 | — | — | 34,852 | ||||||||||||
Total | $ | 76,992 | $ | 240,596 | $ | — | $ | 317,588 | ||||||||
Э | See the Notes to the Schedules of Investments for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 |
Page 33
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
COMMON STOCKS - 99.5% | ||||||||
Aerospace & Defense - 5.2% | ||||||||
Boeing Co. | 164,057 | $ | 13,088 | |||||
Precision Castparts Corp. ^ | 108,951 | 16,835 | ||||||
United Technologies Corp. | 153,107 | 13,715 | ||||||
Air Freight & Logistics - 1.4% | ||||||||
Expeditors International of Washington, Inc. ^ | 76,036 | 4,126 | ||||||
United Parcel Service, Inc. - Class B ^ | 105,874 | 7,938 | ||||||
Auto Components - 1.0% | ||||||||
BorgWarner, Inc. ‡^ | 108,764 | 8,401 | ||||||
Automobiles - 1.2% | ||||||||
Bayerische Motoren Werke AG | 105,216 | 9,922 | ||||||
Biotechnology - 2.7% | ||||||||
Alexion Pharmaceuticals, Inc. ‡^ | 23,392 | 2,266 | ||||||
Celgene Corp. ‡^ | 227,584 | 13,401 | ||||||
Vertex Pharmaceuticals, Inc. ‡^ | 122,398 | 6,734 | ||||||
Capital Markets - 2.5% | ||||||||
Charles Schwab Corp. ^ | 502,282 | 9,197 | ||||||
Goldman Sachs Group, Inc. | 73,815 | 11,147 | ||||||
Chemicals - 3.6% | ||||||||
E.I. du Pont de Nemours & Co. ^ | 236,670 | 13,440 | ||||||
Monsanto Co. | 244,723 | 16,651 | ||||||
Communications Equipment - 3.2% | ||||||||
Juniper Networks, Inc. ‡^ | 365,722 | 14,019 | ||||||
QUALCOMM, Inc. | 228,949 | 13,013 | ||||||
Computers & Peripherals - 7.6% | ||||||||
Apple, Inc. ‡ | 111,004 | 38,655 | ||||||
EMC Corp. ‡^ | 524,372 | 14,861 | ||||||
NetApp, Inc. ‡^ | 206,661 | 10,742 | ||||||
Consumer Finance - 1.6% | ||||||||
American Express Co. | 281,485 | 13,815 | ||||||
Energy Equipment & Services - 3.6% | ||||||||
Schlumberger, Ltd. | 338,274 | 30,360 | ||||||
Food & Staples Retailing - 3.2% | ||||||||
Costco Wholesale Corp. ^ | 159,246 | 12,886 | ||||||
Whole Foods Market, Inc. ^ | 219,168 | 13,755 | ||||||
Food Products - 1.1% | ||||||||
Mead Johnson Nutrition Co. - Class A | 136,853 | 9,153 | ||||||
Health Care Providers & Services - 1.8% | ||||||||
Express Scripts, Inc. ‡^ | 269,723 | 15,304 | ||||||
Hotels, Restaurants & Leisure - 3.9% | ||||||||
Chipotle Mexican Grill, Inc. - Class A ‡^ | 34,800 | 9,284 | ||||||
Marriott International, Inc. - Class A ^ | 286,999 | 10,131 | ||||||
Starbucks Corp. | 366,375 | 13,259 | ||||||
Internet & Catalog Retail - 4.9% | ||||||||
Amazon.com, Inc. ‡ | 178,753 | 35,125 | ||||||
priceline.com, Inc. ‡^ | 10,618 | 5,808 | ||||||
Internet Software & Services - 5.6% | ||||||||
Baidu, Inc. ADR ‡ | 115,972 | 17,224 | ||||||
Google, Inc. - Class A ‡ | 36,222 | 19,709 | ||||||
Mail.ru Group, Ltd. - 144A GDR ‡ Ə | 107,075 | 3,243 | ||||||
Tencent Holdings, Ltd. | 250,770 | 7,168 | ||||||
IT Services - 6.0% | ||||||||
Cognizant Technology Solutions Corp. - Class A ‡ | 105,490 | 8,745 | ||||||
International Business Machines Corp. | 143,971 | 24,559 | ||||||
Mastercard, Inc. - Class A | 62,095 | 17,131 | ||||||
Life Sciences Tools & Services - 2.8% | ||||||||
Agilent Technologies, Inc. ‡ | 260,671 | 13,010 | ||||||
Illumina, Inc. ‡^ | 144,264 | 10,240 | ||||||
Machinery - 2.9% | ||||||||
Deere & Co. | 122,588 | 11,952 | ||||||
Ingersoll-Rand PLC ^ | 247,237 | 12,486 | ||||||
Media - 2.3% | ||||||||
Walt Disney Co. | 444,704 | 19,167 | ||||||
Oil, Gas & Consumable Fuels - 2.3% | ||||||||
Occidental Petroleum Corp. | 171,446 | 19,595 | ||||||
Personal Products - 1.2% | ||||||||
Estee Lauder Cos., Inc. - Class A | 105,312 | 10,215 | ||||||
Pharmaceuticals - 5.2% | ||||||||
Allergan, Inc. ^ | 150,979 | 12,012 | ||||||
Novo Nordisk A/S ADR | 65,985 | 8,406 | ||||||
Pfizer, Inc. | 455,083 | 9,539 | ||||||
Shire PLC ADR ^ | 148,838 | 13,872 | ||||||
Road & Rail - 1.1% | ||||||||
Union Pacific Corp. ^ | 86,892 | 8,991 | ||||||
Semiconductors & Semiconductor Equipment - 3.5% | ||||||||
Altera Corp. | 170,133 | 8,285 | ||||||
ARM Holdings PLC ADR ^ | 78,684 | 2,475 | ||||||
Atmel Corp. ‡^ | 319,214 | 4,884 | ||||||
Avago Technologies, Ltd. | 172,193 | 5,762 | ||||||
Broadcom Corp. - Class A ‡ | 238,163 | 8,379 | ||||||
Software - 8.2% | ||||||||
Oracle Corp. | 714,943 | 25,775 | ||||||
Red Hat, Inc. ‡ | 216,709 | 10,287 | ||||||
Salesforce.com, Inc. ‡^ | 112,079 | 15,534 | ||||||
Successfactors, Inc. ‡^ | 69,190 | 2,399 | ||||||
VMware, Inc. - Class A ‡^ | 147,105 | 14,038 | ||||||
Specialty Retail - 2.7% | ||||||||
Bed Bath & Beyond, Inc. ‡^ | 165,579 | 9,292 | ||||||
Tiffany & Co. ^ | 135,901 | 9,437 | ||||||
Urban Outfitters, Inc. ‡^ | 115,254 | 3,626 | ||||||
Textiles, Apparel & Luxury Goods - 5.9% | ||||||||
Burberry Group PLC | 302,711 | 6,569 | ||||||
Coach, Inc. | 176,136 | 10,535 | ||||||
LVMH Moet Hennessy Louis Vuitton SA ADR | 153,204 | 5,514 | ||||||
Nike, Inc. - Class B | 183,248 | 15,085 | ||||||
Polo Ralph Lauren Corp. - Class A | 99,835 | 13,055 | ||||||
Wireless Telecommunication Services - 1.3% | ||||||||
American Tower Corp. - Class A ‡ | 215,120 | 11,253 | ||||||
Total Common Stocks (cost $608,280) | 836,479 | |||||||
SECURITIES LENDING COLLATERAL - 18.1% | ||||||||
State Street Navigator Securities Lending Trust - Prime Portfolio, 0.24% ▲ | 151,859,480 | 151,859 | ||||||
Total Securities Lending Collateral (cost $151,859) |
Principal | Value | |||||||
REPURCHASE AGREEMENT - 0.4% | ||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $3,135 on 05/02/2011. Collateralized by a U.S. Government Obligation, zero coupon, due 05/19/2011, with a value of $3,200. | $ | 3,135 | 3,135 | |||||
Total Repurchase Agreement (cost $3,135) | ||||||||
Total Investment Securities (cost $763,274) # | 991,473 | |||||||
Other Assets and Liabilities - Net | (151,026 | ) | ||||||
Net Assets | $ | 840,447 | ||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 34
At April 30, 2011
(all amounts in thousands)
(unaudited)
NOTES TO SCHEDULE OF INVESTMENTS: | ||
Ù | All or a portion of this security is on loan. The value of all securities on loan is $148,505. | |
‡ | Non-income producing security. | |
Ə | 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 $3,243, or 0.39%, of the fund’s net assets. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $763,274. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $229,329 and $1,130, respectively. Net unrealized appreciation for tax purposes is $228,199. |
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 04/30/2011, these securities aggregated $3,243, or 0.39%, of the fund’s net assets. | |
ADR | American Depositary Receipt | |
GDR | Global Depositary Receipt |
Level 2 - | |||||||||||||||||
Other | Level 3 - | ||||||||||||||||
Level 1 - | Significant | Significant | |||||||||||||||
Quoted | Observable | Unobservable | Value at | ||||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | |||||||||||||
Common Stocks | $ | 768,230 | $ | 68,249 | $ | — | $ | 836,479 | |||||||||
Repurchase Agreement | — | 3,135 | — | 3,135 | |||||||||||||
Securities Lending Collateral | 151,859 | — | — | 151,859 | |||||||||||||
Total | $ | 920,089 | $ | 71,384 | $ | — | $ | 991,473 | |||||||||
Э | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 35
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
U.S. GOVERNMENT OBLIGATIONS - 21.3% | ||||||||
U.S. Treasury Bond | ||||||||
4.50%, 02/15/2036 | $ | 100 | $ | 102 | ||||
5.38%, 02/15/2031 ^ | 500 | 581 | ||||||
5.50%, 08/15/2028 | 800 | 941 | ||||||
6.00%, 02/15/2026 | 200 | 247 | ||||||
6.13%, 11/15/2027 | 350 | 439 | ||||||
6.25%, 05/15/2030 | 200 | 256 | ||||||
6.38%, 08/15/2027 | 50 | 64 | ||||||
6.50%, 11/15/2026 | 600 | 777 | ||||||
6.63%, 02/15/2027 | 150 | 197 | ||||||
6.75%, 08/15/2026 | 250 | 331 | ||||||
7.50%, 11/15/2016 | 12,450 | 15,935 | ||||||
8.13%, 08/15/2019 ^ | 9,783 | 13,560 | ||||||
8.50%, 02/15/2020 ^ | 50 | 71 | ||||||
8.75%, 05/15/2017 ^ | 1,190 | 1,533 | ||||||
8.75%, 05/15/2020 - 08/15/2020 | 3,100 | 4,589 | ||||||
8.88%, 08/15/2017 - 02/15/2019 ^ | 23,549 | 32,603 | ||||||
U.S. Treasury Inflation Indexed Bond | ||||||||
2.50%, 01/15/2029 | 1,030 | 1,197 | ||||||
U.S. Treasury Note | ||||||||
2.13%, 05/31/2015 | 3,000 | 3,067 | ||||||
2.13%, 12/31/2015 ^ | 4,535 | 4,595 | ||||||
2.38%, 02/28/2015 - 03/31/2016 | 3,300 | 3,373 | ||||||
2.63%, 04/30/2016 | 6,815 | 7,029 | ||||||
2.75%, 05/31/2017 | 4,170 | 4,254 | ||||||
2.88%, 03/31/2018 | 1,425 | 1,445 | ||||||
3.00%, 09/30/2016 | 1,000 | 1,044 | ||||||
3.13%, 10/31/2016 - 05/15/2019 | 32,427 | 33,646 | ||||||
3.25%, 12/31/2016 | 27,450 | 28,932 | ||||||
3.25%, 03/31/2017 ^ | 2,300 | 2,416 | ||||||
3.38%, 11/15/2019 | 6,500 | 6,660 | ||||||
3.88%, 05/15/2018 ^ | 3,330 | 3,591 | ||||||
4.13%, 05/15/2015 | 3,100 | 3,416 | ||||||
4.25%, 11/15/2017 ^ | 1,250 | 1,381 | ||||||
4.50%, 05/15/2017 ^ | 6,180 | 6,926 | ||||||
4.75%, 08/15/2017 | 7,630 | 8,662 | ||||||
U.S. Treasury STRIPS | ||||||||
0.96%, 02/15/2014 ^ ▲ | 4,500 | 4,380 | ||||||
1.11%, 05/15/2014 ^ ▲ | 5,400 | 5,220 | ||||||
1.22%, 08/15/2014 ▲ | 4,000 | 3,842 | ||||||
1.48%, 02/15/2015 ▲ | 5,100 | 4,821 | ||||||
2.09%, 05/15/2016 ▲ | 200 | 180 | ||||||
2.32%, 11/15/2016 ^ ▲ | 150 | 132 | ||||||
2.42%, 02/15/2017 ▲ | 3,960 | 3,445 | ||||||
2.61%, 08/15/2017 ▲ | 300 | 255 | ||||||
2.69%, 11/15/2017 ^ ▲ | 3,625 | 3,044 | ||||||
2.77%, 02/15/2018 ▲ | 2,100 | 1,741 | ||||||
2.91%, 08/15/2018 ^ ▲ | 550 | 445 | ||||||
3.13%, 05/15/2019 ▲ | 3,090 | 2,405 | ||||||
3.19%, 08/15/2019 ▲ | 2,550 | 1,959 | ||||||
3.43%, 05/15/2020 ^ ▲ | 7,400 | 5,437 | ||||||
3.50%, 08/15/2020 ▲ | 3,450 | 2,497 | ||||||
3.56%, 11/15/2020 ▲ | 700 | 500 | ||||||
3.73%, 08/15/2021 ^ ▲ | 400 | 273 | ||||||
3.84%, 02/15/2022 ▲ | 400 | 265 | ||||||
4.14%, 02/15/2024 ▲ | 75 | 44 | ||||||
4.17%, 05/15/2024 ▲ | 300 | 175 | ||||||
4.20%, 08/15/2024 ▲ | 475 | 273 | ||||||
4.24%, 11/15/2024 ▲ | 1,600 | 905 | ||||||
4.26%, 02/15/2025 ^ ▲ | 1,150 | 642 | ||||||
4.30%, 05/15/2025 ▲ | 700 | 385 | ||||||
4.31%, 08/15/2025 ▲ | 400 | 217 | ||||||
4.38%, 05/15/2026 ▲ | 600 | 312 | ||||||
4.45%, 02/15/2027 ▲ | 200 | 100 | ||||||
4.47%, 05/15/2027 ^ ▲ | 1,000 | 491 | ||||||
4.48%, 08/15/2027 ▲ | 100 | 48 | ||||||
4.50%, 11/15/2027 ▲ | 350 | 167 | ||||||
4.51%, 02/15/2028 ▲ | 1,250 | 589 | ||||||
4.53%, 05/15/2028 ^ ▲ | 100 | 47 | ||||||
4.54%, 08/15/2028 ▲ | 1,000 | 459 | ||||||
4.55%, 11/15/2028 ▲ | 2,000 | 906 | ||||||
4.56%, 02/15/2029 ▲ | 1,950 | 871 | ||||||
4.58%, 05/15/2029 ▲ | 100 | 44 | ||||||
4.58%, 08/15/2029 ^ ▲ | 500 | 218 | ||||||
4.61%, 02/15/2030 ▲ | 1,050 | 445 | ||||||
4.62%, 08/15/2030 ▲ | 250 | 103 | ||||||
4.66%, 11/15/2031 ▲ | 100 | 39 | ||||||
4.67%, 02/15/2032 ▲ | 50 | 19 | ||||||
4.78%, 05/15/2036 ▲ | 100 | 31 | ||||||
Total U.S. Government Obligations (cost $235,068) | 242,231 | |||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS - 44.3% | ||||||||
Fannie Mae | ||||||||
Zero Coupon, 07/05/2014 - 06/01/2017 | 4,800 | 4,463 | ||||||
0.41%, 10/27/2037 * | 1,600 | 1,589 | ||||||
0.43%, 02/25/2036 - 03/25/2045 * | 710 | 702 | ||||||
0.45%, 10/25/2046 * | 685 | 678 | ||||||
0.46%, 06/27/2036 * | 3,005 | 2,976 | ||||||
0.47%, 11/25/2046 * | 1,387 | 1,372 | ||||||
0.51%, 03/25/2036 * | 537 | 536 | ||||||
0.61%, 06/25/2037 - 05/25/2042 * | 1,340 | 1,335 | ||||||
0.66%, 07/25/2034 * | 744 | 738 | ||||||
1.00%, 05/25/2051 * | 2,000 | 2,158 | ||||||
2.60%, 05/01/2036 * | 665 | 698 | ||||||
3.03%, 03/01/2036 * | 1,367 | 1,430 | ||||||
3.29%, 03/01/2036 * | 542 | 569 | ||||||
3.50%, 12/25/2018 - 09/01/2020 | 4,985 | 5,072 | ||||||
3.52%, 01/01/2018 | 4,000 | 4,083 | ||||||
3.77%, 01/01/2021 | 1,500 | 1,493 | ||||||
3.80%, 03/01/2018 | 1,998 | 2,066 | ||||||
4.00%, 04/01/2020 - 12/25/2039 | 2,357 | 2,467 | ||||||
4.07%, 07/01/2020 | 1,800 | 1,853 | ||||||
4.37%, 04/01/2020 | 990 | 1,033 | ||||||
4.40%, 02/01/2020 | 2,000 | 2,095 | ||||||
4.50%, 12/25/2017 - 10/25/2039 | 11,293 | 12,039 | ||||||
4.53%, 12/01/2019 | 1,188 | 1,244 | ||||||
4.55%, 06/25/2043 | 397 | 420 | ||||||
4.75%, 09/25/2018 | 1,000 | 1,079 | ||||||
5.00%, 05/11/2017 ^ | 8,650 | 9,826 | ||||||
5.00%, 04/25/2016 - 08/01/2040 | 15,340 | 16,350 | ||||||
5.38%, 06/12/2017 ^ | 10,000 | 11,544 | ||||||
5.39%, 11/01/2037 * | 340 | 361 | ||||||
5.50%, 01/01/2018 - 10/25/2040 | 43,659 | 47,098 | ||||||
5.54%, 07/01/2037 * | 281 | 299 | ||||||
5.59%, 12/01/2036 * | 578 | 609 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 36
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS - (continued) | ||||||||
Fannie Mae (continued) | ||||||||
5.61%, 01/25/2032 * | $ | 303 | $ | 331 | ||||
5.68%, 11/01/2036 * | 164 | 173 | ||||||
5.71%, 04/01/2037 * | 105 | 111 | ||||||
5.74%, 08/01/2037 * | 428 | 454 | ||||||
5.75%, 08/25/2034 | 1,000 | 1,086 | ||||||
5.84%, 09/01/2036 - 12/01/2036 * | 407 | 430 | ||||||
5.85%, 11/01/2036 * | 677 | 714 | ||||||
5.92%, 04/01/2036 * | 546 | 584 | ||||||
5.93%, 07/01/2037 * | 265 | 280 | ||||||
5.94%, 09/01/2037 * | 322 | 346 | ||||||
5.95%, 06/25/2040 * | 772 | 842 | ||||||
5.96%, 02/01/2037 * | 172 | 183 | ||||||
5.97%, 09/01/2037 * | 32 | 34 | ||||||
6.00%, 03/01/2019 - 12/25/2049 | 38,256 | 42,045 | ||||||
6.08%, 06/01/2036 * | 396 | 414 | ||||||
6.11%, 07/01/2037 * | 293 | 312 | ||||||
6.14%, 02/25/2040 * | 939 | 1,050 | ||||||
6.15%, 11/01/2037 * | 332 | 351 | ||||||
6.24%, 08/01/2036 * | 137 | 148 | ||||||
6.25%, 09/25/2038 | 808 | 899 | ||||||
6.28%, 02/01/2037 * | 353 | 375 | ||||||
6.29%, 09/01/2036 * | 434 | 455 | ||||||
6.30%, 10/01/2036 * | 243 | 255 | ||||||
6.44%, 03/25/2040 * | 842 | 950 | ||||||
6.49%, 09/01/2036 * | 160 | 168 | ||||||
6.50%, 05/25/2017 - 07/25/2042 | 23,974 | 26,883 | ||||||
6.75%, 04/25/2037 | 875 | 948 | ||||||
7.00%, 12/25/2033 - 02/25/2044 | 5,791 | 6,598 | ||||||
7.26%, 12/25/2042 * | 267 | 307 | ||||||
7.50%, 05/17/2024 - 12/25/2045 | 4,212 | 4,910 | ||||||
8.00%, 02/25/2023 - 10/01/2031 | 2,927 | 3,422 | ||||||
8.66%, 11/25/2037 * | 1,409 | 1,686 | ||||||
12.23%, 03/25/2040 * | 1,380 | 1,510 | ||||||
15.77%, 01/25/2034 * | 167 | 190 | ||||||
16.34%, 08/25/2035 - 10/25/2035 * | 598 | 719 | ||||||
16.96%, 04/25/2040 * | 398 | 454 | ||||||
17.29%, 09/25/2024 * | 573 | 759 | ||||||
19.55%, 05/25/2035 * | 913 | 1,214 | ||||||
21.96%, 04/25/2037 * | 590 | 760 | ||||||
23.79%, 11/25/2035 * | 456 | 631 | ||||||
Fannie Mae, IO | ||||||||
0.64%, 10/25/2016 * | 980 | 13 | ||||||
3.00%, 01/25/2021 | 4,823 | 521 | ||||||
4.00%, 10/25/2014 | 2,734 | 228 | ||||||
4.23%, 11/25/2040 * | 4,877 | 496 | ||||||
4.77%, 04/25/2041 * | 4,815 | 405 | ||||||
4.79%, 07/25/2040 * | 5,700 | 728 | ||||||
5.00%, 07/25/2039 | 740 | 142 | ||||||
5.50%, 10/25/2039 | 1,714 | 328 | ||||||
5.69%, 10/25/2039 * | 1,177 | 130 | ||||||
5.79%, 02/25/2038 - 06/25/2039 * | 9,769 | 1,399 | ||||||
5.97%, 12/25/2039 * | 314 | 43 | ||||||
6.04%, 01/25/2040 * | 4,095 | 534 | ||||||
6.14%, 12/25/2037 * | 5,165 | 666 | ||||||
6.19%, 07/25/2037 - 05/25/2040 * | 8,443 | 1,187 | ||||||
6.21%, 04/25/2040 * | 2,163 | 287 | ||||||
6.24%, 10/25/2037 - 12/25/2037 * | 2,298 | 320 | ||||||
6.35%, 01/25/2038 * | 392 | 34 | ||||||
6.41%, 07/25/2037 * | 3,554 | 482 | ||||||
6.44%, 10/25/2026 - 03/25/2039 * | 6,880 | 1,030 | ||||||
6.78%, 03/25/2038 * | 1,316 | 191 | ||||||
6.89%, 02/25/2040 * | 1,625 | 233 | ||||||
Fannie Mae, PO | ||||||||
04/25/2019 - 07/25/2040 | 11,861 | 10,440 | ||||||
Fannie Mae STRIPS | ||||||||
4.14%, 11/15/2021 ▲ | 1,000 | 635 | ||||||
Fannie Mae STRIPS, PO | ||||||||
12/01/2024 | 944 | 814 | ||||||
Federal Farm Credit Bank | ||||||||
5.13%, 11/15/2018 | 2,000 | 2,265 | ||||||
Financing Corp. STRIPS | ||||||||
3.42%, 09/26/2019 ▲ | 500 | 371 | ||||||
Freddie Mac | ||||||||
0.47%, 08/15/2023 * | 1,229 | 1,228 | ||||||
0.52%, 04/15/2035 - 03/15/2036 * | 1,245 | 1,244 | ||||||
1.42%, 07/15/2039 * | 1,032 | 1,038 | ||||||
3.38%, 03/01/2036 * | 1,155 | 1,212 | ||||||
3.78%, 10/25/2037 * | 1,054 | 1,066 | ||||||
4.00%, 01/15/2018 | 642 | 676 | ||||||
4.25%, 10/15/2030 | 662 | 682 | ||||||
4.50%, 07/01/2014 - 07/15/2039 | 15,601 | 16,642 | ||||||
5.00%, 10/01/2018 - 08/01/2040 | 16,262 | 17,503 | ||||||
5.04%, 05/01/2037 * | 315 | 331 | ||||||
5.06%, 07/01/2036 * | 2,871 | 3,050 | ||||||
5.13%, 11/17/2017 | 19,930 | 22,710 | ||||||
5.16%, 11/01/2036 * | 1,139 | 1,203 | ||||||
5.23%, 05/25/2043 | 1,923 | 2,090 | ||||||
5.28%, 05/01/2038 * | 215 | 228 | ||||||
5.30%, 06/15/2012 | 602 | 627 | ||||||
5.50%, 08/23/2017 - 01/15/2039 | 25,925 | 28,472 | ||||||
5.60%, 04/01/2037 * | 134 | 143 | ||||||
5.67%, 06/01/2037 * | 398 | 427 | ||||||
5.73%, 05/01/2037 * | 953 | 1,009 | ||||||
5.75%, 10/15/2035 | 1,810 | 1,970 | ||||||
5.75%, 05/01/2037 * | 265 | 282 | ||||||
5.82%, 11/01/2036 * | 319 | 336 | ||||||
5.84%, 05/01/2036 * | 274 | 288 | ||||||
5.89%, 04/01/2037 * | 250 | 264 | ||||||
5.92%, 04/01/2037 * | 140 | 150 | ||||||
5.94%, 11/01/2036 - 03/01/2037 * | 639 | 677 | ||||||
6.00%, 05/01/2017 - 06/15/2038 | 19,407 | 21,350 | ||||||
6.05%, 10/01/2037 * | 356 | 372 | ||||||
6.08%, 05/01/2037 * | 257 | 273 | ||||||
6.16%, 12/01/2036 * | 685 | 720 | ||||||
6.22%, 09/01/2037 * | 311 | 331 | ||||||
6.25%, 10/15/2023 | 1,158 | 1,243 | ||||||
6.31%, 12/01/2036 * | 782 | 822 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 37
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS - (continued) | ||||||||
Freddie Mac (continued) | ||||||||
6.31%, 10/01/2036 * | $ | 363 | $ | 381 | ||||
6.34%, 10/01/2037 * | 729 | 782 | ||||||
6.41%, 02/01/2037 * | 327 | 351 | ||||||
6.50%, 02/15/2026 | 13,909 | 15,530 | ||||||
6.50%, 09/25/2043 * | 357 | 429 | ||||||
6.82%, 11/15/2021 * | 1,562 | 1,709 | ||||||
7.00%, 12/15/2036 - 07/25/2043 | 3,448 | 3,924 | ||||||
7.16%, 11/15/2046 * | 2,735 | 3,158 | ||||||
7.50%, 11/15/2036 - 09/25/2043 | 5,241 | 6,056 | ||||||
8.00%, 06/15/2035 * | 453 | 457 | ||||||
8.50%, 09/01/2015 | 144 | 155 | ||||||
8.67%, 11/15/2033 * | 38 | 37 | ||||||
8.71%, 11/15/2033 * | 375 | 378 | ||||||
8.82%, 10/15/2033 * | 243 | 241 | ||||||
9.23%, 12/15/2028 * | 219 | 224 | ||||||
10.00%, 03/17/2026 - 10/01/2030 | 1,425 | 1,670 | ||||||
11.00%, 02/17/2021 | 607 | 677 | ||||||
14.45%, 06/15/2033 * | 264 | 291 | ||||||
15.83%, 10/15/2033 * | 149 | 160 | ||||||
15.97%, 10/15/2033 * | 371 | 401 | ||||||
16.77%, 02/15/2040 * | 500 | 564 | ||||||
16.90%, 02/15/2038 * | 130 | 155 | ||||||
19.56%, 07/15/2035 * | 141 | 182 | ||||||
20.36%, 08/15/2031 * | 231 | 309 | ||||||
21.13%, 05/15/2035 * | 151 | 204 | ||||||
23.77%, 06/15/2035 * | 133 | 169 | ||||||
Freddie Mac, IO | ||||||||
3.50%, 09/15/2024 | 2,898 | 366 | ||||||
4.00%, 11/15/2029 - 10/15/2037 | 17,679 | 2,887 | ||||||
4.50%, 07/15/2037 | 4,852 | 876 | ||||||
4.53%, 01/15/2040 * | 4,806 | 377 | ||||||
5.00%, 04/15/2032 - 08/15/2040 | 4,590 | 671 | ||||||
5.50%, 07/15/2037 | 764 | 107 | ||||||
5.78%, 11/15/2037 - 10/15/2040 * | 5,808 | 882 | ||||||
5.83%, 05/15/2038 * | 3,992 | 475 | ||||||
5.88%, 05/15/2039 * | 3,004 | 415 | ||||||
6.03%, 12/15/2039 * | 3,196 | 441 | ||||||
6.12%, 12/15/2039 * | 2,142 | 388 | ||||||
6.18%, 01/15/2037 * | 1,481 | 213 | ||||||
6.23%, 11/15/2037 * | 230 | 33 | ||||||
6.48%, 01/15/2019 * | 1,515 | 107 | ||||||
6.58%, 09/15/2039 * | 1,403 | 209 | ||||||
7.48%, 08/15/2036 * | 6,321 | 1,037 | ||||||
Freddie Mac, PO | ||||||||
03/15/2019 - 10/15/2039 | 12,659 | 11,101 | ||||||
Freddie Mac Re-REMIC | ||||||||
6.00%, 05/15/2036 | 3,087 | 3,385 | ||||||
Ginnie Mae | ||||||||
0.42%, 04/16/2037 * | 233 | 232 | ||||||
5.50%, 05/16/2019 - 09/20/2039 | 6,406 | 6,949 | ||||||
5.75%, 02/20/2036 - 08/20/2036 | 3,686 | 3,992 | ||||||
5.86%, 10/20/2033 * | 858 | 955 | ||||||
6.00%, 04/20/2020 - 12/20/2039 | 3,956 | 4,336 | ||||||
6.50%, 04/20/2028 - 12/15/2035 | 4,650 | 5,191 | ||||||
7.00%, 09/15/2031 - 10/16/2040 | 3,702 | 4,244 | ||||||
7.00%, 09/20/2034 * | 83 | 85 | ||||||
7.42%, 03/17/2033 * | 323 | 320 | ||||||
7.50%, 12/20/2029 - 10/15/2037 | 1,931 | 2,232 | ||||||
8.79%, 04/20/2034 * | 430 | 471 | ||||||
14.31%, 11/17/2032 * | 146 | 163 | ||||||
16.88%, 02/20/2034 * | 73 | 93 | ||||||
Ginnie Mae, IO | ||||||||
4.00%, 09/16/2037 | 4,908 | 772 | ||||||
5.62%, 02/20/2038 * | 495 | 65 | ||||||
5.69%, 09/20/2038 * | 3,842 | 500 | ||||||
5.74%, 02/20/2039 - 06/20/2039 * | 1,754 | 227 | ||||||
5.79%, 02/20/2038 * | 4,671 | 641 | ||||||
5.83%, 02/20/2039 * | 585 | 68 | ||||||
5.83%, 08/16/2039 * | 3,445 | 445 | ||||||
5.88%, 09/20/2039 * | 3,469 | 420 | ||||||
5.88%, 07/16/2039 * | 3,669 | 502 | ||||||
5.89%, 11/20/2034 - 08/20/2039 * | 6,254 | 777 | ||||||
5.94%, 07/20/2038 * | 3,213 | 361 | ||||||
5.99%, 03/20/2037 - 06/20/2038 * | 7,661 | 949 | ||||||
6.09%, 03/20/2039 * | 641 | 72 | ||||||
6.18%, 06/16/2039 - 11/16/2039 * | 5,020 | 586 | ||||||
6.19%, 12/20/2038 * | 1,125 | 129 | ||||||
6.32%, 12/20/2037 * | 241 | 35 | ||||||
6.33%, 11/16/2033 * | 327 | 61 | ||||||
6.34%, 11/20/2037 * | 360 | 53 | ||||||
6.44%, 09/20/2033 * | 2,894 | 277 | ||||||
6.47%, 07/20/2037 * | 2,247 | 304 | ||||||
6.49%, 06/20/2037 * | 3,719 | 529 | ||||||
6.50%, 03/20/2039 | 327 | 59 | ||||||
7.09%, 12/20/2038 * | 2,595 | 380 | ||||||
7.39%, 09/20/2038 * | 301 | 48 | ||||||
7.48%, 04/16/2038 * | 175 | 24 | ||||||
Ginnie Mae, PO | ||||||||
12/20/2032 - 12/20/2040 | 5,098 | 4,446 | ||||||
Tennessee Valley Authority | ||||||||
4.63%, 09/15/2060 | 236 | 222 | ||||||
5.25%, 09/15/2039 | 40 | 42 | ||||||
Tennessee Valley Authority | ||||||||
Generic STRIPS, PO | ||||||||
2.78%, 05/01/2019 ▲ | 500 | 372 | ||||||
Total U.S. Government Agency Obligations (cost $494,449) | 504,030 | |||||||
FOREIGN GOVERNMENT OBLIGATIONS - 0.2% | ||||||||
Province of Manitoba Canada | ||||||||
2.13%, 04/22/2013 | 100 | 103 | ||||||
Province of Ontario Canada | ||||||||
2.70%, 06/16/2015 | 700 | 723 | ||||||
2.95%, 02/05/2015 ^ | 515 | 539 | ||||||
Province of Quebec Canada | ||||||||
6.35%, 01/30/2026 | 285 | 343 | ||||||
Total Foreign Government Obligations (cost $1,668) | 1,708 | |||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 38
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
MORTGAGE-BACKED SECURITIES - 11.3% | ||||||||
American General Mortgage Loan Trust | ||||||||
Series 2006-1, Class A5 | ||||||||
5.75%, 12/25/2035 - 144A * | $ | 397 | $ | 426 | ||||
Series 2009-1, Class A4 | ||||||||
5.75%, 09/25/2048 - 144A * | 1,650 | 1,684 | ||||||
Series 2009-1, Class A5 | ||||||||
5.75%, 09/25/2048 - 144A * | 1,100 | 1,118 | ||||||
Series 2009-1, Class A7 | ||||||||
5.75%, 09/25/2048 - 144A * | 1,900 | 1,933 | ||||||
Series 2010-1A, Class A1 | ||||||||
5.15%, 03/25/2058 - 144A * | 828 | 855 | ||||||
ASG Resecuritization Trust | ||||||||
Series 2009-1, Class A60 | ||||||||
5.35%, 06/26/2037 - 144A * | 201 | 204 | ||||||
Series 2009-2, Class A55 | ||||||||
5.40%, 05/24/2036 - 144A * | 345 | 353 | ||||||
Series 2009-2, Class G60 | ||||||||
5.40%, 05/24/2036 - 144A * | 400 | 403 | ||||||
Series 2009-3, Class A65 | ||||||||
5.37%, 03/26/2037 - 144A * | 1,575 | 1,583 | ||||||
Series 2009-4, Class A60 | ||||||||
6.00%, 06/28/2037 - 144A | 277 | 289 | ||||||
Series 2010-3, Class 2A22 | ||||||||
0.42%, 10/28/2036 - 144A * | 1,042 | 1,025 | ||||||
Series 2010-4, Class 2A20 | ||||||||
0.38%, 11/28/2036 - 144A * | 640 | 632 | ||||||
Banc of America Alternative Loan Trust | ||||||||
Series 2003-7, Class 2A4 | ||||||||
5.00%, 09/25/2018 | 570 | 582 | ||||||
Series 2003-9, Class 1CB2 | ||||||||
5.50%, 11/25/2033 | 280 | 287 | ||||||
Series 2003-11, Class 1A1 | ||||||||
6.00%, 01/25/2034 | 187 | 187 | ||||||
Series 2003-11, Class 2A1 | ||||||||
6.00%, 01/25/2034 | 237 | 237 | ||||||
Series 2004-1, Class 1A1 | ||||||||
6.00%, 02/25/2034 | 740 | 778 | ||||||
Series 2004-1, Class 5A1 | ||||||||
5.50%, 02/25/2019 | 112 | 113 | ||||||
Series 2004-6, Class 3A2 | ||||||||
6.00%, 07/25/2034 | 303 | 310 | ||||||
Series 2004-8, Class 3A1 | ||||||||
5.50%, 09/25/2019 | 141 | 144 | ||||||
Banc of America Commercial Mortgage, Inc. | ||||||||
Series 2005-3, Class A4 | ||||||||
4.67%, 07/10/2043 | 300 | 320 | ||||||
Series 2005-3, Class AM | ||||||||
4.73%, 07/10/2043 | 800 | 831 | ||||||
Series 2005-5, Class A4 | ||||||||
5.12%, 10/10/2045 * | 200 | 217 | ||||||
Series 2006-3, Class A4 | ||||||||
5.89%, 07/10/2044 * | 600 | 663 | ||||||
Series 2006-4, Class A4 | ||||||||
5.63%, 07/10/2046 | 500 | 551 | ||||||
Series 2006-5, Class A4 | ||||||||
5.41%, 09/10/2047 | 150 | 163 | ||||||
Banc of America Funding Corp. | ||||||||
Series 2004-3, Class 1A1 | ||||||||
5.50%, 10/25/2034 | 829 | 852 | ||||||
Series 2004-3, Class 1A7 | ||||||||
5.50%, 10/25/2034 | 59 | 59 | ||||||
Series 2004-C, Class 1A1 | ||||||||
5.02%, 12/20/2034 * | 273 | 276 | ||||||
Series 2010-R4, Class 5A1 | ||||||||
0.40%, 07/26/2036 - 144A * | 423 | 409 | ||||||
Series 2010-R5, Class 5A6 | ||||||||
0.55%, 05/26/2037 - 144A * | 2,355 | 2,324 | ||||||
Series 2010-R7, Class A1 | ||||||||
0.43%, 06/25/2046 - 144A § * | 628 | 620 | ||||||
Series 2010-R11A, Class 1A6 | ||||||||
5.44%, 08/26/2035 - 144A * | 1,047 | 1,098 | ||||||
Banc of America Mortgage Securities, Inc. | ||||||||
Series 2003-3, Class 1A7 | ||||||||
5.50%, 05/25/2033 | 1,000 | 1,023 | ||||||
Series 2003-3, Class 2A1 | ||||||||
0.76%, 05/25/2018 * | 154 | 148 | ||||||
Series 2003-6, Class 2A1 | ||||||||
0.66%, 08/25/2018 * | 264 | 254 | ||||||
Series 2003-C, Class 3A1 | ||||||||
2.87%, 04/25/2033 * | 379 | 382 | ||||||
Series 2003-E, Class 2A2 | ||||||||
2.88%, 06/25/2033 * | 555 | 532 | ||||||
Series 2004-3, Class 1A23 | ||||||||
4.50%, 04/25/2034 | 16 | 16 | ||||||
Series 2004-3, Class 1A26 | ||||||||
5.50%, 04/25/2034 | 1,300 | 1,334 | ||||||
Series 2004-3, Class 3A1 | ||||||||
5.00%, 04/25/2019 | 222 | 226 | ||||||
Series 2004-5, Class 4A1 | ||||||||
4.75%, 06/25/2019 | 168 | 173 | ||||||
Series 2004-C, Class 2A2 | ||||||||
2.89%, 04/25/2034 * | 1,131 | 1,101 | ||||||
BCAP LLC Trust | ||||||||
Series 2009-RR5, Class 8A1 | ||||||||
5.50%, 11/26/2034 - 144A | 704 | 721 | ||||||
Series 2009-RR10, Class 17A1 | ||||||||
5.75%, 06/26/2037 - 144A | 232 | 232 | ||||||
Series 2009-RR13, Class 17A2 | ||||||||
5.50%, 04/26/2037 - 144A * | 803 | 837 | ||||||
Series 2009-RR14, Class 3A2 | ||||||||
2.88%, 08/26/2035 - 144A * | 500 | 472 | ||||||
Series 2010-RR5, Class 2A5 | ||||||||
5.19%, 04/26/2037 - 144A * | 953 | 970 | ||||||
Series 2010-RR6, Class 22A3 | ||||||||
5.27%, 06/26/2036 - 144A * | 878 | 910 | ||||||
Series 2010-RR6, Class 5A1 | ||||||||
5.50%, 11/26/2037 - 144A * | 571 | 577 | ||||||
Series 2010-RR7, Class 1A5 | ||||||||
5.03%, 04/26/2035 - 144A * | 1,545 | 1,560 | ||||||
Series 2010-RR7, Class 15A1 | ||||||||
1.05%, 01/26/2036 - 144A * | 715 | 692 | ||||||
Series 2010-RR7, Class 16A1 | ||||||||
1.01%, 02/26/2047 - 144A * | 822 | 799 | ||||||
Series 2010-RR7, Class 2A1 | ||||||||
5.11%, 07/26/2045 - 144A * | 2,025 | 2,038 | ||||||
Series 2010-RR8, Class 3A3 | ||||||||
5.08%, 05/26/2035 - 144A * | 704 | 719 | ||||||
Series 2010-RR12, Class 2A5 | ||||||||
4.50%, 01/26/2036 - 144A * | 942 | 963 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 39
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
MORTGAGE-BACKED SECURITIES - (continued) | ||||||||
Bear Stearns Adjustable Rate Mortgage Trust | ||||||||
Series 2003-4, Class 3A1 | ||||||||
5.01%, 07/25/2033 * | $ | 272 | $ | 276 | ||||
Series 2004-2, Class 14A | ||||||||
5.14%, 05/25/2034 * | 392 | 405 | ||||||
Series 2005-5, Class A1 | ||||||||
2.34%, 08/25/2035 * | 439 | 422 | ||||||
Bear Stearns Alt-A Trust | ||||||||
Series 2005-2, Class 1A1 | ||||||||
0.71%, 03/25/2035 * | 519 | 444 | ||||||
Bear Stearns Commercial Mortgage Securities | ||||||||
Series 2006-PW11, Class A4 | ||||||||
5.62%, 03/11/2039 * | 200 | 221 | ||||||
Chase Mortgage Finance Corp. | ||||||||
Series 2003-S2, Class A1 | ||||||||
5.00%, 03/25/2018 | 392 | 403 | ||||||
Series 2007-A1, Class 2A1 | ||||||||
2.89%, 02/25/2037 * | 782 | 783 | ||||||
Series 2007-A1, Class 7A1 | ||||||||
2.92%, 02/25/2037 * | 676 | 668 | ||||||
Series 2007-A1, Class 9A1 | ||||||||
3.49%, 02/25/2037 * | 297 | 300 | ||||||
Series 2007-A2, Class 1A1 | ||||||||
2.85%, 07/25/2037 * | 154 | 146 | ||||||
Chase Mortgage Finance Corp., PO | ||||||||
Series 2003-S9, Class AP | ||||||||
10/25/2018 | 114 | 99 | ||||||
Citicorp Mortgage Securities, Inc. | ||||||||
Series 2003-6, Class 1A2 | ||||||||
4.50%, 05/25/2033 | 96 | 97 | ||||||
Series 2004-4, Class A4 | ||||||||
5.50%, 06/25/2034 | 956 | 998 | ||||||
Citigroup Commercial Mortgage Trust | ||||||||
Series 2005-C3, Class AM | ||||||||
4.83%, 05/15/2043 * | 440 | 458 | ||||||
Citigroup Mortgage Loan Trust, Inc. | ||||||||
Series 2003-1, Class 3A4 | ||||||||
5.25%, 09/25/2033 | 827 | 868 | ||||||
Series 2005-2, Class 2A11 | ||||||||
5.50%, 05/25/2035 | 502 | 500 | ||||||
Series 2008-AR4, Class 1A1A | ||||||||
5.31%, 11/25/2038 * | 1,398 | 1,407 | ||||||
Series 2009-10, Class 1A1 | ||||||||
2.72%, 09/25/2033 - 144A * | 1,174 | 1,166 | ||||||
Series 2009-11, Class 3A1 | ||||||||
5.75%, 05/25/2037 - 144A * | 1,000 | 1,020 | ||||||
Series 2010-7, Class 10A1 | ||||||||
2.74%, 02/25/2035 - 144A * | 519 | 493 | ||||||
Commercial Mortgage Asset Trust | ||||||||
Series 1999-C1, Class D | ||||||||
7.35%, 01/17/2032 * | 1,000 | 1,086 | ||||||
Countrywide Alternative Loan Trust, PO | ||||||||
Series 2002-7 | ||||||||
08/25/2032 | 157 | 110 | ||||||
Countrywide Home Loan Mortgage Pass-Through Trust | ||||||||
Series 2003-34, Class A6 | ||||||||
5.25%, 09/25/2033 | 157 | 159 | ||||||
Series 2003-39, Class A6 | ||||||||
5.00%, 10/25/2033 | 730 | 717 | ||||||
Series 2003-J13, Class 1A7 | ||||||||
5.25%, 01/25/2034 | 1,468 | 1,522 | ||||||
Series 2004-5, Class 1A4 | ||||||||
5.50%, 06/25/2034 | 1,006 | 1,049 | ||||||
Series 2004-8, Class 2A1 | ||||||||
4.50%, 06/25/2019 | 148 | 152 | ||||||
Series 2004-J4, Class 2A1 | ||||||||
5.00%, 05/25/2019 | 281 | 289 | ||||||
Credit Suisse First Boston Mortgage Securities Corp. | ||||||||
Series 2003-27, Class 5A3 | ||||||||
5.25%, 11/25/2033 | 734 | 767 | ||||||
Series 2003-27, Class 5A4 | ||||||||
5.25%, 11/25/2033 | 713 | 739 | ||||||
Series 2003-29, Class 5A1 | ||||||||
7.00%, 12/25/2033 | 313 | 334 | ||||||
Series 2003-29, Class 8A1 | ||||||||
6.00%, 11/25/2018 | 152 | 156 | ||||||
Series 2003-AR15, Class 3A1 | ||||||||
2.75%, 06/25/2033 * | 453 | 446 | ||||||
Series 2004-4, Class 2A4 | ||||||||
5.50%, 09/25/2034 | 920 | 973 | ||||||
Series 2004-5, Class 3A1 | ||||||||
5.25%, 08/25/2019 | 656 | 670 | ||||||
Series 2004-8, Class 1A4 | ||||||||
5.50%, 12/25/2034 | 859 | 901 | ||||||
Series 2004-8, Class 3A5 | ||||||||
5.50%, 12/25/2034 | 661 | 671 | ||||||
Series 2005-C3, Class AM | ||||||||
4.73%, 07/15/2037 | 400 | 418 | ||||||
Credit Suisse Mortgage Capital Certificates | ||||||||
Series 2006-C2, Class A3 | ||||||||
5.85%, 03/15/2039 * | 600 | 658 | ||||||
Series 2009-3R, Class 19A3 | ||||||||
6.00%, 01/27/2038 - 144A | 499 | 520 | ||||||
Series 2010-1R, Class 5A1 | ||||||||
5.00%, 01/27/2036 - 144A * | 843 | 879 | ||||||
Series 2010-11R, Class A1 | ||||||||
1.26%, 06/28/2047 - 144A * | 872 | 862 | ||||||
Series 2010-12R, Class 14A1 | ||||||||
4.50%, 09/26/2046 - 144A * | 717 | 709 | ||||||
Series 2010-15R, Class 7A1 | ||||||||
5.34%, 10/26/2037 - 144A * | 480 | 484 | ||||||
Series 2010-16, Class A3 | ||||||||
4.25%, 06/25/2050 - 144A * | 400 | 382 | ||||||
Series 2010-17R, Class 1A1 | ||||||||
2.63%, 06/26/2036 - 144A * | 452 | 442 | ||||||
Series 2011-1R, Class A1 | ||||||||
1.25%, 02/27/2047 - 144A * | 1,846 | 1,826 | ||||||
CW Capital Cobalt, Ltd. | ||||||||
Series 2006-C1, Class A4 | ||||||||
5.22%, 08/15/2048 | 600 | 642 | ||||||
CW Capital Cobalt, Ltd., IO | ||||||||
Series 2006-C1 | ||||||||
0.93%, 08/15/2048 * | 13,498 | 384 | ||||||
Deutsche ALT-A Securities, Inc., Alternate Loan Trust | ||||||||
Series 2005-1, Class 2A1 | ||||||||
5.59%, 02/25/2020 * | 348 | 353 | ||||||
Deutsche Mortgage Securities, Inc. | ||||||||
Series 2010-RS2, Class A1 | ||||||||
1.50%, 06/28/2047 - 144A * | 692 | 691 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 40
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
MORTGAGE-BACKED SECURITIES - (continued) | ||||||||
FDIC Structured Sale Guaranteed Notes | ||||||||
Series 2010-C1, Class A | ||||||||
2.98%, 12/06/2020 - 144A | $ | 1,422 | $ | 1,434 | ||||
First Horizon Asset Securities, Inc. | ||||||||
Series 2003-8, Class 2A1 | ||||||||
4.50%, 09/25/2018 | 219 | 223 | ||||||
GMAC Mortgage Corp., Loan Trust | ||||||||
Series 2003-AR1, Class A4 | ||||||||
3.40%, 10/19/2033 * | 256 | 254 | ||||||
Series 2003-AR2, Class 2A4 | ||||||||
3.26%, 12/19/2033 * | 1,487 | 1,445 | ||||||
Series 2004-J2, Class A2 | ||||||||
0.71%, 06/25/2034 * | 139 | 137 | ||||||
Series 2004-J5, Class A7 | ||||||||
6.50%, 01/25/2035 | 534 | 554 | ||||||
Series 2004-J6, Class 1A1 | ||||||||
5.00%, 01/25/2020 | 313 | 318 | ||||||
Series 2010-1, Class A | ||||||||
4.25%, 07/25/2040 - 144A | 227 | 229 | ||||||
Greenwich Capital Commercial Funding Corp. | ||||||||
Series 2005-GG3, Class AJ | ||||||||
4.86%, 08/10/2042 * | 220 | 229 | ||||||
GS Mortgage Securities Corp. II | ||||||||
Series 2004-GG2, Class A6 | ||||||||
5.40%, 08/10/2038 * | 1,000 | 1,085 | ||||||
GS Mortgage Securities Corp. II, IO | ||||||||
Series 2006-GG8, Class X | ||||||||
0.86%, 11/10/2039 - 144A * | 13,062 | 293 | ||||||
GSR Mortgage Loan Trust | ||||||||
Series 2003-7F, Class 1A4 | ||||||||
5.25%, 06/25/2033 | 1,494 | 1,468 | ||||||
Series 2004-8F, Class 2A3 | ||||||||
6.00%, 09/25/2034 | 680 | 714 | ||||||
Series 2005-5F, Class 2A3 | ||||||||
5.50%, 06/25/2035 | 315 | 316 | ||||||
Series 2005-5F, Class 8A3 | ||||||||
0.71%, 06/25/2035 * | 439 | 429 | ||||||
Impac Secured Assets CMN Owner Trust | ||||||||
Series 2003-2, Class A1 | ||||||||
5.50%, 08/25/2033 | 158 | 164 | ||||||
Series 2006-2, Class 2A1 | ||||||||
0.56%, 08/25/2036 * | 731 | 652 | ||||||
JP Morgan Re-REMIC | ||||||||
Series 2009-6, Class 4A1 | ||||||||
5.98%, 09/26/2036 - 144A * | 568 | 588 | ||||||
Series 2010-4, Class 7A1 | ||||||||
4.29%, 08/26/2035 - 144A * | 676 | 675 | ||||||
JPMorgan Chase Commercial Mortgage Securities Corp. | ||||||||
Series 2005-CB13, Class A4 | ||||||||
5.46%, 01/12/2043 * | 385 | 417 | ||||||
JPMorgan Chase Commercial Mortgage | ||||||||
Securities Corp., IO | ||||||||
Series 2006-CB15, Class X1 | ||||||||
0.11%, 06/12/2043 * | 56,620 | 406 | ||||||
JPMorgan Mortgage Trust | ||||||||
Series 2004-A3, Class 4A1 | ||||||||
4.26%, 07/25/2034 * | 188 | 189 | ||||||
Series 2004-A4, Class 1A1 | ||||||||
4.54%, 09/25/2034 * | 270 | 273 | ||||||
Series 2004-S1, Class 1A7 | ||||||||
5.00%, 09/25/2034 | 124 | 128 | ||||||
Series 2005-A1, Class 3A4 | ||||||||
5.02%, 02/25/2035 * | 688 | 669 | ||||||
Series 2005-A1, Class 5A1 | ||||||||
4.48%, 02/25/2035 * | 300 | 305 | ||||||
Series 2006-A2, Class 4A1 | ||||||||
2.93%, 08/25/2034 * | 620 | 611 | ||||||
Series 2006-A3, Class 6A1 | ||||||||
2.99%, 08/25/2034 * | 169 | 155 | ||||||
LB-UBS Commercial Mortgage Trust | ||||||||
Series 2006-C1, Class A4 | ||||||||
5.16%, 02/15/2031 | 150 | 163 | ||||||
Series 2006-C4, Class A4 | ||||||||
6.08%, 06/15/2038 * | 400 | 448 | ||||||
LB-UBS Commercial Mortgage Trust, IO | ||||||||
Series 2006-C1, Class XCL | ||||||||
0.16%, 02/15/2041 - 144A * | 26,439 | 266 | ||||||
LVII Resecuritization Trust | ||||||||
Series 2009-1, Class A1 | ||||||||
5.95%, 11/27/2037 - 144A * | 65 | 67 | ||||||
Series 2009-2, Class A3 | ||||||||
3.00%, 09/27/2037 - 144A * | 385 | 384 | ||||||
Series 2009-2, Class A4 | ||||||||
3.00%, 09/27/2037 - 144A * | 1,000 | 1,000 | ||||||
MASTR Adjustable Rate Mortgages Trust | ||||||||
Series 2004-13, Class 3A6 | ||||||||
2.90%, 11/21/2034 * | 166 | 166 | ||||||
MASTR Alternative Loans Trust | ||||||||
Series 2003-9, Class 2A1 | ||||||||
6.00%, 12/25/2033 | 245 | 246 | ||||||
MASTR Asset Securitization Trust | ||||||||
Series 2003-2, Class 1A1 | ||||||||
5.00%, 03/25/2018 | 179 | 182 | ||||||
Series 2003-3, Class 3A18 | ||||||||
5.50%, 04/25/2033 | 500 | 524 | ||||||
Series 2003-7, Class 4A1 | ||||||||
4.25%, 09/25/2033 | 44 | 44 | ||||||
Series 2004-P7, Class A6 | ||||||||
5.50%, 12/27/2033 - 144A | 782 | 829 | ||||||
MASTR Resecuritization Trust, PO | ||||||||
Series 2005, Class 3 | ||||||||
05/28/2035 - 144A | 333 | 216 | ||||||
Merrill Lynch Mortgage Investors, Inc. | ||||||||
Series 2003-A4, Class 2A | ||||||||
2.84%, 07/25/2033 * | 233 | 237 | ||||||
Series 2003-A5, Class 2A6 | ||||||||
2.52%, 08/25/2033 * | 222 | 211 | ||||||
Series 2004-A4, Class A2 | ||||||||
2.75%, 08/25/2034 * | 348 | 346 | ||||||
Merrill Lynch Mortgage Trust | ||||||||
Series 2005-LC1, Class AJ | ||||||||
5.51%, 01/12/2044 * | 500 | 505 | ||||||
Series 2006-C1, Class A4 | ||||||||
5.85%, 05/12/2039 * | 730 | 809 | ||||||
MLCC Mortgage Investors, Inc. | ||||||||
Series 2004-D, Class A2 | ||||||||
0.83%, 08/25/2029 * | 494 | 463 | ||||||
Morgan Stanley Capital I | ||||||||
Series 2006-T21, Class A4 | ||||||||
5.16%, 10/12/2052 * | 200 | 217 | ||||||
Series 2007-T27, Class A4 | ||||||||
5.79%, 06/11/2042 * | 200 | 223 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 41
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
MORTGAGE-BACKED SECURITIES - (continued) | ||||||||
Morgan Stanley Mortgage Loan Trust | ||||||||
Series 2004-3, Class 4A | ||||||||
5.65%, 04/25/2034 * | $ | 813 | $ | 826 | ||||
Morgan Stanley Re-REMIC Trust | ||||||||
Series 2009-IO, Class A1 | ||||||||
3.00%, 07/17/2056 | 520 | 521 | ||||||
Series 2010-HQ4B, Class A7A | ||||||||
4.97%, 04/16/2040 - 144A | 1,400 | 1,494 | ||||||
NCUA Guaranteed Notes | ||||||||
Series 2010-C1, Class APT | ||||||||
2.65%, 10/29/2020 | 3,108 | 3,100 | ||||||
Series 2010-R3, Class 1A | ||||||||
0.76%, 12/08/2020 * | 966 | 971 | ||||||
Series 2010-R3, Class 3A | ||||||||
2.40%, 12/08/2020 | 525 | 512 | ||||||
Prime Mortgage Trust | ||||||||
Series 2004-CL1, Class 1A1 | ||||||||
6.00%, 02/25/2034 | 339 | 357 | ||||||
Prime Mortgage Trust, PO | ||||||||
Series 2004-CL1, Class 1 | ||||||||
02/25/2034 | 33 | 25 | ||||||
RBSSP Resecuritization Trust | ||||||||
Series 2009-1, Class 1A1 | ||||||||
6.50%, 02/26/2036 - 144A | 679 | 717 | ||||||
Series 2010-4, Class 12A1 | ||||||||
4.50%, 03/26/2021 - 144A | 729 | 744 | ||||||
Series 2010-9, Class 7A5 | ||||||||
4.00%, 05/26/2037 - 144A * | 1,000 | 967 | ||||||
Residential Accredit Loans, Inc. | ||||||||
Series 2003-QS1, Class A6 | ||||||||
4.25%, 01/25/2033 | 210 | 211 | ||||||
Series 2003-QS13, Class A5 | ||||||||
0.86%, 07/25/2033 * | 552 | 490 | ||||||
Series 2003-QS15, Class A7 | ||||||||
5.50%, 08/25/2033 | 1,218 | 1,199 | ||||||
Series 2003-QS18, Class A1 | ||||||||
5.00%, 09/25/2018 | 207 | 214 | ||||||
Series 2004-QS7, Class A4 | ||||||||
5.50%, 05/25/2034 | 365 | 320 | ||||||
Residential Asset Mortgage Products, Inc. | ||||||||
Series 2004-SL2, Class A3 | ||||||||
7.00%, 10/25/2031 | 572 | 599 | ||||||
Residential Asset Securitization Trust | ||||||||
Series 2002-A13, Class A4 | ||||||||
5.25%, 12/25/2017 | 137 | 139 | ||||||
Residential Funding Mortgage Securities I | ||||||||
Series 2003-S4, Class A4 | ||||||||
5.75%, 03/25/2033 | 937 | 987 | ||||||
Series 2003-S20, Class 2A1 | ||||||||
4.75%, 12/25/2018 | 184 | 187 | ||||||
Salomon Brothers Mortgage Securities VII, Inc. | ||||||||
Series 2003-HYB1, Class A | ||||||||
3.22%, 09/25/2033 * | 692 | 690 | ||||||
Series 2003-UP1, Class A | ||||||||
3.95%, 04/25/2032 - 144A * | 67 | 58 | ||||||
Sequoia Mortgage Trust | ||||||||
Series 2004-12, Class A3 | ||||||||
0.78%, 01/20/2035 * | 502 | 431 | ||||||
Station Place Securitization Trust | ||||||||
Series 2010-1, Class A | ||||||||
1.25%, 12/20/2042 - 144A * | 1,500 | 1,500 | ||||||
Structured Asset Mortgage Investments, Inc. | ||||||||
Series 2004-AR5, Class 1A1 | ||||||||
0.54%, 10/19/2034 * | 193 | 175 | ||||||
Structured Asset Securities Corp. | ||||||||
Series 2003-16, Class A3 | ||||||||
0.71%, 06/25/2033 * | 194 | 187 | ||||||
Series 2003-32, Class 1A1 | ||||||||
5.21%, 11/25/2033 * | 251 | 261 | ||||||
Series 2003-33H, Class 1A1 | ||||||||
5.50%, 10/25/2033 | 220 | 224 | ||||||
Series 2003-35, Class 3A1 | ||||||||
0.71%, 12/25/2033 * | 719 | 687 | ||||||
Series 2003-37A, Class 2A | ||||||||
5.02%, 12/25/2033 * | 366 | 376 | ||||||
Series 2004-4XS, Class 1A5 | ||||||||
5.49%, 02/25/2034 * | 770 | 781 | ||||||
Series 2004-5H, Class A4 | ||||||||
5.54%, 12/25/2033 | 1,000 | 990 | ||||||
Thornburg Mortgage Securities Trust | ||||||||
Series 2004-1, Class II2A | ||||||||
1.77%, 03/25/2044 * | 263 | �� | 243 | |||||
TIAA Seasoned Commercial Mortgage Trust | ||||||||
Series 2007-C4, Class A3 | ||||||||
5.98%, 08/15/2039 * | 650 | 713 | ||||||
Vendee Mortgage Trust | ||||||||
Series 1993-1, Class ZB | ||||||||
7.25%, 02/15/2023 | 477 | 546 | ||||||
Series 1998-2, Class 1G | ||||||||
6.75%, 06/15/2028 | 825 | 944 | ||||||
WaMu Mortgage Pass-Through Certificates | ||||||||
Series 2003-AR6, Class A1 | ||||||||
2.69%, 06/25/2033 * | 236 | 232 | ||||||
Series 2003-AR7, Class A7 | ||||||||
2.67%, 08/25/2033 * | 456 | 452 | ||||||
Series 2003-AR8, Class A | ||||||||
2.72%, 08/25/2033 * | 153 | 153 | ||||||
Series 2003-AR9, Class 1A6 | ||||||||
2.72%, 09/25/2033 * | 778 | 762 | ||||||
Series 2003-S4, Class 2A10 | ||||||||
16.88%, 06/25/2033 * | 60 | 67 | ||||||
Series 2003-S8, Class A4 | ||||||||
4.50%, 09/25/2018 | 363 | 367 | ||||||
Series 2003-S9, Class A8 | ||||||||
5.25%, 10/25/2033 | 592 | 618 | ||||||
Series 2004-AR3, Class A1 | ||||||||
2.65%, 06/25/2034 * | 103 | 102 | ||||||
Series 2004-AR3, Class A2 | ||||||||
2.65%, 06/25/2034 * | 1,061 | 1,053 | ||||||
Series 2004-CB2, Class 7A | ||||||||
5.50%, 08/25/2019 | 251 | 262 | ||||||
Series 2004-CB3, Class 4A | ||||||||
6.00%, 10/25/2019 | 682 | 707 | ||||||
Series 2004-S1, Class 1A3 | ||||||||
0.61%, 03/25/2034 * | 256 | 248 | ||||||
Series 2004-S2, Class 2A4 | ||||||||
5.50%, 06/25/2034 | 585 | 584 | ||||||
Washington Mutual MSC Mortgage Pass-Through Certificates | ||||||||
Series 2003-MS2, Class 1A1 | ||||||||
5.75%, 02/25/2033 | 709 | 739 | ||||||
Series 2004-RA2, Class 2A | ||||||||
7.00%, 07/25/2033 | 222 | 226 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 42
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
MORTGAGE-BACKED SECURITIES - (continued) | ||||||||
Wells Fargo Mortgage Backed Securities Trust | ||||||||
Series 2003-15, Class 1A1 | ||||||||
4.75%, 12/25/2018 | $ | 284 | $ | 293 | ||||
Series 2003-J, Class 2A5 | ||||||||
4.42%, 10/25/2033 * | 37 | 38 | ||||||
Series 2003-K, Class 1A1 | ||||||||
4.45%, 11/25/2033 * | 102 | 102 | ||||||
Series 2004-4, Class A9 | ||||||||
5.50%, 05/25/2034 | 765 | 803 | ||||||
Series 2004-7, Class 2A2 | ||||||||
5.00%, 07/25/2019 | 421 | 434 | ||||||
Series 2004-E, Class A8 | ||||||||
4.87%, 05/25/2034 * | 160 | 160 | ||||||
Series 2004-EE, Class 2A1 | ||||||||
2.85%, 12/25/2034 * | 589 | 571 | ||||||
Series 2004-EE, Class 2A2 | ||||||||
2.85%, 12/25/2034 * | 147 | 148 | ||||||
Series 2004-EE, Class 3A1 | ||||||||
2.95%, 12/25/2034 * | 138 | 136 | ||||||
Series 2004-EE, Class 3A2 | ||||||||
2.95%, 12/25/2034 * | 207 | 208 | ||||||
Series 2004-I, Class 1A1 | ||||||||
2.88%, 07/25/2034 * | 177 | 172 | ||||||
Series 2004-U, Class A1 | ||||||||
2.90%, 10/25/2034 * | 1,831 | 1,812 | ||||||
Series 2004-V, Class 1A1 | ||||||||
2.86%, 10/25/2034 * | 353 | 354 | ||||||
Series 2004-V, Class 1A2 | ||||||||
2.86%, 10/25/2034 * | 158 | 159 | ||||||
Series 2004-W, Class A9 | ||||||||
2.76%, 11/25/2034 * | 457 | 451 | ||||||
Series 2005-1, Class 2A1 | ||||||||
5.00%, 01/25/2020 | 421 | 433 | ||||||
Series 2005-13, Class A1 | ||||||||
5.00%, 11/25/2020 | 293 | 306 | ||||||
Series 2005-AR8, Class 2A1 | ||||||||
2.83%, 06/25/2035 * | 262 | 258 | ||||||
Total Mortgage-Backed Securities (cost $126,014) | 128,072 | |||||||
ASSET-BACKED SECURITIES - 2.7% | ||||||||
AH Mortgage Advance Trust | ||||||||
Series 2010-ADV1, Class A1 | ||||||||
3.97%, 08/15/2022 - 144A | 530 | 535 | ||||||
Series 2010-ADV2, Class A1 | ||||||||
4.21%, 05/10/2041 - 144A | 1,134 | 1,138 | ||||||
Ally Auto Receivables Trust | ||||||||
Series 2009-A, Class A3 | ||||||||
2.33%, 06/17/2013 - 144A | 100 | 101 | ||||||
Series 2010-1, Class A3 | ||||||||
1.45%, 05/15/2014 | 330 | 333 | ||||||
Series 2010-3, Class A3 | ||||||||
1.11%, 10/15/2014 | 920 | 922 | ||||||
Series 2010-3, Class A4 | ||||||||
1.55%, 08/17/2015 | 357 | 356 | ||||||
Series 2010-4, Class A3 | ||||||||
0.91%, 11/17/2014 | 431 | 431 | ||||||
Series 2011-1, Class A3 | ||||||||
1.38%, 01/15/2015 | 285 | 286 | ||||||
American Airlines Pass-Through Trust | ||||||||
Series 2011-1, Class A | ||||||||
5.25%, 01/31/2021 | 109 | 106 | ||||||
AmeriCredit Automobile Receivables Trust | ||||||||
Series 2010-1, Class A2 | ||||||||
0.97%, 01/15/2013 | 36 | 36 | ||||||
Series 2010-1, Class A3 | ||||||||
1.66%, 03/17/2014 | 95 | 96 | ||||||
Series 2010-3, Class A3 | ||||||||
1.14%, 04/08/2015 | 535 | 535 | ||||||
Series 2010-4, Class A2 | ||||||||
0.96%, 05/08/2014 | 250 | 250 | ||||||
Series 2010-4, Class A3 | ||||||||
1.27%, 04/08/2015 | 125 | 125 | ||||||
Series 2011-1, Class A2 | ||||||||
0.84%, 06/09/2014 | 480 | 480 | ||||||
Series 2011-1, Class A3 | ||||||||
1.39%, 09/08/2015 | 200 | 201 | ||||||
Arch Bay Asset-Backed Securities | ||||||||
Series 2010-2, Class A | ||||||||
4.13%, 04/25/2057 - 144A * | 493 | 492 | ||||||
Asset Backed Funding Certificates | ||||||||
Series 2005-AQ1, Class A4 | ||||||||
5.01%, 06/25/2035 * | 813 | 817 | ||||||
Bank of America Auto Trust | ||||||||
Series 2009-2A, Class A3 | ||||||||
2.13%, 09/15/2013 - 144A | 69 | 69 | ||||||
Series 2009-3A, Class A3 | ||||||||
1.67%, 12/16/2013 - 144A | 87 | 88 | ||||||
Series 2010-1A, Class A3 | ||||||||
1.39%, 03/15/2014 - 144A | 260 | 261 | ||||||
Series 2010-1A, Class A4 | ||||||||
2.18%, 02/15/2017 - 144A | 185 | 189 | ||||||
Series 2010-2, Class A2 | ||||||||
0.91%, 10/15/2012 | 360 | 361 | ||||||
Series 2010-2, Class A3 | ||||||||
1.31%, 07/15/2014 | 310 | 312 | ||||||
Series 2010-2, Class A4 | ||||||||
1.94%, 06/15/2017 | 510 | 518 | ||||||
CarMax Auto Owner Trust | ||||||||
Series 2010-1, Class A3 | ||||||||
1.56%, 07/15/2014 | 200 | 201 | ||||||
Series 2011-1, Class A3 | ||||||||
1.29%, 09/15/2015 | 630 | 631 | ||||||
Series 2011-1, Class A4 | ||||||||
2.16%, 09/15/2016 | 530 | 534 | ||||||
Chase Funding Mortgage Loan Asset-Backed Certificates | ||||||||
Series 2003-2, Class 2A2 | ||||||||
0.77%, 02/25/2033 * | 639 | 596 | ||||||
Series 2003-5, Class 1A4 | ||||||||
4.40%, 02/25/2030 | 336 | 334 | ||||||
Series 2003-6, Class 1A4 | ||||||||
4.50%, 11/25/2034 | 432 | 430 | ||||||
Series 2003-6, Class 1A5 | ||||||||
5.35%, 11/25/2034 * | 500 | 445 | ||||||
Chrysler Financial Auto Securitization Trust | ||||||||
Series 2010-A, Class A3 | ||||||||
0.91%, 08/08/2013 | 1,000 | 1,002 | ||||||
Citibank Credit Card Issuance Trust | ||||||||
Series 2007-A7, Class A7 | ||||||||
0.56%, 08/20/2014 * | 1,000 | 1,003 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 43
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
ASSET-BACKED SECURITIES - (continued) | ||||||||
CNH Equipment Trust | ||||||||
Series 2009-C, Class A3 | ||||||||
1.85%, 12/16/2013 | $ | 19 | $ | 19 | ||||
Series 2010-A, Class A3 | ||||||||
1.54%, 07/15/2014 | 463 | 466 | ||||||
Series 2010-C, Class A3 | ||||||||
1.17%, 05/15/2015 | 500 | 501 | ||||||
Continental Airlines Pass-Through Trust | ||||||||
Series 2007-1A, Class A | ||||||||
5.98%, 04/19/2022 | 284 | 291 | ||||||
Delta Air Lines, Inc., Pass-Through Trust | ||||||||
Series 2010-2, Class A | ||||||||
4.95%, 05/23/2019 | 280 | 280 | ||||||
Series 2011-1, Class A | ||||||||
5.30%, 04/15/2019 | 92 | 92 | ||||||
Freedom Trust | ||||||||
Series 2011-1, Class A13 | ||||||||
0.16%, 11/30/2037 - 144A § * | 600 | 590 | ||||||
GE Capital Credit Card Master Note Trust | ||||||||
Series 2009-2, Class A | ||||||||
3.69%, 07/15/2015 | 600 | 621 | ||||||
HSBC Home Equity Loan Trust | ||||||||
Series 2005-2, Class A1 | ||||||||
0.48%, 01/20/2035 * | 95 | 86 | ||||||
Series 2006-1, Class A1 | ||||||||
0.37%, 01/20/2036 * | 173 | 158 | ||||||
Series 2007-1, Class A2F | ||||||||
5.60%, 03/20/2036 * | 200 | 204 | ||||||
Series 2007-1, Class AS | ||||||||
0.41%, 03/20/2036 * | 186 | 170 | ||||||
Series 2007-3, Class APT | ||||||||
1.41%, 11/20/2036 * | 133 | 121 | ||||||
Hyundai Auto Receivables Trust | ||||||||
Series 2010-B, Class A3 | ||||||||
0.97%, 04/15/2015 | 340 | 341 | ||||||
Series 2010-B, Class A4 | ||||||||
1.63%, 03/15/2017 | 375 | 372 | ||||||
Series 2011-A, Class A3 | ||||||||
1.16%, 04/15/2015 | 275 | 276 | ||||||
Series 2011-A, Class A4 | ||||||||
1.78%, 12/15/2015 | 310 | 312 | ||||||
John Deere Owner Trust | ||||||||
Series 2011-A, Class A3 | ||||||||
1.29%, 01/15/2016 | 335 | 336 | ||||||
Series 2011-A, Class A4 | ||||||||
1.96%, 04/16/2018 | 285 | 287 | ||||||
LAI Vehicle Lease Securitization Trust | ||||||||
Series 2010-A, Class A | ||||||||
2.55%, 09/15/2016 - 144A | 733 | 733 | ||||||
Lake Country Mortgage Loan Trust | ||||||||
Series 2006-HE1, Class A3 | ||||||||
0.56%, 07/25/2034 - 144A * | 873 | 843 | ||||||
Mercedes-Benz Auto Receivables Trust | ||||||||
Series 2010-1, Class A3 | ||||||||
1.42%, 08/15/2014 | 250 | 252 | ||||||
Morgan Stanley ABS Capital I | ||||||||
Series 2004-WMC3, Class M1 | ||||||||
0.96%, 01/25/2035 * | 57 | 56 | ||||||
NCUA Guaranteed Notes | ||||||||
Series 2010-A1, Class A | ||||||||
0.59%, 12/07/2020 * | 287 | 288 | ||||||
Newcastle Investment Trust | ||||||||
Series 2011-MH1, Class A | ||||||||
2.45%, 12/10/2033 - 144A Ə | 319 | 319 | ||||||
Nissan Auto Receivables Owner Trust | ||||||||
Series 2010-A, Class A3 | ||||||||
0.87%, 07/15/2014 | 455 | 455 | ||||||
Series 2010-A, Class A4 | ||||||||
1.31%, 09/15/2016 | 300 | 299 | ||||||
PennyMac Loan Trust | ||||||||
Series 2010-NPL1, Class A | ||||||||
4.25%, 05/25/2050 - 144A * | 310 | 309 | ||||||
Series 2010-NPL1, Class M1 | ||||||||
5.00%, 05/25/2050 - 144A * | 800 | 800 | ||||||
Residential Asset Mortgage Products, Inc. | ||||||||
Series 2004-RS6, Class AI4 | ||||||||
5.46%, 05/25/2032 * | 407 | 413 | ||||||
Series 2005-EFC5, Class A3 | ||||||||
0.55%, 10/25/2035 * | 600 | 516 | ||||||
Residential Asset Securities Corp. | ||||||||
Series 2005-KS9, Class A3 | ||||||||
0.58%, 10/25/2035 * | 500 | 476 | ||||||
Santander Drive Auto Receivables Trust | ||||||||
Series 2010-A, Class A3 | ||||||||
1.83%, 11/17/2014 - 144A | 400 | 405 | ||||||
Saxon Asset Securities Trust | ||||||||
Series 2003-1, Class AF6 | ||||||||
4.80%, 06/25/2033 * | 380 | 386 | ||||||
Structured Asset Investment Loan Trust | ||||||||
Series 2005-5, Class A9 | ||||||||
0.48%, 06/25/2035 * | 400 | 372 | ||||||
Structured Asset Securities Corp. | ||||||||
Series 2002-AL1, Class A2 | ||||||||
3.45%, 02/25/2032 | 307 | 291 | ||||||
Series 2004-6XS, Class A5A | ||||||||
5.53%, 03/25/2034 * | 594 | 567 | ||||||
Series 2004-6XS, Class A5B | ||||||||
5.55%, 03/25/2034 * | 594 | 567 | ||||||
Series 2005-NC1, Class A11 | ||||||||
4.69%, 02/25/2035 * | 1,120 | 1,136 | ||||||
Toyota Auto Receivables Owner Trust | ||||||||
Series 2010-C, Class A3 | ||||||||
0.77%, 04/15/2014 | 70 | 70 | ||||||
Series 2011-A, Class A3 | ||||||||
0.98%, 10/15/2014 | 845 | 847 | ||||||
USAA Auto Owner Trust | ||||||||
Series 2009-2, Class A3 | ||||||||
1.54%, 10/15/2012 | 88 | 89 | ||||||
Series 2009-2, Class A4 | ||||||||
2.53%, 06/17/2013 | 115 | 118 | ||||||
World Omni Auto Receivables Trust | ||||||||
Series 2010-A, Class A4 | ||||||||
2.21%, 05/15/2015 | 275 | 281 | ||||||
Total Asset-Backed Securities (cost $30,457) | 30,625 | |||||||
MUNICIPAL GOVERNMENT OBLIGATIONS - 0.1% | ||||||||
American Municipal Power-Ohio, Inc. | ||||||||
7.50%, 02/15/2050 | 640 | 688 | ||||||
New York State Dormitory Authority | ||||||||
5.60%, 03/15/2040 | 280 | 283 | ||||||
Port Authority of New York & New Jersey | ||||||||
5.65%, 11/01/2040 | 485 | 486 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 44
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
MUNICIPAL GOVERNMENT OBLIGATIONS - (continued) | ||||||||
State of Illinois | ||||||||
5.10%, 06/01/2033 | $ | 85 | $ | 71 | ||||
Total Municipal Government Obligations (cost $1,494) | 1,528 | |||||||
CORPORATE DEBT SECURITIES - 13.0% | ||||||||
Aerospace & Defense - 0.1% | ||||||||
BAE Systems Holdings, Inc. | ||||||||
5.20%, 08/15/2015 - 144A | 380 | 409 | ||||||
Lockheed Martin Corp. | ||||||||
4.25%, 11/15/2019 | 150 | 153 | ||||||
5.72%, 06/01/2040 - 144A^ | 108 | 112 | ||||||
United Technologies Corp. | ||||||||
8.88%, 11/15/2019 | 250 | 339 | ||||||
Auto Components - 0.0% ∞ | ||||||||
Johnson Controls, Inc. | ||||||||
4.25%, 03/01/2021 ^ | 335 | 335 | ||||||
Automobiles - 0.1% | ||||||||
Daimler Finance North America LLC | ||||||||
6.50%, 11/15/2013 | 80 | 90 | ||||||
7.30%, 01/15/2012 | 460 | 481 | ||||||
Beverages - 0.1% | ||||||||
Anheuser-Busch InBev Worldwide, Inc. | ||||||||
7.20%, 01/15/2014 | 60 | 69 | ||||||
7.75%, 01/15/2019 | 650 | 814 | ||||||
PepsiCo, Inc. | ||||||||
7.90%, 11/01/2018 | 21 | 27 | ||||||
SABMiller PLC | ||||||||
5.50%, 08/15/2013 - 144A | 180 | 196 | ||||||
Biotechnology - 0.1% | ||||||||
Amgen, Inc. | ||||||||
3.45%, 10/01/2020 | 400 | 381 | ||||||
4.50%, 03/15/2020 | 56 | 58 | ||||||
5.75%, 03/15/2040 | 165 | 171 | ||||||
Capital Markets - 1.7% | ||||||||
Bank of New York Mellon Corp. | ||||||||
2.95%, 06/18/2015 ^ | 675 | 695 | ||||||
3.10%, 01/15/2015 ^ | 125 | 130 | ||||||
4.60%, 01/15/2020 | 40 | 42 | ||||||
BlackRock, Inc. | ||||||||
6.25%, 09/15/2017 ^ | 635 | 743 | ||||||
BP Capital Markets PLC | ||||||||
3.88%, 03/10/2015 | 675 | 708 | ||||||
4.74%, 03/11/2021 ^ | 100 | 102 | ||||||
Charles Schwab Corp. | ||||||||
4.95%, 06/01/2014 | 100 | 110 | ||||||
Credit Suisse | ||||||||
4.38%, 08/05/2020 | 316 | 315 | ||||||
5.30%, 08/13/2019 | 600 | 643 | ||||||
6.00%, 02/15/2018 | 400 | 434 | ||||||
Credit Suisse AG | ||||||||
5.40%, 01/14/2020 | 200 | 206 | ||||||
Credit Suisse USA, Inc. | ||||||||
5.13%, 08/15/2015 ^ | 170 | 186 | ||||||
Deutsche Bank AG | ||||||||
2.38%, 01/11/2013 | 250 | 255 | ||||||
3.25%, 01/11/2016 | 400 | 408 | ||||||
3.88%, 08/18/2014 | 100 | 105 | ||||||
Goldman Sachs Group, Inc. | ||||||||
3.63%, 02/07/2016 | 255 | 257 | ||||||
3.70%, 08/01/2015 | 308 | 316 | ||||||
5.25%, 10/15/2013 | 225 | 243 | ||||||
5.38%, 03/15/2020 | 390 | 406 | ||||||
6.00%, 06/15/2020 ^ | 122 | 132 | ||||||
6.15%, 04/01/2018 | 200 | 221 | ||||||
6.25%, 09/01/2017 | 650 | 724 | ||||||
6.75%, 10/01/2037 | 200 | 207 | ||||||
7.50%, 02/15/2019 | 2,050 | 2,435 | ||||||
Jefferies Group, Inc. | ||||||||
3.88%, 11/09/2015 | 171 | 173 | ||||||
6.25%, 01/15/2036 | 260 | 244 | ||||||
6.45%, 06/08/2027 | 180 | 182 | ||||||
8.50%, 07/15/2019 ^ | 575 | 690 | ||||||
Macquarie Group, Ltd. | ||||||||
6.25%, 01/14/2021 - 144A | 525 | 538 | ||||||
7.30%, 08/01/2014 - 144A | 500 | 562 | ||||||
Morgan Stanley | ||||||||
4.00%, 07/24/2015 | 333 | 343 | ||||||
4.20%, 11/20/2014 | 156 | 163 | ||||||
5.45%, 01/09/2017 | 500 | 535 | ||||||
5.63%, 09/23/2019 | 610 | 634 | ||||||
7.30%, 05/13/2019 | 1,000 | 1,148 | ||||||
Morgan Stanley - Series F | ||||||||
5.55%, 04/27/2017 | 170 | 183 | ||||||
6.25%, 08/28/2017 | 450 | 497 | ||||||
6.63%, 04/01/2018 | 200 | 223 | ||||||
Nomura Holdings, Inc. | ||||||||
4.13%, 01/19/2016 | 200 | 202 | ||||||
5.00%, 03/04/2015 ^ | 350 | 366 | ||||||
6.70%, 03/04/2020 | 543 | 588 | ||||||
UBS AG | ||||||||
2.25%, 08/12/2013 | 250 | 254 | ||||||
3.88%, 01/15/2015 | 600 | 623 | ||||||
4.88%, 08/04/2020 | 525 | 540 | ||||||
5.88%, 12/20/2017 | 110 | 123 | ||||||
Chemicals - 0.3% | ||||||||
Dow Chemical Co. | ||||||||
4.25%, 11/15/2020 | 174 | 170 | ||||||
7.60%, 05/15/2014 | 190 | 221 | ||||||
8.55%, 05/15/2019 | 456 | 586 | ||||||
E.I. du Pont de Nemours & Co. | ||||||||
1.95%, 01/15/2016 | 173 | 169 | ||||||
4.90%, 01/15/2041 | 125 | 119 | ||||||
Potash Corp., of Saskatchewan, Inc. | ||||||||
6.50%, 05/15/2019 | 260 | 303 | ||||||
PPG Industries, Inc. | ||||||||
5.75%, 03/15/2013 | 120 | 130 | ||||||
7.40%, 08/15/2019 | 300 | 354 | ||||||
9.00%, 05/01/2021 | 310 | 404 | ||||||
Praxair, Inc. | ||||||||
4.38%, 03/31/2014 | 375 | 404 | ||||||
5.20%, 03/15/2017 | 150 | 168 | ||||||
Union Carbide Corp. | ||||||||
7.75%, 10/01/2096 | 210 | 219 | ||||||
Commercial Banks - 2.1% | ||||||||
ANZ National International, Ltd. | ||||||||
2.38%, 12/21/2012 - 144A | 105 | 107 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 45
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
Commercial Banks - (continued) | ||||||||
Australia & New Zealand Banking Group, Ltd. | ||||||||
3.25%, 03/01/2016 - 144A | $ | 130 | $ | 131 | ||||
4.88%, 01/12/2021 - 144A | 137 | 139 | ||||||
Bank of Nova Scotia | ||||||||
1.65%, 10/29/2015 - 144A | 359 | 349 | ||||||
2.38%, 12/17/2013 | 200 | 205 | ||||||
3.40%, 01/22/2015 | 205 | 214 | ||||||
Bank of Tokyo-Mitsubishi UFJ, Ltd. | ||||||||
3.85%, 01/22/2015 - 144A | 227 | 237 | ||||||
Barclays Bank PLC | ||||||||
2.50%, 09/21/2015 - 144A^ | 510 | 499 | ||||||
2.50%, 01/23/2013 | 150 | 153 | ||||||
3.90%, 04/07/2015 ^ | 170 | 178 | ||||||
5.00%, 09/22/2016 | 100 | 108 | ||||||
5.13%, 01/08/2020 | 350 | 360 | ||||||
5.20%, 07/10/2014 | 125 | 136 | ||||||
6.75%, 05/22/2019 ^ | 400 | 457 | ||||||
BB&T Corp. | ||||||||
3.38%, 09/25/2013 | 195 | 204 | ||||||
3.85%, 07/27/2012 | 485 | 502 | ||||||
3.95%, 04/29/2016 ^ | 515 | 538 | ||||||
4.90%, 06/30/2017 | 550 | 589 | ||||||
5.25%, 11/01/2019 | 90 | 94 | ||||||
6.85%, 04/30/2019 | 250 | 294 | ||||||
Canadian Imperial Bank of Commerce | ||||||||
2.60%, 07/02/2015 - 144A | 1,750 | 1,780 | ||||||
Comerica, Inc. | ||||||||
3.00%, 09/16/2015 | 150 | 151 | ||||||
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA | ||||||||
4.50%, 01/11/2021 | 300 | 308 | ||||||
DnB NOR Boligkreditt | ||||||||
2.10%, 10/14/2015 - 144A | 757 | 738 | ||||||
HSBC Bank PLC | ||||||||
3.50%, 06/28/2015 - 144A | 1,175 | 1,209 | ||||||
4.13%, 08/12/2020 - 144A | 275 | 265 | ||||||
HSBC Holdings PLC | ||||||||
5.10%, 04/05/2021 | 111 | 114 | ||||||
KeyBank NA | ||||||||
5.70%, 11/01/2017 ^ | 245 | 263 | ||||||
5.80%, 07/01/2014 | 250 | 275 | ||||||
M&T Bank Corp. | ||||||||
5.38%, 05/24/2012 | 80 | 84 | ||||||
Manufacturers & Traders Trust Co. | ||||||||
1.80%, 04/01/2013 * | 300 | 300 | ||||||
National Australia Bank, Ltd. | ||||||||
2.50%, 01/08/2013 - 144A | 400 | 408 | ||||||
2.75%, 09/28/2015 - 144A^ | 280 | 279 | ||||||
3.75%, 03/02/2015 - 144A | 280 | 291 | ||||||
National Bank of Canada | ||||||||
1.65%, 01/30/2014 - 144A^ | 271 | 273 | ||||||
National City Corp. | ||||||||
4.90%, 01/15/2015 ^ | 165 | 180 | ||||||
Nordea Bank AB | ||||||||
1.75%, 10/04/2013 - 144A | 200 | 202 | ||||||
PNC Funding Corp. | ||||||||
3.00%, 05/19/2014 ^ | 180 | 185 | ||||||
4.38%, 08/11/2020 ^ | 433 | 437 | ||||||
5.13%, 02/08/2020 | 250 | 267 | ||||||
5.25%, 11/15/2015 | 130 | 141 | ||||||
5.63%, 02/01/2017 | 130 | 143 | ||||||
6.70%, 06/10/2019 | 150 | 175 | ||||||
Rabobank Nederland NV | ||||||||
2.13%, 10/13/2015 | 105 | 103 | ||||||
3.20%, 03/11/2015 - 144A | 500 | 516 | ||||||
Stadshypotek AB | ||||||||
1.45%, 09/30/2013 - 144A | 1,394 | 1,397 | ||||||
Toronto-Dominion Bank | ||||||||
2.20%, 07/29/2015 - 144A^ | 295 | 295 | ||||||
U.S. Bancorp | ||||||||
2.00%, 06/14/2013 | 540 | 551 | ||||||
2.88%, 11/20/2014 | 121 | 126 | ||||||
Wachovia Bank NA | ||||||||
0.64%, 03/15/2016 * | 450 | 433 | ||||||
5.00%, 08/15/2015 | 500 | 540 | ||||||
6.00%, 11/15/2017 | 2,000 | 2,260 | ||||||
Wachovia Corp. | ||||||||
5.50%, 05/01/2013 | 420 | 454 | ||||||
5.75%, 06/15/2017 ^ | 970 | 1,090 | ||||||
5.75%, 02/01/2018 | 1,200 | 1,339 | ||||||
Wells Fargo & Co. | ||||||||
3.75%, 10/01/2014 | 390 | 413 | ||||||
5.63%, 12/11/2017 | 100 | 112 | ||||||
Westpac Banking Corp. | ||||||||
4.88%, 11/19/2019 | 750 | 785 | ||||||
Commercial Services & Supplies - 0.1% | ||||||||
Browning-Ferris Industries, Inc. | ||||||||
9.25%, 05/01/2021 | 105 | 145 | ||||||
Pitney Bowes, Inc. | ||||||||
4.88%, 08/15/2014 | 350 | 374 | ||||||
5.00%, 03/15/2015 | 250 | 269 | ||||||
5.60%, 03/15/2018 | 100 | 107 | ||||||
Waste Management, Inc. | ||||||||
4.75%, 06/30/2020 | 319 | 328 | ||||||
Communications Equipment - 0.0% ∞ | ||||||||
Cisco Systems, Inc. | ||||||||
4.45%, 01/15/2020 | 150 | 156 | ||||||
5.50%, 01/15/2040 | 250 | 252 | ||||||
5.90%, 02/15/2039 | 100 | 107 | ||||||
Computers & Peripherals - 0.2% | ||||||||
Dell, Inc. | ||||||||
3.10%, 04/01/2016 ^ | 371 | 375 | ||||||
5.65%, 04/15/2018 ^ | 90 | 100 | ||||||
HP Enterprise Services LLC | ||||||||
7.45%, 10/15/2029 | 500 | 632 | ||||||
Consumer Finance - 0.3% | ||||||||
American Express Co. | ||||||||
7.00%, 03/19/2018 | 400 | 474 | ||||||
American Express Credit Corp. | ||||||||
5.13%, 08/25/2014 | 200 | 218 | ||||||
7.30%, 08/20/2013 | 200 | 225 | ||||||
American Express Credit Corp. - Series C | ||||||||
5.88%, 05/02/2013 | 300 | 325 | ||||||
Capital One Financial Corp. | ||||||||
6.75%, 09/15/2017 | 180 | 211 | ||||||
7.38%, 05/23/2014 | 75 | 87 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 46
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
Consumer Finance - (continued) | ||||||||
Caterpillar Financial Services Corp. | ||||||||
7.15%, 02/15/2019 | $ | 100 | $ | 123 | ||||
Caterpillar Financial Services Corp. - Series F | ||||||||
5.85%, 09/01/2017 | 150 | 173 | ||||||
7.05%, 10/01/2018 | 150 | 184 | ||||||
HSBC Finance Corp. | ||||||||
4.75%, 07/15/2013 ^ | 165 | 177 | ||||||
5.00%, 06/30/2015 | 455 | 494 | ||||||
5.50%, 01/19/2016 | 260 | 288 | ||||||
Toyota Motor Credit Corp. | ||||||||
3.20%, 06/17/2015 | 385 | 397 | ||||||
Diversified Financial Services - 2.4% | ||||||||
AGL Capital Corp. | ||||||||
5.88%, 03/15/2041 | 109 | 110 | ||||||
Allstate Life Global Funding Trust | ||||||||
5.38%, 04/30/2013 | 200 | 216 | ||||||
ASIF Global Financing XIX | ||||||||
4.90%, 01/17/2013 - 144A | 836 | 874 | ||||||
Associates Corp. | ||||||||
6.95%, 11/01/2018 | 700 | 796 | ||||||
Bank of America Corp. | ||||||||
5.63%, 07/01/2020 | 1,340 | 1,406 | ||||||
5.75%, 12/01/2017 | 220 | 237 | ||||||
6.50%, 08/01/2016 | 500 | 564 | ||||||
Bank of America Corp. - Series L | ||||||||
5.65%, 05/01/2018 ^ | 700 | 746 | ||||||
7.38%, 05/15/2014 | 650 | 741 | ||||||
Blackstone Holdings Finance Co., LLC | ||||||||
5.88%, 03/15/2021 - 144A | 1,205 | 1,194 | ||||||
Caisse Centrale Desjardins du Quebec | ||||||||
2.55%, 03/24/2016 - 144A ^ | 580 | 580 | ||||||
Capital One Bank USA NA | ||||||||
8.80%, 07/15/2019 | 900 | 1,153 | ||||||
Citigroup, Inc. | ||||||||
4.75%, 05/19/2015 | 62 | 66 | ||||||
5.38%, 08/09/2020 | 355 | 371 | ||||||
6.00%, 12/13/2013 - 08/15/2017 | 1,870 | 2,060 | ||||||
6.01%, 01/15/2015 | 420 | 466 | ||||||
6.13%, 11/21/2017 | 345 | 383 | ||||||
6.38%, 08/12/2014 | 310 | 346 | ||||||
6.50%, 08/19/2013 | 110 | 121 | ||||||
8.13%, 07/15/2039 | 100 | 129 | ||||||
8.50%, 05/22/2019 | 550 | 685 | ||||||
CME Group, Inc. | ||||||||
5.75%, 02/15/2014 | 196 | 218 | ||||||
Countrywide Financial Corp. | ||||||||
6.25%, 05/15/2016 | 550 | 595 | ||||||
Diageo Capital PLC | ||||||||
4.83%, 07/15/2020 | 90 | 94 | ||||||
5.75%, 10/23/2017 | 230 | 262 | ||||||
Diageo Finance BV | ||||||||
5.50%, 04/01/2013 | 290 | 314 | ||||||
ERAC USA Finance LLC | ||||||||
2.25%, 01/10/2014 - 144A | 257 | 258 | ||||||
FUEL Trust | ||||||||
4.21%, 04/15/2016 - 144A | 401 | 409 | ||||||
General Electric Capital Corp. | ||||||||
4.38%, 09/16/2020 | 600 | 592 | ||||||
5.40%, 02/15/2017 ^ | 400 | 439 | ||||||
5.50%, 06/04/2014 ^ | 685 | 755 | ||||||
5.50%, 01/08/2020 | 1,140 | 1,226 | ||||||
5.63%, 09/15/2017 - 05/01/2018 | 3,500 | 3,851 | ||||||
6.00%, 08/07/2019 | 1,420 | 1,581 | ||||||
Goldman Sachs Group, LP | ||||||||
8.00%, 03/01/2013 - 144A | 325 | 361 | ||||||
International Lease Finance Corp. | ||||||||
5.25%, 01/10/2013 | 100 | 102 | ||||||
John Deere Capital Corp. | ||||||||
5.75%, 09/10/2018 ^ | 100 | 114 | ||||||
MassMutual Global Funding II | ||||||||
2.88%, 04/21/2014 - 144A | 100 | 104 | ||||||
3.63%, 07/16/2012 - 144A | 600 | 617 | ||||||
Merrill Lynch & Co., Inc. | ||||||||
5.00%, 01/15/2015 | 650 | 697 | ||||||
5.45%, 02/05/2013 ^ | 390 | 415 | ||||||
6.88%, 04/25/2018 | 100 | 113 | ||||||
Merrill Lynch & Co., Inc. - Series C | ||||||||
6.40%, 08/28/2017 | 850 | 947 | ||||||
National Rural Utilities Cooperative Finance Corp. | ||||||||
2.63%, 09/16/2012 | 25 | 26 | ||||||
10.38%, 11/01/2018 | 250 | 345 | ||||||
Rio Tinto Finance USA, Ltd. | ||||||||
3.50%, 11/02/2020 | 80 | 76 | ||||||
8.95%, 05/01/2014 | 400 | 484 | ||||||
Tyco International Finance SA | ||||||||
8.50%, 01/15/2019 | 100 | 128 | ||||||
Volkswagen International Finance NV | ||||||||
1.63%, 08/12/2013 - 144A | 116 | 117 | ||||||
Diversified Telecommunication Services - 0.9% | ||||||||
AT&T Corp. | ||||||||
8.00%, 11/15/2031 | 27 | 35 | ||||||
AT&T, Inc. | ||||||||
4.85%, 02/15/2014 | 400 | 435 | ||||||
5.35%, 09/01/2040 - 144A | 898 | 841 | ||||||
5.50%, 02/01/2018 ^ | 300 | 331 | ||||||
6.30%, 01/15/2038 | 500 | 527 | ||||||
BellSouth Corp. | ||||||||
6.55%, 06/15/2034 | 500 | 536 | ||||||
BellSouth Telecommunications, Inc. | ||||||||
6.30%, 12/15/2015 | 150 | 161 | ||||||
7.00%, 10/01/2025 | 300 | 336 | ||||||
British Telecommunications PLC | ||||||||
5.95%, 01/15/2018 | 200 | 222 | ||||||
9.88%, 12/15/2030 | 180 | 254 | ||||||
COX Enterprises, Inc. | ||||||||
7.38%, 07/15/2027 - 144A | 200 | 224 | ||||||
Deutsche Telekom International Finance BV | ||||||||
6.00%, 07/08/2019 ^ | 395 | 453 | ||||||
8.75%, 06/15/2030 | 130 | 175 | ||||||
France Telecom SA | ||||||||
8.50%, 03/01/2031 | 130 | 179 | ||||||
GTE Corp. | ||||||||
6.84%, 04/15/2018 | 1,500 | 1,746 | ||||||
8.75%, 11/01/2021 ^ | 250 | 330 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 47
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
Diversified Telecommunication Services - (continued) | ||||||||
Telecom Italia Capital SA | ||||||||
4.95%, 09/30/2014 | $ | 250 | $ | 264 | ||||
6.18%, 06/18/2014 ^ | 281 | 306 | ||||||
7.00%, 06/04/2018 | 250 | 279 | ||||||
Telefonica Emisiones SAU | ||||||||
5.46%, 02/16/2021 | 91 | 94 | ||||||
6.22%, 07/03/2017 | 650 | 721 | ||||||
Verizon Communications, Inc. | ||||||||
6.10%, 04/15/2018 | 411 | 468 | ||||||
Verizon Global Funding Corp. | ||||||||
5.85%, 09/15/2035 | 175 | 179 | ||||||
7.75%, 12/01/2030 | 300 | 371 | ||||||
Verizon Maryland, Inc. | ||||||||
7.15%, 05/01/2023 | 600 | 644 | ||||||
Verizon Pennsylvania, Inc. | ||||||||
8.35%, 12/15/2030 | 240 | 281 | ||||||
Electric Utilities - 0.8% | ||||||||
AEP Texas Central Co. | ||||||||
6.65%, 02/15/2033 | 100 | 110 | ||||||
Alabama Power Co. - Series S | ||||||||
5.88%, 12/01/2022 | 370 | 414 | ||||||
Appalachian Power Co. | ||||||||
5.95%, 05/15/2033 | 50 | 51 | ||||||
Carolina Power & Light Co. | ||||||||
5.30%, 01/15/2019 | 80 | 88 | ||||||
CenterPoint Energy Houston Electric LLC - Series U | ||||||||
7.00%, 03/01/2014 | 100 | 115 | ||||||
Cleveland Electric Illuminating Co. | ||||||||
7.88%, 11/01/2017 | 180 | 218 | ||||||
Consolidated Edison Co., of New York, Inc. | ||||||||
5.70%, 06/15/2040 | 154 | 163 | ||||||
Consumers Energy Co. | ||||||||
6.70%, 09/15/2019 | 100 | 119 | ||||||
Duke Energy Carolinas LLC | ||||||||
4.30%, 06/15/2020 ^ | 156 | 160 | ||||||
Duke Energy Indiana, Inc. | ||||||||
3.75%, 07/15/2020 | 200 | 195 | ||||||
Enel Finance International NV | ||||||||
5.13%, 10/07/2019 - 144A | 450 | 466 | ||||||
Exelon Generation Co., LLC | ||||||||
4.00%, 10/01/2020 | 600 | 566 | ||||||
5.75%, 10/01/2041 | 86 | 81 | ||||||
Florida Power & Light Co. | ||||||||
5.95%, 10/01/2033 | 150 | 164 | ||||||
Georgia Power Co. | ||||||||
4.75%, 09/01/2040 ^ | 77 | 71 | ||||||
Indiana Michigan Power Co. | ||||||||
7.00%, 03/15/2019 | 338 | 400 | ||||||
Jersey Central Power & Light Co. | ||||||||
7.35%, 02/01/2019 | 330 | 399 | ||||||
KCP&L Greater Missouri Operations Co. | ||||||||
11.88%, 07/01/2012 | 300 | 334 | ||||||
Massachusetts Electric Co. | ||||||||
5.90%, 11/15/2039 - 144A | 55 | 58 | ||||||
MidAmerican Energy, Co. | ||||||||
5.30%, 03/15/2018 | 500 | 552 | ||||||
Nevada Power Co. | ||||||||
5.38%, 09/15/2040 | 52 | 51 | ||||||
6.50%, 08/01/2018 | 50 | 58 | ||||||
Nevada Power Co. - Series V | ||||||||
7.13%, 03/15/2019 | 100 | 119 | ||||||
Niagara Mohawk Power Corp. | ||||||||
4.88%, 08/15/2019 - 144A | 50 | 53 | ||||||
NiSource Finance Corp. | ||||||||
6.80%, 01/15/2019 | 200 | 230 | ||||||
Northern States Power Co. | ||||||||
5.35%, 11/01/2039 | 19 | 20 | ||||||
6.25%, 06/01/2036 ^ | 100 | 115 | ||||||
Oncor Electric Delivery Co., LLC | ||||||||
6.80%, 09/01/2018 | 375 | 435 | ||||||
Pacific Gas & Electric Co. | ||||||||
5.40%, 01/15/2040 | 42 | 41 | ||||||
6.05%, 03/01/2034 | 60 | 64 | ||||||
8.25%, 10/15/2018 ^ | 150 | 192 | ||||||
PacifiCorp | ||||||||
5.65%, 07/15/2018 | 100 | 113 | ||||||
6.25%, 10/15/2037 | 200 | 225 | ||||||
Progress Energy, Inc. | ||||||||
4.40%, 01/15/2021 ^ | 140 | 141 | ||||||
4.88%, 12/01/2019 | 200 | 211 | ||||||
6.00%, 12/01/2039 | 50 | 53 | ||||||
7.75%, 03/01/2031 | 150 | 188 | ||||||
PSEG Power LLC | ||||||||
5.13%, 04/15/2020 ^ | 151 | 157 | ||||||
5.32%, 09/15/2016 ^ | 800 | 870 | ||||||
5.50%, 12/01/2015 | 100 | 110 | ||||||
Public Service Co., of Colorado | ||||||||
3.20%, 11/15/2020 | 56 | 53 | ||||||
Public Service Co., of Oklahoma | ||||||||
5.15%, 12/01/2019 | 133 | 142 | ||||||
Public Service Electric & Gas Co. | ||||||||
2.70%, 05/01/2015 | 150 | 152 | ||||||
5.38%, 11/01/2039 ^ | 28 | 28 | ||||||
Southern California Edison Co. | ||||||||
5.50%, 03/15/2040 | 130 | 134 | ||||||
6.65%, 04/01/2029 | 300 | 342 | ||||||
Southwestern Public Service Co. - Series G | ||||||||
8.75%, 12/01/2018 | 405 | 516 | ||||||
Electronic Equipment & Instruments - 0.1% | ||||||||
Arrow Electronics, Inc. | ||||||||
3.38%, 11/01/2015 ^ | 35 | 35 | ||||||
6.00%, 04/01/2020 | 385 | 411 | ||||||
6.88%, 07/01/2013 - 06/01/2018 | 292 | 321 | ||||||
Energy Equipment & Services - 0.2% | ||||||||
ANR Pipeline Co. | ||||||||
9.63%, 11/01/2021 | 200 | 280 | ||||||
CenterPoint Energy Resources Corp. | ||||||||
4.50%, 01/15/2021 - 144A | 51 | 52 | ||||||
5.95%, 01/15/2014 | 150 | 165 | ||||||
Halliburton Co. | ||||||||
6.15%, 09/15/2019 | 70 | 81 | ||||||
Spectra Energy Capital LLC | ||||||||
6.20%, 04/15/2018 | 325 | 366 | ||||||
8.00%, 10/01/2019 | 490 | 604 | ||||||
TransCanada PipeLines, Ltd. | ||||||||
6.50%, 08/15/2018 | 175 | 206 | ||||||
7.13%, 01/15/2019 ^ | 400 | 488 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 48
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
Energy Equipment & Services - (continued) | ||||||||
Transocean, Inc. | ||||||||
6.50%, 11/15/2020 | $ | 500 | $ | 561 | ||||
Food & Staples Retailing - 0.0% ∞ | ||||||||
CVS Caremark Corp. | ||||||||
6.13%, 09/15/2039 | 150 | 155 | ||||||
Kroger Co. | ||||||||
5.40%, 07/15/2040 | 51 | 49 | ||||||
7.50%, 04/01/2031 | 100 | 121 | ||||||
Food Products - 0.3% | ||||||||
Bunge, Ltd. Finance Corp. | ||||||||
5.88%, 05/15/2013 | 400 | 430 | ||||||
8.50%, 06/15/2019 | 110 | 134 | ||||||
Cargill, Inc. | ||||||||
6.00%, 11/27/2017 - 144A | 220 | 250 | ||||||
7.35%, 03/06/2019 - 144A | 250 | 305 | ||||||
Kraft Foods, Inc. | ||||||||
5.38%, 02/10/2020 | 609 | 659 | ||||||
6.13%, 08/23/2018 | 225 | 255 | ||||||
6.50%, 08/11/2017 | 875 | 1,016 | ||||||
Gas Utilities - 0.1% | ||||||||
AGL Capital Corp. | ||||||||
4.45%, 04/15/2013 | 300 | 317 | ||||||
5.25%, 08/15/2019 | 100 | 106 | ||||||
Atmos Energy Corp. | ||||||||
4.95%, 10/15/2014 | 200 | 217 | ||||||
Health Care Providers & Services - 0.0% ∞ | ||||||||
Medco Health Solutions, Inc. | ||||||||
2.75%, 09/15/2015 | 140 | 140 | ||||||
Household Durables - 0.0% ∞ | ||||||||
Newell Rubbermaid, Inc. | ||||||||
4.70%, 08/15/2020 ^ | 183 | 184 | ||||||
Industrial Conglomerates - 0.1% | ||||||||
Koninklijke Philips Electronics NV | ||||||||
7.20%, 06/01/2026 | 500 | 588 | ||||||
Insurance - 0.8% | ||||||||
ACE INA Holdings, Inc. | ||||||||
5.60%, 05/15/2015 | 425 | 472 | ||||||
Aflac, Inc. | ||||||||
6.45%, 08/15/2040 ^ | 108 | 111 | ||||||
8.50%, 05/15/2019 | 235 | 288 | ||||||
Allstate Corp. | ||||||||
5.00%, 08/15/2014 | 70 | 77 | ||||||
7.45%, 05/16/2019 | 100 | 120 | ||||||
AON Corp. | ||||||||
3.50%, 09/30/2015 | 46 | 47 | ||||||
6.25%, 09/30/2040 ^ | 83 | 88 | ||||||
Berkshire Hathaway Finance Corp. | ||||||||
2.45%, 12/15/2015 | 187 | 188 | ||||||
5.40%, 05/15/2018 ^ | 900 | 1,004 | ||||||
5.75%, 01/15/2040 | 100 | 106 | ||||||
CNA Financial Corp. | ||||||||
5.85%, 12/15/2014 | 200 | 218 | ||||||
5.88%, 08/15/2020 | 282 | 298 | ||||||
Jackson National Life Global Funding | ||||||||
5.38%, 05/08/2013 - 144A | 950 | 1,024 | ||||||
MetLife Institutional Funding II | ||||||||
1.20%, 04/04/2014 - 144A * | 230 | 231 | ||||||
Metropolitan Life Global Funding I | ||||||||
2.50%, 01/11/2013 - 144A | 670 | 683 | ||||||
2.88%, 09/17/2012 - 144A | 200 | 204 | ||||||
5.13%, 06/10/2014 - 144A | 300 | 328 | ||||||
Nationwide Mutual Insurance Co. | ||||||||
9.38%, 08/15/2039 - 144A | 300 | 377 | ||||||
New York Life Global Funding | ||||||||
3.00%, 05/04/2015 - 144A | 600 | 613 | ||||||
4.65%, 05/09/2013 - 144A | 150 | 161 | ||||||
Pacific Life Global Funding | ||||||||
5.00%, 05/15/2017 - 144A | 100 | 103 | ||||||
5.15%, 04/15/2013 - 144A | 280 | 298 | ||||||
Principal Life Income Funding Trusts | ||||||||
5.10%, 04/15/2014 | 385 | 419 | ||||||
5.30%, 12/14/2012 - 04/24/2013 | 510 | 545 | ||||||
Travelers Property Casualty Corp. | ||||||||
7.75%, 04/15/2026 | 450 | 567 | ||||||
IT Services - 0.0% ∞ | ||||||||
International Business Machines Corp. | ||||||||
8.00%, 10/15/2038 | 100 | 138 | ||||||
Machinery - 0.0% ∞ | ||||||||
Caterpillar, Inc. | ||||||||
7.90%, 12/15/2018 ^ | 250 | 321 | ||||||
Media - 0.8% | ||||||||
CBS Corp. | ||||||||
5.50%, 05/15/2033 | �� | 150 | 142 | |||||
5.75%, 04/15/2020 | 63 | 68 | ||||||
7.88%, 07/30/2030 | 130 | 154 | ||||||
8.88%, 05/15/2019 | 100 | 127 | ||||||
Comcast Cable Communications LLC | ||||||||
8.88%, 05/01/2017 | 250 | 317 | ||||||
Comcast Cable Holdings LLC | ||||||||
10.13%, 04/15/2022 | 414 | 569 | ||||||
Comcast Corp. | ||||||||
5.85%, 11/15/2015 | 300 | 338 | ||||||
6.45%, 03/15/2037 | 100 | 106 | ||||||
6.50%, 11/15/2035 | 100 | 107 | ||||||
COX Communications, Inc. | ||||||||
5.45%, 12/15/2014 | 50 | 56 | ||||||
DIRECTV Holdings LLC | ||||||||
4.60%, 02/15/2021 ^ | 400 | 399 | ||||||
6.00%, 08/15/2040 | 700 | 696 | ||||||
Historic TW, Inc. | ||||||||
9.15%, 02/01/2023 | 200 | 267 | ||||||
NBCUniversal Media LLC | ||||||||
5.95%, 04/01/2041 - 144A | 210 | 210 | ||||||
News America, Inc. | ||||||||
6.20%, 12/15/2034 | 250 | 258 | ||||||
7.25%, 05/18/2018 | 155 | 188 | ||||||
7.30%, 04/30/2028 | 130 | 145 | ||||||
7.70%, 10/30/2025 | 300 | 365 | ||||||
8.88%, 04/26/2023 | 200 | 264 | ||||||
TCI Communications, Inc. | ||||||||
7.13%, 02/15/2028 | 100 | 115 | ||||||
8.75%, 08/01/2015 | 700 | 855 | ||||||
Thomson Reuters Corp. | ||||||||
4.70%, 10/15/2019 ^ | 75 | 80 | ||||||
Time Warner Cable, Inc. | ||||||||
6.75%, 07/01/2018 | 40 | 46 | ||||||
7.30%, 07/01/2038 | 90 | 103 | ||||||
8.25%, 02/14/2014 - 04/01/2019 | 930 | 1,125 | ||||||
8.75%, 02/14/2019 | 380 | 482 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 49
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
Media - (continued) | ||||||||
Time Warner Entertainment Co., LP | ||||||||
8.38%, 07/15/2033 | $ | 250 | $ | 316 | ||||
Time Warner, Inc. | ||||||||
4.75%, 03/29/2021 | 140 | 143 | ||||||
6.20%, 03/15/2040 | 100 | 102 | ||||||
6.25%, 03/29/2041 | 87 | 91 | ||||||
7.63%, 04/15/2031 | 300 | 360 | ||||||
7.70%, 05/01/2032 | 100 | 121 | ||||||
Metals & Mining - 0.0% ∞ | ||||||||
BHP Billiton Finance USA, Ltd. | ||||||||
6.50%, 04/01/2019 ^ | 270 | 323 | ||||||
Multiline Retail - 0.0% ∞ | ||||||||
Target Corp. | ||||||||
7.00%, 01/15/2038 | 140 | 170 | ||||||
Multi-Utilities - 0.1% | ||||||||
Dominion Resources, Inc. | ||||||||
6.00%, 11/30/2017 | 450 | 516 | ||||||
6.40%, 06/15/2018 | 170 | 197 | ||||||
Sempra Energy | ||||||||
2.00%, 03/15/2014 | 110 | 110 | ||||||
6.00%, 10/15/2039 | 150 | 156 | ||||||
8.90%, 11/15/2013 | 180 | 209 | ||||||
9.80%, 02/15/2019 | 140 | 187 | ||||||
Xcel Energy, Inc. | ||||||||
4.70%, 05/15/2020 | 50 | 52 | ||||||
Office Electronics - 0.0% ∞ | ||||||||
Xerox Corp. | ||||||||
6.75%, 02/01/2017 | 330 | 384 | ||||||
8.25%, 05/15/2014 | 90 | 106 | ||||||
Oil, Gas & Consumable Fuels - 0.7% | ||||||||
Alberta Energy Co., Ltd. | ||||||||
7.38%, 11/01/2031 | 500 | 597 | ||||||
Anadarko Petroleum Corp. | ||||||||
7.63%, 03/15/2014 | 400 | 459 | ||||||
8.70%, 03/15/2019 | 150 | 188 | ||||||
ConocoPhillips | ||||||||
6.00%, 01/15/2020 | 105 | 122 | ||||||
6.65%, 07/15/2018 | 350 | 416 | ||||||
EnCana Corp. | ||||||||
6.50%, 05/15/2019 ^ | 150 | 178 | ||||||
ENI SpA | ||||||||
5.70%, 10/01/2040 - 144A | 900 | 876 | ||||||
EOG Resources, Inc. | ||||||||
4.10%, 02/01/2021 ^ | 300 | 295 | ||||||
Petro-Canada | ||||||||
6.05%, 05/15/2018 | 312 | 354 | ||||||
7.88%, 06/15/2026 | 100 | 125 | ||||||
Shell International Finance BV | ||||||||
3.10%, 06/28/2015 ^ | 478 | 496 | ||||||
4.30%, 09/22/2019 | 300 | 313 | ||||||
4.38%, 03/25/2020 ^ | 410 | 429 | ||||||
6.38%, 12/15/2038 | 100 | 116 | ||||||
Statoil ASA | ||||||||
3.13%, 08/17/2017 | 200 | 200 | ||||||
Suncor Energy, Inc. | ||||||||
6.10%, 06/01/2018 | 250 | 285 | ||||||
Talisman Energy, Inc. | ||||||||
7.75%, 06/01/2019 | 385 | 475 | ||||||
Tosco Corp. | ||||||||
7.80%, 01/01/2027 | 160 | 203 | ||||||
8.13%, 02/15/2030 | 230 | 303 | ||||||
Total Capital SA | ||||||||
2.30%, 03/15/2016 | 400 | 396 | ||||||
4.13%, 01/28/2021 ^ | 82 | 83 | ||||||
Union Pacific Resources Group, Inc. | ||||||||
7.15%, 05/15/2028 ^ | 52 | 56 | ||||||
Pharmaceuticals - 0.0% ∞ | ||||||||
Pharmacia Corp. | ||||||||
6.50%, 12/01/2018 | 260 | 305 | ||||||
Real Estate Investment Trusts - 0.2% | ||||||||
CommonWealth | ||||||||
5.88%, 09/15/2020 ^ | 400 | 414 | ||||||
6.25%, 08/15/2016 | 100 | 109 | ||||||
6.65%, 01/15/2018 | 215 | 238 | ||||||
ERP Operating, LP | ||||||||
5.25%, 09/15/2014 | 205 | 225 | ||||||
5.75%, 06/15/2017 | 120 | 134 | ||||||
HCP, Inc. | ||||||||
5.38%, 02/01/2021 | 105 | 109 | ||||||
Simon Property Group, LP | ||||||||
4.38%, 03/01/2021 | 60 | 60 | ||||||
5.65%, 02/01/2020 ^ | 247 | 270 | ||||||
6.13%, 05/30/2018 | 280 | 317 | ||||||
6.75%, 05/15/2014 | 50 | 56 | ||||||
10.35%, 04/01/2019 | 220 | 306 | ||||||
WEA Finance LLC | ||||||||
6.75%, 09/02/2019 - 144A | 180 | 209 | ||||||
7.13%, 04/15/2018 - 144A | 60 | 70 | ||||||
Road & Rail - 0.3% | ||||||||
Burlington Northern Santa Fe LLC | ||||||||
3.60%, 09/01/2020 ^ | 125 | 120 | ||||||
4.70%, 10/01/2019 | 75 | 79 | ||||||
5.65%, 05/01/2017 | 150 | 169 | ||||||
5.75%, 03/15/2018 | 500 | 565 | ||||||
7.29%, 06/01/2036 ^ | 90 | 107 | ||||||
Canadian National Railway Co. | ||||||||
5.85%, 11/15/2017 | 180 | 206 | ||||||
CSX Corp. | ||||||||
6.25%, 04/01/2015 ^ | 125 | 143 | ||||||
6.25%, 03/15/2018 | 160 | 185 | ||||||
7.38%, 02/01/2019 | 350 | 427 | ||||||
Ryder System, Inc. | ||||||||
3.60%, 03/01/2016 | 132 | 135 | ||||||
Union Pacific Corp. | ||||||||
5.70%, 08/15/2018 | 200 | 227 | ||||||
5.78%, 07/15/2040 ^ | 300 | 315 | ||||||
7.00%, 02/01/2016 | 150 | 178 | ||||||
Software - 0.1% | ||||||||
Intuit, Inc. | ||||||||
5.75%, 03/15/2017 | 70 | 78 | ||||||
Microsoft Corp. | ||||||||
1.63%, 09/25/2015 | 390 | 384 | ||||||
4.50%, 10/01/2040 ^ | 70 | 64 | ||||||
Oracle Corp. | ||||||||
5.00%, 07/08/2019 | 100 | 108 | ||||||
5.38%, 07/15/2040 - 144A | 123 | 123 | ||||||
6.50%, 04/15/2038 | 200 | 231 | ||||||
Specialty Retail - 0.0% ∞ | ||||||||
Lowe’s Cos., Inc. | ||||||||
7.11%, 05/15/2037 | 120 | 147 | ||||||
Staples, Inc. | ||||||||
9.75%, 01/15/2014 | 80 | 96 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 50
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Principal | Value | |||||||
Transportation Infrastructure - 0.0% ∞ | ||||||||
United Parcel Service of America, Inc. | ||||||||
8.38%, 04/01/2020 | $ | 60 | $ | 80 | ||||
8.38%, 04/01/2030 * | 200 | 266 | ||||||
Water Utilities - 0.0% ∞ | ||||||||
American Water Capital Corp. | ||||||||
6.09%, 10/15/2017 | 400 | 455 | ||||||
Wireless Telecommunication Services - 0.0% ∞ | ||||||||
Vodafone Group PLC | ||||||||
5.45%, 06/10/2019 ^ | 75 | 83 | ||||||
Total Corporate Debt Securities (cost $143,735) | 148,134 | |||||||
Shares | Value | |||||||
SECURITIES LENDING COLLATERAL - 6.3% | ||||||||
State Street Navigator Securities Lending Trust - Prime Portfolio, 0.24% ▲ | 71,973,405 | 71,973 | ||||||
Total Securities Lending Collateral (cost $71,973) | ||||||||
Principal | Value | |||||||
REPURCHASE AGREEMENT - 6.5% | ||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $73,434 on 05/02/2011. Collateralized by U.S. Government Agency Obligations, 3.50%, due 12/01/2025 - 03/01/2034, with a total value of $74,905. | $ | 73,434 | $ | 73,434 | ||||
Total Repurchase Agreement (cost $73,434) | ||||||||
Total Investment Securities (cost $1,178,292) # | 1,201,735 | |||||||
Other Assets and Liabilities - Net | (64,769 | ) | ||||||
Net Assets | $ | 1,136,966 | ||||||
NOTES TO SCHEDULE OF INVESTMENTS: | ||
Ù | All or a portion of this security is on loan. The value of all securities on loan is $70,527. | |
* | Floating or variable rate note. Rate is listed as of 04/30/2011. | |
Ə | 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 $319, or 0.03%, of the fund’s net assets. | |
§ | Illiquid. At 04/30/2011, the market value of illiquid investment securities aggregated to $1,210, or 0.11%, of the fund’s net assets. | |
∞ | Percentage rounds to less than 0.1%. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $1,178,292. Aggregate gross unrealized appreciation for all securities in which there is an excess of value over tax cost were $27,165 and $3,722, respectively. Net unrealized appreciation for tax purposes is $23,443. |
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 04/30/2011, these securities aggregated $77,458, or 6.81%, of the fund’s net assets. | |
IO | Interest Only | |
PO | Principal Only | |
REMIC | Real Estate Mortgage Investment Conduits (consist of a fixed pool of mortgages broken apart and marketed to investors as individual securities) | |
STRIPS | Separate Trading of Registered Interest and Principal of Securities |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Asset-Backed Securities | $ | — | $ | 30,625 | $ | — | $ | 30,625 | ||||||||
Corporate Debt Securities | — | 148,134 | — | 148,134 | ||||||||||||
Foreign Government Obligations | — | 1,708 | — | 1,708 | ||||||||||||
Mortgage-Backed Securities | — | 128,072 | — | 128,072 | ||||||||||||
Municipal Government Obligations | — | 1,528 | — | 1,528 | ||||||||||||
Repurchase Agreement | — | 73,434 | — | 73,434 | ||||||||||||
Securities Lending Collateral | 71,973 | — | — | 71,973 | ||||||||||||
U.S. Government Agency Obligations | — | 504,030 | — | 504,030 | ||||||||||||
U.S. Government Obligations | — | 242,231 | — | 242,231 | ||||||||||||
Total | $ | 71,973 | $ | 1,129,762 | $ | — | $ | 1,201,735 | ||||||||
Э | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 51
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||||
FOREIGN GOVERNMENT OBLIGATIONS - 69.1% | ||||||||||
Australia - 0.9% | ||||||||||
New South Wales Treasury Corp. | ||||||||||
5.50%, 03/01/2017 | AUD | 3,100 | $ | 3,380 | ||||||
Belgium - 3.0% | ||||||||||
Belgium Government Bond | ||||||||||
4.00%, 03/28/2018 | EUR | 7,410 | 11,049 | |||||||
Brazil - 0.9% | ||||||||||
Brazil Notas Do Tesouro Nacional | ||||||||||
10.00%, 01/01/2013 | BRL | 5,480 | 3,347 | |||||||
Canada - 1.8% | ||||||||||
Canadian Government Bond | ||||||||||
2.50%, 06/01/2015 | CAD | 3,800 | 4,037 | |||||||
5.00%, 06/01/2037 | CAD | 890 | 1,138 | |||||||
5.75%, 06/01/2033 | CAD | 983 | 1,354 | |||||||
Denmark - 1.7% | ||||||||||
Denmark Government Bond | ||||||||||
4.00%, 11/15/2019 | DKK | 10,150 | 2,127 | |||||||
5.00%, 11/15/2013 | DKK | 19,000 | 4,047 | |||||||
France - 4.4% | ||||||||||
Caisse D’amortissement de La Dette Sociale | ||||||||||
3.75%, 10/25/2020 | EUR | 1,520 | 2,251 | |||||||
France Government Bond | ||||||||||
5.75%, 10/25/2032 | EUR | 6,950 | 12,810 | |||||||
France Government Bond O.A.T. | ||||||||||
2.50%, 10/25/2020 | EUR | 800 | 1,085 | |||||||
Germany - 4.4% | ||||||||||
Bundesrepublik Deutschland | ||||||||||
3.25%, 01/04/2020 | EUR | 6,000 | 8,974 | |||||||
3.50%, 07/04/2019 | EUR | 4,100 | 6,260 | |||||||
4.75%, 07/04/2034 | EUR | 670 | 1,137 | |||||||
Indonesia - 0.8% | ||||||||||
Indonesia Treasury Bond | ||||||||||
9.00%, 09/15/2013 | IDR | 24,000,000 | 2,958 | |||||||
Italy - 10.7% | ||||||||||
Italy Buoni Poliennali del Tesoro | ||||||||||
4.00%, 09/01/2020 - 02/01/2037 | EUR | 7,750 | 10,466 | |||||||
4.25%, 08/01/2014 | EUR | 8,000 | 12,133 | |||||||
5.00%, 08/01/2034 | EUR | 4,660 | 6,527 | |||||||
5.25%, 08/01/2017 | EUR | 6,600 | 10,350 | |||||||
Japan - 23.2% | ||||||||||
Japan Government Bond | ||||||||||
1.30%, 03/20/2015 | JPY | 3,560,000 | 45,426 | |||||||
1.90%, 06/20/2025 | JPY | 50,000 | 636 | |||||||
2.10%, 12/20/2026 - 09/20/2028 | JPY | 2,365,000 | 30,234 | |||||||
2.20%, 09/20/2039 | JPY | 720,000 | 8,997 | |||||||
Korea, Republic of - 1.9% | ||||||||||
Korea Treasury Bond | ||||||||||
4.00%, 06/10/2012 | KRW | 4,600,000 | 4,311 | |||||||
Republic of Korea | ||||||||||
5.75%, 09/10/2013 | KRW | 2,900,000 | 2,827 | |||||||
Mexico - 1.6% | ||||||||||
Mexican Bonos - Series MI10 | ||||||||||
8.00%, 12/19/2013 | MXN | 66,200 | 6,057 | |||||||
Netherlands - 1.1% | ||||||||||
Netherlands Government Bond | ||||||||||
3.75%, 01/15/2042 | EUR | 2,870 | 4,212 | |||||||
Norway - 1.2% | ||||||||||
Kommunalbanken AS | ||||||||||
4.88%, 12/10/2012 | GBP | 2,500 | 4,392 | |||||||
Philippines - 1.3% | ||||||||||
Republic of The Philippines | ||||||||||
8.75%, 03/03/2013 | PHP | 185,000 | 4,754 | |||||||
South Africa - 2.8% | ||||||||||
Republic of South Africa | ||||||||||
13.50%, 09/15/2015 | ZAR | 57,000 | 10,532 | |||||||
Spain - 2.7% | ||||||||||
Spain Government Bond | ||||||||||
4.25%, 01/31/2014 | EUR | 1,300 | 1,952 | |||||||
4.60%, 07/30/2019 | EUR | 3,240 | 4,662 | |||||||
4.90%, 07/30/2040 | EUR | 2,580 | 3,263 | |||||||
Sweden - 1.3% | ||||||||||
Sweden Government Bond | ||||||||||
4.50%, 08/12/2015 | SEK | 28,000 | 4,923 | |||||||
United Kingdom - 3.4% | ||||||||||
United Kingdom Gilt | ||||||||||
4.25%, 06/07/2032 | GBP | 2,650 | 4,480 | |||||||
4.50%, 12/07/2042 | GBP | 4,620 | 8,170 | |||||||
Total Foreign Government Obligations (cost $230,934) | 255,258 | |||||||||
MORTGAGE-BACKED SECURITY - 1.2% | ||||||||||
Spain - 1.2% | ||||||||||
Union de Creditos Inmobiliarios | ||||||||||
Series 15, Class A | ||||||||||
1.31%, 12/18/2048 § * | EUR | 3,749 | 4,449 | |||||||
Total Mortgage-Backed Security (cost $5,079) | ||||||||||
ASSET-BACKED SECURITY - 0.0% ∞ | ||||||||||
Spain - 0.0% ∞ | ||||||||||
Fondo de Titulizacion de Activos Santander Auto | ||||||||||
Series 1, Class A | ||||||||||
1.15%, 11/25/2021 § * | EUR | 38 | 55 | |||||||
Total Asset-Backed Security (cost $48) | ||||||||||
CORPORATE DEBT SECURITIES - 25.8% | ||||||||||
Australia - 0.6% | ||||||||||
Suncorp-Metway, Ltd. | ||||||||||
4.00%, 01/16/2014 | GBP | 1,290 | 2,261 | |||||||
Denmark - 0.9% | ||||||||||
Spar Nord Bank A/S | ||||||||||
2.50%, 07/10/2012 | EUR | 2,280 | 3,389 | |||||||
Finland - 1.1% | ||||||||||
Nordea Bank Finland PLC | ||||||||||
2.25%, 11/16/2015 | EUR | 2,800 | 3,975 | |||||||
France - 3.0% | ||||||||||
Cie de Financement Foncier | ||||||||||
4.75%, 06/25/2015 | EUR | 2,400 | 3,737 | |||||||
Credit Agricole Home Loan SFH | ||||||||||
3.50%, 07/21/2014 | EUR | 2,500 | 3,749 | |||||||
GCE Covered Bonds | ||||||||||
2.75%, 01/14/2015 | EUR | 2,600 | 3,764 | |||||||
Germany - 6.2% | ||||||||||
Bayerische Landesbank | ||||||||||
1.40%, 04/22/2013 | JPY | 1,008,000 | 12,619 | |||||||
IKB Deutsche Industriebank AG | ||||||||||
2.63%, 03/13/2012 | EUR | 1,669 | 2,492 | |||||||
Kreditanstalt fuer Wiederaufbau | ||||||||||
2.60%, 06/20/2037 | JPY | 170,000 | 2,281 | |||||||
5.50%, 12/07/2015 | GBP | 2,150 | 4,026 | |||||||
Landwirtschaftliche Rentenbank | ||||||||||
1.38%, 04/25/2013 | JPY | 101,000 | 1,273 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 52
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Principal | Value | |||||||||
Netherlands - 5.4% | ||||||||||
ABN Amro Bank NV | ||||||||||
3.75%, 07/15/2014 | EUR | 2,500 | $ | 3,780 | ||||||
Fortis Bank Nederland NV | ||||||||||
3.38%, 05/19/2014 | EUR | 3,200 | 4,844 | |||||||
ING Bank NV | ||||||||||
3.00%, 09/30/2014 | EUR | 2,650 | 3,907 | |||||||
LeasePlan Corp. NV | ||||||||||
3.25%, 05/22/2014 | EUR | 4,950 | 7,451 | |||||||
Norway - 0.5% | ||||||||||
Sparebanken Vest Boligkreditt AS | ||||||||||
2.50%, 06/09/2015 | EUR | 1,400 | 2,014 | |||||||
Supranational - 4.5% | ||||||||||
European Investment Bank | ||||||||||
1.40%, 06/20/2017 | JPY | 946,000 | 12,085 | |||||||
4.25%, 10/15/2014 ^ | EUR | 2,900 | 4,521 | |||||||
Sweden - 1.0% | ||||||||||
Swedbank Hypotek AB | ||||||||||
2.50%, 06/15/2015 | EUR | 2,500 | 3,589 | |||||||
United Kingdom - 2.6% | ||||||||||
Abbey National Treasury Services PLC | ||||||||||
3.38%, 06/08/2015 | EUR | 1,300 | 1,878 | |||||||
Bank of Scotland PLC | ||||||||||
3.25%, 01/25/2013 | EUR | 3,200 | 4,773 | |||||||
3.88%, 01/15/2014 | EUR | 800 | 1,195 | |||||||
Nationwide Building Society | ||||||||||
2.88%, 09/14/2015 | EUR | 1,300 | 1,855 | |||||||
Total Corporate Debt Securities (cost $81,064) | 95,458 | |||||||||
SHORT-TERM FOREIGN GOVERNMENT OBLIGATION - 0.4% | ||||||||||
France Treasury Bill | ||||||||||
1.04%, 07/28/2011 ▲ γ | EUR | 898 | 1,328 | |||||||
Total Short-Term Foreign Government Obligation (cost $1,229) |
Shares | Value | |||||||||||
SECURITIES LENDING COLLATERAL - 0.3% | ||||||||||||
State Street Navigator Securities Lending Trust — Prime Portfolio, 0.24% ▲ | 977,580 | 978 | ||||||||||
Total Securities Lending Collateral (cost $978) |
Principal | Value | |||||||||||
REPURCHASE AGREEMENT - 1.3% | ||||||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $4,938 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 3.50%, due 12/01/2025, with a value of $5,041. | $ | 4,938 | 4,938 | |||||||||
Total Repurchase Agreement (cost $4,938) | ||||||||||||
Total Investment Securities (cost $324,270) # | 362,464 | |||||||||||
Other Assets and Liabilities — Net | 7,195 | |||||||||||
Net Assets | $ | 369,659 | ||||||||||
Percentage of | ||||||||
INVESTMENTS BY INDUSTRY: | Total Investments | Value | ||||||
Foreign Government Obligation | 70.4 | % | $ | 255,258 | ||||
Commercial Banks | 22.5 | 81,877 | ||||||
Diversified Financial Services | 3.2 | 11,320 | ||||||
Mortgage-Backed Security | 1.3 | 4,449 | ||||||
Insurance | 0.6 | 2,261 | ||||||
Asset-Backed Security | 0.0 | ∞ | 55 | |||||
Investment Securities, at Value | 98.0 | 355,220 | ||||||
Short-Term Investments | 2.0 | 7,244 | ||||||
Total Investments | 100.0 | % | $ | 362,464 | ||||
FUTURES CONTRACTS: | ||||||||||||||
Net Unrealized | ||||||||||||||
Appreciation | ||||||||||||||
Description | Type | Contracts ┌ | Expiration Date | (Depreciation) | ||||||||||
10-Year Government of Canada Bond | Long | 16 | 06/21/2011 | $ | 52 | |||||||||
10-Year Japan Government Bond | Long | 26 | 06/09/2011 | 400 | ||||||||||
3-Year Australian Treasury Bond | Long | 4 | 06/15/2011 | 1 | ||||||||||
German Euro BOBL | Short | (291 | ) | 06/08/2011 | (219 | ) | ||||||||
German Euro Bund | Long | 86 | 06/08/2011 | 54 | ||||||||||
German Euro Schatz | Short | (247 | ) | 06/08/2011 | 31 | |||||||||
United Kingdom Long Gilt Bond | Long | 54 | 06/28/2011 | 338 | ||||||||||
$ | 657 | |||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 53
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
FORWARD FOREIGN CROSS CURRENCY CONTRACTS: | ||||||||||||||
Unrealized | ||||||||||||||
Settlement | Appreciation | |||||||||||||
Bought/Sold | Currency | Amount | Date | (Depreciation) | ||||||||||
Buy | Australian Dollar | 170 | 06/09/2011 | $ | 8 | |||||||||
Sell | Euro | (124 | ) | 06/09/2011 | (6 | ) | ||||||||
Buy | Canadian Dollar | 594 | 06/09/2011 | 16 | ||||||||||
Sell | Japanese Yen | (50,719 | ) | 06/09/2011 | (14 | ) | ||||||||
Buy | Canadian Dollar | 1,276 | 06/09/2011 | 28 | ||||||||||
Sell | Euro | (932 | ) | 06/09/2011 | (60 | ) | ||||||||
Buy | Canadian Dollar | 409 | 06/09/2011 | 3 | ||||||||||
Sell | Swedish Krona | (2,690 | ) | 06/09/2011 | (16 | ) | ||||||||
Buy | Czech Republic Koruna | 30,700 | 06/09/2011 | 106 | ||||||||||
Sell | Euro | (1,256 | ) | 06/09/2011 | (84 | ) | ||||||||
Buy | Euro | 298 | 06/09/2011 | 13 | ||||||||||
Sell | Swedish Krona | (2,707 | ) | 06/09/2011 | (19 | ) | ||||||||
Buy | Euro | 441 | 06/09/2011 | 15 | ||||||||||
Sell | Japanese Yen | (53,590 | ) | 06/09/2011 | (24 | ) | ||||||||
Buy | Euro | 427 | 06/09/2011 | 7 | ||||||||||
Sell | Pound Sterling | (381 | ) | 06/09/2011 | (10 | ) | ||||||||
Buy | Euro | 843 | 06/09/2011 | 25 | ||||||||||
Sell | Canadian Dollar | (1,175 | ) | 06/09/2011 | (19 | ) | ||||||||
Buy | Euro | 1,815 | 06/09/2011 | 92 | ||||||||||
Sell | Japanese Yen | (222,588 | ) | 06/09/2011 | (150 | ) | ||||||||
Buy | Euro | 1,864 | 06/09/2011 | 104 | ||||||||||
Sell | Pound Sterling | (1,627 | ) | 06/09/2011 | (62 | ) | ||||||||
Buy | Euro | 673 | 06/09/2011 | 23 | ||||||||||
Sell | Japanese Yen | (80,826 | ) | 06/09/2011 | (24 | ) | ||||||||
Buy | Euro | 406 | 06/09/2011 | 12 | ||||||||||
Sell | Pound Sterling | (362 | ) | 06/09/2011 | (16 | ) | ||||||||
Buy | Euro | 302 | 06/09/2011 | 18 | ||||||||||
Sell | Australian Dollar | (418 | ) | 06/09/2011 | (27 | ) | ||||||||
Buy | Euro | 456 | 06/09/2011 | 27 | ||||||||||
Sell | Japanese Yen | (53,518 | ) | 06/09/2011 | (12 | ) | ||||||||
Buy | Euro | 359 | 06/09/2011 | 25 | ||||||||||
Sell | Swedish Krona | (3,210 | ) | 06/09/2011 | (25 | ) | ||||||||
Buy | Euro | 595 | 06/09/2011 | 36 | ||||||||||
Sell | Japanese Yen | (70,466 | ) | 06/09/2011 | (24 | ) | ||||||||
Buy | Euro | 437 | 06/09/2011 | 13 | ||||||||||
Sell | Japanese Yen | (53,087 | ) | 06/09/2011 | (22 | ) | ||||||||
Buy | Euro | 1,258 | 06/09/2011 | 47 | ||||||||||
Sell | Japanese Yen | (148,536 | ) | 06/09/2011 | (18 | ) | ||||||||
Buy | Japanese Yen | 67,804 | 06/09/2011 | 16 | ||||||||||
Sell | Euro | (561 | ) | 06/09/2011 | (10 | ) | ||||||||
Buy | Japanese Yen | 81,066 | 06/09/2011 | 23 | ||||||||||
Sell | Euro | (692 | ) | 06/09/2011 | (47 | ) | ||||||||
Buy | Japanese Yen | 36,252 | 06/09/2011 | 18 | ||||||||||
Sell | Norwegian Krone | (2,333 | ) | 06/09/2011 | (15 | ) | ||||||||
Buy | Japanese Yen | 54,403 | 06/09/2011 | 11 | ||||||||||
Sell | Norwegian Krone | (3,539 | ) | 06/09/2011 | (13 | ) | ||||||||
Buy | Japanese Yen | 56,899 | 06/09/2011 | 23 | ||||||||||
Sell | Pound Sterling | (419 | ) | 06/09/2011 | (21 | ) | ||||||||
Buy | Japanese Yen | 61,283 | 06/09/2011 | 19 | ||||||||||
Sell | Euro | (518 | ) | 06/09/2011 | (30 | ) | ||||||||
Buy | Japanese Yen | 46,700 | 06/09/2011 | 10 | ||||||||||
Sell | Canadian Dollar | (537 | ) | 06/09/2011 | (1 | ) | ||||||||
Buy | Japanese Yen | 66,448 | 06/09/2011 | 14 | ||||||||||
Sell | Euro | (555 | ) | 06/09/2011 | (16 | ) | ||||||||
Buy | Japanese Yen | 217,478 | 06/09/2011 | 136 | ||||||||||
Sell | Euro | (1,790 | ) | 06/09/2011 | (102 | ) | ||||||||
Buy | Japanese Yen | 41,671 | 06/09/2011 | 17 | ||||||||||
Sell | Euro | (347 | ) | 06/09/2011 | (16 | ) | ||||||||
Buy | Japanese Yen | 45,255 | 06/09/2011 | 26 | ||||||||||
Sell | Euro | (370 | ) | 06/09/2011 | (16 | ) | ||||||||
Buy | Mexican Peso | 21,552 | 06/09/2011 | 56 | ||||||||||
Sell | Euro | (1,279 | ) | 06/09/2011 | (82 | ) | ||||||||
Buy | New Zealand Dollar | 678 | 06/09/2011 | 7 | ||||||||||
Sell | Euro | (374 | ) | 06/09/2011 | (13 | ) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 54
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
FORWARD FOREIGN CROSS CURRENCY CONTRACTS (continued): | ||||||||||||||
Unrealized | ||||||||||||||
Settlement | Appreciation | |||||||||||||
Bought/Sold | Currency | Amount | Date | (Depreciation) | ||||||||||
Buy | New Zealand Dollar | 703 | 06/09/2011 | $ | 2 | |||||||||
Sell | Canadian Dollar | (539 | ) | 06/09/2011 | (4 | ) | ||||||||
Buy | New Zealand Dollar | 907 | 06/09/2011 | 14 | ||||||||||
Sell | Canadian Dollar | (690 | ) | 06/09/2011 | (10 | ) | ||||||||
Buy | Norwegian Krone | 8,461 | 06/09/2011 | 66 | ||||||||||
Sell | Japanese Yen | (129,711 | ) | 06/09/2011 | (56 | ) | ||||||||
Buy | Norwegian Krone | 5,110 | 06/09/2011 | 40 | ||||||||||
Sell | Euro | (655 | ) | 06/09/2011 | (37 | ) | ||||||||
Buy | Norwegian Krone | 5,114 | 06/09/2011 | 42 | ||||||||||
Sell | Euro | (655 | ) | 06/09/2011 | (39 | ) | ||||||||
Buy | Norwegian Krone | 8,460 | 06/09/2011 | 70 | ||||||||||
Sell | Japanese Yen | (129,155 | ) | 06/09/2011 | (54 | ) | ||||||||
Buy | Pound Sterling | 872 | 06/09/2011 | 33 | ||||||||||
Sell | Euro | (984 | ) | 06/09/2011 | (33 | ) | ||||||||
Buy | Pound Sterling | 331 | 06/09/2011 | 6 | ||||||||||
Sell | Euro | (373 | ) | 06/09/2011 | (4 | ) | ||||||||
Buy | Swedish Krona | 11,216 | 06/09/2011 | 75 | ||||||||||
Sell | Euro | (1,246 | ) | 06/09/2011 | (66 | ) | ||||||||
Buy | Swedish Krona | 11,161 | 06/09/2011 | 50 | ||||||||||
Sell | Euro | (1,246 | ) | 06/09/2011 | (49 | ) | ||||||||
Buy | Swedish Krona | 14,004 | 06/09/2011 | 99 | ||||||||||
Sell | Norwegian Krone | (12,215 | ) | 06/09/2011 | (109 | ) | ||||||||
Buy | Swedish Krona | 6,826 | 06/09/2011 | 46 | ||||||||||
Sell | Euro | (756 | ) | 06/09/2011 | (37 | ) | ||||||||
Buy | Swedish Krona | 5,162 | 06/09/2011 | 34 | ||||||||||
Sell | Canadian Dollar | (792 | ) | 06/09/2011 | (18 | ) | ||||||||
Buy | Swedish Krona | 5,217 | 06/09/2011 | 35 | ||||||||||
Sell | Canadian Dollar | (793 | ) | 06/09/2011 | (10 | ) | ||||||||
$ | 66 | |||||||||||||
FORWARD FOREIGN CURRENCY CONTRACTS: | ||||||||||||||||
Amount in U.S. | Net Unrealized | |||||||||||||||
Settlement | Dollars Bought | Appreciation | ||||||||||||||
Currency | Bought (Sold) | Date | (Sold) | (Depreciation) | ||||||||||||
Australian Dollar | (2,748 | ) | 06/09/2011 | $ | (2,833 | ) | $ | (163 | ) | |||||||
Canadian Dollar | 9,566 | 06/09/2011 | 9,956 | 145 | ||||||||||||
Canadian Dollar | (692 | ) | 06/09/2011 | (719 | ) | (12 | ) | |||||||||
Czech Republic Koruna | 31,738 | 06/09/2011 | 1,855 | 88 | ||||||||||||
Danish Krone | (13,722 | ) | 06/09/2011 | (2,626 | ) | (97 | ) | |||||||||
Euro | 2,200 | 06/09/2011 | 3,117 | 138 | ||||||||||||
Euro | (1,252 | ) | 06/09/2011 | (1,832 | ) | (21 | ) | |||||||||
Euro | (502 | ) | 06/09/2011 | (733 | ) | (10 | ) | |||||||||
Euro | 2,500 | 06/09/2011 | 3,597 | 102 | ||||||||||||
Euro | (35,469 | ) | 06/09/2011 | (50,637 | ) | (1,838 | ) | |||||||||
Euro | (324 | ) | 06/09/2011 | (466 | ) | (13 | ) | |||||||||
Euro | (800 | ) | 06/09/2011 | (1,135 | ) | (49 | ) | |||||||||
Euro | 3,200 | 06/09/2011 | 4,744 | (9 | ) | |||||||||||
Euro | (983 | ) | 06/09/2011 | (1,391 | ) | (63 | ) | |||||||||
Euro | (496 | ) | 06/09/2011 | (724 | ) | (9 | ) | |||||||||
Euro | 700 | 06/09/2011 | 995 | 41 | ||||||||||||
Euro | (765 | ) | 06/09/2011 | (1,105 | ) | (27 | ) | |||||||||
Euro | 900 | 06/09/2011 | 1,300 | 32 | ||||||||||||
Japanese Yen | 3,746,995 | 06/09/2011 | 43,954 | 2,247 | ||||||||||||
Japanese Yen | (56,349 | ) | 06/09/2011 | (683 | ) | (11 | ) | |||||||||
Japanese Yen | (100,149 | ) | 06/09/2011 | (1,225 | ) | (10 | ) | |||||||||
Japanese Yen | 77,765 | 06/09/2011 | 939 | 20 | ||||||||||||
Japanese Yen | (44,897 | ) | 06/09/2011 | (540 | ) | (13 | ) | |||||||||
Mexican Peso | 10,775 | 06/09/2011 | 914 | 18 | ||||||||||||
Mexican Peso | (58,203 | ) | 06/09/2011 | (4,905 | ) | (134 | ) | |||||||||
Norwegian Krone | (1,960 | ) | 06/09/2011 | (357 | ) | (16 | ) | |||||||||
Norwegian Krone | 45,354 | 06/09/2011 | 8,292 | 333 | ||||||||||||
Pound Sterling | 4,609 | 06/09/2011 | 7,491 | 204 | ||||||||||||
Pound Sterling | (375 | ) | 06/09/2011 | (605 | ) | (22 | ) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 55
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
FORWARD FOREIGN CURRENCY CONTRACTS (continued): | ||||||||||||||||
Amount in U.S. | Net Unrealized | |||||||||||||||
Settlement | Dollars Bought | Appreciation | ||||||||||||||
Currency | Bought (Sold) | Date | (Sold) | (Depreciation) | ||||||||||||
South African Rand | (73,221 | ) | 06/09/2011 | $ | (10,822 | ) | $ | (268 | ) | |||||||
South African Rand | 6,113 | 06/09/2011 | 891 | 35 | ||||||||||||
Swedish Krona | (19,908 | ) | 06/09/2011 | (3,145 | ) | (143 | ) | |||||||||
$ | 475 | |||||||||||||||
* | Floating or variable rate note. Rate is listed as of 04/30/2011. | |
∞ | Percentage rounds to less than 0.1%. | |
§ | Illiquid. At 04/30/2011, the market value of illiquid investment securities aggregated to $4,504, or 1.22%, of the fund’s net assets. | |
^ | All or a portion of this security is on loan. The value of all securities on loan is $959. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $324,270. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $40,864 and $2,670, respectively. Net unrealized appreciation for tax purposes is $38,194. | |
┌ | Contract amounts are not in thousands. | |
γ | This security in the amount of $1,328 has been segregated as collateral with the broker to cover margin requirements for open futures contracts. |
AUD | Australian Dollar | |
BRL | Brazilian Real | |
CAD | Canadian Dollar | |
DKK | Danish Krone | |
EUR | Euro | |
GBP | Pound Sterling | |
IDR | Indonesian Rupiah | |
JPY | Japanese Yen | |
KRW | South Korean Won | |
MXN | Mexican Peso | |
PHP | Philippines Peso | |
SEK | Swedish Krona | |
ZAR | South African Rand |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Asset-Backed Security | $ | — | $ | 55 | $ | — | $ | 55 | ||||||||
Corporate Debt Securities | — | 95,458 | — | 95,458 | ||||||||||||
Foreign Government Obligations | — | 255,258 | — | 255,258 | ||||||||||||
Mortgage-Backed Security | — | 4,449 | — | 4,449 | ||||||||||||
Repurchase Agreement | — | 4,938 | — | 4,938 | ||||||||||||
Securities Lending Collateral | 978 | — | — | 978 | ||||||||||||
Short-Term Foreign Government Obligation | — | 1,328 | — | 1,328 | ||||||||||||
Total | $ | 978 | $ | 361,486 | $ | — | $ | 362,464 | ||||||||
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Total at | |||||||||||||
Other Financial Instruments | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Futures Contracts - Appreciation | $ | 876 | $ | — | $ | — | $ | 876 | ||||||||
Futures Contracts - Depreciation | (219 | ) | — | (219 | ) | |||||||||||
Forward Foreign Currency Contracts - Appreciation | — | 5,009 | — | 5,009 | ||||||||||||
Forward Foreign Currency Contracts - Depreciation | — | (4,468 | ) | — | (4,468 | ) | ||||||||||
Total | $ | 657 | $ | 541 | $ | — | $ | 1,198 | ||||||||
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. | |
Ғ | Other financial instruments are derivative instruments that are valued at unrealized appreciation (depreciation) on the instrument. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 56
(formerly, Transamerica BNY Mellon Market Neutral Strategy)
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
COMMON STOCKS - 101.3% | ||||||||
Aerospace & Defense - 3.0% | ||||||||
Honeywell International, Inc. µ | 13,050 | $ | 799 | |||||
Huntington Ingalls Industries, Inc. ‡ | 12,828 | 513 | ||||||
Northrop Grumman Corp. µ | 7,020 | 447 | ||||||
United Technologies Corp. µ | 20,110 | 1,801 | ||||||
Auto Components - 1.0% | ||||||||
Johnson Controls, Inc. µ | 29,870 | 1,225 | ||||||
Automobiles - 0.9% | ||||||||
General Motors Co. ‡ µ | 33,360 | 1,071 | ||||||
Beverages - 3.6% | ||||||||
Coca-Cola Co. µ | 32,800 | 2,212 | ||||||
Dr. Pepper Snapple Group, Inc. µ | 22,850 | 896 | ||||||
PepsiCo, Inc. µ | 15,500 | 1,068 | ||||||
Biotechnology - 2.2% | ||||||||
Biogen Idec, Inc. ‡ µ | 7,720 | 752 | ||||||
Celgene Corp. ‡ µ | 19,260 | 1,133 | ||||||
Dendreon Corp. ‡ µ | 17,760 | 771 | ||||||
Capital Markets - 1.5% | ||||||||
Goldman Sachs Group, Inc. µ | 5,980 | 903 | ||||||
Morgan Stanley µ | 13,250 | 346 | ||||||
State Street Corp. µ | 10,800 | 503 | ||||||
Chemicals - 6.0% | ||||||||
Air Products & Chemicals, Inc. µ | 14,320 | 1,368 | ||||||
Dow Chemical Co. µ | 37,690 | 1,545 | ||||||
E.I. du Pont de Nemours & Co. µ | 47,400 | 2,691 | ||||||
Georgia Gulf Corp. ‡ µ | 24,300 | 957 | ||||||
Westlake Chemical Corp. µ | 6,560 | 431 | ||||||
Commercial Banks - 2.5% | ||||||||
Fifth Third Bancorp µ | 31,370 | 416 | ||||||
Huntington Bancshares, Inc. | 54,390 | 369 | ||||||
Popular, Inc. ‡ µ | 90,590 | 285 | ||||||
Regions Financial Corp. µ | 34,960 | 257 | ||||||
SVB Financial Group ‡ µ | 4,800 | 290 | ||||||
TCF Financial Corp. µ | 19,080 | 297 | ||||||
Wells Fargo & Co. µ | 26,530 | 773 | ||||||
Zions Bancorporation µ | 10,750 | 263 | ||||||
Communications Equipment - 2.0% | ||||||||
Cisco Systems, Inc. µ | 34,020 | 597 | ||||||
Juniper Networks, Inc. ‡ µ | 28,040 | 1,076 | ||||||
Motorola Mobility Holdings, Inc. ‡ µ | 24,880 | 648 | ||||||
Computers & Peripherals - 1.7% | ||||||||
Apple, Inc. ‡ µ | 2,830 | 985 | ||||||
SanDisk Corp. ‡ µ | 20,970 | 1,031 | ||||||
Construction & Engineering - 0.8% | ||||||||
Fluor Corp. µ | 13,420 | 939 | ||||||
Diversified Financial Services - 0.7% | ||||||||
Bank of America Corp. µ | 44,760 | 549 | ||||||
Citigroup, Inc. ‡ | 61,390 | 282 | ||||||
Diversified Telecommunication Services - 1.3% | ||||||||
Verizon Communications, Inc. µ | 39,170 | 1,480 | ||||||
Electric Utilities - 4.3% | ||||||||
FirstEnergy Corp. | 17,580 | 702 | ||||||
Nextera Energy, Inc. µ | 32,880 | 1,861 | ||||||
Northeast Utilities µ | 26,700 | 951 | ||||||
NV Energy, Inc. µ | 94,430 | 1,434 | ||||||
PPL Corp. | 6,100 | 167 | ||||||
Electronic Equipment & Instruments - 0.9% | ||||||||
Corning, Inc. µ | 28,260 | 591 | ||||||
TE Connectivity, Ltd. | 13,380 | 480 | ||||||
Energy Equipment & Services - 1.1% | ||||||||
Baker Hughes, Inc. µ | 5,720 | 443 | ||||||
Cameron International Corp. ‡ µ | 6,830 | 360 | ||||||
Schlumberger, Ltd. | 5,730 | 514 | ||||||
Food & Staples Retailing - 0.6% | ||||||||
Kroger Co. µ | 27,860 | 677 | ||||||
Food Products - 4.8% | ||||||||
Archer-Daniels-Midland Co. µ | 18,020 | 667 | ||||||
Campbell Soup Co. µ | 21,930 | 737 | ||||||
ConAgra Foods, Inc. µ | 33,580 | 821 | ||||||
General Mills, Inc. µ | 80,370 | 3,101 | ||||||
Kellogg Co. µ | 5,950 | 341 | ||||||
Health Care Equipment & Supplies - 1.6% | ||||||||
Baxter International, Inc. | 10,780 | 613 | ||||||
Becton, Dickinson and Co. | 5,710 | 491 | ||||||
Covidien PLC | 13,370 | 745 | ||||||
Hotels, Restaurants & Leisure - 0.5% | ||||||||
Carnival Corp. µ | 15,010 | 571 | ||||||
Household Durables - 0.6% | ||||||||
Lennar Corp. — Class A µ | 11,900 | 226 | ||||||
NVR, Inc. ‡ µ | 710 | 525 | ||||||
Household Products - 3.5% | ||||||||
Colgate-Palmolive Co. µ | 32,670 | 2,755 | ||||||
Kimberly-Clark Corp. | 8,850 | 585 | ||||||
Procter & Gamble Co. µ | 12,620 | 819 | ||||||
Independent Power Producers & Energy Traders - 0.7% | ||||||||
Constellation Energy Group, Inc. | 21,230 | 773 | ||||||
Industrial Conglomerates - 2.0% | ||||||||
3M Co. µ | 9,010 | 876 | ||||||
Tyco International, Ltd. µ | 31,400 | 1,530 | ||||||
Insurance - 7.4% | ||||||||
ACE, Ltd. µ | 36,890 | 2,482 | ||||||
Aflac, Inc. µ | 12,740 | 716 | ||||||
Allstate Corp. µ | 9,290 | 314 | ||||||
Everest RE Group, Ltd. µ | 7,840 | 714 | ||||||
MetLife, Inc. µ | 34,670 | 1,622 | ||||||
PartnerRe, Ltd. µ | 4,640 | 373 | ||||||
Prudential Financial, Inc. µ | 28,390 | 1,800 | ||||||
RenaissanceRe Holdings, Ltd. µ | 4,320 | 304 | ||||||
XL Group PLC — Class A µ | 16,890 | 412 | ||||||
Internet & Catalog Retail - 1.4% | ||||||||
Amazon.com, Inc. ‡ µ | 8,670 | 1,704 | ||||||
IT Services - 1.5% | ||||||||
Cognizant Technology Solutions Corp. - Class A ‡ µ | 10,250 | 850 | ||||||
Genpact, Ltd. ‡ µ | 27,230 | 438 | ||||||
VeriFone Holdings, Inc. ‡ µ | 7,810 | 428 | ||||||
Machinery - 2.7% | ||||||||
Deere & Co. | 3,610 | 352 | ||||||
PACCAR, Inc. µ | 47,620 | 2,529 | ||||||
Parker Hannifin Corp. µ | 3,160 | 298 | ||||||
Media - 6.7% | ||||||||
CBS Corp. — Class B µ | 62,350 | 1,572 | ||||||
Discovery Communications, Inc. — Series A ‡ µ | 14,020 | 621 | ||||||
Gannett Co., Inc. µ | 32,500 | 489 | ||||||
Time Warner, Inc. µ | 88,790 | 3,361 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 57
(formerly, Transamerica BNY Mellon Market Neutral Strategy)
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
Media (continued) | ||||||||
Walt Disney Co. µ | 39,390 | $ | 1,698 | |||||
Metals & Mining - 1.5% | ||||||||
Alcoa, Inc. µ | 75,860 | 1,290 | ||||||
Freeport-McMoRan Copper & Gold, Inc. µ | 9,180 | 505 | ||||||
Multi-Utilities - 1.8% | ||||||||
PG&E Corp. µ | 12,460 | 574 | ||||||
Public Service Enterprise Group, Inc. µ | 16,850 | 542 | ||||||
Sempra Energy µ | 18,500 | 1,020 | ||||||
Oil, Gas & Consumable Fuels - 2.2% | ||||||||
Devon Energy Corp. µ | 6,250 | 569 | ||||||
EOG Resources, Inc. µ | 7,020 | 793 | ||||||
Occidental Petroleum Corp. µ | 6,330 | 723 | ||||||
Southwestern Energy Co. ‡ | 10,640 | 467 | ||||||
Pharmaceuticals - 1.8% | ||||||||
Abbott Laboratories µ | 18,030 | 938 | ||||||
Merck & Co., Inc. µ | 22,720 | 817 | ||||||
Mylan, Inc. ‡ | 14,550 | 363 | ||||||
Real Estate Investment Trusts - 10.1% | ||||||||
Alexandria Real Estate Equities, Inc. | 13,650 | 1,121 | ||||||
Apartment Investment & Management Co. - Class A | 34,900 | 941 | ||||||
AvalonBay Communities, Inc. | 5,900 | 747 | ||||||
Boston Properties, Inc. µ | 16,070 | 1,681 | ||||||
Camden Property Trust µ | 12,810 | 804 | ||||||
DCT Industrial Trust, Inc. µ | 113,200 | 658 | ||||||
Developers Diversified Realty Corp. µ | 56,530 | 833 | ||||||
Digital Realty Trust, Inc. µ | 11,860 | 716 | ||||||
Dupont Fabros Technology, Inc. µ | 27,330 | 668 | ||||||
Education Realty Trust, Inc. µ | 46,450 | 395 | ||||||
General Growth Properties, Inc. | 30,520 | 510 | ||||||
HCP, Inc. µ | 31,510 | 1,249 | ||||||
Regency Centers Corp. µ | 22,180 | 1,044 | ||||||
Senior Housing Properties Trust µ | 24,640 | 584 | ||||||
Road & Rail - 3.9% | ||||||||
CSX Corp. µ | 25,450 | 2,003 | ||||||
Norfolk Southern Corp. µ | 15,370 | 1,148 | ||||||
Union Pacific Corp. µ | 12,970 | 1,342 | ||||||
Semiconductors & Semiconductor Equipment - 7.6% | ||||||||
Analog Devices, Inc. µ | 33,670 | 1,357 | ||||||
Applied Materials, Inc. µ | 36,740 | 576 | ||||||
Broadcom Corp. — Class A µ | 29,380 | 1,034 | ||||||
Intersil Corp. — Class A µ | 37,040 | 547 | ||||||
LAM Research Corp. ‡ µ | 17,100 | 826 | ||||||
LSI Corp. ‡ µ | 31,730 | 233 | ||||||
Marvell Technology Group, Ltd. ‡ µ | 77,910 | 1,202 | ||||||
Novellus Systems, Inc. ‡ µ | 18,720 | 601 | ||||||
NVIDIA Corp. ‡ µ | 33,870 | 677 | ||||||
Xilinx, Inc. µ | 54,830 | 1,912 | ||||||
Software - 0.9% | ||||||||
Adobe Systems, Inc. ‡ µ | 15,170 | 509 | ||||||
Citrix Systems, Inc. ‡ µ | 6,360 | 536 | ||||||
Specialty Retail - 0.6% | ||||||||
AutoZone, Inc. ‡ µ | 2,370 | 669 | ||||||
Textiles, Apparel & Luxury Goods - 0.2% | ||||||||
Coach, Inc. µ | 4,750 | 284 | ||||||
Thrifts & Mortgage Finance - 0.2% | ||||||||
People’s United Financial, Inc. | 18,190 | 249 | ||||||
Water Utilities - 0.7% | ||||||||
American Water Works Co., Inc. µ | 27,380 | 804 | ||||||
Wireless Telecommunication Services - 2.3% | ||||||||
American Tower Corp. — Class A ‡ | 16,440 | 860 | ||||||
Sprint Nextel Corp. ‡ µ | 360,840 | 1,869 | ||||||
Total Common Stocks (cost $111,914) | 119,192 | |||||||
Principal | Value | |||||||
REPURCHASE AGREEMENT - 0.1% | ||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $67 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 4.00%, due 04/01/2025, with a value of $71. | $ | 67 | 67 | |||||
Total Repurchase Agreement (cost $67) | ||||||||
Total Investment Securities (cost $111,981) # | 119,259 | |||||||
Other Assets and Liabilities - Net | (1,633 | ) | ||||||
Net Assets | $ | 117,626 | ||||||
Shares | Value | |||||||
SECURITIES SOLD SHORT (80.9%) | ||||||||
COMMON STOCKS (80.9%) | ||||||||
Aerospace & Defense (3.7%) | ||||||||
Boeing Co. | (16,840 | ) | (1,343 | ) | ||||
Lockheed Martin Corp. | (31,430 | ) | (2,492 | ) | ||||
Raytheon Co. | (11,460 | ) | (556 | ) | ||||
Air Freight & Logistics (1.4%) | ||||||||
FedEx Corp. | (9,310 | ) | (891 | ) | ||||
United Parcel Service, Inc. - Class B | (10,730 | ) | (804 | ) | ||||
Automobiles (0.6%) | ||||||||
Ford Motor Co. ‡ | (46,120 | ) | (713 | ) | ||||
Biotechnology (0.3%) | ||||||||
Isis Pharmaceuticals, Inc. ‡ | (18,920 | ) | (178 | ) | ||||
Regeneron Pharmaceuticals, Inc. ‡ | (1,280 | ) | (65 | ) | ||||
Vertex Pharmaceuticals,Inc. ‡ | (2,880 | ) | (158 | ) | ||||
Capital Markets (1.0%) | ||||||||
Ameriprise Financial, Inc. | (5,390 | ) | (335 | ) | ||||
Federated Investors, Inc. - Class B | (15,520 | ) | (400 | ) | ||||
Franklin Resources, Inc. | (3,290 | ) | (424 | ) | ||||
Chemicals (3.1%) | ||||||||
Nalco Holding Co. | (11,650 | ) | (340 | ) | ||||
OM Group, Inc. ‡ | (12,950 | ) | (469 | ) | ||||
Praxair, Inc. | (17,060 | ) | (1,816 | ) | ||||
Valspar Corp. | (24,460 | ) | (962 | ) | ||||
Commercial Banks (3.0%) | ||||||||
Bank of Hawaii Corp. | (8,830 | ) | (431 | ) | ||||
Commerce Bancshares, Inc. | (8,540 | ) | (363 | ) | ||||
Cullen/Frost Bankers, Inc. | (9,860 | ) | (584 | ) | ||||
KeyCorp | (58,180 | ) | (504 | ) | ||||
Prosperity Bancshares, Inc. | (10,580 | ) | (485 | ) | ||||
UMB Financial Corp. | (13,620 | ) | (574 | ) | ||||
Valley National Bancorp | (36,980 | ) | (530 | ) | ||||
Communications Equipment (1.0%) | ||||||||
JDS Uniphase Corp. ‡ | (11,800 | ) | (246 | ) | ||||
Motorola Solutions, Inc. ‡ | (10,920 | ) | (501 | ) | ||||
Nokia OYJ ADR | (52,770 | ) | (487 | ) | ||||
Computers & Peripherals (0.6%) | ||||||||
Hewlett-Packard Co. | (16,710 | ) | (675 | ) | ||||
Diversified Telecommunication Services (1.2%) | ||||||||
AT&T, Inc. | (47,340 | ) | (1,473 | ) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 58
(formerly, Transamerica BNY Mellon Market Neutral Strategy)
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
Electric Utilities (5.9%) | ||||||||
American Electric Power Co., Inc. | (29,230 | ) | $ | (1,066 | ) | |||
Consolidated Edison, Inc. | (30,090 | ) | (1,569 | ) | ||||
Edison International | (34,380 | ) | (1,350 | ) | ||||
Entergy Corp. | (19,410 | ) | (1,353 | ) | ||||
Wisconsin Energy Corp. | (50,100 | ) | (1,564 | ) | ||||
Electrical Equipment (0.7%) | ||||||||
Rockwell Automation, Inc. | (9,550 | ) | (832 | ) | ||||
Energy Equipment & Services (1.7%) | ||||||||
Diamond Offshore Drilling, Inc. | (3,390 | ) | (257 | ) | ||||
Tenaris SA ADR | (35,720 | ) | (1,815 | ) | ||||
Food & Staples Retailing (0.3%) | ||||||||
Whole Foods Market, Inc. | (4,950 | ) | (311 | ) | ||||
Food Products (2.1%) | ||||||||
Hershey Co. | (36,340 | ) | (2,097 | ) | ||||
Mead Johnson Nutrition Co. - Class A | (5,190 | ) | (347 | ) | ||||
Health Care Equipment & Supplies (1.1%) | ||||||||
Edwards Lifesciences Corp. ‡ | (4,150 | ) | (358 | ) | ||||
Stryker Corp. | (7,810 | ) | (461 | ) | ||||
Zimmer Holdings, Inc. ‡ | (7,800 | ) | (509 | ) | ||||
Hotels, Restaurants & Leisure (0.5%) | ||||||||
Starwood Hotels & Resorts Worldwide, Inc. | (8,910 | ) | (531 | ) | ||||
Household Durables (0.4%) | ||||||||
MDC Holdings, Inc. | (7,240 | ) | (211 | ) | ||||
Ryland Group, Inc. | (11,620 | ) | (201 | ) | ||||
Household Products (1.7%) | ||||||||
Church & Dwight Co., Inc. | (10,280 | ) | (848 | ) | ||||
Clorox Co. | (16,320 | ) | (1,137 | ) | ||||
Independent Power Producers & Energy Traders (0.6%) | ||||||||
NRG Energy, Inc. ‡ | (31,280 | ) | (757 | ) | ||||
Insurance (6.9%) | ||||||||
American International Group, Inc. ‡ | (6,510 | ) | (203 | ) | ||||
AON Corp. | (25,690 | ) | (1,340 | ) | ||||
Chubb Corp. | (11,600 | ) | (756 | ) | ||||
Hartford Financial Services Group, Inc. | (15,530 | ) | (450 | ) | ||||
Lincoln National Corp. | (17,370 | ) | (542 | ) | ||||
Principal Financial Group, Inc. | (22,030 | ) | (744 | ) | ||||
Progressive Corp. | (47,200 | ) | (1,036 | ) | ||||
Travelers Cos., Inc. | (19,990 | ) | (1,265 | ) | ||||
WR Berkley Corp. | (54,690 | ) | (1,783 | ) | ||||
Internet Software & Services (0.7%) | ||||||||
AOL, Inc. ‡ | (4,360 | ) | (89 | ) | ||||
eBay, Inc. ‡ | (12,000 | ) | (412 | ) | ||||
Google, Inc. — Class A ‡ | (560 | ) | (305 | ) | ||||
IT Services (0.9%) | ||||||||
Automatic Data Processing, Inc. | (5,090 | ) | (277 | ) | ||||
Paychex, Inc. | (12,740 | ) | (416 | ) | ||||
SAIC, Inc. ‡ | (20,850 | ) | (363 | ) | ||||
Life Sciences Tools & Services (0.4%) | ||||||||
Agilent Technologies, Inc. ‡ | (10,350 | ) | (517 | ) | ||||
Machinery (4.3%) | ||||||||
Caterpillar, Inc. | (5,660 | ) | (653 | ) | ||||
Dover Corp. | (25,680 | ) | (1,747 | ) | ||||
Eaton Corp. | (29,440 | ) | (1,576 | ) | ||||
Ingersoll-Rand PLC | (20,350 | ) | (1,028 | ) | ||||
Media (4.2%) | ||||||||
New York Times Co. — Class A ‡ | (59,830 | ) | (486 | ) | ||||
News Corp. — Class B | (71,210 | ) | (1,346 | ) | ||||
Omnicom Group, Inc. | (16,400 | ) | (807 | ) | ||||
Scripps Networks Interactive, Inc. - Class A | (22,110 | ) | (1,137 | ) | ||||
Time Warner Cable, Inc. | (6,460 | ) | (505 | ) | ||||
Washington Post Co. — Class B | (1,870 | ) | (815 | ) | ||||
Metals & Mining (2.0%) | ||||||||
AK Steel Holding Corp. | (36,930 | ) | (599 | ) | ||||
Cliffs Natural Resources, Inc. | (4,050 | ) | (380 | ) | ||||
Nucor Corp. | (10,450 | ) | (491 | ) | ||||
U.S. Steel Corp. | (11,040 | ) | (527 | ) | ||||
Vale SA ADR | (11,290 | ) | (377 | ) | ||||
Multi-Utilities (1.1%) | ||||||||
Dominion Resources, Inc. | (28,660 | ) | (1,330 | ) | ||||
Oil, Gas & Consumable Fuels (0.8%) | ||||||||
Denbury Resources, Inc. ‡ | (30,220 | ) | (682 | ) | ||||
Sunoco, Inc. | (5,680 | ) | (242 | ) | ||||
Personal Products (1.0%) | ||||||||
Estee Lauder Cos., Inc. - Class A | (12,650 | ) | (1,227 | ) | ||||
Pharmaceuticals (2.2%) | ||||||||
Eli Lilly & Co. | (31,230 | ) | (1,157 | ) | ||||
Forest Laboratories, Inc. ‡ | (7,460 | ) | (247 | ) | ||||
Johnson & Johnson | (15,680 | ) | (1,030 | ) | ||||
Real Estate Investment Trusts (11.0%) | ||||||||
BioMed Realty Trust, Inc. | (37,210 | ) | (738 | ) | ||||
Douglas Emmett, Inc. | (38,840 | ) | (808 | ) | ||||
Duke Realty Corp. | (58,530 | ) | (893 | ) | ||||
Equity One, Inc. | (27,470 | ) | (544 | ) | ||||
Essex Property Trust, Inc. | (4,630 | ) | (627 | ) | ||||
Extra Space Storage, Inc. | (53,350 | ) | (1,155 | ) | ||||
Federal Realty Investment Trust | (13,380 | ) | (1,172 | ) | ||||
Highwoods Properties, Inc. | (26,800 | ) | (989 | ) | ||||
Kimco Realty Corp. | (41,620 | ) | (813 | ) | ||||
National Retail Properties, Inc. | (22,890 | ) | (603 | ) | ||||
Post Properties, Inc. | (18,580 | ) | (754 | ) | ||||
Realty Income Corp. | (30,880 | ) | (1,098 | ) | ||||
SL Green Realty Corp. | (14,310 | ) | (1,182 | ) | ||||
Taubman Centers, Inc. | (16,380 | ) | (952 | ) | ||||
U-Store-It Trust | (46,230 | ) | (525 | ) | ||||
Road & Rail (1.4%) | ||||||||
Heartland Express, Inc. | (29,240 | ) | (504 | ) | ||||
Knight Transportation, Inc. | (21,040 | ) | (379 | ) | ||||
Werner Enterprises, Inc. | (28,230 | ) | (739 | ) | ||||
Semiconductors & Semiconductor Equipment (7.3%) | ||||||||
Cypress Semiconductor Corp. ‡ | (53,600 | ) | (1,166 | ) | ||||
Intel Corp. | (47,110 | ) | (1,092 | ) | ||||
Linear Technology Corp. | (61,560 | ) | (2,143 | ) | ||||
Microchip Technology, Inc. | (65,990 | ) | (2,709 | ) | ||||
Taiwan Semiconductor Manufacturing Co., Ltd. ADR | (48,220 | ) | (651 | ) | ||||
Texas Instruments, Inc. | (22,270 | ) | (791 | ) | ||||
Software (0.8%) | ||||||||
Electronic Arts, Inc. ‡ | (33,990 | ) | (686 | ) | ||||
THQ, Inc. ‡ | (67,850 | ) | (274 | ) | ||||
Tobacco (3.3%) | ||||||||
Altria Group, Inc. | (56,730 | ) | (1,523 | ) | ||||
Philip Morris International, Inc. | (34,810 | ) | (2,417 | ) | ||||
Trading Companies & Distributors (0.4%) | ||||||||
WW Grainger, Inc. | (3,290 | ) | (499 | ) | ||||
Water Utilities (0.6%) | ||||||||
Aqua America, Inc. | (29,770 | ) | (671 | ) | ||||
Wireless Telecommunication Services (0.7%) | ||||||||
SBA Communications Corp. — Class A ‡ | (21,090 | ) | (815 | ) | ||||
Total Common Stocks (proceeds $(88,219)) | (95,172 | ) | ||||||
Total Securities Sold Short (proceeds $(88,219)) | $ | (95,172 | ) | |||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 59
(formerly, Transamerica BNY Mellon Market Neutral Strategy)
At April 30, 2011
(all amounts in thousands)
(unaudited)
‡ | Non-income producing security. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
µ | Securities or a portion thereof with an aggregate market value of $92,501 have been pledged to the broker as collateral for open securities sold short transactions. | |
# | Aggregate cost for federal income tax purposes is $111,981. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $8,614 and $1,336, respectively. Net unrealized appreciation for tax purposes is $7,278. |
ADR | American Depositary Receipt |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 113,543 | $ | 5,649 | $ | — | $ | 119,192 | ||||||||
Repurchase Agreement | 67 | — | 67 | |||||||||||||
Total | $ | 113,543 | $ | 5,716 | $ | — | $ | 119,259 | ||||||||
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Securities Sold Short | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | (91,191 | ) | $ | (3,981 | ) | $ | — | $ | (95,172 | ) |
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 60
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
COMMON STOCKS - 96.7% | ||||||||
Aerospace & Defense - 1.4% | ||||||||
Alliant Techsystems, Inc. ^ | 20,600 | $ | 1,455 | |||||
L-3 Communications Holdings, Inc. ^ | 14,500 | 1,163 | ||||||
Beverages - 1.2% | ||||||||
Brown-Forman Corp. — Class B ^ | 16,825 | 1,209 | ||||||
Dr. Pepper Snapple Group, Inc. | 25,700 | 1,007 | ||||||
Capital Markets - 2.5% | ||||||||
Ameriprise Financial, Inc. | 37,700 | 2,339 | ||||||
Northern Trust Corp. ^ | 17,100 | 855 | ||||||
T. Rowe Price Group, Inc. | 24,200 | 1,555 | ||||||
Chemicals - 3.3% | ||||||||
Airgas, Inc. | 20,090 | 1,395 | ||||||
Albemarle Corp. | 27,285 | 1,925 | ||||||
PPG Industries, Inc. | 10,000 | 947 | ||||||
Sigma-Aldrich Corp. ^ | 27,600 | 1,948 | ||||||
Commercial Banks - 5.2% | ||||||||
BancorpSouth, Inc. ^ | 16,800 | 228 | ||||||
BB&T Corp. ^ | 27,700 | 746 | ||||||
City National Corp. ^ | 21,400 | 1,222 | ||||||
Cullen/Frost Bankers, Inc. ^ | 18,200 | 1,078 | ||||||
Fifth Third Bancorp | 122,200 | 1,622 | ||||||
Huntington Bancshares, Inc. | 78,400 | 532 | ||||||
M&T Bank Corp. ^ | 27,200 | 2,404 | ||||||
SunTrust Banks, Inc. ^ | 36,600 | 1,032 | ||||||
Zions Bancorporation ^ | 41,500 | 1,015 | ||||||
Commercial Services & Supplies - 2.1% | ||||||||
Republic Services, Inc. - Class A | 127,100 | 4,019 | ||||||
Containers & Packaging - 2.8% | ||||||||
Ball Corp. | 75,300 | 2,809 | ||||||
Rock-Tenn Co. - Class A ^ | 22,800 | 1,575 | ||||||
Silgan Holdings, Inc. | 19,800 | 908 | ||||||
Distributors - 1.0% | ||||||||
Genuine Parts Co. ^ | 36,000 | 1,933 | ||||||
Diversified Financial Services - 0.8% | ||||||||
Invesco, Ltd. | 61,700 | 1,534 | ||||||
Diversified Telecommunication Services - 1.1% | ||||||||
CenturyLink, Inc. | 48,900 | 1,994 | ||||||
Electric Utilities - 2.8% | ||||||||
Northeast Utilities ^ | 25,600 | 911 | ||||||
Westar Energy, Inc. | 82,700 | 2,251 | ||||||
Wisconsin Energy Corp. ^ | 71,400 | 2,228 | ||||||
Electrical Equipment - 3.1% | ||||||||
AMETEK, Inc. | 28,400 | 1,308 | ||||||
Cooper Industries PLC - Class A ^ | 24,100 | 1,589 | ||||||
Regal Beloit Corp. ^ | 14,700 | 1,114 | ||||||
Roper Industries, Inc. ^ | 21,200 | 1,834 | ||||||
Electronic Equipment & Instruments - 3.5% | ||||||||
Amphenol Corp. - Class A ^ | 29,500 | 1,649 | ||||||
Arrow Electronics, Inc. ‡ ^ | 38,800 | 1,769 | ||||||
TE Connectivity, Ltd. | 87,500 | 3,137 | ||||||
Food & Staples Retailing - 1.1% | ||||||||
Safeway, Inc. ^ | 88,000 | 2,139 | ||||||
Food Products - 2.2% | ||||||||
JM Smucker Co. ^ | 30,700 | 2,305 | ||||||
Ralcorp Holdings, Inc. ‡ ^ | 26,000 | 2,023 | ||||||
Gas Utilities - 5.0% | ||||||||
Energen Corp. | 61,832 | 4,020 | ||||||
EQT Corp. | 45,500 | 2,394 | ||||||
Oneok, Inc. ^ | 42,600 | 2,979 | ||||||
Health Care Equipment & Supplies - 1.1% | ||||||||
Becton, Dickinson and Co. ^ | 23,185 | 1,993 | ||||||
Health Care Providers & Services - 4.9% | ||||||||
AmerisourceBergen Corp. - Class A | 38,800 | 1,577 | ||||||
Coventry Health Care, Inc. ‡ | 40,550 | 1,309 | ||||||
HCA Holdings, Inc. ‡ | 30,700 | 1,007 | ||||||
Humana, Inc. ‡ | 23,700 | 1,804 | ||||||
Lincare Holdings, Inc. ^ | 95,324 | 2,994 | ||||||
VCA Antech, Inc. ‡ ^ | 30,700 | 755 | ||||||
Hotels, Restaurants & Leisure - 2.8% | ||||||||
Darden Restaurants, Inc. ^ | 33,480 | 1,573 | ||||||
Marriott International, Inc. - Class A ^ | 36,555 | 1,290 | ||||||
Royal Caribbean Cruises, Ltd. ‡ ^ | 25,400 | 1,011 | ||||||
Yum! Brands, Inc. | 26,100 | 1,400 | ||||||
Household Durables - 3.3% | ||||||||
Fortune Brands, Inc. | 49,800 | 3,241 | ||||||
Jarden Corp. ^ | 27,700 | 1,008 | ||||||
Snap-On, Inc. | 33,900 | 2,094 | ||||||
Household Products - 0.7% | ||||||||
Energizer Holdings, Inc. ‡ | 17,200 | 1,299 | ||||||
Industrial Conglomerates - 0.9% | ||||||||
Carlisle Cos., Inc. ^ | 35,900 | 1,778 | ||||||
Insurance - 9.8% | ||||||||
AON Corp. ^ | 30,400 | 1,586 | ||||||
Arch Capital Group, Ltd. ‡ ^ | 10,200 | 1,061 | ||||||
Cincinnati Financial Corp. ^ | 35,255 | 1,117 | ||||||
Loews Corp. | 80,800 | 3,577 | ||||||
Old Republic International Corp. ^ | 130,150 | 1,649 | ||||||
OneBeacon Insurance Group, Ltd. - Class A ^ | 58,965 | 828 | ||||||
Principal Financial Group, Inc. | 36,000 | 1,215 | ||||||
Torchmark Corp. ^ | 13,900 | 930 | ||||||
Transatlantic Holdings, Inc. ^ | 50,300 | 2,479 | ||||||
WR Berkley Corp. ^ | 77,100 | 2,515 | ||||||
XL Group PLC - Class A | 69,100 | 1,687 | ||||||
Internet & Catalog Retail - 0.7% | ||||||||
Expedia, Inc. ^ | 54,600 | 1,367 | ||||||
Media - 4.9% | ||||||||
Cablevision Systems Corp. - Class A | 49,600 | 1,747 | ||||||
CBS Corp. - Class B | 86,500 | 2,183 | ||||||
Clear Channel Outdoor Holdings, Inc. - Class A ‡ | 64,273 | 884 | ||||||
DISH Network Corp. - Class A ‡ | 55,300 | 1,385 | ||||||
Gannett Co., Inc. ^ | 106,800 | 1,608 | ||||||
Omnicom Group, Inc. | 19,600 | 964 | ||||||
Washington Post Co. - Class B ^ | 1,005 | 438 | ||||||
Multiline Retail - 0.7% | ||||||||
Kohl’s Corp. ^ | 25,200 | 1,328 | ||||||
Multi-Utilities - 4.5% | ||||||||
CMS Energy Corp. ^ | 150,200 | 2,973 | ||||||
NSTAR ^ | 40,300 | 1,866 | ||||||
Sempra Energy ^ | 20,800 | 1,146 | ||||||
Xcel Energy, Inc. ^ | 102,900 | 2,504 | ||||||
Oil, Gas & Consumable Fuels - 6.9% | ||||||||
CVR Energy, Inc. ‡ | 34,900 | 776 | ||||||
Devon Energy Corp. | 34,700 | 3,158 | ||||||
El Paso Corp. | 90,000 | 1,747 | ||||||
Kinder Morgan Management LLC ‡ | 15,095 | 1,029 | ||||||
Newfield Exploration Co. ‡ | 28,600 | 2,025 | ||||||
Teekay Corp. ^ | 43,800 | 1,489 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 61
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||
Williams Cos., Inc. | 83,700 | $ | 2,776 | |||||
Real Estate Investment Trusts - 2.9% | ||||||||
HCP, Inc. | 32,900 | 1,303 | ||||||
Kimco Realty Corp. ^ | 24,200 | 473 | ||||||
Regency Centers Corp. ^ | 39,300 | 1,849 | ||||||
Vornado Realty Trust | 19,856 | 1,921 | ||||||
Real Estate Management & Development - 0.7% | ||||||||
Brookfield Office Properties, Inc. | 66,750 | 1,320 | ||||||
Semiconductors & Semiconductor Equipment - 0.6% | ||||||||
Analog Devices, Inc. | 29,100 | 1,173 | ||||||
Software - 2.0% | ||||||||
Jack Henry & Associates, Inc. ^ | 59,700 | 2,028 | ||||||
Synopsys, Inc. ‡ | 64,300 | 1,761 | ||||||
Specialty Retail - 7.2% | ||||||||
AutoZone, Inc. ‡ | 5,200 | 1,468 | ||||||
Bed Bath & Beyond, Inc. ‡ | 49,600 | 2,784 | ||||||
Gap, Inc. ^ | 136,500 | 3,173 | ||||||
Sherwin-Williams Co. | 22,800 | 1,876 | ||||||
Staples, Inc. ^ | 41,900 | 886 | ||||||
Tiffany & Co. ^ | 21,300 | 1,479 | ||||||
TJX Cos., Inc. | 36,500 | 1,957 | ||||||
Textiles, Apparel & Luxury Goods - 0.7% | ||||||||
Phillips-Van Heusen Corp. | 19,600 | 1,380 | ||||||
Thrifts & Mortgage Finance - 1.1% | ||||||||
Capitol Federal Financial, Inc. | 40,900 | 463 | ||||||
People’s United Financial, Inc. ^ | 114,500 | 1,567 | ||||||
Tobacco - 0.4% | ||||||||
Lorillard, Inc. | 6,400 | 682 | ||||||
Wireless Telecommunication Services - 0.8% | ||||||||
Telephone & Data Systems, Inc. | ||||||||
(Special Shares) - Class L | 54,660 | 1,593 | ||||||
Total Common Stocks (cost $133,126) | 183,405 | |||||||
SECURITIES LENDING COLLATERAL - 25.6% | ||||||||
State Street Navigator Securities Lending | ||||||||
Trust - Prime Portfolio, 0.24% ▲ | 48,471,404 | 48,471 | ||||||
Total Securities Lending Collateral (cost $48,471) | ||||||||
Principal | Value | |||||||
REPURCHASE AGREEMENT - 2.9% | ||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $5,537 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 4.00%, due 04/01/2025, with a value of $5,650. | $ | 5,537 | 5,537 | |||||
Total Repurchase Agreement (cost $5,537) | ||||||||
Total Investment Securities (cost $187,134) # | 237,413 | |||||||
Other Assets and Liabilities - Net | (47,787 | ) | ||||||
Net Assets | $ | 189,626 | ||||||
^ | All or a portion of this security is on loan. The value of all securities on loan is $47,354. | |
‡ | Non-income producing security. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $187,134. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $51,703 and $1,424, respectively. Net unrealized appreciation for tax purposes is $50,279. |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 174,492 | $ | 8,913 | $ | — | $ | 183,405 | ||||||||
Repurchase Agreement | — | 5,537 | — | 5,537 | ||||||||||||
Securities Lending Collateral | 48,471 | 48,471 | ||||||||||||||
Total | $ | 222,963 | $ | 14,450 | $ | — | $ | 237,413 | ||||||||
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 62
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||||||
U.S. GOVERNMENT OBLIGATIONS - 1.7% | ||||||||||||
United States - 1.7% | ||||||||||||
U.S. Treasury Note | ||||||||||||
0.75%, 12/15/2013 ^ | $ | 5,800 | $ | 5,783 | ||||||||
2.75%, 10/31/2013 | 3,865 | 4,052 | ||||||||||
Total U.S. Government Obligations (cost $9,791) | 9,835 | |||||||||||
FOREIGN GOVERNMENT OBLIGATIONS - 21.2% | ||||||||||||
Australia - 1.1% | ||||||||||||
New South Wales Treasury Corp. | ||||||||||||
5.50%, 08/01/2013 | AUD | 1,105 | 1,219 | |||||||||
Queensland Treasury Corp. | ||||||||||||
7.13%, 09/18/2017 - 144A | NZD | 5,865 | 5,137 | |||||||||
Brazil - 2.2% | ||||||||||||
Republic of Brazil | ||||||||||||
10.25%, 01/10/2028 | BRL | 19,500 | 13,257 | |||||||||
Canada - 7.4% | ||||||||||||
Canada Housing Trust No. 1 | ||||||||||||
3.55%, 09/15/2013 - 144A | CAD | 1,825 | 1,998 | |||||||||
Canadian Government Bond | ||||||||||||
3.00%, 12/01/2015 | CAD | 17,160 | 18,535 | |||||||||
3.75%, 06/01/2012 | CAD | 6,690 | 7,247 | |||||||||
5.25%, 06/01/2012 | CAD | 5,115 | 5,627 | |||||||||
Province of Ontario Canada | ||||||||||||
4.20%, 03/08/2018 - 06/02/2020 | CAD | 6,965 | 7,536 | |||||||||
Province of Quebec Canada | ||||||||||||
6.75%, 11/09/2015 | NZD | 2,825 | 2,439 | |||||||||
Colombia - 0.5% | ||||||||||||
Republic of Colombia | ||||||||||||
9.85%, 06/28/2027 | COP | 665,000 | 471 | |||||||||
12.00%, 10/22/2015 ^ | COP | 3,500,000 | 2,544 | |||||||||
Korea, Republic of - 5.1% | ||||||||||||
Export-Import Bank of Korea | ||||||||||||
4.00%, 11/26/2015 - 144A | PHP | 386,300 | 8,690 | |||||||||
5.10%, 10/29/2013 - 144A | INR | 184,600 | 3,931 | |||||||||
Korea Treasury Bond | ||||||||||||
5.00%, 09/10/2014 | KRW | 18,384,830 | 17,654 | |||||||||
Malaysia - 0.5% | ||||||||||||
Republic of Malaysia | ||||||||||||
3.21%, 05/31/2013 | MYR | 9,370 | 3,164 | |||||||||
Mexico - 3.2% | ||||||||||||
United Mexican States | ||||||||||||
8.00%, 12/07/2023 | MXN | 207,000 | 18,800 | |||||||||
Philippines - 0.2% | ||||||||||||
Republic of The Philippines | ||||||||||||
4.95%, 01/15/2021 ^ | PHP | 50,000 | 1,142 | |||||||||
Supranational - 1.0% | ||||||||||||
Inter-American Development Bank | ||||||||||||
2.50%, 03/11/2013 | INR | 291,000 | 6,121 | |||||||||
Total Foreign Government Obligations (cost $112,107) | 125,512 | |||||||||||
MORTGAGE-BACKED SECURITIES - 8.1% | ||||||||||||
United States - 8.1% | ||||||||||||
Banc of America Commercial Mortgage, Inc. | ||||||||||||
Series 2007-2, Class A4 | ||||||||||||
5.65%, 04/10/2049 * | $ | 500 | 542 | |||||||||
Banc of America Funding Corp. | ||||||||||||
Series 2006-I, Class 1A1 | ||||||||||||
2.63%, 12/20/2036 * | 163 | 156 | ||||||||||
Banc of America Mortgage Securities, Inc. | ||||||||||||
Series 2005-F, Class 2A2 | ||||||||||||
2.94%, 07/25/2035 * | 411 | 356 | ||||||||||
Bear Stearns Commercial Mortgage Securities | ||||||||||||
Series 2007-PW15, Class A4 | ||||||||||||
5.33%, 02/11/2044 | 1,300 | 1,389 | ||||||||||
Series 2007-PW16, Class A4 | ||||||||||||
5.72%, 06/11/2040 * | 700 | 774 | ||||||||||
Commercial Mortgage Pass-Through Certificates | ||||||||||||
Series 2007-C9, Class A4 | ||||||||||||
5.81%, 12/10/2049 * | 1,050 | 1,168 | ||||||||||
Credit Suisse Mortgage Capital Certificates | ||||||||||||
Series 2007-C3, Class A4 | ||||||||||||
5.91%, 06/15/2039 * | 2,410 | 2,602 | ||||||||||
Series 2007-C4, Class A4 | ||||||||||||
6.00%, 09/15/2039 * | 1,200 | 1,298 | ||||||||||
Series 2007-C5, Class A4 | ||||||||||||
5.70%, 09/15/2040 * | 4,785 | 5,086 | ||||||||||
Series 2008-C1, Class A3 | ||||||||||||
6.42%, 02/15/2041 * | 1,540 | 1,691 | ||||||||||
Extended Stay America Trust | ||||||||||||
Series 2010-ESHA, Class D | ||||||||||||
5.50%, 11/05/2027 - 144A | 4,035 | 4,179 | ||||||||||
Greenwich Capital Commercial Funding Corp. | ||||||||||||
Series 2007-GG9, Class A4 | ||||||||||||
5.44%, 03/10/2039 | 3,000 | 3,262 | ||||||||||
Series 2007-GG11, Class A4 | ||||||||||||
5.74%, 12/10/2049 | 3,100 | 3,359 | ||||||||||
IndyMac Index Mortgage Loan Trust | ||||||||||||
Series 2005-AR1, Class 3A1 | ||||||||||||
2.64%, 03/25/2035 * | 571 | 480 | ||||||||||
JPMorgan Chase Commercial Mortgage Securities Corp. | ||||||||||||
Series 2007-CB19, Class A4 | ||||||||||||
5.74%, 02/12/2049 * | 740 | 815 | ||||||||||
Series 2007-LD11, Class A4 | ||||||||||||
6.01%, 06/15/2049 * | 5,310 | 5,794 | ||||||||||
Series 2007-LDPX, Class A3 | ||||||||||||
5.42%, 01/15/2049 | 3,250 | 3,522 | ||||||||||
JPMorgan Mortgage Trust | ||||||||||||
Series 2007-A1, Class 4A2 | ||||||||||||
2.98%, 07/25/2035 * | 391 | 381 | ||||||||||
MASTR Adjustable Rate Mortgages Trust | ||||||||||||
Series 2004-15, Class 4A1 | ||||||||||||
2.97%, 12/25/2034 * | 2,048 | 1,759 | ||||||||||
Series 2005-2, Class 5A1 | ||||||||||||
2.64%, 03/25/2035 * | 1,194 | 1,065 | ||||||||||
MLCC Mortgage Investors, Inc. | ||||||||||||
Series 2004-1, Class 2A1 | ||||||||||||
2.22%, 12/25/2034 * | 396 | 377 | ||||||||||
Morgan Stanley Mortgage Loan Trust | ||||||||||||
Series 2005-2AR, Class A | ||||||||||||
0.47%, 04/25/2035 * | 1,122 | 889 | ||||||||||
Series 2005-7, Class 7A5 | ||||||||||||
5.50%, 11/25/2035 | 1,575 | 1,401 | ||||||||||
Morgan Stanley Re-REMIC Trust | ||||||||||||
Series 2009-GG10, Class A4B | ||||||||||||
5.81%, 08/12/2045 - 144A * | 2,900 | 3,042 | ||||||||||
Wells Fargo Mortgage Backed Securities Trust | ||||||||||||
Series 2005-AR2, Class 2A2 | ||||||||||||
2.74%, 03/25/2035 * | 1,056 | 945 | ||||||||||
Series 2005-AR4, Class 2A2 | ||||||||||||
2.75%, 04/25/2035 * | 1,519 | 1,452 | ||||||||||
Total Mortgage-Backed Securities (cost $37,506) | 47,784 | |||||||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 63
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||||||
ASSET-BACKED SECURITIES - 4.0% | ||||||||||||
United States - 4.0% | ||||||||||||
American Airlines Pass-Through Trust | ||||||||||||
Series 2001-2, Class A2 | ||||||||||||
7.86%, 10/01/2011 | $ | 2,965 | $ | 3,032 | ||||||||
Series 2009-1A | ||||||||||||
10.38%, 07/02/2019 ^ | 975 | 1,135 | ||||||||||
Chesapeake Funding LLC | ||||||||||||
Series 2009-2A, Class B | ||||||||||||
1.97%, 09/15/2021 - 144A * | 1,000 | 1,011 | ||||||||||
Series 2009-2A, Class C | ||||||||||||
1.97%, 09/15/2021 - 144A * | 1,200 | 1,204 | ||||||||||
Continental Airlines Pass-Through Trust | ||||||||||||
Series 2001-1, Class 01A1 | ||||||||||||
6.70%, 06/15/2021 | 694 | 724 | ||||||||||
Countrywide Asset-Backed Certificates | ||||||||||||
Series 2004-4, Class M1 | ||||||||||||
0.93%, 07/25/2034 * | 450 | 345 | ||||||||||
Series 2004-13, Class AF5B | ||||||||||||
5.10%, 05/25/2035 * | 625 | 534 | ||||||||||
CVS Pass-Through Trust | ||||||||||||
6.94%, 01/10/2030 | 1,232 | 1,375 | ||||||||||
Delta Air Lines, Inc., Pass-Through Trust | ||||||||||||
Series 2007-1, Class A | ||||||||||||
6.82%, 08/10/2022 | 2,359 | 2,453 | ||||||||||
Series 2007-1, Class B | ||||||||||||
8.02%, 08/10/2022 | 2,136 | 2,179 | ||||||||||
Diamond Resorts Owner Trust | ||||||||||||
Series 2009-1, Class A | ||||||||||||
9.31%, 03/20/2026 - 144A | 887 | 895 | ||||||||||
DSC Floorplan Master Owner Trust | ||||||||||||
Series 2011-1, Class B | ||||||||||||
8.11%, 03/15/2016 - 144A | 850 | 857 | ||||||||||
JP Morgan Mortgage Acquisition Corp. | ||||||||||||
Series 2005-OPT1, Class M2 | ||||||||||||
0.68%, 06/25/2035 * | 350 | 255 | ||||||||||
Sierra Receivables Funding Co. LLC | ||||||||||||
Series 2009-3A, Class A1 | ||||||||||||
7.62%, 07/20/2026 - 144A | 1,093 | 1,115 | ||||||||||
UAL Pass-Through Trust | ||||||||||||
Series 2007-1, Class A | ||||||||||||
6.64%, 07/02/2022 | 6,612 | 6,678 | ||||||||||
Total Asset-Backed Securities (cost $22,721) | 23,792 | |||||||||||
MUNICIPAL GOVERNMENT OBLIGATIONS - 0.6% | ||||||||||||
United States - 0.6% | ||||||||||||
California Health Facilities Financing Authority | ||||||||||||
5.25%, 11/15/2046 | 660 | 580 | ||||||||||
State of Illinois | ||||||||||||
5.10%, 06/01/2033 | 3,705 | 3,106 | ||||||||||
Total Municipal Government Obligations (cost $3,402) | 3,686 | |||||||||||
PREFERRED CORPORATE DEBT SECURITIES - 0.2% | ||||||||||||
United States - 0.2% | ||||||||||||
Bank of America Corp. | ||||||||||||
8.00%, 01/30/2018 * Ž | 215 | 233 | ||||||||||
Hercules, Inc. | ||||||||||||
6.50%, 06/30/2029 | 1,260 | 1,078 | ||||||||||
NGC Corp., Capital Trust I | ||||||||||||
8.32%, 06/01/2027 § | 200 | 110 | ||||||||||
Total Preferred Corporate Debt Securities (cost $1,448) | 1,421 | |||||||||||
CORPORATE DEBT SECURITIES - 43.5% | ||||||||||||
Australia - 1.9% | ||||||||||||
Australia & New Zealand Banking Group, Ltd. | ||||||||||||
6.75%, 11/10/2014 | AUD | 7,300 | 8,112 | |||||||||
General Electric Capital Australia Funding, Ltd. | ||||||||||||
8.00%, 02/13/2012 | AUD | 1,635 | 1,823 | |||||||||
National Australia Bank, Ltd. | ||||||||||||
6.50%, 11/05/2015 | AUD | 1,070 | 1,166 | |||||||||
Canada - 0.2% | ||||||||||||
Bell Canada | ||||||||||||
6.10%, 03/16/2035 - 144A | CAD | 475 | 501 | |||||||||
Bombardier, Inc. | ||||||||||||
7.45%, 05/01/2034 - 144A | $ | 800 | 796 | |||||||||
Nortel Networks, Ltd. | ||||||||||||
6.88%, 09/01/2023 ‡ Џ | 250 | 70 | ||||||||||
Cayman Islands - 0.2% | ||||||||||||
Odebrecht Drilling Norbe VIII/IX, Ltd. | ||||||||||||
6.35%, 06/30/2021 - 144A ^ | 1,100 | 1,159 | ||||||||||
India - 0.3% | ||||||||||||
ICICI Bank, Ltd. | ||||||||||||
5.75%, 11/16/2020 - 144A | 1,900 | 1,907 | ||||||||||
Luxembourg - 0.9% | ||||||||||||
ArcelorMittal | ||||||||||||
5.25%, 08/05/2020 ^ | 1,265 | 1,272 | ||||||||||
7.00%, 10/15/2039 ^ | 1,650 | 1,726 | ||||||||||
Telecom Italia Capital SA | ||||||||||||
6.00%, 09/30/2034 ^ | 2,760 | 2,527 | ||||||||||
Mexico - 0.2% | ||||||||||||
America Movil SAB de CV | ||||||||||||
8.46%, 12/18/2036 | MXN | 12,000 | 941 | |||||||||
Netherlands - 0.0% ∞ | ||||||||||||
EDP Finance BV | ||||||||||||
4.90%, 10/01/2019 - 144A | $ | 100 | 89 | |||||||||
Supranational - 2.3% | ||||||||||||
European Investment Bank | ||||||||||||
Zero Coupon, 04/24/2013 - 144A | IDR | 118,809,000 | 12,280 | |||||||||
7.00%, 01/18/2012 | NZD | 1,580 | 1,313 | |||||||||
United Arab Emirates - 1.4% | ||||||||||||
DP World, Ltd. | ||||||||||||
6.85%, 07/02/2037 - 144A | $ | 6,410 | 6,105 | |||||||||
Dubai Electricity & Water Authority | ||||||||||||
7.38%, 10/21/2020 - 144A ^ | 2,100 | 2,095 | ||||||||||
United States - 36.1% | ||||||||||||
Advanced Micro Devices, Inc. | ||||||||||||
7.75%, 08/01/2020 ^ | 715 | 745 | ||||||||||
Alcatel-Lucent USA, Inc. | ||||||||||||
6.50%, 01/15/2028 | 1,275 | 1,161 | ||||||||||
American International Group, Inc. | ||||||||||||
8.18%, 05/15/2058 * | 5,210 | 5,835 | ||||||||||
Associates Corp. | ||||||||||||
6.95%, 11/01/2018 | 1,645 | 1,871 | ||||||||||
Bruce Mansfield Unit | ||||||||||||
6.85%, 06/01/2034 | 2,757 | 2,927 | ||||||||||
CenturyLink, Inc. | ||||||||||||
7.20%, 12/01/2025 | 595 | 598 | ||||||||||
7.60%, 09/15/2039 ^ | 1,425 | 1,438 | ||||||||||
Citigroup, Inc. | ||||||||||||
5.38%, 08/09/2020 ^ | 4,420 | 4,621 | ||||||||||
5.88%, 02/22/2033 | 180 | 174 | ||||||||||
6.00%, 10/31/2033 | 1,280 | 1,256 | ||||||||||
6.13%, 08/25/2036 | 760 | 751 |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 64
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||||||
United States (continued) | ||||||||||||
CommScope, Inc. | ||||||||||||
8.25%, 01/15/2019 - 144A | $ | 635 | $ | 668 | ||||||||
Developers Diversified Realty Corp. REIT | ||||||||||||
7.88%, 09/01/2020 | 1,585 | 1,842 | ||||||||||
Dillard’s, Inc. | ||||||||||||
7.13%, 08/01/2018 | 990 | 1,010 | ||||||||||
Dynegy Holdings, Inc. | ||||||||||||
7.63%, 10/15/2026 ^ | 450 | 326 | ||||||||||
El Paso Corp. | ||||||||||||
7.42%, 02/15/2037 | 1,235 | 1,301 | ||||||||||
Energy Future Holdings Corp. | ||||||||||||
5.55%, 11/15/2014 ^ | 6,735 | 5,894 | ||||||||||
6.50%, 11/15/2024 ^ | 1,110 | 599 | ||||||||||
6.55%, 11/15/2034 ^ | 305 | 162 | ||||||||||
Equifax, Inc. | ||||||||||||
7.00%, 07/01/2037 | 400 | 434 | ||||||||||
Ford Motor Co. | ||||||||||||
6.50%, 08/01/2018 | 100 | 107 | ||||||||||
6.63%, 02/15/2028 | 4,788 | 4,839 | ||||||||||
7.45%, 07/16/2031 ^ | 2,875 | 3,279 | ||||||||||
7.50%, 08/01/2026 ^ | 115 | 124 | ||||||||||
Forethought Financial Group, Inc. | ||||||||||||
8.63%, 04/15/2021 - 144A | 1,430 | 1,441 | ||||||||||
Fortune Brands, Inc. | ||||||||||||
5.88%, 01/15/2036 | 2,060 | 1,892 | ||||||||||
Frontier Communications Corp. | ||||||||||||
7.88%, 01/15/2027 | 2,160 | 2,082 | ||||||||||
General Electric Capital Corp. | ||||||||||||
2.96%, 05/18/2012 | SGD | 2,500 | 2,074 | |||||||||
3.49%, 03/08/2012 | SGD | 2,400 | 1,995 | |||||||||
7.63%, 12/10/2014 | NZD | 320 | 279 | |||||||||
Harley-Davidson Funding Corp. | ||||||||||||
6.80%, 06/15/2018 - 144A | $ | 3,865 | 4,327 | |||||||||
Hasbro, Inc. | ||||||||||||
6.60%, 07/15/2028 | 4,730 | 5,000 | ||||||||||
HCA, Inc. | ||||||||||||
7.05%, 12/01/2027 | 55 | 49 | ||||||||||
7.19%, 11/15/2015 | 2,555 | 2,571 | ||||||||||
7.50%, 12/15/2023 ^ | 3,200 | 2,979 | ||||||||||
7.58%, 09/15/2025 | 755 | 707 | ||||||||||
7.69%, 06/15/2025 | 1,545 | 1,462 | ||||||||||
7.75%, 07/15/2036 | 125 | 117 | ||||||||||
8.36%, 04/15/2024 | 190 | 190 | ||||||||||
Highwoods Realty, LP REIT | ||||||||||||
5.85%, 03/15/2017 | 1,175 | 1,267 | ||||||||||
IFM U.S. Colonial Pipeline 2 LLC | ||||||||||||
6.45%, 05/01/2021 - 144A | 2,300 | 2,377 | ||||||||||
International Lease Finance Corp. | ||||||||||||
6.50%, 09/01/2014 - 144A | 3,905 | 4,139 | ||||||||||
8.25%, 12/15/2020 ^ | 1,135 | 1,266 | ||||||||||
JC Penney Corp., Inc. | ||||||||||||
7.63%, 03/01/2097 ^ | 430 | 384 | ||||||||||
Joy Global, Inc. | ||||||||||||
6.63%, 11/15/2036 | 2,780 | 2,916 | ||||||||||
Level 3 Financing, Inc. | ||||||||||||
8.75%, 02/15/2017 | 4,745 | 4,910 | ||||||||||
9.25%, 11/01/2014 | 287 | 298 | ||||||||||
9.38%, 04/01/2019 - 144A^ | 100 | 106 | ||||||||||
Mackinaw Power LLC | ||||||||||||
6.30%, 10/31/2023 - 144A | 1,486 | 1,582 | ||||||||||
Macy’s Retail Holdings, Inc. | ||||||||||||
6.79%, 07/15/2027 | 1,065 | 1,033 | ||||||||||
Masco Corp. | ||||||||||||
5.85%, 03/15/2017 ^ | 2,440 | 2,467 | ||||||||||
6.50%, 08/15/2032 ^ | 485 | 445 | ||||||||||
7.13%, 03/15/2020 | 1,505 | 1,571 | ||||||||||
7.75%, 08/01/2029 | 200 | 199 | ||||||||||
Merrill Lynch & Co., Inc. | ||||||||||||
6.05%, 06/01/2034 | 820 | 823 | ||||||||||
6.11%, 01/29/2037 | 3,810 | 3,731 | ||||||||||
Midwest Generation LLC | ||||||||||||
8.56%, 01/02/2016 | 669 | 680 | ||||||||||
Morgan Stanley | ||||||||||||
5.50%, 07/24/2020 | 2,560 | 2,616 | ||||||||||
5.75%, 01/25/2021 | 2,400 | 2,496 | ||||||||||
Mosaic Global Holdings, Inc. | ||||||||||||
7.30%, 01/15/2028 | 420 | 489 | ||||||||||
Motorola Solutions, Inc. | ||||||||||||
6.50%, 09/01/2025 | 1,180 | 1,259 | ||||||||||
New Albertsons, Inc. | ||||||||||||
6.63%, 06/01/2028 | 4,210 | 3,263 | ||||||||||
7.45%, 08/01/2029 ^ | 1,305 | 1,093 | ||||||||||
7.75%, 06/15/2026 | 680 | 590 | ||||||||||
8.00%, 05/01/2031 | 905 | 778 | ||||||||||
NLV Financial Corp. | ||||||||||||
7.50%, 08/15/2033 - 144A | 190 | 185 | ||||||||||
Nortel Networks Capital Corp. | ||||||||||||
7.88%, 06/15/2026 ‡ Џ | 295 | 224 | ||||||||||
Northwest Airlines Pass-Through Trust - Class A | ||||||||||||
7.03%, 11/01/2019 | 6,382 | 6,510 | ||||||||||
Owens & Minor, Inc. | ||||||||||||
6.35%, 04/15/2016 § | 835 | 870 | ||||||||||
Owens Corning, Inc. | ||||||||||||
7.00%, 12/01/2036 | 4,585 | 4,694 | ||||||||||
Parker Drilling Co. | ||||||||||||
9.13%, 04/01/2018 | 325 | 360 | ||||||||||
Plains All American Pipeline, LP | ||||||||||||
6.70%, 05/15/2036 | 930 | 1,012 | ||||||||||
Pride International, Inc. | ||||||||||||
6.88%, 08/15/2020 | 5,000 | 5,779 | ||||||||||
ProLogis REIT | ||||||||||||
6.63%, 05/15/2018 | 525 | 581 | ||||||||||
6.88%, 03/15/2020 | 2,970 | 3,329 | ||||||||||
Pulte Group, Inc. | ||||||||||||
6.00%, 02/15/2035 | 305 | 236 | ||||||||||
6.38%, 05/15/2033 | 1,850 | 1,522 | ||||||||||
7.88%, 06/15/2032 | 1,500 | 1,380 | ||||||||||
Qwest Capital Funding, Inc. | ||||||||||||
6.50%, 11/15/2018 | 560 | 576 | ||||||||||
6.88%, 07/15/2028 ^ | 1,510 | 1,491 | ||||||||||
7.63%, 08/03/2021 | 1,000 | 1,045 | ||||||||||
Qwest Corp. | ||||||||||||
6.88%, 09/15/2033 | 2,770 | 2,715 | ||||||||||
7.20%, 11/10/2026 | 895 | 902 | ||||||||||
7.25%, 09/15/2025 ^ | 1,705 | 1,787 | ||||||||||
7.50%, 06/15/2023 | 1,670 | 1,674 | ||||||||||
Ralcorp Holdings, Inc. | ||||||||||||
6.63%, 08/15/2039 | 3,060 | 3,283 | ||||||||||
Reynolds American, Inc. | ||||||||||||
7.25%, 06/15/2037 | 880 | 959 |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 65
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Principal | Value | |||||||||||
United States (continued) | ||||||||||||
Reynolds Group Issuer, Inc. | ||||||||||||
8.25%, 02/15/2021 - 144A ^ | $ | 800 | $ | 813 | ||||||||
SLM Corp. | ||||||||||||
5.00%, 06/15/2018 ^ | 175 | 166 | ||||||||||
5.63%, 08/01/2033 ^ | 779 | 681 | ||||||||||
8.45%, 06/15/2018 ^ | 4,030 | 4,574 | ||||||||||
Springleaf Finance Corp. | ||||||||||||
4.88%, 07/15/2012 ^ | 1,600 | 1,588 | ||||||||||
5.38%, 10/01/2012 ^ | 1,500 | 1,500 | ||||||||||
5.85%, 06/01/2013 ^ | 600 | 603 | ||||||||||
6.90%, 12/15/2017 | 6,260 | 5,869 | ||||||||||
Sprint Capital Corp. | ||||||||||||
6.88%, 11/15/2028 | 7,420 | 7,113 | ||||||||||
Toro Co. | ||||||||||||
6.63%, 05/01/2037 § | 2,500 | 2,474 | ||||||||||
Toys “R” Us, Inc. | ||||||||||||
7.38%, 10/15/2018 | 6,440 | 6,456 | ||||||||||
U.S. Steel Corp. | ||||||||||||
6.65%, 06/01/2037 | 1,790 | 1,607 | ||||||||||
USG Corp. | ||||||||||||
6.30%, 11/15/2016 | 4,585 | 4,379 | ||||||||||
9.75%, 01/15/2018 ^ | 1,070 | 1,126 | ||||||||||
Valeant Pharmaceuticals International, Inc. | ||||||||||||
6.75%, 08/15/2021 - 144A ^ | 1,595 | 1,545 | ||||||||||
7.25%, 07/15/2022 - 144A ^ | 1,240 | 1,220 | ||||||||||
Valero Energy Corp. | ||||||||||||
6.63%, 06/15/2037 | 2,850 | 2,998 | ||||||||||
Verizon Maryland, Inc. | ||||||||||||
5.13%, 06/15/2033 | 200 | 184 | ||||||||||
Westvaco Corp. | ||||||||||||
7.95%, 02/15/2031 | 1,135 | 1,211 | ||||||||||
8.20%, 01/15/2030 | 2,985 | 3,217 | ||||||||||
Weyerhaeuser Co. REIT | ||||||||||||
6.88%, 12/15/2033 | 4,740 | 4,848 | ||||||||||
6.95%, 10/01/2027 ^ | 130 | 134 | ||||||||||
7.38%, 03/15/2032 | 1,530 | 1,651 | ||||||||||
Wyndham Worldwide Corp. | ||||||||||||
6.00%, 12/01/2016 ^ | 2,010 | 2,152 | ||||||||||
7.38%, 03/01/2020 | 1,835 | 2,032 | ||||||||||
Total Corporate Debt Securities (cost $236,565) | 257,042 | |||||||||||
STRUCTURED NOTES DEBT - 1.1% | ||||||||||||
United States - 1.1% | ||||||||||||
JPMorgan Chase & Co. | ||||||||||||
0.90%, 04/12/2012 - 144A ▲ | IDR | 21,967,355 | 2,433 | |||||||||
0.90%, 09/10/2012 - 144A ▲ | IDR | 37,004,100 | 3,985 | |||||||||
Total Structure Notes Debt (cost $5,577) | 6,418 | |||||||||||
CONVERTIBLE BONDS - 11.2% | ||||||||||||
Canada - 0.1% | ||||||||||||
Nortel Networks Corp. | ||||||||||||
2.13%, 04/15/2014 ‡ Џ | $ | 385 | 335 | |||||||||
United States - 11.1% | ||||||||||||
Chesapeake Energy Corp. | ||||||||||||
2.25%, 12/15/2038 ^ | 390 | 365 | ||||||||||
2.50%, 05/15/2037 | 1,845 | 2,023 | ||||||||||
Ciena Corp. | ||||||||||||
0.25%, 05/01/2013 ^ | 125 | 128 | ||||||||||
0.88%, 06/15/2017 ^ | 3,595 | 3,550 | ||||||||||
3.75%, 10/15/2018 - 144A | 445 | 714 | ||||||||||
Ford Motor Co. | ||||||||||||
4.25%, 11/15/2016 | 3,715 | 6,928 | ||||||||||
Hologic, Inc. | ||||||||||||
2.00%, 12/15/2037 ^ | 280 | 338 | ||||||||||
2.00%, 12/15/2037 * | 3,145 | 3,050 | ||||||||||
Human Genome Sciences, Inc. | ||||||||||||
2.25%, 08/15/2012 | 1,170 | 2,015 | ||||||||||
Intel Corp. | ||||||||||||
2.95%, 12/15/2035 ^ | 2,745 | 2,927 | ||||||||||
3.25%, 08/01/2039 ^ | 10,315 | 13,126 | ||||||||||
Lennar Corp. | ||||||||||||
2.00%, 12/01/2020 - 144A | 65 | 66 | ||||||||||
Level 3 Communications, Inc. | ||||||||||||
3.50%, 06/15/2012 | 205 | 203 | ||||||||||
7.00%, 03/15/2015 - 144A § | 2,110 | 2,659 | ||||||||||
Liberty Media LLC | ||||||||||||
3.50%, 01/15/2031 | 122 | 68 | ||||||||||
Micron Technology, Inc. | ||||||||||||
1.88%, 06/01/2014 ^ | 495 | 533 | ||||||||||
Nektar Therapeutics | ||||||||||||
3.25%, 09/28/2012 | 1,960 | 1,989 | ||||||||||
Omnicare, Inc. | ||||||||||||
3.25%, 12/15/2035 ^ | 4,545 | 4,250 | ||||||||||
3.75%, 12/15/2025 | 1,245 | 1,659 | ||||||||||
Owens-Brockway Glass Container, Inc. | ||||||||||||
3.00%, 06/01/2015 - 144A ^ | 2,520 | 2,536 | ||||||||||
Peabody Energy Corp. | ||||||||||||
4.75%, 12/15/2041 | 1,325 | 1,699 | ||||||||||
Trinity Industries, Inc. | ||||||||||||
3.88%, 06/01/2036 ^ | 2,785 | 3,046 | ||||||||||
Valeant Pharmaceuticals International, Inc. | ||||||||||||
4.00%, 11/15/2013 | 1,300 | 5,404 | ||||||||||
Vertex Pharmaceuticals, Inc. | ||||||||||||
3.35%, 10/01/2015 | 5,205 | 6,721 | ||||||||||
Total Convertible Bonds (cost $48,527) | 66,332 | |||||||||||
LOAN ASSIGNMENT - 0.6% | ||||||||||||
United States - 0.6% | ||||||||||||
Level 3 Financing, Inc. | ||||||||||||
11.50%, 03/13/2014 * | 3,250 | 3,469 | ||||||||||
Total Loan Assignment (cost $3,229) |
Shares | Value | |||||||||||
CONVERTIBLE PREFERRED STOCKS - 1.5% | ||||||||||||
United States - 1.5% | ||||||||||||
AES Trust III | ||||||||||||
6.75% ^ | 10,950 | 532 | ||||||||||
Bank of America Corp. | ||||||||||||
7.25% | 805 | 840 | ||||||||||
El Paso Energy Capital Trust I | ||||||||||||
4.75% ^ | 6,300 | 278 | ||||||||||
Lucent Technologies Capital Trust I | ||||||||||||
7.75% | 4,900 | 4,851 | ||||||||||
Newell Financial Trust I | ||||||||||||
5.25% | 12,300 | 566 | ||||||||||
Sovereign Capital Trust IV | ||||||||||||
4.38% ^ | 8,050 | 360 | ||||||||||
Wells Fargo & Co. | ||||||||||||
7.50% | 1,340 | 1,447 | ||||||||||
Total Convertible Preferred Stocks (cost $7,556) | 8,874 | |||||||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 66
At April 30, 2011
(all amounts in except share amounts in thousands)
(unaudited)
Shares | Value | |||||||||||
PREFERRED STOCKS - 3.7% | ||||||||||||
United States - 3.7% | ||||||||||||
Ally Financial, Inc. | ||||||||||||
7.00% -144A Ə^ | 1,675 | $ | 1,558 | |||||||||
8.50% * ^ | 93,825 | 2,451 | ||||||||||
Countrywide Capital IV | ||||||||||||
6.75% | 88,375 | 2,185 | ||||||||||
General Motors Co. | ||||||||||||
4.75% ^ | 226,600 | 11,287 | ||||||||||
Goodyear Tire & Rubber Co. | ||||||||||||
5.88% | 27,100 | 1,620 | ||||||||||
Health Care REIT, Inc. | ||||||||||||
6.50% | 15,000 | 805 | ||||||||||
SLM Corp. | ||||||||||||
6.00% | 78,825 | �� | 1,700 | |||||||||
Total Preferred Stocks (cost $20,035) | 21,606 | |||||||||||
COMMON STOCKS - 0.1% | ||||||||||||
United States - 0.1% | ||||||||||||
Dex One Corp. ‡^ | 1,218 | 5 | ||||||||||
Ford Motor Co. ‡^ | 7,110 | 110 | ||||||||||
Owens-Illinois, Inc. ‡^ | 10,796 | 320 | ||||||||||
Total Common Stocks (cost $845) | 435 | |||||||||||
SECURITIES LENDING COLLATERAL - 10.9% | ||||||||||||
State Street Navigator Securities Lending Trust - Prime Portfolio, 0.24% ▲ | 64,436,658 | 64,437 | ||||||||||
Total Securities Lending Collateral (cost $64,437) |
Principal | Value | |||||||||||
REPURCHASE AGREEMENT - 1.0% | ||||||||||||
State Street Bank & Trust Co. | ||||||||||||
0.01% ▲, dated 04/29/2011, to be repurchased at $5,859 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 3.50%, due 12/01/2025, with a value of $5,980. | $ | 5,859 | 5,859 | |||||||||
Total Repurchase Agreement (cost $5,859) | ||||||||||||
Total Investment Securities (cost $579,605) # | 646,502 | |||||||||||
Other Assets and Liabilities - Net | (55,580 | ) | ||||||||||
Net Assets | $ | 590,922 | ||||||||||
Percentage of | ||||||||
INVESTMENTS BY INDUSTRY: | Total Investments | Value | ||||||
Foreign Government Obligation | 19.4 | % | $ | 125,512 | ||||
Mortgage-Backed Security | 7.4 | 47,784 | ||||||
Diversified Telecommunication Services | 6.4 | 41,129 | ||||||
Diversified Financial Services | 6.2 | 40,867 | ||||||
Automobiles | 4.1 | 26,674 | ||||||
Commercial Banks | 4.0 | 26,225 | ||||||
Asset-Backed Security | 3.7 | 23,792 | ||||||
Consumer Finance | 3.2 | 20,690 | ||||||
Semiconductors & Semiconductor Equipment | 2.7 | 17,331 | ||||||
Building Products | 2.3 | 14,881 | ||||||
Health Care Providers & Services | 2.3 | 14,854 | ||||||
Real Estate Investment Trusts | 2.2 | 14,457 | ||||||
Oil, Gas & Consumable Fuels | 1.6 | 11,041 | ||||||
Pharmaceuticals | 1.5 | 10,158 | ||||||
U.S. Government Obligation | 1.5 | 9,835 | ||||||
Electric Utilities | 1.4 | 9,353 | ||||||
Biotechnology | 1.4 | 8,736 | ||||||
Machinery | 1.3 | 8,436 | ||||||
Communications Equipment | 1.3 | 8,109 | ||||||
Insurance | 1.2 | 7,461 | ||||||
Energy Equipment & Services | 1.1 | 7,151 | ||||||
Airlines | 1.0 | 6,510 | ||||||
Specialty Retail | 1.0 | 6,456 | ||||||
Transportation Infrastructure | 1.0 | 6,105 | ||||||
Food & Staples Retailing | 0.9 | 5,724 | ||||||
Household Durables | 0.9 | 5,662 | ||||||
Capital Markets | 0.8 | 5,112 | ||||||
Leisure Equipment & Products | 0.8 | 5,000 | ||||||
Metals & Mining | 0.7 | 4,605 | ||||||
Paper & Forest Products | 0.7 | 4,428 | ||||||
Hotels, Restaurants & Leisure | 0.6 | 4,184 |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 67
At April 30, 2011
(all amounts in thousands)
(unaudited)
Percentage of | ||||||||
INVESTMENTS BY INDUSTRY (continued): | Total Investments | Value | ||||||
Municipal Government Obligation | 0.6 | % | $ | 3,686 | ||||
Independent Power Producers & Energy Traders | 0.6 | 3,459 | ||||||
Health Care Equipment & Supplies | 0.5 | 3,388 | ||||||
Food Products | 0.5 | 3,283 | ||||||
Containers & Packaging | 0.5 | 2,856 | ||||||
Multiline Retail | 0.4 | 2,427 | ||||||
Multi-Utilities | 0.3 | 2,095 | ||||||
Auto Components | 0.3 | 1,620 | ||||||
Chemicals | 0.3 | 1,567 | ||||||
Tobacco | 0.1 | 959 | ||||||
Wireless Telecommunication Services | 0.1 | 941 | ||||||
Aerospace & Defense | 0.1 | 796 | ||||||
Professional Services | 0.1 | 434 | ||||||
Thrifts & Mortgage Finance | 0.1 | 360 | ||||||
Media | 0.0 | ∞ | 73 | |||||
Investment Securities, at Value | 89.1 | 576,206 | ||||||
Short-Term Investments | 10.9 | 70,296 | ||||||
Total Investments | 100.0 | % | $ | 646,502 | ||||
NOTES TO SCHEDULE OF INVESTMENTS: | ||
Ù | All or a portion of this security is on loan. The value of all securities on loan is $62,763. | |
* | Floating or variable rate note. Rate is listed as of 04/29/2011. | |
Ž | The security has a perpetual maturity. The date shown is the next call date. | |
Џ | In default. | |
‡ | Non-income producing security. | |
§ | Illiquid. These securities aggregated to $6,113, or 1.03%, of the fund’s net assets. | |
∞ | Percentage rounds to less than 0.01%. | |
Ə | 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 $1,558, or 0.26%, of the fund’s net assets. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $579,605. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $71,523 and $4,626, respectively. Net unrealized appreciation for tax purposes is $66,897. |
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 04/30/2011, these securities aggregated $89,345, or 15.12%, of the fund’s net assets. | |
AUD | Australian Dollar | |
BRL | Brazilian Real | |
CAD | Canadian Dollar | |
COP | Columbian Peso | |
IDR | Indonesian Rupiah | |
INR | Indian Rupee | |
KRW | South Korean Won | |
MXN | Mexican Peso | |
MYR | Malaysian Riggit | |
NZD | New Zealand Dollar | |
PHP | Philippines Peso | |
REMIC | Real Estate Mortgage Investment Conduits (consist of a fixed pool of mortgages broken apart and marketed to investors as individual securities) | |
REIT | Real Estate Investment Trust | |
SGD | Singapore Dollar |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 68
At April 30, 2011
(all amounts in thousands)
(unaudited)
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Asset-Backed Securities | $ | — | $ | 23,792 | $ | — | $ | 23,792 | ||||||||
Common Stocks | 435 | — | — | 435 | ||||||||||||
Convertible Bonds | — | 66,332 | — | 66,332 | ||||||||||||
Convertible Preferred Stocks | 8,874 | — | — | 8,874 | ||||||||||||
Corporate Debt Securities | — | 257,042 | — | 257,042 | ||||||||||||
Foreign Government Obligations | — | 125,512 | — | 125,512 | ||||||||||||
Loan Assignment | — | 3,469 | — | 3,469 | ||||||||||||
Mortgage-Backed Securities | — | 47,784 | — | 47,784 | ||||||||||||
Municipal Government Obligations | — | 3,686 | — | 3,686 | ||||||||||||
Preferred Corporate Debt Securities | — | 1,421 | — | 1,421 | ||||||||||||
Preferred Stocks | 21,606 | — | — | 21,606 | ||||||||||||
Repurchase Agreement | — | 5,859 | — | 5,859 | ||||||||||||
Securities Lending Collateral | 64,437 | — | — | 64,437 | ||||||||||||
Structured Notes Debt | — | 6,418 | — | 6,418 | ||||||||||||
U.S. Government Obligations | — | 9,835 | — | 9,835 | ||||||||||||
Total | $ | 95,352 | $ | 551,150 | $ | — | $ | 646,502 | ||||||||
Э | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 69
At April 30, 2011
(all amounts in except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
COMMON STOCKS - 97.9% | ||||||||
Australia - 2.5% | ||||||||
QBE Insurance Group, Ltd. | 260,451 | $ | 5,341 | |||||
Westpac Banking Corp. | 350,960 | 9,556 | ||||||
Austria - 0.5% | ||||||||
Erste Group Bank AG | 65,735 | 3,322 | ||||||
Bermuda - 1.6% | ||||||||
Esprit Holdings, Ltd. | 975,500 | 4,045 | ||||||
Li & Fung, Ltd. | 1,096,000 | 5,616 | ||||||
Brazil - 0.6% | ||||||||
BM&FBOVESPA SA | 465,800 | 3,497 | ||||||
Canada - 2.3% | ||||||||
Canadian National Railway Co. | 177,843 | 13,770 | ||||||
Czech Republic - 0.9% | ||||||||
Komercni Banka AS | 20,033 | 5,283 | ||||||
France - 12.2% | ||||||||
Air Liquide SA | 83,939 | 12,418 | ||||||
Groupe Danone SA | 141,290 | 10,350 | ||||||
Legrand SA | 169,502 | 7,740 | ||||||
LVMH Moet Hennessy Louis Vuitton SA | 91,214 | 16,381 | ||||||
Pernod-Ricard SA | 95,437 | 9,592 | ||||||
Schneider Electric SA ^ | 100,652 | 17,785 | ||||||
Germany - 11.0% | ||||||||
Bayer AG ^ | 91,279 | 8,024 | ||||||
Beiersdorf AG ^ | 148,920 | 9,699 | ||||||
Deutsche Boerse AG | 87,878 | 7,302 | ||||||
Linde AG | 140,131 | 25,238 | ||||||
Man AG ‡ | 39,994 | 5,574 | ||||||
Merck KGaA ^ | 41,813 | 4,429 | ||||||
SAP AG | 103,054 | 6,640 | ||||||
Hong Kong - 2.0% | ||||||||
AIA Group, Ltd. ‡ | 1,194,600 | 4,038 | ||||||
China Unicom, Ltd. | 2,292,000 | 4,686 | ||||||
CNOOC, Ltd. | 1,436,000 | 3,543 | ||||||
India - 2.6% | ||||||||
ICICI Bank, Ltd. ADR ^ | 186,350 | 9,392 | ||||||
Infosys Technologies, Ltd. ADR ^ | 101,050 | 6,586 | ||||||
Japan - 11.4% | ||||||||
AEON Credit Service Co., Ltd. | 53,500 | 725 | ||||||
Canon, Inc. | 152,000 | 7,158 | ||||||
Denso Corp. | 183,900 | 6,154 | ||||||
Fanuc Corp. | 46,900 | 7,851 | ||||||
Honda Motor Co., Ltd. | 155,300 | 5,970 | ||||||
Hoya Corp. ^ | 410,200 | 8,835 | ||||||
INPEX Corp. | 1,503 | 11,556 | ||||||
Lawson, Inc. ^ | 148,300 | 7,276 | ||||||
Nomura Holdings, Inc. | 571,400 | 2,919 | ||||||
Shin-Etsu Chemical Co., Ltd. | 208,400 | 10,842 | ||||||
Jersey, Channel Islands - 1.6% | ||||||||
WPP PLC | 722,654 | 9,466 | ||||||
Korea, Republic of - 1.6% | ||||||||
Samsung Electronics Co., Ltd. | 11,848 | 9,873 | ||||||
Netherlands - 9.5% | ||||||||
Akzo Nobel NV ^ | 159,756 | 12,408 | ||||||
Heineken NV ^ | 317,867 | 19,029 | ||||||
ING Groep NV ‡ | 1,008,788 | 13,298 | ||||||
Randstad Holding NV | 144,772 | 8,144 | ||||||
Wolters Kluwer NV | 197,967 | 4,612 | ||||||
Singapore - 0.9% | ||||||||
Keppel Corp., Ltd. | 205,700 | 2,000 | ||||||
Singapore Telecommunications, Ltd. | 1,352,150 | 3,446 | ||||||
South Africa - 1.0% | ||||||||
MTN Group, Ltd. | 277,066 | 6,161 | ||||||
Spain - 1.9% | ||||||||
Amadeus IT Holding SA - Class A ‡ | 158,285 | 3,315 | ||||||
Banco Santander SA ^ | 500,168 | 6,387 | ||||||
Red Electrica Corp. SA | 30,905 | 1,972 | ||||||
Sweden - 1.3% | ||||||||
Hennes & Mauritz AB - Class B ^ | 104,970 | 3,709 | ||||||
Svenska Cellulosa AB - Class B | 287,149 | 4,400 | ||||||
Switzerland - 10.8% | ||||||||
Cie Financiere Richemont SA | 87,490 | 5,654 | ||||||
Givaudan SA ‡ | 4,134 | 4,598 | ||||||
Julius Baer Group, Ltd. ‡ | 227,063 | 10,609 | ||||||
Nestle SA | 279,017 | 17,322 | ||||||
Roche Holding AG | 65,353 | 10,600 | ||||||
Sonova Holding AG | 31,784 | 3,210 | ||||||
Swiss Reinsurance Co., Ltd. ‡ | 56,327 | 3,357 | ||||||
UBS AG ‡ | 497,690 | 9,948 | ||||||
Taiwan - 2.5% | ||||||||
Hon Hai Precision Industry Co., Ltd. | 1,311,000 | 4,967 | ||||||
Taiwan Semiconductor Manufacturing Co., Ltd. ADR ^ | 756,171 | 10,208 | ||||||
United Kingdom - 18.5% | ||||||||
Barclays PLC | 789,601 | 3,754 | ||||||
BG Group PLC | 220,834 | 5,687 | ||||||
Burberry Group PLC | 43,178 | 937 | ||||||
Compass Group PLC | 727,010 | 7,114 | ||||||
Diageo PLC | 660,699 | 13,441 | ||||||
Hays PLC | 1,517,589 | 3,023 | ||||||
HSBC Holdings PLC | 1,701,828 | 18,564 | ||||||
Reckitt Benckiser Group PLC | 312,819 | 17,407 | ||||||
Rio Tinto PLC | 80,050 | 5,841 | ||||||
Royal Dutch Shell PLC - Class A | 244,982 | 9,542 | ||||||
Smiths Group PLC | 307,405 | 6,854 | ||||||
Standard Chartered PLC | 374,224 | 10,401 | ||||||
Tesco PLC | 1,464,839 | 9,876 | ||||||
United States - 0.7% | ||||||||
Synthes, Inc. -144A | 24,921 | 4,293 | ||||||
Total Common Stocks (cost $483,062) | 594,560 | |||||||
SECURITIES LENDING COLLATERAL - 11.6% | ||||||||
State Street Navigator Securities Lending Trust - Prime Portfolio, 0.24% ▲ | 70,372,784 | 70,373 | ||||||
Total Securities Lending Collateral (cost $70,373) |
Principal | Value | |||||||
REPURCHASE AGREEMENT - 1.2% | ||||||||
State Street Bank & Trust Co. | ||||||||
0.01% ▲, dated 04/29/2011, to be repurchased at $7,257 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 3.50%, due 12/01/2025, with a value of $7,407. | $ | 7,257 | 7,257 | |||||
Total Repurchase Agreement (cost $7,257) | ||||||||
Total Investment Securities (cost $560,692) # | 672,190 | |||||||
Other Assets and Liabilities - Net | (65,105 | ) | ||||||
Net Assets | $ | 607,085 | ||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 70
At April 30, 2011
(all amounts in thousands)
(unaudited)
Percentage of | ||||||||
INVESTMENTS BY INDUSTRY: | Total Investments | Value | ||||||
Commercial Banks | 9.9 | % | $ | 66,659 | ||||
Chemicals | 9.7 | 65,504 | ||||||
Beverages | 6.3 | 42,062 | ||||||
Oil, Gas & Consumable Fuels | 4.5 | 30,328 | ||||||
Food Products | 4.1 | 27,672 | ||||||
Electrical Equipment | 3.8 | 25,525 | ||||||
Diversified Financial Services | 3.6 | 24,097 | ||||||
Capital Markets | 3.5 | 23,476 | ||||||
Pharmaceuticals | 3.4 | 23,053 | ||||||
Textiles, Apparel & Luxury Goods | 3.4 | 22,972 | ||||||
Semiconductors & Semiconductor Equipment | 3.0 | 20,081 | ||||||
Household Products | 2.6 | 17,407 | ||||||
Food & Staples Retailing | 2.6 | 17,152 | ||||||
Media | 2.1 | 14,078 | ||||||
Electronic Equipment & Instruments | 2.1 | 13,802 | ||||||
Road & Rail | 2.0 | 13,770 | ||||||
Machinery | 2.0 | 13,425 | ||||||
Insurance | 1.9 | 12,736 | ||||||
Professional Services | 1.6 | 11,167 | ||||||
IT Services | 1.5 | 9,901 | ||||||
Personal Products | 1.4 | 9,699 | ||||||
Industrial Conglomerates | 1.3 | 8,854 | ||||||
Diversified Telecommunication Services | 1.2 | 8,132 | ||||||
Specialty Retail | 1.2 | 7,754 | ||||||
Health Care Equipment & Supplies | 1.1 | 7,503 | ||||||
Office Electronics | 1.1 | 7,158 | ||||||
Hotels, Restaurants & Leisure | 1.1 | 7,114 | ||||||
Software | 1.0 | 6,640 | ||||||
Wireless Telecommunication Services | 0.9 | 6,161 | ||||||
Auto Components | 0.9 | 6,154 | ||||||
Automobiles | 0.9 | 5,970 | ||||||
Metals & Mining | 0.9 | 5,841 | ||||||
Distributors | 0.8 | 5,616 | ||||||
Paper & Forest Products | 0.6 | 4,400 | ||||||
Electric Utilities | 0.3 | 1,972 | ||||||
Consumer Finance | 0.1 | 725 | ||||||
Investment Securities, at Value | 88.4 | 594,560 | ||||||
Short-Term Investments | 11.6 | 77,630 | ||||||
Total Investments | 100.0 | % | $ | 672,190 | ||||
NOTES TO SCHEDULE OF INVESTMENTS: | ||
Ù | All or a portion of this security is on loan. The value of all securities on loan is $67,217. | |
‡ | Non-income producing security. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $560,692. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $116,125 and $4,627, respectively. Net unrealized appreciation for tax purposes is $111,498. |
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 04/30/2011, these securities aggregated $4,293, or 0.71%, of the fund’s net assets. | |
ADR | American Depositary Receipt |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 71
At April 30, 2011
(all amounts in thousands)
(unaudited)
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 31,221 | $ | 563,339 | $ | — | $ | 594,560 | ||||||||
Repurchase Agreement | — | 7,257 | — | 7,257 | ||||||||||||
Securities Lending Collateral | 70,373 | — | — | 70,373 | ||||||||||||
Total | $ | 101,594 | $ | 570,596 | $ | — | $ | 672,190 | ||||||||
Э | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 72
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||||||
FOREIGN GOVERNMENT OBLIGATIONS - 73.2% | ||||||||||||
Argentina - 4.4% | ||||||||||||
Republic of Argentina | ||||||||||||
2.50%, 12/31/2038 ^ | $ | 2,310 | $ | 1,001 | ||||||||
7.00%, 10/03/2015 | 5,562 | 5,303 | ||||||||||
8.28%, 12/31/2033 ^ | 7,614 | 6,778 | ||||||||||
Belarus - 0.5% | ||||||||||||
Republic of Belarus | ||||||||||||
8.75%, 08/03/2015 - Reg S ^ | 1,020 | 955 | ||||||||||
8.95%, 01/26/2018 - Reg S | 460 | 415 | ||||||||||
Belize - 0.2% | ||||||||||||
Republic of Belize | ||||||||||||
6.00%, 02/20/2029 - Reg S | 810 | 680 | ||||||||||
Brazil - 8.5% | ||||||||||||
Banco Nacional de Desenvolvimento | ||||||||||||
Economico e Social | ||||||||||||
5.50%, 07/12/2020 - 144A | 2,970 | 3,034 | ||||||||||
5.50%, 07/12/2020 - Reg S | 2,800 | 2,860 | ||||||||||
6.37%, 06/16/2018 - 144A | 2,020 | 2,192 | ||||||||||
Republic of Brazil | ||||||||||||
5.88%, 01/15/2019 | 4,560 | 5,120 | ||||||||||
7.13%, 01/20/2037 | 3,310 | 3,972 | ||||||||||
8.00%, 01/15/2018 | 1,424 | 1,693 | ||||||||||
8.88%, 10/14/2019 - 04/15/2024 | 4,833 | 6,473 | ||||||||||
Chile - 1.9% | ||||||||||||
Republic of Chile | ||||||||||||
5.50%, 08/05/2020 | CLP | 2,554,500 | 5,499 | |||||||||
Colombia - 3.0% | ||||||||||||
Republic of Colombia | ||||||||||||
7.38%, 03/18/2019 ^ | $ | 830 | 1,008 | |||||||||
11.75%, 02/25/2020 ^ | 3,160 | 4,843 | ||||||||||
12.00%, 10/22/2015 Ù | COP | 4,200,000 | 3,052 | |||||||||
Croatia - 0.6% | ||||||||||||
Republic of Croatia | ||||||||||||
6.63%, 07/14/2020 - 144A ^ | $ | 1,630 | 1,711 | |||||||||
Dominican Republic - 0.8% | ||||||||||||
Republic of The Dominican Republic | ||||||||||||
7.50%, 05/06/2021 - 144A | 720 | 754 | ||||||||||
7.50%, 05/06/2021 - Reg S | 440 | 461 | ||||||||||
9.04%, 01/23/2018 - Reg S | 929 | 1,052 | ||||||||||
Ecuador - 1.0% | ||||||||||||
Republic of Ecuador | ||||||||||||
9.38%, 12/15/2015 - Reg S | 2,870 | 2,827 | ||||||||||
Ghana - 1.3% | ||||||||||||
Republic of Ghana | ||||||||||||
8.50%, 10/04/2017 - 144A ^ | 2,596 | 2,908 | ||||||||||
8.50%, 10/04/2017 - Reg S | 800 | 896 | ||||||||||
Indonesia - 2.5% | ||||||||||||
Republic of Indonesia | ||||||||||||
6.88%, 01/17/2018 - 144A | 740 | 848 | ||||||||||
7.75%, 01/17/2038 - 144A | 584 | 712 | ||||||||||
7.75%, 01/17/2038 - Reg S | 670 | 817 | ||||||||||
11.63%, 03/04/2019 - Reg S | 3,350 | 4,884 | ||||||||||
Ivory Coast - 0.3% | ||||||||||||
Republic of The Ivory Coast | ||||||||||||
2.50%, 12/31/2032 - Reg S ‡ Џ | 1,659 | 912 | ||||||||||
Jamaica - 0.2% | ||||||||||||
Jamaica Government International Bond | ||||||||||||
8.00%, 06/24/2019 Ù | 670 | 705 | ||||||||||
Lithuania - 1.0% | ||||||||||||
Republic of Lithuania | ||||||||||||
6.13%, 03/09/2021 - 144A ^ | 550 | 572 | ||||||||||
6.75%, 01/15/2015 - 144A | 710 | 789 | ||||||||||
7.38%, 02/11/2020 - Reg S ^ | 1,370 | 1,551 | ||||||||||
Malaysia - 1.1% | ||||||||||||
Republic of Malaysia | ||||||||||||
3.21%, 05/31/2013 | MYR | 9,280 | 3,134 | |||||||||
Mexico - 6.1% | ||||||||||||
United Mexican States | ||||||||||||
5.63%, 01/15/2017 | $ | 2,020 | 2,252 | |||||||||
5.95%, 03/19/2019 | 860 | 966 | ||||||||||
6.05%, 01/11/2040 | 2,750 | 2,853 | ||||||||||
6.75%, 09/27/2034 | 5,407 | 6,164 | ||||||||||
8.00%, 06/11/2020 | MXN | 63,590 | 5,822 | |||||||||
Pakistan - 0.8% | ||||||||||||
Republic of Pakistan | ||||||||||||
6.88%, 06/01/2017 - Reg S | $ | 2,625 | 2,297 | |||||||||
Panama - 2.0% | ||||||||||||
Republic of Panama | ||||||||||||
5.20%, 01/30/2020 | 2,480 | 2,642 | ||||||||||
8.88%, 09/30/2027 | 1,694 | 2,328 | ||||||||||
9.38%, 04/01/2029 ^ | 700 | 1,008 | ||||||||||
Peru - 2.5% | ||||||||||||
Republic of Peru | ||||||||||||
7.35%, 07/21/2025 | 10 | 12 | ||||||||||
8.20%, 08/12/2026 - Reg S | PEN | 10,970 | 4,116 | |||||||||
8.75%, 11/21/2033 | $ | 2,631 | 3,382 | |||||||||
Philippines - 4.2% | ||||||||||||
Republic of The Philippines | ||||||||||||
4.00%, 01/15/2021 ^ | 6,993 | 6,723 | ||||||||||
8.38%, 06/17/2019 ^ | 1,841 | 2,333 | ||||||||||
8.88%, 03/17/2015 ^ | 771 | 946 | ||||||||||
9.50%, 02/02/2030 | 1,796 | 2,541 | ||||||||||
Russian Federation - 8.4% | ||||||||||||
Russian Federation | ||||||||||||
7.50%, 03/31/2030 - Reg S | 5,816 | 6,780 | ||||||||||
7.85%, 03/10/2018 - 144A | RUB | 80,000 | 3,102 | |||||||||
12.75%, 06/24/2028 - Reg S | $ | 4,470 | 7,850 | |||||||||
Russian Foreign Bond — Eurobond | ||||||||||||
5.00%, 04/29/2020 - Reg S ^ | 7,100 | 7,189 | ||||||||||
South Africa - 1.3% | ||||||||||||
Eskom Holdings, Ltd. | ||||||||||||
5.75%, 01/26/2021 - 144A | 3,754 | 3,829 | ||||||||||
Sri Lanka - 0.7% | ||||||||||||
Republic of Sri Lanka | ||||||||||||
6.25%, 10/04/2020 - 144A | 680 | 683 | ||||||||||
6.25%, 10/04/2020 - Reg S | 1,310 | 1,315 | ||||||||||
Turkey - 8.3% | ||||||||||||
Republic of Turkey | ||||||||||||
5.63%, 03/30/2021 ^ | 3,310 | 3,436 | ||||||||||
6.75%, 05/30/2040 | 4,030 | 4,340 | ||||||||||
6.88%, 03/17/2036 | 4,584 | 5,017 | ||||||||||
7.00%, 03/11/2019 | 4,170 | 4,796 | ||||||||||
7.50%, 11/07/2019 | 3,980 | 4,726 | ||||||||||
8.00%, 02/14/2034 | 1,720 | 2,122 | ||||||||||
Ukraine - 4.4% | ||||||||||||
Republic of Ukraine | ||||||||||||
6.58%, 11/21/2016 - Reg S ^ | 5,882 | 5,977 | ||||||||||
7.75%, 09/23/2020 - Reg S ^ | 4,980 | 5,192 | ||||||||||
7.75%, 09/23/2020 - 144A ^ | 1,780 | 1,860 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 73
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Principal | Value | |||||||||||
Uruguay - 0.4% | ||||||||||||
Republic of Uruguay | ||||||||||||
8.00%, 11/18/2022 | $ | 953 | $ | 1,194 | ||||||||
Venezuela - 6.8% | ||||||||||||
Republic of Venezuela | ||||||||||||
5.75%, 02/26/2016 - Reg S | 3,400 | 2,610 | ||||||||||
6.00%, 12/09/2020 - Reg S | 1,940 | 1,165 | ||||||||||
7.00%, 03/31/2038 - Reg S | 2,907 | 1,650 | ||||||||||
7.65%, 04/21/2025 | 4,700 | 2,879 | ||||||||||
9.00%, 05/07/2023 - Reg S | 2,110 | 1,442 | ||||||||||
9.25%, 09/15/2027 ^ | 11,300 | 8,203 | ||||||||||
9.25%, 05/07/2028 - Reg S | 3,035 | 2,053 | ||||||||||
Total Foreign Government Obligations (cost $205,686) | 216,206 | |||||||||||
CORPORATE DEBT SECURITIES - 18.8% | ||||||||||||
Cayman Islands - 2.2% | ||||||||||||
Banco Safra Cayman Islands, Ltd. | ||||||||||||
6.75%, 01/27/2021 - 144A | 1,440 | 1,487 | ||||||||||
6.75%, 01/27/2021 - Reg S | 240 | 248 | ||||||||||
Fibria Overseas Finance, Ltd. | ||||||||||||
6.75%, 03/03/2021 - 144A | 1,730 | 1,821 | ||||||||||
Odebrecht Finance, Ltd. | ||||||||||||
6.00%, 04/05/2023 - 144A ^ | 3,030 | 3,022 | ||||||||||
Chile - 0.1% | ||||||||||||
Banco Santander Chile | ||||||||||||
6.50%, 09/22/2020 - Reg S | CLP | 175,000 | 358 | |||||||||
Ireland - 1.4% | ||||||||||||
Novatek Finance, Ltd. | ||||||||||||
6.60%, 02/03/2021 - 144A ^ | $ | 2,520 | 2,653 | |||||||||
Vimpel Communications Via VIP Finance Ireland, Ltd. OJSC | ||||||||||||
7.75%, 02/02/2021 - 144A | 1,480 | 1,561 | ||||||||||
Kazakhstan - 3.4% | ||||||||||||
Development Bank of Kazakhstan JSC | ||||||||||||
5.50%, 12/20/2015 - 144A | 1,280 | 1,341 | ||||||||||
KazMunayGas National Co. | ||||||||||||
6.38%, 04/09/2021 - 144A ^ | 2,550 | 2,658 | ||||||||||
9.13%, 07/02/2018 - Reg S | 550 | 666 | ||||||||||
9.13%, 07/02/2018 - 144A | 4,370 | 5,299 | ||||||||||
Luxembourg - 2.2% | ||||||||||||
Russian Agricultural Bank OJSC Via RSHB Capital SA | ||||||||||||
6.30%, 05/15/2017 - 144A | 1,527 | 1,602 | ||||||||||
7.18%, 05/16/2013 - Reg S | 450 | 489 | ||||||||||
7.18%, 05/16/2013 - 144A | 4,130 | 4,488 | ||||||||||
Mexico - 3.8% | ||||||||||||
Cemex SAB de CV | ||||||||||||
9.00%, 01/11/2018 - 144A ^ | 2,020 | 2,094 | ||||||||||
9.00%, 01/11/2018 - Reg S | 340 | 352 | ||||||||||
Petroleos Mexicanos | ||||||||||||
5.50%, 01/21/2021 ^ | 5,790 | 5,932 | ||||||||||
8.00%, 05/03/2019 ^ | 2,097 | 2,535 | ||||||||||
Netherlands - 1.8% | ||||||||||||
Intergas Finance BV | ||||||||||||
6.38%, 05/14/2017 - Reg S | 900 | 950 | ||||||||||
Majapahit Holding BV | ||||||||||||
7.75%, 01/20/2020 - Reg S | 3,000 | 3,464 | ||||||||||
Pindo Deli Finance BV | ||||||||||||
0.00%, 04/28/2025 - Reg S * ‡ Џ § | 1,500 | 45 | ||||||||||
2.28%, 04/28/2015 - Reg S * ‡ Џ § | 297 | 42 | ||||||||||
3.27%, 04/28/2015 - 144A * ‡ Џ § | t | t | ||||||||||
3.28%, 04/28/2018 - Reg S * ‡ Џ § | 1,500 | 120 | ||||||||||
3.28%, 04/28/2018 - 144A * ‡ Џ § | 150 | 12 | ||||||||||
Pindo Deli Finance BV -Class C | ||||||||||||
0.00%, 04/28/2025 - 144A * ‡ Џ § | 9,415 | 283 | ||||||||||
Tjiwi Kimia Finance BV -Class A | ||||||||||||
3.28%, 04/28/2015 - Reg S * ‡ Џ § | 988 | 128 | ||||||||||
3.28%, 04/28/2015 - 144A * ‡ Џ § | t | t | ||||||||||
Tjiwi Kimia Finance BV -Class B | ||||||||||||
3.28%, 04/28/2015 - 144A * ‡ Џ § | 2,148 | 215 | ||||||||||
3.28%, 04/30/2018 - Reg S * ‡ Џ § | 1,000 | 100 | ||||||||||
Tjiwi Kimia Finance BV -Class C | ||||||||||||
0.00%, 04/28/2027 - 144A * ‡ Џ § | 1,045 | 31 | ||||||||||
4.94%, 04/28/2027 - Reg S * ‡ Џ § | 1,500 | 45 | ||||||||||
Peru - 0.4% | ||||||||||||
Banco de Credito del Peru | ||||||||||||
5.38%, 09/16/2020 - Reg S | 1,280 | 1,187 | ||||||||||
United States - 2.8% | ||||||||||||
Pemex Project Funding Master Trust | ||||||||||||
6.63%, 06/15/2035 | 3,076 | 3,123 | ||||||||||
6.63%, 06/15/2038 ^ | 2,097 | 2,119 | ||||||||||
8.63%, 12/01/2023 | 1,750 | 2,109 | ||||||||||
Reliance Holdings USA, Inc. | ||||||||||||
6.25%, 10/19/2040 - 144A | 850 | 809 | ||||||||||
Venezuela - 0.7% | ||||||||||||
Petroleos de Venezuela SA | ||||||||||||
5.13%, 10/28/2016 | 3,380 | 2,155 | ||||||||||
Total Corporate Debt Securities (cost $60,065) | 55,543 | |||||||||||
Shares | Value | |||||||
SECURITIES LENDING COLLATERAL - 16.7% | ||||||||
State Street Navigator Securities Lending Trust - Prime Portfolio, 0.24% ▲ | 49,349,141 | 49,349 | ||||||
Total Securities Lending Collateral (cost $49,349) | ||||||||
Principal | Value | |||||||
REPURCHASE AGREEMENT - 6.0% | ||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $17,675 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 3.50%, due 12/01/2025, with a value of $18,029. | $ | 17,675 | 17,675 | |||||
Total Repurchase Agreement (cost $17,675) | ||||||||
Total Investment Securities (cost $332,775) # | 338,773 | |||||||
Other Assets and Liabilities - Net | (43,516 | ) | ||||||
Net Assets | $ | 295,257 | ||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 74
At April 30, 2011
(all amounts in thousands)
(unaudited)
Percentage of | ||||||||
INVESTMENTS BY INDUSTRY: | Total Investments | Value | ||||||
Foreign Government Obligation | 63.8 | % | $ | 216,206 | ||||
Oil, Gas & Consumable Fuels | 8.9 | 30,058 | ||||||
Diversified Financial Services | 2.4 | 8,400 | ||||||
Commercial Banks | 1.4 | 4,621 | ||||||
Electric Utilities | 1.0 | 3,464 | ||||||
Construction & Engineering | 0.9 | 3,022 | ||||||
Construction Materials | 0.7 | 2,446 | ||||||
Wireless Telecommunication Services | 0.5 | 1,561 | ||||||
Paper & Forest Products | 0.3 | 1,021 | ||||||
Gas Utilities | 0.3 | 950 | ||||||
Investment Securities, at Value | 80.2 | 271,749 | ||||||
Short-Term Investments | 19.8 | 67,024 | ||||||
Total Investments | 100.0 | % | $ | 338,773 | ||||
Net Unrealized | ||||||||||||||||
Description | Type | Contracts ┌ | Expiration Date | Appreciation | ||||||||||||
10-Year U.S. Treasury Note | Long | 51 | 06/21/2011 | $ | 119 |
Ù | All or a portion of this security is on loan. The value of all securities on loan is $48,309. | |
Џ | In default. | |
‡ | Non-income producing security. | |
* | Floating or variable rate note. Rate is listed as of 04/30/2011. | |
t | Value and/or principal rounds to less than $1 or $(1). | |
§ | Illiquid. These securities aggregated to $1,021, or 0.35%, of the fund’s net assets. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $332,775. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $15,841 and $9,843, respectively. Net unrealized appreciation for tax purposes is $5,998. | |
µ | Cash in the amount of $28 has been pledged by the broker as collateral with the custodian to cover margin requirement for open futures contracts. | |
┌ | Contract amounts are not in thousands. |
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 04/30/2011, these securities aggregated $52,370, or 17.74%, of the fund’s net assets. | |
CLP | Chilean Peso | |
COP | Columbian Peso | |
JSC | Joint Stock Company | |
MXN | Mexican Peso | |
MYR | Malaysian Riggit | |
OJSC | Open Joint Stock Company | |
PEN | Peruvian Nuevo Sol | |
RUB | Russian Ruble |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 75
At April 30, 2011
(all amounts in thousands)
(unaudited)
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Corporate Debt Securities | $ | — | $ | 55,543 | $ | — | $ | 55,543 | ||||||||
Foreign Government Obligations | — | 216,206 | — | 216,206 | ||||||||||||
Repurchase Agreement | — | 17,675 | — | 17,675 | ||||||||||||
Securities Lending Collateral | 49,349 | — | — | 49,349 | ||||||||||||
Total | $ | 49,349 | $ | 289,424 | $ | — | $ | 338,773 | ||||||||
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Total at | |||||||||||||
Other Financial Instruments ₣ | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Futures Contracts — Appreciation | $ | 119 | $ | — | $ | — | $ | 119 |
Net Change in | ||||||||||||||||||||||||||||||||||||||||
Unrealized | ||||||||||||||||||||||||||||||||||||||||
Appreciation/ | ||||||||||||||||||||||||||||||||||||||||
(Depreciation) | ||||||||||||||||||||||||||||||||||||||||
Net Change in | Transfers | on | ||||||||||||||||||||||||||||||||||||||
Beginning | Accrued | Total | Unrealized | Transfers | out of | Ending | Investments | |||||||||||||||||||||||||||||||||
Balance at | Discounts/ | Realized | Appreciation | into | Level | Balance at | Held at | |||||||||||||||||||||||||||||||||
Securities | 10/31/2010 | Purchases | Sales | (Premiums) | Gain/(Loss) | /(Depreciation) | Level 3 | 3 φ | 04/30/2011 | 04/30/2011 | ||||||||||||||||||||||||||||||
Corporate Debt Securities | $ | 234 | $ | — | $ | — | $ | — | $ | — | $ | 135 | $ | — | $ | (369 | ) | $ | — | $ | 135 |
Э | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. | |
₣ | Other financial instruments are derivative instruments that are valued at unrealized appreciation (depreciation) on the instrument. | |
φ | Transferred out of Level 3 because of availability of observable inputs. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 76
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
CONVERTIBLE PREFERRED STOCK - 1.2% | ||||||||
Internet & Catalog Retail - 1.2% | ||||||||
Groupon, Inc. Ə § Δ | 72,847 | $ | 4,429 | |||||
Total Convertible Preferred Stock (cost $2,301) | ||||||||
PREFERRED STOCK - 0.6% | ||||||||
Internet Software & Services - 0.6% | ||||||||
Zynga - Series C Ə § Δ | 79,262 | 2,224 | ||||||
Total Preferred Stock (cost $2,224) | ||||||||
COMMON STOCKS - 96.2% | ||||||||
Air Freight & Logistics - 3.2% | ||||||||
CH Robinson Worldwide, Inc. | 59,893 | $ | 4,802 | |||||
Expeditors International of Washington, Inc. | 124,253 | 6,743 | ||||||
Automobiles - 0.5% | ||||||||
Better Place ‡ Ə § Δ | 555,742 | 1,667 | ||||||
Capital Markets - 0.9% | ||||||||
Greenhill & Co., Inc. ^ | 54,644 | 3,224 | ||||||
Chemicals - 4.3% | ||||||||
Intrepid Potash, Inc. ‡ | 156,589 | 5,365 | ||||||
Nalco Holding Co. | 147,070 | 4,296 | ||||||
Rockwood Holdings, Inc. ‡ | 104,714 | 5,941 | ||||||
Commercial Services & Supplies - 6.0% | ||||||||
Covanta Holding Corp. | 232,241 | 3,988 | ||||||
Edenred ‡ | 405,364 | 12,572 | ||||||
Stericycle, Inc. ‡^ | 58,648 | 5,353 | ||||||
Communications Equipment - 3.4% | ||||||||
Motorola Solutions, Inc. ‡ | 268,843 | 12,335 | ||||||
Computers & Peripherals - 1.5% | ||||||||
Teradata Corp. ‡ | 96,229 | 5,381 | ||||||
Construction Materials - 1.1% | ||||||||
Martin Marietta Materials, Inc. ^ | 45,230 | 4,125 | ||||||
Diversified Consumer Services - 1.4% | ||||||||
New Oriental Education & Technology | ||||||||
Group ADR ‡ | 40,976 | 5,107 | ||||||
Diversified Financial Services - 5.3% | ||||||||
IntercontinentalExchange, Inc. ‡ | 36,932 | 4,445 | ||||||
Leucadia National Corp. | 162,482 | 6,282 | ||||||
Moody’s Corp. ^ | 46,713 | 1,828 | ||||||
MSCI, Inc. - Class A ‡ | 183,657 | 6,514 | ||||||
Electrical Equipment - 0.8% | ||||||||
First Solar, Inc. ‡^ | 19,587 | 2,734 | ||||||
Food Products - 2.2% | ||||||||
Mead Johnson Nutrition Co. - Class A | 116,229 | 7,773 | ||||||
Health Care Equipment & Supplies - 5.8% | ||||||||
Gen-Probe, Inc. ‡^ | 88,143 | 7,309 | ||||||
Idexx Laboratories, Inc. ‡ | 57,909 | 4,716 | ||||||
Intuitive Surgical, Inc. ‡ | 24,280 | 8,490 | ||||||
Hotels, Restaurants & Leisure - 6.1% | ||||||||
Betfair Group PLC ‡^ | 65,206 | 945 | ||||||
Chipotle Mexican Grill, Inc. - Class A ‡^ | 23,973 | 6,396 | ||||||
Ctrip.com International, Ltd. ADR ‡ | 185,409 | 9,034 | ||||||
Wynn Resorts, Ltd. | 39,745 | 5,848 | ||||||
Household Durables - 1.3% | ||||||||
Gafisa SA ADR ‡^ | 126,821 | 1,568 | ||||||
NVR, Inc. ‡ | 4,243 | 3,136 | ||||||
Internet & Catalog Retail - 5.5% | ||||||||
NetFlix, Inc. ‡^ | 43,076 | 10,023 | ||||||
priceline.com, Inc. ‡ | 17,652 | 9,656 | ||||||
Internet Software & Services - 2.8% | ||||||||
Akamai Technologies, Inc. ‡ | 88,682 | 3,054 | ||||||
Alibaba.com, Ltd. | 1,602,700 | 2,844 | ||||||
Youku.com, Inc. ADR ‡^ | 68,069 | 4,024 | ||||||
IT Services - 1.6% | ||||||||
Gartner, Inc. ‡^ | 130,951 | 5,619 | ||||||
Life Sciences Tools & Services - 4.2% | ||||||||
Illumina, Inc. ‡ | 149,652 | 10,623 | ||||||
Techne Corp. ^ | 60,177 | 4,676 | ||||||
Machinery - 1.9% | ||||||||
Schindler Holding AG | 52,372 | 6,775 | ||||||
Media - 2.6% | ||||||||
Groupe Aeroplan, Inc. | 222,219 | 3,046 | ||||||
Naspers, Ltd. - Class N | 106,338 | 6,398 | ||||||
Metals & Mining - 3.3% | ||||||||
Lynas Corp., Ltd. ‡ | 1,183,582 | 2,711 | ||||||
Molycorp, Inc. ‡ | 123,242 | 9,034 | ||||||
Multiline Retail - 1.4% | ||||||||
Dollar Tree, Inc. ‡ | 85,969 | 4,943 | ||||||
Oil, Gas & Consumable Fuels - 3.8% | ||||||||
Range Resources Corp. | 104,248 | 5,885 | ||||||
Ultra Petroleum Corp. ‡^ | 151,646 | 7,702 | ||||||
Personal Products - 1.2% | ||||||||
Natura Cosmeticos SA | 159,586 | 4,494 | ||||||
Pharmaceuticals - 2.2% | ||||||||
Ironwood Pharmaceuticals, Inc. ‡ | 54,887 | 802 | ||||||
Ironwood Pharmaceuticals, Inc. - Class A ‡^ | 119,874 | 1,753 | ||||||
Valeant Pharmaceuticals International, Inc. | 102,554 | 5,397 | ||||||
Professional Services - 5.4% | ||||||||
IHS, Inc. - Class A ‡ | 59,319 | 5,234 | ||||||
Intertek Group PLC | 218,468 | 7,761 | ||||||
Verisk Analytics, Inc. - Class A ‡ | 196,034 | 6,450 | ||||||
Semiconductors & Semiconductor Equipment - 2.0% | ||||||||
ARM Holdings PLC ADR | 187,444 | 5,897 | ||||||
NVIDIA Corp. ‡ | 66,144 | 1,323 | ||||||
Software - 10.2% | ||||||||
Autodesk, Inc. ‡ | 103,233 | 4,643 | ||||||
Citrix Systems, Inc. ‡ | 39,479 | 3,330 | ||||||
FactSet Research Systems, Inc. ^ | 51,645 | 5,650 | ||||||
Red Hat, Inc. ‡ | 120,191 | 5,705 | ||||||
Rovi Corp. ‡ | 56,337 | 2,736 | ||||||
Salesforce.com, Inc. ‡ | 50,068 | 6,939 | ||||||
Solera Holdings, Inc. | 137,868 | 7,583 | ||||||
Textiles, Apparel & Luxury Goods - 1.6% | ||||||||
Lululemon Athletica, Inc. ‡ | 56,319 | 5,634 | ||||||
Trading Companies & Distributors - 1.4% | ||||||||
Fastenal Co. | 72,434 | 4,860 | ||||||
Wireless Telecommunication Services - 1.3% | ||||||||
Millicom International Cellular SA | 44,307 | 4,800 | ||||||
Total Common Stocks (cost $223,300) | 345,921 | |||||||
SECURITIES LENDING COLLATERAL - 10.0% | ||||||||
State Street Navigator Securities Lending Trust - Prime Portfolio, 0.24% ▲ | 35,981,524 | 35,982 | ||||||
Total Securities Lending Collateral (cost $35,982) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 77
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Principal | Value | |||||||
REPURCHASE AGREEMENT - 2.0% | ||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $7,327 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 4.00%, due 06/01/2025, with a value of $7,476. | $ | 7,327 | $ | 7,327 | ||||
Total Repurchase Agreement (cost $7,327) | ||||||||
Total Investment Securities (cost $271,134) # | 395,883 | |||||||
Other Assets and Liabilities - Net | (35,897 | ) | ||||||
Net Assets | $ | 359,986 | ||||||
▲ | Rate shown reflects the yield at 04/29/2011. | |
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 $8,320, or 2.31%, of the fund’s net assets. | |
‡ | Non-income producing security. | |
Ù | All or a portion of this security is on loan. The value of all securities on loan is $35,174. | |
§ | Illiquid. These securities aggregated to $8,320, or 2.31%, of the fund’s net assets. | |
# | Aggregate cost for federal income tax purposes is $271,134. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $127,230 and $2,481, respectively. Net unrealized appreciation for tax purposes is $124,749. | |
Δ | Restricted Security. At 04/30/2011, the fund owned the respective securities (representing 2.31% of net assets) which were restricted as to public resale: |
Description | Date of Acquisition | Shares | Cost | Market Value | Price ¥ | |||||||||||||
Groupon Inc. | 12/17/2010 | 72,847 | $ | 2,301 | $ | 4,429 | $ | 60.80 | ||||||||||
Zynga - Series C | 02/28/2011 | 79,262 | 2,224 | 2,224 | 28.06 | |||||||||||||
Better Place | 01/25/2010 | 555,742 | 1,667 | 1,667 | 3.00 |
¥ | Price is not in thousands. |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 296,395 | $ | 47,859 | $ | 1,667 | $ | 345,921 | ||||||||
Convertible Preferred Stock | — | — | 4,429 | 4,429 | ||||||||||||
Preferred Stock | — | — | 2,224 | 2,224 | ||||||||||||
Repurchase Agreement | — | 7,327 | — | 7,327 | ||||||||||||
Securities Lending Collateral | 35,982 | — | — | 35,982 | ||||||||||||
Total | $ | 332,377 | $ | 55,186 | $ | 8,320 | $ | 395,883 | ||||||||
Net Change in | ||||||||||||||||||||||||||||||||||||||||
Unrealized | ||||||||||||||||||||||||||||||||||||||||
Appreciation/ | ||||||||||||||||||||||||||||||||||||||||
(Depreciation) | ||||||||||||||||||||||||||||||||||||||||
Net Change in | on | |||||||||||||||||||||||||||||||||||||||
Beginning | Accrued | Total | Unrealized | Transfers | Transfers | Ending | Investments | |||||||||||||||||||||||||||||||||
Balance at | Discounts/ | Realized | Appreciation | into | out of | Balance at | Held at | |||||||||||||||||||||||||||||||||
Securities | 10/31/2010 | Purchases | Sales | (Premiums) | Gain/(Loss) | /(Depreciation) | Level 3 | Level 3 | 04/30/2011 | 04/30/2011 | ||||||||||||||||||||||||||||||
Common Stocks | $ | 1,667 | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | 1,667 | $ | — | ||||||||||||||||||||
Convertible Preferred Stock | — | 2,301 | — | — | — | 2,128 | — | — | 4,429 | 2,128 | ||||||||||||||||||||||||||||||
Preferred Stock | — | 2,224 | — | — | — | — | — | — | 2,224 | — | ||||||||||||||||||||||||||||||
Total | $ | 1,667 | $ | 4,525 | $ | — | $ | — | — | $ | 2,128 | $ | — | $ | — | $ | 8,320 | $ | 2,128 | |||||||||||||||||||||
Э | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 78
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
PREFERRED STOCKS - 1.9% | ||||||||
Internet Software & Services - 1.1% | ||||||||
Twitter, Inc. ‡ Ə § Δ | 123,927 | $ | 1,892 | |||||
Xoom, Inc. ‡ Ə § Δ | 264,130 | 607 | ||||||
IT Services - 0.2% | ||||||||
Ning, Inc. ‡ Ə § Δ | 108,208 | 444 | ||||||
Pharmaceuticals - 0.6% | ||||||||
Microbia, Inc. - Series F ‡ | 96,357 | 1,409 | ||||||
Total Preferred Stocks (cost $2,792) | 4,352 | |||||||
COMMON STOCKS - 93.3% | ||||||||
Automobiles - 0.4% | ||||||||
Better Place ‡ Ə § Δ | 289,277 | 868 | ||||||
Capital Markets - 3.7% | ||||||||
CETIP SA - Balcao Organizado de Ativos e Derivativos | 101,571 | 1,685 | ||||||
Financial Engines, Inc. ‡ | 67,709 | 1,925 | ||||||
Greenhill & Co., Inc. ^ | 82,979 | 4,896 | ||||||
Chemicals - 4.4% | ||||||||
Intrepid Potash, Inc. ‡^ | 99,081 | 3,395 | ||||||
Rockwood Holdings, Inc. ‡^ | 116,215 | 6,594 | ||||||
Commercial Services & Supplies - 1.2% | ||||||||
Covanta Holding Corp. ^ | 160,672 | 2,759 | ||||||
Construction Materials - 3.3% | ||||||||
Eagle Materials, Inc. ^ | 146,027 | 4,248 | ||||||
Texas Industries, Inc. ^ | 79,204 | 3,340 | ||||||
Diversified Financial Services - 3.3% | ||||||||
MSCI, Inc. - Class A ‡^ | 182,417 | 6,470 | ||||||
PICO Holdings, Inc. ‡^ | 33,558 | 1,078 | ||||||
Diversified Telecommunication Services - 1.3% | ||||||||
Cogent Communications Group, Inc. ‡^ | 211,904 | 3,075 | ||||||
Electric Utilities - 4.6% | ||||||||
Brookfield Infrastructure Partners, LP | 448,925 | 10,550 | ||||||
Prime AET&D Holdings No. 1 Pty, Ltd. ‡ Ə | 737,572 | — | ||||||
Health Care Equipment & Supplies - 2.6% | ||||||||
Gen-Probe, Inc. ‡^ | 73,110 | 6,062 | ||||||
Health Care Providers & Services - 2.4% | ||||||||
Castlight Health, Inc. ‡ Ə § Δ | 193,841 | 797 | ||||||
HMS Holdings Corp. ‡^ | 52,621 | 4,142 | ||||||
LCA-Vision, Inc. ‡ | 86,498 | 583 | ||||||
Health Care Technology - 3.0% | ||||||||
Athenahealth, Inc. ‡^ | 114,618 | 5,298 | ||||||
MedAssets, Inc. ‡ | 101,348 | 1,624 | ||||||
Hotels, Restaurants & Leisure - 6.8% | ||||||||
BJ’s Restaurants, Inc. ‡^ | 56,079 | 2,633 | ||||||
Country Style Cooking Restaurant Chain Co., Ltd. ADR ‡^ | 98,960 | 1,659 | ||||||
PF Chang’s China Bistro, Inc. ^ | 149,267 | 5,986 | ||||||
Vail Resorts, Inc. ‡^ | 111,081 | 5,442 | ||||||
Household Durables - 3.2% | ||||||||
Brookfield Incorporacoes SA ‡ | 554,321 | 3,083 | ||||||
Gafisa SA ADR ‡^ | 122,979 | 1,520 | ||||||
iRobot Corp. ‡^ | 75,392 | 2,670 | ||||||
Insurance - 2.1% | ||||||||
Greenlight Capital Re, Ltd. - Class A ‡^ | 167,028 | 4,702 | ||||||
Internet & Catalog Retail - 5.6% | ||||||||
Blue Nile, Inc. ‡^ | 115,202 | 6,566 | ||||||
E-Commerce China Dangdang, Inc. ADR ‡^ | 77,454 | 1,782 | ||||||
MakeMyTrip, Ltd. ‡^ | 53,178 | 1,677 | ||||||
Shutterfly, Inc. ‡^ | 47,189 | 2,905 | ||||||
Internet Software & Services - 12.0% | ||||||||
comScore, Inc. ‡^ | 78,216 | 2,332 | ||||||
Cornerstone OnDemand, Inc. ‡^ | 109,258 | 2,091 | ||||||
Mercadolibre, Inc. ^ | 56,398 | 5,155 | ||||||
Opentable, Inc. ‡^ | 54,174 | 6,028 | ||||||
Sohu.com, Inc. ‡^ | 26,900 | 2,845 | ||||||
VistaPrint NV ‡^ | 63,116 | 3,434 | ||||||
Youku.com, Inc. - Class A ‡ Ə § Δ | 1,712,512 | 5,428 | ||||||
IT Services - 2.8% | ||||||||
Acxiom Corp. ‡^ | 175,336 | 2,553 | ||||||
Forrester Research, Inc. ^ | 84,331 | 3,332 | ||||||
Information Services Group, Inc. ‡^ | 259,602 | 605 | ||||||
Leisure Equipment & Products - 2.0% | ||||||||
Universal Entertainment Corp. | 124,700 | 4,564 | ||||||
Life Sciences Tools & Services - 3.7% | ||||||||
Pacific Biosciences of California, Inc. ‡^ | 31,739 | 388 | ||||||
Techne Corp. ^ | 100,630 | 7,821 | ||||||
Media - 0.1% | ||||||||
Lakes Entertainment, Inc. ‡ | 61,344 | 140 | ||||||
Metals & Mining - 4.9% | ||||||||
Lynas Corp., Ltd. ‡^ | 4,950,061 | 11,339 | ||||||
Oil, Gas & Consumable Fuels - 2.4% | ||||||||
Brigham Exploration Co. ‡^ | 161,829 | 5,426 | ||||||
Pharmaceuticals - 0.5% | ||||||||
Ironwood Pharmaceuticals, Inc. - Class A ‡^ | 81,311 | 1,189 | ||||||
Professional Services - 7.6% | ||||||||
Advisory Board Co. ‡^ | 119,759 | 5,595 | ||||||
Corporate Executive Board Co. ^ | 123,089 | 4,905 | ||||||
CoStar Group, Inc. ‡^ | 102,857 | 6,996 | ||||||
Real Estate Management & Development - 0.2% | ||||||||
Consolidated-Tomoka Land Co. ^ | 14,745 | 456 | ||||||
Semiconductors & Semiconductor Equipment - 1.6% | ||||||||
Tessera Technologies, Inc. ‡^ | 181,686 | 3,590 | ||||||
Software - 6.7% | ||||||||
Blackboard, Inc. ‡^ | 44,638 | 2,148 | ||||||
Netsuite, Inc. ‡^ | 89,111 | 3,084 | ||||||
Solera Holdings, Inc. | 119,227 | 6,557 | ||||||
Successfactors, Inc. ‡^ | 102,438 | 3,552 | ||||||
Specialty Retail - 0.9% | ||||||||
Citi Trends, Inc. ‡^ | 92,236 | 2,053 | ||||||
Total Common Stocks (cost $147,703) | 213,620 | |||||||
SECURITIES LENDING COLLATERAL - 25.0% | ||||||||
State Street Navigator Securities Lending Trust - Prime Portfolio, 0.24% ▲ | 57,296,508 | 57,297 | ||||||
Total Securities Lending Collateral (cost $57,297) |
Principal | Value | |||||||
REPURCHASE AGREEMENT - 5.0% | ||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $11,429 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 3.50%, due 12/01/2025, with a value of $11,663. | $ | 11,429 | 11,429 | |||||
Total Repurchase Agreement (cost $11,429) | ||||||||
Total Investment Securities (cost $219,221) # | 286,698 | |||||||
Other Assets and Liabilities - Net | (57,658 | ) | ||||||
Net Assets | $ | 229,040 | ||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 79
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
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 $10,036, or 4.38%, of the fund’s net assets. | |
‡ | Non-income producing security. | |
§ | Illiquid. These securities aggregated to $10,036, or 4.38%, of the fund’s net assets. | |
Ù | All or a portion of this security is on loan. The value of all securities on loan is $55,981. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $219,221. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $72,702 and $5,225, respectively. Net unrealized appreciation for tax purposes is $67,477. | |
Δ | Restricted Security. At 04/30/2011, the fund owned the respective securities (representing 4.38% of net assets) which were restricted as to public resale: |
Description | Date of Acquisition | Shares | Cost | Value | Price ¥ | |||||||||||||
Twitter, Inc. | 09/24/2009 | 123,927 | $ | 660 | $ | 1,892 | $ | 15.27 | ||||||||||
Xoom, Inc. | 02/23/2010 | 264,130 | 756 | 607 | 2.30 | |||||||||||||
Ning, Inc. | 03/19/2008 | 108,208 | 774 | 444 | 4.10 | |||||||||||||
Better Place | 01/25/2010 | 289,277 | 868 | 868 | 3.00 | |||||||||||||
Castlight Health, Inc. | 06/04/2010 | 193,841 | 797 | 797 | 4.11 | |||||||||||||
Youku.com, Inc. — Class A | 09/16/2010 | 1,712,512 | 852 | 5,428 | 3.17 |
¥ | Price is not in thousands. |
ADR | American Depositary Receipt |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 185,513 | $ | 21,014 | $ | 7,093 | $ | 213,620 | ||||||||
Preferred Stocks | 1,409 | — | 2,943 | 4,352 | ||||||||||||
Repurchase Agreement | — | 11,429 | — | 11,429 | ||||||||||||
Securities Lending Collateral | 57,297 | — | — | 57,297 | ||||||||||||
Total | $ | 244,219 | $ | 32,443 | $ | 10,036 | $ | 286,698 | ||||||||
Net Change in | ||||||||||||||||||||||||||||||||||||||||
Unrealized | ||||||||||||||||||||||||||||||||||||||||
Appreciation/ | ||||||||||||||||||||||||||||||||||||||||
(Depreciation) | ||||||||||||||||||||||||||||||||||||||||
Net Change in | on | |||||||||||||||||||||||||||||||||||||||
Beginning | Accrued | Total | Unrealized | Transfers | Transfers | Ending | Investments | |||||||||||||||||||||||||||||||||
Balance at | Discounts/ | Realized | Appreciation | into | out of | Balance at | Held at | |||||||||||||||||||||||||||||||||
Securities | 10/31/2010 | Purchases | Sales | (Premiums) | Gain/(Loss) | /(Depreciation) | Level 3 | Level 3 | 04/30/2011 | 04/30/2011 | ||||||||||||||||||||||||||||||
Common Stocks | $ | 1,665 | $ | 852 | $ | — | $ | — | $ | — | $ | 4,576 | $ | — | $ | — | $ | 7,093 | $ | 4,576 | ||||||||||||||||||||
Convertible Preferred Stocks | 852 | — | (852 | ) | — | — | — | — | — | — | — | |||||||||||||||||||||||||||||
Preferred Stocks | 2,298 | — | (444 | ) | — | t | 1,089 | — | — | 2,943 | 1,089 | |||||||||||||||||||||||||||||
Total | $ | 4,815 | $ | 852 | $ | (1,296 | ) | $ | — | $ | t | $ | 5,665 | $ | — | $ | — | $ | 10,036 | $ | 5,665 | |||||||||||||||||||
Э | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. | |
t | Value rounds to less than $1. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 80
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
COMMON STOCKS - 98.9% | ||||||||
Australia - 1.6% | ||||||||
Centamin Egypt, Ltd. ‡ | 1,938,100 | $ | 4,220 | |||||
Fortescue Metals Group, Ltd. | 681,745 | 4,595 | ||||||
Whitehaven Coal, Ltd. ^ | 300,087 | 2,112 | ||||||
Austria - 0.7% | ||||||||
Vienna Insurance Group AG Wiener Versicherung Gruppe ^ | 75,922 | 4,532 | ||||||
Belgium - 3.5% | ||||||||
Anheuser-Busch InBev NV ^ | 61,350 | 3,911 | ||||||
Anheuser-Busch InBev NV - STRIP VVPR ‡ | 130,726 | 1 | ||||||
Colruyt SA | 86,270 | 4,979 | ||||||
Omega Pharma ^ | 111,980 | 5,739 | ||||||
Telenet Group Holding NV ‡ | 166,278 | 8,267 | ||||||
Brazil - 2.7% | ||||||||
Banco Santander Brasil SA ADR ‡ | 349,600 | 4,059 | ||||||
HRT Participacoes em Petroleo SA | 2,900 | 2,968 | ||||||
Porto Seguro SA | 413,500 | 6,965 | ||||||
Totvs SA | 201,425 | 3,841 | ||||||
Canada - 8.4% | ||||||||
Cenovus Energy, Inc. | 87,200 | 3,353 | ||||||
Corus Entertainment, Inc. - Class B | 248,210 | 5,218 | ||||||
Crescent Point Energy Corp. Ù | 94,500 | 4,291 | ||||||
Eldorado Gold Corp. | 305,600 | 5,688 | ||||||
MacDonald Dettwiler & Associates, Ltd. | 164,165 | 9,892 | ||||||
Neo Material Technologies, Inc. ‡ | 582,400 | 6,026 | ||||||
Peyto Exploration & Development Corp. Ù | 225,125 | 4,792 | ||||||
Potash Corp., of Saskatchewan, Inc. | 55,800 | 3,152 | ||||||
Silver Wheaton Corp. | 224,000 | 9,115 | ||||||
Vermilion Energy, Inc. ^ | 76,200 | 4,091 | ||||||
Cayman Islands - 0.8% | ||||||||
China Liansu Group Holdings, Ltd. ‡ | 5,898,900 | 5,492 | ||||||
Chile - 1.2% | ||||||||
Sociedad Quimica y Minera de Chile SA - Series B ADR | 129,485 | 7,902 | ||||||
China - 1.4% | ||||||||
Bank of China, Ltd. | 10,932,400 | 6,053 | ||||||
China Vanke Co., Ltd. | 2,479,000 | 3,511 | ||||||
Cyprus - 0.9% | ||||||||
ProSafe SE ^ | 703,270 | 5,710 | ||||||
Denmark - 3.1% | ||||||||
Novo Nordisk A/S - Class B | 54,297 | 6,864 | ||||||
Sydbank A/S | 245,725 | 7,125 | ||||||
Tryg A/S ^ | 103,815 | 6,629 | ||||||
France - 9.0% | ||||||||
Alcatel-Lucent ‡^ | 1,235,080 | 7,963 | ||||||
Arkema SA | 84,808 | 8,837 | ||||||
BNP Paribas | 79,455 | 6,288 | ||||||
CFAO SA ^ | 84,030 | 3,379 | ||||||
Cie Generale des Etablissements Michelin - Class B | 38,710 | 3,880 | ||||||
CNP Assurances | 252,750 | 5,801 | ||||||
Eutelsat Communications SA | 159,734 | 6,891 | ||||||
LVMH Moet Hennessy Louis Vuitton SA | 31,015 | 5,570 | ||||||
Sodexo | 144,395 | 11,251 | ||||||
Germany - 8.0% | ||||||||
Brenntag AG ‡ | 76,580 | 9,414 | ||||||
Deutsche Boerse AG | 96,112 | 7,986 | ||||||
Deutsche Telekom AG | 398,215 | 6,615 | ||||||
Fresenius Medical Care AG & Co., KGaA | 123,046 | 9,671 | ||||||
HeidelbergCement AG | 36,200 | 2,768 | ||||||
Linde AG | 49,794 | 8,968 | ||||||
Tognum AG | 193,583 | 7,426 | ||||||
Hong Kong - 0.7% | ||||||||
China Mobile, Ltd. ADR Ù | 103,365 | 4,764 | ||||||
India - 0.6% | ||||||||
Bank of Baroda | 195,920 | 4,024 | ||||||
Ireland - 1.8% | ||||||||
DCC PLC | 140,971 | 4,698 | ||||||
Willis Group Holdings PLC ^ | 169,600 | 7,008 | ||||||
Japan - 9.6% | ||||||||
Brother Industries, Ltd. | 428,200 | 6,557 | ||||||
Circle K Sunkus Co., Ltd. | 280,900 | 4,338 | ||||||
Jupiter Telecommunications Co., Ltd. § | 9,940 | 10,683 | ||||||
KDDI Corp. ^ | 969 | 6,469 | ||||||
Kenedix Realty Investment Corp. REIT | 1,402 | 5,959 | ||||||
Makita Corp. ^ | 124,700 | 5,734 | ||||||
Nihon Kohden Corp. § | 423,200 | 8,988 | ||||||
Nippon Electric Glass Co., Ltd. | 638,600 | 9,668 | ||||||
Sundrug Co., Ltd. ^ | 181,400 | 5,131 | ||||||
Jersey, Channel Islands - 2.2% | ||||||||
Experian Group, Ltd. | 764,655 | 10,318 | ||||||
Informa PLC | 640,011 | 4,466 | ||||||
Korea, Republic of - 3.2% | ||||||||
Hyundai Mobis | 36,296 | 12,159 | ||||||
Samsung Electronics Co., Ltd. | 6,101 | 5,084 | ||||||
Shinhan Financial Group Co., Ltd. | 74,700 | 3,660 | ||||||
Luxembourg - 0.8% | ||||||||
Subsea 7 SA ^ | 191,853 | 5,046 | ||||||
Netherlands - 9.0% | ||||||||
Akzo Nobel NV ^ | 109,070 | 8,472 | ||||||
Fugro NV | 72,775 | 6,675 | ||||||
Koninklijke Ahold NV | 500,448 | 7,026 | ||||||
Nutreco NV | 120,445 | 9,375 | ||||||
Sligro Food Group NV ^§ | 189,183 | 7,033 | ||||||
TNT NV | 269,756 | 6,643 | ||||||
Unilever NV | 250,803 | 8,254 | ||||||
USG People NV ‡ | 303,900 | 6,016 | ||||||
Norway - 1.7% | ||||||||
DnB NOR ASA ^ | 683,705 | 11,116 | ||||||
South Africa - 1.1% | ||||||||
MTN Group, Ltd. | 336,215 | 7,477 | ||||||
Sweden - 1.4% | ||||||||
Elekta AB - Class B | 120,895 | 5,510 | ||||||
Telefonaktiebolaget LM Ericsson - Class B | 237,585 | 3,608 | ||||||
Switzerland - 10.2% | ||||||||
Bucher Industries AG | 29,907 | 7,295 | ||||||
Credit Suisse Group AG | 176,302 | 8,012 | ||||||
Givaudan SA ‡ | 7,709 | 8,573 | ||||||
Nestle SA | 110,408 | 6,854 | ||||||
Novartis AG | 110,666 | 6,570 | ||||||
Roche Holding AG | 44,172 | 7,164 | ||||||
SGS SA | 4,649 | 9,228 | ||||||
Sulzer AG | 78,061 | 14,070 | ||||||
Turkey - 0.7% | ||||||||
Sinpas Gayrimenkul Yatirim Ortakligi AS REIT ‡ | 3,276,911 | 4,697 | ||||||
United Kingdom - 14.6% | ||||||||
Amlin PLC | 1,162,074 | 8,128 | ||||||
Antofagasta PLC | 78,099 | 1,796 | ||||||
Avanti Communications Group PLC ^ | 287,871 | 2,236 | ||||||
BG Group PLC | 316,720 | 8,156 | ||||||
Bunzl PLC | 266,000 | 3,312 | ||||||
Chemring Group PLC | 1,023,505 | 11,480 | ||||||
Fidessa Group PLC § | 115,882 | 3,414 | ||||||
Jazztel PLC ‡^ | 1,198,385 | 7,331 | ||||||
Mitie Group PLC ^ | 1,726,070 | 6,112 | ||||||
Reed Elsevier PLC | 651,884 | 5,775 | ||||||
Rio Tinto PLC ADR | 82,300 | 6,025 | ||||||
RPS Group PLC § | 1,359,973 | 5,191 | ||||||
Synergy Health PLC § | 345,452 | 4,884 | ||||||
Travis Perkins PLC | 209,369 | 3,771 | ||||||
Tullow Oil PLC | 270,847 | 6,498 | ||||||
Vodafone Group PLC | 4,568,494 | 13,207 | ||||||
Total Common Stocks (cost $483,611) | 655,539 | |||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 81
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
RIGHT - 0.0% ∞ | ||||||||
Brazil - 0.0% ∞ | ||||||||
HRT Participacoes em Petroleo SA ‡§ | 835 | $ | 5 | |||||
Total Right (cost $—) | ||||||||
WARRANT - 0.0% ∞ | ||||||||
Italy - 0.0% ∞ | ||||||||
UBI Banca SCpA ‡ Ù | ||||||||
Expiration: 06/30/2011 | ||||||||
Exercise Price: 12.30 EUR | 138,395 | t | ||||||
Total Warrant (cost $ ) | ||||||||
SECURITIES LENDING COLLATERAL - 10.3% | ||||||||
State Street Navigator Securities Lending Trust - Prime Portfolio, .24%▲ | 68,431,038 | 68,431 | ||||||
Total Securities Lending Collateral (cost $68,431) |
Principal | Value | |||||||
REPURCHASE AGREEMENT - 0.8% | ||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $5,327 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 4.00%, due 04/01/2025, with a value of $5,437. | $ | 5,327 | $ | 5,327 | ||||
Total Repurchase Agreement (cost $5,327) | ||||||||
Total Investment Securities (cost $557,369) # | 729,302 | |||||||
Other Assets and Liabilities - Net | (66,217 | ) | ||||||
Net Assets | $ | 663,085 | ||||||
Percentage of | ||||||||
INVESTMENTS BY INDUSTRY: | Total Investments | Value | ||||||
Chemicals | 7.1 | % | $ | 51,930 | ||||
Commercial Banks | 5.8 | 42,325 | ||||||
Insurance | 5.4 | 39,063 | ||||||
Oil, Gas & Consumable Fuels | 5.0 | 36,266 | ||||||
Media | 4.5 | 33,033 | ||||||
Wireless Telecommunication Services | 4.3 | 31,917 | ||||||
Metals & Mining | 4.3 | 31,439 | ||||||
Food Products | 3.3 | 24,483 | ||||||
Diversified Telecommunication Services | 3.3 | 24,449 | ||||||
Food & Staples Retailing | 3.3 | 24,169 | ||||||
Machinery | 2.9 | 21,365 | ||||||
Pharmaceuticals | 2.8 | 20,598 | ||||||
Health Care Equipment & Supplies | 2.8 | 20,237 | ||||||
Professional Services | 2.7 | 19,546 | ||||||
Auto Components | 2.7 | 19,418 | ||||||
Energy Equipment & Services | 2.4 | 17,431 | ||||||
Commercial Services & Supplies | 2.4 | 17,319 | ||||||
Software | 2.4 | 17,147 | ||||||
Trading Companies & Distributors | 2.3 | 16,497 | ||||||
Health Care Providers & Services | 2.0 | 14,555 | ||||||
Communications Equipment | 1.6 | 11,571 | ||||||
Aerospace & Defense | 1.6 | 11,480 | ||||||
Hotels, Restaurants & Leisure | 1.5 | 11,251 | ||||||
Real Estate Investment Trusts | 1.5 | 10,656 | ||||||
Electronic Equipment & Instruments | 1.3 | 9,668 | ||||||
Capital Markets | 1.1 | 8,012 | ||||||
Diversified Financial Services | 1.1 | 7,986 | ||||||
Electrical Equipment | 1.0 | 7,426 | ||||||
Air Freight & Logistics | 0.9 | 6,643 | ||||||
Office Electronics | 0.9 | 6,557 | ||||||
Household Durables | 0.8 | 5,734 | ||||||
Textiles, Apparel & Luxury Goods | 0.8 | 5,570 | ||||||
Building Products | 0.8 | 5,492 | ||||||
Semiconductors & Semiconductor Equipment | 0.7 | 5,084 | ||||||
Industrial Conglomerates | 0.6 | 4,698 | ||||||
Multiline Retail | 0.6 | 4,338 | ||||||
Beverages | 0.5 | 3,912 | ||||||
Real Estate Management & Development | 0.5 | 3,511 | ||||||
Construction Materials | 0.4 | 2,768 | ||||||
Investment Securities, at Value | 89.9 | 655,544 | ||||||
Short-Term Investments | 10.1 | 73,758 | ||||||
Total Investments | 100.0 | % | $ | 729,302 | ||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 82
At April 30, 2011
(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 $65,203. | |
∞ | Percentage rounds to less than 0.1%. | |
§ | Illiquid. These securities aggregated to $40,198, or 6.06%, of the fund’s net assets. | |
t | Amount rounds to less than $1. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $557,369. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $177,392 and $5,459, respectively. Net unrealized appreciation for tax purposes is $171,933. |
ADR | American Depositary Receipt | |
REIT | Real Estate Investment Trust (includes domestic REITs and Foreign Real Estate Investment Companies) | |
STRIP VVPR | Is a coupon which, if presented along with the corresponding coupon of the share, allows to benefit from a reduced withholding tax of 15% (rather than 25%) on the dividends paid by the company. |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 86,845 | $ | 568,694 | $ | — | $ | 655,539 | ||||||||
Repurchase Agreement | — | 5,327 | — | 5,327 | ||||||||||||
Right | — | 5 | — | 5 | ||||||||||||
Securities Lending Collateral | 68,431 | — | — | 68,431 | ||||||||||||
Warrant | — | t | — | t | ||||||||||||
Total | $ | 155,276 | $ | 574,026 | $ | — | $ | 729,302 | ||||||||
Э | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 83
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
PREFERRED STOCKS - 0.9% | ||||||||
Brazil - 0.8% | ||||||||
Lojas Americanas SA, 0.64% ▲ | 577,390 | $ | 5,138 | |||||
Colombia - 0.1% | ||||||||
Banco Davivienda SA, 1.67% ▲ | 56,133 | 666 | ||||||
Total Preferred Stocks (cost $3,963) | 5,804 | |||||||
COMMON STOCKS - 95.1% | ||||||||
Bermuda - 1.9% | ||||||||
Credicorp, Ltd. | 33,700 | 3,253 | ||||||
Dairy Farm International Holdings, Ltd. | 266,542 | 2,356 | ||||||
VimpelCom, Ltd. ADR | 455,950 | 6,643 | ||||||
Brazil - 13.5% | ||||||||
Anhanguera Educacional Participacoes SA | 131,100 | 2,917 | ||||||
B2W Cia Global Do Varejo | 275,000 | 3,776 | ||||||
B2W Cia Global Do Varejo (Subscription Receipts) ‡§ | 114,204 | 1,599 | ||||||
BM&FBOVESPA SA | 1,248,246 | 9,371 | ||||||
Cia Brasileira de Distribuicao Grupo Pao de Acucar - Class A ADR ^ | 179,460 | 8,158 | ||||||
Cia de Bebidas das Americas ADR ^ | 186,000 | 6,060 | ||||||
Cyrela Brazil Realty SA Empreendimentos e Participacoes | 363,700 | 3,817 | ||||||
Diagnosticos da America SA ‡ | 285,200 | 3,816 | ||||||
Embraer SA ADR ‡^ | 242,320 | 7,871 | ||||||
Estacio Participacoes SA | 237,800 | 3,476 | ||||||
Kroton Educacional SA | 1,300 | 17 | ||||||
Multiplan Empreendimentos Imobiliarios SA | 114,700 | 2,388 | ||||||
Natura Cosmeticos SA | 237,000 | 6,674 | ||||||
Petroleo Brasileiro SA - Class A ADR | 555,400 | 18,534 | ||||||
Vale SA - Class B ADR ^ | 338,060 | 10,108 | ||||||
Cayman Islands - 4.4% | ||||||||
Ambow Education Holding, Ltd. ADR ‡ | 76,490 | 558 | ||||||
Baidu, Inc. ADR ‡ | 13,570 | 2,015 | ||||||
Ctrip.com International, Ltd.ADR ‡ | 61,760 | 3,009 | ||||||
Eurasia Drilling Co., Ltd. GDR | 4,870 | 164 | ||||||
Eurasia Drilling Co., Ltd. -144A GDR ə | 4,400 | 148 | ||||||
Li Ning Co., Ltd. | 1,753,000 | 2,993 | ||||||
Netease.com ADR ‡^ | 58,810 | 2,898 | ||||||
New Oriental Education & Technology Group ADR ‡^ | 16,710 | 2,083 | ||||||
Tencent Holdings, Ltd. | 265,400 | 7,588 | ||||||
Tingyi Cayman Islands Holding Corp. | 2,101,000 | 5,586 | ||||||
Want Want China Holdings, Ltd. | 1,649,000 | 1,480 | ||||||
Chile - 0.9% | ||||||||
Banco Santander Chile ‡ | 24,889,753 | 2,195 | ||||||
Cencosud SA | 428,704 | 3,375 | ||||||
China - 1.4% | ||||||||
China Shenhua Energy Co., Ltd. - Class H | 1,591,000 | 7,426 | ||||||
PetroChina Co., Ltd. | 644,000 | 922 | ||||||
Shanghai Zhenhua Heavy Industries Co., Ltd. ‡ | 1,229,770 | 749 | ||||||
Colombia - 0.9% | ||||||||
Almacenes Exito SA | 50,469 | 776 | ||||||
Almacenes Exito SA -144A GDR ə | 101,100 | 1,554 | ||||||
BanColombia SA ADR | 58,560 | 3,880 | ||||||
Denmark - 2.0% | ||||||||
Carlsberg AS - Class B | 109,596 | 13,016 | ||||||
Egypt - 0.8% | ||||||||
Commercial International Bank Egypt SAE | 570,577 | 2,641 | ||||||
Eastern Co. ‡ | 39,982 | 693 | ||||||
Egyptian Financial Group-Hermes Holding | 538,555 | 1,630 | ||||||
France - 0.6% | ||||||||
CFAO SA | 105,232 | 4,232 | ||||||
Hong Kong - 5.5% | ||||||||
AIA Group, Ltd. ‡ | 1,665,000 | 5,628 | ||||||
China Resources Enterprise, Ltd. | 1,137,000 | 4,553 | ||||||
CNOOC, Ltd. | 4,887,000 | 12,056 | ||||||
Hang Lung Group, Ltd. | 501,750 | 3,379 | ||||||
Hang Lung Properties, Ltd. | 961,549 | 4,278 | ||||||
Hong Kong Exchanges & Clearing, Ltd. | 254,200 | 5,800 | ||||||
India - 14.0% | ||||||||
Asian Paints, Ltd. | 33,486 | 2,102 | ||||||
Cipla, Ltd. | 334,003 | 2,342 | ||||||
Colgate Palmolive Co. | 198,553 | 4,073 | ||||||
Dabur India, Ltd. | 793,065 | 1,812 | ||||||
Divi’s Laboratories, Ltd. | 95,782 | 1,532 | ||||||
Godrej Consumer Products, Ltd. | 83,052 | 716 | ||||||
HDFC Bank, Ltd. ADR ^ | 34,540 | 5,944 | ||||||
Hindustan Unilever, Ltd. | 1,356,837 | 8,772 | ||||||
Housing Development Finance Corp. | 654,259 | 10,476 | ||||||
IBN18 Broadcast, Ltd. ‡ | 171,473 | 364 | ||||||
ICICI Bank, Ltd. ADR | 135,240 | 6,816 | ||||||
Infosys Technologies, Ltd. | 386,532 | 25,352 | ||||||
Jain Irrigation Systems, Ltd. | 164,360 | 680 | ||||||
Marico, Ltd. | 837,725 | 2,708 | ||||||
Network 18 Media & Investments, Ltd. ‡ | 12,994 | 48 | ||||||
Sun Pharmaceuticals Industries, Ltd. | 364,385 | 3,831 | ||||||
Tata Consultancy Services, Ltd. | 289,263 | 7,606 | ||||||
Television Eighteen India, Ltd. ‡ | 222,685 | 407 | ||||||
Zee Entertainment Enterprises, Ltd. | 1,978,252 | 6,013 | ||||||
Zee Learn, Ltd. ‡ | 178,613 | 92 | ||||||
Indonesia - 2.0% | ||||||||
Astra International PT | 718,100 | 4,708 | ||||||
Bank Central Asia PT | 2,048,400 | 1,770 | ||||||
Kalbe Farma PT | 782,000 | 326 | ||||||
Telekomunikasi Indonesia PT | 4,034,175 | 3,627 | ||||||
Unilever Indonesia PT | 1,641,500 | 2,933 | ||||||
Korea, Republic of - 5.2% | ||||||||
MegaStudy Co., Ltd. | 13,235 | 1,881 | ||||||
NHN Corp. ‡ | 101,836 | 20,194 | ||||||
Shinsegae Co., Ltd. ə^ | 46,575 | 11,734 | ||||||
Luxembourg - 1.6% | ||||||||
Oriflame Cosmetics SA ^ | 26,568 | 1,501 | ||||||
Tenaris SA ADR ^ | 180,100 | 9,147 | ||||||
Mexico - 11.4% | ||||||||
America Movil SAB de CV - Series L ADR | 451,590 | 25,831 | ||||||
Fomento Economico Mexicano SAB de CV | 1,488,355 | 9,359 | ||||||
Fomento Economico Mexicano SAB de CV ADR | 215,800 | 13,575 | ||||||
Grupo Financiero Inbursa SA - Class O ^ | 686,939 | 3,595 | ||||||
Grupo Modelo SAB de CV - Series C ^ | 807,031 | 5,114 | ||||||
Grupo Televisa SA ADR ‡ | 261,570 | 6,204 | ||||||
Wal-Mart de Mexico SAB de CV - Series V ^ | 3,450,401 | 10,790 | ||||||
Norway - 0.3% | ||||||||
DNO International ASA ‡ | 1,263,600 | 1,895 | ||||||
Peru - 0.0% ¥ | ||||||||
Alicorp SA | 61,000 | 114 | ||||||
Philippines - 2.8% | ||||||||
Jollibee Foods Corp. | 1,317,300 | 2,908 | ||||||
Philippine Long Distance Telephone Co. | 52,415 | 3,044 | ||||||
SM Investments Corp. | 259,050 | 3,504 | ||||||
SM Prime Holdings, Inc. | 32,778,570 | 9,187 | ||||||
Russian Federation - 4.0% | ||||||||
Magnit OJSC | 95,863 | 12,462 | ||||||
Novatek OAO GDR | 69,100 | 9,745 | ||||||
Novatek OAO -144A GDR ə | 28,700 | 4,047 | ||||||
South Africa - 6.5% | ||||||||
Anglo Platinum, Ltd. ^ | 90,293 | 9,174 | ||||||
Impala Platinum Holdings, Ltd. | 488,336 | 15,251 | ||||||
JSE, Ltd. | 36,021 | 360 | ||||||
MTN Group, Ltd. | 494,986 | 11,007 | ||||||
Standard Bank Group, Ltd. | 449,772 | 7,059 | ||||||
Taiwan - 5.3% | ||||||||
Epistar Corp. | 2,227,500 | 7,381 | ||||||
High Tech Computer Corp. | 304,537 | 13,824 |
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 84 |
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
Taiwan (continued) | ||||||||
Mediatek, Inc. | 293,922 | $ | 3,248 | |||||
Synnex Technology International Corp. | 1,373,801 | 3,507 | ||||||
Taiwan Semiconductor Manufacturing Co., Ltd. | 2,726,459 | 6,969 | ||||||
Thailand - 0.6% | ||||||||
CP ALL PCL | 245,400 | 356 | ||||||
Siam Commercial Bank PCL | 973,100 | 3,781 | ||||||
Turkey - 3.7% | ||||||||
Anadolu Efes Biracilik Ve Malt Sanayii AS | 144,659 | 2,226 | ||||||
Bim Birlesik Magazalar AS | 123,946 | 4,319 | ||||||
Enka Insaat VE Sanayi AS | 1,732,902 | 7,587 | ||||||
Haci Omer Sabanci Holding AS | 1,248,746 | 6,683 | ||||||
Turkiye Garanti Bankasi AS | 636,537 | 3,298 | ||||||
United Kingdom - 5.8% | ||||||||
Anglo American PLC | 168,698 | 8,843 | ||||||
Antofagasta PLC | 68,450 | 1,574 | ||||||
Cairn Energy PLC ‡ | 940,299 | 7,114 | ||||||
SABMiller PLC | 287,720 | 10,749 | ||||||
Tullow Oil PLC | 401,460 | 9,632 | ||||||
Total Common Stocks (cost $469,758) | 622,962 | |||||||
SECURITIES LENDING COLLATERAL - 7.0% | ||||||||
State Street Navigator Securities Lending Trust - Prime Portfolio, 0.24% ▲ | 45,873,790 | 45,874 | ||||||
Total Securities Lending Collateral (cost $45,874) |
Principal | Value | |||||||
REPURCHASE AGREEMENT - 4.8% | ||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $31,275 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 4.00%, due 04/01/2025, with a value of $31,902. | $ | 31,275 | 31,275 | |||||
Total Repurchase Agreement (cost $31,275) | ||||||||
Total Investment Securities (cost $550,870) # | 705,915 | |||||||
Other Assets and Liabilities - Net | (51,050 | ) | ||||||
Net Assets | $ | 654,865 | ||||||
Percentage of | ||||||||
INVESTMENTS BY INDUSTRY: | Total Investments | Value | ||||||
Oil, Gas & Consumable Fuels | 10.1% | $ | 71,519 | |||||
Beverages | 8.5 | 60,099 | ||||||
Food & Staples Retailing | 7.9 | 55,880 | ||||||
Metals & Mining | 6.4 | 44,950 | ||||||
Commercial Banks | 6.4 | 44,898 | ||||||
Wireless Telecommunication Services | 5.7 | 39,882 | ||||||
IT Services | 4.7 | 32,958 | ||||||
Internet Software & Services | 4.6 | 32,695 | ||||||
Diversified Financial Services | 3.2 | 22,214 | ||||||
Real Estate Management & Development | 2.7 | 19,232 | ||||||
Semiconductors & Semiconductor Equipment | 2.5 | 17,598 | ||||||
Household Products | 2.2 | 15,778 | ||||||
Computers & Peripherals | 2.0 | 13,824 | ||||||
Personal Products | 1.9 | 13,411 | ||||||
Media | 1.9 | 13,036 | ||||||
Industrial Conglomerates | 1.6 | 11,091 | ||||||
Diversified Consumer Services | 1.6 | 11,024 | ||||||
Thrifts & Mortgage Finance | 1.5 | 10,476 | ||||||
Diversified Telecommunication Services | 1.5 | 10,270 | ||||||
Energy Equipment & Services | 1.3 | 9,311 | ||||||
Aerospace & Defense | 1.1 | 7,871 | ||||||
Food Products | 1.0 | 7,180 | ||||||
Pharmaceuticals | 0.9 | 6,499 | ||||||
Hotels, Restaurants & Leisure | 0.8 | 5,917 | ||||||
Insurance | 0.8 | 5,628 | ||||||
Internet & Catalog Retail | 0.8 | 5,375 | ||||||
Multiline Retail | 0.7 | 5,138 | ||||||
Automobiles | 0.7 | 4,708 | ||||||
Distributors | 0.6 | 4,553 | ||||||
Auto Components | 0.6 | 4,232 | ||||||
Household Durables | 0.5 | 3,817 | ||||||
Health Care Providers & Services | 0.5 | 3,816 | ||||||
Electronic Equipment & Instruments | 0.5 | 3,507 | ||||||
Leisure Equipment & Products | 0.4 | 2,993 | ||||||
Chemicals | 0.3 | 2,102 | ||||||
Capital Markets | 0.2 | 1,630 |
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 85 |
At April 30, 2011
(all amounts in thousands)
(unaudited)
Percentage of | ||||||||
INVESTMENTS BY INDUSTRY (continued): | Total Investments | Value | ||||||
Life Sciences Tools & Services | 0.2 | % | $ | 1,532 | ||||
Machinery | 0.2 | 1,429 | ||||||
Tobacco | 0.1 | 693 | ||||||
Investment Securities, at Value | 89.1 | 628,766 | ||||||
Short-Term Investments | 10.9 | 77,149 | ||||||
Total Investments | 100.0 | % | $ | 705,915 | ||||
‡ | Non-income producing security. | |
^ | All or a portion of this security is on loan. The value of all securities on loan is $44,454. | |
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 $17,483, or 2.67%, of the fund’s net assets. | |
§ | Illiquid. This security had a market value of $1,599, or 0.24%, of the fund’s net assets. | |
¥ | Percentage rounds to less than 0.1%. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $550,870. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $161,283 and $6,238, respectively. Net unrealized appreciation for tax purposes is $155,045. |
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 04/30/2011, these securities aggregated $5,749, or 0.88%, of the fund’s net assets. | |
ADR | American Depositary Receipt | |
GDR | Global Depositary Receipt | |
OAO | Otkrytoe Aktsionernoe Obschestvo (Russian: Open Joint Stock Corporation) | |
OJSC | Open Joint Stock Company |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 214,016 | $ | 408,946 | $ | — | $ | 622,962 | ||||||||
Preferred Stocks | 5,804 | — | — | 5,804 | ||||||||||||
Repurchase Agreement | — | 31,275 | — | 31,275 | ||||||||||||
Securities Lending Collateral | 45,874 | — | — | 45,874 | ||||||||||||
Total | $ | 265,694 | $ | 440,221 | $ | — | $ | 705,915 | ||||||||
э | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 86 |
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
COMMON STOCKS - 92.3% | ||||||||
Aerospace & Defense - 1.9% | ||||||||
Aercap Holdings NV ‡^ | 209,280 | $ | 2,997 | |||||
Goodrich Corp. | 41,860 | 3,699 | ||||||
Airlines - 1.3% | ||||||||
United Continental Holdings, Inc. ‡^ | 209,280 | 4,776 | ||||||
Auto Components - 3.8% | ||||||||
Lear Corp. | 111,620 | 5,709 | ||||||
Tenneco, Inc. ‡^ | 55,810 | 2,579 | ||||||
WABCO Holdings, Inc. ‡^ | 69,760 | 5,152 | ||||||
Beverages - 1.0% | ||||||||
Molson Coors Brewing Co. - Class B ^ | 69,600 | 3,393 | ||||||
Capital Markets - 1.1% | ||||||||
Affiliated Managers Group, Inc. ‡ | 34,884 | 3,805 | ||||||
Chemicals - 2.0% | ||||||||
Celanese Corp. - Series A ^ | 139,520 | 6,965 | ||||||
Commercial Banks - 6.0% | ||||||||
Associated Banc-Corp. ^ | 69,760 | 1,018 | ||||||
Comerica, Inc.^ | 139,520 | 5,292 | ||||||
Fifth Third Bancorp | 348,800 | 4,629 | ||||||
First Niagara Financial Group, Inc. | 250,814 | 3,612 | ||||||
M&T Bank Corp. ^ | 41,860 | 3,699 | ||||||
TCF Financial Corp. ^ | 209,280 | 3,263 | ||||||
Computers & Peripherals - 0.7% | ||||||||
Seagate Technology PLC | 141,240 | 2,489 | ||||||
Containers & Packaging - 2.9% | ||||||||
Owens-Illinois, Inc. ‡^ | 111,620 | 3,312 | ||||||
Rock-Tenn Co. - Class A ^ | 104,640 | 7,227 | ||||||
Diversified Consumer Services - 0.4% | ||||||||
Coinstar, Inc. ‡^ | 28,270 | 1,526 | ||||||
Diversified Financial Services - 2.7% | ||||||||
CIT Group, Inc. ‡ | 111,620 | 4,739 | ||||||
Fifth Street Finance Corp. ^ | 99,330 | 1,324 | ||||||
Invesco, Ltd. | 139,520 | 3,470 | ||||||
Electric Utilities - 4.1% | ||||||||
Cleco Corp. ^ | 167,420 | 5,877 | ||||||
NV Energy, Inc. | 348,800 | 5,298 | ||||||
Pepco Holdings, Inc. ^ | 181,380 | 3,495 | ||||||
Electrical Equipment - 3.8% | ||||||||
Babcock & Wilcox Co. ‡ | 108,320 | 3,402 | ||||||
Cooper Industries PLC - Class A | 69,760 | 4,601 | ||||||
General Cable Corp. ‡^ | 111,620 | 5,413 | ||||||
Electronic Equipment & Instruments - 1.8% | ||||||||
Arrow Electronics, Inc. ‡ | 42,000 | 1,915 | ||||||
Jabil Circuit, Inc. | 222,660 | 4,417 | ||||||
Energy Equipment & Services - 4.1% | ||||||||
Ensco PLC ADR ^ | 90,690 | 5,407 | ||||||
Nabors Industries, Ltd. ‡ | 167,420 | 5,130 | ||||||
Tidewater, Inc. ^ | 69,760 | 4,151 | ||||||
Food & Staples Retailing - 0.6% | ||||||||
Kroger Co. | 83,710 | 2,035 | ||||||
Food Products - 3.0% | ||||||||
Adecoagro SA ‡ | 279,040 | 3,443 | ||||||
Chiquita Brands International, Inc. ‡^ | 97,660 | 1,555 | ||||||
ConAgra Foods, Inc. ^ | 139,520 | 3,411 | ||||||
Sara Lee Corp. ^ | 139,520 | 2,679 | ||||||
Gas Utilities - 1.8% | ||||||||
AGL Resources, Inc. | 97,660 | 4,054 | ||||||
EQT Corp. | 41,860 | 2,202 | ||||||
Health Care Equipment & Supplies - 2.0% | ||||||||
Hospira, Inc. ‡ | 125,570 | 7,124 | ||||||
Health Care Providers & Services - 5.7% | ||||||||
Aetna, Inc. | 55,810 | 2,309 | ||||||
DaVita, Inc. ‡ | 41,857 | 3,687 | ||||||
Humana, Inc. ‡ | 69,760 | 5,310 | ||||||
Quest Diagnostics, Inc. | 69,760 | 3,933 | ||||||
Universal Health Services, Inc. - Class B ^ | 97,390 | 5,335 | ||||||
Hotels, Restaurants & Leisure - 1.9% | ||||||||
Bally Technologies, Inc. ‡^ | 83,710 | 3,264 | ||||||
Pinnacle Entertainment, Inc. ‡^ | 251,141 | 3,486 | ||||||
Household Durables - 2.3% | ||||||||
Mohawk Industries, Inc. ‡^ | 69,760 | 4,188 | ||||||
Newell Rubbermaid, Inc. | 209,280 | 3,989 | ||||||
Household Products - 2.0% | ||||||||
Church & Dwight Co., Inc. ^ | 41,860 | 3,453 | ||||||
Energizer Holdings, Inc. ‡^ | 48,828 | 3,688 | ||||||
Independent Power Producers & Energy Traders - 1.1% | ||||||||
Constellation Energy Group, Inc. | 111,620 | 4,065 | ||||||
Insurance - 5.0% | ||||||||
ACE, Ltd. | 83,708 | 5,630 | ||||||
AON Corp. ^ | 69,760 | 3,639 | ||||||
Everest RE Group, Ltd. | 55,804 | 5,085 | ||||||
Genworth Financial, Inc. - Class A ‡^ | 279,040 | 3,401 | ||||||
Internet Software & Services - 0.7% | ||||||||
VeriSign, Inc. ^ | 69,760 | 2,578 | ||||||
IT Services - 0.9% | ||||||||
Teletech Holdings, Inc. ‡^ | 167,427 | 3,327 | ||||||
Leisure Equipment & Products - 1.7% | ||||||||
Mattel, Inc. | 222,730 | 5,951 | ||||||
Machinery - 2.7% | ||||||||
AGCO Corp. ‡^ | 69,760 | 4,017 | ||||||
Ingersoll-Rand PLC ^ | 111,620 | 5,637 | ||||||
Media - 1.2% | ||||||||
Cablevision Systems Corp. - Class A | 125,210 | 4,411 | ||||||
Metals & Mining - 1.7% | ||||||||
Allegheny Technologies, Inc. ^ | 83,710 | 6,027 | ||||||
Multi-Utilities - 1.5% | ||||||||
CMS Energy Corp. ^ | 279,038 | 5,525 | ||||||
Oil, Gas & Consumable Fuels - 6.1% | ||||||||
Bill Barrett Corp. ‡^ | 97,660 | 4,075 | ||||||
Consol Energy, Inc. | 55,810 | 3,019 | ||||||
Noble Energy, Inc. | 55,810 | 5,373 | ||||||
Plains Exploration & Production Co. ‡ | �� | 111,620 | 4,246 | |||||
Whiting Petroleum Corp. ‡ | 69,760 | 4,848 | ||||||
Pharmaceuticals - 1.0% | ||||||||
Mylan, Inc. ‡^ | 139,520 | 3,477 | ||||||
Real Estate Investment Trusts - 2.4% | ||||||||
BioMed Realty Trust, Inc. ^ | 209,276 | 4,152 | ||||||
ProLogis ^ | 279,040 | 4,546 | ||||||
Road & Rail - 0.8% | ||||||||
Swift Transportation Co. - Class A ‡^ | 211,370 | 2,966 | ||||||
Semiconductors & Semiconductor Equipment - 3.7% | ||||||||
Atmel Corp. ‡^ | 209,280 | 3,202 | ||||||
Avago Technologies, Ltd. | 83,710 | 2,801 | ||||||
MagnaChip Semiconductor Corp. ‡^ | 32,630 | 455 | ||||||
Marvell Technology Group, Ltd. ‡^ | 279,040 | 4,306 | ||||||
Xilinx, Inc. ^ | 69,760 | 2,432 |
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 87 |
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
Software - 1.4% | ||||||||
Aspen Technology, Inc. ‡^ | 139,520 | $ | 2,091 | |||||
Electronic Arts, Inc. ‡^ | 139,730 | 2,820 | ||||||
Specialty Retail - 1.1% | ||||||||
Children’s Place Retail Stores, Inc. ‡^ | 41,860 | 2,225 | ||||||
Talbots, Inc. ‡^ | 348,800 | 1,877 | ||||||
Textiles, Apparel & Luxury Goods - 1.4% | ||||||||
Phillips-Van Heusen Corp. | 69,760 | 4,912 | ||||||
Wireless Telecommunication Services - 1.0% | ||||||||
NII Holdings, Inc. ‡ | 83,710 | 3,481 | ||||||
Total Common Stocks (cost $260,964) | 329,523 | |||||||
SECURITIES LENDING COLLATERAL - 25.7% | ||||||||
State Street Navigator Securities Lending | ||||||||
Trust - Prime Portfolio, 0.24% ▲ | 91,868,463 | 91,868 | ||||||
Total Securities Lending Collateral (cost $91,868) |
Principal | Value | |||||||
REPURCHASE AGREEMENT - 7.6% | ||||||||
State Street Bank & Trust Co. 0.01% ▲ , dated 04/29/2011, to be repurchased at $27,105 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 4.00%, due 04/01/2025, with a value of $27,648. | $ | 27,105 | 27,105 | |||||
Total Repurchase Agreement (cost $27,105) | ||||||||
Total Investment Securities (cost $379,937) # | 448,496 | |||||||
Other Assets and Liabilities — Net | (91,438 | ) | ||||||
Net Assets | $ | 357,058 | ||||||
^ | All or a portion of this security is on loan. The value of all securities on loan is $89,726. | |
‡ | Non-income producing security. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $379,937. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $70,914 and $2,355, respectively. Net unrealized appreciation for tax purposes is $68,559. |
ADR | American Depositary Receipt |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 296,518 | $ | 33,005 | $ | — | $ | 329,523 | ||||||||
Repurchase Agreement | — | 27,105 | — | 27,105 | ||||||||||||
Securities Lending Collateral | 91,868 | — | — | 91,868 | ||||||||||||
Total | $ | 388,386 | $ | 60,110 | $ | — | $ | 448,496 | ||||||||
э | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. |
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 88 |
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||||||
U.S. GOVERNMENT OBLIGATIONS - 74.2% | ||||||||||||
U.S. Treasury Inflation Indexed Bond | ||||||||||||
0.13%, 04/15/2016 | $ | 19,896 | $ | 20,519 | ||||||||
1.13%, 01/15/2021 | 3,034 | 3,146 | ||||||||||
1.75%, 01/15/2028 | 20,804 | 21,742 | ||||||||||
2.00%, 01/15/2026 | 28,758 | 31,405 | ||||||||||
2.38%, 01/15/2025 g | 27,699 | 31,735 | ||||||||||
2.38%, 01/15/2027 | 9,808 | 11,172 | ||||||||||
2.50%, 01/15/2029 | 41 | 48 | ||||||||||
3.38%, 04/15/2032 | 623 | 824 | ||||||||||
3.63%, 04/15/2028 | 41,190 | 54,336 | ||||||||||
3.88%, 04/15/2029 • | 49,741 | 68,118 | ||||||||||
U.S. Treasury Inflation Indexed Note | ||||||||||||
0.50%, 04/15/2015 | 12,557 | 13,264 | ||||||||||
0.63%, 04/15/2013 | 1,256 | 1,321 | ||||||||||
1.25%, 04/15/2014 | 1,568 | 1,694 | ||||||||||
1.38%, 01/15/2020 g | 6,548 | 7,010 | ||||||||||
1.63%, 01/15/2015 g | 30,009 | 33,017 | ||||||||||
1.63%, 01/15/2018 | 15,735 | 17,321 | ||||||||||
1.88%, 07/15/2013 - 07/15/2019 | 86,317 | 95,323 | ||||||||||
2.00%, 04/15/2012 - 07/15/2014 | 42,275 | 45,962 | ||||||||||
2.00%, 01/15/2014 g | 39,520 | 43,469 | ||||||||||
2.00%, 01/15/2016 g | 37,122 | 41,736 | ||||||||||
2.13%, 01/15/2019 | 21 | 23 | ||||||||||
2.38%, 01/15/2017 g | 48,437 | 55,615 | ||||||||||
2.63%, 07/15/2017 | 6,938 | 8,118 | ||||||||||
3.00%, 07/15/2012 | 8,121 | 8,684 | ||||||||||
3.38%, 01/15/2012 | 27,727 | 28,995 | ||||||||||
Total U.S. Government Obligations (cost $610,971) | 644,597 | |||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS - 0.6% | ||||||||||||
Fannie Mae | ||||||||||||
0.36%, 08/25/2034 * | 118 | 112 | ||||||||||
0.89%, 02/25/2041 * | 3,798 | 3,827 | ||||||||||
1.51%, 10/01/2044 * | 44 | 45 | ||||||||||
Freddie Mac | ||||||||||||
0.45%, 02/15/2019 * | 1,533 | 1,531 | ||||||||||
Total U.S. Government Agency Obligations (cost $5,515) | 5,515 | |||||||||||
FOREIGN GOVERNMENT OBLIGATIONS - 2.1% | ||||||||||||
Australia Government Bond | ||||||||||||
2.50%, 09/20/2030 | AUD | 900 | 992 | |||||||||
3.00%, 09/20/2025 | AUD | 5,500 | 6,658 | |||||||||
4.00%, 08/20/2020 | AUD | 1,800 | 3,272 | |||||||||
Italy Buoni Poliennali Del Tesoro | ||||||||||||
2.10%, 09/15/2016 - 09/15/2021 | EUR | 3,151 | 4,586 | |||||||||
New South Wales Treasury Corp. | ||||||||||||
2.75%, 11/20/2025 | AUD | 2,200 | 2,566 | |||||||||
Total Foreign Government Obligations (cost $14,964) | 18,074 | |||||||||||
MORTGAGE-BACKED SECURITIES - 3.7% | ||||||||||||
Arran Residential Mortgages Funding PLC | ||||||||||||
Series 2010-1A, Class A1B | ||||||||||||
2.29%, 05/16/2047 - 144A * | $ | 464 | 688 | |||||||||
Series 2011-1A, Class A1B | ||||||||||||
2.62%, 11/19/2047 - 144A * | 3,800 | 5,631 | ||||||||||
Series 2011-1A, Class A2B | ||||||||||||
2.87%, 11/19/2047 - 144A *§ | 7,900 | 11,701 | ||||||||||
Banc of America Commercial Mortgage, Inc. | ||||||||||||
Series 2007-3, Class A2 | ||||||||||||
5.80%, 06/10/2049 * | 138 | 143 | ||||||||||
Series 2007-3, Class A2FL | ||||||||||||
0.37%, 06/10/2049 - 144A * | 138 | 132 | ||||||||||
Series 2007-5, Class A4 | ||||||||||||
5.49%, 02/10/2051 | 530 | 576 | ||||||||||
Banc of America Mortgage Securities, Inc. | ||||||||||||
Series 2004-1, Class 5A1 | ||||||||||||
6.50%, 09/25/2033 | 35 | 37 | ||||||||||
Bear Stearns Adjustable Rate Mortgage Trust | ||||||||||||
Series 2005-2, Class A1 | ||||||||||||
2.71%, 03/25/2035 * | 695 | 665 | ||||||||||
Series 2005-2, Class A2 | ||||||||||||
2.73%, 03/25/2035 * | 215 | 205 | ||||||||||
Series 2005-5, Class A1 | ||||||||||||
2.34%, 08/25/2035 * | 221 | 212 | ||||||||||
Series 2005-5, Class A2 | ||||||||||||
2.40%, 08/25/2035 * | 387 | 365 | ||||||||||
Citigroup Mortgage Loan Trust, Inc. | ||||||||||||
Series 2005-6, Class A1 | ||||||||||||
2.37%, 08/25/2035 * | 272 | 255 | ||||||||||
Series 2005-6, Class A2 | ||||||||||||
2.56%, 08/25/2035 * | 331 | 294 | ||||||||||
Series 2005-6, Class A3 | ||||||||||||
2.21%, 08/25/2035 * | 46 | 43 | ||||||||||
Series 2005-11, Class A1A | ||||||||||||
2.66%, 12/25/2035 * | 36 | 32 | ||||||||||
Citigroup/Deutsche Bank Commercial Mortgage Trust | ||||||||||||
Series 2007-CD5, Class A4 | ||||||||||||
5.89%, 11/15/2044 * | 400 | 443 | ||||||||||
Countrywide Home Loan Mortgage Pass-Through Trust | ||||||||||||
Series 2005-3, Class 1A2 | ||||||||||||
0.50%, 04/25/2035 * | 1,074 | 713 | ||||||||||
Series 2005-R2, Class 1AF1 | ||||||||||||
0.55%, 06/25/2035 - 144A * | 228 | 215 | ||||||||||
Granite Master Issuer PLC | ||||||||||||
Series 2006-3, Class A3 | ||||||||||||
0.25%, 12/20/2054 * | 786 | 749 | ||||||||||
Series 2006-3, Class A7 | ||||||||||||
0.31%, 12/20/2054 * | 205 | 195 | ||||||||||
Greenpoint Mortgage Funding Trust | ||||||||||||
Series 2005-AR1, Class A2 | ||||||||||||
0.43%, 06/25/2045 * | 424 | 294 | ||||||||||
GSR Mortgage Loan Trust | ||||||||||||
Series 2005-AR6, Class 2A1 | ||||||||||||
2.79%, 09/25/2035 * | 717 | 691 | ||||||||||
JPMorgan Chase Commercial Mortgage Securities Corp. | ||||||||||||
Series 2006-CB17, Class A4 | ||||||||||||
5.43%, 12/12/2043 | 510 | 557 | ||||||||||
LB-UBS Commercial Mortgage Trust | ||||||||||||
Series 2007-C7, Class A3 | ||||||||||||
5.87%, 09/15/2045 * | 200 | 219 | ||||||||||
MASTR Alternative Loans Trust | ||||||||||||
Series 2006-2, Class 2A1 | ||||||||||||
0.61%, 03/25/2036 * | 694 | 250 | ||||||||||
Merrill Lynch/Countrywide Commercial Mortgage Trust | ||||||||||||
Series 2007-9, Class A4 | ||||||||||||
5.70%, 09/12/2049 | 300 | 327 | ||||||||||
Morgan Stanley Capital I | ||||||||||||
Series 2007-IQ15, Class A4 | ||||||||||||
6.07%, 06/11/2049 * | 1,200 | 1,316 |
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 89 |
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||||||
MORTGAGE-BACKED SECURITIES (continued) | ||||||||||||
Permanent Master Issuer PLC | ||||||||||||
Series 2011-1A, Class 1A3 | ||||||||||||
2.62%, 07/15/2042 - 144A * | $ | 400 | $ | 593 | ||||||||
Residential Accredit Loans, Inc. | ||||||||||||
Series 2006-QO6, Class A1 | ||||||||||||
0.39%, 06/25/2046 * | 1,109 | 444 | ||||||||||
Sequoia Mortgage Trust | ||||||||||||
Series 5, Class A | ||||||||||||
0.56%, 10/19/2026 * | 117 | 101 | ||||||||||
Structured Asset Mortgage Investments, Inc. | ||||||||||||
Series 2006-AR5, Class 1A1 | ||||||||||||
0.42%, 05/25/2046 * | 982 | 543 | ||||||||||
Wachovia Bank Commercial Mortgage Trust | ||||||||||||
Series 2006-C23, Class A4 | ||||||||||||
5.42%, 01/15/2045 * | 720 | 786 | ||||||||||
Series 2006-C28, Class A4 | ||||||||||||
5.57%, 10/15/2048 | 400 | 436 | ||||||||||
WaMu Mortgage Pass-Through Certificates | ||||||||||||
Series 2003-AR9, Class 2A | ||||||||||||
2.78%, 09/25/2033 * | 700 | 701 | ||||||||||
Wells Fargo Mortgage Backed Securities Trust | ||||||||||||
Series 2006-AR8, Class 2A1 | ||||||||||||
2.90%, 04/25/2036 * | 2,024 | 1,826 | ||||||||||
Total Mortgage-Backed Securities (cost $31,494) | 32,378 | |||||||||||
ASSET-BACKED SECURITIES - 1.2% | ||||||||||||
ARES CLO Funds | ||||||||||||
Series 2006-6RA, Class A1B | ||||||||||||
0.54%, 03/12/2018 - 144A * | 890 | 856 | ||||||||||
Countrywide Asset-Backed Certificates | ||||||||||||
Series 2005-13, Class 3AV3 | ||||||||||||
0.46%, 04/25/2036 * | 271 | 241 | ||||||||||
CSAB Mortgage Backed Trust | ||||||||||||
Series 2006-1, Class A6A | ||||||||||||
6.17%, 06/25/2036 * | 1,194 | 811 | ||||||||||
Duane Street CLO | ||||||||||||
Series 2005-1A, Class A2 | ||||||||||||
0.52%, 11/08/2017 - 144A * ə | 485 | 464 | ||||||||||
Equity One, Inc. | ||||||||||||
Series 2004-1, Class AV2 | ||||||||||||
0.51%, 04/25/2034 * | 47 | 36 | ||||||||||
Gazprom OAO Via GAZ Capital SA | ||||||||||||
5.09%, 11/29/2015 - 144A | 500 | 523 | ||||||||||
Series 16 | ||||||||||||
7.34%, 04/11/2013 - 144A | 300 | 330 | ||||||||||
Harvest CLO SA | ||||||||||||
Series IX, Class A1 | ||||||||||||
2.00%, 03/29/2017 * ə | 303 | 428 | ||||||||||
Magnolia Funding, Ltd. | ||||||||||||
Series 2010-1A, Class A1 | ||||||||||||
3.00%, 04/20/2017 - 144A ə | 397 | 590 | ||||||||||
Morgan Stanley Mortgage Loan Trust | ||||||||||||
Series 2006-12XS, Class A6A | ||||||||||||
5.73%, 10/25/2036 * | 454 | 264 | ||||||||||
Saxon Asset Securities Trust | ||||||||||||
Series 2003-1, Class AF7 | ||||||||||||
4.03%, 06/25/2033 * | 520 | 484 | ||||||||||
SLM Student Loan Trust | ||||||||||||
Series 2003-6, Class A4 | ||||||||||||
0.51%, 12/17/2018 * | 680 | 678 | ||||||||||
Series 2009-B, Class A1 | ||||||||||||
6.22%, 07/15/2042 - 144A * | 2,971 | 2,857 | ||||||||||
Series 2010-B, Class A1 | ||||||||||||
2.14%, 08/15/2016 - 144A * | 1,181 | 1,181 | ||||||||||
Truman Capital Mortgage Loan Trust | ||||||||||||
Series 2004-1, Class A1 | ||||||||||||
0.55%, 01/25/2034 - 144A * | ♦ | ♦ | ||||||||||
Wood Street CLO BV | ||||||||||||
Series II-A, Class A1 | ||||||||||||
1.76%, 03/29/2021 - 144A * ə | 296 | 403 | ||||||||||
Total Asset-Backed Securities (cost $10,215) | 10,146 | |||||||||||
MUNICIPAL GOVERNMENT OBLIGATIONS - 0.1% | ||||||||||||
Buckeye Tobacco Settlement Financing Authority | ||||||||||||
5.88%, 06/01/2047 | 500 | 336 | ||||||||||
Tobacco Settlement Finance Authority -Series A | ||||||||||||
7.47%, 06/01/2047 | 670 | 467 | ||||||||||
Tobacco Settlement Financing Corp. -Series A | ||||||||||||
6.00%, 06/01/2023 | 385 | 385 | ||||||||||
Total Municipal Government Obligations (cost $1,472) | 1,188 | |||||||||||
PREFERRED CORPORATE DEBT SECURITIES - 0.3% | ||||||||||||
Commercial Banks - 0.3% | ||||||||||||
Wells Fargo & Co. - Series K | ||||||||||||
7.98%, 03/15/2018 * Ž ^ | 1,500 | 1,650 | ||||||||||
Wells Fargo Capital XIII | ||||||||||||
7.70%, 03/26/2013 * Ž ^ | 800 | 828 | ||||||||||
Total Preferred Corporate Debt Securities (cost $2,300) | 2,478 | |||||||||||
CORPORATE DEBT SECURITIES - 17.6% | ||||||||||||
Capital Markets - 2.0% | ||||||||||||
Goldman Sachs Group, Inc. | ||||||||||||
0.76%, 03/22/2016 *^ | 5,455 | 5,255 | ||||||||||
1.39%, 11/15/2014 * | EUR | 300 | 430 | |||||||||
Morgan Stanley | ||||||||||||
1.39%, 11/29/2013 * | EUR | 100 | 144 | |||||||||
1.42%, 03/01/2013 * | EUR | 1,000 | 1,461 | |||||||||
2.81%, 05/14/2013 * | 8,800 | 9,073 | ||||||||||
Morgan Stanley - Series F | ||||||||||||
0.73%, 10/18/2016 * ^ | 800 | 759 | ||||||||||
Commercial Banks - 7.1% | ||||||||||||
ANZ National International, Ltd. | ||||||||||||
0.75%, 08/19/2014 - 144A * | 2,000 | 2,012 | ||||||||||
Banco Mercantil del Norte SA | ||||||||||||
4.38%, 07/19/2015 - 144A | 100 | 101 | ||||||||||
Banco Santander Brazil SA | ||||||||||||
2.41%, 03/18/2014 - 144A * | 7,500 | 7,535 | ||||||||||
Barclays Bank PLC | ||||||||||||
1.41%, 12/16/2011 * | 10,600 | 10,600 | ||||||||||
BBVA Bancomer SA | ||||||||||||
6.50%, 03/10/2021 - 144A ^ | 1,900 | 1,940 | ||||||||||
CIT Group, Inc. | ||||||||||||
5.25%, 04/01/2014 - 144A | 1,000 | 1,024 | ||||||||||
Commonwealth Bank of Australia | ||||||||||||
1.04%, 03/17/2014 - 144A *§ | 5,000 | 5,020 | ||||||||||
Danske Bank A/S | ||||||||||||
1.33%, 04/14/2014 - 144A * | 3,800 | 3,800 | ||||||||||
HBOS PLC | ||||||||||||
0.51%, 09/06/2017 * | 9,400 | 8,210 | ||||||||||
6.75%, 05/21/2018 - 144A | 1,000 | 1,008 | ||||||||||
ICICI Bank, Ltd. | ||||||||||||
2.06%, 02/24/2014 - 144A * | 600 | 596 | ||||||||||
National Australia Bank, Ltd. | ||||||||||||
1.01%, 04/11/2014 - 144A *^§ | 5,700 | 5,795 | ||||||||||
5.35%, 06/12/2013 - 144A | 1,400 | 1,511 | ||||||||||
Royal Bank of Scotland PLC | ||||||||||||
2.73%, 08/23/2013 * | 7,000 | 7,219 | ||||||||||
3.00%, 12/09/2011 - 144A ^ | 1,000 | 1,016 |
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 90 |
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Principal | Value | |||||||||||
Commercial Banks (continued) | ||||||||||||
Societe Generale | ||||||||||||
1.33%, 04/11/2014 - 144A * § | $ | 3,800 | $ | 3,805 | ||||||||
Turkiye Garanti Bankasi AS | ||||||||||||
2.77%, 04/20/2016 - 144A *Ù§ | 500 | 503 | ||||||||||
Consumer Finance - 0.7% | ||||||||||||
Ally Financial, Inc. | ||||||||||||
3.47%, 02/11/2014 * | 100 | 101 | ||||||||||
3.67%, 06/20/2014 * | 200 | 202 | ||||||||||
6.63%, 05/15/2012 | 5,000 | 5,200 | ||||||||||
6.88%, 09/15/2011 Ù | 500 | 508 | ||||||||||
8.30%, 02/12/2015 Ù | 100 | 113 | ||||||||||
SLM Corp. | ||||||||||||
5.05%, 11/14/2014 | 300 | 311 | ||||||||||
Diversified Financial Services - 3.8% | ||||||||||||
Citigroup, Inc. | ||||||||||||
7.38%, 06/16/2014 | EUR | 1,100 | 1,793 | |||||||||
Countrywide Financial Corp. | ||||||||||||
5.80%, 06/07/2012 Ù | $ | 500 | 525 | |||||||||
Credit Agricole Home Loan SFH | ||||||||||||
1.02%, 07/21/2014 - 144A * | 3,400 | 3,408 | ||||||||||
Ford Motor Credit Co., LLC | ||||||||||||
7.00%, 10/01/2013 | 1,000 | 1,084 | ||||||||||
7.25%, 10/25/2011 Ù | 1,950 | 2,000 | ||||||||||
7.80%, 06/01/2012 | 450 | 476 | ||||||||||
International Lease Finance Corp. | ||||||||||||
6.50%, 09/01/2014 - 144A | 600 | 636 | ||||||||||
6.75%, 09/01/2016 - 144A | 500 | 533 | ||||||||||
7.13%, 09/01/2018 - 144A | 1,000 | 1,075 | ||||||||||
JPMorgan Chase & Co. | ||||||||||||
1.02%, 05/02/2014 * | 2,700 | 2,698 | ||||||||||
Merrill Lynch & Co., Inc. | ||||||||||||
1.62%, 01/31/2014 * | EUR | 800 | 1,155 | |||||||||
1.95%, 09/27/2012 * | EUR | 7,400 | 10,704 | |||||||||
Mystic Re, Ltd. | ||||||||||||
10.31%, 06/07/2011 - 144A * § | $ | 1,000 | 1,001 | |||||||||
SSIF Nevada, LP | ||||||||||||
0.98%, 04/14/2014 - 144A * Ə | 5,700 | 5,695 | ||||||||||
Vita Capital III, Ltd. | ||||||||||||
1.42%, 01/01/2012 - 144A * § | 400 | 396 | ||||||||||
Energy Equipment & Services - 0.3% | ||||||||||||
Transocean, Inc. | ||||||||||||
4.95%, 11/15/2015 | 2,300 | 2,461 | ||||||||||
Food Products - 0.7% | ||||||||||||
Tyson Foods, Inc. | ||||||||||||
10.50%, 03/01/2014 | 5,000 | 6,038 | ||||||||||
Health Care Providers & Services - 0.1% | ||||||||||||
HCA, Inc. | ||||||||||||
9.25%, 11/15/2016 | 1,000 | 1,073 | ||||||||||
Household Durables - 0.4% | ||||||||||||
Black & Decker Corp. | ||||||||||||
8.95%, 04/15/2014 | 3,000 | 3,560 | ||||||||||
Insurance - 1.6% | ||||||||||||
American International Group, Inc. | ||||||||||||
8.18%, 05/15/2058 * Ù | 3,650 | 4,088 | ||||||||||
8.63%, 05/22/2038 - Reg S * | GBP | 500 | 873 | |||||||||
Marsh & McLennan Cos., Inc. | ||||||||||||
5.75%, 09/15/2015 Ù | $ | 6,000 | 6,601 | |||||||||
New York Life Global Funding | ||||||||||||
4.65%, 05/09/2013 - 144A | 1,600 | 1,713 | ||||||||||
Pacific Life Global Funding | ||||||||||||
5.15%, 04/15/2013 - 144A | 500 | 531 | ||||||||||
Media - 0.4% | ||||||||||||
CSC Holdings LLC | ||||||||||||
8.50%, 06/15/2015 | 3,200 | 3,492 | ||||||||||
Oil, Gas & Consumable Fuels - 0.5% | ||||||||||||
Petrobras International Finance Co. | ||||||||||||
3.88%, 01/27/2016 Ù | 3,700 | 3,751 | ||||||||||
Petroleos Mexicanos | ||||||||||||
5.50%, 01/21/2021 Ù | 800 | 820 | ||||||||||
Total Corporate Debt Securities (cost $145,041) | 153,432 | |||||||||||
COMMERCIAL PAPER - 0.5% | ||||||||||||
Commercial Banks - 0.5% | ||||||||||||
Banco Bradesco SA | ||||||||||||
1.37%, 06/27/2011 ▲ § | 3,700 | 3,692 | ||||||||||
Banco do Brasil SA | ||||||||||||
1.31%, 11/15/2011 ▲ | 250 | 248 | ||||||||||
Total Commercial Paper (cost $3,940) | 3,940 | |||||||||||
Shares | Value | |||||||
CONVERTIBLE PREFERRED STOCK - 0.0% ∞ | ||||||||
Commercial Banks - 0.0% ∞ | ||||||||
Wells Fargo & Co. 7.50%, Ù | 400 | 432 | ||||||
Total Convertible Preferred Stock (cost $400) |
Notional | ||||||||
Amount | Value | |||||||
PURCHASED SWAPTION - 0.0% ∞ | ||||||||
Call Swaptions - 0.0% ∞ | ||||||||
If exercised the Series receives 1.25%, and pays floating 3 month LIBOR, European Style | 46,300 | 177 | ||||||
Expires 04/30/2012 § | ||||||||
Total Purchased Swaption (cost $145) |
Shares | Value | |||||||
SECURITIES LENDING COLLATERAL - 2.1% | ||||||||
State Street Navigator Securities Lending Trust - Prime Portfolio, 0.24% ▲ | 17,852,543 | 17,853 | ||||||
Total Securities Lending Collateral (cost $17,853) |
Principal | Value | |||||||
REPURCHASE AGREEMENTS - 0.5% | ||||||||
Barclays Capital, Inc. 0.03% ▲, dated 04/29/2011, to be repurchased at $1,900 on 05/02/2011. Collateralized by a U.S. Government Obligation, 4.50%, due 08/15/2039, with a value of $1,931. | $ | 1,900 | 1,900 | |||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $2,278 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 4.00%, due 12/15/2017, with a value of $2,325. | 2,278 | 2,278 | ||||||
Total Repurchase Agreements (cost $4,178) | 4,178 | |||||||
Total Investment Securities (cost $848,488) # | 894,388 | |||||||
Other Assets and Liabilities - Net | (26,120 | ) | ||||||
Net Assets | $ | 868,268 | ||||||
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 91 |
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
REVERSE REPURCHASE AGREEMENT - (0.6)% | ||||||||
BNP Paribas 0.19% ▲, dated 03/30/2011, to be repurchased at $(5,441) on 05/02/2011. | $ | (5,441 | ) | $ | (5,441 | ) | ||
Total Reverse Repurchase Agreement (cost $(5,411)) |
Notional | ||||||||
Amount | Value | |||||||
WRITTEN-OPTIONS - (0.0)% ∞ | ||||||||
Call Options - (0.0)% ∞ | ||||||||
10-Year U.S. Treasury Note Future | $ | (139 | ) | (41 | ) | |||
Call Strike $122.00 | ||||||||
Expires 05/20/2011 | ||||||||
10-Year U.S. Treasury Note Future | (19 | ) | (14 | ) | ||||
Call Strike $121.00 | ||||||||
Expires 05/20/2011 | ||||||||
Euro Future | (90 | ) | (27 | ) | ||||
Call Strike $99.38 | ||||||||
Expires 09/19/2011 | ||||||||
Put Options - (0.0)% ∞ | ||||||||
10-Year U.S. Treasury Note Future | (23 | ) | (w | ) | ||||
Put Strike $117.00 | ||||||||
Expires 05/20/2011 | ||||||||
10-Year U.S. Treasury Note Future | (43 | ) | (1 | ) | ||||
Put Strike $116.00 | ||||||||
Expires 05/20/2011 | ||||||||
Euro Future | (90 | ) | (2 | ) | ||||
Put Strike $99.38 | ||||||||
Expires 09/19/2011 | ||||||||
Total Written Options (premiums: $(135)) | (85 | ) | ||||||
Premiums | ||||||||||||||||||||||||
Pay/Receive | Exercise | Expiration | Notional | Paid | ||||||||||||||||||||
Description | Floating Rate Index | Floating Rate | Rate | Date | Amount | (Received) | Value | |||||||||||||||||
Call - Interest Rate Swap, European Style § | 2-Year OC FVA USD | Receive | 0.00 | % | 10/11/2011 | $ | (11,800 | ) | $ | (131 | ) | $ | (203 | ) | ||||||||||
Call - Interest Rate Swap, European Style § | 2-Year OC FVA USD | Receive | 0.00 | 11/14/2011 | (13,400 | ) | (146 | ) | (230 | ) | ||||||||||||||
Call - Interest Rate Swap, European Style § | 10-Year IRO USD | Receive | 0.01 | 10/11/2011 | (5,500 | ) | (28 | ) | (44 | ) | ||||||||||||||
Call - Interest Rate Swap, European Style | 5-Year CDX 0.8 IG15 BRC | Receive | 0.80 | 06/15/2011 | (1,100 | ) | (3 | ) | (2 | ) | ||||||||||||||
Call - Interest Rate Swap, European Style | 5-Year CDX 0.8 IG15 UAG | Receive | 0.80 | 06/15/2011 | (600 | ) | (2 | ) | (1 | ) | ||||||||||||||
Call - Interest Rate Swap, European Style | 10-Year IRO USD | Receive | 3.50 | 06/13/2011 | (2,500 | ) | (14 | ) | (33 | ) | ||||||||||||||
Put - Interest Rate Swap, European Style | 10-Year IRO USD | Pay | 0.00 | 03/10/2020 | (1,800 | ) | (14 | ) | (9 | ) | ||||||||||||||
Put - Interest Rate Swap, European Style | 10-Year IRO USD | Pay | 0.00 | 03/12/2020 | (7,600 | ) | (64 | ) | (34 | ) | ||||||||||||||
Put - Interest Rate Swap, European Style | 10-Year IRO USD | Pay | 0.00 | 04/07/2020 | (14,200 | ) | (127 | ) | (65 | ) | ||||||||||||||
Put - Interest Rate Swap, European Style | 10-Year IRO USD | Pay | 0.00 | 09/29/2020 | (1,700 | ) | (22 | ) | (8 | ) | ||||||||||||||
Put - Interest Rate Swap, European Style | 5-Year CDX 1.2 IG15 BRC | Pay | 1.20 | 06/15/2011 | (1,700 | ) | (5 | ) | (w | ) | ||||||||||||||
Put - Interest Rate Swap, European Style | 5-Year CDX 1.2 IG15 UAG | Pay | 1.20 | 09/21/2011 | (400 | ) | (2 | ) | (w | ) | ||||||||||||||
Put - Interest Rate Swap, European Style | 5-Year CDX.O 1.3 MYC | Pay | 1.30 | 09/21/2011 | (1,300 | ) | (6 | ) | (2 | ) | ||||||||||||||
Put - Interest Rate Swap, European Style | 1-Year IRO USD | Pay | 2.00 | 04/30/2012 | (92,600 | ) | (152 | ) | (137 | ) | ||||||||||||||
Put - Interest Rate Swap, European Style | 2-Year IRO USD | Pay | 2.25 | 09/24/2012 | (1,400 | ) | (9 | ) | (13 | ) | ||||||||||||||
Put - Interest Rate Swap, European Style | 2-Year IRO USD | Pay | 2.25 | 09/24/2012 | (67,100 | ) | (538 | ) | (605 | ) | ||||||||||||||
Put - Interest Rate Swap, European Style | 2-Year IRO USD | Pay | 2.25 | 09/24/2012 | (3,300 | ) | (23 | ) | (30 | ) | ||||||||||||||
Put - Interest Rate Swap, European Style | 3-Year IRO USD | Pay | 3.00 | 06/18/2012 | (8,100 | ) | (90 | ) | (57 | ) | ||||||||||||||
Put - Interest Rate Swap, European Style | 3-Year IRO USD | Pay | 3.00 | 06/18/2012 | (10,600 | ) | (96 | ) | (75 | ) | ||||||||||||||
Put - Interest Rate Swap, European Style | 3-Year IRO USD | Pay | 3.00 | 06/18/2012 | (16,600 | ) | (172 | ) | (118 | ) | ||||||||||||||
Put - Interest Rate Swap, European Style | 3-Year IRO USD | Pay | 3.00 | 06/18/2012 | (7,000 | ) | (78 | ) | (50 | ) | ||||||||||||||
Put - Interest Rate Swap, European Style | 3-Year IRO USD | Pay | 3.00 | 06/18/2012 | (13,300 | ) | (147 | ) | (94 | ) | ||||||||||||||
Put - Interest Rate Swap, European Style | 10-Year IRO USD | Pay | 4.00 | 06/13/2011 | (2,500 | ) | (16 | ) | (1 | ) | ||||||||||||||
Put - Interest Rate Swap, European Style | 10-Year IRO USD | Pay | 10.00 | 07/10/2012 | (1,400 | ) | (9 | ) | (w | ) | ||||||||||||||
Put - Interest Rate Swap, European Style | 10-Year IRO USD | Pay | 10.00 | 07/10/2012 | (2,600 | ) | (18 | ) | (w | ) | ||||||||||||||
$ | (1,912 | ) | $ | (1,811 | ) | |||||||||||||||||||
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 92 |
At April 30, 2011
(all amounts in thousands)
(unaudited)
Implied Credit | Premiums | Net Unrealized | ||||||||||||||||||||||||||||||
Fixed Deal | Maturity | Spread (BP) at | Notional | Market | Paid | Appreciation | ||||||||||||||||||||||||||
Reference Obligation | Pay Rate | Date | Counterparty | 04/30/2011 (3) | Amount (4) | Value | (Received) | (Depreciation) | ||||||||||||||||||||||||
Black and Decker Corp., 8.95%, 04/15/2014 | 2.20 | % | 06/20/2014 | CBK | 22.60 | $ | 3,000 | $ | (184 | ) | $ | — | $ | (184 | ) | |||||||||||||||||
Marsh & McLennan Cos., Inc., 5.75%, 09/15/2015 | 0.76 | 09/20/2015 | BRC | 82.13 | 6,000 | 21 | — | 21 | ||||||||||||||||||||||||
Tyson Foods, Inc., 6.60%, 03/20/2014 | 1.00 | 03/20/2014 | BPS | 87.82 | 6,000 | (16 | ) | 256 | (272 | ) | ||||||||||||||||||||||
$ | (179 | ) | $ | 256 | $ | (435 | ) | |||||||||||||||||||||||||
Fixed Deal | Implied Credit | Premiums | Net Unrealized | |||||||||||||||||||||||||||||
Receive | Maturity | Spread (BP) at | Notional | Market | Paid | Appreciation | ||||||||||||||||||||||||||
Reference Obligation | Rate | Date | Counterparty | 04/30/2011 (3) | Amount (4) | Value | (Received) | (Depreciation) | ||||||||||||||||||||||||
20-Year Japan Government Bond, 2.00%, 03/21/2022 § | 1.00 | % | 12/20/2015 | RYL | 72.29 | $ | 700 | $ | 8 | $ | 14 | $ | (6 | ) | ||||||||||||||||||
20-Year Japan Government Bond, 2.00%, 03/21/2022 § | 1.00 | 12/20/2015 | BOA | 72.29 | 500 | (6 | ) | 9 | (15 | ) | ||||||||||||||||||||||
20-Year Japan Government Bond, 2.00%, 03/21/2022 § | 1.00 | 12/20/2015 | GST | 72.29 | 500 | (6 | ) | 9 | (15 | ) | ||||||||||||||||||||||
20-Year Japan Government Bond, 2.00%, 03/21/2022 § | 1.00 | 12/20/2015 | BOA | 72.29 | 2,900 | 34 | 59 | (25 | ) | |||||||||||||||||||||||
American International Group, Inc., 6.25%, 05/01/2036 | 5.00 | 12/20/2013 | DUB | 87.00 | 6,500 | 694 | (347 | ) | 1,041 | |||||||||||||||||||||||
Emerging Markets Index - Series 14, 5.00% | 1.00 | 12/20/2015 | CBK | 193.73 | 2,500 | 323 | 302 | 21 | ||||||||||||||||||||||||
Emerging Markets Index - Series 14, 5.00% | 1.00 | 12/20/2015 | RYL | 193.73 | 600 | 78 | 78 | w | ||||||||||||||||||||||||
Emerging Markets Index - Series 14, 5.00% | 1.00 | 12/20/2015 | UAG | 193.73 | 1,300 | 168 | 164 | 4 | ||||||||||||||||||||||||
Emerging Markets Index - Series 14, 5.00% | 1.00 | 12/20/2015 | DUB | 193.73 | 1,100 | 142 | 146 | (4 | ) | |||||||||||||||||||||||
Emerging Markets Index - Series 15, 5.00% § | 1.00 | 06/20/2016 | BRC | 201.69 | 8,900 | 1,226 | 1,178 | 48 | ||||||||||||||||||||||||
Federative Republic of Brazil, 12.25%, 03/06/2030 | 1.00 | 06/20/2015 | BRC | 91.55 | 1,000 | 2 | (15 | ) | 17 | |||||||||||||||||||||||
Federative Republic of Brazil, 12.25%, 03/06/2030 | 1.00 | 06/20/2015 | HUS | 91.55 | 1,000 | 2 | (11 | ) | 13 | |||||||||||||||||||||||
Federative Republic of Brazil, 12.25%, 03/06/2030 | 1.00 | 06/20/2015 | BRC | 91.55 | 1,000 | 2 | (7 | ) | 9 | |||||||||||||||||||||||
Federative Republic of Brazil, 12.25%, 03/06/2030 | 1.00 | 06/20/2020 | DUB | 144.20 | 2,500 | (88 | ) | (75 | ) | (13 | ) | |||||||||||||||||||||
France Government Bond, 4.25%, 04/25/2019 | 1.00 | 06/20/2015 | DUB | 60.40 | 1,300 | (20 | ) | (35 | ) | 15 | ||||||||||||||||||||||
France Government Bond, 4.25%, 04/25/2019 | 1.00 | 06/20/2015 | CBK | 60.40 | 1,300 | (20 | ) | (25 | ) | 5 | ||||||||||||||||||||||
France Government Bond, 4.25%, 04/25/2019 | 1.00 | 12/20/2015 | RYL | 67.76 | 900 | (18 | ) | (16 | ) | (2 | ) | |||||||||||||||||||||
France Government Bond, 4.25%, 04/25/2019 | 1.00 | 12/20/2015 | CBK | 67.76 | 600 | (12 | ) | (15 | ) | 3 | ||||||||||||||||||||||
France Government Bond, 4.25%, 04/25/2019 | 1.00 | 12/20/2015 | BOA | 67.76 | 800 | (16 | ) | (15 | ) | (1 | ) | |||||||||||||||||||||
France Government Bond, 4.25%, 04/25/2019 | 1.00 | 12/20/2015 | BRC | 67.76 | 1,100 | (22 | ) | (20 | ) | (2 | ) | |||||||||||||||||||||
France Government Bond, 4.25%, 04/25/2019 | 1.00 | 12/20/2015 | BOA | 67.76 | 1,200 | (24 | ) | (29 | ) | 5 | ||||||||||||||||||||||
Petrobras International Finance Co., 8.38%, 12/10/2018 | 1.00 | 09/20/2012 | DUB | 67.85 | 300 | 1 | (2 | ) | 3 | |||||||||||||||||||||||
Republic of Italy, 6.88%, 09/27/2023 § | 1.00 | 06/20/2011 | BOA | 43.12 | 200 | (w | ) | (w | ) | w | ||||||||||||||||||||||
United Kingdom Gilt, 4.25%, 06/07/2032 § | 1.00 | 06/20/2015 | DUB | 46.42 | 2,200 | 45 | 15 | 30 | ||||||||||||||||||||||||
United Kingdom Gilt, 4.25%, 06/07/2032 § | 1.00 | 06/20/2015 | DUB | 46.42 | 700 | 15 | 3 | 12 | ||||||||||||||||||||||||
United Kingdom Gilt, 4.25%, 06/07/2032 § | 1.00 | 06/20/2015 | CBK | 46.42 | 1,600 | 34 | 10 | 24 | ||||||||||||||||||||||||
United Kingdom Gilt, 4.25%, 06/07/2032 § | 1.00 | 12/20/2015 | DUB | 52.45 | 900 | 19 | 19 | w | ||||||||||||||||||||||||
$ | 2,561 | $ | 1,394 | $ | 1,167 | |||||||||||||||||||||||||||
Premiums | Net Unrealized | |||||||||||||||||||||||||||||||
Maturity | Currency | Notional | Market | Paid | Appreciation | |||||||||||||||||||||||||||
Floating Rate Index | Fixed Rate | Date | Counterparty | Code | Amount | Value | (Received) | (Depreciation) | ||||||||||||||||||||||||
3-Month USD-LIBOR | 4.25 | % | 06/15/2041 | BRC | USD | $ | 2,700 | $ | (24 | ) | $ | 16 | $ | (40 | ) | |||||||||||||||||
3-Month USD-LIBOR | 4.25 | 06/15/2041 | GLM | USD | 6,000 | (54 | ) | 206 | (260 | ) | ||||||||||||||||||||||
BRL-CDI | 14.77 | 01/02/2012 | MLC | BRL | 1,100 | 71 | 1 | 70 | ||||||||||||||||||||||||
BRL-CDI | 14.77 | 01/02/2012 | HUS | BRL | 200 | 13 | w | 13 | ||||||||||||||||||||||||
BRL-CDI | 11.89 | 01/02/2013 | HUS | BRL | 4,800 | 14 | 4 | 10 | ||||||||||||||||||||||||
$ | 20 | $ | 227 | $ | (207 | ) | ||||||||||||||||||||||||||
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 93 |
At April 30, 2011
(all amounts in thousands)
(unaudited)
Premiums | Net Unrealized | |||||||||||||||||||||||||||||||
Maturity | Currency | Notional | Market | Paid | Appreciation | |||||||||||||||||||||||||||
Floating Rate Index | Fixed Rate | Date | Counterparty | Code | Amount | Value | (Received) | (Depreciation) | ||||||||||||||||||||||||
BRL-CDI | 11.14 | % | 01/02/2012 | ZCS | BRL | $ | 2,600 | $ | 27 | $ | 4 | $ | 23 | |||||||||||||||||||
BRL-CDI | 11.63 | 01/02/2012 | MYC | BRL | 20,100 | 79 | (9 | ) | 88 | |||||||||||||||||||||||
BRL-CDI | 11.36 | 01/02/2012 | HUS | BRL | 29,800 | 270 | 15 | 255 | ||||||||||||||||||||||||
BRL-CDI | 10.12 | 01/02/2012 | MYC | BRL | 3,000 | (71 | ) | (5 | ) | (66 | ) | |||||||||||||||||||||
BRL-CDI | 10.58 | 01/02/2012 | UAG | BRL | 13,000 | (139 | ) | (1 | ) | (138 | ) | |||||||||||||||||||||
BRL-CDI | 10.68 | 01/02/2012 | BRC | BRL | 14,800 | (110 | ) | (24 | ) | (86 | ) | |||||||||||||||||||||
BRL-CDI | 11.89 | 01/02/2013 | GLM | BRL | 20,100 | 59 | 7 | 52 | ||||||||||||||||||||||||
BRL-CDI | 12.07 | 01/02/2013 | IRS | BRL | 14,900 | 82 | (32 | ) | 114 | |||||||||||||||||||||||
BRL-CDI | 11.98 | 01/02/2013 | MYC | BRL | 5,300 | 21 | — | 21 | ||||||||||||||||||||||||
FRC - Excluding Tobacco-Non-Revised CPI | 2.10 | 10/15/2011 | UAG | EUR | 2,800 | 130 | — | 130 | ||||||||||||||||||||||||
$ | 348 | $ | (45 | ) | $ | 393 | ||||||||||||||||||||||||||
Net Unrealized | ||||||||||||||||
Description | Type | Contracts ┌ | Expiration Date | Appreciation | ||||||||||||
90-Day Euro | Long | 114 | 09/19/2011 | $ | 51 | |||||||||||
90-Day Euro | Long | 121 | 12/19/2011 | 33 | ||||||||||||
90-Day Euro | Long | 223 | 03/19/2012 | 91 | ||||||||||||
90-Day Euro | Long | 45 | 06/18/2012 | 12 | ||||||||||||
$ | 187 | |||||||||||||||
Amount in U.S. | Net Unrealized | |||||||||||||||
Settlement | Dollars Bought | Appreciation | ||||||||||||||
Currency | Bought (Sold) | Date | (Sold) | (Depreciation) | ||||||||||||
Australian Dollar | 1,227 | 05/31/2011 | $ | 1,338 | $ | 2 | ||||||||||
Australian Dollar | (1,550 | ) | 05/31/2011 | (1,670 | ) | (22 | ) | |||||||||
Brazilian Real | 8,962 | 06/02/2011 | 5,290 | 398 | ||||||||||||
Brazilian Real | (8,962 | ) | 06/02/2011 | (5,615 | ) | (73 | ) | |||||||||
Brazilian Real | 8,962 | 08/02/2011 | 5,544 | 95 | ||||||||||||
Canadian Dollar | 7,874 | 06/20/2011 | 8,057 | 255 | ||||||||||||
Canadian Dollar | 919 | 06/20/2011 | 967 | 3 | ||||||||||||
Chinese Yuan Renminbi | 1,708 | 11/15/2011 | 266 | 1 | ||||||||||||
Chinese Yuan Renminbi | 2,169 | 11/15/2011 | 337 | 2 | ||||||||||||
Chinese Yuan Renminbi | 4,195 | 11/15/2011 | 653 | 3 | ||||||||||||
Chinese Yuan Renminbi | 10,270 | 11/15/2011 | 1,581 | 26 | ||||||||||||
Chinese Yuan Renminbi | 16,915 | 02/13/2012 | 2,611 | 52 | ||||||||||||
Euro | 337 | 05/06/2011 | 500 | (1 | ) | |||||||||||
Euro | (398 | ) | 07/18/2011 | (565 | ) | (24 | ) | |||||||||
Euro | (916 | ) | 07/18/2011 | (1,356 | ) | 2 | ||||||||||
Euro | (33,397 | ) | 07/18/2011 | (48,189 | ) | (1,165 | ) | |||||||||
Euro | (1,627 | ) | 07/18/2011 | (2,400 | ) | (4 | ) | |||||||||
Indian Rupee | 317,287 | 08/12/2011 | 6,759 | 269 | ||||||||||||
Indian Rupee | 43,000 | 08/12/2011 | 920 | 33 | ||||||||||||
Indonesian Rupiah | 4,810,000 | 10/31/2011 | 520 | 24 | ||||||||||||
Indonesian Rupiah | 4,259,600 | 10/31/2011 | 463 | 19 | ||||||||||||
Indonesian Rupiah | 8,816,000 | 10/31/2011 | 950 | 48 | ||||||||||||
Indonesian Rupiah | 3,562,800 | 01/31/2012 | 393 | 6 | ||||||||||||
Japanese Yen | (79,081 | ) | 07/14/2011 | (944 | ) | (31 | ) | |||||||||
Malaysian Ringgit | (643 | ) | 05/11/2011 | (217 | ) | (w | ) | |||||||||
Malaysian Ringgit | 643 | 05/11/2011 | 209 | 8 | ||||||||||||
Malaysian Ringgit | 600 | 08/11/2011 | 195 | 6 | ||||||||||||
Malaysian Ringgit | 900 | 08/11/2011 | 292 | 10 | ||||||||||||
Malaysian Ringgit | 800 | 08/11/2011 | 260 | 8 | ||||||||||||
Malaysian Ringgit | 600 | 08/11/2011 | 195 | 6 |
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 94 |
At April 30, 2011
(all amounts in thousands)
(unaudited)
Amount in U.S. | Net Unrealized | |||||||||||||||
Settlement | Dollars Bought | Appreciation | ||||||||||||||
Currency | Bought (Sold) | Date | (Sold) | (Depreciation) | ||||||||||||
Malaysian Ringgit | 600 | 08/11/2011 | $ | 193 | $ | 8 | ||||||||||
Malaysian Ringgit | 1,060 | 08/11/2011 | 343 | 13 | ||||||||||||
Malaysian Ringgit | 989 | 08/11/2011 | 321 | 10 | ||||||||||||
Malaysian Ringgit | 600 | 08/11/2011 | 195 | 7 | ||||||||||||
Malaysian Ringgit | 1,299 | 08/11/2011 | 420 | 15 | ||||||||||||
Malaysian Ringgit | 600 | 08/11/2011 | 194 | 7 | ||||||||||||
Malaysian Ringgit | 643 | 11/10/2011 | 216 | (2 | ) | |||||||||||
Mexican Peso | 3,384 | 07/07/2011 | 280 | 12 | ||||||||||||
Mexican Peso | 3,579 | 07/07/2011 | 300 | 9 | ||||||||||||
Mexican Peso | 242 | 07/07/2011 | 20 | 1 | ||||||||||||
Mexican Peso | 11,798 | 07/07/2011 | 1,000 | 18 | ||||||||||||
Mexican Peso | 5,801 | 07/07/2011 | 480 | 21 | ||||||||||||
Mexican Peso | 6,653 | 07/07/2011 | 550 | 24 | ||||||||||||
Mexican Peso | 9,188 | 07/07/2011 | 760 | 33 | ||||||||||||
Mexican Peso | 5,923 | 07/07/2011 | 500 | 11 | ||||||||||||
Philippine Peso | 21,230 | 06/15/2011 | 480 | 15 | ||||||||||||
Philippine Peso | 5,000 | 06/15/2011 | 116 | 1 | ||||||||||||
Philippine Peso | 20,720 | 06/15/2011 | 486 | (3 | ) | |||||||||||
Philippine Peso | 10,900 | 06/15/2011 | 248 | 6 | ||||||||||||
Philippine Peso | 10,625 | 06/15/2011 | 242 | 5 | ||||||||||||
Philippine Peso | 39,375 | 06/15/2011 | 900 | 18 | ||||||||||||
Philippine Peso | 10,343 | 06/15/2011 | 236 | 5 | ||||||||||||
Philippine Peso | 7,770 | 06/15/2011 | 178 | 4 | ||||||||||||
Philippine Peso | 8,000 | 06/15/2011 | 184 | 2 | ||||||||||||
Philippine Peso | 10,300 | 06/15/2011 | 234 | 6 | ||||||||||||
Philippine Peso | 5,302 | 06/15/2011 | 120 | 4 | ||||||||||||
Philippine Peso | 9,628 | 11/15/2011 | 215 | 8 | ||||||||||||
Philippine Peso | 12,300 | 11/15/2011 | 279 | 6 | ||||||||||||
Philippine Peso | 12,400 | 11/15/2011 | 280 | 7 | ||||||||||||
Philippine Peso | 29,200 | 11/15/2011 | 658 | 17 | ||||||||||||
Philippine Peso | 24,300 | 11/15/2011 | 548 | 14 | ||||||||||||
Philippine Peso | 12,400 | 11/15/2011 | 279 | 8 | ||||||||||||
Pound Sterling | (603 | ) | 06/13/2011 | (968 | ) | (39 | ) | |||||||||
Republic of Korea Won | (11,696,417 | ) | 05/09/2011 | (10,714 | ) | (202 | ) | |||||||||
Republic of Korea Won | 375,000 | 05/09/2011 | 335 | 15 | ||||||||||||
Republic of Korea Won | 227,500 | 05/09/2011 | 200 | 12 | ||||||||||||
Republic of Korea Won | 595,000 | 05/09/2011 | 526 | 29 | ||||||||||||
Republic of Korea Won | 227,300 | 05/09/2011 | 200 | 12 | ||||||||||||
Republic of Korea Won | 3,127,364 | 05/09/2011 | 2,700 | 218 | ||||||||||||
Republic of Korea Won | 1,387,590 | 05/09/2011 | 1,225 | 70 | ||||||||||||
Republic of Korea Won | 548,000 | 05/09/2011 | 489 | 23 | ||||||||||||
Republic of Korea Won | 683,600 | 05/09/2011 | 603 | 35 | ||||||||||||
Republic of Korea Won | 608,500 | 05/09/2011 | 539 | 29 | ||||||||||||
Republic of Korea Won | 126,699 | 05/09/2011 | 112 | 7 | ||||||||||||
Republic of Korea Won | 157,300 | 05/09/2011 | 140 | 7 | ||||||||||||
Republic of Korea Won | 296,000 | 05/09/2011 | 264 | 13 | ||||||||||||
Republic of Korea Won | 754,420 | 05/09/2011 | 670 | 34 | ||||||||||||
Republic of Korea Won | 2,095,920 | 05/09/2011 | 1,862 | 94 | ||||||||||||
Republic of Korea Won | 113,820 | 05/09/2011 | 100 | 6 | ||||||||||||
Republic of Korea Won | 372,405 | 05/09/2011 | 330 | 18 | ||||||||||||
Republic of Korea Won | 11,696,417 | 08/12/2011 | 10,650 | 227 | ||||||||||||
Singapore Dollar | 2,809 | 06/09/2011 | 2,195 | 100 | ||||||||||||
Singapore Dollar | 498 | 06/09/2011 | 400 | 7 | ||||||||||||
Singapore Dollar | 377 | 06/09/2011 | 300 | 8 | ||||||||||||
Singapore Dollar | 200 | 09/09/2011 | 156 | 7 | ||||||||||||
Singapore Dollar | 1,004 | 09/09/2011 | 785 | 35 | ||||||||||||
Singapore Dollar | 200 | 09/09/2011 | 157 | 7 | ||||||||||||
Singapore Dollar | 200 | 09/09/2011 | 156 | 7 | ||||||||||||
Singapore Dollar | 200 | 09/09/2011 | 156 | 8 | ||||||||||||
$ | 1,053 | |||||||||||||||
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 95 |
At April 30, 2011
(all amounts in thousands)
(unaudited)
* | Floating or variable rate note. Rate is listed as of 04/30/2011. | |
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 $7,580, or 0.87%, of the fund’s net assets. | |
w | Value and/or principal rounds to less than $1. | |
§ | Illiquid. At 04/30/2011, the market value of illiquid investment securities aggregated to $32,090, or 3.70%, of the fund’s net assets, and illiquid derivatives aggregated to $893, or 0.10%, of the fund’s net assets. | |
Ž | The security has a perpetual maturity. The date shown is the next call date. | |
Ù | All or a portion of this security is on loan. The value of all securities on loan is $17,493. | |
∞ | Percentage rounds to less than 0.1% or (0.1)%. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $848,488. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $48,010 and $2,110, respectively. Net unrealized appreciation for tax purposes is $45,900. | |
• | A portion of this security in the amount of $5,568 has been segregated as collateral with the broker to cover the open BNP Paribas reverse repurchase agreement. | |
┌ | Contract amounts are not in thousands. | |
(1) | If the fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the fund will either (i) 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 (ii) 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 fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the fund will either (i) 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 (ii) 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 or 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 upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of 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. | |
(4) | The maximum potential amount the fund 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. | |
g | A portion of these securities in the amount of $579 has been segregated as collateral with the broker to cover margin requirements for open futures contracts. | |
p | Cash in the amount of $3,110 has been pledged by the broker as collateral with the custodian to cover open swap contracts and/or swaptions. | |
p | Cash in the amount of $1,320 has been pledged by the broker as collateral with the custodian to cover open forward foreign currency contracts. |
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 04/30/2011, these securities aggregated $76,818, or 8.85%, of the fund’s net assets. | |
AUD | Australian Dollar | |
BOA | Bank of America | |
BP | Basis Point | |
BPS | BNP Paribas | |
BRC | Barclays Bank PLC | |
BRL | Brazilian Real | |
CBK | Citibank N.A. | |
CDI | Credit Default Index | |
CDX | A series of indices that track North American and emerging market credit derivative indices. | |
CLO | Collateralized Loan Obligation | |
CPI | Consumer Price Index | |
DUB | Deutsche Bank AG | |
EUR | Euro | |
FRC | Fixed Rate Credit | |
FVA | Forward Volatility Agreement | |
GBP | Pound Sterling | |
GLM | Goldman Sachs Global Liquidity Management | |
GST | Goldman Sachs Trust | |
HUS | HSBC Bank USA | |
IRO | Interest Rate Option |
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 96 |
At April 30, 2011
(all amounts in thousands)
(unaudited)
LIBOR | London Interbank Offered Rate | |
OAO | Otkrytoe Aktsionernoe Obschestvo (Russian: Open Joint Stock Corporation) | |
MLC | Merrill Lynch Capital Services | |
MYC | Morgan Stanley Capital Services | |
RYL | Royal Bank of Scotland PLC | |
UAG | UBS AG | |
USD | United States Dollar |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Asset-Backed Securities | $ | — | $ | 9,279 | $ | 867 | $ | 10,146 | ||||||||
Commercial Paper | — | 3,940 | — | 3,940 | ||||||||||||
Convertible Preferred Stock | 432 | — | — | 432 | ||||||||||||
Corporate Debt Securities | — | 147,737 | 5,695 | 153,432 | ||||||||||||
Foreign Government Obligations | — | 18,074 | — | 18,074 | ||||||||||||
Mortgage-Backed Securities | — | 32,378 | — | 32,378 | ||||||||||||
Municipal Government Obligations | — | 1,188 | — | 1,188 | ||||||||||||
Preferred Corporate Debt Securities | — | 2,478 | — | 2,478 | ||||||||||||
Purchased Swaption | — | 177 | — | 177 | ||||||||||||
Repurchase Agreements | — | 4,178 | — | 4,178 | ||||||||||||
Securities Lending Collateral | 17,853 | — | — | 17,853 | ||||||||||||
U.S. Government Agency Obligations | — | 5,515 | — | 5,515 | ||||||||||||
U.S. Government Obligations | — | 644,597 | — | 644,597 | ||||||||||||
Total | $ | 18,285 | $ | 869,541 | $ | 6,562 | $ | 894,388 | ||||||||
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Other Financial Instruments | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Written Options | $ | — | $ | (85 | ) | $ | — | $ | (85 | ) | ||||||
Written Swaptions | — | (1,811 | ) | — | (1,811 | ) | ||||||||||
Reverse Repurchase Agreement | — | (5,441 | ) | — | (5,441 | ) | ||||||||||
Total | $ | — | $ | (7,337 | ) | $ | — | $ | (7,337 | ) | ||||||
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Total at | |||||||||||||
Other Financial Instruments ₣ | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Futures Contracts - Appreciation | $ | 187 | $ | — | $ | — | $ | 187 | ||||||||
Interest Rate Swap - Appreciation | — | 776 | — | 776 | ||||||||||||
Interest Rate Swap - Depreciation | — | (590 | ) | — | (590 | ) | ||||||||||
Credit Default Swap - Appreciation | — | 1,271 | — | 1,271 | ||||||||||||
Credit Default Swap - Depreciation | — | (539 | ) | — | (539 | ) | ||||||||||
Forward Foreign Currency Contracts - Appreciation | — | 2,619 | — | 2,619 | ||||||||||||
Forward Foreign Currency Contracts - Depreciation | — | (1,566 | ) | — | (1,566 | ) | ||||||||||
Total | $ | 187 | $ | 1,971 | $ | — | $ | 2,158 | ||||||||
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 97 |
At April 30, 2011
(all amounts in thousands)
(unaudited)
Net Change in | ||||||||||||||||||||||||||||||||||||||||
Unrealized | ||||||||||||||||||||||||||||||||||||||||
Appreciation/ | ||||||||||||||||||||||||||||||||||||||||
(Depreciation) | ||||||||||||||||||||||||||||||||||||||||
Net Change in | on | |||||||||||||||||||||||||||||||||||||||
Beginning | Accrued | Total | Unrealized | Transfers | Transfers | Ending | Investments | |||||||||||||||||||||||||||||||||
Balance at | Discounts/ | Realized | Appreciation | into | out of | Balance at | Held at | |||||||||||||||||||||||||||||||||
Securities | 10/31/2010 | Purchases | Sales | (Premiums) | Gain/(Loss) | /(Depreciation) | Level 3 ¥ | Level 3 | 04/30/2011 | 04/30/2011 | ||||||||||||||||||||||||||||||
Asset-Backed Securities | $ | — | $ | 465 | $ | — | $ | — | $ | — | $ | (1 | ) | $ | 403 | $ | — | $ | 867 | $ | 20 | |||||||||||||||||||
Corporate Debt Securities | — | 5,700 | — | — | — | (5 | ) | — | — | 5,695 | (5 | ) | ||||||||||||||||||||||||||||
Total | $ | — | $ | 6,165 | $ | — | $ | — | $ | — | $ | (6 | ) | $ | 403 | $ | — | $ | 6,562 | $ | 15 | |||||||||||||||||||
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. | |
₣ | Other financial instruments are derivative instruments that are valued at unrealized appreciation (depreciation) on the instrument. | |
¥ | Transferred into Level 3 because of unavailability of observable inputs. |
The notes to the financial statements are an integral part of this report. | ||||
Transamerica Funds | Semi-Annual Report 2011 | |||
Page 98 |
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||||||
U.S. GOVERNMENT OBLIGATIONS - 3.8% | ||||||||||||
U.S. Treasury Bond | ||||||||||||
1.88%, 08/31/2017 ^ | $ | 2,500 | $ | 2,410 | ||||||||
3.63%, 02/15/2021 ^ | 1,200 | 1,233 | ||||||||||
4.38%, 02/15/2038 | 700 | 700 | ||||||||||
6.25%, 08/15/2023 | 5,400 | 6,781 | ||||||||||
7.13%, 02/15/2023 ^ | 3,600 | 4,825 | ||||||||||
7.50%, 11/15/2024 | 1,400 | 1,954 | ||||||||||
8.13%, 05/15/2021 | 600 | 848 | ||||||||||
U.S. Treasury Inflation Indexed Bond | ||||||||||||
1.13%, 01/15/2021 | 3,540 | 3,671 | ||||||||||
U.S. Treasury Note | ||||||||||||
2.63%, 08/15/2020 | 400 | 380 | ||||||||||
2.88%, 03/31/2018 | 100 | 101 | ||||||||||
Total U.S. Government Obligations (cost $22,761) | 22,903 | |||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS - 39.1% | ||||||||||||
Fannie Mae | ||||||||||||
0.31%, 01/25/2021 * | 352 | 352 | ||||||||||
0.56%, 09/25/2042 * | 474 | 472 | ||||||||||
1.51%, 03/01/2044 - 10/01/2044 * | 1,698 | 1,730 | ||||||||||
2.41%, 07/01/2035 * | 490 | 508 | ||||||||||
2.41%, 09/01/2035 * | 803 | 840 | ||||||||||
2.45%, 03/01/2034 * | 297 | 311 | ||||||||||
2.49%, 01/01/2028 * | 47 | 49 | ||||||||||
2.53%, 11/01/2033 * | 183 | 192 | ||||||||||
2.56%, 01/01/2026 * | 3 | 4 | ||||||||||
4.00%, 04/01/2024 - 04/01/2041 | 66,967 | 67,638 | ||||||||||
4.50%, 03/01/2023 - 08/01/2025 | 19,135 | 20,223 | ||||||||||
5.00%, 06/01/2013 - 01/01/2030 | 7,738 | 8,260 | ||||||||||
5.50%, 01/01/2035 - 03/01/2037 | 17,297 | 18,670 | ||||||||||
6.00%, 07/01/2038 - 09/01/2038 | 2,750 | 3,010 | ||||||||||
6.30%, 10/17/2038 | 542 | 590 | ||||||||||
Fannie Mae, IO | ||||||||||||
6.89%, 07/25/2034 * § | 1,993 | 327 | ||||||||||
Fannie Mae, TBA | ||||||||||||
3.00% | 2,000 | 1,967 | ||||||||||
4.00% | 16,000 | 16,580 | ||||||||||
4.50% | 48,000 | 49,388 | ||||||||||
5.50% | 17,000 | 18,297 | ||||||||||
Freddie Mac | ||||||||||||
1.50%, 10/25/2044 * | 462 | 460 | ||||||||||
1.71%, 07/25/2044 * | 473 | 475 | ||||||||||
2.37%, 03/01/2034 * | 184 | 191 | ||||||||||
2.47%, 11/01/2033 * | 177 | 185 | ||||||||||
2.48%, 03/01/2034 * | 199 | 208 | ||||||||||
2.51%, 01/01/2036 * | 3,218 | 3,366 | ||||||||||
2.52%, 09/01/2035 * | 52 | 54 | ||||||||||
3.06%, 09/01/2035 * | 787 | 829 | ||||||||||
4.00%, 01/01/2041 | 4,988 | 4,962 | ||||||||||
4.50%, 06/15/2017 - 09/15/2018 | 929 | 953 | ||||||||||
5.00%, 02/15/2020 - 08/15/2020 | 1,221 | 1,277 | ||||||||||
5.50%, 03/15/2017 | 36 | 36 | ||||||||||
6.50%, 04/15/2029 - 07/25/2043 | 29 | 33 | ||||||||||
Ginnie Mae | ||||||||||||
3.38%, 05/20/2024 * | 51 | 53 | ||||||||||
6.50%, 06/20/2032 | 29 | 32 | ||||||||||
Ginnie Mae, IO | ||||||||||||
6.34%, 04/16/2033 - 10/16/2033 * § | 1,714 | 303 | ||||||||||
6.38%, 08/16/2033 * § | 2,409 | 475 | ||||||||||
6.39%, 09/20/2034 * § | 1,528 | 228 | ||||||||||
Overseas Private Investment Corp. | ||||||||||||
1.08%, 05/02/2013 ▲ Ə | 9,320 | 9,332 | ||||||||||
5.10%, 12/10/2012 ▲ Ə | 2,600 | 2,727 | ||||||||||
U.S. Small Business Administration | ||||||||||||
4.50%, 02/01/2014 | 42 | 44 | ||||||||||
Total U.S. Government Agency Obligations (cost $230,687) | 235,631 | |||||||||||
FOREIGN GOVERNMENT OBLIGATIONS - 6.6% | ||||||||||||
Australia Government Bond | ||||||||||||
4.75%, 06/15/2016 | AUD | 12,900 | 13,821 | |||||||||
6.00%, 02/15/2017 | AUD | 4,000 | 4,538 | |||||||||
Canadian Government Bond | ||||||||||||
1.50%, 03/01/2012 | CAD | 8,100 | 8,574 | |||||||||
1.75%, 03/01/2013 | CAD | 5,300 | 5,606 | |||||||||
Export-Import Bank of Korea | ||||||||||||
0.52%, 10/04/2011 - 144A * | $ | 2,500 | 2,501 | |||||||||
8.13%, 01/21/2014 | 3,300 | 3,792 | ||||||||||
Korea Expressway Corp. | ||||||||||||
5.13%, 05/20/2015 - 144A Ù | 200 | 214 | ||||||||||
Republic of Brazil | ||||||||||||
10.25%, 01/10/2028 | BRL | 1,000 | 680 | |||||||||
Total Foreign Government Obligations (cost $35,039) | 39,726 | |||||||||||
MORTGAGE-BACKED SECURITIES - 9.3% | ||||||||||||
American Home Mortgage Assets | ||||||||||||
Series 2006-2, Class 2A1 | ||||||||||||
0.40%, 09/25/2046 * | $ | 981 | 549 | |||||||||
Series 2006-4, Class 1A12 | ||||||||||||
0.42%, 10/25/2046 * | 2,228 | 1,221 | ||||||||||
Banc of America Commercial Mortgage, Inc. | ||||||||||||
Series 2007-1, Class A4 | ||||||||||||
5.45%, 01/15/2049 | 200 | 216 | ||||||||||
Banc of America Funding Corp. | ||||||||||||
Series 2005-D, Class A1 | ||||||||||||
2.81%, 05/25/2035 * | 958 | 926 | ||||||||||
Series 2006-J, Class 4A1 | ||||||||||||
5.80%, 01/20/2047 * | 123 | 86 | ||||||||||
Bear Stearns Adjustable Rate Mortgage Trust | ||||||||||||
Series 2003-5, Class 2A1 | ||||||||||||
2.75%, 08/25/2033 * | 807 | 795 | ||||||||||
Series 2003-8, Class 2A1 | ||||||||||||
2.86%, 01/25/2034 * | 18 | 18 | ||||||||||
Series 2003-8, Class 4A1 | ||||||||||||
3.07%, 01/25/2034 * | 143 | 138 | ||||||||||
Series 2005-2, Class A2 | ||||||||||||
2.73%, 03/25/2035 * | 631 | 603 | ||||||||||
Series 2005-5, Class A2 | ||||||||||||
2.40%, 08/25/2035 * | 283 | 268 | ||||||||||
Bear Stearns Alt-A Trust | ||||||||||||
Series 2005-7, Class 22A1 | ||||||||||||
2.93%, 09/25/2035 * | 311 | 238 | ||||||||||
Series 2006-6, Class 32A1 | ||||||||||||
5.07%, 11/25/2036 * | 360 | 220 | ||||||||||
Bear Stearns Structured Products, Inc. | ||||||||||||
Series 2007-R6, Class 1A1 | ||||||||||||
2.67%, 01/26/2036 * | 313 | 204 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 99
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||||||
MORTGAGE-BACKED SECURITIES (continued) | ||||||||||||
CC Mortgage Funding Corp. | ||||||||||||
Series 2004-3A, Class A1 | ||||||||||||
0.46%, 08/25/2035 - 144A * | $ | 238 | $ | 172 | ||||||||
Citigroup Mortgage Loan Trust, Inc. | ||||||||||||
Series 2005-6, Class A2 | ||||||||||||
2.56%, 08/25/2035 * | 331 | 294 | ||||||||||
Series 2007-10, Class 22AA | ||||||||||||
5.75%, 09/25/2037 * | 2,202 | 1,537 | ||||||||||
Citigroup/Deutsche Bank Commercial Mortgage Trust | ||||||||||||
Series 2006-CD3, Class A5 | ||||||||||||
5.62%, 10/15/2048 | 330 | 363 | ||||||||||
Series 2007-CD5, Class A4 | ||||||||||||
5.89%, 11/15/2044 * | 200 | 222 | ||||||||||
Countrywide Alternative Loan Trust | ||||||||||||
Series 2003-J1, Class 4A1 | ||||||||||||
6.00%, 10/25/2032 | 3 | 3 | ||||||||||
Series 2005-81, Class A1 | ||||||||||||
0.49%, 02/25/2037 * | 671 | 402 | ||||||||||
Series 2006-30T1, Class 1A3 | ||||||||||||
6.25%, 11/25/2036 | 467 | 373 | ||||||||||
Series 2006-J8, Class A2 | ||||||||||||
6.00%, 02/25/2037 | 415 | 297 | ||||||||||
Series 2006-OA17, Class 1A1A | ||||||||||||
0.41%, 12/20/2046 * | 2,584 | 1,452 | ||||||||||
Series 2007-2CB, Class 1A13 | ||||||||||||
5.75%, 03/25/2037 * | 700 | 514 | ||||||||||
Series 2007-HY4, Class 1A1 | ||||||||||||
3.46%, 06/25/2037 * | 1,164 | 825 | ||||||||||
Series 2007-OA6, Class A1B | ||||||||||||
0.41%, 06/25/2037 * | 1,197 | 727 | ||||||||||
Countrywide Home Loan Mortgage Pass-Through Trust | ||||||||||||
Series 2002-30, Class M | ||||||||||||
2.82%, 10/19/2032 * | 16 | 11 | ||||||||||
Series 2004-12, Class 12A1 | ||||||||||||
2.97%, 08/25/2034 * | 473 | 399 | ||||||||||
Series 2004-R1, Class 2A | ||||||||||||
6.50%, 11/25/2034 - 144A | 593 | 596 | ||||||||||
Series 2005-R2, Class 1AF1 | ||||||||||||
0.55%, 06/25/2035 - 144A * | 1,567 | 1,475 | ||||||||||
Credit Suisse First Boston Mortgage Securities Corp. | ||||||||||||
Series 2002-P1A, Class A | ||||||||||||
0.88%, 03/25/2032 - 144A * | 1 | 1 | ||||||||||
Series 2003-AR15, Class 2A1 | ||||||||||||
2.50%, 06/25/2033 * | 992 | 953 | ||||||||||
Deutsche ALT-A Securities, Inc., Alternate Loan Trust | ||||||||||||
Series 2005-6, Class 2A3 | ||||||||||||
5.50%, 12/25/2035 | 890 | 603 | ||||||||||
First Horizon Alternative Mortgage Securities | ||||||||||||
Series 2007-FA4, Class 1A8 | ||||||||||||
6.25%, 08/25/2037 | 428 | 323 | ||||||||||
First Horizon Asset Securities, Inc. | ||||||||||||
Series 2005-AR3, Class 2A1 | ||||||||||||
2.92%, 08/25/2035 * | 79 | 62 | ||||||||||
GS Mortgage Securities Corp. II | ||||||||||||
Series 2007-EOP, Class A1 | ||||||||||||
1.14%, 03/06/2020 - 144A * | 770 | 762 | ||||||||||
GSR Mortgage Loan Trust | ||||||||||||
Series 2005-AR6, Class 2A1 | ||||||||||||
2.79%, 09/25/2035 * | 148 | 142 | ||||||||||
Harborview Mortgage Loan Trust | ||||||||||||
Series 2006-1, Class 2A1A | ||||||||||||
0.45%, 03/19/2036 * | 1,686 | 1,047 | ||||||||||
Series 2006-6, Class 5A1A | ||||||||||||
5.45%, 08/19/2036 * | 654 | 519 | ||||||||||
Series 2006-12, Class 2A2A | ||||||||||||
0.40%, 01/19/2038 * | 1,129 | 732 | ||||||||||
Series 2007-1, Class 2A1A | ||||||||||||
0.34%, 04/19/2038 * | 1,190 | 772 | ||||||||||
IndyMac Index Mortgage Loan Trust | ||||||||||||
Series 2004-AR11, Class 2A | ||||||||||||
2.67%, 12/25/2034 * | 49 | 36 | ||||||||||
JPMorgan Mortgage Trust | ||||||||||||
Series 2005-A1, Class 6T1 | ||||||||||||
5.04%, 02/25/2035 * | 184 | 186 | ||||||||||
Series 2007-A1, Class 5A5 | ||||||||||||
2.97%, 07/25/2035 * | 851 | 850 | ||||||||||
LB-UBS Commercial Mortgage Trust | ||||||||||||
Series 2007-C7, Class A3 | ||||||||||||
5.87%, 09/15/2045 * | 1,900 | 2,078 | ||||||||||
Luminent Mortgage Trust | ||||||||||||
Series 2006-6, Class 2A1 | ||||||||||||
0.41%, 10/25/2046 * | 676 | 457 | ||||||||||
MASTR Alternative Loans Trust | ||||||||||||
Series 2006-2, Class 2A1 | ||||||||||||
0.61%, 03/25/2036 * | 146 | 53 | ||||||||||
Mellon Residential Funding Corp. | ||||||||||||
Series 2000-TBC3, Class A1 | ||||||||||||
0.66%, 12/15/2030 * | 361 | 342 | ||||||||||
MLCC Mortgage Investors, Inc. | ||||||||||||
Series 2005-2, Class 3A | ||||||||||||
1.25%, 10/25/2035 * | 43 | 37 | ||||||||||
Series 2005-3, Class 4A | ||||||||||||
0.46%, 11/25/2035 * | 42 | 36 | ||||||||||
Series 2005-A10, Class A | �� | |||||||||||
0.42%, 02/25/2036 * | 188 | 140 | ||||||||||
Morgan Stanley Capital I | ||||||||||||
Series 2007-IQ15, Class A4 | ||||||||||||
6.07%, 06/11/2049 * | 100 | 110 | ||||||||||
Series 2007-XLFA, Class A1 | ||||||||||||
0.28%, 10/15/2020 - 144A * | 478 | 463 | ||||||||||
Permanent Master Issuer PLC | ||||||||||||
Series 2011-1A, Class 1A1 | ||||||||||||
1.67%, 07/15/2042 - 144A * | 6,000 | 6,008 | ||||||||||
Series 2011-1A, Class 1A3 | ||||||||||||
2.62%, 07/15/2042 - 144A * | 4,200 | 6,221 | ||||||||||
Residential Accredit Loans, Inc. | ||||||||||||
Series 2006-QO6, Class A1 | ||||||||||||
0.39%, 06/25/2046 * | 333 | 133 | ||||||||||
Residential Asset Securitization Trust | ||||||||||||
Series 2006-R1, Class A2 | ||||||||||||
0.61%, 01/25/2046 * | 335 | 150 | ||||||||||
Residential Funding Mortgage Securities I | ||||||||||||
Series 2003-S9, Class A1 | ||||||||||||
6.50%, 03/25/2032 | 3 | 3 | ||||||||||
RMAC Securities PLC | ||||||||||||
Series 2007-NS1X, Class A2B | ||||||||||||
0.46%, 06/12/2044 * | 3,800 | 3,128 | ||||||||||
Sequoia Mortgage Trust | ||||||||||||
Series 10, Class 2A1 | ||||||||||||
0.97%, 10/20/2027 * | 49 | 45 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 100
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||||||
MORTGAGE-BACKED SECURITIES (continued) | ||||||||||||
Sequoia Mortgage Trust (continued) | ||||||||||||
Series 2007-1, Class 1A1 | ||||||||||||
2.53%, 01/20/2047 * | $ | 738 | $ | 587 | ||||||||
Structured Adjustable Rate Mortgage Loan Trust | ||||||||||||
Series 2004-19, Class 2A1 | ||||||||||||
1.71%, 01/25/2035 * | 216 | 143 | ||||||||||
Structured Asset Mortgage Investments, Inc. | ||||||||||||
Series 2002-AR3, Class A1 | ||||||||||||
0.87%, 09/19/2032 * | 22 | 19 | ||||||||||
Series 2005-AR5, Class A1 | ||||||||||||
0.46%, 07/19/2035 * | 39 | 28 | ||||||||||
Series 2005-AR5, Class A2 | ||||||||||||
0.46%, 07/19/2035 * | 71 | 61 | ||||||||||
Series 2005-AR5, Class A3 | ||||||||||||
0.46%, 07/19/2035 * | 136 | 126 | ||||||||||
Series 2005-AR8, Class A1A | ||||||||||||
0.49%, 02/25/2036 * | 580 | 344 | ||||||||||
Series 2006-AR3, Class 12A1 | ||||||||||||
0.43%, 05/25/2036 * | 670 | 393 | ||||||||||
Series 2006-AR6, Class 2A1 | ||||||||||||
0.40%, 07/25/2046 * | 2,416 | 1,472 | ||||||||||
Structured Asset Securities Corp. | ||||||||||||
Series 2003-22A, Class 2A1 | ||||||||||||
2.49%, 06/25/2033 * | 1,114 | 1,055 | ||||||||||
Thornburg Mortgage Securities Trust | ||||||||||||
Series 2006-6, Class A1 | ||||||||||||
0.32%, 11/25/2046 * | 526 | 519 | ||||||||||
Wachovia Bank Commercial Mortgage Trust | ||||||||||||
Series 2006-WL7A, Class A1 | ||||||||||||
0.31%, 09/15/2021 - 144A * | 1,020 | 1,011 | ||||||||||
WaMu Mortgage Pass-Through Certificates | ||||||||||||
Series 2002-AR2, Class A | ||||||||||||
2.72%, 02/27/2034 * | 21 | 21 | ||||||||||
Series 2002-AR9, Class 1A | ||||||||||||
1.71%, 08/25/2042 * | 11 | 10 | ||||||||||
Series 2003-AR5, Class A7 | ||||||||||||
2.68%, 06/25/2033 * | 732 | 712 | ||||||||||
Series 2003-AR9, Class 2A | ||||||||||||
2.78%, 09/25/2033 * | 1,382 | 1,383 | ||||||||||
Series 2005-AR11, Class A1A | ||||||||||||
0.53%, 08/25/2045 * | 618 | 520 | ||||||||||
Series 2006-AR9, Class 2A | ||||||||||||
2.98%, 08/25/2046 * | 628 | 481 | ||||||||||
Series 2006-AR19, Class 1A | ||||||||||||
1.05%, 01/25/2047 * | 1,130 | 671 | ||||||||||
Series 2006-AR19, Class 1A1A | ||||||||||||
1.04%, 01/25/2047 * | 962 | 628 | ||||||||||
Series 2007-HY1, Class 4A1 | ||||||||||||
2.98%, 02/25/2037 * | 2,275 | 1,792 | ||||||||||
Series 2007-OA1, Class A1A | ||||||||||||
1.01%, 02/25/2047 * | 2,411 | 1,528 | ||||||||||
Wells Fargo Mortgage Backed Securities Trust | ||||||||||||
Series 2003-13, Class A5 | ||||||||||||
4.50%, 11/25/2018 | 192 | 195 | ||||||||||
Series 2004-CC, Class A1 | ||||||||||||
4.91%, 01/25/2035 * | 260 | 259 | ||||||||||
Series 2006-AR4, Class 2A6 | ||||||||||||
5.63%, 04/25/2036 * | 245 | 120 | ||||||||||
Series 2006-AR8, Class 2A4 | ||||||||||||
2.90%, 04/25/2036 * | 606 | 560 | ||||||||||
Total Mortgage-Backed Securities (cost $60,034) | 56,174 | |||||||||||
ASSET-BACKED SECURITIES - 2.9% | ||||||||||||
ACE Securities Corp. | ||||||||||||
Series 2006-NC3, Class A2A | ||||||||||||
0.26%, 12/25/2036 * | 68 | 66 | ||||||||||
Amortizing Residential Collateral Trust | ||||||||||||
Series 2002-BC4, Class A | ||||||||||||
0.79%, 07/25/2032 * | 4 | 3 | ||||||||||
Asset Backed Funding Certificates | ||||||||||||
Series 2004-OPT5, Class A1 | ||||||||||||
0.56%, 06/25/2034 * | 397 | 320 | ||||||||||
Series 2006-HE1, Class A2A | ||||||||||||
0.27%, 01/25/2037 * | 22 | 22 | ||||||||||
Bear Stearns Asset Backed Securities Trust | ||||||||||||
Series 2002-2, Class A1 | ||||||||||||
0.87%, 10/25/2032 * | 15 | 14 | ||||||||||
Series 2006-SD4, Class 1A1 | ||||||||||||
3.17%, 10/25/2036 * | 842 | 619 | ||||||||||
Series 2007-AQ1, Class A1 | ||||||||||||
0.32%, 11/25/2036 * | 882 | 645 | ||||||||||
Citigroup Mortgage Loan Trust, Inc. | ||||||||||||
Series 2007-AHL1, Class A2A | ||||||||||||
0.25%, 12/25/2036 * | 326 | 313 | ||||||||||
Countrywide Asset-Backed Certificates | ||||||||||||
Series 2007-1, Class 2A1 | ||||||||||||
0.26%, 07/25/2037 * | 373 | 363 | ||||||||||
Series 2007-7, Class 2A1 | ||||||||||||
0.29%, 10/25/2047 * | 53 | 52 | ||||||||||
Credit-Based Asset Servicing and Securitization LLC | ||||||||||||
Series 2007-CB1, Class AF1A | ||||||||||||
0.28%, 01/25/2037 * | 460 | 161 | ||||||||||
First Franklin Mortgage Loan Asset Backed Certificates | ||||||||||||
Series 2005-FF1, Class A2C | ||||||||||||
0.58%, 12/25/2034 * | 15 | 14 | ||||||||||
Gazprom OAO Via GAZ Capital SA | ||||||||||||
8.15%, 04/11/2018 - 144A | 1,000 | 1,175 | ||||||||||
6.51%, 03/07/2022 ^ | 3,500 | 3,693 | ||||||||||
Series 2, Class | ||||||||||||
8.63%, 04/28/2034 | 1,500 | 1,838 | ||||||||||
Harbourmaster CLO, Ltd. | ||||||||||||
Series 5A, Class A1 | ||||||||||||
1.43%, 06/15/2020 - 144A * Ə | 867 | 1,217 | ||||||||||
Home Equity Asset Trust | ||||||||||||
Series 2002-1, Class A4 | ||||||||||||
0.81%, 11/25/2032 * | 1 | 1 | ||||||||||
JPMorgan Mortgage Acquisition Corp. | ||||||||||||
Series 2007-CH3, Class A5 | ||||||||||||
0.47%, 03/25/2037 * | 3,500 | 1,464 | ||||||||||
Mid-State Trust | ||||||||||||
Series 4, Class A | ||||||||||||
8.33%, 04/01/2030 | 194 | 200 | ||||||||||
Morgan Stanley Home Equity Loans | ||||||||||||
Series 2007-1, Class A1 | ||||||||||||
0.26%, 12/25/2036 * | 190 | 186 | ||||||||||
Morgan Stanley Mortgage Loan Trust | ||||||||||||
Series 2007-10XS, Class A1 | ||||||||||||
6.00%, 07/25/2047 * | 374 | 281 | ||||||||||
Series 2007-3XS, Class 2A1A | ||||||||||||
0.28%, 01/25/2047 * | 157 | 141 | ||||||||||
Series 2007-8XS, Class A1 | ||||||||||||
5.75%, 04/25/2037 * | 395 | 290 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 101
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||||||
ASSET-BACKED SECURITIES - (continued) | ||||||||||||
New Century Home Equity Loan Trust | ||||||||||||
Series 2006-1, Class A2B | ||||||||||||
0.39%, 05/25/2036 * | $ | 176 | $ | 120 | ||||||||
Park Place Securities, Inc. | ||||||||||||
Series 2005-WCW1, Class A1B | ||||||||||||
0.47%, 09/25/2035 * | 77 | 70 | ||||||||||
Plymouth Rock CLO, Ltd. | ||||||||||||
Series 2010-1A, Class A | ||||||||||||
1.92%, 02/16/2019 - 144A * ə | 3,700 | 3,693 | ||||||||||
Residential Asset Securities Corp. | ||||||||||||
Series 2007-KS2, Class AI1 | ||||||||||||
0.28%, 02/25/2037 * | 114 | 113 | ||||||||||
Securitized Asset Backed Receivables LLC Trust | ||||||||||||
Series 2007-HE1, Class A2A | ||||||||||||
0.27%, 12/25/2036 * | 86 | 30 | ||||||||||
Small Business Administration Participation Certificates | ||||||||||||
Series 2003-20I, Class 1 | ||||||||||||
5.13%, 09/01/2023 | 46 | 49 | ||||||||||
Series 2004-20C, Class 1 | ||||||||||||
4.34%, 03/01/2024 | 289 | 303 | ||||||||||
Structured Asset Securities Corp. | ||||||||||||
Series 2002-HF1, Class A | ||||||||||||
0.50%, 01/25/2033 * | 3 | 3 | ||||||||||
Series 2006-BC3, Class A2 | ||||||||||||
0.26%, 10/25/2036 * | 24 | 23 | ||||||||||
Series 2006-BC6, Class A2 | ||||||||||||
0.29%, 01/25/2037 * | 166 | 163 | ||||||||||
Total Asset-Backed Securities (cost $17,752) | 17,645 | |||||||||||
MUNICIPAL GOVERNMENT OBLIGATIONS - 5.5% | ||||||||||||
Buckeye Tobacco Settlement Financing Authority | ||||||||||||
5.88%, 06/01/2047 | 600 | 403 | ||||||||||
Chicago Board of Education -Class A | ||||||||||||
5.00%, 12/01/2012 | 255 | 273 | ||||||||||
Chicago Transit Authority -Class A | ||||||||||||
6.90%, 12/01/2040 | 4,900 | 5,047 | ||||||||||
Chicago Transit Authority -Class B | ||||||||||||
6.90%, 12/01/2040 | 2,700 | 2,781 | ||||||||||
City of Chicago, IL -Series A | ||||||||||||
4.75%, 01/01/2036 | 6,930 | 5,924 | ||||||||||
Kentucky State Property & Building Commission | ||||||||||||
5.37%, 11/01/2025 | 100 | 95 | ||||||||||
Los Angeles Unified School District -Series A-1 | ||||||||||||
4.50%, 01/01/2028 | 1,200 | 1,111 | ||||||||||
New York City Transitional Finance Authority | ||||||||||||
4.73%, 11/01/2023 | 100 | 103 | ||||||||||
State of California | ||||||||||||
5.65%, 04/01/2039 * | 5,900 | 6,260 | ||||||||||
State of California - Build America Bonds | ||||||||||||
7.50%, 04/01/2034 | 300 | 335 | ||||||||||
7.55%, 04/01/2039 | 700 | 794 | ||||||||||
State of Illinois | ||||||||||||
2.77%, 01/01/2012 | 8,100 | 8,163 | ||||||||||
Tobacco Settlement Finance Authority -Series A | ||||||||||||
7.47%, 06/01/2047 | 1,135 | 792 | ||||||||||
Tobacco Settlement Financing Corp. | ||||||||||||
5.25%, 06/01/2019 | 100 | 102 | ||||||||||
5.50%, 06/01/2026 | 200 | 221 | ||||||||||
5.88%, 05/15/2039 | 40 | 36 | ||||||||||
Tobacco Settlement Financing Corp. -Series 1A | ||||||||||||
5.00%, 06/01/2041 | 1,400 | 869 | ||||||||||
Total Municipal Government Obligations (cost $33,771) | 33,309 | |||||||||||
�� | ||||||||||||
PREFERRED CORPORATE DEBT SECURITIES - 2.0% | ||||||||||||
Commercial Banks - 2.0% | ||||||||||||
Barclays Bank PLC | ||||||||||||
7.43%, 12/15/2017 - 144A * Ž ^ | 900 | 934 | ||||||||||
HSBC Capital Funding, LP | ||||||||||||
10.18%, 06/30/2030 - 144A * Ž | 150 | 203 | ||||||||||
Lloyds TSB Bank PLC | ||||||||||||
12.00%, 12/16/2024 - 144A * Ž | 5,300 | 6,122 | ||||||||||
Rabobank Nederland NV | ||||||||||||
11.00%, 06/30/2019 - 144A * Ž | 378 | 493 | ||||||||||
Royal Bank of Scotland Group PLC | ||||||||||||
7.64%, 09/29/2017 Ž ^ | 3,000 | 2,471 | ||||||||||
Wells Fargo & Co. - Series K | ||||||||||||
7.98%, 03/15/2018 * Ž | 1,800 | 1,980 | ||||||||||
Total Preferred Corporate Debt Securities (cost $11,637) | 12,203 | |||||||||||
CORPORATE DEBT SECURITIES - 25.5% | ||||||||||||
Airlines - 0.4% | ||||||||||||
Continental Airlines, Inc. | ||||||||||||
6.75%, 09/15/2015 - 144A | 2,200 | 2,217 | ||||||||||
Capital Markets - 3.0% | ||||||||||||
Goldman Sachs Group, Inc. | ||||||||||||
1.38%, 02/04/2013 * ^ | EUR | 300 | 440 | |||||||||
1.39%, 11/15/2014 * | EUR | 500 | 717 | |||||||||
6.75%, 10/01/2037 | $ | 900 | 933 | |||||||||
Lehman Brothers Holdings, Inc. | ||||||||||||
2.85%, 12/23/2008 ‡ Џ | 1,600 | 408 | ||||||||||
5.63%, 01/24/2013 ‡ Џ | 4,100 | 1,056 | ||||||||||
6.88%, 05/02/2018 ‡ Џ | 500 | 130 | ||||||||||
Lehman Brothers Holdings, Inc. - Series H | ||||||||||||
Zero Coupon, 10/22/2008 ‡ Џ | 200 | 51 | ||||||||||
Lehman Brothers Holdings, Inc. - Series I | ||||||||||||
6.75%, 12/28/2017 ‡ Џ | 1,700 | t | ||||||||||
Morgan Stanley | ||||||||||||
1.25%, 04/29/2013 * | 6,100 | 6,106 | ||||||||||
1.71%, 04/13/2016 * | EUR | 1,900 | 2,622 | |||||||||
3.45%, 11/02/2015 ^ | $ | 4,200 | 4,201 | |||||||||
UBS AG | ||||||||||||
1.41%, 02/23/2012 * | 1,400 | 1,411 | ||||||||||
Commercial Banks - 5.9% | ||||||||||||
ANZ National International, Ltd. | ||||||||||||
6.20%, 07/19/2013 - 144A | 3,700 | 4,040 | ||||||||||
Barclays Bank PLC | ||||||||||||
5.45%, 09/12/2012 | 2,600 | 2,756 | ||||||||||
6.05%, 12/04/2017 - 144A | 2,600 | 2,765 | ||||||||||
10.18%, 06/12/2021 - 144A | 2,240 | 2,914 | ||||||||||
Canadian Imperial Bank of Commerce | ||||||||||||
2.00%, 02/04/2013 - 144A ^ | 1,200 | 1,224 | ||||||||||
Cie de Financement Foncier | ||||||||||||
2.50%, 09/16/2015 - 144A ^ | 6,000 | 5,925 | ||||||||||
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA | ||||||||||||
4.50%, 01/11/2021 ^ | 7,800 | 8,012 | ||||||||||
Fortis Bank Nederland NV | ||||||||||||
1.51%, 06/10/2011 * | EUR | 1,200 | 1,776 | |||||||||
Lloyds TSB Bank PLC | ||||||||||||
1.32%, 06/09/2011 * | EUR | 1,000 | 1,480 | |||||||||
4.38%, 01/12/2015 - 144A | $ | 4,400 | 4,550 | |||||||||
5.80%, 01/13/2020 - 144A | 700 | 717 | ||||||||||
Consumer Finance - 1.5% | ||||||||||||
Ally Financial, Inc. | ||||||||||||
3.67%, 06/20/2014 * | 3,100 | 3,128 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 102
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||||||
Consumer Finance (continued) | ||||||||||||
American Express Co. | ||||||||||||
6.15%, 08/28/2017 ^ | $ | 700 | $ | 795 | ||||||||
American Express Credit Corp. - Series C | ||||||||||||
5.88%, 05/02/2013 | 4,500 | 4,874 | ||||||||||
Diversified Financial Services - 9.2% | ||||||||||||
Bank of America Corp. - Series L | ||||||||||||
5.65%, 05/01/2018 ^ | 3,900 | 4,154 | ||||||||||
Bank of America Corp. | ||||||||||||
7.63%, 06/01/2019 ^ | 4,000 | 4,720 | ||||||||||
Bear Stearns Cos., LLC | ||||||||||||
5.70%, 11/15/2014 | 1,900 | 2,104 | ||||||||||
6.40%, 10/02/2017 | 900 | 1,028 | ||||||||||
7.25%, 02/01/2018 | 2,100 | 2,467 | ||||||||||
Citigroup, Inc. | ||||||||||||
0.43%, 03/07/2014 * | 2,000 | 1,955 | ||||||||||
2.31%, 08/13/2013 * | 1,200 | 1,234 | ||||||||||
5.38%, 08/09/2020 ^ | 200 | 209 | ||||||||||
5.50%, 04/11/2013 | 1,400 | 1,499 | ||||||||||
6.00%, 08/15/2017 | 600 | 662 | ||||||||||
Ford Motor Credit Co., LLC | ||||||||||||
7.00%, 10/01/2013 | 400 | 433 | ||||||||||
7.80%, 06/01/2012 | 600 | 635 | ||||||||||
General Electric Capital Corp. | ||||||||||||
6.38%, 11/15/2067 * | 100 | 104 | ||||||||||
6.50%, 09/15/2067 - 144A * | GBP | 500 | 818 | |||||||||
International Lease Finance Corp. | ||||||||||||
7.13%, 09/01/2018 - 144A | $ | 6,600 | 7,094 | |||||||||
JPMorgan Chase & Co. | ||||||||||||
4.25%, 10/15/2020 ^ | 1,900 | 1,847 | ||||||||||
4.95%, 03/25/2020 ^ | 900 | 925 | ||||||||||
6.30%, 04/23/2019 | 900 | 1,017 | ||||||||||
Merrill Lynch & Co., Inc. | ||||||||||||
1.62%, 01/31/2014 * | EUR | 1,000 | 1,443 | |||||||||
6.88%, 04/25/2018 | $ | 3,900 | 4,426 | |||||||||
Merrill Lynch & Co., Inc. - Series C | ||||||||||||
6.40%, 08/28/2017 | 400 | 446 | ||||||||||
SMFG Preferred Capital, Ltd. | ||||||||||||
10.23%, 01/25/2029 - Reg S * Ž | GBP | 2,900 | 5,655 | |||||||||
SSIF Nevada, LP | ||||||||||||
0.98%, 04/14/2014 - 144A * Ə | $ | 500 | 500 | |||||||||
TNK-BP Finance SA | ||||||||||||
7.50%, 03/13/2013 - Reg S | 4,000 | 4,385 | ||||||||||
Volkswagen International Finance NV | ||||||||||||
0.76%, 10/01/2012 - 144A * | 3,500 | 3,510 | ||||||||||
0.92%, 04/01/2014 - 144A * | 2,600 | 2,609 | ||||||||||
Diversified Telecommunication Services - 0.1% | ||||||||||||
Deutsche Telekom International Finance BV | ||||||||||||
8.13%, 05/29/2012 | EUR | 124 | 195 | |||||||||
KT Corp. | ||||||||||||
4.88%, 07/15/2015 - 144A | $ | 200 | 212 | |||||||||
Electric Utilities - 0.0% ∞ | ||||||||||||
PSEG Power LLC | ||||||||||||
6.95%, 06/01/2012 | 210 | 223 | ||||||||||
Energy Equipment & Services - 0.8% | ||||||||||||
NGPL Pipeco LLC | ||||||||||||
7.12%, 12/15/2017 - 144A | 1,800 | 1,977 | ||||||||||
Pride International, Inc. | ||||||||||||
6.88%, 08/15/2020 | 2,500 | 2,889 | ||||||||||
Food Products - 1.0% | ||||||||||||
Wrigley WM Jr., Co. | ||||||||||||
2.45%, 06/28/2012 - 144A | 6,300 | 6,321 | ||||||||||
Health Care Providers & Services - 0.0% ∞ | ||||||||||||
HCA, Inc. | ||||||||||||
9.25%, 11/15/2016 | 200 | 215 | ||||||||||
Household Durables - 0.1% | ||||||||||||
Urbi Desarrollos Urbanos SAB de CV | ||||||||||||
9.50%, 01/21/2020 - 144A | 400 | 448 | ||||||||||
Insurance - 1.2% | ||||||||||||
American International Group, Inc. | ||||||||||||
5.60%, 10/18/2016 ^ | 1,000 | 1,066 | ||||||||||
8.25%, 08/15/2018 | 5,300 | 6,291 | ||||||||||
Metals & Mining - 0.1% | ||||||||||||
CSN Resources SA | ||||||||||||
6.50%, 07/21/2020 - 144A | 300 | 319 | ||||||||||
Oil, Gas & Consumable Fuels - 0.1% | ||||||||||||
Petroleum Export, Ltd. | ||||||||||||
5.27%, 06/15/2011 - 144A | 15 | 15 | ||||||||||
Sonat, Inc. | ||||||||||||
7.63%, 07/15/2011 | 370 | 374 | ||||||||||
Tobacco - 2.1% | ||||||||||||
Altria Group, Inc. | ||||||||||||
4.13%, 09/11/2015 ^ | 4,300 | 4,523 | ||||||||||
9.25%, 08/06/2019 | 2,800 | 3,686 | ||||||||||
9.70%, 11/10/2018 | 1,900 | 2,530 | ||||||||||
Reynolds American, Inc. | ||||||||||||
7.63%, 06/01/2016 | 200 | 239 | ||||||||||
7.75%, 06/01/2018 | 1,000 | 1,185 | ||||||||||
Wireless Telecommunication Services - 0.0% ∞ | ||||||||||||
AT&T Mobility LLC | ||||||||||||
6.50%, 12/15/2011 | 180 | 187 | ||||||||||
Total Corporate Debt Securities (cost $150,196) | 154,022 | |||||||||||
LOAN ASSIGNMENTS - 0.2% | ||||||||||||
Health Care Providers & Services - 0.1% | ||||||||||||
HCA, Inc., 1st Lien, Tranche B | ||||||||||||
2.56%, 11/18/2013 * | 942 | 939 | ||||||||||
Paper & Forest Products - 0.1% | ||||||||||||
Georgia-Pacific LLC, 1st Lien, Tranche B2 | ||||||||||||
2.31%, 12/20/2012 * | 317 | 317 | ||||||||||
Total Loan Assignments (cost $1,254) | 1,256 | |||||||||||
SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 18.5% | ||||||||||||
Fannie Mae | ||||||||||||
0.09%, 07/06/2011 ▲ | 1,000 | 1,000 | ||||||||||
0.09%, 07/21/2011 ▲ | 3,900 | 3,899 | ||||||||||
U.S. Treasury Bill | ||||||||||||
0.02%, 06/16/2011 ^ ▲ γ α | 802 | 802 | ||||||||||
0.03%, 06/23/2011 ^ ▲ | 1,700 | 1,700 | ||||||||||
0.05%, 08/04/2011- 08/11/2011 ^ ▲ γ α | 72,300 | 72,265 | ||||||||||
0.06%, 08/25/2011 ▲ | 18,098 | 18,089 | ||||||||||
0.06%, 09/01/2011 ▲ | 10,100 | 10,095 | ||||||||||
0.07%, 09/08/2011 ^ ▲ | 3,700 | 3,698 | ||||||||||
Total Short-Term U.S. Government Obligations (cost $111,548) | 111,548 | |||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 103
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
CONVERTIBLE PREFERRED STOCKS - 0.3% | ||||||||
Commercial Banks - 0.3% | ||||||||
Wells Fargo & Co. 7.50% | 1,600 | $ | 1,727 | |||||
Insurance - 0.0% ∞ | ||||||||
American International Group, Inc. 8.50% | 26,600 | 80 | ||||||
Total Convertible Preferred Stocks (cost $3,333) | 1,807 | |||||||
PREFERRED STOCK - 0.1% | ||||||||
Thrifts & Mortgage Finance - 0.1% | ||||||||
DG Funding Trust 0.00% - 144A * Ə § | 119 | 903 | ||||||
Total Preferred Stock (cost $1,266) | ||||||||
SECURITIES LENDING COLLATERAL - 16.4% | ||||||||
State Street Navigator Securities Lending Trust - Prime Portfolio, 0.24% ▲ | 99,295,618 | 99,296 | ||||||
Total Securities Lending Collateral (cost $99,296) |
Principal | Value | |||||||
REPURCHASE AGREEMENTS - 1.4% | ||||||||
Barclays Capital, Inc. | ||||||||
0.05% ▲, dated 04/29/2011, to be repurchased at $6,500 on 05/02/2011. Collateralized by a U.S. Government Obligation, 4.50%, due 09/20/2040, with a value of $6,721. | $ | 6,500 | 6,500 | |||||
Morgan Stanley & Co. | ||||||||
0.04% ▲, dated 04/29/2011, to be repurchased at $1,000 on 05/02/2011. Collateralized by a U.S. Government Obligation, 3.13%, due 05/15/2019, with a value of $1,010. | 1,000 | 1,000 | ||||||
State Street Bank & Trust Co. | ||||||||
0.01% ▲, dated 04/29/2011, to be repurchased at $877 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 5.50%, due 05/25/2039, with a value of $897. | 877 | 877 | ||||||
Total Repurchase Agreements (cost $8,377) | 8,377 | |||||||
Total Investment Securities (cost $786,951) # | 794,800 | |||||||
Other Assets and Liabilities - Net | (191,010 | ) | ||||||
Net Assets | $ | 603,790 | ||||||
SECURITIES SOLD SHORT - (11.4%) | ||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS - (11.4%) | ||||||||
Fannie Mae, TBA Φ | ||||||||
4.50% | (23,800 | ) | (24,958 | ) | ||||
5.00% | (5,000 | ) | (5,277 | ) | ||||
5.50% | (34,000 | ) | (36,534 | ) | ||||
6.00% | (2,000 | ) | (2,187 | ) | ||||
Total Securities Sold Short (proceeds $(68,234)) | (68,956 | ) | ||||||
Notional | ||||||||
Amount | Value | |||||||
WRITTEN-OPTIONS - (0.0)% ∞ | ||||||||
Call Options - (0.0)% ∞ | ||||||||
10-Year U.S. Treasury Note Future | $ | (116 | ) | $ | (62 | ) | ||
Call Strike $121.00 | ||||||||
Expires 06/24/2011 | ||||||||
10-Year U.S. Treasury Note Future | (179 | ) | (129 | ) | ||||
Call Strike $121.00 | ||||||||
Expires 05/20/2011 | ||||||||
Euro Future | (180 | ) | (54 | ) | ||||
Call Strike $99.38 | ||||||||
Expires 09/19/2011 | ||||||||
Put Options - (0.0)% ∞ | ||||||||
10-Year U.S. Treasury Note Future | (116 | ) | (33 | ) | ||||
Put Strike $117.00 | ||||||||
Expires 06/24/2011 | ||||||||
10-Year U.S. Treasury Note Future | (179 | ) | (3 | ) | ||||
Put Strike $117.00 | ||||||||
Expires 05/20/2011 | ||||||||
Euro Future | (180 | ) | (5 | ) | ||||
Put Strike $99.38 | ||||||||
Expires 09/19/2011 | ||||||||
Total Written Options (premiums: $(286)) | $ | (286 | ) | |||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 104
At April 30, 2011
(all amounts in thousands)
(unaudited)
Pay/Receive | ||||||||||||||||||||||||||||
Floating | Exercise | Expiration | Notional | Premiums | ||||||||||||||||||||||||
Description | Floating Rate Index | Rate | Rate | Date | Amount | (Received) | Value | |||||||||||||||||||||
Call - Interest Rate Swap, European Style | § | 2-Year OC FVA USD | Receive | 0.00 | %§ | 11/14/2011 | $ | (2,500 | ) | $ | (27 | ) | $ | (43 | ) | |||||||||||||
Put - Interest Rate Swap, European Style | 5-Year CDX.O 1.2 BRC | Pay | 1.20 | 09/21/2011 | (12,900 | ) | (33 | ) | (33 | ) | ||||||||||||||||||
Put - Interest Rate Swap, European Style | 5-Year CDX.O 1.2 MYC | Pay | 1.20 | 12/21/2011 | (17,300 | ) | (80 | ) | (75 | ) | ||||||||||||||||||
Put - Interest Rate Swap, European Style | 2-Year IRO USD | Pay | 2.25 | 09/24/2012 | (29,400 | ) | (234 | ) | (265 | ) | ||||||||||||||||||
Put - Interest Rate Swap, European Style | 2-Year IRO USD | Pay | 2.25 | 09/24/2012 | (1,600 | ) | (10 | ) | (14 | ) | ||||||||||||||||||
Put - Interest Rate Swap, European Style | 2-Year IRO USD | Pay | 2.25 | 09/24/2012 | (1,500 | ) | (10 | ) | (14 | ) | ||||||||||||||||||
Put - Interest Rate Swap, European Style | 2-Year IRO USD | Pay | 2.25 | 09/24/2012 | (2,800 | ) | (15 | ) | (25 | ) | ||||||||||||||||||
Put - Interest Rate Swap, European Style | 3-Year IRO USD | Pay | 2.75 | 06/18/2012 | (6,200 | ) | (61 | ) | (55 | ) | ||||||||||||||||||
Put - Interest Rate Swap, European Style | 3-Year IRO USD | Pay | 2.75 | 06/18/2012 | (6,500 | ) | (67 | ) | (58 | ) | ||||||||||||||||||
Put - Interest Rate Swap, European Style | 3-Year IRO USD | Pay | 3.00 | 06/18/2012 | (1,200 | ) | (11 | ) | (9 | ) | ||||||||||||||||||
Put - Interest Rate Swap, European Style | 3-Year IRO USD | Pay | 3.00 | 06/18/2012 | (8,500 | ) | (96 | ) | (60 | ) | ||||||||||||||||||
Put - Interest Rate Swap, European Style | 3-Year IRO USD | Pay | 3.00 | 06/18/2012 | (9,800 | ) | (88 | ) | (69 | ) | ||||||||||||||||||
Put - Interest Rate Swap, European Style | 10-Year IRO USD | Pay | 10.00 | 07/10/2012 | (700 | ) | (5 | ) | (t | ) | ||||||||||||||||||
Put - Interest Rate Swap, European Style | 10-Year IRO USD | Pay | 10.00 | 07/10/2012 | (400 | ) | (3 | ) | (t | ) | ||||||||||||||||||
Put - Interest Rate Swap, European Style | 10-Year IRO USD | Pay | 10.00 | 07/10/2012 | (7,400 | ) | (45 | ) | (t | ) | ||||||||||||||||||
Put - Interest Rate Swap, European Style | 10-Year IRO USD | Pay | 10.00 | 07/10/2012 | (100 | ) | (1 | ) | (t | ) | ||||||||||||||||||
$ | (786 | ) | $ | (720 | ) | |||||||||||||||||||||||
Implied Credit | ||||||||||||||||||||||||||||||||
Fixed Deal | Maturity | Spread (BP) at | Notional | Market | Premiums | Net Unrealized | ||||||||||||||||||||||||||
Reference Obligation | Pay Rate | Date | Counterparty | 04/30/2011(3) | Amount(4) | Value | (Received) | (Depreciation) | ||||||||||||||||||||||||
North America High Yield Index - Series 15, 5.00% | 5.00 | % | 12/20/2015 | MYC | 386.74 | $ | 24,400 | $ | (951 | ) | $ | (838 | ) | $ | (113 | ) | ||||||||||||||||
North America Investment Grade Index - Series 15,1.00% | 1.00 | 12/20/2015 | MYC | 75.39 | 8,300 | (73 | ) | (36 | ) | (37 | ) | |||||||||||||||||||||
$ | (1,024 | ) | $ | (874 | ) | $ | (150 | ) | ||||||||||||||||||||||||
Fixed Deal | Implied Credit | Premiums | Net Unrealized | |||||||||||||||||||||||||||||
Receive | Maturity | Spread (BP) at | Notional | Market | Paid | Appreciation | ||||||||||||||||||||||||||
Reference Obligation | Rate | Date | Counterparty | 04/30/2011(3) | Amount(4) | Value | (Received) | (Depreciation) | ||||||||||||||||||||||||
Goldman Sachs Group, Inc., 6.60%, 01/15/2012 | 1.00 | % | 03/20/2012 | BRC | 26.72 | $ | 200 | $ | 1 | $ | (t | ) | $ | 1 | ||||||||||||||||||
Time Warner, Inc., 5.88%, 11/15/2016 | 1.19 | 03/20/2014 | DUB | 35.02 | 20 | (t | ) | — | (t | ) | ||||||||||||||||||||||
$ | 1 | $ | (t | ) | $ | 1 | ||||||||||||||||||||||||||
Net Unrealized | ||||||||||||||||||||||||||||||||
Fixed Deal | Maturity | Currency | Notional | Market | Premiums | Appreciation | ||||||||||||||||||||||||||
Reference Obligation | Pay Rate | Date | Counterparty | Code | Amount(4) | Value(5) | Paid | (Depreciation) | ||||||||||||||||||||||||
Dow Jones North America | ||||||||||||||||||||||||||||||||
Investment Grade Index - Series 5, 0.14% | 0.14 | % | 12/20/2012 | MYC | USD | $ | 4,500 | $ | 8 | $ | — | $ | 8 | |||||||||||||||||||
North America High Yield Index - Series 14, 5.00% | 5.00 | 06/20/2015 | DUB | USD | 6,600 | (299 | ) | 412 | (711 | ) | ||||||||||||||||||||||
North America High Yield Index - Series 14, 5.00% | 5.00 | 06/20/2015 | CBK | USD | 8,000 | (363 | ) | 532 | (895 | ) | ||||||||||||||||||||||
$ | (654 | ) | $ | 944 | $ | (1,598 | ) | |||||||||||||||||||||||||
Premiums | ||||||||||||||||||||||||||||||||
Fixed Deal | Maturity | Currency | Notional | Market | Paid | Net Unrealized | ||||||||||||||||||||||||||
Reference Obligation | Pay Rate | Date | Counterparty | Code | Amount(4) | Value(5) | (Received) | (Depreciation) | ||||||||||||||||||||||||
Dow Jones North America | ||||||||||||||||||||||||||||||||
Investment Grade Index - Series 5, 0.46% | 0.46 | % | 12/20/2015 | MYC | USD | $ | 3,200 | $ | (239 | ) | $ | — | $ | (239 | ) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 105
At April 30, 2011
(all amounts in thousands)
(unaudited)
Maturity | Currency | Notional | Market | Premiums | Net Unrealized | |||||||||||||||||||||||||||
Floating Rate Index | Fixed Rate | Date | Counterparty | Code | Amount | Value | Paid | Appreciation | ||||||||||||||||||||||||
BRL-CDI | 11.89 | % | 01/02/2013 | HUS | BRL | $ | 6,700 | $ | 20 | $ | 18 | $ | 2 |
Premiums | Net Unrealized | |||||||||||||||||||||||||||||||
Maturity | Currency | Notional | Market | Paid | Appreciation | |||||||||||||||||||||||||||
Floating Rate Index | Fixed Rate | Date | Counterparty | Code | Amount | Value | (Received) | (Depreciation) | ||||||||||||||||||||||||
6-Month AUD BBR-BBSW | 5.25 | % | 12/15/2017 | DUB | AUD | $ | 2,200 | $ | (49 | ) | $ | (9 | ) | $ | (40 | ) | ||||||||||||||||
6-Month AUD BBR-BBSW | 5.25 | 12/15/2017 | BRC | AUD | 3,600 | (80 | ) | (17 | ) | (63 | ) | |||||||||||||||||||||
6-Month EURIBOR | 3.00 | 09/21/2016 | DUB | EUR | 16,700 | (249 | ) | (497 | ) | 248 | ||||||||||||||||||||||
BRL-CDI | 10.68 | 01/02/2012 | BRC | BRL | 1,300 | (10 | ) | (2 | ) | (8 | ) | |||||||||||||||||||||
BRL-CDI | 11.67 | 01/02/2012 | MYC | BRL | 5,200 | 93 | 13 | 80 | ||||||||||||||||||||||||
BRL-CDI | 11.91 | 01/02/2013 | BRL | BRL | 39,900 | 89 | 124 | (35 | ) | |||||||||||||||||||||||
BRL-CDI | 12.51 | 01/02/2013 | UAG | BRL | 6,100 | (5 | ) | (6 | ) | 1 | ||||||||||||||||||||||
BRL-CDI | 12.59 | 01/02/2013 | MYC | BRL | 2,800 | 22 | 2 | 20 | ||||||||||||||||||||||||
BRL-CDI | 11.93 | 01/02/2013 | MYC | BRL | 2,500 | 8 | (4 | ) | 12 | |||||||||||||||||||||||
BRL-CDI | 11.94 | 01/02/2014 | BRL | BRL | 9,900 | (43 | ) | 23 | (66 | ) | ||||||||||||||||||||||
BRL-CDI | 12.12 | 01/02/2014 | HUS | BRL | 11,600 | 34 | 20 | 14 | ||||||||||||||||||||||||
BRL-CDI | 11.96 | 01/02/2014 | GLM | BRL | 37,100 | (3 | ) | (22 | ) | 19 | ||||||||||||||||||||||
BRL-CDI | 11.99 | 01/02/2014 | GLM | BRL | 4,000 | 1 | 1 | t | ||||||||||||||||||||||||
MXN-TIIE-Banxico § | 6.50 | 03/05/2013 | MYC | MXN | 64,800 | 22 | (3 | ) | 25 | |||||||||||||||||||||||
$ | (170 | ) | $ | (377 | ) | $ | 207 | |||||||||||||||||||||||||
Net Unrealized | ||||||||||||||||
Appreciation | ||||||||||||||||
Description | Type | Contracts ┌ | Expiration Date | (Depreciation) | ||||||||||||
3-Month EURIBOR | Long | 593 | 06/13/2011 | $ | (319 | ) | ||||||||||
3-Month Sterling | Long | 39 | 06/15/2011 | 21 | ||||||||||||
90-Day Euro | Long | 962 | 12/19/2011 | 612 | ||||||||||||
90-Day Euro | Long | 122 | 03/19/2012 | 87 | ||||||||||||
$ | 401 | |||||||||||||||
Amount in U.S. | Net Unrealized | |||||||||||||||
Settlement | Dollars Bought | Appreciation | ||||||||||||||
Currency | Bought (Sold) | Date | (Sold) | (Depreciation) | ||||||||||||
Australian Dollar | (16,973 | ) | 05/31/2011 | $ | (18,292 | ) | $ | (241 | ) | |||||||
Brazilian Real | 1,362 | 06/02/2011 | 853 | 11 | ||||||||||||
Brazilian Real | 715 | 06/02/2011 | 422 | 32 | ||||||||||||
Brazilian Real | (1,447 | ) | 06/02/2011 | (850 | ) | (68 | ) | |||||||||
Brazilian Real | (630 | ) | 06/02/2011 | (370 | ) | (30 | ) | |||||||||
Brazilian Real | (1,362 | ) | 08/02/2011 | (842 | ) | (15 | ) | |||||||||
Canadian Dollar | (6,633 | ) | 06/20/2011 | (6,787 | ) | (215 | ) | |||||||||
Canadian Dollar | 707 | 06/20/2011 | 717 | 29 | ||||||||||||
Chinese Yuan Renminbi | 2,324 | 09/14/2011 | 350 | 12 | ||||||||||||
Chinese Yuan Renminbi | 1,847 | 09/14/2011 | 278 | 10 | ||||||||||||
Chinese Yuan Renminbi | 1,445 | 09/14/2011 | 218 | 7 | ||||||||||||
Chinese Yuan Renminbi | 3,461 | 09/14/2011 | 522 | 17 | ||||||||||||
Chinese Yuan Renminbi | 645 | 11/04/2011 | 101 | (t | ) | |||||||||||
Chinese Yuan Renminbi | 4,808 | 11/15/2011 | 726 | 26 | ||||||||||||
Chinese Yuan Renminbi | 3,176 | 02/13/2012 | 493 | 7 | ||||||||||||
Chinese Yuan Renminbi | 9,245 | 02/13/2012 | 1,434 | 21 | ||||||||||||
Chinese Yuan Renminbi | 9,360 | 02/13/2012 | 1,453 | 21 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 106
At April 30, 2011
(all amounts in thousands)
(unaudited)
Amount in U.S. | Net Unrealized | |||||||||||||||
Settlement | Dollars Bought | Appreciation | ||||||||||||||
Currency | Bought (Sold) | Date | (Sold) | (Depreciation) | ||||||||||||
Chinese Yuan Renminbi | 9,196 | 02/13/2012 | $ | 1,427 | $ | 20 | ||||||||||
Chinese Yuan Renminbi | 1,810 | 02/13/2012 | 279 | 6 | ||||||||||||
Chinese Yuan Renminbi | 11,209 | 02/13/2012 | 1,743 | 21 | ||||||||||||
Chinese Yuan Renminbi | 8,849 | 02/13/2012 | 1,373 | 19 | ||||||||||||
Chinese Yuan Renminbi | 9,703 | 02/13/2012 | 1,505 | 22 | ||||||||||||
Chinese Yuan Renminbi | 3,751 | 02/13/2012 | 582 | 9 | ||||||||||||
Chinese Yuan Renminbi | 3,351 | 02/13/2012 | 521 | 7 | ||||||||||||
Chinese Yuan Renminbi | 2,751 | 02/13/2012 | 428 | 5 | ||||||||||||
Chinese Yuan Renminbi | 7,389 | 02/13/2012 | 1,147 | 16 | ||||||||||||
Chinese Yuan Renminbi | 6,353 | 02/01/2013 | 1,004 | 18 | ||||||||||||
Chinese Yuan Renminbi | 8,367 | 02/01/2013 | 1,330 | 17 | ||||||||||||
Danish Krone | 1,190 | 05/05/2011 | 220 | 16 | ||||||||||||
Euro | (14,051 | ) | 07/18/2011 | (20,265 | ) | (497 | ) | |||||||||
Euro | 258 | 07/18/2011 | 373 | 8 | ||||||||||||
Euro | (4,200 | ) | 07/18/2011 | (5,957 | ) | (250 | ) | |||||||||
Indian Rupee | (94,234 | ) | 05/09/2011 | (2,111 | ) | (16 | ) | |||||||||
Indian Rupee | 65,234 | 05/09/2011 | 1,400 | 72 | ||||||||||||
Indian Rupee | 29,000 | 05/09/2011 | 626 | 29 | ||||||||||||
Indian Rupee | 94,234 | 08/12/2011 | 2,077 | 11 | ||||||||||||
Indian Rupee | 148,024 | 08/12/2011 | 3,155 | 124 | ||||||||||||
Japanese Yen | (195,332 | ) | 07/14/2011 | (2,332 | ) | (77 | ) | |||||||||
Malaysian Ringgit | 9 | 08/11/2011 | 3 | t | ||||||||||||
Mexican Peso | 16,959 | 07/07/2011 | 1,453 | 11 | ||||||||||||
Mexican Peso | 16,971 | 07/07/2011 | 1,453 | 12 | ||||||||||||
Mexican Peso | 16,954 | 07/07/2011 | 1,453 | 11 | ||||||||||||
Mexican Peso | 84 | 07/07/2011 | 7 | t | ||||||||||||
Mexican Peso | 19,785 | 07/07/2011 | 1,696 | 12 | ||||||||||||
Norwegian Krone | 21,030 | 05/05/2011 | 3,746 | 261 | ||||||||||||
Norwegian Krone | 2,349 | 05/05/2011 | 414 | 33 | ||||||||||||
Norwegian Krone | 13,778 | 05/05/2011 | 2,392 | 233 | ||||||||||||
Pound Sterling | (6,862 | ) | 06/13/2011 | (11,016 | ) | (439 | ) | |||||||||
Republic of Korea Won | 1,325,000 | 05/09/2011 | 1,171 | 65 | ||||||||||||
Republic of Korea Won | 1,356,400 | 05/09/2011 | 1,201 | 65 | ||||||||||||
Republic of Korea Won | 837,000 | 05/09/2011 | 747 | 34 | ||||||||||||
Republic of Korea Won | (937,000 | ) | 05/09/2011 | (864 | ) | (11 | ) | |||||||||
Republic of Korea Won | (7,999,999 | ) | 05/09/2011 | (7,308 | ) | (158 | ) | |||||||||
Republic of Korea Won | (6,106,676 | ) | 05/09/2011 | (5,642 | ) | (57 | ) | |||||||||
Republic of Korea Won | 282,058 | 05/09/2011 | 249 | 15 | ||||||||||||
Republic of Korea Won | 1,416,700 | 05/09/2011 | 1,240 | 82 | ||||||||||||
Republic of Korea Won | 1,255,608 | 05/09/2011 | 1,099 | 73 | ||||||||||||
Republic of Korea Won | 4,586,536 | 05/09/2011 | 3,960 | 320 | ||||||||||||
Republic of Korea Won | 661,000 | 05/09/2011 | 589 | 28 | ||||||||||||
Republic of Korea Won | 1,524,100 | 05/09/2011 | 1,344 | 78 | ||||||||||||
Republic of Korea Won | 227,274 | 05/09/2011 | 200 | 12 | ||||||||||||
Republic of Korea Won | 1,222,000 | 05/09/2011 | 1,089 | 51 | ||||||||||||
Republic of Korea Won | 350,000 | 05/09/2011 | 312 | 15 | ||||||||||||
Republic of Korea Won | 937,000 | 08/12/2011 | 859 | 12 | ||||||||||||
Republic of Korea Won | 6,106,675 | 08/12/2011 | 5,610 | 69 | ||||||||||||
Republic of Korea Won | 7,999,999 | 08/12/2011 | 7,268 | 172 | ||||||||||||
Singapore Dollar | 2,850 | 06/09/2011 | 2,185 | 144 | ||||||||||||
Singapore Dollar | 3,528 | 06/09/2011 | 2,756 | 126 | ||||||||||||
Singapore Dollar | 1,575 | 06/09/2011 | 1,211 | 76 | ||||||||||||
Singapore Dollar | 27 | 09/09/2011 | 21 | 1 | ||||||||||||
Taiwan Dollar | 122,831 | 01/11/2012 | 4,286 | 31 | ||||||||||||
$ | 581 | |||||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 107
At April 30, 2011
(all amounts in thousands)
(unaudited)
NOTES TO SCHEDULE OF INVESTMENTS: | ||
^ | All or a portion of this security is on loan. The value of all securities on loan is $96,089. | |
* | Floating or variable rate note. Rate is listed as of 04/30/2011. | |
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 $18,372, or 3.04%, of the fund’s net assets. | |
Ž | The security has a perpetual maturity. The date shown is the next call date. | |
§ | Illiquid. At 04/30/2011, the market value of illiquid investment securities aggregated to $2,236, or 0.37%, of the fund’s net assets, and illiquid derivatives aggregated to $(21), or less than (0.01)%, of the fund’s net assets. | |
Џ | In default. | |
‡ | Non-income producing security. | |
t | Value and/or principal is less than $1 or zero. | |
§ | Amount rounds to less than $0.01. | |
∞ | Percentage rounds to less than 0.1%. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $786,951. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $25,306 and $17,457, respectively. Net unrealized appreciation for tax purposes is $7,849. | |
┌ | Contract amounts are not in thousands. | |
(1) | If the fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the fund will either (i) 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 (ii) 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 fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the fund will either (i) 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 (ii) 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 or 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 upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of 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. | |
(4) | The maximum potential amount the fund 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. | |
(5) | The quoted market prices and resulting values for credit default swap agreements on asset-backed securities and credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative had the notional amount of the swap agreement been closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of 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. | |
γ | A portion of these securities in the amount of $1,858 have been segregated as collateral with the broker to cover margin requirements for open futures contracts. | |
α | All or a portion of these securities, in the amount of $1,667, have been segregated with the broker to cover open swap contracts. | |
Φ | Cash, in the amount of $360, has been pledged by the broker as collateral with the custodian to cover open short TBA transactions. | |
π | Securities with an aggregate market value of $280 and cash in the amount of $520 have been pledged by the broker as collateral with the custodian for open swap contracts and/or swaptions |
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 04/30/2011, these securities aggregated $82,339, or 13.64%, of the fund’s net assets. | |
AUD | Australian Dollar | |
BBR-BBSW | Bankers Buying Rate-Bank Bill Swap reference rate. The average mid rate for the exchange of Australian Dollars. | |
BP | Basis Point | |
BRC | Barclays Bank PLC | |
BRL | Brazilian Real | |
CAD | Canadian Dollar | |
CBK | Citibank N.A. | |
CDI | Credit Default Index | |
CDX | A series of indices that track North American and emerging market credit derivative indices. | |
CLO | Collateralized Loan Obligation | |
DUB | Deutsche Bank AG | |
EUR | Euro | |
EURIBOR | Euro InterBank Offered Rate | |
FVA | Forward Volatility Agreement | |
GBP | Pound Sterling | |
GLM | Goldman Sachs Global Liquidity Management | |
HUS | HSBC Bank USA |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 108
At April 30, 2011
(all amounts in thousands)
(unaudited)
IO | Interest Only | |
IRO | Interest Rate Option | |
MXN | Mexican Peso | |
MYC | Morgan Stanley Capital Services | |
OAO | Otkrytoe Aktsionernoe Obschestvo (Russian: Open Joint Stock Corporation) | |
TBA | To Be Announced | |
UAG | UBS AG | |
USD | United States Dollar |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Asset-Backed Securities | $ | — | $ | 13,952 | $ | 3,693 | $ | 17,645 | ||||||||
Convertible Preferred Stocks | 1,807 | — | — | 1,807 | ||||||||||||
Corporate Debt Securities | — | 153,522 | 500 | 154,022 | ||||||||||||
Foreign Government Obligations | — | 39,726 | — | 39,726 | ||||||||||||
Loan Assignments | — | 1,256 | — | 1,256 | ||||||||||||
Mortgage-Backed Securities | — | 56,174 | — | 56,174 | ||||||||||||
Municipal Government Obligations | — | 33,309 | — | 33,309 | ||||||||||||
Preferred Corporate Debt Securities | — | 12,203 | — | 12,203 | ||||||||||||
Preferred Stock | — | — | 903 | 903 | ||||||||||||
Repurchase Agreements | — | 8,377 | — | 8,377 | ||||||||||||
Securities Lending Collateral | 99,296 | — | — | 99,296 | ||||||||||||
Short-Term U.S. Government Obligations | — | 111,548 | — | 111,548 | ||||||||||||
U.S. Government Agency Obligations | — | 226,299 | 9,332 | 235,631 | ||||||||||||
U.S. Government Obligations | — | 22,903 | — | 22,903 | ||||||||||||
Total | $ | 101,103 | $ | 679,269 | $ | 14,428 | $ | 794,800 | ||||||||
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Securities Sold Short | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
U.S. Government Agency Obligations | $ | — | $ | (68,956 | ) | $ | — | $ | (68,956 | ) |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Other Financial Instruments | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Written Options | $ | — | $ | (286 | ) | $ | — | $ | (286 | ) | ||||||
Written Swaptions | — | (720 | ) | — | (720 | ) | ||||||||||
Total | $ | — | $ | (1,006 | ) | $ | — | $ | (1,006 | ) | ||||||
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Total at | |||||||||||||
Other Financial Instruments ₣ | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Futures Contracts - Appreciation | $ | 720 | $ | — | $ | — | $ | 720 | ||||||||
Futures Contracts - Depreciation | (319 | ) | — | — | (319 | ) | ||||||||||
Credit Default Swap - Appreciation | — | 9 | — | 9 | ||||||||||||
Credit Default Swap - Depreciation | — | (1,995 | ) | — | (1,995 | ) | ||||||||||
Interest Rate Swap - Appreciation | — | 421 | — | 421 | ||||||||||||
Interest Rate Swap - Depreciation | — | (212 | ) | — | (212 | ) | ||||||||||
Forward Foreign Currency Contracts - Appreciation | — | 2,655 | — | 2,655 | ||||||||||||
Forward Foreign Currency Contracts - Depreciation | — | (2,074 | ) | — | (2,074 | ) | ||||||||||
Total | $ | 401 | $ | (1,196 | ) | $ | — | $ | (795 | ) | ||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 109
At April 30, 2011
(all amounts in thousands)
(unaudited)
Net Change in | ||||||||||||||||||||||||||||||||||||||||
Unrealized | ||||||||||||||||||||||||||||||||||||||||
Appreciation/ | ||||||||||||||||||||||||||||||||||||||||
(Depreciation) | ||||||||||||||||||||||||||||||||||||||||
Net Change in | on | |||||||||||||||||||||||||||||||||||||||
Beginning | Accrued | Total | Unrealized | Transfers | Transfers | Ending | Investments | |||||||||||||||||||||||||||||||||
Balance at | Discounts/ | Realized | Appreciation | into | out of | Balance at | Held at | |||||||||||||||||||||||||||||||||
Securities | 10/31/2010 | Purchases | Sales | (Premiums) | Gain/(Loss) | /(Depreciation) | Level 3 ¥ | Level 3 | 04/30/2011 | 04/30/2011 | ||||||||||||||||||||||||||||||
Asset-Backed Securities | $ | — | $ | 3,700 | $ | — | $ | — | $ | — | $ | (7 | ) | $ | — | $ | — | $ | 3,693 | $ | (7 | ) | ||||||||||||||||||
Corporate Debt Securities | — | 500 | — | — | — | (t | ) | — | — | 500 | (t | ) | ||||||||||||||||||||||||||||
Mortgage- Backed Securities | 45 | — | — | — | — | (45 | ) | — | — | — | — | |||||||||||||||||||||||||||||
Preferred Stock | — | — | — | — | — | — | 903 | — | 903 | (12 | ) | |||||||||||||||||||||||||||||
U.S. Government Agency Obligations | — | 9,326 | — | — | — | 6 | — | — | 9,332 | $ | 6 | |||||||||||||||||||||||||||||
Total | $ | 45 | $ | 13,526 | $ | — | $ | — | $ | — | $ | (46 | ) | $ | 903 | $ | — | $ | 14,428 | $ | (13 | ) | ||||||||||||||||||
Э | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. | |
₣ | Other financial instruments are derivative instruments that are valued at unrealized appreciation (depreciation) on the instrument. | |
¥ | Transferred into Level 3 because of unavailability of observable inputs. | |
t | Amount rounds to less than $(1). |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 110
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
COMMON STOCKS - 97.3% | ||||||||
Australia - 7.3% | ||||||||
Adelaide Brighton, Ltd. | 362,972 | $ | 1,257 | |||||
Amcor, Ltd. | 699,696 | 5,369 | ||||||
Ansell, Ltd. ^ | 356,395 | 5,442 | ||||||
Aston Resources, Ltd. ‡ | 204,114 | 2,125 | ||||||
Computershare, Ltd. | 663,216 | 7,037 | ||||||
Dart Energy, Ltd. ‡ ^ | 2,084,627 | 1,737 | ||||||
Dart Energy, Ltd. (Entitlement Shares) ‡ Ə | 385,579 | 321 | ||||||
Fairfax Media, Ltd. ^ | 2,678,571 | 3,875 | ||||||
Iluka Resources, Ltd. | 325,406 | 4,462 | ||||||
Mesoblast, Ltd. ‡ | 146,085 | 1,305 | ||||||
Mirvac Group REIT | 1,347,359 | 1,876 | ||||||
Myer Holdings, Ltd. ^ | 1,087,247 | 3,766 | ||||||
Sims Metal Management, Ltd. | 211,687 | 4,051 | ||||||
Starpharma Holdings, Ltd. ‡ | 798,748 | 1,103 | ||||||
Transfield Services, Ltd. | 645,222 | 2,510 | ||||||
Transpacific Industries Group, Ltd. ‡ | 74,424 | 91 | ||||||
Austria - 2.2% | ||||||||
Kapsch TrafficCom AG | 40,000 | 3,792 | ||||||
Mayr Melnhof Karton AG ^ | 40,000 | 4,858 | ||||||
RHI AG ‡ | 65,000 | 2,322 | ||||||
Rosenbauer International AG § | 53,000 | 3,219 | ||||||
Belgium - 1.6% | ||||||||
EVS Broadcast Equipment SA | 44,000 | 3,014 | ||||||
Kinepolis Group NV | 27,000 | 2,315 | ||||||
Melexis NV | 8,924 | 171 | ||||||
Nyrstar | 255,000 | 3,520 | ||||||
Nyrstar STRIP VVPR ‡ | 105,000 | 1 | ||||||
Tessenderlo Chemie NV | 36,028 | 1,434 | ||||||
Bermuda - 2.6% | ||||||||
Aquarius Platinum, Ltd. ^ | 289,058 | 1,666 | ||||||
Biosensors International Group, Ltd. ‡ ^ | 4,846,000 | 5,345 | ||||||
Dockwise, Ltd. ‡ ^ | 129,554 | 3,753 | ||||||
Ports Design, Ltd. | 1,995,000 | 5,523 | ||||||
Brazil - 0.8% | ||||||||
Cia Brasileira de Distribuicao Grupo Pao de Acucar - Class A ADR ^ | 46,306 | 2,105 | ||||||
Cyrela Brazil Realty SA Empreendimentos e Participacoes | 179,633 | 1,885 | ||||||
PDG Realty SA Empreendimentos e Participacoes | 197,368 | 1,159 | ||||||
Canada - 0.9% | ||||||||
Niko Resources, Ltd. | 20,030 | 1,693 | ||||||
Sino-Forest Corp. - Class A ‡ ^ | 161,188 | 4,005 | ||||||
Cayman Islands - 1.8% | ||||||||
Bawang International Group Holding, Ltd. | 854,000 | 238 | ||||||
Concord Medical Services Holdings, Ltd. ADR ‡ ^ | 368,786 | 2,006 | ||||||
Evergreen International Holdings, Ltd. ‡ | 4,115,000 | 2,035 | ||||||
Intime Department Store Group Co., Ltd. | 1,182,000 | 1,835 | ||||||
Leoch International Technology, Ltd. ‡ | 7,959,000 | 3,976 | ||||||
Parkson Retail PLC | 931,500 | 1,437 | ||||||
China - 0.2% | ||||||||
China National Building Material Co., Ltd. | 616,000 | 1,294 | ||||||
Denmark - 2.9% | ||||||||
Jyske Bank A/S ‡ | 87,000 | 4,325 | ||||||
Solar A/S - Class B ^ § | 58,000 | 5,080 | ||||||
Sydbank A/S | 150,000 | 4,349 | ||||||
Tryg A/S ^ | 70,000 | 4,470 | ||||||
France - 5.1% | ||||||||
Bourbon SA ^ | 110,000 | 5,210 | ||||||
Canal + | 36,396 | 298 | ||||||
Club Mediterranee ‡ ^ | 145,000 | 3,380 | ||||||
Groupe Eurotunnel SA | 365,000 | 3,965 | ||||||
Lectra ‡ | 178,581 | 1,719 | ||||||
Medica SA ‡ | 97,702 | 2,016 | ||||||
Meetic | 63,417 | 1,430 | ||||||
Pierre & Vacances | 21,057 | 1,878 | ||||||
Rubis ^ | 66,847 | 8,217 | ||||||
Saft Groupe SA | 27,500 | 1,263 | ||||||
Store Electronic ‡ § | 55,000 | 958 | ||||||
Sword Group | 63,000 | 2,066 | ||||||
Germany - 9.3% | ||||||||
Aixtron SE NA ^ | 60,000 | 2,559 | ||||||
Bijou Brigitte AG ^ | 5,848 | 838 | ||||||
Bilfinger Berger SE ‡ | 65,000 | 6,261 | ||||||
Brenntag AG ‡ | 40,000 | 4,917 | ||||||
Cewe Color Holding AG | 71,500 | 3,472 | ||||||
CompuGroup Medical AG ^ § | 195,878 | 3,315 | ||||||
Freenet AG ^ | 530,000 | 6,750 | ||||||
Grenkeleasing AG | 13,500 | 808 | ||||||
MTU Aero Engines Holding AG ‡ | 45,000 | 3,449 | ||||||
R. Stahl AG | 30,000 | 1,381 | ||||||
Rheinmetall AG | 94,000 | 8,431 | ||||||
SFC Energy AG ‡ § | 130,000 | 924 | ||||||
Stratec Biomedical Systems AG ^ | 28,200 | 1,270 | ||||||
Takkt AG § | 126,000 | 2,169 | ||||||
Tipp24 SE ‡ | 55,000 | 2,641 | ||||||
Tom Tailor Holding AG ‡ | 155,000 | 3,042 | ||||||
Wirecard AG ^ | 185,000 | 3,532 | ||||||
Xing AG ‡ | 45,000 | 3,199 | ||||||
Greece - 0.1% | ||||||||
Eurobank Properties Real Estate Investment Co. REIT | 63,348 | 563 | ||||||
Hong Kong - 0.9% | ||||||||
Dah Sing Banking Group, Ltd. | 2,715,240 | 4,398 | ||||||
Shougang Concord International Enterprises Co., Ltd. ‡ | 9,966,000 | 1,322 | ||||||
Indonesia - 0.9% | ||||||||
Bank Mandiri PT | 2,719,082 | 2,270 | ||||||
Ciputra Property PT | 36,066,000 | 1,748 | ||||||
United Tractors PT | 730,000 | 1,982 | ||||||
Ireland - 2.7% | ||||||||
DCC PLC | 220,000 | 7,423 | ||||||
Grafton Group PLC | 550,000 | 2,830 | ||||||
IFG Group PLC | 680,000 | 1,420 | ||||||
Irish Continental Group PLC | 60,000 | 1,549 | ||||||
James Hardie Industries SE ‡ | 274,557 | 1,776 | ||||||
Smurfit Kappa Group PLC ‡ | 175,500 | 2,410 | ||||||
Isle of Man - 0.8% | ||||||||
Exillon Energy PLC ‡ ^ | 400,000 | 3,127 | ||||||
Lamprell PLC ^ | 300,000 | 1,863 | ||||||
Israel - 0.3% | ||||||||
Oridion Systems, Ltd. ‡ § | 150,000 | 2,185 | ||||||
Italy - 3.2% | ||||||||
Azimut Holding SpA | 580,000 | 7,414 | ||||||
Cairo Communication SpA | 454,277 | 2,177 | ||||||
CIR-Compagnie Industriali Riunite SpA ‡ ^ | 600,000 | 1,573 | ||||||
Davide Campari-Milano SpA | 200,000 | 1,440 | ||||||
Natuzzi SpA ADR ‡ § | 400,000 | 1,764 | ||||||
Prysmian SpA ^ | 198,000 | 4,672 | ||||||
Sorin SpA ‡ | 477,000 | 1,371 | ||||||
Japan - 14.8% | ||||||||
Accordia Golf Co., Ltd. | 3,213 | 2,072 | ||||||
AICA Kogyo Co., Ltd. ^ | 94,100 | 1,245 | ||||||
Arcs Co., Ltd. | 192,700 | 2,985 | ||||||
Asahi Diamond Industrial Co., Ltd. ^ | 134,000 | 2,787 | ||||||
Daido Steel Co., Ltd. ^ | 336,000 | 1,921 | ||||||
Exedy Corp. ^ | 39,200 | 1,252 | ||||||
Fujikura Kasei Co., Ltd. | 246,100 | 1,440 | ||||||
Glory, Ltd. | 104,300 | 2,291 | ||||||
Hisaka Works, Ltd. | 100,000 | 1,130 | ||||||
Hitachi Transport System, Ltd. ^ | 127,600 | 1,773 | ||||||
Icom, Inc. ^ | 29,100 | 862 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 111
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
Japan (continued) | ||||||||
JSP Corp. ^ | 191,700 | $ | 3,414 | |||||
Koito Manufacturing Co., Ltd. ^ | 211,000 | 3,318 | ||||||
Kuroda Electric Co., Ltd. | 214,600 | 2,391 | ||||||
Lintec Corp. | 97,600 | 2,888 | ||||||
Miura Co., Ltd. ^ | 57,800 | 1,642 | ||||||
Modec, Inc. ^ | 240,400 | 4,448 | ||||||
Moshi Moshi Hotline, Inc. ^ | 82,250 | 1,509 | ||||||
Musashi Seimitsu Industry Co., Ltd. | 179,000 | 4,321 | ||||||
Nabtesco Corp. | 36,000 | 922 | ||||||
NEC Networks & System Integration Corp. ^ | 142,700 | 1,865 | ||||||
Nichi-Iko Pharmaceutical Co., Ltd. ^ | 103,800 | 2,683 | ||||||
Nidec Copal Corp. ^ | 102,400 | 1,194 | ||||||
Nifco, Inc. ^ | 116,400 | 2,943 | ||||||
Nihon Parkerizing Co., Ltd. | 259,000 | 3,603 | ||||||
Nippon Thompson Co., Ltd. ^ | 573,000 | 4,266 | ||||||
Nishimatsuya Chain Co., Ltd. ^ | 69,600 | 589 | ||||||
Nitta Corp. ^ | 213,200 | 3,822 | ||||||
OSAKA Titanium Technologies Co. ^ | 64,200 | 4,986 | ||||||
Shinko Plantech Co., Ltd. | 147,800 | 1,656 | ||||||
Shinmaywa Industries, Ltd. | 520,000 | 2,219 | ||||||
Sumida Corp. | 147,700 | 1,412 | ||||||
Takasago International Corp. | 409,000 | 2,128 | ||||||
Tokai Tokyo Financial Holdings, Inc. | 1,087,000 | 3,258 | ||||||
Toyo Tanso Co., Ltd. ^ | 18,500 | 1,028 | ||||||
Trusco Nakayama Corp. | 162,000 | 2,743 | ||||||
Tsumura & Co. ^ | 77,100 | 2,398 | ||||||
Tsuruha Holdings, Inc. ^ | 46,400 | 2,195 | ||||||
Tsutsumi Jewelry Co., Ltd. § | 75,100 | 1,874 | ||||||
Yushin Precision Equipment Co., Ltd. | 108,700 | 2,014 | ||||||
Jersey, Channel Islands - 0.3% | ||||||||
Regus PLC | 1,000,000 | 1,875 | ||||||
Korea, Republic of - 2.6% | ||||||||
BS Financial Group, Inc. ‡ | 355,020 | 5,168 | ||||||
Hyundai Glovis Co., Ltd. | 28,565 | 4,078 | ||||||
Samsung SDI Co., Ltd. | 28,264 | 5,051 | ||||||
Taewoong Co., Ltd. ‡ | 50,663 | 2,236 | ||||||
Luxembourg - 1.0% | ||||||||
APERAM ^ | 71,000 | 2,989 | ||||||
SAF-Holland SA ‡ ^ | 253,532 | 3,068 | ||||||
Netherlands - 4.5% | ||||||||
Delta Lloyd NV ^ | 275,000 | 7,238 | ||||||
Fugro NV | 35,000 | 3,210 | ||||||
Imtech NV | 164,050 | 6,230 | ||||||
Koninklijke Ten Cate NV ^ | 100,000 | 4,629 | ||||||
LBi International NV ‡ | 803,385 | 2,154 | ||||||
Sligro Food Group NV | 64,000 | 2,379 | ||||||
TomTom NV ‡ ^ | 280,000 | 2,534 | ||||||
New Zealand - 1.3% | ||||||||
Fletcher Building, Ltd. ^ | 1,100,777 | 8,175 | ||||||
Norway - 1.3% | ||||||||
Morpol ASA ‡ | 605,000 | 2,352 | ||||||
Pronova BioPharma AS ‡ | 730,000 | 1,197 | ||||||
Statoil Fuel & Retail ASA ‡ | 202,000 | 2,266 | ||||||
Storebrand ASA | 241,391 | 2,507 | ||||||
Singapore - 2.9% | ||||||||
First Resources, Ltd. ^ | 2,239,000 | 2,524 | ||||||
Mapletree Industrial Trust REIT ^ | 1,935,000 | 1,707 | ||||||
SATS, Ltd. | 741,000 | 1,562 | ||||||
Sia Engineering Co., Ltd. | 1,207,000 | 4,113 | ||||||
STX OSV Holdings, Ltd. ‡ | 1,912,000 | 1,749 | ||||||
Tiger Airways Holdings, Ltd. ‡ ^ | 1,967,000 | 2,410 | ||||||
UOL Group, Ltd. | 317,000 | 1,253 | ||||||
Yanlord Land Group, Ltd. ^ | 2,398,000 | 2,841 | ||||||
Spain - 0.6% | ||||||||
Codere SA ‡ ^ | 130,000 | 2,106 | ||||||
Pescanova SA ^ | 45,000 | 1,873 | ||||||
Sweden - 1.1% | ||||||||
Byggmax Group AB | 510,000 | 4,895 | ||||||
Kungsleden AB | 207,199 | 2,186 | ||||||
Switzerland - 5.7% | ||||||||
Bank Sarasin & Cie AG | 41,054 | 1,804 | ||||||
Banque Cantonale Vaudoise | 1,200 | 737 | ||||||
Forbo Holding AG ‡ | 3,720 | 3,045 | ||||||
Gategroup Holding AG ‡ | 170,000 | 9,098 | ||||||
Helvetia Holding AG ‡ | 9,930 | 4,658 | ||||||
Implenia AG ‡ | 59,119 | 2,143 | ||||||
Inficon Holding AG | 12,240 | 2,887 | ||||||
Kuoni Reisen Holding AG ‡ ^ | 7,544 | 3,471 | ||||||
Micronas Semiconductor Holding AG ‡ | 27,642 | 264 | ||||||
Newave Energy Holding SA ‡ § | 45,930 | 2,870 | ||||||
Orior AG ‡ § | 53,000 | 3,223 | ||||||
Uster Technologies AG ‡ § | 49,500 | 2,003 | ||||||
Taiwan - 0.6% | ||||||||
Bank of Kaohsiung ‡ | 6,486,000 | 3,171 | ||||||
Hung Poo Real Estate Development Corp. | 710,000 | 850 | ||||||
Thailand - 0.2% | ||||||||
Big C Supercenter PCL | 8,700 | 25 | ||||||
Quality Houses PCL | 17,121,000 | 1,342 | ||||||
United Kingdom - 16.8% | ||||||||
A.G.BARR PLC | 60,000 | 1,383 | ||||||
Albemarle & Bond Holdings § | 410,000 | 2,030 | ||||||
Anglo Pacific Group PLC | 424,426 | 2,247 | ||||||
Ashtead Group PLC | 750,000 | 2,539 | ||||||
Berendsen PLC | 250,000 | 2,169 | ||||||
Berkeley Group Holdings PLC ‡ | 100,000 | 1,774 | ||||||
Bodycote PLC | 470,000 | 3,062 | ||||||
Bovis Homes Group PLC | 270,000 | 1,990 | ||||||
Burberry Group PLC | 100,000 | 2,170 | ||||||
Carillion PLC | 300,000 | 1,969 | ||||||
Consort Medical PLC | 195,489 | 1,887 | ||||||
Cranswick PLC | 75,218 | 949 | ||||||
CSR PLC ‡ | 235,000 | 1,471 | ||||||
Dechra Pharmaceuticals PLC | 263,470 | 2,112 | ||||||
Derwent London PLC REIT | 90,000 | 2,700 | ||||||
Devro PLC | 450,000 | 2,151 | ||||||
Dignity PLC ‡ ^ | 180,000 | 2,305 | ||||||
E2V Technologies PLC | 1,871,727 | 4,221 | ||||||
Elementis PLC | 1,400,000 | 3,862 | ||||||
Fidessa Group PLC | 83,775 | 2,468 | ||||||
Forth Ports PLC | 50,000 | 1,355 | ||||||
Future PLC | 1,400,000 | 453 | ||||||
Go-Ahead Group PLC | 50,000 | 1,183 | ||||||
Grainger PLC | 857,639 | 1,652 | ||||||
Hamworthy PLC | 390,342 | 3,706 | ||||||
Helphire Group PLC ‡ § | 1,477,353 | 333 | ||||||
Homeserve PLC | 240,715 | 1,967 | ||||||
Hunting PLC | 160,000 | 2,166 | ||||||
John Wood Group PLC | 308,963 | 3,585 | ||||||
Keller Group PLC | 154,801 | 1,703 | ||||||
Kier Group PLC | 165,497 | 3,686 | ||||||
Mears Group PLC | 284,685 | 1,148 | ||||||
Micro Focus International PLC | 223,338 | 1,386 | ||||||
Millennium & Copthorne Hotels PLC | 228,234 | 2,019 | ||||||
Morgan Crucible Co. PLC | 225,000 | 1,169 | ||||||
Premier Farnell PLC | 450,000 | 2,146 | ||||||
Premier Oil PLC ‡ | 110,000 | 3,698 | ||||||
PV Crystalox Solar PLC | 711,762 | 642 | ||||||
PZ Cussons PLC ^ | 450,000 | 2,464 | ||||||
SDL PLC ‡ | 255,000 | 2,758 | ||||||
Senior PLC | 900,000 | �� | 2,300 | |||||
Shanks Group PLC | 1,194,041 | 2,401 | ||||||
SIG PLC ‡ | 1,000,000 | 2,348 | ||||||
Tate & Lyle PLC | 207,076 | 2,058 | ||||||
Travis Perkins PLC ^ | 117,166 | 2,110 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 112
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
United Kingdom (continued) | ||||||||
TT electronics PLC | 221,688 | $ | 661 | |||||
Ultra Electronics Holdings PLC | 57,177 | 1,650 | ||||||
Victrex PLC | 90,000 | 2,212 | ||||||
Vitec Group PLC | 117,844 | 1,211 | ||||||
WH Smith PLC | 250,000 | 1,969 | ||||||
William Hill PLC | 562,042 | 2,101 | ||||||
Total Common Stocks (cost $480,417) | 617,119 | |||||||
SECURITIES LENDING COLLATERAL - 14.2% | ||||||||
State Street Navigator Securities Lending Trust - Prime Portfolio, 0.24% ▲ | 89,873,847 | 89,874 | ||||||
Total Securities Lending Collateral (cost $89,874) |
Principal | Value | |||||||
REPURCHASE AGREEMENT - 1.6% | ||||||||
State Street Bank & Trust Co. | ||||||||
0.01% ▲, dated 04/29/2011, to be repurchased at $10,111 on 05/02/2011. Collateralized by U.S. Government Agency Obligations, 4.00%, due 03/01/2025 - 04/01/2025, with a total value of $10,313. | $ | 10,111 | 10,111 | |||||
Total Repurchase Agreement (cost $10,111) | ||||||||
Total Investment Securities (cost $580,402) # | 717,104 | |||||||
Other Assets and Liabilities - Net | (83,332 | ) | ||||||
Net Assets | $ | 633,772 | ||||||
Percentage of | ||||||||
INVESTMENTS BY INDUSTRY: | Total Investments | Value | ||||||
Machinery | 5.9 | % | $ | 42,151 | ||||
Metals & Mining | 3.8 | 27,043 | ||||||
Commercial Services & Supplies | 3.8 | 26,240 | ||||||
Trading Companies & Distributors | 3.5 | 24,958 | ||||||
Chemicals | 3.3 | 23,924 | ||||||
Construction & Engineering | 3.3 | 23,857 | ||||||
Energy Equipment & Services | 3.3 | 23,725 | ||||||
Commercial Banks | 3.3 | 23,681 | ||||||
Electronic Equipment & Instruments | 2.9 | 21,128 | ||||||
Hotels, Restaurants & Leisure | 2.8 | 19,668 | ||||||
Insurance | 2.7 | 18,873 | ||||||
Health Care Equipment & Supplies | 2.5 | 17,500 | ||||||
Industrial Conglomerates | 2.4 | 17,427 | ||||||
Specialty Retail | 2.3 | 16,670 | ||||||
Electrical Equipment | 2.1 | 15,375 | ||||||
Oil, Gas & Consumable Fuels | 2.0 | 14,989 | ||||||
Construction Materials | 2.0 | 14,824 | ||||||
Household Durables | 1.9 | 14,151 | ||||||
Software | 1.9 | 13,712 | ||||||
Textiles, Apparel & Luxury Goods | 1.9 | 13,160 | ||||||
Food & Staples Retailing | 1.8 | 12,912 | ||||||
Containers & Packaging | 1.8 | 12,637 | ||||||
Capital Markets | 1.8 | 12,476 | ||||||
Auto Components | 1.7 | 11,959 | ||||||
Food Products | 1.7 | 11,907 | ||||||
Real Estate Management & Development | 1.6 | 11,872 | ||||||
IT Services | 1.5 | 10,569 | ||||||
Pharmaceuticals | 1.4 | 9,493 | ||||||
Media | 1.2 | 9,118 | ||||||
Gas Utilities | 1.2 | 8,217 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 113
(unaudited)
Percentage of | ||||||||
INVESTMENTS BY INDUSTRY (continued): | Total Investments | Value | ||||||
Road & Rail | 1.0 | % | $ | 7,254 | ||||
Multiline Retail | 1.0 | 7,038 | ||||||
Transportation Infrastructure | 1.0 | 7,030 | ||||||
Real Estate Investment Trusts | 1.0 | 6,846 | ||||||
Internet Software & Services | 0.9 | 6,783 | ||||||
Diversified Telecommunication Services | 0.9 | 6,750 | ||||||
Aerospace & Defense | 0.7 | 5,099 | ||||||
Semiconductors & Semiconductor Equipment | 0.6 | 4,465 | ||||||
Air Freight & Logistics | 0.6 | 4,078 | ||||||
Health Care Providers & Services | 0.6 | 4,022 | ||||||
Paper & Forest Products | 0.6 | 4,005 | ||||||
Communications Equipment | 0.5 | 3,876 | ||||||
Marine | 0.4 | 3,298 | ||||||
Diversified Financial Services | 0.4 | 2,965 | ||||||
Beverages | 0.4 | 2,823 | ||||||
Household Products | 0.3 | 2,464 | ||||||
Airlines | 0.3 | 2,410 | ||||||
Leisure Equipment & Products | 0.3 | 2,405 | ||||||
Diversified Consumer Services | 0.3 | 2,305 | ||||||
Internet & Catalog Retail | 0.3 | 2,169 | ||||||
Consumer Finance | 0.3 | 2,030 | ||||||
Biotechnology | 0.2 | 1,305 | ||||||
Building Products | 0.2 | 1,245 | ||||||
Personal Products | 0.0 | ∞ | 238 | |||||
Investment Securities, at Value | 86.1 | 617,119 | ||||||
Short-Term Investments | 13.9 | 99,985 | ||||||
Total Investments | 100.0 | % | $ | 717,104 | ||||
NOTES TO SCHEDULE OF INVESTMENTS: | ||
^ | All or a portion of this security is on loan. The value of all securities on loan is $85,372. | |
‡ | Non-income producing security. | |
Ə | 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 $321, or 0.05%, of the fund’s net assets. | |
§ | Illiquid. These securities aggregated to $31,947, or 5.04%, of the fund’s net assets. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
∞ | Percentage rounds to less than 0.1%. | |
# | Aggregate cost for federal income tax purposes is $580,402. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $152,285 and $15,583, respectively. Net unrealized appreciation for tax purposes is $136,702. |
ADR | American Depositary Receipt | |
STRIP VVPR | Is a coupon which, if presented along with the corresponding coupon of the share, allows to benefit from a reduced withholding tax of 15% (rather than 25%) on the dividends paid by the company. | |
REIT | Real Estate Investment Trust (includes domestic REITs and Foreign Real Estate Investment Companies) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 114
At April 30, 2011
(all amounts in thousands)
(unaudited)
Level 2 - Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 40,340 | $ | 576,779 | $ | — | $ | 617,119 | ||||||||
Repurchase Agreement | — | 10,111 | — | 10,111 | ||||||||||||
Securities Lending Collateral | 89,874 | — | — | 89,874 | ||||||||||||
Total | $ | 130,214 | $ | 586,890 | $ | — | $ | 717,104 | ||||||||
Net Change in | ||||||||||||||||||||||||||||||||||||||||
Unrealized | ||||||||||||||||||||||||||||||||||||||||
Appreciation/ | ||||||||||||||||||||||||||||||||||||||||
(Depreciation) | ||||||||||||||||||||||||||||||||||||||||
Net Change in | on | |||||||||||||||||||||||||||||||||||||||
Beginning | Accrued | Total | Unrealized | Transfers | Transfers | Ending | Investments | |||||||||||||||||||||||||||||||||
Balance at | Discounts/ | Realized | Appreciation | into | out of | Balance at | Held at | |||||||||||||||||||||||||||||||||
Securities | 10/31/2010 | Purchases | Sales | (Premiums) | Gain/(Loss) | /(Depreciation) | Level 3 | Level 3 | 04/30/2011 | 04/30/2011 | ||||||||||||||||||||||||||||||
Rights | $ | t | $ | — | $ | (t | )▲ | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — |
Э | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. | |
▲ | Rights exercised on 11/03/2010. | |
t | Amount rounds to less than $1 or $(1). |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 115
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
COMMON STOCKS - 87.4% | ||||||||
Austria - 0.8% | ||||||||
Andritz AG | 35,000 | $ | 3,614 | |||||
Bermuda - 1.4% | ||||||||
Nabors Industries, Ltd. ‡ | 196,865 | 6,032 | ||||||
Canada - 16.0% | ||||||||
Brookfield Asset Management, Inc. - Class A ^ | 734,586 | 24,697 | ||||||
Canfor Corp. ‡ | 589,723 | 7,766 | ||||||
Cenovus Energy, Inc. | 327,000 | 12,556 | ||||||
EnCana Corp. | 367,000 | 12,302 | ||||||
Viterra, Inc. | 1,107,150 | 13,305 | ||||||
France - 0.6% | ||||||||
Sanofi-Aventis SA | 32,950 | 2,606 | ||||||
Germany - 2.6% | ||||||||
Lanxess AG | 123,000 | 11,282 | ||||||
Guernsey, Channel Islands - 2.5% | ||||||||
Resolution, Ltd. ^ | 2,127,500 | 10,774 | ||||||
Hong Kong - 15.7% | ||||||||
Cheung Kong Holdings, Ltd. | 1,279,153 | 20,127 | ||||||
Henderson Land Development Co., Ltd. | 2,944,727 | 20,154 | ||||||
Hutchison Whampoa, Ltd. | 1,845,888 | 21,106 | ||||||
Wharf Holdings, Ltd. | 398,141 | 2,922 | ||||||
Wheelock & Co., Ltd. | 1,062,000 | 4,396 | ||||||
Japan - 9.9% | ||||||||
Mitsui Fudosan Co., Ltd. | 649,462 | 11,272 | ||||||
Tokio Marine Holdings, Inc. | 470,080 | 13,150 | ||||||
Toyota Industries Corp. | 630,107 | 19,100 | ||||||
Korea, Republic of - 3.9% | ||||||||
POSCO ADR | 154,261 | 17,015 | ||||||
Singapore - 0.2% | ||||||||
Verigy, Ltd. ‡ | 50,944 | 737 | ||||||
Sweden - 4.8% | ||||||||
Investor AB - Class A ^ | 866,546 | 20,895 | ||||||
Switzerland - 0.9% | ||||||||
Pargesa Holding SA (Bearer Shares) | 36,741 | 3,776 | ||||||
United States - 28.1% | ||||||||
Alamo Group, Inc. ^ | 118,983 | 3,404 | ||||||
Alexander & Baldwin, Inc. ^ | 68,770 | 3,624 | ||||||
Applied Materials, Inc. | 493,961 | 7,750 | ||||||
AVX Corp. | 836,145 | 13,637 | ||||||
Bank of New York Mellon Corp. ^ | 560,052 | 16,219 | ||||||
Bristow Group, Inc. ‡ ^ | 173,630 | 8,056 | ||||||
Capital Southwest Corp. | 19,256 | 1,853 | ||||||
Cross Country Healthcare, Inc. ‡ ^ | 148,956 | 1,105 | ||||||
Electro Scientific Industries, Inc. ‡ ^ | 149,410 | 2,458 | ||||||
Electronics for Imaging, Inc. ‡ ^ | 202,436 | 3,635 | ||||||
Forest City Enterprises, Inc. - Class A ‡ | 679,836 | 13,059 | ||||||
Intel Corp. ^ | 355,961 | 8,255 | ||||||
Investment Technology Group, Inc. ‡ ^ | 424,815 | 7,269 | ||||||
KeyCorp | 230,000 | 1,994 | ||||||
Leucadia National Corp. ^ | 95,000 | 3,673 | ||||||
Lexmark International, Inc. - Class A ‡ ^ | 36,205 | 1,168 | ||||||
MDC Holdings, Inc. ^ | 28,363 | 828 | ||||||
Pharmaceutical Product Development, Inc. | 300,710 | 9,277 | ||||||
Sanderson Farms, Inc. ^ | 35,000 | 1,666 | ||||||
Sycamore Networks, Inc. ^ | 95,818 | 2,348 | ||||||
Tejon Ranch Co. ‡ ^ | 86,299 | 3,076 | ||||||
Tellabs, Inc. ^ | 941,479 | 4,632 | ||||||
Westwood Holdings Group, Inc. ^ | 111,753 | 4,208 | ||||||
Total Common Stocks (cost $381,999) | 382,778 | |||||||
SECURITIES LENDING COLLATERAL - 18.9% | ||||||||
State Street Navigator Securities Lending Trust - Prime Portfolio, 0.24%▲ | 82,701,350 | 82,701 | ||||||
Total Securities Lending Collateral (cost $82,701) |
Principal | Value | |||||||
REPURCHASE AGREEMENT - 12.4% | ||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $54,168 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 3.50%, due 12/01/2025, with a value of $55,254. | $ | 54,168 | 54,168 | |||||
Total Repurchase Agreement (cost $54,168) | ||||||||
Total Investment Securities (cost $518,868) # | 519,647 | |||||||
Other Assets and Liabilities - Net | (82,020 | ) | ||||||
Net Assets | $ | 437,627 | ||||||
Percentage of | ||||||||
INVESTMENTS BY INDUSTRY: | Total Investments | Value | ||||||
Real Estate Management & Development | 19.2 | % | $ | 99,703 | ||||
Capital Markets | 5.6 | 29,549 | ||||||
Diversified Financial Services | 5.4 | 28,344 | ||||||
Oil, Gas & Consumable Fuels | 4.7 | 24,858 | ||||||
Insurance | 4.6 | 23,924 | ||||||
Industrial Conglomerates | 4.1 | 21,106 | ||||||
Auto Components | 3.7 | 19,100 | ||||||
Metals & Mining | 3.3 | 17,015 | ||||||
Semiconductors & Semiconductor Equipment | 3.2 | 16,742 | ||||||
Electronic Equipment & Instruments | 3.1 | 16,095 | ||||||
Food Products | 2.9 | 14,971 | ||||||
Energy Equipment & Services | 2.8 | 14,088 | ||||||
Chemicals | 2.2 | 11,282 | ||||||
Life Sciences Tools & Services | 1.8 | 9,277 | ||||||
Paper & Forest Products | 1.5 | 7,766 | ||||||
Machinery | 1.4 | 7,018 | ||||||
Communications Equipment | 1.3 | 6,980 | ||||||
Computers & Peripherals | 0.9 | 4,803 | ||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 116
At April 30, 2011
(all amounts in thousands)
(unaudited)
Percentage of | ||||||||
INVESTMENTS BY INDUSTRY (continued): | Total Investments | Value | ||||||
Marine | 0.7 | % | $ | 3,624 | ||||
Pharmaceuticals | 0.5 | 2,606 | ||||||
Commercial Banks | 0.4 | 1,994 | ||||||
Health Care Providers & Services | 0.2 | 1,105 | ||||||
Household Durables | 0.2 | 828 | ||||||
Investment Securities, at Value | 73.7 | 382,778 | ||||||
Short-Term Investments | 26.3 | 136,869 | ||||||
Total Investments | 100.0 | % | $ | 519,647 | ||||
‡ | Non-income producing security. | ||
^ | All or a portion of this security is on loan. The value of all securities on loan is $80,008. | ||
▲ | Rate shown reflects the yield at 04/29/2011. | ||
# | Aggregate cost for federal income tax purposes is $518,868. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $49,579 and $48,800, respectively. Net unrealized appreciation for tax purposes is $779. |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 199,853 | $ | 182,925 | $ | — | $ | 382,778 | ||||||||
Repurchase Agreement | — | 54,168 | — | 54,168 | ||||||||||||
Securities Lending Collateral | 82,701 | — | — | 82,701 | ||||||||||||
Total | $ | 282,554 | $ | 237,093 | $ | — | $ | 519,647 | ||||||||
Э | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. | |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 117
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
PREFERRED STOCK - 2.6% | ||||||||
Germany - 2.6% | ||||||||
Volkswagen AG, 1.75% ^ ▲ | 109,921 | $ | 21,654 | |||||
Total Preferred Stock (cost $10,489) | ||||||||
COMMON STOCKS - 97.0% | ||||||||
Australia - 1.9% | ||||||||
BHP Billiton, Ltd. | 309,792 | 15,562 | ||||||
Bermuda - 1.0% | ||||||||
SeaDrill, Ltd. ^ | 227,958 | 8,077 | ||||||
Brazil - 3.2% | ||||||||
BM&FBOVESPA SA | 1,206,000 | 9,053 | ||||||
Embraer SA ADR ‡ | 203,127 | 6,598 | ||||||
Natura Cosmeticos SA | 396,000 | 11,151 | ||||||
Canada - 4.7% | ||||||||
Canadian National Railway Co. | 153,889 | 11,937 | ||||||
Canadian Natural Resources, Ltd. ^ | 253,314 | 11,916 | ||||||
Cenovus Energy, Inc. ^ | 148,897 | 5,725 | ||||||
Potash Corp., of Saskatchewan, Inc. | 164,345 | 9,266 | ||||||
China - 4.9% | ||||||||
China Life Insurance Co., Ltd. - Class H | 2,016,688 | 7,167 | ||||||
China Merchants Bank Co., Ltd. - Class H | 4,310,950 | 11,102 | ||||||
Industrial & Commercial Bank of China - Class H | 17,475,200 | 14,783 | ||||||
Sinopharm Group Co., Ltd. - Class H | 2,235,114 | 7,713 | ||||||
Denmark - 2.7% | ||||||||
Novo Nordisk A/S - Class B ^ | 145,042 | 18,335 | ||||||
Vestas Wind Systems A/S ‡ ^ | 115,265 | 4,093 | ||||||
France - 9.3% | ||||||||
Air Liquide SA | 112,192 | 16,597 | ||||||
BNP Paribas | 209,730 | 16,598 | ||||||
Lafarge SA | 171,593 | 12,142 | ||||||
LVMH Moet Hennessy Louis Vuitton SA | 106,990 | 19,214 | ||||||
Publicis Groupe SA | 213,447 | 12,096 | ||||||
Germany - 10.8% | ||||||||
Adidas AG | 126,700 | 9,432 | ||||||
Allianz SE ^ | 86,300 | 13,588 | ||||||
Deutsche Bank AG | 212,846 | 13,903 | ||||||
Fresenius Medical Care AG & Co., KGaA | 193,335 | 15,194 | ||||||
SAP AG | 294,367 | 18,965 | ||||||
Siemens AG | 125,900 | 18,316 | ||||||
Hong Kong - 4.1% | ||||||||
CNOOC, Ltd. | 6,845,355 | 16,888 | ||||||
Hong Kong Exchanges & Clearing, Ltd. | 751,100 | 17,138 | ||||||
India - 1.1% | ||||||||
Coal India, Ltd. | 1,043,200 | 8,994 | ||||||
Ireland - 1.0% | ||||||||
Covidien PLC | 154,115 | 8,583 | ||||||
Israel - 1.9% | ||||||||
Teva Pharmaceutical Industries, Ltd. ADR | 339,338 | 15,518 | ||||||
Japan - 10.2% | ||||||||
Canon, Inc. ^ | 228,727 | 10,771 | ||||||
Dai-ichi Life Insurance Co., Ltd. ^ | 4,673 | 7,719 | ||||||
Fanuc Corp. | 61,826 | 10,350 | ||||||
KDDI Corp. ^ | 882 | 5,888 | ||||||
Komatsu, Ltd. | 605,160 | 21,337 | ||||||
Mitsubishi UFJ Financial Group, Inc. | 2,629,600 | 12,621 | ||||||
Toyota Motor Corp. ^ | 389,574 | 15,541 | ||||||
Korea, Republic of - 2.2% | ||||||||
Hyundai Motor Co. | 78,233 | 17,995 | ||||||
Luxembourg - 1.9% | ||||||||
ArcelorMittal ^ | 422,700 | 15,552 | ||||||
Mexico - 2.4% | ||||||||
America Movil SAB de CV - Series L ADR | 149,389 | 8,545 | ||||||
Wal-Mart de Mexico SAB de CV - Series V | 3,633,080 | 11,362 | ||||||
Netherlands - 1.4% | ||||||||
ING Groep NV ‡ | 878,300 | 11,578 | ||||||
Netherlands Antilles - 1.9% | ||||||||
Schlumberger, Ltd. | 173,214 | 15,546 | ||||||
Spain - 2.0% | ||||||||
Telefonica SA | 615,612 | 16,549 | ||||||
Sweden - 1.6% | ||||||||
Hennes & Mauritz AB - Class B ^ | 364,030 | 12,862 | ||||||
Switzerland - 6.8% | ||||||||
Credit Suisse Group AG | 274,900 | 12,493 | ||||||
Julius Baer Group, Ltd. ‡ | 182,855 | 8,545 | ||||||
Logitech International SA ‡^ | 60,893 | 843 | ||||||
Nestle SA | 274,696 | 17,053 | ||||||
Novartis AG | 284,441 | 16,886 | ||||||
Taiwan - 2.7% | ||||||||
High Tech Computer Corp. | 498,015 | 22,607 | ||||||
Turkey - 1.2% | ||||||||
Turkiye Garanti Bankasi AS | 1,932,943 | 10,014 | ||||||
United Kingdom - 16.1% | ||||||||
ARM Holdings PLC | 852,614 | 8,837 | ||||||
BG Group PLC | 660,966 | 17,021 | ||||||
British American Tobacco PLC | 417,029 | 18,223 | ||||||
Carnival PLC | 324,955 | 13,084 | ||||||
Kingfisher PLC | 2,903,490 | 13,340 | ||||||
Pearson PLC | 447,707 | 8,581 | ||||||
Reckitt Benckiser Group PLC | 236,726 | 13,173 | ||||||
SABMiller PLC | 215,865 | 8,064 | ||||||
Standard Chartered PLC | 517,577 | 14,384 | ||||||
Tesco PLC | 2,714,223 | 18,299 | ||||||
United States - 0.0% ∞ | ||||||||
Southern Copper Corp. | 10,800 | 405 | ||||||
Total Common Stocks (cost $622,036) | 801,712 | |||||||
SECURITIES LENDING COLLATERAL - 7.9% | ||||||||
State Street Navigator Securities Lending Trust - Prime Portfolio 0.24%▲ | 65,003,171 | 65,003 | ||||||
Total Securities Lending Collateral (cost $65,003) |
Principal | Value | |||||||
REPURCHASE AGREEMENT - 0.4% | ||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $2,915 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 4.00%, due 04/01/2025, with a value of $2,975. | $ | 2,915 | 2,915 | |||||
Total Repurchase Agreement (cost $2,915) | ||||||||
Total Investment Securities (cost $700,443) # | 891,284 | |||||||
Other Assets and Liabilities - Net | (65,433 | ) | ||||||
Net Assets | $ | 825,851 | ||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 118
At April 30, 2011
(all amounts in thousands)
(unaudited)
Amount in U.S. | Net Unrealized | |||||||||||||||
Settlement | Dollars Bought | Appreciation | ||||||||||||||
Currency | Bought (Sold) | Date | (Sold) | (Depreciation) | ||||||||||||
Mexican Peso | 34,799 | 05/24/2011 | $ | 2,841 | $ | 176 | ||||||||||
Mexican Peso | (237,961 | ) | 05/24/2011 | (19,021 | ) | (1,607 | ) | |||||||||
$ | (1,431 | ) | ||||||||||||||
Percentage of | ||||||||
INVESTMENTS BY INDUSTRY: | Total Investments | Value | ||||||
Commercial Banks | 8.8 | % | $ | 79,502 | ||||
Oil, Gas & Consumable Fuels | 6.9 | 60,544 | ||||||
Automobiles | 6.1 | 55,190 | ||||||
Pharmaceuticals | 5.6 | 50,739 | ||||||
Diversified Financial Services | 4.2 | 37,769 | ||||||
Capital Markets | 4.0 | 34,941 | ||||||
Machinery | 3.7 | 31,687 | ||||||
Metals & Mining | 3.4 | 31,519 | ||||||
Food & Staples Retailing | 3.3 | 29,661 | ||||||
Textiles, Apparel & Luxury Goods | 3.2 | 28,646 | ||||||
Insurance | 3.2 | 28,474 | ||||||
Specialty Retail | 2.9 | 26,202 | ||||||
Chemicals | 2.9 | 25,863 | ||||||
Energy Equipment & Services | 2.6 | 23,623 | ||||||
Computers & Peripherals | 2.6 | 23,450 | ||||||
Health Care Providers & Services | 2.6 | 22,907 | ||||||
Media | 2.4 | 20,677 | ||||||
Software | 2.1 | 18,965 | ||||||
Industrial Conglomerates | 2.1 | 18,316 | ||||||
Tobacco | 2.0 | 18,223 | ||||||
Food Products | 1.9 | 17,053 | ||||||
Diversified Telecommunication Services | 1.9 | 16,549 | ||||||
Wireless Telecommunication Services | 1.7 | 14,433 | ||||||
Household Products | 1.5 | 13,173 | ||||||
Hotels, Restaurants & Leisure | 1.5 | 13,084 | ||||||
Construction Materials | 1.4 | 12,142 | ||||||
Road & Rail | 1.3 | 11,937 | ||||||
Personal Products | 1.3 | 11,151 | ||||||
Office Electronics | 1.2 | 10,771 | ||||||
Semiconductors & Semiconductor Equipment | 1.0 | 8,837 | ||||||
Health Care Equipment & Supplies | 1.0 | 8,583 | ||||||
Beverages | 0.9 | 8,064 | ||||||
Aerospace & Defense | 0.7 | 6,598 | ||||||
Electrical Equipment | 0.5 | 4,093 | ||||||
Investment Securities, at Value | 92.4 | 823,366 | ||||||
Short-Term Investments | 7.6 | 67,918 | ||||||
Total Investments | 100.0 | % | $ | 891,284 | ||||
▲ | Rate shown reflects the yield at 04/29/2011. | |
^ | All or a portion of this security is on loan. The value of all securities on loan is $61,874. | |
‡ | Non-income producing security. | |
∞ | Percentage rounds to less than 0.1%. | |
# | Aggregate cost for federal income tax purposes is $700,443. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $198,536 and $7,695, respectively. Net unrealized appreciation for tax purposes is $190,841. | |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 119
At April 30, 2011
(all amounts in thousands)
(unaudited)
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 109,581 | $ | 692,131 | $ | — | $ | 801,712 | ||||||||
Preferred Stocks | — | 21,654 | — | 21,654 | ||||||||||||
Repurchase Agreement | — | 2,915 | — | 2,915 | ||||||||||||
Securities Lending Collateral | 65,003 | — | — | 65,003 | ||||||||||||
Total | $ | 174,584 | $ | 716,700 | $ | — | $ | 891,284 | ||||||||
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Total at | |||||||||||||
Other Financial Instruments ₣ | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Forward Foreign Currency Contracts - Appreciation | $ | — | $ | 176 | $ | — | $ | 176 | ||||||||
Forward Foreign Currency Contracts - Depreciation | — | (1,607 | ) | — | (1,607 | ) | ||||||||||
Total | $ | — | $ | (1,431 | ) | $ | — | $ | (1,431 | ) | ||||||
Э | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. | |
₣ | Other financial instruments are derivative instruments that are valued at unrealized appreciation (depreciation) on the instrument. | |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 120
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
COMMON STOCKS - 97.3% | ||||||||
Aerospace & Defense - 3.4% | ||||||||
Boeing Co. | 152,100 | $ | 12,134 | |||||
General Dynamics Corp. | 165,900 | 12,081 | ||||||
Air Freight & Logistics - 1.3% | ||||||||
FedEx Corp. ^ | 93,900 | 8,983 | ||||||
Airlines - 1.1% | ||||||||
Southwest Airlines Co. ^ | 672,500 | 7,902 | ||||||
Auto Components - 1.5% | ||||||||
Johnson Controls, Inc. | 258,600 | 10,603 | ||||||
Automobiles - 1.1% | ||||||||
General Motors Co. ‡^ | 231,000 | 7,413 | ||||||
Beverages - 1.6% | ||||||||
PepsiCo, Inc. | 160,500 | 11,057 | ||||||
Capital Markets - 4.5% | ||||||||
Bank of New York Mellon Corp. | 316,055 | 9,153 | ||||||
Goldman Sachs Group, Inc. | 69,600 | 10,510 | ||||||
Morgan Stanley ^ | 467,400 | 12,223 | ||||||
Chemicals - 1.6% | ||||||||
Celanese Corp. - Series A ^ | 231,900 | 11,576 | ||||||
Commercial Banks - 5.3% | ||||||||
U.S. Bancorp | 561,000 | 14,485 | ||||||
Wells Fargo & Co. | 781,300 | 22,744 | ||||||
Computers & Peripherals - 1.3% | ||||||||
Hewlett-Packard Co. | 220,600 | 8,906 | ||||||
Diversified Consumer Services - 0.5% | ||||||||
Apollo Group, Inc. - Class A ‡ | 88,100 | 3,527 | ||||||
Diversified Financial Services - 6.3% | ||||||||
Citigroup, Inc. ‡ | 4,196,800 | 19,263 | ||||||
JPMorgan Chase & Co. | 540,800 | 24,677 | ||||||
Diversified Telecommunication Services - 2.8% | ||||||||
AT&T, Inc. | 632,000 | 19,668 | ||||||
Electric Utilities - 5.9% | ||||||||
American Electric Power Co., Inc. | 338,900 | 12,363 | ||||||
Edison International | 232,700 | 9,138 | ||||||
FirstEnergy Corp. ^ | 326,800 | 13,059 | ||||||
Nextera Energy, Inc. ^ | 123,700 | 6,998 | ||||||
Energy Equipment & Services - 2.5% | ||||||||
Noble Corp. ^ | 409,000 | 17,591 | ||||||
Food & Staples Retailing - 1.9% | ||||||||
Kroger Co. | 557,100 | 13,543 | ||||||
Food Products - 1.8% | ||||||||
Kraft Foods, Inc. - Class A ^ | 372,400 | 12,505 | ||||||
Health Care Equipment & Supplies - 5.1% | ||||||||
Baxter International, Inc. | 124,200 | 7,067 | ||||||
Boston Scientific Corp. ‡^ | 801,000 | 5,999 | ||||||
Covidien PLC | 249,400 | 13,890 | ||||||
Medtronic, Inc. | 205,900 | 8,596 | ||||||
Health Care Providers & Services - 2.5% | ||||||||
UnitedHealth Group, Inc. | 361,200 | 17,782 | ||||||
Hotels, Restaurants & Leisure - 1.3% | ||||||||
Carnival Corp. ^ | 235,200 | 8,954 | ||||||
Household Durables - 1.0% | ||||||||
Fortune Brands, Inc. ^ | 104,000 | 6,768 | ||||||
Household Products - 4.5% | ||||||||
Colgate-Palmolive Co. | 93,300 | 7,870 | ||||||
Procter & Gamble Co. ^ | 366,500 | 23,786 | ||||||
Insurance - 3.7% | ||||||||
Aflac, Inc. | 189,000 | 10,620 | ||||||
MetLife, Inc. | 325,900 | 15,249 | ||||||
Machinery - 2.0% | ||||||||
Illinois Tool Works, Inc. ^ | 237,300 | 13,861 | ||||||
Media - 5.1% | ||||||||
Comcast Corp. - Class A | 653,900 | 17,158 | ||||||
Viacom, Inc. - Class B | 375,300 | 19,200 | ||||||
Oil, Gas & Consumable Fuels - 8.3% | ||||||||
EOG Resources, Inc. ^ | 79,700 | 8,999 | ||||||
Exxon Mobil Corp. | 302,400 | 26,611 | ||||||
Hess Corp. | 80,500 | 6,920 | ||||||
Ultra Petroleum Corp. ‡^ | 303,300 | 15,405 | ||||||
Personal Products - 0.9% | ||||||||
Avon Products, Inc. ^ | 212,600 | 6,246 | ||||||
Pharmaceuticals - 6.1% | ||||||||
Johnson & Johnson | 377,500 | 24,809 | ||||||
Merck & Co., Inc. | 501,000 | 18,011 | ||||||
Road & Rail - 3.5% | ||||||||
Hertz Global Holdings, Inc. ‡ | 642,500 | 11,057 | ||||||
Norfolk Southern Corp. | 179,800 | 13,428 | ||||||
Semiconductors & Semiconductor Equipment - 1.1% | ||||||||
Intersil Corp. - Class A ^ | 535,100 | 7,903 | ||||||
Software - 5.0% | ||||||||
Adobe Systems, Inc. ‡^ | 366,400 | 12,293 | ||||||
Microsoft Corp. | 550,600 | 14,327 | ||||||
Symantec Corp. ‡ | 442,000 | 8,685 | ||||||
Specialty Retail - 2.8% | ||||||||
GameStop Corp. - Class A ‡^ | 277,900 | 7,136 | ||||||
Lowe’s Cos., Inc. | 473,900 | 12,440 | ||||||
Total Common Stocks (cost $570,871) | 683,171 | |||||||
INVESTMENT COMPANY - 1.2% | ||||||||
Capital Markets - 1.2% | ||||||||
SPDR S&P 500 ETF Trust ^ | 62,000 | 8,465 | ||||||
Total Investment Company (cost $7,105) | ||||||||
SECURITIES LENDING COLLATERAL - 20.5% | ||||||||
State Street Navigator Securities Lending Trust - Prime Portfolio, 0.24% ▲ | 143,765,687 | 143,766 | ||||||
Total Securities Lending Collateral (cost $143,766) | ||||||||
Principal | Value | |||||||
REPURCHASE AGREEMENT - 1.4% | ||||||||
State Street Bank & Trust Co. 0.01% ▲, dated 04/29/2011, to be repurchased at $10,116 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 4.00%, due 04/01/2025, with a value of $10,320. | $ | 10,116 | 10,116 | |||||
Total Repurchase Agreement (cost $10,116) | ||||||||
Total Investment Securities (cost $731,858) # | 845,518 | |||||||
Other Assets and Liabilities - Net | (143,340 | ) | ||||||
Net Assets | $ | 702,178 | ||||||
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 121
At April 30, 2011
(all amounts in thousands)
(unaudited)
^ | All or a portion of this security is on loan. The value of all securities on loan is $140,506. | |
‡ | Non-income producing security. | |
▲ | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $731,858. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $117,761 and $4,101, respectively. Net unrealized appreciation for tax purposes is $113,660. |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 651,690 | $ | 31,481 | $ | — | $ | 683,171 | ||||||||
Investment Company | 8,465 | — | — | 8,465 | ||||||||||||
Repurchase Agreement | — | 10,116 | — | 10,116 | ||||||||||||
Securities Lending Collateral | 143,766 | — | — | 143,766 | ||||||||||||
Total | $ | 803,921 | $ | 41,597 | $ | — | $ | 845,518 | ||||||||
Э | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. | |
The notes to the financial statements are an integral part of this report. Transamerica Funds | Semi-Annual Report 2011 |
Page 122
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
PREFERRED STOCKS - 2.9% | ||||||||
Brazil - 2.9% | ||||||||
Braskem SA, 3.77% 5 | 345,300 | $ | 5,026 | |||||
Cia Paranaense de Energia, 2.49% 5 | 156,000 | 4,264 | ||||||
Lojas Americanas SA, 0.64% 5 | 462,100 | 4,112 | ||||||
Total Preferred Stocks (cost $11,593) | 13,402 | |||||||
COMMON STOCKS - 92.5% | ||||||||
Bermuda - 2.6% | ||||||||
Aquarius Platinum, Ltd. ^ | 703,901 | 4,058 | ||||||
Central European Media Enterprises, Ltd. - Class A ‡ | 83,200 | 1,906 | ||||||
Cosco Pacific, Ltd. | 802,000 | 1,656 | ||||||
Shangri-La Asia, Ltd. | 1,490,000 | 4,154 | ||||||
Brazil - 15.1% | ||||||||
Banco Bradesco SA ADR | 216,900 | 4,388 | ||||||
Banco Santander Brasil SA ADR | 410,100 | 4,761 | ||||||
CCR SA | 146,900 | 4,575 | ||||||
Centrais Eletricas Brasileiras SA ‡ | 197,000 | 2,868 | ||||||
Cia de Bebidas das Americas ADR ^ | 79,400 | 2,587 | ||||||
Cielo SA | 259,900 | 2,403 | ||||||
Estacio Participacoes SA | 81,000 | 1,184 | ||||||
GOL Linhas Aereas Inteligentes SA ADR ‡ | 48,100 | 685 | ||||||
Itau Unibanco Holding SA ADR | 195,330 | 4,639 | ||||||
Julio Simoes Logistica SA ‡ | 239,300 | 1,696 | ||||||
MRV Engenharia e Participacoes SA | 212,000 | 1,833 | ||||||
Natura Cosmeticos SA | 156,500 | 4,407 | ||||||
OGX Petroleo e Gas Participacoes SA ‡ | 546,400 | 5,866 | ||||||
Petroleo Brasileiro SA ADR | 487,800 | 18,211 | ||||||
Redecard SA | 160,400 | 2,320 | ||||||
TAM SA ADR | 21,300 | 445 | ||||||
Totvs SA | 112,000 | 2,136 | ||||||
Vale SA - Class B ADR ^ | 137,400 | 4,589 | ||||||
Canada - 1.3% | ||||||||
Pacific Rubiales Energy Corp. | 120,700 | 3,668 | ||||||
Sino-Forest Corp. - Class A ‡ | 90,600 | 2,251 | ||||||
Cayman Islands - 3.0% | ||||||||
Baidu, Inc. ADR ‡ | 31,900 | 4,739 | ||||||
Ctrip.com International, Ltd. ADR ‡ | 26,400 | 1,286 | ||||||
Hengan International Group Co., Ltd. | 562,500 | 4,367 | ||||||
Simcere Pharmaceutical Group ADR ‡ | 36,200 | 459 | ||||||
Tencent Holdings, Ltd. | 96,800 | 2,767 | ||||||
Chile - 0.7% | ||||||||
Enersis S.A. ADR | 148,800 | 3,178 | ||||||
China - 8.6% | ||||||||
Bank of China, Ltd. | 8,978,000 | 4,971 | ||||||
Changsha Zoomlion Heavy Industry Science and Technology Development Co., Ltd. ‡ | 1,259,400 | 3,341 | ||||||
China Construction Bank Corp. - Class H | 7,134,230 | 6,752 | ||||||
China Merchants Bank Co., Ltd. - Class H | 671,985 | 1,731 | ||||||
China Petroleum & Chemical Corp. ADR | 21,100 | 2,126 | ||||||
China Shenhua Energy Co., Ltd. - Class H | 1,944,500 | 9,076 | ||||||
China Shipping Development Co., Ltd. - Class H | 2,702,000 | 2,846 | ||||||
Ping An Insurance Group Co. - Class H | 627,000 | 6,858 | ||||||
Sinopharm Group Co., Ltd. - Class H | 575,600 | 1,986 | ||||||
Egypt - 0.2% | ||||||||
Egyptian Financial Group-Hermes Holding | 353,352 | 1,070 | ||||||
Hong Kong - 2.6% | ||||||||
AIA Group, Ltd. ‡ | 1,154,800 | 3,903 | ||||||
China Merchants Holdings International Co., Ltd. | 352,000 | 1,632 | ||||||
China Mobile, Ltd. | 674,500 | 6,210 | ||||||
Hungary - 1.4% | ||||||||
OTP Bank PLC ‡ | 109,170 | 3,870 | ||||||
Richter Gedeon | 11,269 | 2,358 | ||||||
India - 5.1% | ||||||||
Canara Bank | 203,302 | 2,897 | ||||||
Hero Honda Motors, Ltd. | 104,063 | 4,020 | ||||||
Infosys Technologies, Ltd. ADR ^ | 69,600 | 4,536 | ||||||
Larsen & Toubro, Ltd. | 70,354 | 2,538 | ||||||
Oil & Natural Gas Corp., Ltd. | 195,823 | 1,357 | ||||||
Reliance Industries, Ltd. | 144,292 | 3,216 | ||||||
Rural Electrification Corp., Ltd. | 413,382 | 2,225 | ||||||
Tata Consultancy Services, Ltd. | 110,533 | 2,906 | ||||||
Korea, Republic of - 18.3% | ||||||||
Amorepacific Corp. | 3,601 | 3,629 | ||||||
Cheil Industries, Inc. | 46,383 | 5,107 | ||||||
Dong-A Pharmaceutical Co., Ltd. | 15,859 | 1,554 | ||||||
Green Cross Corp. | 9,501 | 1,232 | ||||||
GS Engineering & Construction Corp. | 33,554 | 4,039 | ||||||
Hana Financial Group, Inc. | 52,200 | 2,211 | ||||||
Hyundai Mobis | 7,092 | 2,376 | ||||||
Hyundai Motor Co. | 35,957 | 8,271 | ||||||
KB Financial Group, Inc. | 107,958 | 5,793 | ||||||
LG Chem, Ltd. | 5,649 | 2,794 | ||||||
LG Electronics, Inc. | 35,353 | 3,398 | ||||||
Lotte Shopping Co., Ltd. | 1,809 | 825 | ||||||
Mirae Asset Securities Co., Ltd. | 44,214 | 1,786 | ||||||
NCSoft Corp. | 9,707 | 2,568 | ||||||
NHN Corp. ‡ | 23,433 | 4,647 | ||||||
POSCO | 13,223 | 5,775 | ||||||
Samsung Card Co. | 42,890 | 2,129 | ||||||
Samsung Electronics Co., Ltd. | 23,213 | 19,344 | ||||||
Samsung Heavy Industries Co., Ltd. | 45,790 | 2,072 | ||||||
Shinhan Financial Group Co., Ltd. | 94,437 | 4,626 | ||||||
Malaysia - 3.2% | ||||||||
AMMB Holdings Bhd | 1,009,800 | 2,175 | ||||||
Axiata Group Bhd ‡ | 2,469,200 | 4,085 | ||||||
CIMB Group Holdings Bhd | 1,314,800 | 3,635 | ||||||
Genting Bhd | 1,259,400 | 4,932 | ||||||
Mexico - 2.9% | ||||||||
America Movil SAB de CV - Series L ADR | 112,490 | 6,435 | ||||||
Fomento Economico Mexicano SAB de CV ADR | 54,300 | 3,415 | ||||||
Wal-Mart de Mexico SAB de CV - Series V | 1,140,400 | 3,566 | ||||||
Netherlands - 0.6% | ||||||||
X5 Retail Group NV GDR ‡ | 73,315 | 2,591 | ||||||
Philippines - 0.5% | ||||||||
Metropolitan Bank & Trust ‡ | 734,540 | 1,178 | ||||||
Philippine Long Distance Telephone Co. ADR | 22,700 | 1,316 | ||||||
Poland - 0.9% | ||||||||
Powszechny Zaklad Ubezpieczen SA | 28,589 | 4,017 | ||||||
Russian Federation - 7.4% | ||||||||
Gazprom OAO ADR | 898,676 | 15,287 | ||||||
Lukoil OAO ADR | 65,570 | 4,570 | ||||||
Novolipetsk Steel OJSC GDR | 43,376 | 1,655 | ||||||
Rosneft Oil Co. GDR | 469,549 | 4,191 | ||||||
Sberbank of Russian Federation | 2,236,118 | 8,173 | ||||||
South Africa - 7.3% | ||||||||
AngloGold Ashanti, Ltd. ADR | 127,800 | 6,515 | ||||||
Aspen Pharmacare Holdings, Ltd. ‡ | 208,175 | 2,568 | ||||||
Barloworld, Ltd. | 543,901 | 6,172 | ||||||
Clicks Group, Ltd. | 484,340 | 3,239 | ||||||
Life Healthcare Group Holdings, Ltd. | 448,515 | 1,148 | ||||||
Naspers, Ltd. - Class N | 44,368 | 2,670 | ||||||
Nedbank Group, Ltd. | 265,409 | 5,912 | ||||||
Sasol, Ltd. | 95,877 | 5,535 | ||||||
Taiwan - 7.4% | ||||||||
Formosa Chemicals & Fibre Corp. | 233,000 | 940 | ||||||
High Tech Computer Corp. | 95,000 | 4,312 | ||||||
Hon Hai Precision Industry Co., Ltd. | 3,395,616 | 12,865 | ||||||
Synnex Technology International Corp. | 1,554,620 | 3,968 | ||||||
Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 237,100 | 3,201 | ||||||
Taiwan Semiconductor Manufacturing Co., Ltd. | 3,466,354 | 8,860 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 123
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
Thailand - 3.1% | ||||||||
Bangkok Bank PCL | 708,900 | $ | 4,038 | |||||
CP ALL PCL | 1,486,200 | 2,153 | ||||||
Kasikornbank PCL | 608,600 | 2,651 | ||||||
PTT Chemical PCL | 1,038,100 | 5,564 | ||||||
Turkey - 0.3% | ||||||||
Turkiye Garanti Bankasi AS | 267,398 | 1,385 | ||||||
Total Common Stocks (cost $388,289) | 425,600 | |||||||
INVESTMENT COMPANY 2.3% | ||||||||
United States - 2.3% | ||||||||
Vanguard MSCI Emerging Markets ETF | 211,100 | 10,677 | ||||||
Total Investment Company (cost $10,571) | ||||||||
SECURITIES LENDING COLLATERAL - 1.9% | ||||||||
State Street Navigator Securities Lending Trust - Prime Portfolio, 0.24% 5 | 8,884,376 | 8,884 | ||||||
Total Securities Lending Collateral (cost $8,884) |
Principal | Value | |||||||
REPURCHASE AGREEMENT - 1.1% | ||||||||
State Street Bank & Trust Co. 0.01% 5, dated 04/29/2011, to be repurchased at $4,891 on 05/02/2011. Collateralized by a U.S. Government Agency Obligation, 3.50%, due 12/01/2025, with a value of $4,992. | $ | 4,891 | $ | 4,891 | ||||
Total Repurchase Agreement (cost $4,891) | ||||||||
Total Investment Securities (cost $424,228) # | 463,454 | |||||||
Other Assets and Liabilities - Net | (3,341 | ) | ||||||
Net Assets | $ | 460,113 | ||||||
Amount in U.S. | Net Unrealized | |||||||||||||||
Settlement | Dollars Bought | Appreciation | ||||||||||||||
Currency | Bought (Sold) | Date | (Sold) | (Depreciation) | ||||||||||||
South African Rand | (3,800 | ) | 06/03/2011 | $ | (493 | ) | $ | (83 | ) | |||||||
South African Rand | (14,805 | ) | 06/03/2011 | (1,805 | ) | (439 | ) | |||||||||
Turkish Lira | 2,256 | 05/16/2011 | 1,454 | 25 | ||||||||||||
Turkish Lira | (2,256 | ) | 05/16/2011 | (1,419 | ) | (60 | ) | |||||||||
$ | (557 | ) | ||||||||||||||
Percentage of | ||||||||
INVESTMENTS BY INDUSTRY | Total Investments | Value | ||||||
Oil, Gas & Consumable Fuels | 15.8 | % | $ | 73,103 | ||||
Commercial Banks | 15.4 | 71,400 | ||||||
Semiconductors & Semiconductor Equipment | 6.8 | 31,405 | ||||||
Metals & Mining | 4.9 | 22,592 | ||||||
Chemicals | 4.2 | 19,431 | ||||||
Wireless Telecommunication Services | 3.9 | 18,046 | ||||||
Electronic Equipment & Instruments | 3.6 | 16,833 | ||||||
Insurance | 3.2 | 14,778 | ||||||
Personal Products | 2.7 | 12,403 | ||||||
Automobiles | 2.7 | 12,291 | ||||||
IT Services | 2.6 | 12,165 | ||||||
Internet Software & Services | 2.6 | 12,153 | ||||||
Emerging Market - Equity | 2.3 | 10,677 | ||||||
Hotels, Restaurants & Leisure | 2.2 | 10,372 | ||||||
Electric Utilities | 2.2 | 10,310 | ||||||
Transportation Infrastructure | 2.1 | 9,559 | ||||||
Food & Staples Retailing | 1.8 | 8,310 | ||||||
Multiline Retail | 1.8 | 8,176 | ||||||
Pharmaceuticals | 1.8 | 8,171 | ||||||
Diversified Financial Services | 1.4 | 6,611 | ||||||
Construction & Engineering | 1.4 | 6,577 | ||||||
Trading Companies & Distributors | 1.3 | 6,172 | ||||||
Beverages | 1.3 | 6,002 | ||||||
Machinery | 1.1 | 5,413 | ||||||
Software | 1.1 | 4,704 | ||||||
Media | 1.0 | 4,576 | ||||||
Computers & Peripherals | 0.9 | 4,312 | ||||||
Household Durables | 0.7 | 3,398 | ||||||
Health Care Providers & Services | 0.6 | 3,134 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 124
At April 30, 2011
(all amounts in thousands)
(unaudited)
Percentage of | ||||||||
INVESTMENTS BY INDUSTRY (continued) | Total Investments | Value | ||||||
Capital Markets | 0.6 | % | $ | 2,856 | ||||
Marine | 0.6 | 2,846 | ||||||
Auto Components | 0.5 | 2,376 | ||||||
Paper & Forest Products | 0.5 | 2,251 | ||||||
Consumer Finance | 0.5 | 2,129 | ||||||
Real Estate Management & Development | 0.4 | 1,833 | ||||||
Diversified Consumer Services | 0.3 | 1,184 | ||||||
Airlines | 0.2 | 1,130 | ||||||
Investment Securities, at Value | 97.0 | 449,679 | ||||||
Short-Term Investments | 3.0 | 13,775 | ||||||
Total Investments | 100.0 | % | $ | 463,454 | ||||
NOTES TO SCHEDULE OF INVESTMENTS: | ||
5 | Rate shown reflects the yield at 04/29/2011. | |
^ | All or a portion of this security is on loan. The value of all securities on loan is $8,607. | |
‡ | Non-income producing security. | |
# | Aggregate cost for federal income tax purposes is $424,228. Aggregate gross unrealized appreciation/depreciation for all securities in which there is an excess of value over tax cost were $47,716 and $8,490, respectively. Net unrealized appreciation for tax purposes is $39,226. | |
DEFINITIONS: | ||
ADR | American Depositary Receipt | |
ETF | Exchange-Traded Fund | |
GDR | Global Depositary Receipt | |
OAO | Otkrytoe Aktsionernoe Obschestvo (Russian: Open Joint Stock Corporation) | |
OJSC | Open Joint Stock Company |
Level 3 - | ||||||||||||||||
Level 2 - Other | Significant | |||||||||||||||
Level 1 - Quoted | Significant | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Observable Inputs | Inputs | 04/30/2011 | ||||||||||||
Common Stocks | $ | 117,498 | $ | 308,102 | $ | — | $ | 425,600 | ||||||||
Investment Company | 10,677 | — | — | 10,677 | ||||||||||||
Preferred Stocks | 13,402 | — | — | 13,402 | ||||||||||||
Repurchase Agreement | — | 4,891 | — | 4,891 | ||||||||||||
Securities Lending Collateral | 8,884 | — | — | 8,884 | ||||||||||||
Total | $ | 150,461 | $ | 312,993 | $ | — | $ | 463,454 | ||||||||
Level 3 - | ||||||||||||||||
Level 2 - Other | Significant | |||||||||||||||
Level 1 - Quoted | Significant | Unobservable | Total at | |||||||||||||
Other Financial Instruments ₣ | Prices | Observable Inputs | Inputs | 04/30/2011 | ||||||||||||
Forward Foreign Currency Contracts - Appreciation | $ | — | $ | 25 | $ | — | $ | 25 | ||||||||
Forward Foreign Currency Contracts - Depreciation | — | (582 | ) | — | (582 | ) | ||||||||||
Total | $ | — | $ | (557 | ) | $ | — | $ | (557 | ) | ||||||
э | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. | |
₣ | Other financial instruments are derivative instruments that are valued at unrealized appreciation (depreciation) on the instrument. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 125
At April 30, 2011
(all amounts except per share amounts in thousands)
(unaudited)
Transamerica | Transamerica | Transamerica | Transamerica | Transamerica | ||||||||||||||||||||
BlackRock | BlackRock | Clarion Global | Federated | Transamerica | Hansberger | |||||||||||||||||||
Global | Large Cap | Real Estate | Market | First Quadrant | International | |||||||||||||||||||
Allocation | Value | Securities | Opportunity | Global Macro | Value(A) | |||||||||||||||||||
Assets: | ||||||||||||||||||||||||
Investment securities, at value | $ | 565,949 | $ | 805,014 | $ | 329,664 | $ | — | $ | 43,250 | $ | 312,456 | ||||||||||||
Repurchase agreement, at value | 130 | — | 2,337 | 53,657 | 104,059 | 5,132 | ||||||||||||||||||
Cash on deposit with broker | 3,557 | — | — | — | — | — | ||||||||||||||||||
Foreign currency, at value | 486 | — | 56 | — | 1 | 40 | ||||||||||||||||||
Receivables: | ||||||||||||||||||||||||
Investment securities sold | 3,289 | — | 469 | — | — | 3 | ||||||||||||||||||
Shares of beneficial interest sold | 277 | 27 | 7 | — | 17 | 46 | ||||||||||||||||||
Interest | 1,745 | — | (B) | — | (B) | 8 | — | (B) | — | (B) | ||||||||||||||
Securities lending income (net) | 37 | 60 | 28 | 2 | — | 16 | ||||||||||||||||||
Dividends | 928 | 679 | 699 | 55 | — | 823 | ||||||||||||||||||
Dividend reclaims | 116 | — | 56 | 3 | 27 | 211 | ||||||||||||||||||
Variation margin | — | — | — | — | 631 | — | ||||||||||||||||||
Other | 1 | 1 | 1 | — | 9 | — | ||||||||||||||||||
Prepaid expenses | 2 | 3 | 1 | — | (B) | 1 | 1 | |||||||||||||||||
Unrealized appreciation on forward foreign currency contracts | 1,085 | — | — | 157 | 6,881 | — | ||||||||||||||||||
$ | 577,602 | $ | 805,784 | $ | 333,318 | $ | 53,882 | $ | 154,876 | $ | 318,728 | |||||||||||||
Liabilities: | ||||||||||||||||||||||||
Cash deposit due to broker | 100 | — | — | — | — | — | ||||||||||||||||||
Accounts payable and accrued liabilities: | ||||||||||||||||||||||||
Investment securities purchased | 2,927 | — | — | — | — | 810 | ||||||||||||||||||
Shares of beneficial interest redeemed | 911 | 8 | 278 | — | — | 21 | ||||||||||||||||||
Management and advisory fees | 301 | 405 | 175 | 35 | 160 | 188 | ||||||||||||||||||
Trustees fees | 1 | 2 | 1 | — | (B) | — | (B) | — | (B) | |||||||||||||||
Transfer agent fees | 3 | 4 | 1 | — | (B) | 1 | 2 | |||||||||||||||||
Custody fees | 54 | 20 | 32 | 12 | 33 | 25 | ||||||||||||||||||
Administration fees | 8 | 10 | 4 | 1 | 2 | 4 | ||||||||||||||||||
Audit and tax fees | 31 | 5 | 10 | 9 | 11 | 9 | ||||||||||||||||||
Variation margin | 341 | — | — | — | — | — | ||||||||||||||||||
Capital gains tax | 82 | — | — | — | — | — | ||||||||||||||||||
Other | 1 | 9 | 4 | 1 | 1 | 3 | ||||||||||||||||||
Collateral for securities on loan | 45,106 | 138,589 | 48,099 | — | — | 34,852 | ||||||||||||||||||
Written options and swaptions, at value | 901 | — | — | — | 946 | — | ||||||||||||||||||
Unrealized depreciation on forward foreign currency contracts | 438 | — | — | 186 | 8,085 | — | ||||||||||||||||||
51,205 | 139,052 | 48,604 | 244 | 9,239 | 35,914 | |||||||||||||||||||
Net assets | $ | 526,397 | $ | 666,732 | $ | 284,714 | $ | 53,638 | $ | 145,637 | $ | 282,814 | ||||||||||||
Net assets consist of: | ||||||||||||||||||||||||
Shares of beneficial interest, unlimited shares authorized, no par value | $ | 450,845 | $ | 670,975 | $ | 317,245 | $ | 62,898 | $ | 214,228 | $ | 435,179 | ||||||||||||
Undistributed (accumulated) net investment income (loss) | 2,173 | 1,301 | (16,903 | ) | (41 | ) | (1,002 | ) | (651 | ) | ||||||||||||||
Undistributed (accumulated) net realized gain (loss) from investments | (8,764 | ) | (135,949 | ) | (91,926 | ) | (9,193 | ) | (67,165 | ) | (169,534 | ) | ||||||||||||
Net unrealized appreciation (depreciation) on: | ||||||||||||||||||||||||
Investment securities | 81,978 | 130,405 | 76,285 | — | 212 | 17,798 | ||||||||||||||||||
Futures contracts | (341 | ) | — | — | — | 428 | — | |||||||||||||||||
Written option and swaption contracts | (161 | ) | — | — | — | 134 | — | |||||||||||||||||
Translation of assets and liabilities denominated in foreign currencies | 667 | — | 13 | (26 | ) | (1,198 | ) | 22 | ||||||||||||||||
Net assets | $ | 526,397 | $ | 666,732 | $ | 284,714 | $ | 53,638 | $ | 145,637 | $ | 282,814 | ||||||||||||
Shares outstanding | 44,292 | 67,424 | 22,011 | 6,032 | 23,973 | 33,129 | ||||||||||||||||||
Net asset value and offering price per share | $ | 11.88 | $ | 9.89 | $ | 12.94 | $ | 8.89 | $ | 6.08 | $ | 8.54 | ||||||||||||
Investment securities, at cost | $ | 483,971 | $ | 674,609 | $ | 253,379 | $ | — | $ | 43,038 | $ | 294,658 | ||||||||||||
Repurchase agreement, at cost | $ | 130 | $ | — | $ | 2,337 | $ | 53,657 | $ | 104,059 | $ | 5,132 | ||||||||||||
Foreign currency, at cost | $ | 463 | $ | — | $ | 56 | $ | — | $ | 1 | $ | 40 | ||||||||||||
Securities loaned, at value | $ | 43,707 | $ | 135,227 | $ | 46,535 | $ | — | $ | — | $ | 33,423 | ||||||||||||
Premium received on written option & swaption contracts | $ | 740 | $ | — | $ | — | $ | — | $ | 1,080 | $ | — | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 126
At April 30, 2011
(all amounts except per share amounts in thousands)
(unaudited)
Transamerica | Transamerica | |||||||||||||||||||||||
Transamerica | Transamerica | JPMorgan | JPMorgan | Transamerica | Transamerica | |||||||||||||||||||
Jennison | JPMorgan Core | International | Long/Short | JPMorgan Mid | Loomis Sayles | |||||||||||||||||||
Growth | Bond | Bond | Strategy(C) | Cap Value | Bond | |||||||||||||||||||
Assets: | ||||||||||||||||||||||||
Investment securities, at value | $ | 988,338 | $ | 1,128,301 | $ | 357,526 | $ | 119,192 | $ | 231,876 | $ | 640,643 | ||||||||||||
Repurchase agreement, at value | 3,135 | 73,434 | 4,938 | 67 | 5,537 | 5,859 | ||||||||||||||||||
Cash on deposit with broker | — | — | — | 93,458 | — | — | ||||||||||||||||||
Foreign currency, at value | — | — | 3,399 | — | — | — | ||||||||||||||||||
Receivables: | ||||||||||||||||||||||||
Investment securities sold | 5,284 | 353 | — | 1,644 | 989 | 1,419 | ||||||||||||||||||
Shares of beneficial interest sold | 36 | 1,222 | 185 | 10 | — | 616 | ||||||||||||||||||
Interest | — | (B) | 8,393 | 4,497 | — | (B) | — | (B) | 8,488 | |||||||||||||||
Securities lending income (net) | 25 | 13 | — | (B) | — | 10 | 11 | |||||||||||||||||
Dividends | 145 | — | — | 131 | 94 | 72 | ||||||||||||||||||
Dividend reclaims | 75 | — | — | 2 | — | — | ||||||||||||||||||
Variation margin | — | — | 18 | — | — | — | ||||||||||||||||||
Other | 1 | 2 | 29 | — | — | 1 | ||||||||||||||||||
Prepaid expenses | 3 | 5 | 2 | — | (B) | 1 | 3 | |||||||||||||||||
Unrealized appreciation on forward foreign currency contracts | — | — | 5,009 | — | — | — | ||||||||||||||||||
$ | 997,042 | $ | 1,211,723 | $ | 375,603 | $ | 214,504 | $ | 238,507 | $ | 657,112 | |||||||||||||
Liabilities: | ||||||||||||||||||||||||
Accounts payable and accrued liabilities: | ||||||||||||||||||||||||
Investment securities purchased | 4,195 | 2,303 | — | 1,457 | 263 | 1,109 | ||||||||||||||||||
Shares of beneficial interest redeemed | 12 | 20 | 280 | — | 2 | 299 | ||||||||||||||||||
Management and advisory fees | 486 | 382 | 151 | 123 | 121 | 295 | ||||||||||||||||||
Trustees fees | 1 | 2 | 1 | — | (B) | — | (B) | 1 | ||||||||||||||||
Transfer agent fees | 2 | 7 | 2 | 1 | 1 | 4 | ||||||||||||||||||
Custody fees | 10 | 35 | 42 | 6 | 8 | 19 | ||||||||||||||||||
Administration fees | 13 | 18 | 6 | 2 | 3 | 9 | ||||||||||||||||||
Audit and tax fees | 9 | 5 | 10 | 10 | 9 | 10 | ||||||||||||||||||
Dividends from securities sold short | — | — | — | 91 | — | — | ||||||||||||||||||
Other | 8 | 12 | 6 | 16 | 3 | 7 | ||||||||||||||||||
Collateral for securities on loan | 151,859 | 71,973 | 978 | — | 48,471 | 64,437 | ||||||||||||||||||
Securities sold short, at value | — | — | — | 95,172 | — | — | ||||||||||||||||||
Unrealized depreciation on forward foreign currency contracts | — | — | 4,468 | — | — | — | ||||||||||||||||||
156,595 | 74,757 | 5,944 | 96,878 | 48,881 | 66,190 | |||||||||||||||||||
Net assets | $ | 840,447 | $ | 1,136,966 | $ | 369,659 | $ | 117,626 | $ | 189,626 | $ | 590,922 | ||||||||||||
Net assets consist of: | ||||||||||||||||||||||||
Shares of beneficial interest, unlimited shares authorized, no par value | $ | 620,250 | $ | 1,110,840 | $ | 329,501 | $ | 130,270 | $ | 161,897 | $ | 512,422 | ||||||||||||
Undistributed (accumulated) net investment income (loss) | (578 | ) | (615 | ) | (6,259 | ) | (1,149 | ) | 190 | 2,400 | ||||||||||||||
Undistributed (accumulated) net realized gain (loss) from investments | (7,424 | ) | 3,298 | 6,679 | (11,820 | ) | (22,740 | ) | 9,091 | |||||||||||||||
Net unrealized appreciation (depreciation) on: | ||||||||||||||||||||||||
Investment securities | 228,199 | 23,443 | 38,194 | 7,278 | 50,279 | 66,897 | ||||||||||||||||||
Futures contracts | — | — | 657 | — | — | — | ||||||||||||||||||
Translation of assets and liabilities denominated in foreign currencies | — | — | 887 | — | — | 112 | ||||||||||||||||||
Securities sold short | — | — | — | (6,953 | ) | — | — | |||||||||||||||||
Net assets | $ | 840,447 | $ | 1,136,966 | $ | 369,659 | $ | 117,626 | $ | 189,626 | $ | 590,922 | ||||||||||||
Shares outstanding | 62,021 | 110,015 | 32,804 | 14,414 | 16,009 | 52,595 | ||||||||||||||||||
Net asset value and offering price per share | $ | 13.55 | $ | 10.33 | $ | 11.27 | $ | 8.16 | $ | 11.85 | $ | 11.24 | ||||||||||||
Investment securities, at cost | $ | 760,139 | $ | 1,104,858 | $ | 319,332 | $ | 111,914 | $ | 181,597 | $ | 573,746 | ||||||||||||
Repurchase agreement, at cost | $ | 3,135 | $ | 73,434 | $ | 4,938 | $ | 67 | $ | 5,537 | $ | 5,859 | ||||||||||||
Foreign currency, at cost | $ | — | $ | — | $ | 3,316 | $ | — | $ | — | $ | — | ||||||||||||
Securities loaned, at value | $ | 148,505 | $ | 70,527 | $ | 959 | $ | — | $ | 47,354 | $ | 62,763 | ||||||||||||
Proceeds received from securities sold short | $ | — | $ | — | $ | — | $ | 88,219 | $ | — | $ | — | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 127
At April 30, 2011
(all amounts except per share amounts in thousands)
(unaudited)
Transamerica | Transamerica | Transamerica | Transamerica | Transamerica | ||||||||||||||||||||
MFS | Morgan Stanley | Transamerica | Morgan Stanley | Neuberger | Oppenheimer | |||||||||||||||||||
International | Emerging | Morgan Stanley | Small Company | Berman | Developing | |||||||||||||||||||
Equity | Markets Debt | Mid-Cap Growth | Growth | International | Markets | |||||||||||||||||||
Assets: | ||||||||||||||||||||||||
Investment securities, at value | $ | 664,933 | $ | 321,098 | $ | 388,556 | $ | 275,269 | $ | 723,975 | $ | 674,640 | ||||||||||||
Repurchase agreement, at value | 7,257 | 17,675 | 7,327 | 11,429 | 5,327 | 31,275 | ||||||||||||||||||
Foreign currency, at value | 1,229 | 822 | 5 | 5 | 26 | 1,586 | ||||||||||||||||||
Receivables: | ||||||||||||||||||||||||
Investment securities sold | 4,993 | — | 186 | 181 | 3,339 | 3,152 | ||||||||||||||||||
Shares of beneficial interest sold | 89 | 452 | 41 | 36 | 107 | 106 | ||||||||||||||||||
Interest | — | (B) | 4,723 | — | (B) | — | (B) | — | (B) | — | (B) | |||||||||||||
Securities lending income (net) | 50 | 8 | 62 | 46 | 35 | 8 | ||||||||||||||||||
Dividends | 3,125 | — | 36 | 15 | 2,497 | 1,226 | ||||||||||||||||||
Dividend reclaims | 846 | — | 37 | — | 834 | 12 | ||||||||||||||||||
Variation margin | — | 119 | — | — | — | — | ||||||||||||||||||
Other | 1 | 1 | 2 | — | 1 | 1 | ||||||||||||||||||
Prepaid expenses | 2 | 2 | 1 | 1 | 3 | 2 | ||||||||||||||||||
$ | 682,525 | $ | 344,900 | $ | 396,253 | $ | 286,982 | $ | 736,144 | $ | 712,008 | |||||||||||||
Liabilities: | ||||||||||||||||||||||||
Cash deposit due to custodian | — | 28 | — | — | — | — | ||||||||||||||||||
Accounts payable and accrued liabilities: | ||||||||||||||||||||||||
Investment securities purchased | 4,428 | — | — | 383 | 3,959 | 10,355 | ||||||||||||||||||
Shares of beneficial interest redeemed | 159 | 8 | 28 | 67 | 115 | 102 | ||||||||||||||||||
Management and advisory fees | 406 | 215 | 221 | 170 | 487 | 570 | ||||||||||||||||||
Trustees fees | 1 | 1 | — | (B) | — | (B) | 1 | 1 | ||||||||||||||||
Transfer agent fees | 2 | 2 | 2 | 1 | 4 | 4 | ||||||||||||||||||
Custody fees | 46 | 21 | 15 | 9 | 39 | 78 | ||||||||||||||||||
Administration fees | 9 | 5 | 6 | 4 | 10 | 10 | ||||||||||||||||||
Audit and tax fees | 9 | 10 | 9 | 9 | 7 | 20 | ||||||||||||||||||
Capital gains tax | — | — | — | — | — | 122 | ||||||||||||||||||
Other | 7 | 4 | 4 | 2 | 6 | 7 | ||||||||||||||||||
Collateral for securities on loan | 70,373 | 49,349 | 35,982 | 57,297 | 68,431 | 45,874 | ||||||||||||||||||
75,440 | 49,643 | 36,267 | 57,942 | 73,059 | 57,143 | |||||||||||||||||||
Net assets | $ | 607,085 | $ | 295,257 | $ | 359,986 | $ | 229,040 | $ | 663,085 | $ | 654,865 | ||||||||||||
Net assets consist of: | ||||||||||||||||||||||||
Shares of beneficial interest, unlimited shares authorized, no par value | $ | 471,158 | $ | 287,458 | $ | 223,582 | $ | 163,789 | $ | 675,362 | $ | 490,837 | ||||||||||||
Undistributed (accumulated) net investment income (loss) | 4,255 | 1,393 | (56 | ) | 52 | 1,767 | 84 | |||||||||||||||||
Undistributed (accumulated) net realized gain (loss) from investments | 19,995 | 248 | 11,709 | (2,278 | ) | (186,080 | ) | 9,229 | ||||||||||||||||
Net unrealized appreciation (depreciation) on: | ||||||||||||||||||||||||
Investment securities | 111,498 | 5,998 | 124,749 | 67,477 | 171,933 | 155,045 | ||||||||||||||||||
Futures contracts | — | 119 | — | — | — | — | ||||||||||||||||||
Translation of assets and liabilities denominated in foreign currencies | 179 | 41 | 2 | — | 103 | (330 | ) | |||||||||||||||||
Net assets | $ | 607,085 | $ | 295,257 | $ | 359,986 | $ | 229,040 | $ | 663,085 | $ | 654,865 | ||||||||||||
Shares outstanding | 62,074 | 28,007 | 23,885 | 16,787 | 64,273 | 45,672 | ||||||||||||||||||
Net asset value and offering price per share | $ | 9.78 | $ | 10.54 | $ | 15.07 | $ | 13.64 | $ | 10.32 | $ | 14.34 | ||||||||||||
Investment securities, at cost | $ | 553,435 | $ | 315,100 | $ | 263,807 | $ | 207,792 | $ | 552,042 | $ | 519,595 | ||||||||||||
Repurchase agreement, at cost | $ | 7,257 | $ | 17,675 | $ | 7,327 | $ | 11,429 | $ | 5,327 | $ | 31,275 | ||||||||||||
Foreign currency, at cost | $ | 1,229 | $ | 800 | $ | 5 | $ | 5 | $ | 26 | $ | 1,609 | ||||||||||||
Securities loaned, at value | $ | 67,217 | $ | 48,309 | $ | 35,174 | $ | 55,981 | $ | 65,203 | $ | 44,454 | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 128
At April 30, 2011
(all amounts except per share amounts in thousands)
(unaudited)
Transamerica | Transamerica | Transamerica | ||||||||||||||||||||||
Oppenheimer | Transamerica | Transamerica | Schroders | Transamerica | Thornburg | |||||||||||||||||||
Small- & Mid- | PIMCO Real | PIMCO Total | International | Third Avenue | International | |||||||||||||||||||
Cap Value | Return TIPS | Return | Small Cap | Value | Value | |||||||||||||||||||
Assets: | ||||||||||||||||||||||||
Investment securities, at value | $ | 421,391 | $ | 890,210 | $ | 786,423 | $ | 706,993 | $ | 465,479 | $ | 888,369 | ||||||||||||
Repurchase agreement, at value | 27,105 | 4,178 | 8,377 | 10,111 | 54,168 | 2,915 | ||||||||||||||||||
Cash | 20 | — | — | — | — | — | ||||||||||||||||||
Foreign currency, at value | — | 178 | 3,392 | 955 | — | — | ||||||||||||||||||
Receivables: | ||||||||||||||||||||||||
Investment securities sold | 5,341 | 117 | 104,721 | 5,582 | 1 | 2,500 | ||||||||||||||||||
Shares of beneficial interest sold | 45 | 90,436 | 50 | 109 | 69 | 106 | ||||||||||||||||||
Interest | — | (B) | 3,992 | 4,142 | — | (B) | — | (B) | — | (B) | ||||||||||||||
Securities lending income (net) | 20 | 2 | 11 | 78 | 15 | 14 | ||||||||||||||||||
Dividends | 98 | — | 31 | 1,656 | 1,263 | 3,817 | ||||||||||||||||||
Dividend reclaims | — | — | — | 368 | 6 | 626 | ||||||||||||||||||
Other | 1 | 14 | 1 | 1 | 1 | 2 | ||||||||||||||||||
Prepaid expenses | 1 | 5 | 3 | 2 | 2 | 3 | ||||||||||||||||||
Unrealized appreciation on swap agreements | — | 2,047 | 430 | — | — | — | ||||||||||||||||||
Premium paid on swap agreements | — | 2,515 | 1,145 | — | — | — | ||||||||||||||||||
Unrealized appreciation on forward foreign currency contracts | — | 2,619 | 2,655 | — | — | 176 | ||||||||||||||||||
$ | 454,022 | $ | 996,313 | $ | 911,381 | $ | 725,855 | $ | 521,004 | $ | 898,528 | |||||||||||||
Liabilities: | ||||||||||||||||||||||||
Cash deposit due to broker | — | 4,430 | 880 | — | — | — | ||||||||||||||||||
Accounts payable and accrued liabilities: | ||||||||||||||||||||||||
Investment securities purchased | 4,760 | 94,550 | 130,649 | 1,483 | 268 | 4,987 | ||||||||||||||||||
Shares of beneficial interest redeemed | 56 | — | 323 | 114 | 83 | 174 | ||||||||||||||||||
Management and advisory fees | 248 | 402 | 316 | 501 | 275 | 622 | ||||||||||||||||||
Trustees fees | — | (B) | 2 | 1 | — | (B) | — | (B) | 1 | |||||||||||||||
Transfer agent fees | 2 | 4 | 3 | 4 | 3 | 5 | ||||||||||||||||||
Custody fees | 5 | 27 | 31 | 62 | 27 | 49 | ||||||||||||||||||
Administration fees | 6 | 12 | 10 | 10 | 7 | 13 | ||||||||||||||||||
Audit and tax fees | 15 | 12 | 11 | 15 | 9 | 9 | ||||||||||||||||||
Dividends from securities sold short | — | 1 | — | — | — | — | ||||||||||||||||||
Interest payable | — | 19 | 342 | — | — | — | ||||||||||||||||||
Variation margin | — | 12 | 50 | — | — | — | ||||||||||||||||||
Capital gains tax | — | — | — | 13 | — | 199 | ||||||||||||||||||
Other | 4 | 6 | 2 | 7 | 4 | 8 | ||||||||||||||||||
Collateral for securities on loan | 91,868 | 17,853 | 99,296 | 89,874 | 82,701 | 65,003 | ||||||||||||||||||
Reverse repurchase agreement, at value | — | 5,441 | — | — | — | — | ||||||||||||||||||
Written options and swaptions, at value | — | 1,896 | 1,006 | — | — | — | ||||||||||||||||||
Unrealized depreciation on swap agreements | — | 1,129 | 2,207 | — | — | — | ||||||||||||||||||
Premium received on swap agreements | — | 683 | 1,434 | — | — | — | ||||||||||||||||||
Securities sold short, at value | — | — | 68,956 | — | — | — | ||||||||||||||||||
Unrealized depreciation on forward foreign currency contracts | — | 1,566 | 2,074 | — | — | 1,607 | ||||||||||||||||||
96,964 | 128,045 | 307,591 | 92,083 | 83,377 | 72,677 | |||||||||||||||||||
Net assets | $ | 357,058 | $ | 868,268 | $ | 603,790 | $ | 633,772 | $ | 437,627 | $ | 825,851 | ||||||||||||
Net assets consist of: | ||||||||||||||||||||||||
Shares of beneficial interest, unlimited shares authorized, no par value | $ | 275,102 | $ | 811,109 | $ | 605,973 | $ | 466,738 | $ | 524,306 | $ | 591,070 | ||||||||||||
Undistributed (accumulated) net investment income (loss) | 227 | 1,280 | (1,054 | ) | 272 | (2,264 | ) | 4,125 | ||||||||||||||||
Undistributed (accumulated) net realized gain (loss) from investments | 13,170 | 8,080 | (7,632 | ) | 29,971 | (85,206 | ) | 41,320 | ||||||||||||||||
Net unrealized appreciation (depreciation) on: | ||||||||||||||||||||||||
Investment securities | 68,559 | 45,900 | 7,849 | 136,702 | 779 | 190,841 | ||||||||||||||||||
Futures contracts | — | 187 | 401 | — | — | — | ||||||||||||||||||
Written option and swaption contracts | — | 151 | 66 | — | — | — | ||||||||||||||||||
Swap agreements | — | 918 | (1,777 | ) | — | — | — | |||||||||||||||||
Translation of assets and liabilities denominated in foreign currencies | — | 643 | 686 | 89 | 12 | (1,505 | ) | |||||||||||||||||
Securities sold short | — | — | (722 | ) | — | — | — | |||||||||||||||||
Net assets | $ | 357,058 | $ | 868,268 | $ | 603,790 | $ | 633,772 | $ | 437,627 | $ | 825,851 | ||||||||||||
Shares outstanding | 31,920 | 78,733 | 58,719 | 56,924 | 17,856 | 65,830 | ||||||||||||||||||
Net asset value and offering price per share | $ | 11.19 | $ | 11.03 | $ | 10.28 | $ | 11.13 | $ | 24.51 | $ | 12.55 | ||||||||||||
Investment securities, at cost | $ | 352,832 | $ | 844,310 | $ | 778,574 | $ | 570,291 | $ | 464,700 | $ | 697,528 | ||||||||||||
Repurchase agreement, at cost | $ | 27,105 | $ | 4,178 | $ | 8,377 | $ | 10,111 | $ | 54,168 | $ | 2,915 | ||||||||||||
Reverse repurchase agreement, at cost | $ | — | $ | (5,441 | ) | $ | — | $ | — | $ | — | $ | — | |||||||||||
Foreign currency, at cost | $ | — | $ | 170 | $ | 3,321 | $ | 943 | $ | — | $ | — | ||||||||||||
Securities loaned, at value | $ | 89,726 | $ | 17,493 | $ | 96,089 | $ | 85,372 | $ | 80,008 | $ | 61,874 | ||||||||||||
Premium received on written option & swaption contracts | $ | — | $ | 2,047 | $ | 1,072 | $ | — | $ | — | $ | — | ||||||||||||
Proceeds received from securities sold short | $ | — | $ | — | $ | 68,234 | $ | — | $ | — | $ | — | ||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 129
At April 30, 2011
(all amounts except per share amounts in thousands)
(unaudited)
Transamerica | Transamerica | |||||||
UBS Large Cap | WMC Emerging | |||||||
Value | Markets | |||||||
Assets: | ||||||||
Investment securities, at value | $ | 835,402 | $ | 458,563 | ||||
Repurchase agreement, at value | 10,116 | 4,891 | ||||||
Foreign currency, at value | — | 4,576 | ||||||
Receivables: | ||||||||
Investment securities sold | — | 10,807 | ||||||
Shares of beneficial interest sold | 110 | 84 | ||||||
Interest | — | (B) | — | (B) | ||||
Securities lending income (net) | 16 | 2 | ||||||
Dividends | 945 | 1,068 | ||||||
Other | — | 1 | ||||||
Prepaid expenses | 5 | 2 | ||||||
Unrealized appreciation on forward foreign currency contracts | — | 25 | ||||||
$ | 846,594 | $ | 480,019 | |||||
Liabilities: | ||||||||
Accounts payable and accrued liabilities: | ||||||||
Investment securities purchased | — | 9,462 | ||||||
Shares of beneficial interest redeemed | 175 | 78 | ||||||
Management and advisory fees | 418 | 509 | ||||||
Trustees fees | 3 | — | (B) | |||||
Transfer agent fees | 4 | 3 | ||||||
Custody fees | 20 | 92 | ||||||
Administration fees | 11 | 7 | ||||||
Audit and tax fees | 5 | — | (B) | |||||
Capital gains tax | — | 266 | ||||||
Other | 14 | 23 | ||||||
Collateral for securities on loan | 143,766 | 8,884 | ||||||
Unrealized depreciation on forward foreign currency contracts | — | 582 | ||||||
144,416 | 19,906 | |||||||
Net assets | $ | 702,178 | $ | 460,113 | ||||
Net assets consist of: | ||||||||
Shares of beneficial interest, unlimited shares authorized, no par value | $ | 814,156 | $ | 391,613 | ||||
Undistributed (accumulated) net investment income (loss) | 2,091 | 142 | ||||||
Undistributed (accumulated) net realized gain (loss) from investments | (227,729 | ) | 29,948 | |||||
Net unrealized appreciation (depreciation) on: | ||||||||
Investment securities | 113,660 | 39,226 | ||||||
Translation of assets and liabilities denominated in foreign currencies | — | (816 | ) | |||||
Net assets | $ | 702,178 | $ | 460,113 | ||||
Shares outstanding | 66,677 | 32,667 | ||||||
Net asset value and offering price per share | $ | 10.53 | $ | 14.08 | ||||
Investment securities, at cost | $ | 721,742 | $ | 419,337 | ||||
Repurchase agreement, at cost | $ | 10,116 | $ | 4,891 | ||||
Foreign currency, at cost | $ | — | $ | 4,574 | ||||
Securities loaned, at value | $ | 140,506 | $ | 8,607 | ||||
(A) | Formerly, Transamerica AllianceBernstein International Value. | |
(B) | Rounds to less than $1. | |
(C) | Formerly, Transamerica BNY Mellon Market Neutral Strategy. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 130
For the period ended April 30, 2011
(all amounts in thousands)
(unaudited)
Transamerica | Transamerica | |||||||||||||||||||||||
Transamerica | Transamerica | Clarion Global | Transamerica | Transamerica | Hansberger | |||||||||||||||||||
BlackRock | BlackRock Large | Real Estate | Federated Market | First Quadrant | International | |||||||||||||||||||
Global Allocation | Cap Value | Securities | Opportunity | Global Macro | Value(A) | |||||||||||||||||||
Investment income: | ||||||||||||||||||||||||
Dividend income | $ | 3,609 | $ | 5,738 | $ | 4,316 | $ | 263 | $ | — | $ | 3,366 | ||||||||||||
Withholding taxes on foreign income | (153 | ) | — | (218 | ) | (3 | ) | — | (304 | ) | ||||||||||||||
Interest income | 3,376 | 1 | — | (B) | 4 | 25 | 1 | |||||||||||||||||
Securities lending income (net) | 129 | 136 | 82 | 18 | — | 69 | ||||||||||||||||||
6,961 | 5,875 | 4,180 | 282 | 25 | 3,132 | |||||||||||||||||||
Expenses: | ||||||||||||||||||||||||
Management and advisory | 1,840 | 2,482 | 1,155 | 253 | 906 | 1,194 | ||||||||||||||||||
Transfer agent | 19 | 24 | 11 | 2 | 5 | 10 | ||||||||||||||||||
Printing and shareholder reports | 1 | 2 | 1 | 1 | 1 | 1 | ||||||||||||||||||
Custody | 212 | 46 | 101 | 36 | 81 | 101 | ||||||||||||||||||
Administration | 50 | 63 | 29 | 6 | 13 | 28 | ||||||||||||||||||
Legal | 10 | 11 | 5 | 6 | 9 | 5 | ||||||||||||||||||
Audit and tax | 17 | 5 | 8 | 8 | 10 | 8 | ||||||||||||||||||
Trustees | 4 | 6 | 2 | 1 | 1 | 2 | ||||||||||||||||||
Registration | — | — | (B) | 2 | — | — | (B) | — | ||||||||||||||||
Other | 14 | 6 | 3 | 1 | 1 | 5 | ||||||||||||||||||
Total expenses | 2,167 | 2,645 | 1,317 | 314 | 1,027 | 1,354 | ||||||||||||||||||
Net expenses | 2,167 | 2,645 | 1,317 | 314 | 1,027 | 1,354 | ||||||||||||||||||
Net investment income (loss) | 4,794 | 3,230 | 2,863 | (32 | ) | (1,002 | ) | 1,778 | ||||||||||||||||
Net realized gain (loss) on transactions from: | ||||||||||||||||||||||||
Investment securities | 7,021 | (C) | 24,592 | 15,183 | 1,047 | (413 | ) | (6,281 | ) | |||||||||||||||
Futures contracts | 689 | — | — | — | 541 | — | ||||||||||||||||||
Written option and swaption contracts | 273 | — | — | — | 1,750 | — | ||||||||||||||||||
Foreign currency transactions | 1,314 | — | (107 | ) | (618 | ) | (1,089 | ) | 557 | |||||||||||||||
9,297 | 24,592 | 15,076 | 429 | 789 | (5,724 | ) | ||||||||||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on: | ||||||||||||||||||||||||
Investment securities | 36,871 | (D) | 88,797 | 11,256 | (144 | ) | 270 | 26,808 | ||||||||||||||||
Futures contracts | (581 | ) | — | — | — | (973 | ) | — | ||||||||||||||||
Written option and swaption contracts | 146 | — | — | — | (44 | ) | — | |||||||||||||||||
Translation of assets and liabilities denominated in foreign currencies | 772 | — | 2 | 684 | (143 | ) | (87 | ) | ||||||||||||||||
Change in unrealized appreciation (depreciation): | 37,208 | 88,797 | 11,258 | 540 | (890 | ) | 26,721 | |||||||||||||||||
Net realized and unrealized gain (loss) | 46,505 | 113,389 | 26,334 | 969 | (101 | ) | 20,997 | |||||||||||||||||
Net increase (decrease) in net assets resulting from operations | $ | 51,299 | $ | 116,619 | $ | 29,197 | $ | 937 | $ | (1,103 | ) | $ | 22,775 | |||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 131
For the period ended April 30, 2011
(all amounts in thousands)
(unaudited)
Transamerica | Transamerica | |||||||||||||||||||||||
Transamerica | JPMorgan | JPMorgan | Transamerica | Transamerica | ||||||||||||||||||||
Transamerica | JPMorgan Core | International | Long/Short | JPMorgan Mid | Loomis Sayles | |||||||||||||||||||
Jennison Growth | Bond | Bond | Strategy(E) | Cap Value | Bond | |||||||||||||||||||
Investment income: | ||||||||||||||||||||||||
Dividend income | $ | 3,096 | $ | — | $ | — | $ | 908 | $ | 1,613 | $ | 627 | ||||||||||||
Withholding taxes on foreign income | (13 | ) | (6 | ) | (48 | ) | (1 | ) | (2 | ) | (4 | ) | ||||||||||||
Interest income | — | (B) | 19,834 | 5,359 | 1 | — | (B) | 16,097 | ||||||||||||||||
Securities lending income (net) | 40 | 67 | — | (B) | — | 23 | 50 | |||||||||||||||||
3,123 | 19,895 | 5,311 | 908 | 1,634 | 16,770 | |||||||||||||||||||
Expenses: | ||||||||||||||||||||||||
Management and advisory | 2,919 | 2,264 | 994 | 731 | 719 | 1,833 | ||||||||||||||||||
Transfer agent | 29 | 39 | 14 | 4 | 7 | 21 | ||||||||||||||||||
Printing and shareholder reports | 2 | 2 | 1 | 2 | — | (B) | 2 | |||||||||||||||||
Custody | 49 | 118 | 124 | 27 | 20 | 64 | ||||||||||||||||||
Administration | 77 | 104 | 38 | 11 | 17 | 57 | ||||||||||||||||||
Legal | 12 | 17 | 7 | 2 | 3 | 9 | ||||||||||||||||||
Audit and tax | 8 | 6 | 9 | 8 | 7 | 9 | ||||||||||||||||||
Trustees | 6 | 9 | 3 | 1 | 1 | 5 | ||||||||||||||||||
Registration | 2 | 15 | — | — | (B) | — | — | |||||||||||||||||
Dividends on securities sold short | — | — | — | 1,270 | — | — | ||||||||||||||||||
Other | 7 | 10 | 4 | 1 | 2 | 5 | ||||||||||||||||||
Total expenses | 3,111 | 2,584 | 1,194 | 2,057 | 776 | 2,005 | ||||||||||||||||||
Net expenses | 3,111 | 2,584 | 1,194 | 2,057 | 776 | 2,005 | ||||||||||||||||||
Net investment income (loss) | 12 | 17,311 | 4,117 | (1,149 | ) | 858 | 14,765 | |||||||||||||||||
Net realized gain (loss) on transactions from: | ||||||||||||||||||||||||
Investment securities | 26,976 | 3,298 | 8,747 | (F) | (20,855 | ) | 4,642 | 9,025 | ||||||||||||||||
Futures contracts | — | — | (259 | ) | — | — | — | |||||||||||||||||
Foreign currency transactions | (43 | ) | — | (1,701 | ) | — | — | 66 | ||||||||||||||||
Securities sold short | — | — | — | 22,273 | — | — | ||||||||||||||||||
26,933 | 3,298 | 6,787 | 1,418 | 4,642 | 9,091 | |||||||||||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on: | ||||||||||||||||||||||||
Investment securities | 83,409 | (15,154 | ) | (8,706 | ) | (5,474 | ) | 23,455 | 12,485 | |||||||||||||||
Futures contracts | — | — | (62 | ) | — | — | — | |||||||||||||||||
Translation of assets and liabilities denominated in foreign currencies | (4 | ) | — | (479 | ) | — | — | 52 | ||||||||||||||||
Securities sold short | — | — | — | 3,281 | — | — | ||||||||||||||||||
Change in unrealized appreciation (depreciation): | 83,405 | (15,154 | ) | (9,247 | ) | (2,193 | ) | 23,455 | 12,537 | |||||||||||||||
Net realized and unrealized gain (loss) | 110,338 | (11,856 | ) | (2,460 | ) | (775 | ) | 28,097 | 21,628 | |||||||||||||||
Net increase (decrease) in net assets resulting from operations | $ | 110,350 | $ | 5,455 | $ | 1,657 | $ | (1,924 | ) | $ | 28,955 | $ | 36,393 | |||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 132
For the period ended April 30, 2011
(all amounts in thousands)
(unaudited)
Transamerica | Transamerica | Transamerica | Transamerica | Transamerica | ||||||||||||||||||||
MFS | Morgan Stanley | Transamerica | Morgan Stanley | Neuberger | Oppenheimer | |||||||||||||||||||
International | Emerging | Morgan Stanley | Small Company | Berman | Developing | |||||||||||||||||||
Equity | Markets Debt | Mid-Cap Growth | Growth | International | Markets | |||||||||||||||||||
Investment income: | ||||||||||||||||||||||||
Dividend income | $ | 7,709 | $ | — | $ | 1,651 | $ | 1,028 | $ | 7,474 | $ | 4,383 | ||||||||||||
Withholding taxes on foreign income | (677 | ) | (1 | ) | (35 | ) | 5 | (805 | ) | (315 | ) | |||||||||||||
Interest income | — | (B) | 9,194 | — | (B) | — | (B) | 1 | 1 | |||||||||||||||
Securities lending income (net) | 125 | 39 | 236 | 278 | 148 | 42 | ||||||||||||||||||
7,157 | 9,232 | 1,852 | 1,311 | 6,818 | 4,111 | |||||||||||||||||||
Expenses: | ||||||||||||||||||||||||
Management and advisory | 2,462 | 1,326 | 1,265 | 978 | 2,874 | 3,492 | ||||||||||||||||||
Transfer agent | 21 | 11 | 12 | 8 | 22 | 24 | ||||||||||||||||||
Printing and shareholder reports | 1 | — | (B) | 1 | — | (B) | 2 | 1 | ||||||||||||||||
Custody | 146 | 49 | 48 | 28 | 170 | 388 | ||||||||||||||||||
Administration | 56 | 28 | 32 | 21 | 60 | 63 | ||||||||||||||||||
Legal | 8 | 5 | 5 | 3 | 9 | 10 | ||||||||||||||||||
Audit and tax | 7 | 8 | 7 | 7 | 9 | 22 | ||||||||||||||||||
Trustees | 5 | 2 | 2 | 2 | 5 | 5 | ||||||||||||||||||
Registration | 3 | — | (B) | — | (B) | — | (B) | — | (B) | — | (B) | |||||||||||||
Other | 5 | 3 | 3 | 2 | 5 | 22 | ||||||||||||||||||
Total expenses | 2,714 | 1,432 | 1,375 | 1,049 | 3,156 | 4,027 | ||||||||||||||||||
Net expenses | 2,714 | 1,432 | 1,375 | 1,049 | 3,156 | 4,027 | ||||||||||||||||||
Net investment income | 4,443 | 7,800 | 477 | 262 | 3,662 | 84 | ||||||||||||||||||
Net realized gain (loss) on transactions from: | ||||||||||||||||||||||||
Investment securities | 20,391 | 6,685 | 12,050 | 13,304 | 32,536 | 46,195 | (G) | |||||||||||||||||
Futures contracts | — | (2,689 | ) | — | — | — | — | |||||||||||||||||
Foreign currency transactions | (133 | ) | (36 | ) | 12 | (2 | ) | (350 | ) | (142 | ) | |||||||||||||
20,258 | 3,960 | 12,062 | 13,302 | 32,186 | 46,053 | |||||||||||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on: | ||||||||||||||||||||||||
Investment securities | 50,598 | (17,651 | ) | 54,090 | 32,208 | 60,119 | 1,009 | (H) | ||||||||||||||||
Futures contracts | — | 119 | — | — | — | — | ||||||||||||||||||
Translation of assets and liabilities denominated in foreign currencies | 86 | 68 | (1 | ) | — | 87 | 111 | |||||||||||||||||
Change in unrealized appreciation (depreciation): | 50,684 | (17,464 | ) | 54,089 | 32,208 | 60,206 | 1,120 | |||||||||||||||||
Net realized and unrealized gain (loss) | 70,942 | (13,504 | ) | 66,151 | 45,510 | 92,392 | 47,173 | |||||||||||||||||
Net increase (decrease) in net assets resulting from operations | $ | 75,385 | $ | (5,704 | ) | $ | 66,628 | $ | 45,772 | $ | 96,054 | $ | 47,257 | |||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 133
For the period ended April 30, 2011
(all amounts in thousands)
(unaudited)
Transamerica | Transamerica | Transamerica | ||||||||||||||||||||||
Oppenheimer | Transamerica | Transamerica | Schroders | Transamerica | Thornburg | |||||||||||||||||||
Small- & Mid-Cap | PIMCO Real | PIMCO Total | International | Third Avenue | International | |||||||||||||||||||
Value | Return TIPS | Return | Small Cap | Value | Value | |||||||||||||||||||
Investment income: | ||||||||||||||||||||||||
Dividend income | $ | 2,152 | $ | 15 | $ | 138 | $ | 4,627 | $ | 4,199 | $ | 9,379 | ||||||||||||
Withholding taxes on foreign income | — | — | (B) | (1 | ) | (292 | ) | (274 | ) | (726 | ) | |||||||||||||
Interest income | 1 | 13,702 | 11,023 | 1 | 1 | — | (B) | |||||||||||||||||
Securities lending income (net) | 46 | 4 | 27 | 328 | 164 | 132 | ||||||||||||||||||
2,199 | 13,721 | 11,187 | 4,664 | 4,090 | 8,785 | |||||||||||||||||||
Expenses: | ||||||||||||||||||||||||
Management and advisory | 1,461 | 2,503 | 2,031 | 3,010 | 1,641 | 3,859 | ||||||||||||||||||
Transfer agent | 12 | 28 | 23 | 22 | 15 | 29 | ||||||||||||||||||
Printing and shareholder reports | 1 | 2 | 1 | 2 | 1 | 2 | ||||||||||||||||||
Custody | 24 | 105 | 106 | 207 | 66 | 210 | ||||||||||||||||||
Administration | 32 | 75 | 61 | 58 | 41 | 79 | ||||||||||||||||||
Legal | 5 | 15 | 12 | 9 | 6 | 12 | ||||||||||||||||||
Audit and tax | 6 | 10 | 10 | 8 | 8 | 8 | ||||||||||||||||||
Trustees | 3 | 7 | 6 | 5 | 4 | 7 | ||||||||||||||||||
Registration | — | — | (B) | 3 | — | (B) | — | (B) | 2 | |||||||||||||||
Other | 3 | 8 | 6 | 5 | 4 | 7 | ||||||||||||||||||
Total expenses | 1,547 | 2,753 | 2,259 | 3,326 | 1,786 | 4,215 | ||||||||||||||||||
Net expenses | 1,547 | 2,753 | 2,259 | 3,326 | 1,786 | 4,215 | ||||||||||||||||||
Net investment income | 652 | 10,968 | 8,928 | 1,338 | 2,304 | 4,570 | ||||||||||||||||||
Net realized gain (loss) on transactions from: | ||||||||||||||||||||||||
Investment securities | 43,745 | 14,449 | (4,490 | ) | 30,925 | 12,082 | 43,271 | |||||||||||||||||
Futures contracts | — | (87 | ) | (419 | ) | — | — | — | ||||||||||||||||
Written option and swaption contracts | — | 313 | 835 | — | — | — | ||||||||||||||||||
Swap agreements | — | (353 | ) | (638 | ) | — | — | — | ||||||||||||||||
Foreign currency transactions | — | (948 | ) | (4,071 | ) | (189 | ) | — | (4,727 | ) | ||||||||||||||
Securities sold short | — | — | (91 | ) | — | — | — | |||||||||||||||||
43,745 | 13,374 | (8,874 | ) | 30,736 | 12,082 | 38,544 | ||||||||||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on: | ||||||||||||||||||||||||
Investment securities | 15,363 | (23,725 | ) | (5,351 | ) | 61,481 | (I) | 46,109 | 59,530 | (J) | ||||||||||||||
Futures contracts | — | 122 | 599 | — | — | — | ||||||||||||||||||
Written option and swaption contracts | — | (503 | ) | 783 | — | — | — | |||||||||||||||||
Swap agreements | — | (1,179 | ) | (839 | ) | — | — | — | ||||||||||||||||
Translation of assets and liabilities denominated in foreign currencies | — | 206 | 1,465 | (58 | ) | (4 | ) | 2,757 | ||||||||||||||||
Securities sold short | — | — | (517 | ) | — | — | — | |||||||||||||||||
Change in unrealized appreciation (depreciation): | 15,363 | (25,079 | ) | (3,860 | ) | 61,423 | 46,105 | 62,287 | ||||||||||||||||
Net realized and unrealized gain (loss) | 59,108 | (11,705 | ) | (12,734 | ) | 92,159 | 58,187 | 100,831 | ||||||||||||||||
Net increase (decrease) in net assets resulting from operations | $ | 59,760 | $ | (737 | ) | $ | (3,806 | ) | $ | 93,497 | $ | 60,491 | $ | 105,401 | ||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 134
For the period ended April 30, 2011
(all amounts in thousands)
(unaudited)
Transamerica | Transamerica | |||||||
UBS Large Cap | WMC Emerging | |||||||
Value | Markets | |||||||
Investment income: | ||||||||
Dividend income | $ | 8,170 | $ | 3,388 | ||||
Withholding taxes on foreign income | — | (223 | ) | |||||
Interest income | — | (B) | 1 | |||||
Securities lending income (net) | 29 | 21 | ||||||
8,199 | 3,187 | |||||||
Expenses: | ||||||||
Management and advisory | 2,927 | 2,472 | ||||||
Transfer agent | 29 | 16 | ||||||
Printing and shareholder reports | 2 | 1 | ||||||
Custody | 50 | 342 | ||||||
Administration | 77 | 44 | ||||||
Legal | 15 | 7 | ||||||
Audit and tax | 5 | 21 | ||||||
Trustees | 8 | 3 | ||||||
Registration | 1 | 29 | ||||||
Other | 8 | 11 | ||||||
Total expenses | 3,122 | 2,946 | ||||||
Expenses recaptured | — | 99 | ||||||
Net expenses | 3,122 | 3,045 | ||||||
Net investment income | 5,077 | 142 | ||||||
Net realized gain (loss) on transactions from: | ||||||||
Investment securities | 57,718 | 31,684 | (K) | |||||
Foreign currency transactions | — | (175 | ) | |||||
57,718 | 31,509 | |||||||
Net increase (decrease) in unrealized appreciation (depreciation) on: | ||||||||
Investment securities | 60,746 | (14,041 | )(L) | |||||
Translation of assets and liabilities denominated in foreign currencies | — | 246 | ||||||
Change in unrealized appreciation (depreciation): | 60,746 | (13,795 | ) | |||||
Net realized and unrealized gain | 118,464 | 17,714 | ||||||
Net increase in net assets resulting from operations | $ | 123,541 | $ | 17,856 | ||||
(A) | Formerly, Transamerica AllianceBernstein International Value. | |
(B) | Rounds to less than $1. | |
(C) | Net of foreign capital gains tax of $6. | |
(D) | Net of foreign capital gains tax of $82. | |
(E) | Formerly, Transamerica BNY Mellon Market Neutral Strategy. | |
(F) | Net of foreign capital gains tax of $80. | |
(G) | Net of foreign capital gains tax of $1. | |
(H) | Net of foreign capital gains tax of $299. | |
(I) | Net of foreign capital gains tax of $13. | |
(J) | Net of foreign capital gains tax of $199. | |
(K) | Net of foreign capital gains tax of $66. | |
(L) | Net of foreign capital gains tax of $266. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 135
For the period or year ended:
(all amounts in thousands)
Transamerica BlackRock Global | Transamerica BlackRock Large | Transamerica Clarion Global Real | ||||||||||||||||||||||
Allocation | Cap Value | Estate Securities | ||||||||||||||||||||||
April 30, 2011 | April 30, 2011 | April 30, 2011 | ||||||||||||||||||||||
(unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | |||||||||||||||||||
From operations: | ||||||||||||||||||||||||
Net investment income (loss) | $ | 4,794 | $ | 9,103 | $ | 3,230 | $ | 8,353 | $ | 2,863 | $ | 7,143 | ||||||||||||
Net realized gain (loss)(A) | 9,297 | 4,109 | 24,592 | 15,844 | 15,076 | (6,789 | ) | |||||||||||||||||
Change in unrealized appreciation (depreciation)(B) | 37,208 | 37,715 | 88,797 | 28,892 | 11,258 | 60,784 | ||||||||||||||||||
Net increase in net assets resulting from operations | 51,299 | 50,927 | 116,619 | 53,089 | 29,197 | 61,138 | ||||||||||||||||||
Distributions to shareholders: | ||||||||||||||||||||||||
From net investment income | (7,497 | ) | (9,113 | ) | (8,350 | ) | (8,593 | ) | (14,714 | ) | (19,485 | ) | ||||||||||||
Total distributions to shareholders | (7,497 | ) | (9,113 | ) | (8,350 | ) | (8,593 | ) | (14,714 | ) | (19,485 | ) | ||||||||||||
Capital share transactions: | ||||||||||||||||||||||||
Proceeds from shares sold | 22,663 | 32,667 | 4,786 | 43,019 | 3,940 | 16,904 | ||||||||||||||||||
Dividends and distributions reinvested | 7,497 | 9,113 | 8,350 | 8,593 | 14,714 | 19,485 | ||||||||||||||||||
Cost of shares redeemed | (44,870 | ) | (35,268 | ) | (156,878 | ) | (27,578 | ) | (67,791 | ) | (44,176 | ) | ||||||||||||
Net increase (decrease) in net assets resulting from capital shares transactions | (14,710 | ) | 6,512 | (143,742 | ) | 24,034 | (49,137 | ) | (7,787 | ) | ||||||||||||||
Net increase (decrease) in net assets | 29,092 | 48,326 | (35,473 | ) | 68,530 | (34,654 | ) | 33,866 | ||||||||||||||||
Net assets: | ||||||||||||||||||||||||
Beginning of period/year | 497,305 | 448,979 | 702,205 | 633,675 | 319,368 | 285,502 | ||||||||||||||||||
End of period/year | $ | 526,397 | $ | 497,305 | $ | 666,732 | $ | 702,205 | $ | 284,714 | $ | 319,368 | ||||||||||||
Undistributed (accumulated) net investment income (loss) | $ | 2,173 | $ | 4,876 | $ | 1,301 | $ | 6,421 | $ | (16,903 | ) | $ | (5,052 | ) | ||||||||||
Share activity: | ||||||||||||||||||||||||
Shares issued | 2,000 | 3,130 | 520 | 5,351 | 318 | 1,574 | ||||||||||||||||||
Shares issued-reinvested from distributions | 689 | 893 | 975 | 1,047 | 1,283 | 1,785 | ||||||||||||||||||
Shares redeemed | (3,965 | ) | (3,393 | ) | (18,227 | ) | (3,380 | ) | (5,605 | ) | (3,865 | ) | ||||||||||||
Net increase (decrease) in shares outstanding | (1,276 | ) | 630 | (16,732 | ) | 3,018 | (4,004 | ) | (506 | ) | ||||||||||||||
Transamerica Federated Market | Transamerica First Quadrant | Transamerica Hansberger | ||||||||||||||||||||||
Opportunity | Global Macro | International Value(C) | ||||||||||||||||||||||
April 30, 2011 | April 30, 2011 | April 30, 2011 | ||||||||||||||||||||||
(unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | |||||||||||||||||||
From operations: | ||||||||||||||||||||||||
Net investment income (loss) | $ | (32 | ) | $ | 605 | $ | (1,002 | ) | $ | (1,824 | ) | $ | 1,778 | $ | 6,067 | |||||||||
Net realized gain (loss)(A) | 429 | 2,681 | 789 | 1,970 | (5,724 | ) | (19,459 | ) | ||||||||||||||||
Change in unrealized appreciation (depreciation)(B) | 540 | (4,880 | ) | (890 | ) | 537 | 26,721 | 20,774 | ||||||||||||||||
Net increase (decrease) in net assets resulting from operations | 937 | (1,594 | ) | (1,103 | ) | 683 | 22,775 | 7,382 | ||||||||||||||||
Distributions to shareholders: | ||||||||||||||||||||||||
From net investment income | (412 | ) | (722 | ) | — | — | (7,480 | ) | (6,770 | ) | ||||||||||||||
Total distributions to shareholders | (412 | ) | (722 | ) | — | — | (7,480 | ) | (6,770 | ) | ||||||||||||||
Capital share transactions: | ||||||||||||||||||||||||
Proceeds from shares sold | 190 | 21,945 | 20,601 | 18,983 | 3,795 | 56,394 | ||||||||||||||||||
Dividends and distributions reinvested | 412 | 722 | — | — | 7,480 | 6,770 | ||||||||||||||||||
Cost of shares redeemed | (39,961 | ) | (13,441 | ) | (3 | ) | (541 | ) | (42,507 | ) | (81,093 | ) | ||||||||||||
Net increase (decrease) in net assets resulting from capital shares transactions | (39,359 | ) | 9,226 | 20,598 | 18,442 | (31,232 | ) | (17,929 | ) | |||||||||||||||
Net increase (decrease) in net assets | (38,834 | ) | 6,910 | 19,495 | 19,125 | (15,937 | ) | (17,317 | ) | |||||||||||||||
Net assets: | ||||||||||||||||||||||||
Beginning of period/year | 92,472 | 85,562 | 126,142 | 107,017 | 298,751 | 316,068 | ||||||||||||||||||
End of period/year | $ | 53,638 | $ | 92,472 | $ | 145,637 | $ | 126,142 | $ | 282,814 | $ | 298,751 | ||||||||||||
Undistributed (accumulated) net investment income (loss) | $ | (41 | ) | $ | 403 | $ | (1,002 | ) | $ | — | $ | (651 | ) | $ | 5,051 | |||||||||
Share activity: | ||||||||||||||||||||||||
Shares issued | 22 | 2,522 | 3,370 | 3,090 | 465 | 7,432 | ||||||||||||||||||
Shares issued-reinvested from distributions | 47 | 84 | — | — | 947 | 856 | ||||||||||||||||||
Shares redeemed | (4,625 | ) | 1,594 | — | (D) | (89 | ) | (5,318 | ) | (11,801 | ) | |||||||||||||
Net increase (decrease) in shares outstanding | (4,556 | ) | 1,071 | 3,370 | 3,001 | (3,906 | ) | (3,513 | ) | |||||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 136
For the period or year ended:
(all amounts in thousands)
Transamerica JPMorgan Core | Transamerica JPMorgan | |||||||||||||||||||||||
Transamerica Jennison Growth | Bond | International Bond | ||||||||||||||||||||||
April 30, 2011 | April 30, 2011 | April 30, 2011 | ||||||||||||||||||||||
(unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | |||||||||||||||||||
From operations: | ||||||||||||||||||||||||
Net investment income (loss) | $ | 12 | $ | 707 | $ | 17,311 | $ | 20,804 | $ | 4,117 | $ | 12,874 | ||||||||||||
Net realized gain (loss)(A) | 26,933 | 17,661 | 3,298 | 10,933 | 6,787 | 22,804 | ||||||||||||||||||
Change in unrealized appreciation (depreciation)(B) | 83,405 | 84,113 | (15,154 | ) | 37,162 | (9,247 | ) | (17,858 | ) | |||||||||||||||
Net increase in net assets resulting from operations | 110,350 | 102,481 | 5,455 | 68,899 | 1,657 | 17,820 | ||||||||||||||||||
Distributions to shareholders: | ||||||||||||||||||||||||
From net investment income | (800 | ) | (765 | ) | (19,835 | ) | (23,223 | ) | (28,681 | ) | (22,408 | ) | ||||||||||||
From net realized gains | — | — | (6,906 | ) | — | (3,267 | ) | (7,372 | ) | |||||||||||||||
Total distributions to shareholders | (800 | ) | (765 | ) | (26,741 | ) | (23,223 | ) | (31,948 | ) | (29,780 | ) | ||||||||||||
Capital share transactions: | ||||||||||||||||||||||||
Proceeds from shares sold | 5,130 | 79,136 | 140,003 | 950,778 | 5,961 | 194,597 | ||||||||||||||||||
Dividends and distributions reinvested | 800 | 765 | 26,741 | 23,223 | 31,948 | 29,747 | ||||||||||||||||||
Cost of shares redeemed | (1,765 | ) | (109,495 | ) | (71,950 | ) | (172,035 | ) | (85,100 | ) | (498,207 | ) | ||||||||||||
Net increase (decrease) in net assets resulting from capital shares transactions | 4,165 | (29,594 | ) | 94,794 | 801,966 | (47,191 | ) | (273,863 | ) | |||||||||||||||
Net increase (decrease) in net assets | 113,715 | 72,122 | 73,508 | 847,642 | (77,482 | ) | (285,823 | ) | ||||||||||||||||
Net assets: | ||||||||||||||||||||||||
Beginning of period/year | 726,732 | 654,610 | 1,063,458 | 215,816 | 447,141 | 732,964 | ||||||||||||||||||
End of period/year | $ | 840,447 | $ | 726,732 | $ | 1,136,966 | $ | 1,063,458 | $ | 369,659 | $ | 447,141 | ||||||||||||
Undistributed (accumulated) net investment income (loss) | $ | (578 | ) | $ | 210 | $ | (615 | ) | $ | 1,909 | $ | (6,259 | ) | $ | 18,305 | |||||||||
Share activity: | ||||||||||||||||||||||||
Shares issued | 400 | 7,228 | 13,645 | 93,570 | 537 | 17,820 | ||||||||||||||||||
Shares issued-reinvested from distributions | 64 | 70 | 2,619 | 2,258 | 3,048 | 2,640 | ||||||||||||||||||
Shares redeemed | (143 | ) | (9,973 | ) | (6,959 | ) | (16,532 | ) | (7,786 | ) | (46,433 | ) | ||||||||||||
Net increase (decrease) in shares outstanding | 321 | (2,675 | ) | 9,305 | 79,296 | (4,201 | ) | (25,973 | ) | |||||||||||||||
�� | ||||||||||||||||||||||||
Transamerica JPMorgan | Transamerica JPMorgan Mid Cap | |||||||||||||||||||||||
Long/Short Strategy(E) | Value | Transamerica Loomis Sayles Bond | ||||||||||||||||||||||
April 30, 2011 | April 30, 2011 | April 30, 2011 | ||||||||||||||||||||||
(unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | |||||||||||||||||||
From operations: | ||||||||||||||||||||||||
Net investment income (loss) | $ | (1,149 | ) | $ | (1,593 | ) | $ | 858 | $ | 2,289 | $ | 14,765 | $ | 34,110 | ||||||||||
Net realized gain (loss)(A) | 1,418 | 1,377 | 4,642 | 892 | 9,091 | 32,595 | ||||||||||||||||||
Change in unrealized appreciation (depreciation)(B) | (2,193 | ) | (1,047 | ) | 23,455 | 34,397 | 12,537 | 42,590 | ||||||||||||||||
Net increase (decrease) in net assets resulting from operations | (1,924 | ) | (1,263 | ) | 28,955 | 37,578 | 36,393 | 109,295 | ||||||||||||||||
Distributions to shareholders: | ||||||||||||||||||||||||
From net investment income | — | — | (2,200 | ) | (3,125 | ) | (20,691 | ) | (36,806 | ) | ||||||||||||||
From net realized gains | — | — | — | — | (10,465 | ) | — | |||||||||||||||||
Total distributions to shareholders | — | — | (2,200 | ) | (3,125 | ) | (31,156 | ) | (36,806 | ) | ||||||||||||||
Capital share transactions: | ||||||||||||||||||||||||
Proceeds from shares sold | 17,718 | 28,414 | — | — | 35,239 | 44,402 | ||||||||||||||||||
Dividends and distributions reinvested | — | — | 2,200 | 3,125 | 31,156 | 36,806 | ||||||||||||||||||
Cost of shares redeemed | (6,510 | ) | (5,491 | ) | (2,941 | ) | (39,804 | ) | (74,930 | ) | (371,729 | ) | ||||||||||||
Net increase (decrease) in net assets resulting from capital shares transactions | 11,208 | 22,923 | (741 | ) | (36,679 | ) | (8,535 | ) | (290,521 | ) | ||||||||||||||
Net increase (decrease) in net assets | 9,284 | 21,660 | 26,014 | (2,226 | ) | (3,298 | ) | (218,032 | ) | |||||||||||||||
Net assets: | ||||||||||||||||||||||||
Beginning of period/year | 108,342 | 86,682 | 163,612 | 165,838 | 594,220 | 812,252 | ||||||||||||||||||
End of period/year | $ | 117,626 | $ | 108,342 | $ | 189,626 | $ | 163,612 | $ | 590,922 | $ | 594,220 | ||||||||||||
Undistributed (accumulated) net investment income (loss) | $ | (1,149 | ) | $ | — | $ | 190 | $ | 1,532 | $ | 2,400 | $ | 8,326 | |||||||||||
Share activity: | ||||||||||||||||||||||||
Shares issued | 2,188 | 3,404 | — | — | 3,240 | 4,240 | ||||||||||||||||||
Shares issued-reinvested from distributions | — | — | 207 | 356 | 2,964 | 3,604 | ||||||||||||||||||
Shares redeemed | (799 | ) | (658 | ) | (282 | ) | (4,293 | ) | (6,966 | ) | (36,244 | ) | ||||||||||||
Net increase (decrease) in shares outstanding | 1,389 | 2,746 | (75 | ) | (3,937 | ) | (762 | ) | (28,400 | ) | ||||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 137
For the period or year ended:
(all amounts in thousands)
Transamerica MFS International | Transamerica Morgan Stanley | Transamerica Morgan Stanley Mid- | ||||||||||||||||||||||
Equity | Emerging Markets Debt | Cap Growth | ||||||||||||||||||||||
April 30, 2011 | April 30, 2011 | April 30, 2011 | ||||||||||||||||||||||
(unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | |||||||||||||||||||
From operations: | ||||||||||||||||||||||||
Net investment income (loss) | $ | 4,443 | $ | 6,387 | $ | 7,800 | $ | 20,029 | $ | 477 | $ | 1,044 | ||||||||||||
Net realized gain (loss)(A) | 20,258 | 27,640 | 3,960 | 29,113 | 12,062 | 23,160 | ||||||||||||||||||
Change in unrealized appreciation (depreciation)(B) | 50,684 | 24,763 | (17,464 | ) | 4,409 | 54,089 | 61,597 | |||||||||||||||||
Net increase (decrease) in net assets resulting from operations | 75,385 | 58,790 | (5,704 | ) | 53,551 | 66,628 | 85,801 | |||||||||||||||||
Distributions to shareholders: | ||||||||||||||||||||||||
From net investment income | (5,767 | ) | (3,209 | ) | (7,100 | ) | (20,346 | ) | (1,092 | ) | (439 | ) | ||||||||||||
From net realized gains | (27,053 | ) | (10,017 | ) | (6,903 | ) | — | (17,544 | ) | — | ||||||||||||||
Total distributions to shareholders | (32,820 | ) | (13,226 | ) | (14,003 | ) | (20,346 | ) | (18,636 | ) | (439 | ) | ||||||||||||
Capital share transactions: | ||||||||||||||||||||||||
Proceeds from shares sold | 24,869 | 163,943 | 7,787 | 1,861 | 3,595 | 21,508 | ||||||||||||||||||
Dividends and distributions reinvested | 32,820 | 13,226 | 14,003 | 20,346 | 18,636 | 439 | ||||||||||||||||||
Cost of shares redeemed | (29,350 | ) | (83,306 | ) | (9,402 | ) | (135,454 | ) | (2,812 | ) | (70,946 | ) | ||||||||||||
Net increase (decrease) in net assets resulting from capital shares transactions | 28,339 | 93,863 | 12,388 | (113,247 | ) | 19,419 | (48,999 | ) | ||||||||||||||||
Net increase (decrease) in net assets | 70,904 | 139,427 | (7,319 | ) | (80,042 | ) | 67,411 | 36,363 | ||||||||||||||||
Net assets: | ||||||||||||||||||||||||
Beginning of period/year | 536,181 | 396,754 | 302,576 | 382,618 | 292,575 | 256,212 | ||||||||||||||||||
End of period/year | $ | 607,085 | $ | 536,181 | $ | 295,257 | $ | 302,576 | $ | 359,986 | $ | 292,575 | ||||||||||||
Undistributed (accumulated) net investment income (loss) | $ | 4,255 | $ | 5,579 | $ | 1,393 | $ | 693 | $ | (56 | ) | $ | 559 | |||||||||||
Share activity: | ||||||||||||||||||||||||
Shares issued | 2,707 | 19,478 | 740 | 173 | 264 | 2,023 | ||||||||||||||||||
Shares issued-reinvested from distributions | 3,786 | 1,572 | 1,344 | 1,926 | 1,438 | 43 | ||||||||||||||||||
Shares redeemed | (3,273 | ) | (10,835 | ) | (873 | ) | (12,699 | ) | (207 | ) | (6,434 | ) | ||||||||||||
Net increase (decrease) in shares outstanding | 3,220 | 10,215 | 1,211 | (10,600 | ) | 1,495 | (4,368 | ) | ||||||||||||||||
Transamerica Morgan Stanley | Transamerica Neuberger Berman | Transamerica Oppenheimer | ||||||||||||||||||||||
Small Company Growth | International | Developing Markets | ||||||||||||||||||||||
April 30, 2011 | April 30, 2011 | April 30, 2011 | ||||||||||||||||||||||
(unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | |||||||||||||||||||
From operations: | ||||||||||||||||||||||||
Net investment income (loss) | $ | 262 | $ | (34 | ) | $ | 3,662 | $ | 6,152 | $ | 84 | $ | 2,493 | |||||||||||
Net realized gain (loss)(A) | 13,302 | 1,220 | 32,186 | 200 | 46,053 | 50,403 | ||||||||||||||||||
Change in unrealized appreciation (depreciation)(B) | 32,208 | 32,190 | 60,206 | 83,085 | 1,120 | 86,634 | ||||||||||||||||||
Net increase in net assets resulting from operations | 45,772 | 33,376 | 96,054 | 89,437 | 47,257 | 139,530 | ||||||||||||||||||
Distributions to shareholders: | ||||||||||||||||||||||||
From net investment income | (600 | ) | — | (7,055 | ) | (4,520 | ) | (1,724 | ) | (2,488 | ) | |||||||||||||
Total distributions to shareholders | (600 | ) | — | (7,055 | ) | (4,520 | ) | (1,724 | ) | (2,488 | ) | |||||||||||||
Capital share transactions: | ||||||||||||||||||||||||
Proceeds from shares sold | 3,745 | 20,122 | 13,116 | 64,435 | 29,003 | 126,210 | ||||||||||||||||||
Dividends and distributions reinvested | 600 | — | 7,055 | 4,520 | 1,724 | 2,488 | ||||||||||||||||||
Cost of shares redeemed | (1,937 | ) | (1,927 | ) | (30,934 | ) | (54,826 | ) | (31,607 | ) | (151,164 | ) | ||||||||||||
Net increase (decrease) in net assets resulting from capital shares transactions | 2,408 | 18,195 | (10,763 | ) | 14,129 | (880 | ) | (22,466 | ) | |||||||||||||||
Net increase in net assets | 47,580 | 51,571 | 78,236 | 99,046 | 44,653 | 114,576 | ||||||||||||||||||
Net assets: | ||||||||||||||||||||||||
Beginning of period/year | 181,460 | 129,889 | 584,849 | 485,803 | 610,212 | 495,636 | ||||||||||||||||||
End of period/year | $ | 229,040 | $ | 181,460 | $ | 663,085 | $ | 584,849 | $ | 654,865 | $ | 610,212 | ||||||||||||
Undistributed (accumulated) net investment income (loss) | $ | 52 | $ | 390 | $ | 1,767 | $ | 5,160 | $ | 84 | $ | 1,724 | ||||||||||||
Share activity: | ||||||||||||||||||||||||
Shares issued | 306 | 2,049 | 1,411 | 7,825 | 2,139 | 10,552 | ||||||||||||||||||
Shares issued-reinvested from distributions | 50 | — | 778 | 575 | 128 | 226 | ||||||||||||||||||
Shares redeemed | (149 | ) | (194 | ) | (3,341 | ) | (7,177 | ) | (2,354 | ) | (13,996 | ) | ||||||||||||
Net increase (decrease) in shares outstanding | 207 | 1,855 | (1,152 | ) | 1,223 | (87 | ) | (3,218 | ) | |||||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 138
For the period or year ended:
(all amounts in thousands)
Transamerica Oppenheimer Small- | Transamerica PIMCO Real Return | |||||||||||||||||||||||
& Mid-Cap Value | TIPS | Transamerica PIMCO Total Return | ||||||||||||||||||||||
April 30, 2011 | April 30, 2011 | April 30, 2011 | ||||||||||||||||||||||
(unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | |||||||||||||||||||
From operations: | ||||||||||||||||||||||||
Net investment income (loss) | $ | 652 | $ | 562 | $ | 10,968 | $ | 20,141 | $ | 8,928 | $ | 19,415 | ||||||||||||
Net realized gain (loss)(A) | 43,745 | 40,955 | 13,374 | 57,595 | (8,874 | ) | 22,287 | |||||||||||||||||
Change in unrealized appreciation (depreciation)(B) | 15,363 | 13,072 | (25,079 | ) | 25,861 | (3,860 | ) | 17,035 | ||||||||||||||||
Net increase (decrease) in net assets resulting from operations | 59,760 | 54,589 | (737 | ) | 103,597 | (3,806 | ) | 58,737 | ||||||||||||||||
Distributions to shareholders: | ||||||||||||||||||||||||
From net investment income | (425 | ) | (1,363 | ) | (11,212 | ) | (30,698 | ) | (8,604 | ) | (18,210 | ) | ||||||||||||
From net realized gains | — | — | (30,631 | ) | — | (19,234 | ) | (34,549 | ) | |||||||||||||||
Total distributions to shareholders | (425 | ) | (1,363 | ) | (41,843 | ) | (30,698 | ) | (27,838 | ) | (52,759 | ) | ||||||||||||
Capital share transactions: | ||||||||||||||||||||||||
Proceeds from shares sold | 3,762 | 9,163 | 120,013 | 237,676 | 2,569 | 117,089 | ||||||||||||||||||
Dividends and distributions reinvested | 425 | 1,363 | 41,843 | 30,698 | 27,838 | 52,759 | ||||||||||||||||||
Cost of shares redeemed | (5,689 | ) | (33,808 | ) | (96,973 | ) | (248,031 | ) | (62,694 | ) | (13,434 | ) | ||||||||||||
Net increase (decrease) in net assets resulting from capital shares transactions | (1,502 | ) | (23,282 | ) | 64,883 | 20,343 | (32,287 | ) | 156,414 | |||||||||||||||
Net increase (decrease) in net assets | 57,833 | 29,944 | 22,303 | 93,242 | (63,931 | ) | 162,392 | |||||||||||||||||
Net assets: | ||||||||||||||||||||||||
Beginning of period/year | 299,225 | 269,281 | 845,965 | 752,723 | 667,721 | 505,329 | ||||||||||||||||||
End of period/year | $ | 357,058 | $ | 299,225 | $ | 868,268 | $ | 845,965 | $ | 603,790 | $ | 667,721 | ||||||||||||
Undistributed (accumulated) net investment income (loss) | $ | 227 | $ | — | $ | 1,280 | $ | 1,524 | $ | (1,054 | ) | $ | (1,378 | ) | ||||||||||
Share activity: | ||||||||||||||||||||||||
Shares issued | 366 | 1,018 | 10,939 | 21,982 | 250 | 11,287 | ||||||||||||||||||
Shares issued-reinvested from distributions | 43 | 165 | 3,970 | 2,849 | 2,773 | 5,207 | ||||||||||||||||||
Shares redeemed | (569 | ) | (3,976 | ) | (9,043 | ) | (22,176 | ) | (6,134 | ) | (1,250 | ) | ||||||||||||
Net increase (decrease) in shares outstanding | (160 | ) | (2,793 | ) | 5,866 | 2,655 | (3,111 | ) | 15,244 | |||||||||||||||
Transamerica Schroders | Transamerica Thornburg | |||||||||||||||||||||||
International Small Cap | Transamerica Third Avenue Value | International Value | ||||||||||||||||||||||
April 30, 2011 | April 30, 2011 | April 30, 2011 | ||||||||||||||||||||||
(unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | |||||||||||||||||||
From operations: | ||||||||||||||||||||||||
Net investment income (loss) | $ | 1,338 | $ | 5,231 | $ | 2,304 | $ | 4,124 | $ | 4,570 | $ | 6,037 | ||||||||||||
Net realized gain (loss)(A) | 30,736 | 23,916 | 12,082 | 11,573 | 38,544 | 8,456 | ||||||||||||||||||
Change in unrealized appreciation (depreciation)(B) | 61,423 | 50,583 | 46,105 | 51,199 | 62,287 | 81,093 | ||||||||||||||||||
Net increase in net assets resulting from operations | 93,497 | 79,730 | 60,491 | 66,896 | 105,401 | 95,586 | ||||||||||||||||||
Distributions to shareholders: | ||||||||||||||||||||||||
From net investment income | (6,178 | ) | (3,075 | ) | (7,775 | ) | (6,092 | ) | (4,250 | ) | (3,505 | ) | ||||||||||||
From net realized gains | (3,119 | ) | — | — | — | (4,928 | ) | (1,787 | ) | |||||||||||||||
Total distributions to shareholders | (9,297 | ) | (3,075 | ) | (7,775 | ) | (6,092 | ) | (9,178 | ) | (5,292 | ) | ||||||||||||
Capital share transactions: | ||||||||||||||||||||||||
Proceeds from shares sold | 18,026 | 28,564 | 4,123 | 7,367 | 30,793 | 168,436 | ||||||||||||||||||
Dividends and distributions reinvested | 9,297 | 3,075 | 7,775 | 6,092 | 9,178 | 5,292 | ||||||||||||||||||
Cost of shares redeemed | (26,039 | ) | (103,679 | ) | (10,121 | ) | (114,679 | ) | (88,827 | ) | (77,077 | ) | ||||||||||||
Net increase (decrease) in net assets resulting from capital shares transactions | 1,284 | (72,040 | ) | 1,777 | (101,220 | ) | (48,856 | ) | 96,651 | |||||||||||||||
Net increase (decrease) in net assets | 85,484 | 4,615 | 54,493 | (40,416 | ) | 47,367 | 186,945 | |||||||||||||||||
Net assets: | ||||||||||||||||||||||||
Beginning of period/year | 548,288 | 543,673 | 383,134 | 423,550 | 778,484 | 591,539 | ||||||||||||||||||
End of period/year | $ | 633,772 | $ | 548,288 | $ | 437,627 | $ | 383,134 | $ | 825,851 | $ | 778,484 | ||||||||||||
Undistributed (accumulated) net investment income (loss) | $ | 272 | $ | 5,112 | $ | (2,264 | ) | $ | 3,207 | $ | 4,125 | $ | 3,805 | |||||||||||
Share activity: | ||||||||||||||||||||||||
Shares issued | 1,782 | 3,305 | 176 | 366 | 2,687 | 16,656 | ||||||||||||||||||
Shares issued-reinvested from distributions | 944 | 368 | 353 | 313 | 819 | 532 | ||||||||||||||||||
Shares redeemed | (2,531 | ) | (13,096 | ) | (440 | ) | (5,881 | ) | (7,702 | ) | (8,200 | ) | ||||||||||||
Net increase (decrease) in shares outstanding | 195 | (9,423 | ) | 89 | (5,202 | ) | (4,196 | ) | 8,988 | |||||||||||||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 139
For the period or year ended:
(all amounts in thousands)
Transamerica UBS Large Cap | Transamerica WMC Emerging | |||||||||||||||
Value | Markets | |||||||||||||||
April 30, 2011 | April 30, 2011 | |||||||||||||||
(unaudited) | October 31, 2010 | (unaudited) | October 31, 2010 | |||||||||||||
From operations: | ||||||||||||||||
Net investment income (loss) | $ | 5,077 | $ | 13,434 | $ | 142 | $ | 2,068 | ||||||||
Net realized gain (loss)(A) | 57,718 | (38,588 | ) | 31,509 | 21,267 | |||||||||||
Change in unrealized appreciation (depreciation)(B) | 60,746 | 126,853 | (13,795 | ) | 28,266 | |||||||||||
Net increase in net assets resulting from operations | 123,541 | 101,699 | 17,856 | 51,601 | ||||||||||||
Distributions to shareholders: | ||||||||||||||||
From net investment income | (13,100 | ) | (12,793 | ) | (183 | ) | (956 | ) | ||||||||
From net realized gains | — | — | (23,646 | ) | (3,430 | ) | ||||||||||
Total distributions to shareholders | (13,100 | ) | (12,793 | ) | (23,829 | ) | (4,386 | ) | ||||||||
Capital share transactions: | ||||||||||||||||
Proceeds from shares sold | 12,974 | 80,736 | 56,759 | 232,087 | ||||||||||||
Dividends and distributions reinvested | 13,100 | 12,793 | 17,127 | 4,386 | ||||||||||||
Cost of shares redeemed | (559,870 | ) | (59,530 | ) | (19,111 | ) | (50,969 | ) | ||||||||
Net increase (decrease) in net assets resulting from capital shares transactions | (533,796 | ) | 33,999 | 54,775 | 185,504 | |||||||||||
Net increase (decrease) in net assets | (423,355 | ) | 122,905 | 48,802 | 232,719 | |||||||||||
Net assets: | ||||||||||||||||
Beginning of period/year | 1,125,533 | 1,002,628 | 411,311 | 178,592 | ||||||||||||
End of period/year | $ | 702,178 | $ | 1,125,533 | $ | 460,113 | $ | 411,311 | ||||||||
Undistributed (accumulated) net investment income (loss) | $ | 2,091 | $ | 10,114 | $ | 142 | $ | 183 | ||||||||
Share activity: | ||||||||||||||||
Shares issued | 1,314 | 9,068 | 4,034 | 18,069 | ||||||||||||
Shares issued-reinvested from distributions | 1,379 | 1,438 | 1,259 | 346 | ||||||||||||
Shares redeemed | (58,590 | ) | (6,760 | ) | (1,421 | ) | (4,430 | ) | ||||||||
Net increase (decrease) in shares outstanding | (55,897 | ) | 3,746 | 3,872 | 13,985 | |||||||||||
(A) | Net realized gain (loss) includes all items listed in the Statement of Operations. | |
(B) | Change in unrealized appreciation (depreciation) includes all items listed in the Statement of Operations. | |
(C) | Formerly, Transamerica AllianceBernstein International Value. | |
(D) | Rounds to less than 1 or (1) share. | |
(E) | Formerly, Transamerica BNY Mellon Market Neutral Strategy. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 140
For the period or years ended:
Transamerica BlackRock Global Allocation | ||||||||||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | October 31, 2007 | 2006(A) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 10.91 | $ | 9.99 | $ | 9.32 | $ | 13.23 | $ | 11.23 | $ | 10.00 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.11 | 0.20 | 0.19 | 0.27 | 0.24 | 0.19 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | 1.03 | 0.93 | 1.55 | (3.25 | ) | 2.15 | 1.06 | |||||||||||||||||
Total from investment operations | 1.14 | 1.13 | 1.74 | (2.98 | ) | 2.39 | 1.25 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.17 | ) | (0.21 | ) | (0.55 | ) | (0.35 | ) | (0.20 | ) | (0.02 | ) | ||||||||||||
Net realized gains on investments | — | — | (0.52 | ) | (0.58 | ) | (0.19 | ) | — | |||||||||||||||
Total distributions | (0.17 | ) | (0.21 | ) | (1.07 | ) | (0.93 | ) | (0.39 | ) | (0.02 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 11.88 | $ | 10.91 | $ | 9.99 | $ | 9.32 | $ | 13.23 | $ | 11.23 | ||||||||||||
Total return(C) | 10.56 | % (D) | 11.40 | % | 20.57 | % | (24.23 | %) | 21.95 | % | 12.45 | % (D) | ||||||||||||
�� | ||||||||||||||||||||||||
Net assets end of period/year (000’s) | $ | 526,397 | $ | 497,305 | $ | 448,979 | $ | 377,781 | $ | 520,484 | $ | 490,941 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets: | ||||||||||||||||||||||||
After reimbursement/recapture | 0.86 | % (E) | 0.87 | % | 0.90 | % | 0.88 | % | 0.85 | % | 0.90 | % (E) | ||||||||||||
Before reimbursement/recapture | 0.86 | % (E) | 0.87 | % | 0.90 | % | 0.88 | % | 0.85 | % | 0.90 | % (E) | ||||||||||||
Net investment income, to average net assets | 1.91 | % (E) | 1.96 | % | 2.08 | % | 2.25 | % | 2.04 | % | 2.02 | % (E) | ||||||||||||
Portfolio turnover rate | 20 | % (D) | 43 | % | 43 | % | 49 | % | 30 | % | 31 | % (D) |
Transamerica BlackRock Large Cap Value | ||||||||||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | October 31, 2007 | 2006(F) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 8.34 | $ | 7.81 | $ | 7.61 | $ | 13.08 | $ | 12.15 | $ | 10.47 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.05 | 0.10 | 0.13 | 0.13 | 0.12 | 0.07 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | 1.62 | 0.54 | 0.20 | (4.78 | ) | 1.27 | 1.64 | |||||||||||||||||
Total from investment operations | 1.67 | 0.64 | 0.33 | (4.65 | ) | 1.39 | 1.71 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.12 | ) | (0.11 | ) | (0.13 | ) | (0.09 | ) | (0.09 | ) | (0.03 | ) | ||||||||||||
Net realized gains on investments | — | — | — | (0.73 | ) | (0.37 | ) | — | ||||||||||||||||
Total distributions | (0.12 | ) | (0.11 | ) | (0.13 | ) | (0.82 | ) | (0.46 | ) | (0.03 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 9.89 | $ | 8.34 | $ | 7.81 | $ | 7.61 | $ | 13.08 | $ | 12.15 | ||||||||||||
Total return(C) | 20.20 | % (D) | 8.16 | % | 4.50 | % | (37.76 | %) | 11.80 | % | 16.36 | % (D) | ||||||||||||
Net assets end of period/year (000’s) | $ | 666,732 | $ | 702,205 | $ | 633,675 | $ | 461,816 | $ | 610,135 | $ | 506,529 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets: | ||||||||||||||||||||||||
After reimbursement/recapture | 0.83 | % (E) | 0.83 | % | 0.83 | % | 0.83 | % | 0.84 | % | 0.84 | % (E) | ||||||||||||
Before reimbursement/recapture | 0.83 | % (E) | 0.83 | % | 0.83 | % | 0.83 | % | 0.84 | % | 0.84 | % (E) | ||||||||||||
Net investment income, to average net assets | 1.02 | % (E) | 1.21 | % | 1.87 | % | 1.21 | % | 0.96 | % | 0.62 | % (E) | ||||||||||||
Portfolio turnover rate | 35 | % (D) | 124 | % | 130 | % | 71 | % | 69 | % | 56 | % (D) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 141
For the period or years ended:
Transamerica Clarion Global Real Estate Securities | ||||||||||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | October 31, 2007 | 2006(F) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 12.28 | $ | 10.77 | $ | 9.52 | $ | 20.48 | $ | 20.25 | $ | 15.85 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.12 | 0.26 | 0.29 | 0.32 | 0.36 | 0.21 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | 1.13 | 1.98 | 1.15 | (8.33 | ) | 2.45 | 5.85 | |||||||||||||||||
Total from investment operations | 1.25 | 2.24 | 1.44 | (8.01 | ) | 2.81 | 6.06 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.59 | ) | (0.73 | ) | (0.19 | ) | (0.90 | ) | (0.80 | ) | (0.28 | ) | ||||||||||||
Net realized gains on investments | — | — | — | (2.05 | ) | (1.78 | ) | (1.38 | ) | |||||||||||||||
Total distributions | (0.59 | ) | (0.73 | ) | (0.19 | ) | (2.95 | ) | (2.58 | ) | (1.66 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 12.94 | $ | 12.28 | $ | 10.77 | $ | 9.52 | $ | 20.48 | $ | 20.25 | ||||||||||||
Total return(C) | 10.77 | % (D) | 21.70 | % | 15.72 | % | (44.82 | %) | 15.11 | % | 41.43 | % (D) | ||||||||||||
Net assets end of period/year (000’s) | $ | 284,714 | $ | 319,368 | $ | 285,502 | $ | 232,115 | $ | 367,750 | $ | 331,620 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets: | ||||||||||||||||||||||||
After reimbursement/recapture | 0.90 | % (E) | 0.91 | % | 0.93 | % | 0.89 | % | 0.88 | % | 0.91 | % (E) | ||||||||||||
Before reimbursement/recapture | 0.90 | % (E) | 0.91 | % | 0.93 | % | 0.89 | % | 0.88 | % | 0.91 | % (E) | ||||||||||||
Net investment income, to average net assets | 1.96 | % (E) | 2.31 | % | 3.30 | % | 2.29 | % | 1.29 | % | 1.27 | % (E) | ||||||||||||
Portfolio turnover rate | 23 | % (D) | 62 | % | 61 | % | 41 | % | 72 | % | 76 | % (D) |
Transamerica Federated Market Opportunity | ||||||||||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | October 31, 2007 | 2006(A) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 8.73 | $ | 8.99 | $ | 8.56 | $ | 9.33 | $ | 9.71 | $ | 10.00 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | — | (G) | 0.06 | 0.05 | 0.11 | 0.24 | 0.27 | |||||||||||||||||
Net realized and unrealized gain (loss) on investments | 0.21 | (0.25 | ) | 1.03 | (0.77 | ) | (0.34 | ) | (0.30 | ) | ||||||||||||||
Total from investment operations | 0.21 | (0.19 | ) | 1.08 | (0.66 | ) | (0.10 | ) | (0.03 | ) | ||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.05 | ) | (0.07 | ) | (0.01 | ) | (0.11 | ) | (0.28 | ) | (0.26 | ) | ||||||||||||
Net realized gains on investments | — | — | (0.49 | ) | — | — | — | |||||||||||||||||
Return of capital | — | — | (0.15 | ) | — | — | — | |||||||||||||||||
Total distributions | (0.05 | ) | (0.07 | ) | (0.65 | ) | (0.11 | ) | (0.28 | ) | (0.26 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 8.89 | $ | 8.73 | $ | 8.99 | $ | 8.56 | $ | 9.33 | $ | 9.71 | ||||||||||||
Total return(C) | 2.37 | % (D) | (2.11 | %) | 13.01 | % | (7.16 | %) | (1.03 | %) | (0.35 | %) (D) | ||||||||||||
Net assets end of period/year (000’s) | $ | 53,638 | $ | 92,472 | $ | 85,562 | $ | 74,480 | $ | 53,747 | $ | 83,188 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets: | ||||||||||||||||||||||||
After reimbursement/recapture | 0.99 | % (E) | 0.89 | % | 0.89 | % | 0.88 | % | 0.93 | % | 0.88 | % (E) | ||||||||||||
Before reimbursement/recapture | 0.99 | % (E) | 0.89 | % | 0.89 | % | 0.88 | % | 0.93 | % | 0.88 | % (E) | ||||||||||||
Net investment income (loss), to average net assets | (0.10 | %) (E) | 0.65 | % | 0.56 | % | 1.13 | % | 2.49 | % | 2.97 | % (E) | ||||||||||||
Portfolio turnover rate | 111 | % (D) | 194 | % | 180 | % | 195 | % | 97 | % | 72 | % (D) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 142
For the period or years ended:
Transamerica First Quadrant Global Macro | ||||||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | 2007(H) | |||||||||||||||
Net asset value | ||||||||||||||||||||
Beginning of period/year | $ | 6.12 | $ | 6.08 | $ | 8.60 | $ | 9.83 | $ | 10.00 | ||||||||||
Investment operations | ||||||||||||||||||||
Net investment income (loss)(B) | (0.04 | ) | (0.10 | ) | 0.02 | 0.18 | 0.09 | |||||||||||||
Net realized and unrealized gain (loss) on investments | — | (G) | 0.14 | (0.04 | ) | (1.30 | ) | (0.26 | ) | |||||||||||
Total from investment operations | (0.04 | ) | 0.04 | (0.02 | ) | (1.12 | ) | (0.17 | ) | |||||||||||
Distributions | ||||||||||||||||||||
Net investment income | — | — | (0.03 | ) | (0.11 | ) | — | |||||||||||||
Net realized gains on investments | — | — | (2.40 | ) | — | — | ||||||||||||||
Return of capital | — | — | (0.07 | ) | — | — | ||||||||||||||
Total distributions | — | — | (2.50 | ) | (0.11 | ) | — | |||||||||||||
Net asset value | ||||||||||||||||||||
End of period/year | $ | 6.08 | $ | 6.12 | $ | 6.08 | $ | 8.60 | $ | 9.83 | ||||||||||
Total return(C) | (0.65 | %) (D) | 0.66 | % | 5.34 | % | (11.55 | %) | (1.70 | %) (D) | ||||||||||
Net assets end of period/year (000’s) | $ | 145,637 | $ | 126,142 | $ | 107,017 | $ | 165,567 | $ | 209,382 | ||||||||||
Ratio and supplemental data | ||||||||||||||||||||
Expenses to average net assets: | ||||||||||||||||||||
After reimbursement/recapture | 1.58 | % (E) | 1.61 | % | 1.58 | % | 1.51 | % | 1.51 | % (E) | ||||||||||
Before reimbursement/recapture | 1.58 | % (E) | 1.61 | % | 1.58 | % | 1.51 | % | 1.51 | % (E) | ||||||||||
Net investment income (loss), to average net assets | (1.54 | %) (E) | (1.56 | %) | 0.32 | % | 1.81 | % | 1.16 | % (E) | ||||||||||
Portfolio turnover rate | — | % (D) | — | % | 358 | % | 84 | % | 45 | % (D) |
Transamerica Hansberger International Value(I) | ||||||||||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | October 31, 2007 | 2006(A) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 8.07 | $ | 7.79 | $ | 6.61 | $ | 14.88 | $ | 12.35 | $ | 10.00 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.05 | 0.15 | 0.16 | 0.30 | 0.25 | 0.20 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | 0.62 | 0.29 | 1.37 | (7.43 | ) | 2.65 | 2.16 | |||||||||||||||||
Total from investment operations | 0.67 | 0.44 | 1.53 | (7.13 | ) | 2.90 | 2.36 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.20 | ) | (0.16 | ) | (0.35 | ) | (0.21 | ) | (0.15 | ) | (0.01 | ) | ||||||||||||
Net realized gains on investments | — | — | — | (0.93 | ) | (0.22 | ) | — | ||||||||||||||||
Total distributions | (0.20 | ) | (0.16 | ) | (0.35 | ) | (1.14 | ) | (0.37 | ) | (0.01 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 8.54 | $ | 8.07 | $ | 7.79 | $ | 6.61 | $ | 14.88 | $ | 12.35 | ||||||||||||
Total return(C) | 8.54 | % (D) | 5.61 | % | 24.32 | % | (51.72 | %) | 23.99 | % | 23.67 | % (D) | ||||||||||||
Net assets end of period/year (000’s) | $ | 282,814 | $ | 298,751 | $ | 316,068 | $ | 248,337 | $ | 519,217 | $ | 376,531 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets: | ||||||||||||||||||||||||
After reimbursement/recapture | 0.97 | % (E) | 0.97 | % | 0.97 | % | 0.94 | % | 0.93 | % | 0.99 | % (E) | ||||||||||||
Before reimbursement/recapture | 0.97 | % (E) | 0.97 | % | 0.97 | % | 0.94 | % | 0.93 | % | 0.99 | % (E) | ||||||||||||
Net investment income, to average net assets | 1.27 | % (E) | 2.00 | % | 2.39 | % | 2.71 | % | 1.82 | % | 1.91 | % (E) | ||||||||||||
Portfolio turnover rate | 117 | % (D) | 59 | % | 59 | % | 33 | % | 36 | % | 22 | % (D) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 143
For the period or years ended:
Transamerica Jennison Growth | ||||||||||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | October 31, 2007 | 2006(F) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 11.78 | $ | 10.17 | $ | 8.37 | $ | 13.05 | $ | 11.40 | $ | 11.43 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | — | (G) | 0.01 | 0.01 | 0.02 | 0.03 | — | (G) | ||||||||||||||||
Net realized and unrealized gain (loss) on investments | 1.78 | 1.61 | 1.81 | (4.68 | ) | 2.08 | 0.18 | |||||||||||||||||
Total from investment operations | 1.78 | 1.62 | 1.82 | (4.66 | ) | 2.11 | 0.18 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.01 | ) | (0.01 | ) | (0.02 | ) | (0.02 | ) | — | — | ||||||||||||||
Net realized gains on investments | — | — | — | — | (0.46 | ) | (0.21 | ) | ||||||||||||||||
Total distributions | (0.01 | ) | (0.01 | ) | (0.02 | ) | (0.02 | ) | (0.46 | ) | (0.21 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 13.55 | $ | 11.78 | $ | 10.17 | $ | 8.37 | $ | 13.05 | $ | 11.40 | ||||||||||||
Total return(C) | 15.15 | % (D) | 15.96 | % | 21.79 | % | (35.77 | %) | 19.14 | % | 1.50 | % (D) | ||||||||||||
Net assets end of period/year (000’s) | $ | 840,447 | $ | 726,732 | $ | 654,610 | $ | 184,981 | $ | 160,815 | $ | 96,273 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets: | ||||||||||||||||||||||||
After reimbursement/recapture | 0.80 | % (E) | 0.81 | % | 0.85 | % | 0.85 | % | 0.87 | % | 0.89 | % (E) | ||||||||||||
Before reimbursement/recapture | 0.80 | % (E) | 0.81 | % | 0.85 | % | 0.85 | % | 0.87 | % | 0.89 | % (E) | ||||||||||||
Net investment income (loss), to average net assets | — | % (E),(J) | 0.09 | % | 0.16 | % | 0.21 | % | 0.22 | % | (0.02 | %) (E) | ||||||||||||
Portfolio turnover rate | 34 | % (D) | 83 | % | 82 | % | 70 | % | 63 | % | 80 | % (D) |
Transamerica JPMorgan Core Bond | ||||||||||||
April 30, 2011 | October 31, | |||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | 2009(K) | |||||||||
Net asset value | ||||||||||||
Beginning of period/year | $ | 10.56 | $ | 10.08 | $ | 10.00 | ||||||
Investment operations | ||||||||||||
Net investment income(B) | 0.17 | 0.28 | 0.07 | |||||||||
Net realized and unrealized gain (loss) on investments | (0.14 | ) | 0.53 | 0.06 | ||||||||
Total from investment operations | 0.03 | 0.81 | 0.13 | |||||||||
Distributions | ||||||||||||
Net investment income | (0.19 | ) | (0.33 | ) | (0.05 | ) | ||||||
Net realized gains on investments | (0.07 | ) | — | — | ||||||||
Total distributions | (0.26 | ) | (0.33 | ) | (0.05 | ) | ||||||
Net asset value | ||||||||||||
End of period/year | $ | 10.33 | $ | 10.56 | $ | 10.08 | ||||||
Total return(C) | 0.37 | % (D) | 8.16 | % | 1.34 | % (D) | ||||||
Net assets end of period/year (000’s) | $ | 1,136,966 | $ | 1,063,458 | $ | 215,816 | ||||||
Ratio and supplemental data | ||||||||||||
Expenses to average net assets: | ||||||||||||
After reimbursement/recapture | 0.49 | % (E) | 0.50 | % | 0.55 | % (E) | ||||||
Before reimbursement/recapture | 0.49 | % (E) | 0.50 | % | 0.55 | % (E) | ||||||
Net investment income, to average net assets | 3.30 | % (E) | 2.73 | % | 2.15 | % (E) | ||||||
Portfolio turnover rate | 16 | % (D) | 33 | % | 3 | % (D) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 144
For the period or years ended:
Transamerica JPMorgan International Bond | ||||||||||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | October 31, 2007 | 2006(A) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 12.08 | $ | 11.64 | $ | 10.56 | $ | 11.00 | $ | 10.51 | $ | 10.00 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.12 | 0.24 | 0.26 | 0.29 | 0.28 | 0.22 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | (0.03 | ) | 0.71 | 1.59 | (0.29 | ) | 0.59 | 0.49 | ||||||||||||||||
Total from investment operations | 0.09 | 0.95 | 1.85 | — | (G) | 0.87 | 0.71 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.81 | ) | (0.39 | ) | (0.68 | ) | (0.44 | ) | (0.38 | ) | (0.20 | ) | ||||||||||||
Net realized gains on investments | (0.09 | ) | (0.12 | ) | (0.09 | ) | — | — | — | |||||||||||||||
Total distributions | (0.90 | ) | (0.51 | ) | (0.77 | ) | (0.44 | ) | (0.38 | ) | (0.20 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 11.27 | $ | 12.08 | $ | 11.64 | $ | 10.56 | $ | 11.00 | $ | 10.51 | ||||||||||||
Total return(C) | 1.40 | % (D) | 8.54 | % | 17.90 | % | (0.14 | %) | 8.55 | % | 7.12 | % (D) | ||||||||||||
Net assets end of period/year (000’s) | $ | 369,659 | $ | 447,141 | $ | 732,964 | $ | 699,078 | $ | 761,827 | $ | 682,254 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets: | ||||||||||||||||||||||||
After reimbursement/recapture | 0.63 | % (E) | 0.61 | % | 0.60 | % | 0.61 | % | 0.61 | % | 0.64 | % (E) | ||||||||||||
Before reimbursement/recapture | 0.63 | % (E) | 0.61 | % | 0.60 | % | 0.61 | % | 0.61 | % | 0.64 | % (E) | ||||||||||||
Net investment income, to average net assets | 2.16 | % (E) | 2.16 | % | 2.38 | % | 2.55 | % | 2.68 | % | 2.34 | % (E) | ||||||||||||
Portfolio turnover rate | 23 | % (D) | 61 | % | 53 | % | 74 | % | 86 | % | 145 | % (D) |
Transamerica JPMorgan Long/Short Strategy(L) | ||||||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | 2007(H) | |||||||||||||||
Net asset value | ||||||||||||||||||||
Beginning of period/year | $ | 8.32 | $ | 8.43 | $ | 9.51 | $ | 9.78 | $ | 10.00 | ||||||||||
Investment operations | ||||||||||||||||||||
Net investment income (loss)(B) | (0.08 | ) | (0.13 | ) | (0.17 | ) | 0.10 | 0.23 | ||||||||||||
Net realized and unrealized gain (loss) on investments | (0.08 | ) | 0.02 | (0.80 | ) | 0.20 | (0.45 | ) | ||||||||||||
Total from investment operations | (0.16 | ) | (0.11 | ) | (0.97 | ) | 0.30 | 0.22 | ||||||||||||
Distributions | ||||||||||||||||||||
Net investment income | — | — | — | (0.57 | ) | — | ||||||||||||||
Return of capital | — | — | (0.11 | ) | — | — | ||||||||||||||
Total distributions | — | — | (0.11 | ) | (0.57 | ) | — | |||||||||||||
Net asset value | ||||||||||||||||||||
End of period/year | $ | 8.16 | $ | 8.32 | $ | 8.43 | $ | 9.51 | $ | 9.78 | ||||||||||
Total return(C) | (1.92 | )% (D) | (1.30 | %) | (10.27 | %) | 3.30 | % | (2.20 | %) (D) | ||||||||||
Net assets end of period/year (000’s) | $ | 117,626 | $ | 108,342 | $ | 86,682 | $ | 121,348 | $ | 112,394 | ||||||||||
Ratio and supplemental data | ||||||||||||||||||||
Expenses to average net assets: | ||||||||||||||||||||
After reimbursement/recapture(M) | 3.74 | % (E) | 2.85 | % | 3.61 | % | 2.79 | % | 3.05 | % (E) | ||||||||||
Before reimbursement/recapture(M) | 3.74 | % (E) | 2.85 | % | 3.61 | % | 2.79 | % | 3.05 | % (E) | ||||||||||
Net investment income (loss), to average net assets(M) | (2.09 | %) (E) | (1.61 | %) | (1.87 | %) | 1.05 | % | 2.77 | % (E) | ||||||||||
Portfolio turnover rate | 302 | % (D) | 303 | % | 463 | % | 192 | % | 119 | % (D) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 145
For the period or years ended:
Transamerica JPMorgan Mid Cap Value | ||||||||||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | October 31, 2007 | 2006(F) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 10.17 | $ | 8.28 | $ | 7.54 | $ | 12.32 | $ | 11.67 | $ | 10.09 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.05 | 0.12 | 0.15 | 0.13 | 0.13 | 0.11 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | 1.77 | 1.93 | 0.82 | (4.20 | ) | 1.13 | 1.57 | |||||||||||||||||
Total from investment operations | 1.82 | 2.05 | 0.97 | (4.07 | ) | 1.26 | 1.68 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.14 | ) | (0.16 | ) | (0.17 | ) | (0.10 | ) | (0.11 | ) | (0.05 | ) | ||||||||||||
Net realized gains on investments | — | — | (0.06 | ) | (0.61 | ) | (0.50 | ) | (0.05 | ) | ||||||||||||||
Total distributions | (0.14 | ) | (0.16 | ) | (0.23 | ) | (0.71 | ) | (0.61 | ) | (0.10 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 11.85 | $ | 10.17 | $ | 8.28 | $ | 7.54 | $ | 12.32 | $ | 11.67 | ||||||||||||
Total return(C) | 18.04 | % (D) | 25.08 | % | 13.39 | % | (34.92 | %) | 11.07 | % | 16.71 | % (D) | ||||||||||||
Net assets end of period/year (000’s) | $ | 189,626 | $ | 163,612 | $ | 165,838 | $ | 147,772 | $ | 270,661 | $ | 245,188 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets: | ||||||||||||||||||||||||
After reimbursement/recapture | 0.89 | % (E) | 0.89 | % | 0.90 | % | 0.87 | % | 0.87 | % | 0.88 | % (E) | ||||||||||||
Before reimbursement/recapture | 0.89 | % (E) | 0.89 | % | 0.90 | % | 0.87 | % | 0.87 | % | 0.88 | % (E) | ||||||||||||
Net investment income, to average net assets | 0.98 | % (E) | 1.33 | % | 2.05 | % | 1.22 | % | 0.98 | % | 1.10 | % (E) | ||||||||||||
Portfolio turnover rate | 20 | % (D) | 29 | % | 43 | % | 45 | % | 50 | % | 46 | % (D) |
Transamerica Loomis Sayles Bond | ||||||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | 2007(H) | |||||||||||||||
Net asset value | ||||||||||||||||||||
Beginning of period/year | $ | 11.14 | $ | 9.93 | $ | 7.34 | $ | 10.19 | $ | 10.00 | ||||||||||
Investment operations | ||||||||||||||||||||
Net investment income(B) | 0.28 | 0.57 | 0.60 | 0.60 | 0.45 | |||||||||||||||
Net realized and unrealized gain (loss) on investments | 0.40 | 1.23 | 2.61 | (2.88 | ) | (0.01 | ) | |||||||||||||
Total from investment operations | 0.68 | 1.80 | 3.21 | (2.28 | ) | 0.44 | ||||||||||||||
Distributions | ||||||||||||||||||||
Net investment income | (0.39 | ) | (0.59 | ) | (0.57 | ) | (0.57 | ) | (0.25 | ) | ||||||||||
Net realized gains on investments | (0.19 | ) | — | (0.05 | ) | — | — | |||||||||||||
Total distributions | (0.58 | ) | (0.59 | ) | (0.62 | ) | (0.57 | ) | (0.25 | ) | ||||||||||
Net asset value | ||||||||||||||||||||
End of period/year | $ | 11.24 | $ | 11.14 | $ | 9.93 | $ | 7.34 | $ | 10.19 | ||||||||||
Total return(C) | 6.55 | % (D) | 18.69 | % | 46.27 | % | (23.56 | %) | 4.50 | % (D) | ||||||||||
Net assets end of period/year (000’s) | $ | 590,922 | $ | 594,220 | $ | 812,252 | $ | 577,368 | $ | 513,249 | ||||||||||
Ratio and supplemental data | ||||||||||||||||||||
Expenses to average net assets: | ||||||||||||||||||||
After reimbursement/recapture | 0.70 | % (E) | 0.70 | % | 0.69 | % | 0.69 | % | 0.73 | % (E) | ||||||||||
Before reimbursement/recapture | 0.70 | % (E) | 0.70 | % | 0.69 | % | 0.69 | % | 0.73 | % (E) | ||||||||||
Net investment income, to average net assets | 5.14 | % (E) | 5.49 | % | 7.22 | % | 6.34 | % | 5.42 | % (E) | ||||||||||
Portfolio turnover rate | 22 | % (D) | 79 | % | 42 | % | 24 | % | 18 | % (D) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 146
For the period or years ended:
Transamerica MFS International Equity | ||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | 2008(N) | ||||||||||||
Net asset value | ||||||||||||||||
Beginning of period/year | $ | 9.11 | $ | 8.16 | $ | 6.58 | $ | 10.00 | ||||||||
Investment operations | ||||||||||||||||
Net investment income(B) | 0.07 | 0.12 | 0.12 | 0.02 | ||||||||||||
Net realized and unrealized gain (loss) on investments | 1.15 | 1.09 | 1.46 | (3.44 | ) | |||||||||||
Total from investment operations | 1.22 | 1.21 | 1.58 | (3.42 | ) | |||||||||||
Distributions | ||||||||||||||||
Net investment income | (0.10 | ) | (0.06 | ) | — | — | ||||||||||
Net realized gains on investments | (0.45 | ) | (0.20 | ) | — | — | ||||||||||
Total distributions | (0.55 | ) | (0.26 | ) | — | — | ||||||||||
Net asset value | ||||||||||||||||
End of period/year | $ | 9.78 | $ | 9.11 | $ | 8.16 | $ | 6.58 | ||||||||
Total return(C) | 14.11 | % (D) | 15.16 | % | 24.01 | % | (34.20 | %) (D) | ||||||||
Net assets end of period/year (000’s) | $ | 607,085 | $ | 536,181 | $ | 396,754 | $ | 40,997 | ||||||||
Ratio and supplemental data | ||||||||||||||||
Expenses to average net assets: | ||||||||||||||||
After reimbursement/recapture | 0.97 | % (E) | 0.99 | % | 1.09 | % | 1.23 | % (E) | ||||||||
Before reimbursement/recapture | 0.97 | % (E) | 0.99 | % | 1.09 | % | 1.23 | % (E) | ||||||||
Net investment income, to average net assets | 1.58 | % (E) | 1.47 | % | 1.78 | % | 0.71 | % (E) | ||||||||
Portfolio turnover rate | 17 | % (D) | 35 | % | 24 | % | 37 | % (D) |
Transamerica Morgan Stanley Emerging Markets Debt | ||||||||||||||||||||||||
April 30, 2011 | ||||||||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | October 31, 2007 | October 31, 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 11.29 | $ | 10.23 | $ | 7.98 | $ | 11.23 | $ | 10.91 | $ | 10.45 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.29 | 0.62 | 0.60 | 0.61 | 0.59 | 0.55 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | (0.52 | ) | 1.07 | 2.18 | (2.72 | ) | 0.46 | 0.52 | ||||||||||||||||
Total from investment operations | (0.23 | ) | 1.69 | 2.78 | (2.11 | ) | 1.05 | 1.07 | ||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.26 | ) | (0.63 | ) | (0.53 | ) | (0.79 | ) | (0.63 | ) | (0.54 | ) | ||||||||||||
Net realized gains on investments | (0.26 | ) | — | — | (0.35 | ) | (0.10 | ) | (0.07 | ) | ||||||||||||||
Total distributions | (0.52 | ) | (0.63 | ) | (0.53 | ) | (1.14 | ) | (0.73 | ) | (0.61 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 10.54 | $ | 11.29 | $ | 10.23 | $ | 7.98 | $ | 11.23 | $ | 10.91 | ||||||||||||
Total return(C) | (1.89 | %) (D) | 17.16 | % | 36.29 | % | (20.81 | %) | 9.94 | % | 10.61 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 295,257 | $ | 302,576 | $ | 382,618 | $ | 320,350 | $ | 317,328 | $ | 425,726 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets: | ||||||||||||||||||||||||
After reimbursement/recapture | 1.01 | % (E) | 1.00 | % | 0.98 | % | 0.98 | % | 1.03 | % | 1.03 | % | ||||||||||||
Before reimbursement/recapture | 1.01 | % (E) | 1.00 | % | 0.98 | % | 0.98 | % | 1.03 | % | 1.03 | % | ||||||||||||
Net investment income, to average net assets | 5.48 | % (E) | 5.89 | % | 6.67 | % | 5.92 | % | 5.36 | % | 5.24 | % | ||||||||||||
Portfolio turnover rate | 38 | % (D) | 100 | % | 118 | % | 81 | % | 79 | % | 79 | % |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 147
For the period or years ended:
Transamerica Morgan Stanley Mid-Cap Growth | ||||||||||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | October 31, 2007 | 2006(O) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 13.07 | $ | 9.58 | $ | 7.42 | $ | 14.16 | $ | 10.33 | $ | 10.00 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.02 | 0.04 | — | (G) | 0.02 | 0.04 | 0.01 | |||||||||||||||||
Net realized and unrealized gain (loss) on investments | 2.82 | 3.47 | 2.17 | (5.90 | ) | 3.81 | 0.32 | |||||||||||||||||
Total from investment operations | 2.84 | 3.51 | 2.17 | (5.88 | ) | 3.85 | 0.33 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.05 | ) | (0.02 | ) | (0.01 | ) | (0.02 | ) | (0.02 | ) | — | |||||||||||||
Net realized gains on investments | (0.79 | ) | — | — | (0.84 | ) | — | — | ||||||||||||||||
Total distributions | (0.84 | ) | (0.02 | ) | (0.01 | ) | (0.86 | ) | (0.02 | ) | — | |||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 15.07 | $ | 13.07 | $ | 9.58 | $ | 7.42 | $ | 14.16 | $ | 10.33 | ||||||||||||
Total return(C) | 22.74 | % (D) | 36.64 | % | 29.29 | % | (43.99 | %) | 37.32 | % | 3.30 | % (D) | ||||||||||||
Net assets end of period/year (000’s) | $ | 359,986 | $ | 292,575 | $ | 256,212 | $ | 98,141 | $ | 125,380 | $ | 75,092 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets: | ||||||||||||||||||||||||
After reimbursement/recapture | 0.86 | % (E) | 0.86 | % | 0.88 | % | 0.87 | % | 0.90 | % | 0.92 | % (E) | ||||||||||||
Before reimbursement/recapture | 0.86 | % (E) | 0.86 | % | 0.88 | % | 0.87 | % | 0.90 | % | 0.92 | % (E) | ||||||||||||
Net investment income (loss), to average net assets | 0.30 | % (E) | 0.37 | % | (0.06 | %) | 0.19 | % | 0.32 | % | 0.11 | % (E) | ||||||||||||
Portfolio turnover rate | 12 | % (D) | 50 | % | 38 | % | 40 | % | 74 | % | 50 | % (D) |
Transamerica Morgan Stanley Small Company Growth | ||||||||||||||||||||||||
April 30, 2011 | ||||||||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | October 31, 2007 | October 31, 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 10.94 | $ | 8.82 | $ | 7.39 | $ | 14.14 | $ | 12.78 | $ | 11.29 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income (loss)(B) | 0.02 | — | (G) | (0.02 | ) | 0.10 | 0.02 | (0.02 | ) | |||||||||||||||
Net realized and unrealized gain (loss) on investments | 2.72 | 2.12 | 1.62 | (5.50 | ) | 1.81 | 1.69 | |||||||||||||||||
Total from investment operations | 2.74 | 2.12 | 1.60 | (5.40 | ) | 1.83 | 1.67 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.04 | ) | — | (0.15 | ) | (0.02 | ) | — | (0.01 | ) | ||||||||||||||
Net realized gains on investments | — | — | — | (1.33 | ) | (0.47 | ) | (0.17 | ) | |||||||||||||||
Return of capital | — | — | (0.02 | ) | — | — | — | |||||||||||||||||
Total distributions | (0.04 | ) | — | (0.17 | ) | (1.35 | ) | (0.47 | ) | (0.18 | ) | |||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 13.64 | $ | 10.94 | $ | 8.82 | $ | 7.39 | $ | 14.14 | $ | 12.78 | ||||||||||||
Total return(C) | 25.05 | % (D) | 24.04 | % | 22.43 | % | (41.72 | %) | 14.75 | % | 14.92 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 229,040 | $ | 181,460 | $ | 129,889 | $ | 61,214 | $ | 188,347 | $ | 301,649 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets: | ||||||||||||||||||||||||
After reimbursement/recapture | 1.01 | % (E) | 1.02 | % | 1.04 | % | 1.02 | % | 1.01 | % | 1.01 | % | ||||||||||||
Before reimbursement/recapture | 1.01 | % (E) | 1.02 | % | 1.04 | % | 1.02 | % | 1.01 | % | 1.01 | % | ||||||||||||
Net investment income (loss), to average net assets | 0.25 | % (E) | (0.02 | %) | (0.19 | %) | 0.89 | % | 0.13 | % | (0.19 | %) | ||||||||||||
Portfolio turnover rate | 15 | % (D) | 21 | % | 40 | % | 44 | % | 71 | % | 67 | % |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 148
For the period or years ended:
Transamerica Neuberger Berman International | ||||||||||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | October 31, 2007 | 2006(A) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 8.94 | $ | 7.57 | $ | 5.95 | $ | 13.55 | $ | 11.74 | $ | 10.00 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.06 | 0.10 | 0.10 | 0.19 | 0.15 | 0.12 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | 1.43 | 1.34 | 1.69 | (6.63 | ) | 2.37 | 1.64 | |||||||||||||||||
Total from investment operations | 1.49 | 1.44 | 1.79 | (6.44 | ) | 2.52 | 1.76 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.11 | ) | (0.07 | ) | (0.17 | ) | (0.13 | ) | (0.13 | ) | (0.02 | ) | ||||||||||||
Net realized gains on investments | — | — | — | (1.03 | ) | (0.58 | ) | — | ||||||||||||||||
Total distributions | (0.11 | ) | (0.07 | ) | (0.17 | ) | (1.16 | ) | (0.71 | ) | (0.02 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 10.32 | $ | 8.94 | $ | 7.57 | $ | 5.95 | $ | 13.55 | $ | 11.74 | ||||||||||||
Total return(C) | 16.80 | % (D) | 19.16 | % | 30.83 | % | (51.66 | %) | 22.37 | % | 17.61 | % (D) | ||||||||||||
Net assets end of period/year (000’s) | $ | 663,085 | $ | 584,849 | $ | 485,803 | $ | 307,981 | $ | 596,488 | $ | 459,996 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets: | ||||||||||||||||||||||||
After reimbursement/recapture | 1.05 | % (E) | 1.06 | % | 1.09 | % | 1.06 | % | 1.06 | % | 1.07 | % (E) | ||||||||||||
Before reimbursement/recapture | 1.05 | % (E) | 1.06 | % | 1.09 | % | 1.06 | % | 1.06 | % | 1.07 | % (E) | ||||||||||||
Net investment income, to average net assets | 1.21 | % (E) | 1.22 | % | 1.62 | % | 1.87 | % | 1.21 | % | 1.21 | % (E) | ||||||||||||
Portfolio turnover rate | 26 | % (D) | 51 | % | 75 | % | 72 | % | 57 | % | 52 | % (D) |
Transamerica Oppenheimer Developing Markets | ||||||||||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | October 31, 2007 | 2006(A) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 13.34 | $ | 10.12 | $ | 8.20 | $ | 17.07 | $ | 11.41 | $ | 10.00 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | — | (G) | 0.05 | 0.06 | 0.19 | 0.12 | 0.09 | |||||||||||||||||
Net realized and unrealized gain (loss) on investments | 1.04 | 3.22 | 3.51 | (7.65 | ) | 5.99 | 1.37 | |||||||||||||||||
Total from investment operations | 1.04 | 3.27 | 3.57 | (7.46 | ) | 6.11 | 1.46 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.04 | ) | (0.05 | ) | (0.16 | ) | (0.09 | ) | (0.06 | ) | (0.05 | ) | ||||||||||||
Net realized gains on investments | — | — | (1.49 | ) | (1.32 | ) | (0.39 | ) | — | |||||||||||||||
Total distributions | (0.04 | ) | (0.05 | ) | (1.65 | ) | (1.41 | ) | (0.45 | ) | (0.05 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 14.34 | $ | 13.34 | $ | 10.12 | $ | 8.20 | $ | 17.07 | $ | 11.41 | ||||||||||||
Total return(C) | 7.87 | % (D) | 32.43 | % | 56.01 | % | (47.48 | %) | 55.27 | % | 14.64 | % (D) | ||||||||||||
Net assets end of period/year (000’s) | $ | 654,865 | $ | 610,212 | $ | 495,636 | $ | 317,973 | $ | 674,561 | $ | 362,080 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets: | ||||||||||||||||||||||||
After reimbursement/recapture | 1.27 | % (E) | 1.31 | % | 1.35 | % | 1.32 | % | 1.34 | % | 1.45 | % (E) | ||||||||||||
Before reimbursement/recapture | 1.27 | % (E) | 1.31 | % | 1.35 | % | 1.32 | % | 1.34 | % | 1.45 | % (E) | ||||||||||||
Net investment income, to average net assets | 0.03 | % (E) | 0.48 | % | 0.77 | % | 1.42 | % | 0.87 | % | 0.89 | % (E) | ||||||||||||
Portfolio turnover rate | 23 | % (D) | 54 | % | 50 | % | 67 | % | 59 | % | 77 | % (D) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 149
For the period or years ended:
Transamerica Oppenheimer Small- & Mid-Cap Value | ||||||||||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | October 31, 2007 | 2006(P) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 9.33 | $ | 7.72 | $ | 6.30 | $ | 13.18 | $ | 10.94 | $ | 10.00 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.02 | 0.02 | 0.03 | 0.04 | — | 0.02 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | 1.85 | 1.63 | 1.41 | (5.98 | ) | 2.44 | 0.92 | |||||||||||||||||
Total from investment operations | 1.87 | 1.65 | 1.44 | (5.94 | ) | 2.44 | 0.94 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.01 | ) | (0.04 | ) | (0.02 | ) | — | (G) | (0.02 | ) | — | |||||||||||||
Net realized gains on investments | — | — | — | (0.94 | ) | (0.18 | ) | — | ||||||||||||||||
Total distributions | (0.01 | ) | (0.04 | ) | (0.02 | ) | (0.94 | ) | (0.20 | ) | — | |||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 11.19 | $ | 9.33 | $ | 7.72 | $ | 6.30 | $ | 13.18 | $ | 10.94 | ||||||||||||
Total return(C) | 20.10 | % (D) | 21.44 | % | 22.99 | % | (48.36 | %) | 22.57 | % | 9.40 | % (D) | ||||||||||||
Net assets end of period/year (000’s) | $ | 357,058 | $ | 299,225 | $ | 269,281 | $ | 127,886 | $ | 183,126 | $ | 91,899 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets: | ||||||||||||||||||||||||
After reimbursement/recapture | 0.95 | % (E) | 0.96 | % | 0.98 | % | 1.00 | % | 1.03 | % | 1.15 | % (E) | ||||||||||||
Before reimbursement/recapture | 0.95 | % (E) | 0.96 | % | 0.98 | % | 1.00 | % | 1.02 | % | 1.22 | % (E) | ||||||||||||
Net investment income, to average net assets | 0.40 | % (E) | 0.19 | % | 0.43 | % | 0.34 | % | — | % | 0.74 | % (E) | ||||||||||||
Portfolio turnover rate | 53 | % (D) | 81 | % | 110 | % | 102 | % | 118 | % | 33 | % (D) |
Transamerica PIMCO Real Return TIPS | ||||||||||||||||||||||||
April 30, 2011 | ||||||||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | October 31, 2007 | October 31, 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 11.61 | $ | 10.72 | $ | 9.21 | $ | 10.21 | $ | 10.05 | $ | 10.25 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.16 | 0.25 | 0.32 | 0.47 | 0.38 | 0.48 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | (0.15 | ) | 1.04 | 1.58 | (0.96 | ) | 0.16 | (0.22 | ) | |||||||||||||||
Total from investment operations | 0.01 | 1.29 | 1.90 | (0.49 | ) | 0.54 | 0.26 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.16 | ) | (0.40 | ) | (0.33 | ) | (0.51 | ) | (0.38 | ) | (0.45 | ) | ||||||||||||
Net realized gains on investments | (0.43 | ) | — | (0.06 | ) | — | — | (0.01 | ) | |||||||||||||||
Total distributions | (0.59 | ) | (0.40 | ) | (0.39 | ) | (0.51 | ) | (0.38 | ) | (0.46 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 11.03 | $ | 11.61 | $ | 10.72 | $ | 9.21 | $ | 10.21 | $ | 10.05 | ||||||||||||
Total return(C) | 0.43 | % (D) | 12.40 | % | 21.00 | % | (5.29 | %) | 5.54 | % | 2.55 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 868,268 | $ | 845,965 | $ | 752,723 | $ | 621,092 | $ | 690,942 | $ | 603,597 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets: | ||||||||||||||||||||||||
After reimbursement/recapture | 0.73 | % (E) | 0.72 | % | 0.74 | % | 0.74 | % | 0.73 | % | 0.73 | % | ||||||||||||
Before reimbursement/recapture | 0.73 | % (E) | 0.72 | % | 0.74 | % | 0.74 | % | 0.73 | % | 0.73 | % | ||||||||||||
Net investment income, to average net assets | 2.90 | % (E) | 2.32 | % | 3.23 | % | 4.47 | % | 3.82 | % | 4.79 | % | ||||||||||||
Portfolio turnover rate | 79 | % (D) | 307 | % | 583 | % | 1,028 | % | 375 | % | 384 | % |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 150
For the period or years ended:
Transamerica PIMCO Total Return | ||||||||||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | October 31, 2007 | 2006(F) | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 10.80 | $ | 10.85 | $ | 9.58 | $ | 10.47 | $ | 10.28 | $ | 10.12 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.15 | 0.35 | 0.49 | 0.49 | 0.46 | 0.41 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | (0.21 | ) | 0.67 | 1.64 | (0.88 | ) | 0.18 | 0.12 | ||||||||||||||||
Total from investment operations | (0.06 | ) | 1.02 | 2.13 | (0.39 | ) | 0.64 | 0.53 | ||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.14 | ) | (0.34 | ) | (0.67 | ) | (0.44 | ) | (0.44 | ) | (0.37 | ) | ||||||||||||
Net realized gains on investments | (0.32 | ) | (0.73 | ) | (0.19 | ) | (0.06 | ) | (0.01 | ) | — | |||||||||||||
Total distributions | (0.46 | ) | (1.07 | ) | (0.86 | ) | (0.50 | ) | (0.45 | ) | (0.37 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 10.28 | $ | 10.80 | $ | 10.85 | $ | 9.58 | $ | 10.47 | $ | 10.28 | ||||||||||||
Total return(C) | (0.26 | %) (D) | 10.25 | % | 23.74 | % | (4.04 | %) | 6.33 | % | 5.33 | % (D) | ||||||||||||
Net assets end of period/year (000’s) | $ | 603,790 | $ | 667,721 | $ | 505,329 | $ | 555,428 | $ | 540,310 | $ | 268,173 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets: | ||||||||||||||||||||||||
After reimbursement/recapture | 0.73 | % (E) | 0.74 | % | 0.74 | % | 0.75 | % | 0.75 | % | 0.80 | % (E) | ||||||||||||
Before reimbursement/recapture | 0.73 | % (E) | 0.74 | % | 0.74 | % | 0.75 | % | 0.75 | % | 0.80 | % (E) | ||||||||||||
Net investment income, to average net assets | 2.89 | % (E) | 3.30 | % | 4.95 | % | 4.66 | % | 4.39 | % | 4.18 | % (E) | ||||||||||||
Portfolio turnover rate | 90 | % (D) | 222 | % | 841 | % | 751 | % | 756 | % | 544 | % (D) |
Transamerica Schroders International Small Cap | ||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | 2008(Q) | ||||||||||||
Net asset value | ||||||||||||||||
Beginning of period/year | $ | 9.67 | $ | 8.22 | $ | 5.82 | $ | 10.00 | ||||||||
Investment operations | ||||||||||||||||
Net investment income(B) | 0.02 | 0.08 | 0.08 | 0.12 | ||||||||||||
Net realized and unrealized gain (loss) on investments | 1.60 | 1.42 | 2.41 | (4.30 | ) | |||||||||||
Total from investment operations | 1.62 | 1.50 | 2.49 | (4.18 | ) | |||||||||||
Distributions | ||||||||||||||||
Net investment income | (0.11 | ) | (0.05 | ) | (0.09 | ) | — | |||||||||
Net realized gains on investments | (0.05 | ) | — | — | — | |||||||||||
Total distributions | (0.16 | ) | (0.05 | ) | (0.09 | ) | — | |||||||||
Net asset value | ||||||||||||||||
End of period/year | $ | 11.13 | $ | 9.67 | $ | 8.22 | $ | 5.82 | ||||||||
Total return(C) | 17.12 | % (D) | 18.29 | % | 43.56 | % | (41.80 | %) (D) | ||||||||
Net assets end of period/year (000’s) | $ | 633,772 | $ | 548,288 | $ | 543,673 | $ | 108,655 | ||||||||
Ratio and supplemental data | ||||||||||||||||
Expenses to average net assets: | ||||||||||||||||
After reimbursement/recapture | 1.14 | % (E) | 1.16 | % | 1.23 | % | 1.27 | % (E) | ||||||||
Before reimbursement/recapture | 1.14 | % (E) | 1.16 | % | 1.21 | % | 1.30 | % (E) | ||||||||
Net investment income, to average net assets | 0.46 | % (E) | 0.97 | % | 1.23 | % | 1.96 | % (E) | ||||||||
Portfolio turnover rate | 24 | % (D) | 54 | % | 46 | % | 14 | % (D) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 151
For the period or years ended:
Transamerica Third Avenue Value | ||||||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | 2007(R) | |||||||||||||||
Net asset value | ||||||||||||||||||||
Beginning of period/year | $ | 21.56 | $ | 18.44 | $ | 16.93 | $ | 28.93 | $ | 28.01 | ||||||||||
Investment operations | ||||||||||||||||||||
Net investment income(B) | 0.13 | 0.19 | 0.15 | 0.24 | 0.14 | |||||||||||||||
Net realized and unrealized gain (loss)��on investments | 3.26 | 3.20 | 1.36 | (11.45 | ) | 0.78 | ||||||||||||||
Total from investment operations | 3.39 | 3.39 | 1.51 | (11.21 | ) | 0.92 | ||||||||||||||
Distributions | ||||||||||||||||||||
Net investment income | (0.44 | ) | (0.27 | ) | — | (0.42 | ) | — | ||||||||||||
Net realized gains on investments | — | — | — | (0.37 | ) | — | ||||||||||||||
Total distributions | (0.44 | ) | (0.27 | ) | — | (0.79 | ) | — | ||||||||||||
Net asset value | ||||||||||||||||||||
End of period/year | $ | 24.51 | $ | 21.56 | $ | 18.44 | $ | 16.93 | $ | 28.93 | ||||||||||
Total return(C) | 15.96 | % (D) | 18.53 | % | 8.92 | % | (39.75 | %) | 3.28 | % (D) | ||||||||||
Net assets end of period/year (000’s) | $ | 437,627 | $ | 383,134 | $ | 423,550 | $ | 336,845 | $ | 678,578 | ||||||||||
Ratio and supplemental data | ||||||||||||||||||||
Expenses to average net assets: | ||||||||||||||||||||
After reimbursement/recapture | 0.87 | % (E) | 0.87 | % | 0.87 | % | 0.86 | % | 0.86 | % (E) | ||||||||||
Before reimbursement/recapture | 0.87 | % (E) | 0.87 | % | 0.87 | % | 0.86 | % | 0.86 | % (E) | ||||||||||
Net investment income, to average net assets | 1.12 | % (E) | 0.98 | % | 0.91 | % | 1.00 | % | 0.98 | % (E) | ||||||||||
Portfolio turnover rate | 1 | % (D) | — | % (J) | 17 | % | 29 | % | 11 | % (D) |
Transamerica Thornburg International Value | ||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | 2008(S) | ||||||||||||
Net asset value | ||||||||||||||||
Beginning of period/year | $ | 11.12 | $ | 9.69 | $ | 7.98 | $ | 10.00 | ||||||||
Investment operations | ||||||||||||||||
Net investment income(B) | 0.07 | 0.10 | 0.10 | — | (G) | |||||||||||
Net realized and unrealized gain (loss) on investments | 1.49 | 1.42 | 1.66 | (2.02 | ) | |||||||||||
Total from investment operations | 1.56 | 1.52 | 1.76 | (2.02 | ) | |||||||||||
Distributions | ||||||||||||||||
Net investment income | (0.06 | ) | (0.06 | ) | — | — | ||||||||||
Net realized gains on investments | (0.07 | ) | (0.03 | ) | (0.05 | ) | — | |||||||||
Total distributions | (0.13 | ) | (0.09 | ) | (0.05 | ) | — | |||||||||
Net asset value | ||||||||||||||||
End of period/year | $ | 12.55 | $ | 11.12 | $ | 9.69 | $ | 7.98 | ||||||||
Total return(C) | 14.15 | % (D) | 15.75 | % | 22.21 | % | (20.20 | %) (D) | ||||||||
Net assets end of period/year (000’s) | $ | 825,851 | $ | 778,484 | $ | 591,539 | $ | 79,516 | ||||||||
Ratio and supplemental data | ||||||||||||||||
Expenses to average net assets: | ||||||||||||||||
After reimbursement/recapture | 1.07 | % (E) | 1.08 | % | 1.17 | % | 1.35 | % (E) | ||||||||
Before reimbursement/recapture | 1.07 | % (E) | 1.08 | % | 1.15 | % | 1.76 | % (E) | ||||||||
Net investment income (loss), to average net assets | 1.16 | % (E) | 0.97 | % | 1.14 | % | (0.18 | %) (E) | ||||||||
Portfolio turnover rate | 16 | % (D) | 36 | % | 39 | % | 5 | % (D) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 152
For the period or years ended:
Transamerica UBS Large Cap Value | ||||||||||||||||||||||||
April 30, 2011 | ||||||||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | October 31, 2007 | October 31, 2006 | ||||||||||||||||||
Net asset value | ||||||||||||||||||||||||
Beginning of period/year | $ | 9.18 | $ | 8.44 | $ | 8.05 | $ | 13.79 | $ | 12.73 | $ | 10.95 | ||||||||||||
Investment operations | ||||||||||||||||||||||||
Net investment income(B) | 0.07 | 0.11 | 0.14 | 0.21 | 0.19 | 0.14 | ||||||||||||||||||
Net realized and unrealized gain (loss) on investments | 1.44 | 0.74 | 0.44 | (5.64 | ) | 1.36 | 1.92 | |||||||||||||||||
Total from investment operations | 1.51 | 0.85 | 0.58 | (5.43 | ) | 1.55 | 2.06 | |||||||||||||||||
Distributions | ||||||||||||||||||||||||
Net investment income | (0.16 | ) | (0.11 | ) | (0.19 | ) | (0.15 | ) | (0.13 | ) | (0.10 | ) | ||||||||||||
Net realized gains on investments | — | — | — | (0.16 | ) | (0.36 | ) | (0.18 | ) | |||||||||||||||
Total distributions | (0.16 | ) | (0.11 | ) | (0.19 | ) | (0.31 | ) | (0.49 | ) | (0.28 | ) | ||||||||||||
Net asset value | ||||||||||||||||||||||||
End of period/year | $ | 10.53 | $ | 9.18 | $ | 8.44 | $ | 8.05 | $ | 13.79 | $ | 12.73 | ||||||||||||
Total return(C) | 16.59 | % (D) | 10.09 | % | 7.56 | % | (40.19 | %) | 12.48 | % | 19.19 | % | ||||||||||||
Net assets end of period/year (000’s) | $ | 702,178 | $ | 1,125,533 | $ | 1,002,628 | $ | 701,997 | $ | 880,922 | $ | 226,782 | ||||||||||||
Ratio and supplemental data | ||||||||||||||||||||||||
Expenses to average net assets: | ||||||||||||||||||||||||
After reimbursement/recapture | 0.81 | % (E) | 0.79 | % | 0.81 | % | 0.80 | % | 0.81 | % | 0.88 | % | ||||||||||||
Before reimbursement/recapture | 0.81 | % (E) | 0.79 | % | 0.81 | % | 0.80 | % | 0.81 | % | 0.88 | % | ||||||||||||
Net investment income, to average net assets | 1.31 | % (E) | 1.26 | % | 1.80 | % | 1.86 | % | 1.41 | % | 1.21 | % | ||||||||||||
Portfolio turnover rate | 31 | % (D) | 56 | % | 66 | % | 47 | % | 27 | % | 32 | % |
Transamerica WMC Emerging Markets | ||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | 2008(T) | ||||||||||||
Net asset value | ||||||||||||||||
Beginning of period/year | $ | 14.28 | $ | 12.06 | $ | 7.66 | $ | 10.00 | ||||||||
Investment operations | ||||||||||||||||
Net investment income(B) | 0.01 | 0.10 | 0.09 | — | (G) | |||||||||||
Net realized and unrealized gain (loss) on investments | 0.58 | 2.41 | 4.31 | (2.34 | ) | |||||||||||
Total from investment operations | 0.59 | 2.51 | 4.40 | (2.34 | ) | |||||||||||
Distributions | ||||||||||||||||
Net investment income | (0.01 | ) | (0.06 | ) | — | — | ||||||||||
Net realized gains on investments | (0.78 | ) | (0.23 | ) | — | — | ||||||||||
Total distributions | (0.79 | ) | (0.29 | ) | — | — | ||||||||||
Net asset value | ||||||||||||||||
End of period/year | $ | 14.08 | $ | 14.28 | $ | 12.06 | $ | 7.66 | ||||||||
Total return(C) | 4.30 | % (D) | 21.08 | % | 57.44 | % | (23.40 | %) (D) | ||||||||
Net assets end of period/year (000’s) | $ | 460,113 | $ | 411,311 | $ | 178,592 | $ | 76,127 | ||||||||
Ratio and supplemental data | ||||||||||||||||
Expenses to average net assets: | ||||||||||||||||
After reimbursement/recapture | 1.39 | % (E) | 1.40 | % | 1.40 | % | 1.40 | % (E) | ||||||||
Before reimbursement/recapture | 1.34 | % (E) | 1.40 | % | 1.43 | % | 2.26 | % (E) | ||||||||
Net investment income, to average net assets | 0.06 | % (E) | 0.78 | % | 0.89 | % | 0.15 | % (E) | ||||||||
Portfolio turnover rate | 74 | % (D) | 147 | % | 141 | % | 10 | % (D) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 153
For the period or years ended:
(A) | Commenced operations on December 6, 2005 | |
(B) | Calculated based on average number of shares outstanding. | |
(C) | Total return has been calculated for the applicable period without deduction of a sales load, if any, on an initial purchase. | |
(D) | Not annualized. | |
(E) | Annualized. | |
(F) | Commenced operations on November 15, 2005 | |
(G) | Rounds to less than $0.01 or $(0.01). | |
(H) | Commenced operations on January 3, 2007 | |
(I) | Formerly, Transamerica AllianceBernstein International Value. | |
(J) | Rounds to less than 0.01% or (0.01)%. | |
(K) | Commenced operations on July 1, 2009 | |
(L) | Formerly, Transamerica BNY Mellon Market Neutral Strategy. | |
(M) | Includes dividends and interest on securities sold short (representing 2.42%, 1.35%, 2.09%, 1.30%, and 1.56% of average net assets for 2011, 2010, 2009, 2008 and 2007, respectively). | |
(N) | Commenced operations on June 10, 2008 | |
(O) | Commenced operations on January 3, 2006 | |
(P) | Commenced operations on August 1, 2006 | |
(Q) | Commenced operations on March 1, 2008 | |
(R) | Commenced operations on May 1, 2007 | |
(S) | Commenced operations on September 15, 2008 | |
(T) | Commenced operations on September 30, 2008 | |
Note: Prior to November 1, 2009, all of the financial highlights were audited by another independent registered public accounting firm. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 154
(unaudited)
Actual Expenses | Hypothetical Expenses (B) | |||||||||||||||||||||||
Beginning | Ending Account | Expenses Paid | Ending Account | Expenses Paid | Annualized | |||||||||||||||||||
Fund Name | Account Value | Value | During Period (A) | Value | During Period (A) | Expense Ratio | ||||||||||||||||||
Transamerica AQR Managed Futures Strategy | $ | 1,000.00 | $ | 1,037.90 | $ | 6.27 | $ | 1,018.65 | $ | 6.21 | 1.24 | % | ||||||||||||
Transamerica Goldman Sachs Commodity Strategy | 1,000.00 | 1,223.00 | 3.80 | 1,021.37 | 3.46 | 0.69 |
(A) | Expenses are calculated using the fund’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 expenses. |
Transamerica Funds | Semi-Annual Report 2011 |
Page 155
(The following charts summarize the Consolidated Schedules of Investments of the funds by asset type)
(unaudited)
Transamerica AQR Managed Futures Strategy | ||||
Investment Companies | 89.7 | % | ||
Other Assets and Liabilities - Net (A) | 10.3 | |||
Total | 100.0 | % | ||
Transamerica Goldman Sachs Commodity Strategy | ||||
Repurchase Agreement | 91.1 | % | ||
Other Assets and Liabilities - Net(A) | 8.9 | |||
Total | 100.0 | % | ||
(A) | The Other Assets and Liabilities — Net category may include, but is not limited to, Forward Currency Contracts, Futures Contracts, Swap Agreements, Written Options and Swaptions, Securities Sold Short, and Cash Collateral. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 156
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Shares | Value | |||||||
INVESTMENT COMPANIES - 89.7% | ||||||||
Capital Markets - 89.7% | ||||||||
BlackRock Liquidity Funds TempFund Portfolio | 23,263,866 | $ | 23,264 | |||||
Dreyfus Cash Advantage Fund | 34,895,799 | 34,896 | ||||||
Dreyfus Treasury Cash Management | 58,159,666 | 58,160 | ||||||
UBS Select Prime Preferred Fund | 58,159,666 | 58,159 | ||||||
UBS Select Treasury Preferred | 58,159,666 | 58,160 | ||||||
Total Investment Companies (cost $232,639) # | 232,639 | |||||||
Other Assets and Liabilities - Net | 26,579 | |||||||
Net Assets | $ | 259,218 | ||||||
(Pay)/Receive | Premiums | Unrealized | ||||||||||||||||||||||||||
Pay/Receive | Fixed Price | Termination | Counter- | # of | Market | Paid/ | Appreciation | |||||||||||||||||||||
Fixed Price (A) | Reference Entity | Per Unit | Date | party | Units θ | Value | (Received) | (Depreciation) | ||||||||||||||||||||
Pay | CBOT 2-Year U.S. Treasury | |||||||||||||||||||||||||||
Note June Futures | (109.01) - (109.58 | ) | 06/30/2011 | BAML | (68,400 | ) | $ | 63 | $ | — | $ | 63 | ||||||||||||||||
Receive | Euro Schatz June Futures | 107.04 - 107.54 | 06/08/2011 | BAML | 23,383 | (14 | ) | — | (14 | ) | ||||||||||||||||||
Pay | KOSPI 200 Index June | |||||||||||||||||||||||||||
Futures | (255.25) - (294.03 | ) | 06/09/2011 | BAML | (26,000 | ) | 443 | — | 443 | |||||||||||||||||||
Pay | LME Copper June Futures | (9,190) - (9,878 | ) | 06/15/2011 | BAML | (♦ | ) | (42 | ) | — | (42 | ) | ||||||||||||||||
Receive | Wheat July Futures | 8.23 | 07/14/2011 | BRC | 198 | (2 | ) | — | (2 | ) | ||||||||||||||||||
$ | 448 | $ | — | $ | 448 | |||||||||||||||||||||||
Net Unrealized | ||||||||||||
Appreciation | ||||||||||||
Description | Type | Contracts ┌ | Expiration Date | (Depreciation) | ||||||||
10-Year Australian Treasury Bond | Long | 137 | 06/15/2011 | $ | 52 | |||||||
10-Year Canada Government Bond | Long | 175 | 06/21/2011 | 150 | ||||||||
10-Year Japan Government Bond | Long | 22 | 06/09/2011 | 168 | ||||||||
10-Year U.S. Treasury Note | Long | 200 | 06/21/2011 | 168 | ||||||||
2-Year U.S. Treasury Note | Long | 79 | 06/30/2011 | 31 | ||||||||
30-Year U.S. Treasury Bond | Long | 130 | 06/21/2011 | 194 | ||||||||
3-Month Aluminum | Short | (34) | 05/03/2011 | (167 | ) | |||||||
3-Month Aluminum | Long | 34 | 05/03/2011 | 165 | ||||||||
3-Month Aluminum | Short | (36) | 05/10/2011 | (214 | ) | |||||||
3-Month Aluminum | Long | 36 | 05/10/2011 | 202 | ||||||||
3-Month Aluminum | Short | (5) | 05/17/2011 | (33 | ) | |||||||
3-Month Aluminum | Long | 5 | 05/17/2011 | 30 | ||||||||
3-Month Aluminum | Long | 6 | 05/24/2011 | 37 | ||||||||
3-Month Aluminum | Short | (6) | 05/24/2011 | (38 | ) | |||||||
3-Month Aluminum | Short | (1) | 06/03/2011 | (4 | ) | |||||||
3-Month Aluminum | Long | 1 | 06/03/2011 | 4 | ||||||||
3-Month Aluminum | Long | 54 | 06/16/2011 | 328 | ||||||||
3-Month Aluminum | Short | (54) | 06/16/2011 | (337 | ) | |||||||
3-Month Aluminum | Long | 93 | 06/17/2011 | 543 | ||||||||
3-Month Aluminum | Short | (93) | 06/17/2011 | (550 | ) | |||||||
3-Month Aluminum | Short | (24) | 06/22/2011 | (107 | ) | |||||||
3-Month Aluminum | Long | 24 | 06/22/2011 | 109 | ||||||||
3-Month Aluminum | Long | 12 | 06/24/2011 | 34 | ||||||||
3-Month Aluminum | Short | (12) | 06/24/2011 | (36 | ) | |||||||
3-Month Aluminum | Long | 28 | 06/30/2011 | 85 | ||||||||
3-Month Aluminum | Short | (28) | 06/30/2011 | (82 | ) | |||||||
3-Month Aluminum | Short | (11) | 07/05/2011 | (36 | ) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 157
At April 30, 2011
(all amounts in thousands)
(unaudited)
Net Unrealized | ||||||||||||
Appreciation | ||||||||||||
Description | Type | Contracts┌ | Expiration Date | (Depreciation) | ||||||||
3-Month Aluminum | Long | 11 | 07/05/2011 | $ | 34 | |||||||
3-Month Aluminum | Short | (21) | 07/07/2011 | (38 | ) | |||||||
3-Month Aluminum | Long | 21 | 07/07/2011 | 40 | ||||||||
3-Month Aluminum | Short | (5) | 07/21/2011 | (3 | ) | |||||||
3-Month Aluminum | Long | 5 | 07/21/2011 | 3 | ||||||||
3-Month Aluminum | Long | 21 | 07/28/2011 | (3 | ) | |||||||
3-Month Aluminum | Short | (21) | 07/28/2011 | 1 | ||||||||
3-Month Canadian Bankers’ Acceptance | Long | 54 | 09/19/2011 | (2 | ) | |||||||
3-Month Canadian Bankers’ Acceptance | Long | 52 | 12/19/2011 | (3 | ) | |||||||
3-Month Copper | Short | (2) | 05/10/2011 | 29 | ||||||||
3-Month Copper | Long | 2 | 05/10/2011 | (33 | ) | |||||||
3-Month Copper | Long | 5 | 05/24/2011 | (4 | ) | |||||||
3-Month Copper | Short | (5) | 05/24/2011 | 4 | ||||||||
3-Month Copper | Long | 1 | 06/03/2011 | (16 | ) | |||||||
3-Month Copper | Short | (1) | 06/03/2011 | 13 | ||||||||
3-Month Copper | Long | 1 | 06/10/2011 | 3 | ||||||||
3-Month Copper | Short | (1) | 06/10/2011 | (4 | ) | |||||||
3-Month Copper | Long | 6 | 06/17/2011 | (39 | ) | |||||||
3-Month Copper | Short | (6) | 06/17/2011 | 28 | ||||||||
3-Month Copper | Long | 3 | 06/22/2011 | (8 | ) | |||||||
3-Month Copper | Short | (3) | 06/22/2011 | 9 | ||||||||
3-Month Copper | Long | 10 | 06/24/2011 | (100 | ) | |||||||
3-Month Copper | Short | (10) | 06/24/2011 | 111 | ||||||||
3-Month Copper | Long | 13 | 06/30/2011 | (46 | ) | |||||||
3-Month Copper | Short | (13) | 06/30/2011 | 59 | ||||||||
3-Month Copper | Short | (7) | 07/07/2011 | 73 | ||||||||
3-Month Copper | Long | 7 | 07/07/2011 | (54 | ) | |||||||
3-Month Copper | Short | (2) | 07/14/2011 | 6 | ||||||||
3-Month Copper | Long | 2 | 07/14/2011 | (6 | ) | |||||||
3-Month Copper | Short | (9) | 07/28/2011 | 31 | ||||||||
3-Month Copper | Long | 9 | 07/28/2011 | (18 | ) | |||||||
3-Month Copper LME | Short | (3) | 05/03/2011 | 52 | ||||||||
3-Month Copper LME | Long | 3 | 05/03/2011 | (47 | ) | |||||||
3-Month Copper LME | Short | (27) | 06/15/2011 | 86 | ||||||||
3-Month Copper LME | Long | 27 | 06/15/2011 | (248 | ) | |||||||
3-Month EURIBOR | Short | (80) | 09/19/2011 | (5 | ) | |||||||
3-Month EURIBOR | Short | (85) | 12/19/2011 | 3 | ||||||||
3-Month EURIBOR | Short | (78) | 03/19/2012 | (3 | ) | |||||||
3-Month EURIBOR | Short | (68) | 06/18/2012 | (11 | ) | |||||||
3-Month EURIBOR | Short | (65) | 09/17/2012 | (20 | ) | |||||||
3-Month EURIBOR | Short | (65) | 12/17/2012 | (25 | ) | |||||||
3-Month EURIBOR | Short | (68) | 03/18/2013 | (29 | ) | |||||||
3-Month Euroswiss | Long | 47 | 09/19/2011 | (3 | ) | |||||||
3-Month Euroswiss | Long | 27 | 12/19/2011 | (3 | ) | |||||||
3-Month Nickel | Long | 5 | 06/16/2011 | 44 | ||||||||
3-Month Nickel | Short | (5) | 06/16/2011 | (45 | ) | |||||||
3-Month Sterling | Long | 200 | 09/21/2011 | 33 | ||||||||
3-Month Sterling | Long | 174 | 12/21/2011 | 44 | ||||||||
3-Month Sterling | Long | 169 | 03/21/2012 | 60 | ||||||||
3-Month Sterling | Long | 153 | 06/20/2012 | 67 | ||||||||
3-Month Sterling | Long | 145 | 09/19/2012 | 64 | ||||||||
3-Month Sterling | Long | 145 | 12/19/2012 | 58 | ||||||||
3-Month Sterling | Long | 131 | 03/20/2013 | 33 | ||||||||
3-Month Zinc | Short | (5) | 05/10/2011 | 23 | ||||||||
3-Month Zinc | Long | 5 | 05/10/2011 | (27 | ) | |||||||
3-Month Zinc | Long | 22 | 05/17/2011 | (140 | ) | |||||||
3-Month Zinc | Short | (22) | 05/17/2011 | 139 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 158
At April 30, 2011
(all amounts in thousands)
(unaudited)
Net Unrealized | ||||||||||||
Appreciation | ||||||||||||
Description | Type | Contracts┌ | Expiration Date | (Depreciation) | ||||||||
3-Month Zinc | Short | (7) | 05/24/2011 | $ | 35 | |||||||
3-Month Zinc | Long | 7 | 05/24/2011 | (36 | ) | |||||||
3-Month Zinc | Short | (5) | 06/16/2011 | 10 | ||||||||
3-Month Zinc | Long | 5 | 06/16/2011 | (11 | ) | |||||||
3-Month Zinc | Short | (3) | 06/22/2011 | 5 | ||||||||
3-Month Zinc | Long | 3 | 06/22/2011 | (5 | ) | |||||||
3-Year Australian Treasury Bond | Long | 184 | 06/15/2011 | (17 | ) | |||||||
5-Year U.S. Treasury Note | Long | 271 | 06/30/2011 | 255 | ||||||||
90-Day Euro | Long | 261 | 09/19/2011 | 40 | ||||||||
90-Day Euro | Long | 218 | 12/19/2011 | 34 | ||||||||
90-Day Euro | Long | 182 | 03/19/2012 | 39 | ||||||||
90-Day Euro | Long | 147 | 06/18/2012 | 45 | ||||||||
90-Day Euro | Long | 128 | 09/17/2012 | 47 | ||||||||
90-Day Euro | Long | 117 | 12/17/2012 | 46 | ||||||||
90-Day Euro | Long | 111 | 03/18/2013 | 47 | ||||||||
Aluminum HG | Long | 304 | 06/15/2011 | 1,271 | ||||||||
Aluminum HG | Short | (110) | 06/15/2011 | (623 | ) | |||||||
ASX SPI 200 Index | Long | 49 | 06/16/2011 | (94 | ) | |||||||
Brent Crude Oil Penultimate Financial | Long | 68 | 06/14/2011 | 511 | ||||||||
CAC 40 Index | Long | 113 | 05/20/2011 | 178 | ||||||||
Cocoa | Short | (21) | 07/14/2011 | (56 | ) | |||||||
Coffee “C” | Long | 13 | 07/19/2011 | 81 | ||||||||
Corn | Long | 33 | 07/14/2011 | 12 | ||||||||
Cotton No. 2 | Short | (5) | 07/07/2011 | 66 | ||||||||
DAX Index | Long | 19 | 06/17/2011 | 275 | ||||||||
DJIA Mini Index | Long | 150 | 06/17/2011 | 442 | ||||||||
FTSE 100 Index | Long | 49 | 06/17/2011 | 96 | ||||||||
FTSE JSE Top 40 Index | Long | 148 | 06/15/2011 | 62 | ||||||||
FTSE MIB Index | Long | 12 | 06/17/2011 | 102 | ||||||||
Gas Oil | Long | 10 | 05/12/2011 | 40 | ||||||||
Gasoline RBOB | Long | 9 | 05/31/2011 | 75 | ||||||||
German Euro BOBL | Short | (3) | 06/08/2011 | (2 | ) | |||||||
German Euro Bund | Long | 46 | 06/08/2011 | 24 | ||||||||
German Euro BUXL | Long | 6 | 06/08/2011 | 5 | ||||||||
Gold 100 Oz. | Long | 13 | 06/28/2011 | 126 | ||||||||
Hang Seng China Enterprises Index | Long | 31 | 05/30/2011 | (98 | ) | |||||||
Hang Seng Index | Long | 21 | 05/30/2011 | (55 | ) | |||||||
Heating Oil | Long | 8 | 05/31/2011 | 21 | ||||||||
Henry Hub Natural Gas Swap | Short | (105) | 05/26/2011 | (131 | ) | |||||||
IBEX 35 Index | Long | 22 | 05/20/2011 | 8 | ||||||||
Lean Hogs | Short | (46) | 06/14/2011 | 13 | ||||||||
MSCI Taiwan Index | Long | 74 | 05/30/2011 | 16 | ||||||||
NASDAQ 100 E-Mini Index | Long | 110 | 06/17/2011 | 134 | ||||||||
Nickel | Long | 13 | 06/15/2011 | (149 | ) | |||||||
Nickel | Short | (5) | 06/15/2011 | (43 | ) | |||||||
Russell 2000 Mini Index | Long | 96 | 06/17/2011 | 432 | ||||||||
S&P 500 E-Mini Index | Long | 134 | 06/17/2011 | 370 | ||||||||
S&P Midcap 400 E-Mini Index | Long | 98 | 06/17/2011 | 466 | ||||||||
S&P TSE 60 Index | Long | 48 | 06/16/2011 | 113 | ||||||||
SGX CNX Nifty Index | Long | 311 | 05/26/2011 | (82 | ) | |||||||
SGX MSCI Singapore Index | Long | 46 | 05/30/2011 | (22 | ) | |||||||
Silver | Short | (2) | 07/27/2011 | (53 | ) | |||||||
Soybean | Long | 12 | 07/14/2011 | 10 | ||||||||
Soybean Meal | Short | (19) | 07/14/2011 | (23 | ) | |||||||
Soybean Oil | Long | 52 | 07/14/2011 | 17 | ||||||||
Sugar #11 | Short | (92) | 06/30/2011 | 152 | ||||||||
TOPIX Index | Short | (31) | 06/10/2011 | (138 | ) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 159
At April 30, 2011
(all amounts in thousands)
(unaudited)
Net Unrealized | ||||||||||||||||
Appreciation | ||||||||||||||||
Description | Type | Contracts┌ | Expiration Date | (Depreciation) | ||||||||||||
United Kingdom Long Gilt Bond | Long | 120 | 06/28/2011 | $ | 238 | |||||||||||
WTI Bullet Swap Financial | Long | 63 | 05/19/2011 | 311 | ||||||||||||
Zinc | Short | (8 | ) | 06/15/2011 | 16 | |||||||||||
Zinc | Long | 13 | 06/15/2011 | (85 | ) | |||||||||||
$ | 5,426 | |||||||||||||||
Amount in U.S. | Net Unrealized | |||||||||||||||
Bought | Settlement | Dollars Bought | Appreciation | |||||||||||||
Currency | (Sold) | Date | (Sold) | (Depreciation) | ||||||||||||
Australian Dollar | 56,253 | 06/15/2011 | $ | 56,320 | $ | 4,971 | ||||||||||
Australian Dollar | 6,388 | 06/15/2011 | 6,373 | 588 | ||||||||||||
Australian Dollar | 5,125 | 06/15/2011 | 5,326 | 258 | ||||||||||||
Australian Dollar | (7,303 | ) | 06/15/2011 | (7,563 | ) | (394 | ) | |||||||||
Australian Dollar | (120 | ) | 06/15/2011 | (118 | ) | (12 | ) | |||||||||
Australian Dollar | 927 | 06/15/2011 | 942 | 68 | ||||||||||||
Australian Dollar | (8,131 | ) | 06/15/2011 | (8,697 | ) | (163 | ) | |||||||||
Australian Dollar | 3,985 | 06/15/2011 | 3,980 | 362 | ||||||||||||
Australian Dollar | (140 | ) | 06/15/2011 | (140 | ) | (13 | ) | |||||||||
Australian Dollar | (1,693 | ) | 06/15/2011 | (1,756 | ) | (89 | ) | |||||||||
Australian Dollar | 11,568 | 06/15/2011 | 11,778 | 826 | ||||||||||||
Australian Dollar | 4,341 | 06/15/2011 | 4,712 | 18 | ||||||||||||
Australian Dollar | 763 | 06/15/2011 | 798 | 33 | ||||||||||||
Australian Dollar | 151 | 06/15/2011 | 161 | 4 | ||||||||||||
Australian Dollar | (4,080 | ) | 06/15/2011 | (4,078 | ) | (368 | ) | |||||||||
Australian Dollar | (310 | ) | 06/15/2011 | (311 | ) | (27 | ) | |||||||||
Australian Dollar | 1,015 | 06/15/2011 | 1,092 | 14 | ||||||||||||
Australian Dollar | 6,432 | 06/15/2011 | 6,388 | 620 | ||||||||||||
Australian Dollar | 80 | 06/15/2011 | 84 | 3 | ||||||||||||
Australian Dollar | (24,731 | ) | 06/15/2011 | (24,323 | ) | (2,625 | ) | |||||||||
Australian Dollar | (5,830 | ) | 06/15/2011 | (5,728 | ) | (625 | ) | |||||||||
Australian Dollar | 3,564 | 06/15/2011 | 3,652 | 231 | ||||||||||||
Australian Dollar | (1,147 | ) | 06/15/2011 | (1,130 | ) | (120 | ) | |||||||||
Brazilian Real | 60 | 06/15/2011 | 35 | 3 | ||||||||||||
Brazilian Real | 5,870 | 06/15/2011 | 3,457 | 263 | ||||||||||||
Brazilian Real | 650 | 06/15/2011 | 399 | 13 | ||||||||||||
Brazilian Real | 40 | 06/15/2011 | 24 | 1 | ||||||||||||
Canadian Dollar | (3,039 | ) | 06/15/2011 | (3,186 | ) | (22 | ) | |||||||||
Canadian Dollar | 26,476 | 06/15/2011 | 27,111 | 842 | ||||||||||||
Canadian Dollar | (2,186 | ) | 06/15/2011 | (2,279 | ) | (29 | ) | |||||||||
Canadian Dollar | 1,079 | 06/15/2011 | 1,116 | 23 | ||||||||||||
Canadian Dollar | 2,859 | 06/15/2011 | 2,903 | 115 | ||||||||||||
Canadian Dollar | (1,427 | ) | 06/15/2011 | (1,448 | ) | (59 | ) | |||||||||
Chilean Peso | 220,000 | 06/15/2011 | 458 | 18 | ||||||||||||
Chilean Peso | 80,000 | 06/15/2011 | 168 | 5 | ||||||||||||
Colombian Peso | 370,000 | 06/15/2011 | 195 | 15 | ||||||||||||
Czech Republic Koruna | 8,500 | 06/15/2011 | 489 | 32 | ||||||||||||
Czech Republic Koruna | 1,900 | 06/15/2011 | 107 | 9 | ||||||||||||
Czech Republic Koruna | (35,700 | ) | 06/15/2011 | (2,113 | ) | (73 | ) | |||||||||
Czech Republic Koruna | 1,500 | 06/15/2011 | 89 | 3 | ||||||||||||
Czech Republic Koruna | 123,000 | 06/15/2011 | 6,973 | 559 | ||||||||||||
Czech Republic Koruna | 4,500 | 06/15/2011 | 262 | 14 | ||||||||||||
Czech Republic Koruna | 2,900 | 06/15/2011 | 168 | 10 | ||||||||||||
Euro | (1,267 | ) | 06/15/2011 | (1,846 | ) | (29 | ) | |||||||||
Euro | 7,272 | 06/15/2011 | 10,337 | 419 | ||||||||||||
Euro | 20,439 | 06/15/2011 | 28,702 | 1,531 | ||||||||||||
Euro | 5,408 | 06/15/2011 | 7,594 | 405 | ||||||||||||
Euro | 14,709 | 06/15/2011 | 21,281 | 477 | ||||||||||||
Euro | (8,249 | ) | 06/15/2011 | (11,587 | ) | (615 | ) | |||||||||
Euro | 1,550 | 06/15/2011 | 2,161 | 132 | ||||||||||||
Euro | (10,281 | ) | 06/15/2011 | (14,677 | ) | (531 | ) | |||||||||
Euro | (60,405 | ) | 06/15/2011 | (83,807 | ) | (5,548 | ) | |||||||||
Euro | (7,832 | ) | 06/15/2011 | (11,135 | ) | (450 | ) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 160
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At April 30, 2011
(all amounts in thousands)
(unaudited)
Amount in | Net Unrealized | |||||||||||||||
Bought | Settlement | U.S. Dollars | Appreciation | |||||||||||||
Currency | (Sold) | Date | Bought (Sold) | (Depreciation) | ||||||||||||
Euro | (21,313 | ) | 06/15/2011 | $ | (30,261 | ) | $ | (1,267 | ) | |||||||
Euro | 3,850 | 06/15/2011 | 5,448 | 247 | ||||||||||||
Euro | 3,902 | 06/15/2011 | 5,647 | 125 | ||||||||||||
Euro | 20,812 | 06/15/2011 | 28,909 | 1,876 | ||||||||||||
Euro | 20,453 | 06/15/2011 | 28,551 | 1,704 | ||||||||||||
Euro | 2,169 | 06/15/2011 | 3,019 | 189 | ||||||||||||
Euro | 21,133 | 06/15/2011 | 29,894 | 1,366 | ||||||||||||
Euro | (18,090 | ) | 06/15/2011 | (25,922 | ) | (837 | ) | |||||||||
Euro | (3,926 | ) | 06/15/2011 | (5,540 | ) | (268 | ) | |||||||||
Euro | 5,889 | 06/15/2011 | 8,628 | 83 | ||||||||||||
Euro | 10,549 | 06/15/2011 | 14,946 | 659 | ||||||||||||
Euro | (250 | ) | 06/15/2011 | (371 | ) | 1 | ||||||||||
Euro | (110 | ) | 06/15/2011 | (152 | ) | (11 | ) | |||||||||
Euro | (11,600 | ) | 06/15/2011 | (16,902 | ) | (257 | ) | |||||||||
Euro | 2,891 | 06/15/2011 | 3,992 | 285 | ||||||||||||
Euro | 13,484 | 06/15/2011 | 19,083 | 862 | ||||||||||||
Euro | 7,668 | 06/15/2011 | 11,367 | (24 | ) | |||||||||||
Hungarian Forint | 165,000 | 06/15/2011 | 861 | 59 | ||||||||||||
Hungarian Forint | 73,000 | 06/15/2011 | 380 | 27 | ||||||||||||
Hungarian Forint | 970,000 | 06/15/2011 | 4,856 | 552 | ||||||||||||
Hungarian Forint | (228,000 | ) | 06/15/2011 | (1,146 | ) | (125 | ) | |||||||||
Hungarian Forint | 75,000 | 06/15/2011 | 391 | 27 | ||||||||||||
Indian Rupee | (28,000 | ) | 06/15/2011 | (609 | ) | (19 | ) | |||||||||
Indian Rupee | 34,000 | 06/15/2011 | 759 | 3 | ||||||||||||
Indian Rupee | (29,000 | ) | 06/15/2011 | (650 | ) | 1 | ||||||||||
Indian Rupee | 44,000 | 06/15/2011 | 972 | 14 | ||||||||||||
Indian Rupee | 135,000 | 06/15/2011 | 2,948 | 78 | ||||||||||||
Indian Rupee | 37,000 | 06/15/2011 | 804 | 25 | ||||||||||||
Indian Rupee | (111,000 | ) | 06/15/2011 | (2,469 | ) | (18 | ) | |||||||||
Indian Rupee | (72,000 | ) | 06/15/2011 | (1,575 | ) | (38 | ) | |||||||||
Indian Rupee | (20,000 | ) | 06/15/2011 | (436 | ) | (12 | ) | |||||||||
Indian Rupee | (2,000 | ) | 06/15/2011 | (43 | ) | (1 | ) | |||||||||
Indian Rupee | 120,000 | 06/15/2011 | 2,639 | 51 | ||||||||||||
Indian Rupee | (34,000 | ) | 06/15/2011 | (756 | ) | (6 | ) | |||||||||
Indian Rupee | 69,000 | 06/15/2011 | 1,540 | 6 | ||||||||||||
Indian Rupee | (98,000 | ) | 06/15/2011 | (2,177 | ) | (19 | ) | |||||||||
Indian Rupee | 64,000 | 06/15/2011 | 1,421 | 14 | ||||||||||||
Indian Rupee | (11,000 | ) | 06/15/2011 | (246 | ) | ♦ | ||||||||||
Indonesian Rupiah | 2,200,000 | 06/15/2011 | 247 | 8 | ||||||||||||
Indonesian Rupiah | 6,800,000 | 06/15/2011 | 767 | 20 | ||||||||||||
Indonesian Rupiah | 15,700,000 | 06/15/2011 | 1,765 | 53 | ||||||||||||
Israeli Shekel | 1,900 | 06/15/2011 | 529 | 32 | ||||||||||||
Israeli Shekel | 900 | 06/15/2011 | 252 | 14 | ||||||||||||
Israeli Shekel | 1,600 | 06/15/2011 | 447 | 26 | ||||||||||||
Israeli Shekel | 600 | 06/15/2011 | 170 | 7 | ||||||||||||
Israeli Shekel | 1,300 | 06/15/2011 | 359 | 25 | ||||||||||||
Israeli Shekel | 1,700 | 06/15/2011 | 469 | 33 | ||||||||||||
Israeli Shekel | 100 | 06/15/2011 | 29 | 1 | ||||||||||||
Japanese Yen | 1,136,614 | 06/15/2011 | 13,852 | 164 | ||||||||||||
Japanese Yen | (449,733 | ) | 06/15/2011 | (5,453 | ) | (92 | ) | |||||||||
Japanese Yen | 268,369 | 06/15/2011 | 3,191 | 118 | ||||||||||||
Japanese Yen | (121,000 | ) | 06/15/2011 | (1,419 | ) | (73 | ) | |||||||||
Japanese Yen | (1,709,122 | ) | 06/15/2011 | (21,081 | ) | 6 | ||||||||||
Japanese Yen | 175,216 | 06/15/2011 | 2,136 | 25 | ||||||||||||
Japanese Yen | (117,284 | ) | 06/15/2011 | (1,391 | ) | (55 | ) | |||||||||
Japanese Yen | (924,137 | ) | 06/15/2011 | (11,139 | ) | (256 | ) | |||||||||
Japanese Yen | (245,478 | ) | 06/15/2011 | (3,003 | ) | (24 | ) | |||||||||
Japanese Yen | (1,048,790 | ) | 06/15/2011 | (12,811 | ) | (121 | ) | |||||||||
Japanese Yen | 111,000 | 06/15/2011 | 1,329 | 39 | ||||||||||||
Japanese Yen | (397,000 | ) | 06/15/2011 | (4,821 | ) | (74 | ) | |||||||||
Japanese Yen | 1,308,372 | 06/15/2011 | 16,012 | 121 | ||||||||||||
Japanese Yen | 1,489,846 | 06/15/2011 | 18,432 | (61 | ) | |||||||||||
Japanese Yen | 365,194 | 06/15/2011 | 4,409 | 94 | ||||||||||||
Japanese Yen | (702,692 | ) | 06/15/2011 | (8,601 | ) | (64 | ) | |||||||||
Japanese Yen | 1,818,563 | 06/15/2011 | 22,292 | 132 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 161
At April 30, 2011
(all amounts in thousands)
(unaudited)
Amount in | Net Unrealized | |||||||||||||||
Bought | Settlement | U.S. Dollars | Appreciation | |||||||||||||
Currency | (Sold) | Date | Bought (Sold) | (Depreciation) | ||||||||||||
Japanese Yen | (87,007 | ) | 06/15/2011 | $ | (1,076 | ) | $ | 3 | ||||||||
Japanese Yen | (2,049,849 | ) | 06/15/2011 | (24,388 | ) | (889 | ) | |||||||||
Japanese Yen | 456,375 | 06/15/2011 | 5,533 | 94 | ||||||||||||
Japanese Yen | (522,935 | ) | 06/15/2011 | (6,462 | ) | 13 | ||||||||||
Japanese Yen | (173,000 | ) | 06/15/2011 | (2,073 | ) | (60 | ) | |||||||||
Japanese Yen | (191,000 | ) | 06/15/2011 | (2,338 | ) | (17 | ) | |||||||||
Japanese Yen | (95,000 | ) | 06/15/2011 | (1,143 | ) | (29 | ) | |||||||||
Japanese Yen | (737,252 | ) | 06/15/2011 | (8,974 | ) | (117 | ) | |||||||||
Malaysian Ringgit | 900 | 06/15/2011 | 294 | 9 | ||||||||||||
Malaysian Ringgit | 800 | 06/15/2011 | 264 | 6 | ||||||||||||
Malaysian Ringgit | (200 | ) | 06/15/2011 | (66 | ) | (1 | ) | |||||||||
Malaysian Ringgit | 900 | 06/15/2011 | 297 | 6 | ||||||||||||
Malaysian Ringgit | 8,500 | 06/15/2011 | 2,793 | 67 | ||||||||||||
Malaysian Ringgit | 500 | 06/15/2011 | 164 | 4 | ||||||||||||
Malaysian Ringgit | 700 | 06/15/2011 | 231 | 5 | ||||||||||||
Mexican Peso | (1,600 | ) | 06/15/2011 | (138 | ) | (1 | ) | |||||||||
Mexican Peso | 7,300 | 06/15/2011 | 605 | 27 | ||||||||||||
Mexican Peso | (22,800 | ) | 06/15/2011 | (1,881 | ) | (92 | ) | |||||||||
Mexican Peso | 400 | 06/15/2011 | 33 | 1 | ||||||||||||
Mexican Peso | 8,100 | 06/15/2011 | 689 | 12 | ||||||||||||
Mexican Peso | 32,100 | 06/15/2011 | 2,655 | 122 | ||||||||||||
Mexican Peso | 4,400 | 06/15/2011 | 363 | 18 | ||||||||||||
Mexican Peso | 8,300 | 06/15/2011 | 692 | 26 | ||||||||||||
Mexican Peso | 7,800 | 06/15/2011 | 659 | 16 | ||||||||||||
Mexican Peso | (14,300 | ) | 06/15/2011 | (1,202 | ) | (35 | ) | |||||||||
Mexican Peso | (5,800 | ) | 06/15/2011 | (498 | ) | (4 | ) | |||||||||
Mexican Peso | (6,700 | ) | 06/15/2011 | (562 | ) | (18 | ) | |||||||||
Mexican Peso | (12,500 | ) | 06/15/2011 | (1,055 | ) | (26 | ) | |||||||||
Mexican Peso | 17,100 | 06/15/2011 | 1,413 | 66 | ||||||||||||
Mexican Peso | (35,100 | ) | 06/15/2011 | (2,940 | ) | (96 | ) | |||||||||
Mexican Peso | 101,300 | 06/15/2011 | 8,329 | 434 | ||||||||||||
Mexican Peso | 9,700 | 06/15/2011 | 813 | 26 | ||||||||||||
New Zealand Dollar | 1,795 | 06/15/2011 | 1,390 | 58 | ||||||||||||
New Zealand Dollar | (22,950 | ) | 06/15/2011 | (16,825 | ) | (1,688 | ) | |||||||||
New Zealand Dollar | 109 | 06/15/2011 | 84 | 4 | ||||||||||||
New Zealand Dollar | 1,208 | 06/15/2011 | 967 | 7 | ||||||||||||
New Zealand Dollar | (774 | ) | 06/15/2011 | (560 | ) | (64 | ) | |||||||||
Norwegian Krone | 31,801 | 06/15/2011 | 5,790 | 255 | ||||||||||||
Norwegian Krone | 3,501 | 06/15/2011 | 652 | 14 | ||||||||||||
Norwegian Krone | 34,719 | 06/15/2011 | 6,414 | 185 | ||||||||||||
Norwegian Krone | (6,734 | ) | 06/15/2011 | (1,206 | ) | (74 | ) | |||||||||
Norwegian Krone | (46,618 | ) | 06/15/2011 | (8,190 | ) | (671 | ) | |||||||||
Norwegian Krone | 22,903 | 06/15/2011 | 4,310 | 44 | ||||||||||||
Norwegian Krone | 2,257 | 06/15/2011 | 397 | 32 | ||||||||||||
Norwegian Krone | (8,426 | ) | 06/15/2011 | (1,492 | ) | (110 | ) | |||||||||
Norwegian Krone | (11,527 | ) | 06/15/2011 | (2,118 | ) | (73 | ) | |||||||||
Norwegian Krone | (26,017 | ) | 06/15/2011 | (4,620 | ) | (326 | ) | |||||||||
Norwegian Krone | (63,381 | ) | 06/15/2011 | (11,285 | ) | (762 | ) | |||||||||
Norwegian Krone | 182,179 | 06/15/2011 | 32,505 | 2,123 | ||||||||||||
Philippine Peso | 3,000 | 06/15/2011 | 69 | 1 | ||||||||||||
Philippine Peso | (5,000 | ) | 06/15/2011 | (114 | ) | (3 | ) | |||||||||
Philippine Peso | 4,000 | 06/15/2011 | 92 | 1 | ||||||||||||
Philippine Peso | 15,000 | 06/15/2011 | 346 | 4 | ||||||||||||
Philippine Peso | 23,000 | 06/15/2011 | 528 | 8 | ||||||||||||
Philippine Peso | 2,000 | 06/15/2011 | 46 | ♦ | ||||||||||||
Philippine Peso | 106,000 | 06/15/2011 | 2,444 | 27 | ||||||||||||
Philippine Peso | (13,000 | ) | 06/15/2011 | (297 | ) | (6 | ) | |||||||||
Philippine Peso | 5,000 | 06/15/2011 | 116 | 1 | ||||||||||||
Philippine Peso | 9,000 | 06/15/2011 | 208 | 2 | ||||||||||||
Polish Zloty | (3,400 | ) | 06/15/2011 | (1,159 | ) | (116 | ) | |||||||||
Polish Zloty | 300 | 06/15/2011 | 105 | 7 | ||||||||||||
Polish Zloty | 1,000 | 06/15/2011 | 359 | 16 | ||||||||||||
Polish Zloty | 10,800 | 06/15/2011 | 3,719 | 332 | ||||||||||||
Polish Zloty | 1,800 | 06/15/2011 | 632 | 43 | ||||||||||||
Polish Zloty | 900 | 06/15/2011 | 336 | 1 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 162
At April 30, 2011
(all amounts in thousands)
(unaudited)
Amount in | Net Unrealized | |||||||||||||||
Bought | Settlement | U.S. Dollars | Appreciation | |||||||||||||
Currency | (Sold) | Date | Bought (Sold) | (Depreciation) | ||||||||||||
Polish Zloty | (400 | ) | 06/15/2011 | $ | (136 | ) | $ | (14 | ) | |||||||
Pound Sterling | 36,939 | 06/15/2011 | 60,067 | 1,595 | ||||||||||||
Pound Sterling | (955 | ) | 06/15/2011 | (1,578 | ) | (16 | ) | |||||||||
Pound Sterling | 6,247 | 06/15/2011 | 10,081 | 347 | ||||||||||||
Pound Sterling | (7,041 | ) | 06/15/2011 | (11,301 | ) | (452 | ) | |||||||||
Pound Sterling | (11,461 | ) | 06/15/2011 | (18,517 | ) | (615 | ) | |||||||||
Pound Sterling | (1,623 | ) | 06/15/2011 | (2,596 | ) | (113 | ) | |||||||||
Pound Sterling | 2,333 | 06/15/2011 | 3,795 | 100 | ||||||||||||
Pound Sterling | (981 | ) | 06/15/2011 | (1,585 | ) | (53 | ) | |||||||||
Pound Sterling | (3,614 | ) | 06/15/2011 | (5,811 | ) | (222 | ) | |||||||||
Pound Sterling | (230 | ) | 06/15/2011 | (374 | ) | (10 | ) | |||||||||
Pound Sterling | 360 | 06/15/2011 | 602 | (1 | ) | |||||||||||
Pound Sterling | (630 | ) | 06/15/2011 | (1,037 | ) | (14 | ) | |||||||||
Pound Sterling | 3,581 | 06/15/2011 | 5,854 | 124 | ||||||||||||
Pound Sterling | (200 | ) | 06/15/2011 | (321 | ) | (13 | ) | |||||||||
Pound Sterling | 2,165 | 06/15/2011 | 3,495 | 119 | ||||||||||||
Pound Sterling | 1,319 | 06/15/2011 | 2,150 | 52 | ||||||||||||
Pound Sterling | (2,086 | ) | 06/15/2011 | (3,434 | ) | (48 | ) | |||||||||
Pound Sterling | (987 | ) | 06/15/2011 | (1,642 | ) | (5 | ) | |||||||||
Pound Sterling | (1,429 | ) | 06/15/2011 | (2,325 | ) | (61 | ) | |||||||||
Pound Sterling | (189 | ) | 06/15/2011 | (307 | ) | (8 | ) | |||||||||
Pound Sterling | 117 | 06/15/2011 | 188 | 7 | ||||||||||||
Pound Sterling | (990 | ) | 06/15/2011 | (1,617 | ) | (35 | ) | |||||||||
Pound Sterling | 3,098 | 06/15/2011 | 5,044 | 128 | ||||||||||||
Pound Sterling | (22 | ) | 06/15/2011 | (36 | ) | (1 | ) | |||||||||
Pound Sterling | (12,241 | ) | 06/15/2011 | (19,546 | ) | (888 | ) | |||||||||
Republic of Korea Won | (3,030,000 | ) | 06/15/2011 | (2,675 | ) | (151 | ) | |||||||||
Republic of Korea Won | 680,000 | 06/15/2011 | 602 | 32 | ||||||||||||
Republic of Korea Won | (1,640,000 | ) | 06/15/2011 | (1,440 | ) | (90 | ) | |||||||||
Republic of Korea Won | 2,570,000 | 06/15/2011 | 2,286 | 111 | ||||||||||||
Republic of Korea Won | 360,000 | 06/15/2011 | 335 | 1 | ||||||||||||
Republic of Korea Won | 2,000,000 | 06/15/2011 | 1,796 | 69 | ||||||||||||
Republic of Korea Won | (600,000 | ) | 06/15/2011 | (529 | ) | (31 | ) | |||||||||
Republic of Korea Won | 390,000 | 06/15/2011 | 344 | 20 | ||||||||||||
Republic of Korea Won | 140,000 | 06/15/2011 | 128 | 2 | ||||||||||||
Republic of Korea Won | 2,030,000 | 06/15/2011 | 1,799 | 94 | ||||||||||||
Republic of Korea Won | 3,160,000 | 06/15/2011 | 2,820 | 127 | ||||||||||||
Republic of Korea Won | 690,000 | 06/15/2011 | 626 | 17 | ||||||||||||
Republic of Korea Won | (519,660 | ) | 06/15/2011 | (485 | ) | 1 | ||||||||||
Republic of Korea Won | 1,210,000 | 06/15/2011 | 1,105 | 24 | ||||||||||||
Republic of Korea Won | (320,000 | ) | 06/15/2011 | (291 | ) | (7 | ) | |||||||||
Russian Ruble | (4,000 | ) | 06/15/2011 | (143 | ) | (2 | ) | |||||||||
Russian Ruble | (33,000 | ) | 06/15/2011 | (1,154 | ) | (45 | ) | |||||||||
Russian Ruble | (18,000 | ) | 06/15/2011 | (633 | ) | (21 | ) | |||||||||
Russian Ruble | (18,000 | ) | 06/15/2011 | (621 | ) | (33 | ) | |||||||||
Russian Ruble | 237,000 | 06/15/2011 | 8,204 | 410 | ||||||||||||
Russian Ruble | 36,000 | 06/15/2011 | 1,263 | 45 | ||||||||||||
Russian Ruble | (15,000 | ) | 06/15/2011 | (526 | ) | (19 | ) | |||||||||
Russian Ruble | (8,000 | ) | 06/15/2011 | (282 | ) | (9 | ) | |||||||||
Russian Ruble | (20,000 | ) | 06/15/2011 | (705 | ) | (22 | ) | |||||||||
Russian Ruble | 16,000 | 06/15/2011 | 553 | 28 | ||||||||||||
Russian Ruble | (57,000 | ) | 06/15/2011 | (2,006 | ) | (65 | ) | |||||||||
Russian Ruble | (6,000 | ) | 06/15/2011 | (217 | ) | (1 | ) | |||||||||
Russian Ruble | (21,000 | ) | 06/15/2011 | (743 | ) | (20 | ) | |||||||||
Singapore Dollar | 300 | 06/15/2011 | 238 | 7 | ||||||||||||
Singapore Dollar | 450 | 06/15/2011 | 357 | 11 | ||||||||||||
Singapore Dollar | 50 | 06/15/2011 | 40 | 1 | ||||||||||||
Singapore Dollar | (970 | ) | 06/15/2011 | (771 | ) | (21 | ) | |||||||||
Singapore Dollar | 3,230 | 06/15/2011 | 2,548 | 91 | ||||||||||||
Singapore Dollar | 1,970 | 06/15/2011 | 1,552 | 58 | ||||||||||||
Singapore Dollar | 1,540 | 06/15/2011 | 1,212 | 46 | ||||||||||||
Singapore Dollar | 3,680 | 06/15/2011 | 2,908 | 98 | ||||||||||||
Singapore Dollar | (450 | ) | 06/15/2011 | (353 | ) | (14 | ) | |||||||||
Singapore Dollar | (4,160 | ) | 06/15/2011 | (3,274 | ) | (124 | ) | |||||||||
Singapore Dollar | 270 | 06/15/2011 | 216 | 4 | ||||||||||||
Singapore Dollar | (5,870 | ) | 06/15/2011 | (4,597 | ) | (199 | ) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 163
At April 30, 2011
(all amounts in thousands)
(unaudited)
Amount in | Net Unrealized | |||||||||||||||
Bought | Settlement | U.S. Dollars | Appreciation | |||||||||||||
Currency | (Sold) | Date | Bought (Sold) | (Depreciation) | ||||||||||||
Singapore Dollar | 2,780 | 06/15/2011 | $ | 2,201 | $ | 70 | ||||||||||
Singapore Dollar | 360 | 06/15/2011 | 291 | 3 | ||||||||||||
Singapore Dollar | 1,380 | 06/15/2011 | 1,089 | 38 | ||||||||||||
Singapore Dollar | 540 | 06/15/2011 | 440 | 1 | ||||||||||||
Singapore Dollar | 1,830 | 06/15/2011 | 1,450 | 45 | ||||||||||||
Singapore Dollar | (20 | ) | 06/15/2011 | (16 | ) | ♦ | ||||||||||
Singapore Dollar | (1,260 | ) | 06/15/2011 | (1,012 | ) | (17 | ) | |||||||||
South African Rand | 13,400 | 06/15/2011 | 1,898 | 130 | ||||||||||||
South African Rand | 4,900 | 06/15/2011 | 735 | 7 | ||||||||||||
South African Rand | (1,400 | ) | 06/15/2011 | (205 | ) | (7 | ) | |||||||||
South African Rand | 600 | 06/15/2011 | 88 | 3 | ||||||||||||
South African Rand | 2,200 | 06/15/2011 | 326 | 7 | ||||||||||||
South African Rand | (5,200 | ) | 06/15/2011 | (726 | ) | (60 | ) | |||||||||
South African Rand | (3,000 | ) | 06/15/2011 | (425 | ) | (29 | ) | |||||||||
South African Rand | (700 | ) | 06/15/2011 | (98 | ) | (8 | ) | |||||||||
South African Rand | (300 | ) | 06/15/2011 | (43 | ) | (2 | ) | |||||||||
Swedish Krona | (3,235 | ) | 06/15/2011 | (509 | ) | (25 | ) | |||||||||
Swedish Krona | (8,600 | ) | 06/15/2011 | (1,361 | ) | (59 | ) | |||||||||
Swedish Krona | (17,309 | ) | 06/15/2011 | (2,698 | ) | (160 | ) | |||||||||
Swedish Krona | 30,024 | 06/15/2011 | 4,667 | 290 | ||||||||||||
Swedish Krona | (1,352 | ) | 06/15/2011 | (212 | ) | (11 | ) | |||||||||
Swedish Krona | (18,289 | ) | 06/15/2011 | (2,839 | ) | (181 | ) | |||||||||
Swedish Krona | 15,837 | 06/15/2011 | 2,588 | 26 | ||||||||||||
Swedish Krona | (42,636 | ) | 06/15/2011 | (6,690 | ) | (348 | ) | |||||||||
Swedish Krona | (62,216 | ) | 06/15/2011 | (9,665 | ) | (606 | ) | |||||||||
Swedish Krona | 25,019 | 06/15/2011 | 3,917 | 213 | ||||||||||||
Swedish Krona | (3,707 | ) | 06/15/2011 | (615 | ) | 3 | ||||||||||
Swedish Krona | (24,035 | ) | 06/15/2011 | (3,787 | ) | (181 | ) | |||||||||
Swedish Krona | 58,321 | 06/15/2011 | 9,579 | 49 | ||||||||||||
Swedish Krona | 84,292 | 06/15/2011 | 13,261 | 655 | ||||||||||||
Swiss Franc | (5,223 | ) | 06/15/2011 | (5,855 | ) | (185 | ) | |||||||||
Swiss Franc | 741 | 06/15/2011 | 847 | 10 | ||||||||||||
Swiss Franc | 5,975 | 06/15/2011 | 6,801 | 109 | ||||||||||||
Swiss Franc | (13 | ) | 06/15/2011 | (14 | ) | (1 | ) | |||||||||
Swiss Franc | (2,364 | ) | 06/15/2011 | (2,536 | ) | (198 | ) | |||||||||
Swiss Franc | 3,916 | 06/15/2011 | 4,339 | 189 | ||||||||||||
Swiss Franc | (4,685 | ) | 06/15/2011 | (5,081 | ) | (337 | ) | |||||||||
Swiss Franc | 11,502 | 06/15/2011 | 12,826 | 475 | ||||||||||||
Swiss Franc | 6,883 | 06/15/2011 | 7,428 | 532 | ||||||||||||
Swiss Franc | 14,294 | 06/15/2011 | 15,499 | 1,031 | ||||||||||||
Swiss Franc | (9,421 | ) | 06/15/2011 | (10,412 | ) | (482 | ) | |||||||||
Swiss Franc | (105 | ) | 06/15/2011 | (115 | ) | (7 | ) | |||||||||
Swiss Franc | (325 | ) | 06/15/2011 | (352 | ) | (23 | ) | |||||||||
Swiss Franc | (8,825 | ) | 06/15/2011 | (9,770 | ) | (435 | ) | |||||||||
Swiss Franc | (716 | ) | 06/15/2011 | (794 | ) | (34 | ) | |||||||||
Swiss Franc | (5,787 | ) | 06/15/2011 | (6,279 | ) | (413 | ) | |||||||||
Taiwan Dollar | 89,000 | 06/15/2011 | 3,074 | 35 | ||||||||||||
Taiwan Dollar | 43,000 | 06/15/2011 | 1,505 | (2 | ) | |||||||||||
Taiwan Dollar | (46,000 | ) | 06/15/2011 | (1,583 | ) | (24 | ) | |||||||||
Taiwan Dollar | (44,000 | ) | 06/15/2011 | (1,520 | ) | (17 | ) | |||||||||
Taiwan Dollar | 33,000 | 06/15/2011 | 1,131 | 22 | ||||||||||||
Taiwan Dollar | 1,000 | 06/15/2011 | 34 | 1 | ||||||||||||
Taiwan Dollar | (45,000 | ) | 06/15/2011 | (1,556 | ) | (16 | ) | |||||||||
Taiwan Dollar | 28,000 | 06/15/2011 | 957 | 21 | ||||||||||||
Taiwan Dollar | (39,000 | ) | 06/15/2011 | (1,329 | ) | (34 | ) | |||||||||
Taiwan Dollar | 10,000 | 06/15/2011 | 343 | 6 | ||||||||||||
Taiwan Dollar | 34,000 | 06/15/2011 | 1,182 | 6 | ||||||||||||
Taiwan Dollar | (20,000 | ) | 06/15/2011 | (683 | ) | (16 | ) | |||||||||
Taiwan Dollar | (47,000 | ) | 06/15/2011 | (1,602 | ) | (40 | ) | |||||||||
Taiwan Dollar | 21,000 | 06/15/2011 | 727 | 7 | ||||||||||||
Taiwan Dollar | 4,000 | 06/15/2011 | 136 | 4 | ||||||||||||
Taiwan Dollar | 6,000 | 06/15/2011 | 208 | 1 | ||||||||||||
Turkish Lira | 170 | 06/15/2011 | 109 | 1 | ||||||||||||
Turkish Lira | (190 | ) | 06/15/2011 | (123 | ) | (1 | ) | |||||||||
Turkish Lira | 1,000 | 06/15/2011 | 644 | 8 |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 164
At April 30, 2011
(all amounts in thousands)
(unaudited)
Amount in | Net Unrealized | |||||||||||||||
Bought | Settlement | U.S. Dollars | Appreciation | |||||||||||||
Currency | (Sold) | Date | Bought (Sold) | (Depreciation) | ||||||||||||
Turkish Lira | (190 | ) | 06/15/2011 | $ | (124 | ) | $ | ♦ | ||||||||
Turkish Lira | 2,740 | 06/15/2011 | 1,729 | 59 | ||||||||||||
Turkish Lira | (2,560 | ) | 06/15/2011 | (1,569 | ) | (101 | ) | |||||||||
Turkish Lira | 800 | 06/15/2011 | 514 | 8 | ||||||||||||
Turkish Lira | 590 | 06/15/2011 | 367 | 18 | ||||||||||||
Turkish Lira | 160 | 06/15/2011 | 101 | 3 | ||||||||||||
Turkish Lira | 410 | 06/15/2011 | 268 | ♦ | ||||||||||||
Turkish Lira | 250 | 06/15/2011 | 156 | 7 | ||||||||||||
Turkish Lira | (270 | ) | 06/15/2011 | (176 | ) | ♦ | ||||||||||
$ | 5,744 | |||||||||||||||
# | Aggregate cost for federal income tax purposes is $232,639. | |
θ | Unit amounts are not in thousands. | |
(A) | At the termination date, a net cash flow is exchanged where the total return is equivalent to the return of the reference index less a financing rate, if any. As a receiver, the fund would receive payments based on any positive total return and would owe payments in the event of a negative total return. As the payer, the fund would owe payments on any net positive total return, and would receive payment in the event of a negative total return. | |
p | Cash in the amount of $3,800 has been segregated by the custodian as collateral for the benefit of the broker for open swap contracts. | |
є | Cash in the amount of $11,657 is segregated as collateral with the broker to cover margin requirements for open futures contracts. | |
♦ | Value and/or principal is less than $1. | |
┌ | Contract amounts are not in thousands. |
ASX | Australian Securities Exchange | |
BAML | Bank of America/Merrill Lynch | |
BRC | Barclays Bank PLC | |
CAC | Compagnie des Agents de Change (French stock market index) | |
CBOT | Chicago Board of Trade | |
CNX | CRISIL NSE (National Stock Exchange) Indices (India stock exchange) | |
DAX | Deutscher Aktien | |
DJIA | Dow Jones Industrial Average | |
EURIBOR | Euro InterBank Offered Rate | |
FTSE | Financial Times Stock Exchange | |
IBEX | International Business Exchange (initiative funded by the European Commission) | |
JSE | Johannesburg Stock Exchange | |
KOSPI | Korea Composite Stock Price Index | |
LME | London Metal Exchange | |
MIB | Milano Indice Borsa (Milan, Italian Stock Exchange) | |
MSCI | Morgan Stanley Capital International | |
OAO | Otkrytoe Aktsionernoe Obschestvo (Russian: Open Joint Stock Corporation) | |
RBOB | Reformulated Blendstock for Oxygenate Blending | |
SGX | Singapore Exchange | |
TOPIX | Tokyo Stock Price Index | |
TSE | Toronto Stock Exchange | |
WTI | West Texas Intermediate |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 165
At April 30, 2011
(all amounts in thousands)
(unaudited)
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Investment Companies | $ | 232,639 | $ | — | $ | — | $ | 232,639 | ||||||||
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Total at | |||||||||||||
Other Financial Instruments ₣ | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Total Return Swaps — Appreciation | $ | — | $ | 506 | $ | — | $ | 506 | ||||||||
Total Return Swaps — Depreciation | — | (58 | ) | — | (58 | ) | ||||||||||
Futures Contracts — Appreciation | 9,736 | — | — | 9,736 | ||||||||||||
Futures Contracts — Depreciation | (4,310 | ) | — | — | (4,310 | ) | ||||||||||
Forward Foreign Currency Contracts — Appreciation | — | 34,039 | — | 34,039 | ||||||||||||
Forward Foreign Currency Contracts — Depreciation | — | (28,295 | ) | — | (28,295 | ) | ||||||||||
Total | $ | 5,426 | $ | 6,192 | $ | — | $ | 11,618 | ||||||||
э | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. | |
₣ | Other financial instruments are derivative instruments that are valued at unrealized appreciation (depreciation) on the instrument. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 166
At April 30, 2011
(all amounts in thousands)
(unaudited)
Principal | Value | |||||||
REPURCHASE AGREEMENT - 91.1% | ||||||||
State Street Bank & Trust Co. 0.01% 5, dated 04/29/2011, to be repurchased at $179,958 on 05/02/2011. Collateralized by U.S. Government Agency Obligations, 3.50% - 4.00%, due 05/01/2025 - 12/01/2025, with a total value of $183,931. | $ | 179,958 | $ | 179,958 | ||||
Total Repurchase Agreement (cost $179,958) # | 179,958 | |||||||
Other Assets and Liabilities - Net | 17,650 | |||||||
Net Assets | $ | 197,608 | ||||||
Pay/Receive on | # of | Upfront Premiums | Unrealized | |||||||||||||||||||||||||||||||||
Reference | Shares | Financing | Notional | Termination | Counter- | Market | Paid/ | Appreciation | ||||||||||||||||||||||||||||
Index (A) | Index | /Units q | Rate (BP) | Amount | Date | party | Value | (Received) | (Depreciation) | |||||||||||||||||||||||||||
Pay | DJ-UBS Commodity 3-Month Forward Excess Return | 226 | 0.15 | $ | 39,627 | 09/14/2011 | BAML | $ | 39,627 | $ | 39,627 | $ | — | |||||||||||||||||||||||
(39,627 | ) | (39,627 | ) | — | ||||||||||||||||||||||||||||||||
Pay | DJ-UBS Commodity 3-Month Forward Excess Return | 85 | 0.32 | 31,973 | 09/14/2011 | BAML | 31,973 | 31,973 | — | |||||||||||||||||||||||||||
(31,973 | ) | (31,973 | ) | — | ||||||||||||||||||||||||||||||||
Pay | DJ-UBS Commodity 6-Month Forward Excess Return | 114 | 0.37 | 40,746 | 10/11/2011 | UAG | 40,746 | 40,746 | — | |||||||||||||||||||||||||||
(40,746 | ) | (40,746 | ) | — | ||||||||||||||||||||||||||||||||
Pay | DJ-UBS Commodity 6-Month Forward Excess Return | 135 | 0.37 | 48,276 | 10/11/2011 | UAG | 48,276 | 48,276 | — | |||||||||||||||||||||||||||
(48,276 | ) | (48,276 | ) | — | ||||||||||||||||||||||||||||||||
Pay | Merrill Lynch Commodity Index eXtra GA6 Excess Return | 10 | 0.40 | 2,245 | 09/14/2011 | BAML | 2,245 | 2,245 | — | |||||||||||||||||||||||||||
(2,245 | ) | (2,245 | ) | — | ||||||||||||||||||||||||||||||||
Pay | Merrill Lynch Commodity Index eXtra GA6 Excess Return | 163 | 0.40 | 36,090 | 09/14/2011 | BAML | 36,090 | 36,090 | — | |||||||||||||||||||||||||||
(36,090 | ) | (36,090 | ) | — | ||||||||||||||||||||||||||||||||
$ | — | $ | — | $ | — | |||||||||||||||||||||||||||||||
5 | Rate shown reflects the yield at 04/29/2011. | |
# | Aggregate cost for federal income tax purposes is $179,958. | |
p | Cash in the amount of $11,070 has been segregated by the custodian as collateral for the benefit of the broker for open swap contacts. | |
(A) | At the termination date, a net cash flow is exchanged where the total return is equivalent to the return of the reference index less a financing rate, if any. As a receiver, the fund would receive payments based on any positive total return and would owe payments in the event of a negative total return. As the payer, the fund would owe payments on any net positive total return, and would receive payment in the event of a negative total return. | |
q | Unit amounts are not in thousands. |
BP | Basis Point | |
BAML | Bank of America/Merrill Lynch | |
TOPIX | Tokyo Stock Price Index | |
UAG | UBS AG |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 167
At April 30, 2011
(all amounts in thousands)
(unaudited)
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Value at | |||||||||||||
Investment Securities | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Repurchase Agreement | $ | — | $ | 179,958 | $ | — | $ | 179,958 |
Level 2 - | ||||||||||||||||
Other | Level 3 - | |||||||||||||||
Level 1 - | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | Total at | |||||||||||||
Other Financial Instruments ₣ | Prices | Inputs | Inputs | 04/30/2011 | ||||||||||||
Total Return Swaps on Indices — Appreciation/Depreciation | $ | — | $ | — | $ | — | $ | — |
' | See the Notes to the Financial Statements for more information regarding pricing inputs and valuation techniques. | |
₣ | Other financial instruments are derivative instruments that are valued at unrealized appreciation (depreciation) on the instrument. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 168
At April 30, 2011
(all amounts except share amounts in thousands)
(unaudited)
Transamerica | Transamerica | |||||||
AQR Managed | Goldman Sachs | |||||||
Futures | Commodity | |||||||
Strategy | Strategy | |||||||
Assets: | ||||||||
Investment securities, at value | $ | 232,639 | $ | — | ||||
Repurchase agreement, at value | — | 179,958 | ||||||
Cash | 970 | — | ||||||
Cash on deposit with custodian | 3,800 | 11,070 | ||||||
Cash on deposit with broker | 11,657 | — | ||||||
Receivables: | ||||||||
Investment securities sold | 7,040 | 198,957 | ||||||
Shares of beneficial interest sold | — | 29 | ||||||
Interest | 31 | — | (A) | |||||
Securities lending income (net) | — | 7 | ||||||
Dividend reclaims | — | 1 | ||||||
Variation margin | 5,426 | — | ||||||
Prepaid expenses | — | (A) | 1 | |||||
Unrealized appreciation on swap agreements | 506 | — | ||||||
Premium paid on swap agreements | — | 198,957 | ||||||
Unrealized appreciation on forward foreign currency contracts | 34,039 | — | ||||||
$ | 296,108 | $ | 588,980 | |||||
Liabilities: | ||||||||
Foreign currency due to broker | 2 | — | ||||||
Accounts payable and accrued liabilities: | ||||||||
Investment securities purchased | 7,449 | 192,255 | ||||||
Shares of beneficial interest redeemed | 815 | — | ||||||
Management and advisory fees | 224 | 94 | ||||||
Transfer agent fees | 2 | 1 | ||||||
Custody fees | 25 | 5 | ||||||
Administration fees | 4 | 3 | ||||||
Audit and tax fees | 12 | 5 | ||||||
Interest payable | — | 46 | ||||||
Other | 4 | 6 | ||||||
Unrealized depreciation on swap agreements | 58 | — | ||||||
Premium received on swap agreements | — | 198,957 | ||||||
Unrealized depreciation on forward foreign currency contracts | 28,295 | — | ||||||
36,890 | 391,372 | |||||||
Net assets | $ | 259,218 | $ | 197,608 | ||||
Net assets consist of: | ||||||||
Shares of beneficial interest, unlimited shares authorized, no par value | $ | 249,105 | $ | 162,953 | ||||
Undistributed (accumulated) net investment income (loss) | (3,009 | ) | (482 | ) | ||||
Undistributed (accumulated) net realized gain (loss) from investments | 1,506 | 35,137 | ||||||
Net unrealized appreciation (depreciation) on: | ||||||||
Futures contracts | 5,426 | — | ||||||
Swap agreements | 448 | — | ||||||
Translation of assets and liabilities denominated in foreign currencies | 5,742 | — | ||||||
Net assets | $ | 259,218 | $ | 197,608 | ||||
Shares outstanding | 24,986 | 15,768 | ||||||
Net asset value and offering price per share | $ | 10.37 | $ | 12.53 | ||||
Investment securities, at cost | $ | 232,639 | $ | — | ||||
Repurchase agreement, at cost | $ | — | $ | 179,958 | ||||
Foreign currency, at cost | $ | — | $ | — | ||||
(A) | Rounds to less than $1. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 169
For the period ended April 30, 2011
(all amounts in thousands)
(unaudited)
Transamerica | ||||||||
Transamerica | Goldman Sachs | |||||||
AQR Managed | Commodity | |||||||
Futures Strategy | Strategy | |||||||
Investment income: | ||||||||
Dividend income | $ | 1 | $ | 4 | ||||
Withholding taxes on foreign income | — | (5 | ) | |||||
Interest income | 206 | 96 | ||||||
Securities lending income (net) | — | 11 | ||||||
207 | 106 | |||||||
Expenses: | ||||||||
Management and advisory | 1,417 | 514 | ||||||
Transfer agent | 10 | 6 | ||||||
Printing and shareholder reports | 9 | 8 | ||||||
Custody | 107 | 23 | ||||||
Administration | 26 | 17 | ||||||
Legal | 9 | 6 | ||||||
Audit and tax | 6 | 5 | ||||||
Trustees | 2 | 1 | ||||||
Registration | 5 | 1 | ||||||
Other | 16 | 7 | ||||||
Total expenses | 1,607 | 588 | ||||||
Net expenses | 1,607 | 588 | ||||||
Net investment loss | (1,400 | ) | (482 | ) | ||||
Net realized gain (loss) on transactions from: | ||||||||
Futures contracts | 2,604 | — | ||||||
Swap agreements | 757 | 35,138 | ||||||
Foreign currency transactions | (205 | ) | (2 | ) | ||||
3,156 | 35,136 | |||||||
Net increase (decrease) in unrealized appreciation (depreciation) on: | ||||||||
Investment securities | — | (2 | ) | |||||
Futures contracts | 2,186 | — | ||||||
Swap agreements | 98 | — | ||||||
Translation of assets and liabilities denominated in foreign currencies | 5,676 | — | ||||||
Change in unrealized appreciation (depreciation) | 7,960 | (2 | ) | |||||
Net realized and unrealized gain | 11,116 | 35,134 | ||||||
Net increase in net assets resulting from operations | $ | 9,716 | $ | 34,652 | ||||
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 170
For the periods or years ended:
(all amounts in thousands)
Transamerica AQR Managed | Transamerica Goldman Sachs | |||||||||||||||
Futures Strategy | Commodity Strategy | |||||||||||||||
April 30, 2011 | October 31, | April 30, 2011 | ||||||||||||||
(unaudited) | 2010(A) | (unaudited) | October 31, 2010 | |||||||||||||
From operations: | ||||||||||||||||
Net investment income (loss) | $ | (1,400 | ) | $ | (242 | ) | $ | (482 | ) | $ | 535 | |||||
Net realized gain (loss)(B) | 3,156 | 1,313 | 35,136 | 16,995 | ||||||||||||
Change in unrealized appreciation (depreciation)(C) | 7,960 | 3,656 | (2 | ) | (1,680 | ) | ||||||||||
Net increase in net assets resulting from operations | 9,716 | 4,727 | 34,652 | 15,850 | ||||||||||||
Distributions to shareholders: | ||||||||||||||||
From net investment income | (2,619 | ) | — | (7,529 | ) | (634 | ) | |||||||||
From net realized gains | (1,711 | ) | — | (6,295 | ) | — | ||||||||||
Total distributions to shareholders | (4,330 | ) | — | (13,824 | ) | (634 | ) | |||||||||
Capital share transactions: | ||||||||||||||||
Proceeds from shares sold | 16,963 | 253,160 | 16,061 | 40,919 | ||||||||||||
Dividends and distributions reinvested | 4,330 | — | 13,824 | 634 | ||||||||||||
Cost of shares redeemed | (25,348 | ) | — | (81 | ) | (31,135 | ) | |||||||||
Net increase (decrease) in net assets resulting from capital shares transactions | (4,055 | ) | 253,160 | 29,804 | 10,418 | |||||||||||
Net increase in net assets | 1,331 | 257,887 | 50,632 | 25,634 | ||||||||||||
Net assets: | ||||||||||||||||
Beginning of period/year | 257,887 | — | 146,976 | 121,342 | ||||||||||||
End of period/year | $ | 259,218 | $ | 257,887 | $ | 197,608 | $ | 146,976 | ||||||||
Undistributed (accumulated) net investment income (loss) | $ | (3,009 | ) | $ | 1,010 | $ | (482 | ) | $ | 7,529 | ||||||
Share activity: | ||||||||||||||||
Shares issued | 1,675 | 25,388 | 1,403 | 3,820 | ||||||||||||
Shares issued-reinvested from distributions | 432 | — | 1,290 | 61 | ||||||||||||
Shares redeemed | (2,509 | ) | — | (7 | ) | (2,893 | ) | |||||||||
Net increase (decrease) in shares outstanding | (402 | ) | 25,388 | 2,686 | 988 | |||||||||||
(A) | Commenced operations on September 30, 2010. | |
(B) | Net realized gain (loss) includes all items listed in the Statement of Operations. | |
(C) | Change in unrealized appreciation (depreciation) includes all items listed in the Statement of Operations. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 171
For the periods and years ended:
Transamerica AQR Managed | ||||||||
Futures Strategy | ||||||||
April 30, 2011 | October 31, | |||||||
For a share outstanding throughout each period | (unaudited) | 2010(A) | ||||||
Net asset value | ||||||||
Beginning of period/year | $ | 10.16 | $ | 10.00 | ||||
Investment operations | ||||||||
Net investment loss(B) | (0.05 | ) | (0.01 | ) | ||||
Net realized and unrealized gain on investments | 0.43 | 0.17 | ||||||
Total from investment operations | 0.38 | 0.16 | ||||||
Distributions | ||||||||
Net investment income | (0.10 | ) | — | |||||
Net realized gains on investments | (0.07 | ) | — | |||||
Total distributions | (0.17 | ) | — | |||||
Net asset value | ||||||||
End of period/year | $ | 10.37 | $ | 10.16 | ||||
Total return(C) | 3.79 | % (D) | 1.60 | % (D) | ||||
Net assets end of period/year (000’s) | $ | 259,218 | $ | 257,887 | ||||
Ratio and supplemental data | ||||||||
Expenses to average net assets: | ||||||||
After reimbursement/recapture | 1.24 | % (E) | 1.38 | % (E) | ||||
Before reimbursement/recapture | 1.24 | % (E) | 1.38 | % (E) | ||||
Net investment loss, to average net assets | (1.08 | %) (E) | (1.22 | %) (E) | ||||
Portfolio turnover rate | — | % (D) | — | % (D) |
Transamerica Goldman Sachs Commodity Strategy | ||||||||||||||||||||
April 30, 2011 | October 31, | |||||||||||||||||||
For a share outstanding throughout each period | (unaudited) | October 31, 2010 | October 31, 2009 | October 31, 2008 | 2007(F) | |||||||||||||||
Net asset value | ||||||||||||||||||||
Beginning of period/year | $ | 11.24 | $ | 10.03 | $ | 8.11 | $ | 14.11 | $ | 10.00 | ||||||||||
Investment operations | ||||||||||||||||||||
Net investment income (loss)(B) | (0.03 | ) | 0.04 | 0.05 | 0.03 | 0.04 | ||||||||||||||
Net realized and unrealized gain (loss) on investments | 2.36 | 1.22 | 1.91 | (5.85 | ) | 4.07 | ||||||||||||||
Total from investment operations | 2.33 | 1.26 | 1.96 | (5.82 | ) | 4.11 | ||||||||||||||
Distributions | ||||||||||||||||||||
Net investment income | (0.57 | ) | (0.05 | ) | (0.04 | ) | (0.03 | ) | — | |||||||||||
Net realized gains on investments | (0.47 | ) | — | — | (G) | (0.15 | ) | — | ||||||||||||
Total distributions | (1.04 | ) | (0.05 | ) | (0.04 | ) | (0.18 | ) | — | |||||||||||
Net asset value | ||||||||||||||||||||
End of period/year | $ | 12.53 | $ | 11.24 | $ | 10.03 | $ | 8.11 | $ | 14.11 | ||||||||||
Total return(C) | 22.30 | % (D) | 12.61 | % | 24.41 | % | (41.77 | %) | 41.10 | % (D) | ||||||||||
Net assets end of period/year (000’s) | $ | 197,608 | $ | 146,976 | $ | 121,342 | $ | 87,252 | $ | 156,779 | ||||||||||
Ratio and supplemental data | ||||||||||||||||||||
Expenses to average net assets: | �� | |||||||||||||||||||
After reimbursement/recapture | 0.69 | % (E) | 0.86 | % | 0.89 | % | 0.86 | % | 0.89 | % (E) | ||||||||||
Before reimbursement/recapture | 0.69 | % (E) | 0.86 | % | 0.89 | % | 0.86 | % | 0.89 | % (E) | ||||||||||
Net investment income (loss), to average net assets | (0.44 | %) (E) | 0.38 | % | 0.63 | % | 0.21 | % | 0.39 | % (E) | ||||||||||
Portfolio turnover rate | — | % (D) | 112 | % (H) | 5 | % | 4 | % | 7 | % (D) |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 172
For the periods and years ended:
(A) | Commenced operations on September 30, 2010. | |
(B) | Calculated based on average number of shares outstanding. | |
(C) | Total return has been calculated for the applicable period without deduction of a sales load, if any, on an initial purchase. | |
(D) | Not annualized. | |
(E) | Annualized. | |
(F) | Commenced operations on January 3, 2007. | |
(G) | Rounds to less than $0.01 or $(0.01). | |
(H) | Increase in Portfolio Turnover was triggered by a change in the fund’s objectives. |
The notes to the financial statements are an integral part of this report. | ||
Transamerica Funds | Semi-Annual Report 2011 |
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At April 30, 2011
(all amounts in thousands)
(unaudited)
Transamerica Funds | Semi-Annual Report 2011 |
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At April 30, 2011
(all amounts in thousands)
(unaudited)
Notional | ||||||||
Transamerica BlackRock Global Allocation | Premium | Amount | ||||||
Balance at October 31, 2010 | $ | 355 | $ | 147 | ||||
Sales | 760 | 505 | ||||||
Closing Buys | (199 | ) | (110 | ) | ||||
Expirations | (62 | ) | (40 | ) | ||||
Exercised | (114 | ) | (23 | ) | ||||
Balance at April 30, 2011 | $ | 740 | $ | 479 |
Notional | ||||||||
Transamerica First Quadrant Global Macro | Premium | Amount | ||||||
Balance at October 31, 2010 | $ | 427 | $ | 37 | ||||
Sales | 6,843 | 365 | ||||||
Closing Buys | (6,183 | ) | (325 | ) | ||||
Expirations | (7 | ) | (15 | ) | ||||
Exercised | — | — | ||||||
Balance at April 30, 2011 | $ | 1,080 | $ | 62 |
Notional | ||||||||
Transamerica PIMCO Real Return TIPS | Premium | Amount | ||||||
Balance at October 31, 2010 | $ | 66 | $ | 266 | ||||
Sales | 447 | 1,674 | ||||||
Closing Buys | (288 | ) | (1,219 | ) | ||||
Expirations | (90 | ) | (317 | ) | ||||
Exercised | — | — | ||||||
Balance at April 30, 2011 | $ | 135 | $ | 404 |
Notional | ||||||||
Transamerica PIMCO Total Return | Premium | Amount | ||||||
Balance at October 31, 2010 | $ | 19 | $ | 66 | ||||
Sales | 287 | 952 | ||||||
Closing Buys | (7 | ) | (33 | ) | ||||
Expirations | (13 | ) | (35 | ) | ||||
Exercised | — | — | ||||||
Balance at April 30, 2011 | $ | 286 | $ | 950 |
Transamerica Funds | Semi-Annual Report 2011 |
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At April 30, 2011
(all amounts in thousands)
(unaudited)
Notional | ||||||||
Transamerica PIMCO Real Return TIPS | Premium | Amount | ||||||
Balance at October 31, 2010 | $ | 2,242 | $ | 346,400 | ||||
Sales | 395 | 161,300 | ||||||
Closing Buys | (245 | ) | (59,700 | ) | ||||
Expirations | (480 | ) | (157,900 | ) | ||||
Exercised | — | — | ||||||
Balance at April 30, 2011 | $ | 1,912 | $ | 290,100 |
Notional | ||||||||
Transamerica PIMCO Total Return | Premium | Amount | ||||||
Balance at October 31, 2010 | $ | 1,452 | $ | 219,300 | ||||
Sales | 149 | 37,100 | ||||||
Closing Buys | (31 | ) | (4,300 | ) | ||||
Expirations | (784 | ) | (143,300 | ) | ||||
Exercised | — | — | ||||||
Balance at April 30, 2011 | $ | 786 | $ | 108,800 |
Transamerica Funds | Semi-Annual Report 2011 |
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At April 30, 2011
(all amounts in thousands)
(unaudited)
Transamerica Funds | Semi-Annual Report 2011 |
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At April 30, 2011
(all amounts in thousands)
(unaudited)
Fund | Commissions | |||
Transamerica Clarion Global Real Estate Securities | $ | 17 | ||
Transamerica Federated Market Opportunity | 27 | |||
Transamerica Hansberger International Value | 2 | |||
Transamerica Jennison Growth | 82 | |||
Transamerica JPMorgan Mid Cap Value | 2 | |||
Transamerica Morgan Stanley Mid-Cap Growth | 17 | |||
Transamerica Morgan Stanley Small Company Growth | 14 | |||
Transamerica Neuberger Berman International | — | (a) | ||
Transamerica Thornburg International Value | 3 | |||
Transamerica UBS Large Cap Value | 146 | |||
Transamerica WMC Emerging Markets | 3 |
(a) | Rounds to less than $1. |
Transamerica Funds | Semi-Annual Report 2011 |
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At April 30, 2011
(all amounts in thousands)
(unaudited)
Transamerica Funds | Semi-Annual Report 2011 |
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At April 30, 2011
(all amounts in thousands)
(unaudited)
Transamerica Funds | Semi-Annual Report 2011 |
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At April 30, 2011
(all amounts in thousands)
(unaudited)
Market | % of Net | |||||||
Transamerica BlackRock Global Allocation | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 23,805 | 4.52 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 26,414 | 5.02 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 49,060 | 9.32 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 80,748 | 15.34 | ||||||
Transamerica Multi-Manager Alternative Strategies Portfolio | 37,956 | 7.21 | ||||||
Transamerica Multi-Manager International Portfolio | 16,371 | 3.11 | ||||||
Transamerica Asset Allocation-Conservative VP | 17,905 | 3.40 | ||||||
Transamerica Asset Allocation-Growth VP | 33,497 | 6.36 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 154,505 | 29.35 | ||||||
Transamerica Asset Allocation-Moderate VP | 61,240 | 11.63 | ||||||
Total | $ | 501,501 | 95.26 | % | ||||
Market | % of Net | |||||||
Transamerica BlackRock Large Cap Value | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 52,434 | 7.86 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 195,582 | 29.33 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 128,402 | 19.26 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 278,704 | 41.80 | ||||||
Total | $ | 655,122 | 98.25 | % | ||||
Market | % of Net | |||||||
Transamerica Clarion Global Real Estate Securities | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 1,027 | 0.36 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 76,090 | 26.73 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 47,197 | 16.58 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 106,631 | 37.45 | ||||||
Transamerica Multi-Manager Alternative Strategies Portfolio | 28,944 | 10.17 | ||||||
Transamerica Multi-Manager International Portfolio | 13,934 | 4.89 | ||||||
Total | $ | 273,823 | 96.18 | % | ||||
Market | % of Net | |||||||
Transamerica Federated Market Opportunity | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 3,580 | 6.67 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 137 | 0.26 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 13,369 | 24.92 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 903 | 1.68 | ||||||
Transamerica Multi-Manager Alternative Strategies Portfolio | 34,134 | 63.64 | ||||||
Total | $ | 52,123 | 97.17 | % | ||||
Market | % of Net | |||||||
Transamerica First Quadrant Global Macro | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 12,146 | 8.34 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 15,329 | 10.53 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 21,053 | 14.46 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 35,463 | 24.35 | ||||||
Transamerica Multi-Manager Alternative Strategies Portfolio | 51,175 | 35.14 | ||||||
Transamerica Asset Allocation-Growth VP | 10,468 | 7.19 | ||||||
Total | $ | 145,634 | 100.01 | % | ||||
Market | % of Net | |||||||
Transamerica Hansberger International Value | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 4,670 | 1.65 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 36,287 | 12.83 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 17,665 | 6.25 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 51,847 | 18.33 | ||||||
Transamerica Multi-Manager International Portfolio | 34,046 | 12.04 | ||||||
Transamerica Asset Allocation-Conservative VP | 3,105 | 1.10 | ||||||
Transamerica Asset Allocation-Growth VP | 15,414 | 5.45 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 55,080 | 19.48 | ||||||
Transamerica Asset Allocation-Moderate VP | 33,641 | 11.89 | ||||||
Transamerica International Moderate Growth VP | 28,024 | 9.91 | ||||||
Total | $ | 279,779 | 98.93 | % | ||||
Market | % of Net | |||||||
Transamerica Jennison Growth | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 74,091 | 8.82 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 273,434 | 32.53 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 175,717 | 20.91 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 297,375 | 35.38 | ||||||
Transamerica Asset Allocation-Conservative VP | 97 | 0.01 | ||||||
Transamerica Asset Allocation-Growth VP | 5,668 | 0.67 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 228 | 0.03 | ||||||
Transamerica Asset Allocation-Moderate VP | 157 | 0.02 | ||||||
Total | $ | 826,767 | 98.37 | % | ||||
Market | % of Net | |||||||
Transamerica JPMorgan Core Bond | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 80,981 | 7.12 | % | ||||
Transamerica Asset Allocation-Moderate Portfolio | 53,471 | 4.70 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 36,799 | 3.24 | ||||||
Transamerica Asset Allocation-Conservative VP | 245,884 | 21.63 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 305,083 | 26.83 | ||||||
Transamerica Asset Allocation-Moderate VP | 359,121 | 31.59 | ||||||
Transamerica International Moderate Growth VP | 46,954 | 4.13 | ||||||
Total | $ | 1,128,293 | 99.24 | % | ||||
Transamerica Funds | Semi-Annual Report 2011 |
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At April 30, 2011
(all amounts in thousands)
(unaudited)
Market | % of Net | |||||||
Transamerica JPMorgan International Bond | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 8,048 | 2.18 | % | ||||
Transamerica Asset Allocation-Moderate Portfolio | 28,307 | 7.66 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 66,265 | 17.93 | ||||||
Transamerica Asset Allocation-Conservative VP | 23,587 | 6.38 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 175,288 | 47.42 | ||||||
Transamerica Asset Allocation-Moderate VP | 66,986 | 18.12 | ||||||
Total | $ | 368,481 | 99.69 | % | ||||
Market | % of Net | |||||||
Transamerica JPMorgan Long/Short Strategy | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 10,277 | 8.74 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 9,410 | 8.00 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 16,712 | 14.21 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 23,634 | 20.09 | ||||||
Transamerica Multi-Manager Alternative Strategies Portfolio | 51,438 | 43.73 | ||||||
Transamerica Asset Allocation-Growth VP | 6,023 | 5.12 | ||||||
Total | $ | 117,494 | 99.89 | % | ||||
Market | % of Net | |||||||
Transamerica JPMorgan Mid Cap Value | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 12,856 | 6.78 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 41,002 | 21.62 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 47,038 | 24.81 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 88,807 | 46.83 | ||||||
Total | $ | 189,703 | 100.04 | % | ||||
Market | % of Net | |||||||
Transamerica Loomis Sayles Bond | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 86,027 | 14.56 | % | ||||
Transamerica Asset Allocation-Moderate Portfolio | 150,442 | 25.46 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 75,251 | 12.73 | ||||||
Transamerica Multi-Manager Alternative Strategies Portfolio | 46,079 | 7.80 | ||||||
Transamerica Asset Allocation-Conservative VP | 32,500 | 5.50 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 51,796 | 8.77 | ||||||
Transamerica Asset Allocation-Moderate VP | 92,731 | 15.69 | ||||||
Total | $ | 534,826 | 90.51 | % | ||||
Market | % of Net | |||||||
Transamerica MFS International Equity | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 15,607 | 2.57 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 35,979 | 5.93 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 43,567 | 7.18 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 62,952 | 10.37 | ||||||
Transamerica Multi-Manager International Portfolio | 61,816 | 10.18 | ||||||
Transamerica Asset Allocation-Conservative VP | 27,180 | 4.48 | ||||||
Transamerica Asset Allocation-Growth VP | 26,664 | 4.39 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 128,055 | 21.09 | ||||||
Transamerica Asset Allocation-Moderate VP | 105,821 | 17.43 | ||||||
Transamerica International Moderate Growth VP | 93,991 | 15.48 | ||||||
Total | $ | 601,632 | 99.10 | % | ||||
Market | % of Net | |||||||
Transamerica Morgan Stanley Emerging Markets Debt | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 33,016 | 11.18 | % | ||||
Transamerica Asset Allocation-Moderate Portfolio | 48,111 | 16.29 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 47,991 | 16.25 | ||||||
Transamerica Multi-Manager Alternative Strategies Portfolio | 2,249 | 0.76 | ||||||
Transamerica Asset Allocation-Conservative VP | 30,193 | 10.23 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 67,617 | 22.90 | ||||||
Transamerica Asset Allocation-Moderate VP | 63,203 | 21.41 | ||||||
Total | $ | 292,380 | 99.02 | % | ||||
Market | % of Net | |||||||
Transamerica Morgan Stanley Mid-Cap Growth | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 14,134 | 3.93 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 46,894 | 13.03 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 37,969 | 10.55 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 70,042 | 19.46 | ||||||
Transamerica Asset Allocation-Conservative VP | 5,485 | 1.52 | ||||||
Transamerica Asset Allocation-Growth VP | 25,733 | 7.15 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 124,594 | 34.61 | ||||||
Transamerica Asset Allocation-Moderate VP | 33,355 | 9.26 | ||||||
Total | $ | 358,206 | 99.51 | % | ||||
Market | % of Net | |||||||
Transamerica Morgan Stanley Small Company Growth | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 10,242 | 4.47 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 31,049 | 13.56 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 19,111 | 8.34 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 31,122 | 13.59 | ||||||
Transamerica Asset Allocation-Conservative VP | 13,395 | 5.85 | ||||||
Transamerica Asset Allocation-Growth VP | 19,234 | 8.40 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 64,455 | 28.14 | ||||||
Transamerica Asset Allocation-Moderate VP | 38,104 | 16.64 | ||||||
Total | $ | 226,712 | 98.99 | % | ||||
Market | % of Net | |||||||
Transamerica Neuberger Berman International | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 12,914 | 1.95 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 85,009 | 12.82 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 38,740 | 5.84 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 128,804 | 19.42 | ||||||
Transamerica Multi-Manager International Portfolio | 41,058 | 6.19 | ||||||
Transamerica Asset Allocation-Conservative VP | 20,587 | 3.10 | ||||||
Transamerica Asset Allocation-Growth VP | 49,004 | 7.39 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 162,248 | 24.47 | ||||||
Transamerica Asset Allocation-Moderate VP | 68,833 | 10.38 | ||||||
Transamerica International Moderate Growth VP | 52,272 | 7.88 | ||||||
Total | $ | 659,469 | 99.44 | % | ||||
Market | % of Net | |||||||
Transamerica Oppenheimer Developing Markets | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 14,775 | 2.26 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 91,846 | 14.03 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 37,767 | 5.77 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 133,775 | 20.43 | ||||||
Transamerica Multi-Manager International Portfolio | 47,474 | 7.25 | ||||||
Transamerica Asset Allocation-Conservative VP | 15,424 | 2.35 | ||||||
Transamerica Asset Allocation-Growth VP | 59,730 | 9.12 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 183,596 | 28.04 | ||||||
Transamerica Asset Allocation-Moderate VP | 67,057 | 10.24 | ||||||
Total | $ | 651,444 | 99.49 | % | ||||
Transamerica Funds | Semi-Annual Report 2011 |
Page 182
At April 30, 2011
(all amounts in thousands)
(unaudited)
Market | % of Net | |||||||
Transamerica Oppenheimer Small- & Mid-Cap Value | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 12,457 | 3.49 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 44,312 | 12.41 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 37,686 | 10.55 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 69,202 | 19.38 | ||||||
Transamerica Asset Allocation-Conservative VP | 10,519 | 2.95 | ||||||
Transamerica Asset Allocation-Growth VP | 28,099 | 7.87 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 109,133 | 30.56 | ||||||
Transamerica Asset Allocation-Moderate VP | 44,172 | 12.37 | ||||||
Total | $ | 355,580 | 99.58 | % | ||||
Market | % of Net | |||||||
Transamerica PIMCO Real Return TIPS | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 87,910 | 10.12 | % | ||||
Transamerica Asset Allocation-Moderate Portfolio | 113,355 | 13.06 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 39,233 | 4.52 | ||||||
Transamerica Multi-Manager Alternative Strategies Portfolio | 16,935 | 1.95 | ||||||
Transamerica Asset Allocation-Conservative VP | 137,496 | 15.84 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 148,352 | 17.09 | ||||||
Transamerica Asset Allocation-Moderate VP | 269,136 | 31.00 | ||||||
Transamerica International Moderate Growth VP | 10,896 | 1.25 | ||||||
Total | $ | 823,313 | 94.83 | % | ||||
Market | % of Net | |||||||
Transamerica PIMCO Total Return | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 181,357 | 30.04 | % | ||||
Transamerica Asset Allocation-Moderate Portfolio | 242,254 | 40.12 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 164,299 | 27.21 | ||||||
Total | $ | 587,910 | 97.37 | % | ||||
Market | % of Net | |||||||
Transamerica Schroders International Small Cap | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 20,096 | 3.17 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 80,002 | 12.62 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 53,645 | 8.46 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 93,674 | 14.78 | ||||||
Transamerica Multi-Manager International Portfolio | 48,782 | 7.70 | ||||||
Transamerica Asset Allocation-Conservative VP | 17,275 | 2.73 | ||||||
Transamerica Asset Allocation-Growth VP | 48,584 | 7.67 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 162,054 | 25.57 | ||||||
Transamerica Asset Allocation-Moderate VP | 53,830 | 8.49 | ||||||
Transamerica International Moderate Growth VP | 51,596 | 8.14 | ||||||
Total | $ | 629,538 | 99.33 | % | ||||
Market | % of Net | |||||||
Transamerica Third Avenue Value | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 22,839 | 5.22 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 59,211 | 13.53 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 48,718 | 11.13 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 100,340 | 22.93 | ||||||
Transamerica Asset Allocation-Conservative VP | 15,077 | 3.44 | ||||||
Transamerica Asset Allocation-Growth VP | 38,009 | 8.69 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 109,399 | 25.00 | ||||||
Transamerica Asset Allocation-Moderate VP | 41,159 | 9.40 | ||||||
Total | $ | 434,752 | 99.34 | % | ||||
Market | % of Net | |||||||
Transamerica Thornburg International Value | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 22,743 | 2.75 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 63,954 | 7.74 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 46,921 | 5.68 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 107,999 | 13.08 | ||||||
Transamerica Multi-Manager International Portfolio | 68,444 | 8.29 | ||||||
Transamerica Asset Allocation-Conservative VP | 28,453 | 3.45 | ||||||
Transamerica Asset Allocation-Growth VP | 46,244 | 5.60 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 272,065 | 32.94 | ||||||
Transamerica Asset Allocation-Moderate VP | 124,077 | 15.03 | ||||||
Transamerica International Moderate Growth VP | 38,982 | 4.72 | ||||||
Total | $ | 819,882 | 99.28 | % | ||||
Market | % of Net | |||||||
Transamerica UBS Large Cap Value | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 25,534 | 3.64 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 94,233 | 13.42 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 62,812 | 8.95 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 135,337 | 19.27 | ||||||
Transamerica Asset Allocation-Conservative VP | 33,395 | 4.76 | ||||||
Transamerica Asset Allocation-Growth VP | 59,927 | 8.53 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 190,647 | 27.15 | ||||||
Transamerica Asset Allocation-Moderate VP | 93,554 | 13.32 | ||||||
Total | $ | 695,439 | 99.04 | % | ||||
Market | % of Net | |||||||
Transamerica WMC Emerging Markets | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 6,978 | 1.52 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 8,848 | 1.92 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 21,813 | 4.74 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 50,254 | 10.92 | ||||||
Transamerica Multi-Manager International Portfolio | 33,621 | 7.31 | ||||||
Transamerica Asset Allocation-Conservative VP | 12,451 | 2.71 | ||||||
Transamerica Asset Allocation-Growth VP | 14,466 | 3.14 | ||||||
Transamerica Asset Allocation-Moderate Growth VP | 80,643 | 17.53 | ||||||
Transamerica Asset Allocation-Moderate VP | 40,958 | 8.90 | ||||||
Total | $ | 270,032 | 58.69 | % | ||||
Market | % of Net | |||||||
Transamerica AQR Managed Futures Strategy | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 28,574 | 11.02 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 15,655 | 6.04 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 69,605 | 26.85 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 100,036 | 38.59 | ||||||
Transamerica Multi-Manager Alternative Strategies Portfolio | 45,240 | 17.45 | ||||||
Total | $ | 259,110 | 99.95 | % | ||||
Market | % of Net | |||||||
Transamerica Goldman Sachs Commodity Strategy | Value | Assets | ||||||
Transamerica Asset Allocation-Conservative Portfolio | $ | 15,694 | 7.94 | % | ||||
Transamerica Asset Allocation-Growth Portfolio | 774 | 0.39 | ||||||
Transamerica Asset Allocation-Moderate Portfolio | 41,618 | 21.06 | ||||||
Transamerica Asset Allocation-Moderate Growth Portfolio | 81,992 | 41.49 | ||||||
Transamerica Multi-Manager Alternative Strategies Portfolio | 39,966 | 20.22 | ||||||
Transamerica Asset Allocation-Growth VP | 14,848 | 7.52 | ||||||
Total | $ | 194,892 | 98.62 | % | ||||
Transamerica Funds | Semi-Annual Report 2011 |
Page 183
At April 30, 2011
(all amounts in thousands)
(unaudited)
Transamerica BlackRock Global Allocation | ||||
First $100 million | 0.80 | % | ||
Over $100 million | 0.72 | % | ||
Transamerica BlackRock Large Cap Value | ||||
First $250 million | 0.80 | % | ||
Over $250 million up to $750 million | 0.775 | % | ||
Over $750 million up to $1 billion | 0.75 | % | ||
Over $1 billion up to $2 billion | 0.65 | % | ||
Over $2 billion | 0.625 | % | ||
Transamerica Clarion Global Real Estate Securities | ||||
First $250 million | 0.80 | % | ||
Over $250 million up to $500 million | 0.775 | % | ||
Over $500 million up to $1 billion | 0.70 | % | ||
Over $1 billion | 0.65 | % | ||
Transamerica Federated Market Opportunity | ||||
First $30 million | 0.85 | % | ||
Over $30 million up to $50 million | 0.80 | % | ||
Over $50 million up to $500 million | 0.70 | % | ||
Over $500 million up to $750 million | 0.675 | % | ||
Over $750 million | 0.65 | % | ||
Transamerica First Quadrant Global Macro | ||||
First $150 million | 1.40 | % | ||
Over $150 million up to $300 million | 1.30 | % | ||
Over $300 million | 1.20 | % | ||
Transamerica Hansberger International Value | ||||
First $200 million | 0.88 | % | ||
Over $200 million up to $500 million | 0.81 | % | ||
Over $500 million | 0.77 | % | ||
Transamerica Jennison Growth | ||||
First $250 million | 0.80 | % | ||
Over $250 million up to $500 million | 0.775 | % | ||
Over $500 million up to $1 billion | 0.70 | % | ||
Over $1 billion up to $1.5 billion | 0.675 | % | ||
Over $1.5 billion | 0.65 | % | ||
Transamerica JPMorgan Core Bond | ||||
First $750 million | 0.45 | % | ||
Over $750 million up to $1 billion | 0.40 | % | ||
Over $1 billion | 0.375 | % | ||
Transamerica JPMorgan International Bond | ||||
First $100 million | 0.55 | % | ||
Over $100 million up to $250 million | 0.52 | % | ||
Over $250 million up to $500 million | 0.51 | % | ||
Over $500 million up to $1 billion | 0.50 | % | ||
Over $1 billion | 0.47 | % | ||
Transamerica JPMorgan Long/Short Strategy (Effective January 6, 2011) | ||||
ANA | 1.30 | % | ||
Transamerica JPMorgan Long/Short Strategy (Prior to January 6, 2011) | ||||
ANA | 1.40 | % | ||
Transamerica JPMorgan Mid Cap Value | ||||
First $100 million | 0.85 | % | ||
Over $100 million | 0.80 | % | ||
Transamerica Loomis Sayles Bond | ||||
First $200 million | 0.675 | % | ||
Over $200 million up to $750 million | 0.625 | % | ||
Over $750 million | 0.60 | % | ||
Transamerica MFS International Equity | ||||
First $250 million | 0.90 | % | ||
Over $250 million up to $500 million | 0.875 | % | ||
Over $500 million up to $1 billion | 0.85 | % | ||
Over $1 billion | 0.80 | % | ||
Transamerica Morgan Stanley Emerging Markets Debt | ||||
First $250 million | 0.95 | % | ||
Over $250 million up to $500 million | 0.85 | % | ||
Over $500 million | 0.80 | % | ||
Transamerica Morgan Stanley Mid-Cap Growth | ||||
First $1 billion | 0.80 | % | ||
Over $1 billion | 0.775 | % | ||
Transamerica Morgan Stanley Small Company Growth | ||||
First $500 million | 0.95 | % | ||
Over $500 million | 0.85 | % | ||
Transamerica Neuberger Berman International | ||||
First $100 million | 1.00 | % | ||
Over $100 million | 0.95 | % | ||
Transamerica Oppenheimer Developing Markets | ||||
First $50 million | 1.20 | % | ||
Over $50 million up to $200 million | 1.15 | % | ||
Over $200 million up to $500 million | 1.10 | % | ||
Over $500 million | 1.05 | % | ||
Transamerica Oppenheimer Small- & Mid-Cap Value | ||||
First $100 million | 0.95 | % | ||
Over $100 million up to $250 million | 0.90 | % | ||
Over $250 million up to $500 million | 0.85 | % | ||
Over $500 million | 0.825 | % | ||
Transamerica PIMCO Real Return TIPS | ||||
First $250 million | 0.70 | % | ||
Over $250 million up to $750 million | 0.65 | % | ||
Over $750 million up to $1 billion | 0.60 | % | ||
Over $1 billion | 0.55 | % | ||
Transamerica PIMCO Total Return | ||||
First $250 million | 0.675 | % | ||
Over $250 million up to $750 million | 0.65 | % | ||
Over $750 million | 0.60 | % | ||
Transamerica Schroders International Small Cap | ||||
First $300 million | 1.07 | % | ||
Over $300 million | 1.00 | % | ||
Transamerica Third Avenue Value | ||||
ANA | 0.80 | % | ||
Transamerica Thornburg International Value | ||||
First $100 million | 1.10 | % | ||
Over $100 million up to $300 million | 1.00 | % | ||
Over $300 million | 0.95 | % | ||
Transamerica UBS Large Cap Value | ||||
First $200 million | 0.82 | % | ||
Over $200 million up to $400 million | 0.76 | % | ||
Over $400 million up to $750 million | 0.74 | % | ||
Over $750 billion up to $1 billion | 0.71 | % | ||
Over $1 billion up to $1.5 billion | 0.67 | % | ||
Over $1.5 billion | 0.62 | % | ||
Transamerica WMC Emerging Markets | ||||
First $300 million | 1.15 | % | ||
Over $300 million | 1.10 | % | ||
Transamerica AQR Managed Futures Strategy | ||||
First $500 million | 1.10 | % | ||
Over $500 million | 1.05 | % | ||
Transamerica Goldman Sachs Commodity Strategy | ||||
First $200 million | 0.61 | % | ||
Over $200 million up to $1 billion | 0.59 | % | ||
Over $1 billion | 0.56 | % |
Transamerica Funds | Semi-Annual Report 2011 |
Page 184
At April 30, 2011
(all amounts in thousands)
(unaudited)
Fund | Expense Limit | |||
Transamerica BlackRock Global Allocation | 1.00 | % | ||
Transamerica BlackRock Large Cap Value | 1.00 | |||
Transamerica Federated Market Opportunity | 1.05 | |||
Transamerica First Quadrant Global Macro | 1.65 | |||
Transamerica Hansberger International Value | 1.13 | |||
Transamerica JPMorgan Core Bond | 0.70 | |||
Transamerica JPMorgan International Bond | 0.75 | |||
Transamerica JPMorgan Long/Short Strategy* | 1.65 | |||
Transamerica JPMorgan Mid Cap Value | 1.05 | |||
Transamerica Loomis Sayles Bond | 0.88 | |||
Transamerica Morgan Stanley Emerging Markets Debt | 1.15 | |||
Transamerica Morgan Stanley Mid-Cap Growth | 1.00 | |||
Transamerica Morgan Stanley Small Company Growth | 1.15 | |||
Transamerica Neuberger Berman International | 1.25 | |||
Transamerica Oppenheimer Developing Markets | 1.45 | |||
Transamerica Oppenheimer Small- & Mid-Cap Value | 1.15 | |||
Transamerica Schroders International Small Cap | 1.27 | |||
Transamerica Third Avenue Value | 1.00 | |||
Transamerica Thornburg International Value | 1.35 | |||
Transamerica UBS Large Cap Value | 1.02 | |||
Transamerica WMC Emerging Markets | 1.40 | |||
Transamerica AQR Managed Futures Strategy | 1.45 | |||
Transamerica Goldman Sachs Commodity Strategy | 1.00 |
* | Exclusive of dividends and interest on securities sold short. |
Fund | Recaptured Amount | |||
Transamerica WMC Emerging Markets | $ | 99 |
Brokerage | ||||
Fund | Commissions | |||
Transamerica Third Avenue Value | $ | 4 | ||
Transamerica UBS Large Cap Value | 4 |
Transamerica Funds | Semi-Annual Report 2011 |
Page 185
At April 30, 2011
(all amounts in thousands)
(unaudited)
Proceeds from | ||||||||||||||||
Purchases of | maturities and sales | |||||||||||||||
securities: | of securities: | |||||||||||||||
Fund | Long-term | U.S. Government | Long-term | U.S. Government | ||||||||||||
Transamerica BlackRock Global Allocation | $ | 87,845 | $ | 5,832 | $ | 81,221 | $ | 11,652 | ||||||||
Transamerica BlackRock Large Cap Value | 224,497 | — | 373,672 | — | ||||||||||||
Transamerica Clarion Global Real Estate Securities | 67,028 | — | 128,055 | — | ||||||||||||
Transamerica Federated Market Opportunity | 35,128 | — | 73,897 | 5,014 | ||||||||||||
Transamerica First Quadrant Global Macro | — | — | — | — | ||||||||||||
Transamerica Hansberger International Value | 321,541 | — | 353,812 | — | ||||||||||||
Transamerica Jennison Growth | 270,375 | — | 263,690 | — | ||||||||||||
Transamerica JPMorgan Core Bond | 135,041 | 45,872 | 69,807 | 95,743 | ||||||||||||
Transamerica JPMorgan International Bond | 84,838 | — | 163,690 | — | ||||||||||||
Transamerica JPMorgan Long/Short Strategy | 346,132 | — | 321,631 | — | ||||||||||||
Transamerica JPMorgan Mid Cap Value | 34,795 | — | 39,872 | — | ||||||||||||
Transamerica Loomis Sayles Bond | 99,395 | 22,471 | 93,701 | 45,984 | ||||||||||||
Transamerica MFS International Equity | 105,365 | — | 94,943 | — | ||||||||||||
Transamerica Morgan Stanley Emerging Markets Debt | 118,307 | — | 103,174 | — | ||||||||||||
Transamerica Morgan Stanley Mid-Cap Growth | 36,540 | — | 39,180 | — | ||||||||||||
Transamerica Morgan Stanley Small Company Growth | 30,313 | — | 34,038 | — | ||||||||||||
Transamerica Neuberger Berman International | 154,482 | — | 167,668 | — | ||||||||||||
Transamerica Oppenheimer Developing Markets | 138,235 | — | 144,932 | — | ||||||||||||
Transamerica Oppenheimer Small- & Mid-Cap Value | 164,664 | — | 174,721 | — | ||||||||||||
Transamerica PIMCO Real Return TIPS | 77,561 | 601,295 | 29,102 | 774,559 | ||||||||||||
Transamerica PIMCO Total Return | 554,340 | 29,994 | 386,412 | 177,093 | ||||||||||||
Transamerica Schroders International Small Cap | 138,595 | — | 143,866 | — | ||||||||||||
Transamerica Third Avenue Value | 5,553 | — | 49,193 | — | ||||||||||||
Transamerica Thornburg International Value | 126,554 | — | 157,919 | — | ||||||||||||
Transamerica UBS Large Cap Value | 240,846 | — | 788,733 | — | ||||||||||||
Transamerica WMC Emerging Markets | 350,515 | — | 320,965 | — | ||||||||||||
Transamerica AQR Managed Futures Strategy | — | — | — | — | ||||||||||||
Transamerica Goldman Sachs Commodity Strategy | — | — | — | — |
Foreign exchange | Equity | |||||||||||
Location | contracts | Contracts | Total | |||||||||
Asset derivatives | ||||||||||||
Investment securities, at value | $ | — | $ | 945 | $ | 945 | ||||||
Unrealized appreciation on futures contracts | — | 112 | 112 | * | ||||||||
Unrealized appreciation on forward foreign currency contracts | 1,085 | — | 1,085 | |||||||||
Liability derivatives | ||||||||||||
Written options and swaptions, at value | — | (901 | ) | (901 | ) | |||||||
Unrealized depreciation on futures contracts | — | (453 | ) | (453 | )* | |||||||
Unrealized depreciation on forward foreign currency contracts | (438 | ) | — | (438 | ) | |||||||
Total | $ | 647 | $ | (297 | ) | $ | 350 | |||||
* | 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. |
Transamerica Funds | Semi-Annual Report 2011 |
Page 186
At April 30, 2011
(all amounts in thousands)
(unaudited)
Foreign exchange | Equity | |||||||||||
Location | contracts | contracts | Total | |||||||||
Realized Gain / (Loss) on derivatives recognized in income | ||||||||||||
Net realized (loss) on investment securities | $ | — | $ | (2 | ) | $ | (2 | ) | ||||
Net realized gain on written options and swpations | 273 | 273 | ||||||||||
Net realized (loss) on futures contracts | 689 | 689 | ||||||||||
Net realized (loss) on foreign currency transactions | 1,172 | 1,172 | ||||||||||
Change in Unrealized Appreciation / (Depreciation) on derivatives recognized in income | ||||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on investment securities | — | 213 | 213 | |||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on written options and swaptions | — | 146 | 146 | |||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on futures contracts | — | (581 | ) | (581 | ) | |||||||
Net increase (decrease) in unrealized appreciation (depreciation) on translation of assets and liabilities denominated in foreign currencies | 735 | — | 735 | |||||||||
Total | $ | 1,907 | $ | 738 | $ | 2,645 | ||||||
Foreign exchange | ||||
Location | contracts | |||
Asset derivatives | ||||
Unrealized appreciation on forward foreign currency contracts | $ | 157 | ||
Liability derivatives | ||||
Unrealized depreciation on forward foreign currency contracts | (186 | ) | ||
Total | $ | (29 | ) | |
Foreign exchange | Equity | |||||||||||
Location | contracts | contracts | Total | |||||||||
Realized Gain / (Loss) on derivatives recognized in income | ||||||||||||
Net realized (loss) on investment securities | $ | — | $ | (6,968 | ) | $ | (6,968 | ) | ||||
Net realized (loss) on foreign currency transactions | (584 | ) | — | (584 | ) | |||||||
Change in Unrealized Appreciation / (Depreciation) on derivatives recognized in income | ||||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on investment securities | — | 3,155 | 3,155 | |||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on translation of assets and liabilities denominated in foreign currencies | 684 | — | 684 | |||||||||
Total | $ | 100 | $ | (3,813 | ) | $ | (3,713 | ) | ||||
Transamerica Funds | Semi-Annual Report 2011 |
Page 187
At April 30, 2011
(all amounts in thousands)
(unaudited)
Interest rates | Foreign exchange | Equity | ||||||||||||||
Location | contracts | contracts | contracts | Total | ||||||||||||
Asset derivatives | ||||||||||||||||
Investment securities, at value | $ | — | $ | — | $ | 764 | $ | 764 | ||||||||
Unrealized appreciation on futures contracts | 1,995 | — | 590 | 2,585 | * | |||||||||||
Unrealized appreciation on forward foreign currency contracts | — | 6,881 | — | 6,881 | ||||||||||||
Liability derivatives | ||||||||||||||||
Unrealized depreciation on futures contracts | (1,495 | ) | — | (662 | ) | (2,157) | * | |||||||||
Written options, at value | — | — | (946 | ) | (946 | ) | ||||||||||
Unrealized depreciation on forward foreign currency contracts | — | (8,085 | ) | — | (8,085 | ) | ||||||||||
Total | 500 | (1,204 | ) | (254 | ) | (958 | ) | |||||||||
* | 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 |
Interest rates | Foreign exchange | Equity | ||||||||||||||
Location | contracts | contracts | contracts | Total | ||||||||||||
Realized Gain / (Loss) on derivatives recognized in income | ||||||||||||||||
Net realized (loss) on investment securities | $ | — | $ | — | $ | (412 | ) | $ | (412 | ) | ||||||
Net realized gain (loss) on futures contracts | (493 | ) | — | 1,034 | 541 | |||||||||||
Net realized gain on written option contracts | — | — | 1,750 | 1,750 | ||||||||||||
Net realized gain on foreign currency transactions | — | (1,090 | ) | — | (1,090 | ) | ||||||||||
Change in Unrealized Appreciation / (Depreciation) on derivatives recognized in income | ||||||||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on investment securities | — | — | 270 | 270 | ||||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on futures contracts | (384 | ) | — | (589 | ) | (973 | ) | |||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on written option contracts | — | — | (44 | ) | (44 | ) | ||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on translation of assets and liabilities denominated in foreign currencies | — | (156 | ) | — | (156 | ) | ||||||||||
Total | $ | (877 | ) | $ | (1,246 | ) | $ | 2,009 | $ | (114 | ) | |||||
Foreign exchange | ||||
Location | contracts | |||
Realized Gain / (Loss) on derivatives recognized in income | ||||
Net realized gain on foreign currency transactions | $ | 74 | ||
Change in Unrealized Appreciation / (Depreciation) on derivatives recognized in income | ||||
Net increase (decrease) in unrealized appreciation (depreciation) on translation of assets and liabilities denominated in foreign currencies | (21 | ) | ||
Total | $ | 53 | ||
Transamerica Funds | Semi-Annual Report 2011 |
Page 188
At April 30, 2011
(all amounts in thousands)
(unaudited)
Interest rates | Foreign exchange | |||||||||||
Location | contracts | contracts | Total | |||||||||
Asset derivatives | ||||||||||||
Unrealized appreciation on futures contracts | $ | 876 | $ | — | $ | 876 | * | |||||
Unrealized appreciation on forward foreign currency contracts | — | 5,009 | 5,009 | |||||||||
Liability derivatives | ||||||||||||
Unrealized depreciation on futures contracts | (219 | ) | — | (219 | )* | |||||||
Unrealized depreciation on forward foreign currency contracts | — | (4,468 | ) | (4,468 | ) | |||||||
Total | $ | 657 | $ | 541 | $ | 1,198 | ||||||
* | 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 |
Interest rates | Foreign exchange | |||||||||||
Location | contracts | contracts | Total | |||||||||
Realized Gain / (Loss) on derivatives recognized in income | ||||||||||||
Net realized (loss) on futures contracts | $ | (259 | ) | $ | — | $ | (259 | ) | ||||
Net realized (loss) on foreign currency transactions | — | (1,904 | ) | (1,904 | ) | |||||||
Change in Unrealized Appreciation / (Depreciation) on derivatives recognized in income | ||||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on futures contracts | (62 | ) | — | (62 | ) | |||||||
Net increase (decrease) in unrealized appreciation (depreciation) on translation of assets and liabilities denominated in foreign currencies | — | (595 | ) | (595 | ) | |||||||
Total | $ | (321 | ) | $ | (2,499 | ) | $ | (2,820 | ) | |||
Interest rates | ||||
Location | contracts | |||
Asset derivatives | ||||
Unrealized appreciation on futures contracts | $ | 119 | * |
* | 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 |
Transamerica Funds | Semi-Annual Report 2011 |
Page 189
At April 30, 2011
(all amounts in thousands)
(unaudited)
Interest rates | ||||
Location | contracts | |||
Realized Gain / (Loss) on derivatives recognized in income | ||||
Net realized loss on futures contracts | $ | (2,689 | ) | |
Change in Unrealized Appreciation / (Depreciation) on derivatives recognized in income | ||||
Net increase (decrease) in unrealized appreciation (depreciation) on futures contracts | 119 | |||
Total | $ | (2,570 | ) | |
Interest rates | Foreign exchange | Credit | ||||||||||||||
Location | contracts | contracts | contracts | Total | ||||||||||||
Asset derivatives | ||||||||||||||||
Investment Securities, at value | $ | 177 | $ | — | $ | — | $ | 177 | ||||||||
Premium paid on swap agreements | 253 | — | 2,262 | 2.515 | ||||||||||||
Unrealized appreciation on swap agreements | 776 | — | 1,271 | 2,047 | ||||||||||||
Unrealized appreciation on futures contracts | 187 | — | — | 187 | * | |||||||||||
Unrealized appreciation on forward foreign currency contracts | — | 2,619 | — | 2,619 | ||||||||||||
Liability derivatives | ||||||||||||||||
Written options and swaptions, at value | (1,896 | ) | — | — | (1,896 | ) | ||||||||||
Premium received on swap agreements | (71 | ) | — | (612 | ) | (683 | ) | |||||||||
Unrealized depreciation on swap agreements | (590 | ) | — | (539 | ) | (1,129 | ) | |||||||||
Unrealized depreciation on forward foreign currency contracts | — | (1,566 | ) | — | (1,566 | ) | ||||||||||
Total | $ | (1,167 | ) | $ | 1,053 | $ | 2,385 | 2,271 | ||||||||
* | 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 |
Interest rates | Foreign exchange | Credit | ||||||||||||||
Location | contracts | contracts | Contracts | Total | ||||||||||||
Realized Gain / (Loss) on derivatives recognized in income | ||||||||||||||||
Net realized gain on written options and swaptions | $ | 313 | $ | — | $ | — | $ | 313 | ||||||||
Net realized gain (loss) on swap agreements | (964 | ) | — | 611 | (353 | ) | ||||||||||
Net realized loss on futures contracts | (87 | ) | — | — | (87 | ) | ||||||||||
Net realized loss on foreign currency transactions | — | (962 | ) | — | (962 | ) | ||||||||||
Change in Unrealized Appreciation / (Depreciation) on derivatives recognized in income | ||||||||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on purchased options | 32 | — | — | 32 | ||||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on written options and swaptions | (503 | ) | — | — | (503 | ) | ||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on swap agreements | (1,005 | ) | — | (174 | ) | (1,179 | ) | |||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on futures contracts | 122 | — | — | 122 | ||||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on translation of assets and liabilities denominated in foreign currencies | — | 346 | — | 346 | ||||||||||||
Total | $ | (2,092 | ) | $ | (616 | ) | $ | 437 | $ | (2,271 | ) | |||||
Transamerica Funds | Semi-Annual Report 2011 |
Page 190
At April 30, 2011
(all amounts in thousands)
(unaudited)
Interest rates | Foreign exchange | |||||||||||||||
Location | contracts | contracts | Credit contracts | Total | ||||||||||||
Asset derivatives | ||||||||||||||||
Premium paid on swap agreements | $ | 201 | $ | — | $ | 944 | $ | 1,145 | ||||||||
Unrealized appreciation on swap agreements | 421 | — | 9 | 430 | ||||||||||||
Unrealized appreciation on futures contracts | 720 | — | — | 720 | * | |||||||||||
Unrealized appreciation on forward foreign currency contracts | — | 2,655 | — | 2,655 | ||||||||||||
Liability derivatives | ||||||||||||||||
Written options and swaptions, at value | (1,006 | ) | — | — | (1,006 | ) | ||||||||||
Premium received on swap agreements | (560 | ) | — | (874 | ) | (1,434 | ) | |||||||||
Unrealized depreciation on swap agreements | (212 | ) | — | (1,995 | ) | (2,207 | ) | |||||||||
Unrealized depreciation on futures contracts | (319 | ) | — | — | (319 | )* | ||||||||||
Unrealized depreciation on forward foreign currency contracts | — | (2,074 | ) | — | (2,074 | ) | ||||||||||
Total | $ | (755 | ) | $ | 581 | $ | (1,916 | ) | $ | (2,090 | ) | |||||
* | 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 |
Interest rates | Foreign exchange | Credit | ||||||||||||||
Location | contracts | contracts | Contracts | Total | ||||||||||||
Realized Gain / (Loss) on derivatives recognized in income | ||||||||||||||||
Net realized gain on written options and swaptions | $ | 812 | $ | 23 | $ | — | $ | 835 | ||||||||
Net realized (loss) on swap agreements | (22 | ) | — | (616 | ) | (638 | ) | |||||||||
Net realized (loss) on futures contracts | (419 | ) | — | — | (419 | ) | ||||||||||
Net realized (loss) on foreign currency transactions | — | (5,015 | ) | — | (5,015 | ) | ||||||||||
Change in Unrealized Appreciation / (Depreciation) on derivatives recognized in income | ||||||||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on written options and swaptions | 783 | — | — | 783 | ||||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on swap agreements | (520 | ) | — | (319 | ) | (839 | ) | |||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on futures contracts | 599 | — | — | 599 | ||||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on translation of assets and liabilities denominated in foreign currencies | — | 1,587 | — | 1,587 | ||||||||||||
Total | $ | 1,233 | $ | (3,405 | ) | $ | (935 | ) | $ | (3,107 | ) | |||||
Transamerica Funds | Semi-Annual Report 2011 |
Page 191
At April 30, 2011
(all amounts in thousands)
(unaudited)
Location | Foreign exchange contracts | |||
Asset derivatives | ||||
Unrealized appreciation on forward foreign currency contracts | $ | 176 | ||
Liability derivatives | ||||
Unrealized depreciation on forward foreign currency contracts | (1,607 | ) | ||
Total | $ | (1,431 | ) | |
Location | Foreign exchange contracts | |||
Realized Gain / (Loss) on derivatives recognized in income | ||||
Net realized loss on foreign currency transactions | $ | (4,396 | ) | |
Change in Unrealized Appreciation / (Depreciation) on derivatives recognized in income | ||||
Net increase (decrease) in unrealized appreciation (depreciation) on translation of assets and liabilities denominated in foreign currencies | 2,853 | |||
Total | $ | (1,543 | ) | |
Location | Foreign exchange contracts | |||
Asset derivatives | ||||
Unrealized appreciation on forward foreign currency contracts | $ | 25 | ||
Liability derivatives | ||||
Unrealized depreciation on forward foreign currency contracts | (582 | ) | ||
Total | $ | (557 | ) | |
Location | Foreign exchange contracts | |||
Realized Gain / (Loss) on derivatives recognized in income | ||||
Net realized gain on foreign currency transactions | $ | 265 | ||
Change in Unrealized Appreciation / (Depreciation) on derivatives recognized in income | ||||
Net increase (decrease) in unrealized appreciation (depreciation) on translation of assets and liabilities denominated in foreign currencies | (445 | ) | ||
Total | $ | (180 | ) | |
Transamerica Funds | Semi-Annual Report 2011 |
Page 192
At April 30, 2011
(all amounts in thousands)
(unaudited)
Interest rates | Foreign exchange | Commodity | ||||||||||||||||||
Location | contracts | contracts | Equity contracts | Contracts | Total | |||||||||||||||
Asset derivatives | ||||||||||||||||||||
Unrealized appreciation on swap agreements | $ | 63 | $ | — | $ | 443 | $ | — | $ | 506 | ||||||||||
Unrealized appreciation on futures contracts | 1,897 | — | 2,694 | 5,145 | 9,736 | * | ||||||||||||||
Unrealized appreciation on forward foreign currency contracts | — | 34,039 | — | — | 34,039 | |||||||||||||||
Liability derivatives | ||||||||||||||||||||
Unrealized depreciation on swap agreements | (14 | ) | — | (44 | ) | — | (58 | ) | ||||||||||||
Unrealized depreciation on futures contracts | (123 | ) | — | (489 | ) | (3,698 | ) | (4,310 | )* | |||||||||||
Unrealized depreciation on forward foreign currency contracts | — | (28,295 | ) | — | — | (28,295 | ) | |||||||||||||
Total | $ | 1,823 | $ | 5,744 | $ | 2,604 | $ | 1,447 | $ | 11,618 | ||||||||||
* | 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 |
Interest rates | Foreign exchange | Equity | Commodity | |||||||||||||||||
Location | contracts | contracts | Contracts | Contracts | Total | |||||||||||||||
Realized Gain / (Loss) on derivatives recognized in income | ||||||||||||||||||||
Net realized gain (loss) on futures contracts | $ | (7,312 | ) | $ | — | $ | 6,665 | $ | 3,251 | $ | 2,604 | |||||||||
Net realized gain (loss) on swap agreements | 1,026 | — | — | (269 | ) | 757 | ||||||||||||||
Net realized (loss) on foreign currency transactions | — | (118 | ) | — | — | (118 | ) | |||||||||||||
Change in Unrealized Appreciation / (Depreciation) on derivatives recognized in income | ||||||||||||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on futures contracts | 2,288 | — | 303 | (405 | ) | 2,186 | ||||||||||||||
Net increase (decrease) in unrealized appreciation on swap agreements | 107 | — | — | (9 | ) | 98 | ||||||||||||||
Net increase (decrease) in unrealized appreciation (depreciation) on translation of assets and liabilities denominated in foreign currencies | — | 5,680 | — | — | 5,680 | |||||||||||||||
Total | $ | (3,891 | ) | $ | 5,562 | $ | 6,968 | $ | 2,568 | $ | 11,207 | |||||||||
Interest rates | ||||
Location | contracts | |||
Asset derivatives | ||||
Premium paid on swap agreements | $ | 198,957 | ||
Liability derivatives | ||||
Premium received on swap agreements | (198,957 | ) | ||
Total | $ | — | ||
Interest rates | ||||
Location | contracts | |||
Realized Gain/(Loss) on derivatives recognized in income | ||||
Net Realized gain on swap agreements | $ | 35,138 |
Transamerica Funds | Semi-Annual Report 2011 |
Page 193
At April 30, 2011
(all amounts in thousands)
(unaudited)
% of Net | ||||||||
Transamerica AQR Managed Futures Strategy | Market Value | Assets | ||||||
Transamerica Cayman AQR Managed Futures Strategy, Ltd. | $ | 60,174 | 23.21 | % |
% of Net | ||||||||
Transamerica Goldman Sachs Commodity Strategy | Market Value | Assets | ||||||
Transamerica Cayman Goldman Sachs Commodity Strategy, Ltd. | $ | 41,795 | 21.15 | % |
Transamerica Funds | Semi-Annual Report 2011 |
Page 194
(formerly known as Transamerica AllianceBernstein International Value)
Transamerica Funds | Semi-Annual Report 2011 |
Page 195
(formerly known as Transamerica AllianceBernstein International Value)
Transamerica Funds | Semi-Annual Report 2011 |
Page 196
(formerly known as Transamerica BNY Mellon Market Neutral Strategy)
Transamerica Funds | Semi-Annual Report 2011 |
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(formerly known as Transamerica BNY Mellon Market Neutral Strategy)
Transamerica Funds | Semi-Annual Report 2011 |
Page 198
Transamerica Funds | Semi-Annual Report 2011 |
Page 199
• | Information we receive from you on applications or other forms, such as your name, address, and account number; | |
• | Information about your transactions with us, our affiliates, or others, such as your account balance and purchase/redemption history; and | |
• | Information we receive from non-affiliated third parties, including consumer reporting agencies. |
Transamerica Funds | Semi-Annual Report 2011 |
Page 200
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Distributor: Transamerica Capital, Inc.