0001752724-23-072411.txt : 20230329 0001752724-23-072411.hdr.sgml : 20230329 20230329153623 ACCESSION NUMBER: 0001752724-23-072411 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230131 FILED AS OF DATE: 20230329 DATE AS OF CHANGE: 20230329 PERIOD START: 20231031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TRANSAMERICA FUNDS CENTRAL INDEX KEY: 0000787623 IRS NUMBER: 000000000 FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04556 FILM NUMBER: 23774864 BUSINESS ADDRESS: STREET 1: 1801 CALIFORNIA STREET STREET 2: SUITE 5200 CITY: DENVER STATE: CO ZIP: 80202 BUSINESS PHONE: 720-482-8836 MAIL ADDRESS: STREET 1: 1801 CALIFORNIA STREET STREET 2: SUITE 5200 CITY: DENVER STATE: CO ZIP: 80202 FORMER COMPANY: FORMER CONFORMED NAME: TRANSAMERICA IDEX MUTUAL FUNDS DATE OF NAME CHANGE: 20040301 FORMER COMPANY: FORMER CONFORMED NAME: IDEX MUTUAL FDS DATE OF NAME CHANGE: 20010504 FORMER COMPANY: FORMER CONFORMED NAME: IDEX MUTUAL FUNDS / DATE OF NAME CHANGE: 20010423 0000787623 S000048277 Transamerica ClearTrack Retirement Income C000152532 R1 TCITX C000152533 R6 TCJTX C000210415 R3 TCTZX NPORT-P 1 primary_doc.xml NPORT-P false 0000787623 XXXXXXXX S000048277 C000152533 C000210415 C000152532 TRANSAMERICA FUNDS 811-04556 0000787623 54930088ZHZE1VMYEY52 1801 CALIFORNIA STREET SUITE 5200 DENVER 80202 720-493-4256 Transamerica ClearTrack(R) Retirement Income S000048277 549300WCZSUZKLMVLY43 2023-10-31 2023-01-31 N 44312322.54 17746.45 44294576.09 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N Transamerica Mid Cap Growth 549300BVKN1RJS81UT94 Transamerica Mid Cap Growth 89356M773 89156.95200000 NS USD 681159.11000000 1.537793495564 Long EC RF US N 1 N N N Transamerica International Focus 5493009P69ULJNMMN265 Transamerica International Focus 89356L452 114099.18000000 NS USD 932190.30000000 2.104524712249 Long EC RF US N 1 N N N iShares Core U.S. Aggregate Bond ETF 549300F7VSXTKBGHJE47 iShares Core U.S. Aggregate Bond ETF 464287226 61381.00000000 NS USD 6151603.82000000 13.88793925355 Long EC RF US N 1 N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 State Street Navigator Securities Lending Government Money Market Portfolio 857492706 429.25000000 NS USD 429.25000000 0.000969080275 Long STIV RF US N 1 N N iShares Global REIT ETF 549300254BKG04Y2B303 iShares Global REIT ETF 46434V647 53812.00000000 NS USD 1337766.32000000 3.020158308506 Long EC RF US N 1 N N Transamerica Emerging Markets Opportunities 549300Q6NK6QLC610345 Transamerica Emerging Markets Opportunities 89360T160 58030.20500000 NS USD 475847.68000000 1.074279792255 Long EC RF US N 1 N N N Transamerica Small Cap Value 549300RKIQDFFOVG9875 Transamerica Small Cap Value 89356L593 84928.20100000 NS USD 502774.95000000 1.135071140490 Long EC RF US N 1 N N N Transamerica Large Cap Value 549300NMC5GPLD2ULC77 Transamerica Large Cap Value 89354D312 156723.34100000 NS USD 2006058.76000000 4.528903845753 Long EC RF US N 1 N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 FIXED INC CLEARING CORP.REPO 000000000 262508.65000000 PA USD 262508.65000000 0.592642876786 Long RA CORP US N 2 Repurchase N 1.80000000 2023-02-01 220100.00000000 USD 267816.30000000 USD UST N N N Transamerica Mid Cap Value Opportunities 549300EBY5BMUT2S0673 Transamerica Mid Cap Value Opportunities 89356L627 65877.98600000 NS USD 747056.36000000 1.686563967746 Long EC RF US N 1 N N N Transamerica Small Cap Growth 549300CCDLPC22NHUA05 Transamerica Small Cap Growth 89356L619 71627.94000000 NS USD 449823.46000000 1.015527181219 Long EC RF US N 1 N N N Transamerica Emerging Markets Debt 549300UOGL5KQ4NPEX35 Transamerica Emerging Markets Debt Fund 89354D445 249878.87600000 NS USD 2236415.94000000 5.048961153744 Long EC RF US N 1 N N N iShares Core MSCI EAFE ETF 5493009FT582MI7Y3I36 iShares Core MSCI EAFE ETF 46432F842 41693.00000000 NS USD 2796349.51000000 6.313074323859 Long EC RF US N 1 N N N iShares Core MSCI Emerging Markets ETF 5493007C24Z3ZDJ0VD06 iShares Core MSCI Emerging Markets ETF 46434G103 9792.00000000 NS USD 498119.04000000 1.124559898683 Long EC RF US N 1 N N N Transamerica International Stock 549300PMWLIX97VXH139 Transamerica International Stock 89360T319 92503.58600000 NS USD 948161.76000000 2.140582084076 Long EC RF US N 1 N N N Transamerica Large Growth 549300HE9YX22PXULY07 Transamerica Large Growth 89356M781 173213.58200000 NS USD 1603957.77000000 3.621115521550 Long EC RF US N 1 N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 iShares Core S&P 500 ETF 464287200 13951.00000000 NS USD 5696332.81000000 12.86011361396 Long EC RF US N 1 N N N Transamerica Bond 54930028OHE6MAPEQC05 Transamerica Bond 89354D429 1224864.19700000 NS USD 10056135.06000000 22.70285878697 Long EC RF US N 1 N N N iShares 0-5 Year TIPS Bond ETF 549300GIWSEGOQLZR212 iShares 0-5 Year TIPS Bond ETF 46429B747 38843.00000000 NS USD 3796903.25000000 8.571937210292 Long EC RF US N 1 N N N Transamerica High Yield Bond 549300E2RRC6XIJ79123 Transamerica High Yield Bond 89354D353 384184.94300000 NS USD 3081163.24000000 6.956073433775 Long EC RF US N 1 N N N 2023-02-28 TRANSAMERICA FUNDS Vincent Toner Vincent Toner Treasurer XXXX NPORT-EX 2 NPORT_I6C8_32469042_0123.htm FOR VALIDATION PURPOSES ONLY - [447377.I6C8]

Transamerica ClearTrack® Retirement Income

 

SCHEDULE OF INVESTMENTS

At January 31, 2023

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUNDS - 45.8%              
International Equity Funds - 10.4%              

iShares Core MSCI EAFE ETF

      41,693        $  2,796,350  

iShares Core MSCI Emerging Markets ETF

      9,792        498,119  

iShares Global REIT ETF (A)

      53,812        1,337,766  
     

 

 

  
        4,632,235  
     

 

 

  
U.S. Equity Fund - 12.9%              

iShares Core S&P 500 ETF

      13,951        5,696,333  
     

 

 

  
U.S. Fixed Income Funds - 22.5%              

iShares 0-5 Year TIPS Bond ETF

      38,843        3,796,903  

iShares Core U.S. Aggregate Bond ETF

      61,381        6,151,604  
     

 

 

  
        9,948,507  
     

 

 

  

Total Exchange-Traded Funds
(Cost $22,448,493)

         20,277,075  
     

 

 

  
INVESTMENT COMPANIES - 53.7%              
International Equity Funds - 5.3%              

Transamerica Emerging Markets Opportunities (B)

      58,030        475,848  

Transamerica International Focus (B)

      114,099        932,190  

Transamerica International Stock (B)

      92,504        948,162  
     

 

 

  
        2,356,200  
     

 

 

  
International Fixed Income Fund - 5.1%              

Transamerica Emerging Markets Debt (B)

      249,879        2,236,416  
     

 

 

  
U.S. Equity Funds - 13.5%              

Transamerica Large Cap Value (B)

      156,723        2,006,059  

Transamerica Large Growth (B)

      173,214        1,603,958  

Transamerica Mid Cap Growth (B)

      89,157        681,159  

Transamerica Mid Cap Value Opportunities (B)

      65,878        747,056  

Transamerica Small Cap Growth (B)

      71,628        449,823  

Transamerica Small Cap Value (B)

      84,928        502,775  
     

 

 

  
          5,990,830  
     

 

 

  
     Shares      Value  
INVESTMENT COMPANIES (continued)              
U.S. Fixed Income Funds - 29.8%              

Transamerica Bond (B)

      1,228,867        $   10,088,999  

Transamerica High Yield Bond (B)

      386,066        3,096,249  
     

 

 

  
        13,185,248  
     

 

 

  

Total Investment Companies
(Cost $29,357,553)

         23,768,694  
     

 

 

  
OTHER INVESTMENT COMPANY - 0.0%  
Securities Lending Collateral - 0.0%              

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 4.30% (C)

      433        433  
     

 

 

  

Total Other Investment Company
(Cost $433)

         433  
     

 

 

  
     Principal      Value  
REPURCHASE AGREEMENT - 0.6%              

Fixed Income Clearing Corp., 1.80% (C), dated 01/31/2023, to be repurchased at $262,522 on 02/01/2023. Collateralized by a U.S. Government Obligation, 0.13%, due 07/15/2024, and with a value of $267,816.

      $  262,509        262,509  
     

 

 

  

Total Repurchase Agreement
(Cost $262,509)

         262,509  
     

 

 

  

Total Investments
(Cost $52,068,988)

         44,308,711  

Net Other Assets (Liabilities) - (0.1)%

         (56,561 ) 
     

 

 

  

Net Assets - 100.0%

         $  44,252,150  
     

 

 

  
 

 

INVESTMENT VALUATION:

 

Valuation Inputs (D)

 

     Level 1 -
Unadjusted
Quoted
Prices		      Level 2 -
Other
Significant
Observable
Inputs		      Level 3 -
Significant
Unobservable
Inputs		      Value  

ASSETS

            

Investments

            

Exchange-Traded Funds

    $ 20,277,075      $ —        $ —        $ 20,277,075  

Investment Companies

      23,768,694        —          —          23,768,694  

Other Investment Company

      433        —          —          433  

Repurchase Agreement

      —          262,509        —          262,509  
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

    $     44,046,202      $     262,509      $     —        $     44,308,711  
  

 

 

     

 

 

     

 

 

     

 

 

  

 

Transamerica Funds

     Page    1         

Transamerica ClearTrack® Retirement Income

 

SCHEDULE OF INVESTMENTS (continued)

At January 31, 2023

(unaudited)

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      All or a portion of the security is on loan. The value of the security on loan is $423, collateralized by cash collateral of $434. The amount on loan indicated may not correspond with the security on loan identified because a security with pending sales are in the process of recall from the brokers.
(B)      Affiliated investment in the Class R6 shares of Transamerica Funds. The Fund’s transactions and earnings are as follows:

 

Affiliated Investments

   Value
October 31,
2022		     Purchases
at Cost		     Proceeds
from Sales		     Net
Realized
Gain (Loss)		     Net Change in
Unrealized
Appreciation
(Depreciation)		     Value
January 31,
2023		     Shares as of
January 31,
2023		     Dividend
Income		     Net Capital
Gain
Distributions		  

Transamerica Bond

   $ 9,731,157     $ 95,131     $ (260,000 )    $ (46,375 )    $ 569,086     $ 10,088,999       1,228,867     $ 95,131     $ —    

Transamerica Emerging Markets Debt

     2,130,876       28,799       (175,000 )      (35,821 )      287,562       2,236,416       249,879       28,800       —    

Transamerica Emerging Markets Opportunities

     374,732       11,976       —         —         89,140       475,848       58,030       11,975       —    

Transamerica High Yield Bond

     2,991,754       44,214       (40,000 )      (6,609 )      106,890       3,096,249       386,066       44,214       —    

Transamerica International Focus

     838,260       16,127       (56,000 )      (15,632 )      149,435       932,190       114,099       16,127       —    

Transamerica International Stock

     906,455       23,240       (124,000 )      (28,553 )      171,020       948,162       92,504       23,240       —    

Transamerica Large Cap Value

     1,942,943       110,070       (40,000 )      (3,925 )      (3,029 )      2,006,059       156,723       6,633       103,437  

Transamerica Large Growth

     1,541,224       19,684       —         —         43,050       1,603,958       173,214       —         19,684  

Transamerica Mid Cap Growth

     624,099       —         —         —         57,060       681,159       89,157       —         —    

Transamerica Mid Cap Value Opportunities

     727,229       45,072       (40,000 )      (14,326 )      29,081       747,056       65,878       7,855       37,217  

Transamerica Small Cap Growth

     427,084       16,526       —         —         6,213       449,823       71,628       —         16,526  

Transamerica Small Cap Value

     501,904       81,193       (29,500 )      (28,498 )      (22,324 )      502,775       84,928       10,532       70,661  
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

Total

   $   22,737,717     $   492,032     $   (764,500 )    $   (179,739 )    $   1,483,184     $   23,768,694       2,770,973     $   244,507     $   247,525  
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

 

(C)      Rates disclosed reflect the yields at January 31, 2023.
(D)      There were no transfers in or out of Level 3 during the period ended January 31, 2023. Please reference the Investment Valuation section of the Notes to Schedule of Investments for more information regarding investment valuation and pricing inputs.

PORTFOLIO ABBREVIATION:

 

REIT

    Real Estate Investment Trust

 

Transamerica Funds

     Page    2         

Transamerica ClearTrack® Retirement Income

 

NOTES TO SCHEDULE OF INVESTMENTS

At January 31, 2023

(unaudited)

 

INVESTMENT VALUATION

Transamerica ClearTrack® Retirement Income (the “Fund”) is a series of the Transamerica Funds.

Effective September 8, 2022, TAM has been designated as the Fund’s valuation designee pursuant to Rule 2a-5 under the 1940 Act with responsibility for fair valuation subject to oversight by the Fund’s Board of Trustees. The net asset value of the Fund is computed as of the official close of the New York Stock Exchange (“NYSE”) each day the NYSE is open for business.

TAM utilizes various methods to measure the fair value of its investments on a recurring basis. Generally Accepted Accounting Principles in the United States of America establishes a hierarchy that prioritizes inputs to valuation methods. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The three levels (“Levels”) of inputs of the fair value hierarchy are defined as follows:

Level 1 — Unadjusted quoted prices in active markets for identical securities.

Level 2 — Inputs, other than quoted prices included in Level 1, which are observable, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates, and similar data.

Level 3 — Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, which may include TAM’s own assumptions used in determining the fair value of the Fund’s investments.

The inputs used to measure fair value may fall into different Levels of the fair value hierarchy. In such cases, for disclosure purposes, the Level in the fair value hierarchy that is assigned to the fair value measurement of a security is determined based on the lowest Level input that is significant to the fair value measurement in its entirety. Certain investments that are measured at fair value using Net Asset Value (“NAV”) per share, or its equivalent, using the “practical expedient” have not been classified in the fair value Levels. The hierarchy classification of inputs used to value the Fund’s investments at January 31, 2023, is disclosed within the Investment Valuation section of the Schedule of Investments.

The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, but not limited to, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is generally greatest for instruments categorized in Level 3. Due to the inherent uncertainty of valuation, the determination of values may differ significantly from values that would have been realized had a ready market for investments existed, and the differences could be material.

Fair value measurements: Descriptions of the valuation techniques applied to the Fund’s significant categories of assets and liabilities measured at fair value on a recurring basis are as follows:

Exchange-traded funds (“ETF”): ETFs are stated at the last reported sale price or closing price on the day of valuation taken from the primary exchange where the ETF is principally traded. ETFs are generally categorized in Level 1 of the fair value hierarchy.

Investment companies: Certain investment companies are valued at the NAV as the practical expedient. These investment companies are not included within the fair value hierarchy. Certain other investment companies are valued at the actively traded NAV and no valuation adjustments are applied. These investment companies are categorized in Level 1 of the fair value hierarchy.

Securities lending collateral: Securities lending collateral is invested in a money market fund which is valued at the actively traded NAV and no valuation adjustments are applied. Securities lending collateral is categorized in Level 1 of the fair value hierarchy.

Repurchase agreements: Repurchase agreements are valued at cost, which approximates fair value. To the extent the inputs are observable and timely, the values are generally categorized in Level 2 of the fair value hierarchy.

 

Transamerica Funds

     Page    3