0001752724-23-072416.txt : 20230329 0001752724-23-072416.hdr.sgml : 20230329 20230329153625 ACCESSION NUMBER: 0001752724-23-072416 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: 23774870 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 S000058129 Transamerica ClearTrack 2055 C000190359 Class R1 TCTOX C000190360 Class R6 TCTSX C000210416 R3 TCTVX NPORT-P 1 primary_doc.xml NPORT-P false 0000787623 XXXXXXXX S000058129 C000190360 C000190359 C000210416 TRANSAMERICA FUNDS 811-04556 0000787623 54930088ZHZE1VMYEY52 1801 CALIFORNIA STREET SUITE 5200 DENVER 80202 720-493-4256 Transamerica ClearTrack(R) 2055 S000058129 5493007C77FJIB61EB40 2023-10-31 2023-01-31 N 1152075.46 38278.79 1113796.67 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 8381.94000000 N Transamerica Mid Cap Growth 549300BVKN1RJS81UT94 Transamerica Mid Cap Growth 89356M773 4757.55400000 NS USD 36347.71000000 3.263406237334 Long EC RF US N 1 N N N Transamerica International Focus 5493009P69ULJNMMN265 Transamerica International Focus 89356L452 7351.55200000 NS USD 60062.18000000 5.392562360596 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 108.00000000 NS USD 10823.76000000 0.971789581665 Long EC RF US N 1 N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 State Street Navigator Securities Lending Government Money Market Portfolio 857492706 34998.00000000 NS USD 34998.00000000 3.142225232187 Long STIV RF US N 1 N N iShares Global REIT ETF 549300254BKG04Y2B303 iShares Global REIT ETF 46434V647 1808.00000000 NS USD 44946.88000000 4.035465467857 Long EC RF US N 1 N N Transamerica Emerging Markets Opportunities 549300Q6NK6QLC610345 Transamerica Emerging Markets Opportunities 89360T160 3950.99000000 NS USD 32398.12000000 2.908800221139 Long EC RF US N 1 N N N Transamerica Small Cap Value 549300RKIQDFFOVG9875 Transamerica Small Cap Value 89356L593 4773.93900000 NS USD 28261.72000000 2.537421843791 Long EC RF US N 1 N N N Transamerica Large Cap Value 549300NMC5GPLD2ULC77 Transamerica Large Cap Value 89354D312 7564.61400000 NS USD 96827.06000000 8.693423369635 Long EC RF US N 1 N N N Transamerica Mid Cap Value Opportunities 549300EBY5BMUT2S0673 Transamerica Mid Cap Value Opportunities 89356L627 3195.69600000 NS USD 36239.19000000 3.253662986799 Long EC RF US N 1 N N N Transamerica Small Cap Growth 549300CCDLPC22NHUA05 Transamerica Small Cap Growth 89356L619 4404.80400000 NS USD 27662.17000000 2.483592449598 Long EC RF US N 1 N N N iShares Core MSCI EAFE ETF 5493009FT582MI7Y3I36 iShares Core MSCI EAFE ETF 46432F842 2631.00000000 NS USD 176461.17000000 15.84321220856 Long EC RF US N 1 N N N iShares Core MSCI Emerging Markets ETF 5493007C24Z3ZDJ0VD06 iShares Core MSCI Emerging Markets ETF 46434G103 857.00000000 NS USD 43595.59000000 3.914142605579 Long EC RF US N 1 N N N Transamerica International Stock 549300PMWLIX97VXH139 Transamerica International Stock 89360T319 5888.91400000 NS USD 60361.37000000 5.419424534641 Long EC RF US N 1 N N N Transamerica Large Growth 549300HE9YX22PXULY07 Transamerica Large Growth 89356M781 10674.33000000 NS USD 98844.30000000 8.874537216923 Long EC RF US N 1 N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 iShares Core S&P 500 ETF 464287200 712.00000000 NS USD 290716.72000000 26.10141759536 Long EC RF US N 1 N N N Transamerica Bond 54930028OHE6MAPEQC05 Transamerica Bond 89354D429 2611.82600000 NS USD 21443.09000000 1.925224825820 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 221.00000000 NS USD 21602.75000000 1.939559578679 Long EC RF US N 1 N N Transamerica High Yield Bond 549300E2RRC6XIJ79123 Transamerica High Yield Bond 89354D353 1337.55700000 NS USD 10727.21000000 0.963121033572 Long EC RF US N 1 N N N 2023-02-28 TRANSAMERICA FUNDS Vincent Toner Vincent Toner Treasurer XXXX NPORT-EX 2 NPORT_I9CH_57345323_0123.htm FOR VALIDATION PURPOSES ONLY - [447377.I9CH]

Transamerica ClearTrack® 2055

 

SCHEDULE OF INVESTMENTS

At January 31, 2023

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUNDS - 52.7%  
International Equity Funds - 23.7%  

iShares Core MSCI EAFE ETF

      2,631        $  176,461  

iShares Core MSCI Emerging Markets ETF

      857        43,596  

iShares Global REIT ETF (A)

      1,808        44,947  
     

 

 

  
        265,004  
     

 

 

  
U.S. Equity Fund - 26.1%  

iShares Core S&P 500 ETF

      712        290,717  
     

 

 

  
U.S. Fixed Income Funds - 2.9%  

iShares 0-5 Year TIPS Bond ETF (A)

      221        21,602  

iShares Core U.S. Aggregate Bond ETF

      108        10,824  
     

 

 

  
        32,426  
     

 

 

  

Total Exchange-Traded Funds
(Cost $625,616)

         588,147  
     

 

 

  
INVESTMENT COMPANIES - 45.7%              
International Equity Funds - 13.7%              

Transamerica Emerging Markets Opportunities (B)

      3,951        32,398  

Transamerica International Focus (B)

      7,352        60,062  

Transamerica International Stock (B)

      5,889        60,362  
     

 

 

  
        152,822  
     

 

 

  
U.S. Equity Funds - 29.1%              

Transamerica Large Cap Value (B)

      7,565        96,827  

Transamerica Large Growth (B)

        10,674        98,844  
     Shares      Value  
INVESTMENT COMPANIES (continued)              
U.S. Equity Funds (continued)              

Transamerica Mid Cap Growth (B)

      4,758        $   36,348  

Transamerica Mid Cap Value Opportunities (B)

      3,196        36,239  

Transamerica Small Cap Growth (B)

      4,405        27,662  

Transamerica Small Cap Value (B)

      4,774        28,262  
     

 

 

  
        324,182  
     

 

 

  
U.S. Fixed Income Funds - 2.9%              

Transamerica Bond (B)

      2,620        21,513  

Transamerica High Yield Bond (B)

      1,344        10,780  
     

 

 

  
        32,293  
     

 

 

  

Total Investment Companies
(Cost $536,919)

         509,297  
     

 

 

  
OTHER INVESTMENT COMPANY - 3.1%  
Securities Lending Collateral - 3.1%              

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

      35,126        35,126  
     

 

 

  

Total Other Investment Company
(Cost $35,126)

         35,126  
     

 

 

  

Total Investments
(Cost $1,197,661)

         1,132,570  

Net Other Assets (Liabilities) - (1.5)%

         (17,142 ) 
     

 

 

  

Net Assets - 100.0%

         $  1,115,428  
     

 

 

  
 

 

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

    $ 588,147      $ —        $ —        $ 588,147  

Investment Companies

      509,297        —          —          509,297  

Other Investment Company

      35,126        —          —          35,126  
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

    $     1,132,570      $     —        $     —        $     1,132,570  
  

 

 

     

 

 

     

 

 

     

 

 

  

 

Transamerica Funds

     Page    1         

Transamerica ClearTrack® 2055

 

SCHEDULE OF INVESTMENTS (continued)

At January 31, 2023

(unaudited)

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      All or a portion of the securities are on loan. The total value of all securities on loan is $34,356, collateralized by cash collateral of $35,126. The amount of securities on loan indicated may not correspond with the securities on loan identified because securities 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

   $ 19,702     $ 2,448     $ (1,700 )    $ (329 )    $ 1,392     $ 21,513       2,620     $ 198     $ —    

Transamerica Emerging Markets Opportunities

     28,848       1,820       (4,796 )      (1,709 )      8,235       32,398       3,951       872       —    

Transamerica High Yield Bond

     9,945       1,351       (850 )      (149 )      483       10,780       1,344       151       —    

Transamerica International Focus

     53,204       5,849       (7,399 )      (2,390 )      10,798       60,062       7,352       1,049       —    

Transamerica International Stock

     53,132       5,043       (6,599 )      (1,466 )      10,252       60,362       5,889       1,492       —    

Transamerica Large Cap Value

     86,168       15,931       (4,750 )      (627 )      105       96,827       7,565       324       5,042  

Transamerica Large Growth

     85,117       22,473       (11,913 )      (6,139 )      9,306       98,844       10,674       —         1,276  

Transamerica Mid Cap Growth

     31,878       5,699       (4,374 )      (4,290 )      7,435       36,348       4,758       —         —    

Transamerica Mid Cap Value Opportunities

     32,016       5,078       (1,500 )      (598 )      1,243       36,239       3,196       396       1,880  

Transamerica Small Cap Growth

     24,592       4,769       (2,087 )      (1,262 )      1,650       27,662       4,405       —         1,069  

Transamerica Small Cap Value

     24,754       7,555       (1,099 )      (1,557 )      (1,391 )      28,262       4,774       609       4,084  
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

Total

   $   449,356     $   78,016     $   (47,067 )    $   (20,516 )    $   49,508     $   509,297       56,528     $   5,091     $   13,351  
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

 

(C)      Rate disclosed reflects the yield 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® 2055

 

NOTES TO SCHEDULE OF INVESTMENTS

At January 31, 2023

(unaudited)

 

INVESTMENT VALUATION

Transamerica ClearTrack® 2055 (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.

 

Transamerica Funds

     Page    3