0001752724-23-072444.txt : 20230329 0001752724-23-072444.hdr.sgml : 20230329 20230329153639 ACCESSION NUMBER: 0001752724-23-072444 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: 23774899 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 S000054676 Transamerica Asset Allocation Long Horizon C000171786 R TALRX C000171787 R4 TALFX NPORT-P 1 primary_doc.xml NPORT-P false 0000787623 XXXXXXXX S000054676 C000171786 C000171787 TRANSAMERICA FUNDS 811-04556 0000787623 54930088ZHZE1VMYEY52 1801 CALIFORNIA STREET SUITE 5200 DENVER 80202 720-493-4256 Transamerica Asset Allocation Long Horizon S000054676 5493008GQHJOVVGB4245 2023-10-31 2023-01-31 N 155465883.90 80354.56 155385529.34 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 0.02000000 N Transamerica Large Growth 549300HE9YX22PXULY07 Transamerica Large Growth 89360T772 3199610.18800000 NS USD 29660386.44000000 19.08825523585 Long EC RF US N 1 N N N Transamerica Core Bond 549300ZF0O00XTDBKY49 Transamerica Core Bond 89360T624 665080.61700000 NS USD 5866011.04000000 3.775133414878 Long EC RF US N 1 N N N Transamerica Small Cap Value 549300RKIQDFFOVG9875 Transamerica Small Cap Value 89360T426 1672375.49500000 NS USD 9816844.16000000 6.317733833837 Long EC RF US N 1 N N N Transamerica Inflation-Protected Securities 5493005Z0MHKXHKCA056 Transamerica Inflation-Protected Securities 89360T848 497803.37500000 NS USD 4654461.56000000 2.995427939634 Long EC RF US N 1 N N N Transamerica International Equity 549300VAB3EZIHJBZ196 Transamerica International Equity 89360T582 1966187.81900000 NS USD 38635590.64000000 24.86434277638 Long EC RF US N 1 N N N Transamerica Small Cap Growth 549300CCDLPC22NHUA05 Transamerica Small Cap Growth 89360T459 1446017.04000000 NS USD 9080987.01000000 5.844165186147 Long EC RF US N 1 N N N Transamerica Mid Cap Value Opportunities 549300EBY5BMUT2S0673 Transamerica Mid Cap Value Opportunities 89360T525 853989.28900000 NS USD 9641539.07000000 6.204914390003 Long EC RF US N 1 N N N Transamerica Large Value Opportunities 549300VZ7SG3MY9R5055 Transamerica Large Value Opportunities 89360T749 3716591.96900000 NS USD 35158960.03000000 22.62692039557 Long EC RF US N 1 N N N Transamerica High Yield Bond 549300E2RRC6XIJ79123 Transamerica High Yield Bond 89360T657 377787.10400000 NS USD 3029852.57000000 1.949893650244 Long EC RF US N 1 N N N Transamerica Short-Term Bond 549300151BL06CDX4A76 Transamerica Short-Term Bond 89356M658 72794.55800000 NS USD 701739.54000000 0.451611899113 Long EC RF US N 1 N N N Transamerica Government Money Market 549300SL1N0VGWQ29H20 Transamerica Government Money Market 89360T681 293644.09000000 NS USD 293644.09000000 0.188977758255 Long STIV RF US N 1 N N N Transamerica Mid Cap Growth 549300BVKN1RJS81UT94 Transamerica Mid Cap Growth 89360T558 1163300.09600000 NS USD 8887612.73000000 5.719717124078 Long EC RF US N 1 N N N 2023-02-28 TRANSAMERICA FUNDS Vincent Toner Vincent Toner Treasurer XXXX NPORT-EX 2 NPORT_I0DZ_44498820_0123.htm FOR VALIDATION PURPOSES ONLY - [447377.I0DZ]

Transamerica Asset Allocation Long Horizon

 

SCHEDULE OF INVESTMENTS

At January 31, 2023

(unaudited)

 

     Shares      Value  
INVESTMENT COMPANIES - 100.1%  
International Equity Fund - 24.9%  

Transamerica International Equity (A)

      1,966,188        $  38,635,591  
     

 

 

  
Money Market Fund - 0.2%  

Transamerica Government Money Market, 3.82% (A) (B)

      303,214        303,214  
     

 

 

  
U.S. Equity Funds - 65.8%  

Transamerica Large Growth (A)

      3,199,610        29,660,386  

Transamerica Large Value Opportunities (A)

      3,716,592        35,158,960  

Transamerica Mid Cap Growth (A)

      1,163,300        8,887,613  

Transamerica Mid Cap Value Opportunities (A)

      853,989        9,641,539  

Transamerica Small Cap Growth (A)

      1,446,017        9,080,987  

Transamerica Small Cap Value (A)

      1,672,375        9,816,844  
     

 

 

  
        102,246,329  
     

 

 

  
     Shares      Value  
INVESTMENT COMPANIES (continued)  
U.S. Fixed Income Funds - 9.2%  

Transamerica Core Bond (A)

      667,186        $   5,884,580  

Transamerica High Yield Bond (A)

      379,635        3,044,669  

Transamerica Inflation-Protected Securities (A)

      497,803        4,654,462  

Transamerica Short-Term Bond (A)

      72,998        703,699  
     

 

 

  
        14,287,410  
     

 

 

  

Total Investment Companies
(Cost $166,983,811)

 

      155,472,544  
     

 

 

  

Total Investments
(Cost $166,983,811)

 

      155,472,544  

Net Other Assets (Liabilities) - (0.1)%

         (78,274 ) 
     

 

 

  

Net Assets - 100.0%

         $  155,394,270  
     

 

 

  
 

 

INVESTMENT VALUATION:

 

Valuation Inputs (C)

 

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

ASSETS

 

Investments

 

Investment Companies

    $ 155,472,544      $ —        $ —        $ 155,472,544  
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

    $     155,472,544      $     —        $     —        $     155,472,544  
  

 

 

     

 

 

     

 

 

     

 

 

  

 

Transamerica Funds

     Page    1         

Transamerica Asset Allocation Long Horizon

 

SCHEDULE OF INVESTMENTS (continued)

At January 31, 2023

(unaudited)

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Affiliated investment in the Class I3 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 Core Bond

   $ 5,720,017     $ 53,666     $ (187,003 )    $ (25,818 )    $ 323,718     $ 5,884,580       667,186     $ 52,795     $ —    

Transamerica Government Money Market

     417,375       5,103,002       (5,217,163 )      —         —         303,214       303,214       1,015       —    

Transamerica High Yield Bond

     2,997,624       43,876       (96,247 )      (19,050 )      118,466       3,044,669       379,635       43,733       —    

Transamerica Inflation-Protected Securities

     4,645,610       71,880       (149,084 )      (4,568 )      90,624       4,654,462       497,803       71,646       —    

Transamerica International Equity

     32,921,787       404,262       (1,165,883 )      (22,928 )      6,498,353       38,635,591       1,966,188       402,560       —    

Transamerica Large Growth

     26,917,231       2,645,680       (849,516 )      (186,688 )      1,133,679       29,660,386       3,199,610       —         355,169  

Transamerica Large Value Opportunities

     34,329,231       2,302,999       (1,107,608 )      (49,460 )      (316,202 )      35,158,960       3,716,592       163,790       2,137,721  

Transamerica Mid Cap Growth

     8,407,360       425       (266,944 )      (26,823 )      773,595       8,887,613       1,163,300       —         —    

Transamerica Mid Cap Value Opportunities

     9,158,018       593,699       (294,081 )      (28,840 )      212,743       9,641,539       853,989       103,322       489,952  

Transamerica Short-Term Bond*

     707,662       7,243       (22,541 )      (1,402 )      12,737       703,699       72,998       7,207       —    

Transamerica Small Cap Growth

     8,901,110       339,342       (276,721 )      (32,441 )      149,697       9,080,987       1,446,017       —         338,917  

Transamerica Small Cap Value

     9,515,854       1,621,998       (298,391 )      (145,342 )      (877,275 )      9,816,844       1,672,375       210,332       1,411,241  
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

Total

   $   144,638,879     $   13,188,072     $   (9,931,182 )    $   (543,360 )    $   8,120,135     $   155,472,544       15,938,907     $   1,056,400     $   4,733,000  
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

 

*      On December 9, 2022, Transamerica High Quality Bond merged with Transamerica Short-Term Bond. Transactions and earnings for Transamerica High Quality Bond and Transamerica Short-Term Bond are reflected under Transamerica Short-Term Bond.
(B)      Rate disclosed reflects the yield at January 31, 2023.
(C)      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.

 

Transamerica Funds

     Page    2         

Transamerica Asset Allocation Long Horizon

 

NOTES TO SCHEDULE OF INVESTMENTS

At January 31, 2023

(unaudited)

 

INVESTMENT VALUATION

Transamerica Asset Allocation Long Horizon (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:

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.

 

Transamerica Funds

     Page    3