0001752724-23-072449.txt : 20230329 0001752724-23-072449.hdr.sgml : 20230329 20230329153640 ACCESSION NUMBER: 0001752724-23-072449 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: 23774901 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 S000048273 Transamerica ClearTrack 2035 C000152524 R6 TCHDX C000152525 R1 TCETX C000210411 R3 TCTMX NPORT-P 1 primary_doc.xml NPORT-P false 0000787623 XXXXXXXX S000048273 C000210411 C000152524 C000152525 TRANSAMERICA FUNDS 811-04556 0000787623 54930088ZHZE1VMYEY52 1801 CALIFORNIA STREET SUITE 5200 DENVER 80202 720-493-4256 Transamerica ClearTrack(R) 2035 S000048273 5493000OSDGJ8BFWY925 2023-10-31 2023-01-31 N 55310095.90 24799.07 55285296.83 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 168998.60300000 NS USD 1291149.33000000 2.335429859353 Long EC RF US N 1 N N N Transamerica International Focus 5493009P69ULJNMMN265 Transamerica International Focus 89356L452 276984.38000000 NS USD 2262962.38000000 4.093244514827 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 30970.00000000 NS USD 3103813.40000000 5.614175156812 Long EC RF US N 1 N N N iShares Global REIT ETF 549300254BKG04Y2B303 iShares Global REIT ETF 46434V647 83424.00000000 NS USD 2073920.64000000 3.751305969066 Long EC RF US N 1 N N N Transamerica Emerging Markets Opportunities 549300Q6NK6QLC610345 Transamerica Emerging Markets Opportunities 89360T160 120990.82400000 NS USD 992124.76000000 1.794554460023 Long EC RF US N 1 N N N Transamerica Small Cap Value 549300RKIQDFFOVG9875 Transamerica Small Cap Value 89356L593 191089.28400000 NS USD 1131248.56000000 2.046201476458 Long EC RF US N 1 N N N Transamerica Large Cap Value 549300NMC5GPLD2ULC77 Transamerica Large Cap Value 89354D312 330029.38900000 NS USD 4224376.18000000 7.641048203086 Long EC RF US N 1 N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 FIXED INC CLEARING CORP.REPO 000000000 415265.78000000 PA USD 415265.78000000 0.751132405559 Long RA CORP US N 2 Repurchase N 1.80000000 2023-02-01 348200.00000000 USD 423687.58000000 USD UST N N N Transamerica Mid Cap Value Opportunities 549300EBY5BMUT2S0673 Transamerica Mid Cap Value Opportunities 89356L627 141473.31900000 NS USD 1604307.44000000 2.901869994355 Long EC RF US N 1 N N N Transamerica Small Cap Growth 549300CCDLPC22NHUA05 Transamerica Small Cap Growth 89356L619 142326.17300000 NS USD 893808.37000000 1.616719853650 Long EC RF US N 1 N N N Transamerica Emerging Markets Debt 549300UOGL5KQ4NPEX35 Transamerica Emerging Markets Debt Fund 89354D445 200539.27900000 NS USD 1794826.55000000 3.246480805771 Long EC RF US N 1 N N N iShares Core MSCI EAFE ETF 5493009FT582MI7Y3I36 iShares Core MSCI EAFE ETF 46432F842 96500.00000000 NS USD 6472255.00000000 11.70700958683 Long EC RF US N 1 N N N iShares Core MSCI Emerging Markets ETF 5493007C24Z3ZDJ0VD06 iShares Core MSCI Emerging Markets ETF 46434G103 30944.00000000 NS USD 1574121.28000000 2.847269292666 Long EC RF US N 1 N N N Transamerica International Stock 549300PMWLIX97VXH139 Transamerica International Stock 89360T319 225711.73200000 NS USD 2313545.25000000 4.184738768996 Long EC RF US N 1 N N N Transamerica Large Growth 549300HE9YX22PXULY07 Transamerica Large Growth 89356M781 362596.25400000 NS USD 3357641.31000000 6.073298874246 Long EC RF US N 1 N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 iShares Core S&P 500 ETF 464287200 28273.00000000 NS USD 11544148.63000000 20.88104666507 Long EC RF US N 1 N N N Transamerica Bond 54930028OHE6MAPEQC05 Transamerica Bond 89354D429 679579.06800000 NS USD 5579344.15000000 10.09191316663 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 23739.00000000 NS USD 2320487.25000000 4.197295452958 Long EC RF US N 1 N N N Transamerica High Yield Bond 549300E2RRC6XIJ79123 Transamerica High Yield Bond 89354D353 290198.90200000 NS USD 2327395.19000000 4.209790529219 Long EC RF US N 1 N N N 2023-02-28 TRANSAMERICA FUNDS Vincent Toner Vincent Toner Treasurer XXXX NPORT-EX 2 NPORT_I6C4_20179501_0123.htm FOR VALIDATION PURPOSES ONLY - [447377.I6C4]

Transamerica ClearTrack® 2035

 

SCHEDULE OF INVESTMENTS

At January 31, 2023

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUNDS - 49.0%  
International Equity Funds - 18.3%  

iShares Core MSCI EAFE ETF

      96,500        $  6,472,255  

iShares Core MSCI Emerging Markets ETF

      30,944        1,574,121  

iShares Global REIT ETF

      83,424        2,073,921  
     

 

 

  
        10,120,297  
     

 

 

  
U.S. Equity Fund - 20.9%  

iShares Core S&P 500 ETF

      28,273        11,544,148  
     

 

 

  
U.S. Fixed Income Funds - 9.8%       

iShares 0-5 Year TIPS Bond ETF

      23,739        2,320,487  

iShares Core U.S. Aggregate Bond ETF

      30,970        3,103,814  
     

 

 

  
        5,424,301  
     

 

 

  

Total Exchange-Traded Funds
(Cost $30,566,476)

 

      27,088,746  
     

 

 

  
INVESTMENT COMPANIES - 50.3%  
International Equity Funds - 10.1%  

Transamerica Emerging Markets Opportunities (A)

      120,991        992,125  

Transamerica International Focus (A)

      276,984        2,262,962  

Transamerica International Stock (A)

      225,712        2,313,545  
     

 

 

  
        5,568,632  
     

 

 

  
International Fixed Income Fund - 3.2%  

Transamerica Emerging Markets Debt (A)

      200,539        1,794,827  
     

 

 

  
U.S. Equity Funds - 22.6%  

Transamerica Large Cap Value (A)

      330,029        4,224,376  

Transamerica Large Growth (A)

      362,596        3,357,641  

Transamerica Mid Cap Growth (A)

      168,999        1,291,149  
     Shares      Value  
INVESTMENT COMPANIES (continued)  
U.S. Equity Funds (continued)  

Transamerica Mid Cap Value Opportunities (A)

      141,473        $   1,604,308  

Transamerica Small Cap Growth (A)

      142,326        893,808  

Transamerica Small Cap Value (A)

      191,089        1,131,249  
     

 

 

  
        12,502,531  
     

 

 

  
U.S. Fixed Income Funds - 14.4%  

Transamerica Bond (A)

      681,791        5,597,502  

Transamerica High Yield Bond (A)

      291,616        2,338,756  
     

 

 

  
        7,936,258  
     

 

 

  

Total Investment Companies
(Cost $36,056,601)

 

      27,802,248  
     

 

 

  
     Principal      Value  
REPURCHASE AGREEMENT - 0.7%  

Fixed Income Clearing Corp., 1.80% (B), dated 01/31/2023, to be repurchased at $415,287 on 02/01/2023. Collateralized by a U.S. Government Obligation, 0.13%, due 07/15/2024, and with a value of $423,688.

      $  415,266        415,266  
     

 

 

  

Total Repurchase Agreement
(Cost $415,266)

 

      415,266  
     

 

 

  

Total Investments
(Cost $67,038,343)

 

      55,306,260  

Net Other Assets (Liabilities) - (0.0)% (C)

         (22,223 ) 
     

 

 

  

Net Assets - 100.0%

         $  55,284,037  
     

 

 

  
 

 

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

    $ 27,088,746      $ —        $ —        $ 27,088,746  

Investment Companies

      27,802,248        —          —          27,802,248  

Repurchase Agreement

      —          415,266        —          415,266  
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

    $     54,890,994      $     415,266      $     —        $     55,306,260  
  

 

 

     

 

 

     

 

 

     

 

 

  

 

Transamerica Funds

     Page    1         

Transamerica ClearTrack® 2035

 

SCHEDULE OF INVESTMENTS (continued)

At January 31, 2023

(unaudited)

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      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

   $ 5,261,006     $ 51,917     $ —       $ —       $ 284,579     $ 5,597,502       681,791     $ 51,917     $ —    

Transamerica Emerging Markets Debt

     1,695,816       23,686       (125,000 )      (26,156 )      226,481       1,794,827       200,539       23,686       —    

Transamerica Emerging Markets Opportunities

     781,303       24,969       —         —         185,853       992,125       120,991       24,969       —    

Transamerica High Yield Bond

     2,230,383       33,077       —         —         75,296       2,338,756       291,616       33,077       —    

Transamerica International Focus

     1,981,881       39,694       (80,000 )      (19,874 )      341,261       2,262,962       276,984       39,694       —    

Transamerica International Stock

     2,059,805       58,623       (150,500 )      (25,102 )      370,719       2,313,545       225,712       58,624       —    

Transamerica Large Cap Value

     4,007,270       231,787       —         —         (14,681 )      4,224,376       330,029       13,969       217,818  

Transamerica Large Growth

     3,226,319       41,205       —         —         90,117       3,357,641       362,596       —         41,205  

Transamerica Mid Cap Growth

     1,182,990       —         —         —         108,159       1,291,149       168,999       —         —    

Transamerica Mid Cap Value Opportunities

     1,475,276       96,792       —         —         32,240       1,604,308       141,473       16,868       79,924  

Transamerica Small Cap Growth

     848,625       32,838       —         —         12,345       893,808       142,326       —         32,838  

Transamerica Small Cap Value

     1,062,759       182,684       —         —         (114,194 )      1,131,249       191,089       23,695       158,989  
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

Total

   $   25,813,433     $   817,272     $   (355,500 )    $   (71,132 )    $   1,598,175     $   27,802,248       3,134,145     $   286,499     $   530,774  
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

 

(B)      Rate disclosed reflects the yield at January 31, 2023.
(C)      Percentage rounds to less than 0.1% or (0.1)%.
(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® 2035

 

NOTES TO SCHEDULE OF INVESTMENTS

At January 31, 2023

(unaudited)

 

INVESTMENT VALUATION

Transamerica ClearTrack® 2035 (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.

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