0001752724-23-072450.txt : 20230329 0001752724-23-072450.hdr.sgml : 20230329 20230329153640 ACCESSION NUMBER: 0001752724-23-072450 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: 23774903 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 S000048276 Transamerica ClearTrack 2050 C000152530 R1 TRNTX C000152531 R6 TCMTX C000210414 R3 TCTUX NPORT-P 1 primary_doc.xml NPORT-P false 0000787623 XXXXXXXX S000048276 C000152530 C000152531 C000210414 TRANSAMERICA FUNDS 811-04556 0000787623 54930088ZHZE1VMYEY52 1801 CALIFORNIA STREET SUITE 5200 DENVER 80202 720-493-4256 Transamerica ClearTrack(R) 2050 S000048276 549300VN1YNJKYFLQ765 2023-10-31 2023-01-31 N 28517859.89 2492.26 28515367.63 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 112314.57100000 NS USD 858083.32000000 3.009196062747 Long EC RF US N 1 N N N Transamerica International Focus 5493009P69ULJNMMN265 Transamerica International Focus 89356L452 190976.01300000 NS USD 1560274.03000000 5.471695298637 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 2726.00000000 NS USD 273199.72000000 0.958078898174 Long EC RF US N 1 N N N iShares Global REIT ETF 549300254BKG04Y2B303 iShares Global REIT ETF 46434V647 43874.00000000 NS USD 1090707.64000000 3.824981862946 Long EC RF US N 1 N N N Transamerica Emerging Markets Opportunities 549300Q6NK6QLC610345 Transamerica Emerging Markets Opportunities 89360T160 106820.41300000 NS USD 875927.39000000 3.071773092199 Long EC RF US N 1 N N N Transamerica Small Cap Value 549300RKIQDFFOVG9875 Transamerica Small Cap Value 89356L593 129054.80600000 NS USD 764004.45000000 2.679272664176 Long EC RF US N 1 N N N Transamerica Large Cap Value 549300NMC5GPLD2ULC77 Transamerica Large Cap Value 89354D312 197312.80500000 NS USD 2525603.90000000 8.856992246324 Long EC RF US N 1 N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 FIXED INC CLEARING CORP.REPO 000000000 144561.26000000 PA USD 144561.26000000 0.506959131215 Long RA CORP US N 2 Repurchase N 1.80000000 2023-02-01 121200.00000000 USD 147475.40000000 USD UST N N N Transamerica Mid Cap Value Opportunities 549300EBY5BMUT2S0673 Transamerica Mid Cap Value Opportunities 89356L627 88074.40400000 NS USD 998763.74000000 3.502545550032 Long EC RF US N 1 N N N Transamerica Small Cap Growth 549300CCDLPC22NHUA05 Transamerica Small Cap Growth 89356L619 104523.40600000 NS USD 656406.99000000 2.301941179637 Long EC RF US N 1 N N N Transamerica Emerging Markets Debt 549300UOGL5KQ4NPEX35 Transamerica Emerging Markets Debt Fund 89354D445 32424.07500000 NS USD 290195.47000000 1.017680970364 Long EC RF US N 1 N N N iShares Core MSCI EAFE ETF 5493009FT582MI7Y3I36 iShares Core MSCI EAFE ETF 46432F842 67344.00000000 NS USD 4516762.08000000 15.83974696944 Long EC RF US N 1 N N N iShares Core MSCI Emerging Markets ETF 5493007C24Z3ZDJ0VD06 iShares Core MSCI Emerging Markets ETF 46434G103 22939.00000000 NS USD 1166906.93000000 4.092203702723 Long EC RF US N 1 N N N Transamerica International Stock 549300PMWLIX97VXH139 Transamerica International Stock 89360T319 151599.65500000 NS USD 1553896.46000000 5.449329919791 Long EC RF US N 1 N N N Transamerica Large Growth 549300HE9YX22PXULY07 Transamerica Large Growth 89356M781 256987.30600000 NS USD 2379702.45000000 8.345333228305 Long EC RF US N 1 N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 iShares Core S&P 500 ETF 464287200 18042.00000000 NS USD 7366729.02000000 25.83424178704 Long EC RF US N 1 N N N Transamerica Bond 54930028OHE6MAPEQC05 Transamerica Bond 89354D429 82977.24800000 NS USD 681243.21000000 2.389038846840 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 5424.00000000 NS USD 530196.00000000 1.859334261018 Long EC RF US N 1 N N N Transamerica High Yield Bond 549300E2RRC6XIJ79123 Transamerica High Yield Bond 89354D353 34997.17600000 NS USD 280677.35000000 0.984302056497 Long EC RF US N 1 N N N 2023-02-28 TRANSAMERICA FUNDS Vincent Toner Vincent Toner Treasurer XXXX NPORT-EX 2 NPORT_I6C7_75121985_0123.htm FOR VALIDATION PURPOSES ONLY - [447377.I6C7]

Transamerica ClearTrack® 2050

 

SCHEDULE OF INVESTMENTS

At January 31, 2023

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUNDS - 52.4%  
International Equity Funds - 23.8%  

iShares Core MSCI EAFE ETF

      67,344        $  4,516,762  

iShares Core MSCI Emerging Markets ETF

      22,939        1,166,907  

iShares Global REIT ETF

      43,874        1,090,708  
     

 

 

  
        6,774,377  
     

 

 

  
U.S. Equity Fund - 25.8%  

iShares Core S&P 500 ETF

      18,042        7,366,729  
     

 

 

  
U.S. Fixed Income Funds - 2.8%              

iShares 0-5 Year TIPS Bond ETF

      5,424        530,196  

iShares Core U.S. Aggregate Bond ETF

      2,726        273,200  
     

 

 

  
        803,396  
     

 

 

  

Total Exchange-Traded Funds
(Cost $16,976,436)

 

      14,944,502  
     

 

 

  
INVESTMENT COMPANIES - 47.1%  
International Equity Funds - 14.0%  

Transamerica Emerging Markets Opportunities (A)

      106,820        875,927  

Transamerica International Focus (A)

      190,976        1,560,274  

Transamerica International Stock (A)

      151,600        1,553,897  
     

 

 

  
        3,990,098  
     

 

 

  
International Fixed Income Fund - 1.0%  

Transamerica Emerging Markets Debt (A)

      32,424        290,195  
     

 

 

  
U.S. Equity Funds - 28.7%              

Transamerica Large Cap Value (A)

      197,313        2,525,604  

Transamerica Large Growth (A)

      256,987        2,379,703  

Transamerica Mid Cap Growth (A)

      112,315        858,083  
     Shares      Value  
INVESTMENT COMPANIES (continued)  
U.S. Equity Funds (continued)              

Transamerica Mid Cap Value Opportunities (A)

      88,074        $   998,764  

Transamerica Small Cap Growth (A)

      104,523        656,407  

Transamerica Small Cap Value (A)

      129,055        764,004  
     

 

 

  
        8,182,565  
     

 

 

  
U.S. Fixed Income Funds - 3.4%  

Transamerica Bond (A)

      83,247        683,460  

Transamerica High Yield Bond (A)

      35,168        282,048  
     

 

 

  
        965,508  
     

 

 

  

Total Investment Companies
(Cost $18,074,357)

 

      13,428,366  
     

 

 

  
     Principal      Value  
REPURCHASE AGREEMENT - 0.5%  

Fixed Income Clearing Corp., 1.80% (B), dated 01/31/2023, to be repurchased at $144,568 on 02/01/2023. Collateralized by a U.S. Government Obligation, 0.13%, due 07/15/2024, and with a value of $147,475.

      $  144,561        144,561  
     

 

 

  

Total Repurchase Agreement
(Cost $144,561)

 

      144,561  
     

 

 

  

Total Investments
(Cost $35,195,354)

 

      28,517,429  

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

         2,377  
     

 

 

  

Net Assets - 100.0%

         $  28,519,806  
     

 

 

  
 

 

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

    $ 14,944,502      $ —        $ —        $ 14,944,502  

Investment Companies

      13,428,366        —          —          13,428,366  

Repurchase Agreement

      —          144,561        —          144,561  
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

    $     28,372,868      $     144,561      $     —        $     28,517,429  
  

 

 

     

 

 

     

 

 

     

 

 

  

 

Transamerica Funds

     Page    1         

Transamerica ClearTrack® 2050

 

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

   $ 642,374     $ 6,339     $ —       $ —       $ 34,747     $ 683,460       83,247     $ 6,339     $ —    

Transamerica Emerging Markets Debt

     255,757       3,572       —         —         30,866       290,195       32,424       3,572       —    

Transamerica Emerging Markets Opportunities

     689,797       22,044       —         —         164,086       875,927       106,820       22,045       —    

Transamerica High Yield Bond

     268,978       3,989       —         —         9,081       282,048       35,168       3,989       —    

Transamerica International Focus

     1,318,453       26,407       —         —         215,414       1,560,274       190,976       26,407       —    

Transamerica International Stock

     1,347,919       38,363       (59,000 )      (11,189 )      237,804       1,553,897       151,600       38,363       —    

Transamerica Large Cap Value

     2,486,368       138,577       (92,400 )      (7,094 )      153       2,525,604       197,313       8,352       130,225  

Transamerica Large Growth

     2,286,629       29,204       —         —         63,870       2,379,703       256,987       —         29,204  

Transamerica Mid Cap Growth

     786,202       —         —         —         71,881       858,083       112,315       —         —    

Transamerica Mid Cap Value Opportunities

     933,158       60,258       (15,000 )      (4,868 )      25,216       998,764       88,074       10,501       49,757  

Transamerica Small Cap Growth

     623,225       24,116       —         —         9,066       656,407       104,523       —         24,116  

Transamerica Small Cap Value

     753,123       123,378       (35,600 )      (33,786 )      (43,111 )      764,004       129,055       16,003       107,375  
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

Total

   $   12,391,983     $   476,247     $   (202,000 )    $   (56,937 )    $   819,073     $   13,428,366       1,488,502     $   135,571     $   340,677  
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

 

(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® 2050

 

NOTES TO SCHEDULE OF INVESTMENTS

At January 31, 2023

(unaudited)

 

INVESTMENT VALUATION

Transamerica ClearTrack® 2050 (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