0001752724-23-218454.txt : 20230927 0001752724-23-218454.hdr.sgml : 20230927 20230927091405 ACCESSION NUMBER: 0001752724-23-218454 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230731 FILED AS OF DATE: 20230927 DATE AS OF CHANGE: 20230927 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: 231282089 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 2023-07-31 N 57573335.61 187154.28 57386181.33 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 177543.33000000 NS USD 1530423.52000000 2.666885101134 Long EC RF US N 1 N N N Transamerica International Focus 5493009P69ULJNMMN265 Transamerica International Focus 89356L452 269186.10000000 NS USD 2288081.85000000 3.987165197214 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 35080.00000000 NS USD 3426614.40000000 5.971149012852 Long EC RF US N 1 N N N iShares Global REIT ETF 549300254BKG04Y2B303 iShares Global REIT ETF 46434V647 83197.00000000 NS USD 1975096.78000000 3.441763738629 Long EC RF US N 1 N N N Transamerica Emerging Markets Opportunities 549300Q6NK6QLC610345 Transamerica Emerging Markets Opportunities 89360T160 125026.21000000 NS USD 1002710.16000000 1.747302463347 Long EC RF US N 1 N N N Transamerica Small Cap Value 549300RKIQDFFOVG9875 Transamerica Small Cap Value 89356L593 162842.95000000 NS USD 949374.42000000 1.654360680562 Long EC RF US N 1 N N N Transamerica Capital Growth 549300OQTGOMBCM7FT39 Transamerica Capital Growth 89355X838 197957.55000000 NS USD 1504477.35000000 2.621671829579 Long EC RF US N 1 N N N Transamerica Large Cap Value 549300NMC5GPLD2ULC77 Transamerica Large Cap Value 89354D312 293785.46000000 NS USD 3892657.35000000 6.783266040329 Long EC RF US N 1 N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 FIXED INC CLEARING CORP.REPO 000000000 696228.91000000 PA USD 696228.91000000 1.213234430073 Long RA CORP US N 2 Repurchase N 2.50000000 2023-08-01 709300.00000000 USD 710244.45000000 USD UST N N N Transamerica Mid Cap Value Opportunities 549300EBY5BMUT2S0673 Transamerica Mid Cap Value Opportunities 89356L627 122594.49000000 NS USD 1387769.59000000 2.418299245282 Long EC RF US N 1 N N N Transamerica US Growth 549300CGBSDCLRHKAO38 Transamerica U.S. Growth 89356M765 93967.68000000 NS USD 2467591.22000000 4.299974598083 Long EC RF US N 1 N N N Transamerica Small Cap Growth 549300CCDLPC22NHUA05 Transamerica Small Cap Growth 89356L619 149993.91000000 NS USD 1024458.39000000 1.785200489485 Long EC RF US N 1 N N N Transamerica Emerging Markets Debt 549300UOGL5KQ4NPEX35 Transamerica Emerging Markets Debt Fund 89354D445 203739.33000000 NS USD 1862177.48000000 3.244992848176 Long EC RF US N 1 N N N iShares Core MSCI EAFE ETF 5493009FT582MI7Y3I36 iShares Core MSCI EAFE ETF 46432F842 91854.00000000 NS USD 6388445.70000000 11.13237638738 Long EC RF US N 1 N N N iShares Core MSCI Emerging Markets ETF 5493007C24Z3ZDJ0VD06 iShares Core MSCI Emerging Markets ETF 46434G103 30628.00000000 NS USD 1599700.44000000 2.787605662068 Long EC RF US N 1 N N N Transamerica International Stock 549300PMWLIX97VXH139 Transamerica International Stock 89360T319 210124.73000000 NS USD 2298764.59000000 4.005780724075 Long EC RF US N 1 N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 iShares Core S&P 500 ETF 464287200 25966.00000000 NS USD 11949033.88000000 20.82214498868 Long EC RF US N 1 N N N Transamerica Bond 54930028OHE6MAPEQC05 Transamerica Bond 89354D429 752021.31000000 NS USD 6016170.46000000 10.48365707661 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 26360.00000000 NS USD 2570890.80000000 4.479982358847 Long EC RF US N 1 N N N Transamerica High Yield Bond 549300E2RRC6XIJ79123 Transamerica High Yield Bond 89354D353 342030.45000000 NS USD 2708881.15000000 4.720441554426 Long EC RF US N 1 N N N 2023-08-29 TRANSAMERICA FUNDS Vincent Toner Vincent Toner Treasurer XXXX NPORT-EX 2 NPORT_I6C4_82172376_0723.htm HTML

Transamerica ClearTrack® 2035

 

SCHEDULE OF INVESTMENTS

At July 31, 2023

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUNDS - 48.6%  
International Equity Funds - 17.4%  

iShares Core MSCI EAFE ETF

      91,854        $  6,388,446  

iShares Core MSCI Emerging Markets ETF

      30,628        1,599,700  

iShares Global REIT ETF

      83,197        1,975,097  
     

 

 

  
        9,963,243  
     

 

 

  
U.S. Equity Fund - 20.8%  

iShares Core S&P 500 ETF

      25,966        11,949,034  
     

 

 

  
U.S. Fixed Income Funds - 10.4%  

iShares 0-5 Year TIPS Bond ETF

      26,360        2,570,891  

iShares Core U.S. Aggregate Bond ETF

      35,080        3,426,614  
     

 

 

  
        5,997,505  
     

 

 

  

Total Exchange-Traded Funds
(Cost $29,743,801)

 

      27,909,782  
  

 

 

  
INVESTMENT COMPANIES - 50.5%  
International Equity Funds - 9.7%  

Transamerica Emerging Markets Opportunities (A)

      125,026        1,002,710  

Transamerica International Focus (A)

      269,186        2,288,082  

Transamerica International Stock (A)

      210,125        2,298,765  
     

 

 

  
        5,589,557  
     

 

 

  
International Fixed Income Fund - 3.3%  

Transamerica Emerging Markets Debt (A)

      203,739        1,862,177  
     

 

 

  
U.S. Equity Funds - 22.2%  

Transamerica Capital Growth (A)

      197,958        1,504,477  

Transamerica Large Cap Value (A)

      293,785        3,892,657  

Transamerica Mid Cap Growth (A)

      177,543        1,530,424  

Transamerica Mid Cap Value Opportunities (A)

      122,594        1,387,770  
     Shares      Value  
INVESTMENT COMPANIES (continued)  
U.S. Equity Funds (continued)  

Transamerica Small Cap Growth (A)

      149,994        $   1,024,458  

Transamerica Small Cap Value (A)

      162,843        949,375  

Transamerica US Growth (A)

      93,968        2,467,591  
     

 

 

  
        12,756,752  
     

 

 

  
U.S. Fixed Income Funds - 15.3%  

Transamerica Bond (A)

      754,450        6,035,598  

Transamerica High Yield Bond (A)

      343,603        2,721,333  
     

 

 

  
        8,756,931  
     

 

 

  

Total Investment Companies
(Cost $32,655,199)

 

      28,965,417  
  

 

 

  
     Principal      Value  
REPURCHASE AGREEMENT - 1.2%  

Fixed Income Clearing Corp., 2.50% (B), dated 07/31/2023, to be repurchased at $696,277 on 08/01/2023. Collateralized by a U.S. Government Obligation, 4.50%, due 07/15/2026, and with a value of $710,244.

      $  696,229        696,229  
     

 

 

  

Total Repurchase Agreement
(Cost $696,229)

 

      696,229  
  

 

 

  

Total Investments
(Cost $63,095,229)

 

      57,571,428  

Net Other Assets (Liabilities) - (0.3)%

         (197,903 ) 
     

 

 

  

Net Assets - 100.0%

         $  57,373,525  
     

 

 

  
 

 

INVESTMENT VALUATION:

 

Valuation Inputs (C)

 

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

ASSETS

 

Investments

 

Exchange-Traded Funds

    $ 27,909,782      $ —        $ —        $ 27,909,782  

Investment Companies

      28,965,417        —          —          28,965,417  

Repurchase Agreement

      —          696,229        —          696,229  
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

    $     56,875,199      $     696,229      $     —        $     57,571,428  
  

 

 

     

 

 

     

 

 

     

 

 

  

 

Transamerica Funds

     Page    1         

Transamerica ClearTrack® 2035

 

SCHEDULE OF INVESTMENTS (continued)

At July 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
July 31, 2023		     Shares as of
July 31, 2023		     Dividend
Income		     Net Capital
Gain
Distributions		  

Transamerica Bond

   $ 5,261,006     $ 778,748     $ (145,854 )    $ (25,806 )    $ 167,504     $ 6,035,598       754,450     $ 163,747     $ —    

Transamerica Capital Growth

     —         1,349,998       (220,000 )      39,932       334,547       1,504,477       197,958       —         —    

Transamerica Emerging Markets Debt

     1,695,816       82,191       (155,000 )      (31,775 )      270,945       1,862,177       203,739       68,191       —    

Transamerica Emerging Markets Opportunities

     781,303       56,969       —         —         164,438       1,002,710       125,026       24,969       —    

Transamerica High Yield Bond

     2,230,383       460,450       (19,365 )      (3,247 )      53,112       2,721,333       343,603       105,450       —    

Transamerica International Focus

     1,981,881       39,694       (142,000 )      (35,078 )      443,585       2,288,082       269,186       39,694       —    

Transamerica International Stock

     2,059,805       58,624       (308,500 )      (46,756 )      535,592       2,298,765       210,125       58,624       —    

Transamerica Large Cap Value

     4,007,270       258,229       (480,000 )      (63,476 )      170,634       3,892,657       293,785       40,411       217,818  

Transamerica Large Growth

     3,226,319       41,205       (3,223,481 )      (3,019,948 )      2,975,905       —         —         —         41,205  

Transamerica Mid Cap Growth

     1,182,990       64,000       —         —         283,434       1,530,424       177,543       —         —    

Transamerica Mid Cap Value Opportunities

     1,475,276       96,792       (208,000 )      (76,315 )      100,017       1,387,770       122,594       16,868       79,924  

Transamerica Small Cap Growth

     848,625       80,838       —         —         94,995       1,024,458       149,994       —         32,838  

Transamerica Small Cap Value

     1,062,759       182,684       (164,000 )      (210,534 )      78,466       949,375       162,843       23,695       158,989  

Transamerica US Growth

     —         2,295,000       (370,000 )      53,019       489,572       2,467,591       93,968       —         —    
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

Total

   $   25,813,433     $   5,845,422     $   (5,436,200 )    $   (3,419,984 )    $   6,162,746     $   28,965,417       3,104,814     $   541,649     $   530,774  
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

 

(B)      Rate disclosed reflects the yield at July 31, 2023.
(C)      There were no transfers in or out of Level 3 during the period ended July 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 July 31, 2023

(unaudited)

 

INVESTMENT VALUATION

Transamerica ClearTrack® 2035 (the “Fund”) is a series of the Transamerica Funds.

Transamerica Asset Management, Inc. (“TAM”) has been designated as the Fund’s valuation designee pursuant to Rule 2a-5 under the Investment Company Act of 1940, as amended, 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 July 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