Shares Value INVESTMENT COMPANY - 97.3% International Mixed Allocation Fund - 97.3% Transamerica Morgan Stanley Global Allocation VP (A) 32,339,359 $ 288,143,686 Total Investment Company (Cost $287,364,602) 288,143,686 Principal Value REPURCHASE...
Transamerica Xxxxxx Xxxxxxx Global Allocation Managed Risk – Balanced VP
SCHEDULE OF INVESTMENTS
At September 30, 2021
(unaudited)
| Shares | Value | |||||||
| INVESTMENT COMPANY - 97.3% | ||||||||
| International Mixed Allocation Fund - 97.3% | ||||||||
| Transamerica Xxxxxx Xxxxxxx Global Allocation VP (A) |
32,339,359 | $ 288,143,686 | ||||||
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| Total Investment Company |
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288,143,686 | ||||||
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| Principal | Value | |||||||
| REPURCHASE AGREEMENT - 2.8% | ||||||||
| Fixed Income Clearing Corp., 0.00% (B), dated 09/30/2021, to be repurchased at $8,239,824 on 10/01/2021. Collateralized by a U.S. Government Obligation, 1.13%, due 02/28/2022, and with a value of $8,404,720. |
$ 8,239,824 | 8,239,824 | ||||||
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| Total Repurchase Agreement |
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8,239,824 | ||||||
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| Total Investments |
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296,383,510 | ||||||
| Net Other Assets (Liabilities) - (0.1)% |
(167,889 | ) | ||||||
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| Net Assets - 100.0% |
$ 296,215,621 | |||||||
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Transamerica Xxxxxx Xxxxxxx Global Allocation Managed Risk – Balanced VP
SCHEDULE OF INVESTMENTS (continued)
At September 30, 2021
(unaudited)
INVESTMENT VALUATION:
Valuation Inputs (C)
| Level 1 - Unadjusted Quoted Prices |
Level 2 - Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Value | |||||||||||||
| ASSETS |
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| Investments |
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| Investment Company |
$ | 288,143,686 | $ | — | $ | — | $ | 288,143,686 | ||||||||
| Repurchase Agreement |
— | 8,239,824 | — | 8,239,824 | ||||||||||||
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| Total Investments |
$ | 288,143,686 | $ | 8,239,824 | $ | — | $ | 296,383,510 | ||||||||
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FOOTNOTES TO SCHEDULE OF INVESTMENTS:
| (A) | Affiliated investment in the Class I2 shares of Transamerica Funds and/or affiliated investment in the Initial Class shares of Transamerica Series Trust. The Portfolio’s transactions and earnings are as follows: |
| Affiliated Investments |
Value December 31, 2020 |
Purchases at Cost |
Proceeds from Sales |
Net Realized Gain (Loss) |
Net Change in Unrealized Appreciation (Depreciation) |
Value September 30, 2021 |
Shares as of September 30, 2021 |
Dividend Income |
Net Capital Gain Distributions |
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| Transamerica Xxxxxx Xxxxxxx Global Allocation VP |
$ | 287,552,032 | $ | 44,278,348 | $ | (15,880,715 | ) | $ | (318,649 | ) | $ | (27,487,330 | ) | $ | 288,143,686 | 32,339,359 | $ | 39,359,458 | $ | 4,918,890 | ||||||||||||||||
| (B) | Rate disclosed reflects the yield at September 30, 2021. | |
| (C) | There were no transfers in or out of Level 3 during the period ended September 30, 2021. Please reference the Investment Valuation section of the Notes to Schedule of Investments for more information regarding investment valuation and pricing inputs. |
| Page 2 |
Transamerica Xxxxxx Xxxxxxx Global Allocation Managed Risk – Balanced VP
NOTES TO SCHEDULE OF INVESTMENTS
At September 30, 2021
(unaudited)
INVESTMENT VALUATION
Transamerica Xxxxxx Xxxxxxx Global Allocation Managed Risk – Balanced VP (the “Portfolio”) is a series of the Transamerica Series Trust.
All investments in securities are recorded at their estimated fair value. The Portfolio values its investments at the official close of the New York Stock Exchange (“NYSE”) each day the NYSE is open for business.
The Portfolio 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 the Portfolio’s own assumptions used in determining the fair value of 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 Portfolio’s investments at September 30, 2021, 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 Portfolio’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.
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.
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