0001752724-21-113060.txt : 20210526 0001752724-21-113060.hdr.sgml : 20210526 20210526154101 ACCESSION NUMBER: 0001752724-21-113060 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210526 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TRANSAMERICA ASSET ALLOCATION VARIABLE FUNDS CENTRAL INDEX KEY: 0001018953 IRS NUMBER: 000000000 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-07717 FILM NUMBER: 21965536 BUSINESS ADDRESS: STREET 1: 1801 CALIFORNIA STREET STREET 2: SUITE 5200 CITY: DENVER STATE: CO ZIP: 80202 BUSINESS PHONE: 720-493-4256 MAIL ADDRESS: STREET 1: 1801 CALIFORNIA STREET STREET 2: SUITE 5200 CITY: DENVER STATE: CO ZIP: 80202 FORMER COMPANY: FORMER CONFORMED NAME: DIVERSIFIED INVESTORS STRATEGIC VARIABLE FUNDS DATE OF NAME CHANGE: 19960716 0001018953 S000008662 Transamerica Asset Allocation Intermediate/Long Horizon Subaccount C000023625 Transamerica Asset Allocation Intermediate/Long Horizon Subaccount NPORT-P 1 primary_doc.xml NPORT-P false 0001018953 XXXXXXXX S000008662 C000023625 TRANSAMERICA ASSET ALLOCATION VARIABLE FUNDS 811-07717 0001018953 549300WHLWC6UNM0DM52 1801 CALIFORNIA STREET SUITE 5200 DENVER 80202 720-493-4256 Transamerica Asset Allocation-Intermediate/Long Horizon Subaccount S000008662 549300Z7OS4DVN4VTU64 2021-12-31 2021-03-31 N 35004889.30 6438.25 34998451.05 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 PARTNERS VAR FDS PARTNERS HIGH YIELD BD (SUB) 549300BVI9CKZG7JTZ32 TRANSAMERICA PARTNERS VAR FDS PARTNERS HIGH YIELD BD (SUB) 893588806 33018.56000000 NS USD 1310146.74000000 3.743442068702 Long EC RF US N 1 N N N TRANSAMERICA PARTNERS VAR FDS PARTNERS HIGH QUALITY BD (SUB) N/A TRANSAMERICA PARTNERS VAR FDS PARTNERS HIGH QUALITY BD (SUB) 893588707 35605.80400000 NS USD 668630.71000000 1.910458005826 Long EC RF US N 1 N N N TRANSAMERICA PARTNERS VAR FDS PARTNERS MONEY MARKET (SUB) N/A TRANSAMERICA PARTNERS VAR FDS PARTNERS MONEY MARKET (SUB) 893588863 2059.13500000 NS USD 44060.75000000 0.125893428646 Long STIV RF US N 1 N N N TRANSAMERICA PARTNERS VAR FDS PARTNERS CORE DB SUBACCOUNT 549300M1YQW7OWPQ4A79 TRANSAMERICA PARTNERS VAR FDS PARTNERS CORE DB SUBACCOUNT 893588400 93472.93200000 NS USD 4797750.61000000 13.70846556364 Long EC RF US N 1 N N N SMALL CAP GROWTH SUB KY42 N/A SMALL CAP GROWTH SUB KY42 000000000 187072.91000000 NS USD 2416140.17000000 6.903563150689 Long EC RF US N 1 N N N TRANSAMERICA PARTNERS VAR FDS PARTNERS INFLATION PROTECTED 549300UO5721R4CGEZ17 TRANSAMERICA PARTNERS VAR FDS PARTNERS INFLATION PROTECTED 893588889 93247.74800000 NS USD 2833267.55000000 8.095408410938 Long EC RF US N 1 N N N SMALL CAP VALUE SUB KY41 N/A SMALL CAP VALUE SUB KY41 000000000 150332.74100000 NS USD 2393673.07000000 6.839368595428 Long EC RF US N 1 N N N TRANSAMERICA PARTNERS VAR FDS PARTNERS LARGE VALUE (SUBACCT) N/A TRANSAMERICA PARTNERS VAR FDS PARTNERS LARGE VALUE (SUBACCT) 893588848 61452.84100000 NS USD 7170563.30000000 20.48823043555 Long EC RF US N 1 N N N TRANSAMERICA PARTNERS VAR FDS PARTNERS INTL EQUITY (SUBACCT) 549300O5F0G34CWVCU30 TRANSAMERICA PARTNERS VAR FDS PARTNERS INTL EQUITY (SUBACCT) 893588871 232330.52600000 NS USD 6511690.28000000 18.60565277788 Long EC RF US N 1 N N N TRANSAMERICA PARTNERS VAR FDS PARTNERS LARGE GWOTH (SUBACCT) N/A TRANSAMERICA PARTNERS VAR FDS PARTNERS LARGE GWOTH (SUBACCT) 893588509 25656.02400000 NS USD 6858966.12000000 19.59791337679 Long EC RF US N 1 N N N 2021-04-29 TRANSAMERICA ASSET ALLOCATION VARIABLE FUNDS Vincent Toner Vincent Toner Treasurer XXXX NPORT-EX 2 NPORT_DIHY_3291384226.htm FOR VALIDATION PURPOSES ONLY - [166356.DIHY]

Transamerica Asset Allocation –

Intermediate/Long Horizon Subaccount

 

SCHEDULE OF INVESTMENTS

At March 31, 2021

(unaudited)

 

     Shares      Value  
INVESTMENT COMPANIES - 100.0%  
International Equity Fund - 18.6%  

Transamerica Variable International Equity (A) (B)

      232,331        $  6,511,690  
     

 

 

  
Money Market Fund - 0.2%  

Transamerica Variable Government Money Market (A) (B)

      2,488        53,241  
     

 

 

  
U.S. Equity Funds - 53.8%  

Transamerica Variable Large Growth (A) (B)

      25,656        6,858,966  

Transamerica Variable Large Value Opportunities (A) (B)

      61,453        7,170,564  

Transamerica Variable Small Cap Growth (A) (B)

      187,073        2,416,140  

Transamerica Variable Small Cap Value (A) (B)

      150,333        2,393,673  
     

 

 

  
        18,839,343  
     

 

 

  
     Shares      Value  
INVESTMENT COMPANIES (continued)  
U.S. Fixed Income Funds - 27.4%  

Transamerica Variable High Quality Bond (A) (B)

      35,606        $   668,631  

Transamerica Variable High Yield Bond (A) (B)

      33,019        1,310,147  

Transamerica Variable Inflation-Protected Securities (A) (B)

      93,248        2,833,267  

Transamerica Variable Intermediate Bond (A) (B)

      93,473        4,797,751  
     

 

 

  
        9,609,796  
     

 

 

  

Total Investment Companies
(Cost $23,421,496)

 

      35,014,070  
     

 

 

  

Total Investments
(Cost $23,421,496)

 

      35,014,070  

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

         (6,438 ) 
     

 

 

  

Net Assets - 100.0%

         $  35,007,632  
     

 

 

  
 

 

INVESTMENT VALUATION:

 

Valuation Inputs (D)

 

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

ASSETS

            

Investments

            

Investment Companies

    $ 35,014,070      $     —        $     —        $ 35,014,070  
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

    $     35,014,070      $ —        $ —        $     35,014,070  
  

 

 

     

 

 

     

 

 

     

 

 

  

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Affiliated investment of Transamerica Variable Funds. The Fund’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
March 31, 2021		     Shares as of
March 31, 2021		     Dividend
Income		     Net Capital
Gain
Distributions		  

Transamerica Variable Government Money Market

   $ 48,666     $ 2,148,579     $ (2,144,013 )    $ 2     $ 7     $ 53,241       2,488     $ —       $ —    

Transamerica Variable High Quality Bond

     643,800       49,330       (23,021 )      1,359       (2,837 )      668,631       35,606       —         —    

Transamerica Variable High Yield Bond

     1,251,216       89,638       (46,056 )      31,535       (16,186 )      1,310,147       33,019       —         —    

Transamerica Variable Inflation-Protected Securities

     2,702,563       285,430       (99,197 )      12,921       (68,450 )      2,833,267       93,248       —         —    

Transamerica Variable Intermediate Bond

     4,610,339       529,221       (168,882 )      32,929       (205,856 )      4,797,751       93,473       —         —    

Transamerica Variable International Equity

     6,286,364       91,744       (228,329 )      82,369       279,542       6,511,690       232,331       —         —    

Transamerica Variable Large Growth

     7,050,339       99,389       (259,018 )      215,943       (247,687 )      6,858,966       25,656       —         —    

Transamerica Variable Large Value Opportunities

     6,569,654       99,389       (237,922 )      162,639       576,804       7,170,564       61,453       —         —    

Transamerica Variable Small Cap Growth

     2,350,461       33,130       (87,006 )      20,020       99,535       2,416,140       187,073       —         —    

Transamerica Variable Small Cap Value

     2,386,715       33,130       (462,104 )      162,501       273,431       2,393,673       150,333       —         —    
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

Total

   $ 33,900,117     $   3,458,980     $   (3,755,548 )    $ 722,218     $ 688,303     $ 35,014,070       914,680     $     —       $     —    
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

 

(B)      Non-income producing securities.
(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 March 31, 2021. Please reference the Investment Valuation section of the Notes to Schedule of Investments for more information regarding investment valuation and pricing inputs.

 

Transamerica Asset Allocation Variable Funds

     Page    1         

Transamerica Asset Allocation –

Intermediate/Long Horizon Subaccount

 

NOTES TO SCHEDULE OF INVESTMENTS

At March 31, 2021

(unaudited)

 

INVESTMENT VALUATION

All investments in securities are recorded at their estimated fair value. The value of the Subaccount’s investment in a corresponding Transamerica Variable Funds (“TVF”) subaccount is valued at the TVF unit value per share at the official close of the New York Stock Exchange (“NYSE”) each day the NYSE is open for business.

The Subaccount 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 Subaccount’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 Subaccount’s investments at March 31, 2021, is disclosed within the Investment Valuation section of the Subaccount’s 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: The Subaccount invests substantially all of its investable assets among certain TVF subaccounts and the TVF subaccounts invest all of their investable assets in the Fund. The summary of the inputs used for valuing the Fund’s assets carried at fair value is discussed in the Investment Valuation section of the Fund’s Notes to Schedule of Investments. Descriptions of the valuation techniques applied to the Subaccount’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 Asset Allocation Variable Funds

     Page    2