0001752724-24-118057.txt : 20240524 0001752724-24-118057.hdr.sgml : 20240524 20240524103018 ACCESSION NUMBER: 0001752724-24-118057 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240331 FILED AS OF DATE: 20240524 DATE AS OF CHANGE: 20240524 PERIOD START: 20241231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TRANSAMERICA SERIES TRUST CENTRAL INDEX KEY: 0000778207 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04419 FILM NUMBER: 24981618 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: AEGON/TRANSAMERICA SERIES TRUST DATE OF NAME CHANGE: 20050511 FORMER COMPANY: FORMER CONFORMED NAME: AEGON/TRANSAMERICA SERIES FUND INC DATE OF NAME CHANGE: 20010501 FORMER COMPANY: FORMER CONFORMED NAME: WRL SERIES FUND INC DATE OF NAME CHANGE: 19920703 0000778207 S000060985 Transamerica 60/40 Allocation VP C000197832 Service NPORT-P 1 primary_doc.xml NPORT-P false 0000778207 XXXXXXXX S000060985 C000197832 TRANSAMERICA SERIES TRUST 811-04419 0000778207 5493000QR1WGXIM5V222 1801 CALIFORNIA STREET SUITE 5200 DENVER 80202 720-493-4256 Transamerica 60/40 Allocation VP S000060985 549300WWVBWFRT583G18 2024-12-31 2024-03-31 N 82278323.81 49916.08 82228407.73 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 Short-Term Bond 549300151BL06CDX4A76 Transamerica Short-Term Bond 893961292 1675462.83000000 NS USD 16302253.33000000 19.82557339980 Long EC RF US N 1 N N N Transamerica S&P 500 Index VP 549300L4W860DHB67440 Transamerica S&P 500 Index VP 89356L494 1675618.37000000 NS USD 37299264.80000000 45.36055826652 Long EC RF US N 1 N N N Transamerica MSCI EAFE Index VP 549300368UXGO3IHXX21 Transamerica MSCI EAFE Index VP 89356L486 930111.33000000 NS USD 12407685.08000000 15.08929264536 Long EC RF US N 1 N N N Transamerica Intermediate Bond 549300ZF0O00XTDBKY49 Transamerica Core Bond 89354D106 1883609.96000000 NS USD 16161373.43000000 19.65424586970 Long EC RF US N 1 N N N 2024-04-25 TRANSAMERICA SERIES TRUST Vincent Toner Vincent Toner Treasurer XXXX NPORT-EX 2 NPORT_I6DE_28969031_0324.htm HTML

Transamerica 60/40 Allocation VP

 

SCHEDULE OF INVESTMENTS

At March 31, 2024

(unaudited)

 

     Shares      Value  
INVESTMENT COMPANIES - 100.1%  
International Equity Fund - 15.1%  

Transamerica MSCI EAFE Index VP (A)

      930,111        $ 12,407,685  
     

 

 

  
U.S. Equity Fund - 45.4%  

Transamerica S&P 500 Index VP (A)

      1,675,419        37,294,831  
     

 

 

  
U.S. Fixed Income Funds - 39.6%  

Transamerica Core Bond (A)

      1,890,116        16,217,196  

Transamerica Short-Term Bond (A)

      1,680,743        16,353,631  
     

 

 

  
        32,570,827  
     

 

 

  

Total Investment Companies
(Cost $71,933,252)

 

      82,273,343  
     

 

 

  

Total Investments
(Cost $71,933,252)

 

      82,273,343  

Net Other Assets (Liabilities) - (0.1)%

 

      (41,176 ) 
     

 

 

  

Net Assets - 100.0%

         $ 82,232,167  
     

 

 

  
 

 

Transamerica Series Trust

     Page 1      

Transamerica 60/40 Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At March 31, 2024

(unaudited)

 

INVESTMENT VALUATION:

 

Valuation Inputs (B)

 

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

ASSETS

            

Investments

 

Investment Companies

    $ 82,273,343      $ —       $ —       $ 82,273,343  
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

    $  82,273,343      $  —       $  —       $  82,273,343  
  

 

 

     

 

 

     

 

 

     

 

 

  

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Affiliated investment in the Class I2 shares of funds within Transamerica Funds and/or affiliated investment in the Initial Class shares of funds within Transamerica Series Trust. The Portfolio’s transactions and earnings from these underlying funds are as follows:

 

Affiliated Investments

   Value
December 31,
2023		     Purchases
at Cost		     Proceeds
from Sales		     Net
Realized
Gain (Loss)
     Net Change in
Unrealized
Appreciation
(Depreciation)		     Value
March 31, 2024		     Shares as of
March 31, 2024		     Dividend
Income		     Net Capital
Gain
Distributions		  

Transamerica Core Bond

   $ 15,686,833     $ 917,492     $ (136,215 )    $ (4,078 )    $ (246,836 )    $ 16,217,196       1,890,116     $ 168,897     $ —   

Transamerica MSCI EAFE Index VP

     11,866,680       330,382       (468,345 )      60,126       618,842       12,407,685       930,111       —        —   

Transamerica S&P 500 Index VP

     35,203,499       50,601       (1,605,289 )      628,140       3,017,880       37,294,831       1,675,419       —        —   

Transamerica Short-Term Bond

     15,608,626       909,071       (164,287 )      (9,089 )      9,310       16,353,631       1,680,743       160,651       —   
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

Total

   $  78,365,638     $  2,207,546     $  (2,374,136 )    $  675,099     $  3,399,196     $  82,273,343         6,176,389     $  329,548     $   —   
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

 

(B)      There were no transfers in or out of Level 3 during the period ended March 31, 2024. Please reference the Investment Valuation section of the Notes to Schedule of Investments for more information regarding investment valuation and pricing inputs.

 

Transamerica Series Trust

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Transamerica 60/40 Allocation VP

 

NOTES TO SCHEDULE OF INVESTMENTS

At March 31, 2024

(unaudited)

 

INVESTMENT VALUATION

Transamerica 60/40 Allocation VP (the “Portfolio”) is a series of the Transamerica Series Trust.

Transamerica Asset Management, Inc. (“TAM”) has been designated as the Portfolio’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 Portfolio’s Board of Trustees. The net asset value of the Portfolio 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 Portfolio’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 Portfolio’s investments at March 31, 2024, 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.

 

Transamerica Series Trust

     Page 3