Transamerica MSCI EAFE Index VP
SCHEDULE OF INVESTMENTS
At September 30, 2022
(unaudited)
Shares | Value | |||||||
COMMON STOCKS - 98.3% | ||||||||
Australia - 7.8% | ||||||||
Ampol Ltd. | 1,068 | $ 19,755 | ||||||
APA Group | 5,460 | 33,595 | ||||||
Aristocrat Leisure Ltd. | 2,835 | 59,780 | ||||||
ASX Ltd. | 914 | 42,065 | ||||||
Aurizon Holdings Ltd. | 9,002 | 19,909 | ||||||
Australia & New Zealand Banking Group Ltd. | 14,049 | 205,660 | ||||||
BHP Group Ltd. | 23,631 | 587,422 | ||||||
BlueScope Steel Ltd. | 2,342 | 22,745 | ||||||
Brambles Ltd. | 6,840 | 50,038 | ||||||
Cochlear Ltd. | 311 | 38,632 | ||||||
Coles Group Ltd. | 6,148 | 64,814 | ||||||
Commonwealth Bank of Australia | 7,968 | 463,538 | ||||||
Computershare Ltd. | 2,529 | 40,338 | ||||||
CSL Ltd. | 2,252 | 409,565 | ||||||
Dexus, REIT | 4,924 | 24,495 | ||||||
Domino’s Pizza Enterprises Ltd. | 257 | 8,467 | ||||||
Endeavour Group Ltd. | 6,305 | 28,335 | ||||||
Evolution Mining Ltd. | 8,141 | 10,621 | ||||||
Fortescue Metals Group Ltd. | 7,987 | 85,743 | ||||||
Goodman Group, REIT | 7,772 | 78,550 | ||||||
GPT Group, REIT | 9,124 | 22,456 | ||||||
IDP Education Ltd. | 928 | 15,589 | ||||||
Insurance Australia Group Ltd. | 11,762 | 34,795 | ||||||
Lendlease Corp. Ltd. | 3,300 | 18,867 | ||||||
Lottery Corp. Ltd. (A) | 10,563 | 28,308 | ||||||
Macquarie Group Ltd. | 1,705 | 166,340 | ||||||
Medibank Pvt Ltd. | 13,102 | 29,285 | ||||||
Mineral Resources Ltd. | 766 | 32,152 | ||||||
Mirvac Group, REIT | 17,945 | 22,354 | ||||||
National Australia Bank Ltd. | 14,927 | 276,384 | ||||||
Newcrest Mining Ltd. | 4,183 | 45,926 | ||||||
Northern Star Resources Ltd. | 5,554 | 27,810 | ||||||
Orica Ltd. | 2,103 | 17,904 | ||||||
Origin Energy Ltd. | 8,018 | 26,603 | ||||||
Qantas Airways Ltd. (A) | 4,255 | 13,655 | ||||||
QBE Insurance Group Ltd. | 6,998 | 51,923 | ||||||
Ramsay Health Care Ltd. | 863 | 31,679 | ||||||
REA Group Ltd. | 238 | 17,323 | ||||||
Reece Ltd. | 1,231 | 11,062 | ||||||
Rio Tinto Ltd. | 1,744 | 105,499 | ||||||
Santos Ltd. | 15,222 | 70,319 | ||||||
Scentre Group, REIT | 24,869 | 40,633 | ||||||
SEEK Ltd. | 1,689 | 20,528 | ||||||
Sonic Healthcare Ltd. | 2,152 | 41,975 | ||||||
South32 Ltd. | 21,924 | 52,046 | ||||||
Stockland, REIT | 10,888 | 22,787 | ||||||
Suncorp Group Ltd. | 5,891 | 38,014 | ||||||
Telstra Corp. Ltd. | 19,287 | 47,624 | ||||||
Transurban Group | 14,421 | 113,889 | ||||||
Treasury Wine Estates Ltd. | 3,372 | 27,132 | ||||||
Vicinity Centres, REIT | 18,580 | 20,716 | ||||||
Washington H Soul Pattinson & Co. Ltd. | 957 | 16,453 | ||||||
Wesfarmers Ltd. | 5,302 | 144,949 | ||||||
Westpac Banking Corp. | 16,228 | 214,696 | ||||||
WiseTech Global Ltd. | 710 | 23,197 | ||||||
Woodside Energy Group Ltd. | 8,855 | 180,921 | ||||||
Woolworths Group Ltd. | 5,627 | 122,278 | ||||||
|
| |||||||
4,488,138 | ||||||||
|
|
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Austria - 0.2% | ||||||||
Erste Group Bank AG | 1,609 | $ 35,273 | ||||||
OMV AG | 661 | 23,924 | ||||||
Verbund AG | 326 | 27,833 | ||||||
voestalpine AG | 528 | 8,944 | ||||||
|
| |||||||
95,974 | ||||||||
|
| |||||||
Belgium - 0.8% | ||||||||
Ageas SA | 795 | 28,995 | ||||||
Anheuser-Busch InBev SA | 4,059 | 183,859 | ||||||
D’ieteren Group | 115 | 16,204 | ||||||
Elia Group SA | 151 | 17,768 | ||||||
Groupe Bruxelles Lambert NV | 495 | 34,618 | ||||||
KBC Group NV | 1,175 | 55,759 | ||||||
Proximus SADP | 740 | 7,672 | ||||||
Sofina SA | 70 | 12,081 | ||||||
Solvay SA | 327 | 25,317 | ||||||
UCB SA | 570 | 39,557 | ||||||
Umicore SA | 936 | 27,478 | ||||||
Warehouses De Pauw CVA, REIT | 689 | 16,922 | ||||||
|
| |||||||
466,230 | ||||||||
|
| |||||||
Cayman Islands - 0.0% (B) | ||||||||
Sands China Ltd. (A) | 11,200 | 27,891 | ||||||
|
| |||||||
Chile - 0.0% (B) | ||||||||
Antofagasta PLC | 1,774 | 21,738 | ||||||
|
| |||||||
Denmark - 2.6% | ||||||||
AP Moller - Maersk AS, Class A | 14 | 24,735 | ||||||
AP Moller - Maersk AS, Class B | 24 | 43,614 | ||||||
Carlsberg AS, Class B | 466 | 54,492 | ||||||
Chr Hansen Holding AS | 470 | 23,152 | ||||||
Coloplast AS, Class B | 546 | 55,487 | ||||||
Danske Bank AS | 3,258 | 40,551 | ||||||
Demant AS (A) | 492 | 12,163 | ||||||
DSV AS | 890 | 104,261 | ||||||
Genmab AS (A) | 306 | 98,441 | ||||||
GN Store Nord AS | 556 | 9,739 | ||||||
Novo Nordisk AS, Class B | 7,750 | 772,038 | ||||||
Novozymes AS, B Shares | 971 | 48,795 | ||||||
Orsted AS (C) | 882 | 70,296 | ||||||
Pandora AS | 441 | 20,624 | ||||||
ROCKWOOL AS, B Shares | 40 | 6,310 | ||||||
Tryg AS | 1,710 | 35,301 | ||||||
Vestas Wind Systems AS | 4,671 | 86,006 | ||||||
|
| |||||||
1,506,005 | ||||||||
|
| |||||||
Finland - 1.2% | ||||||||
Elisa OYJ | 647 | 29,315 | ||||||
Fortum OYJ | 2,003 | 26,914 | ||||||
Kesko OYJ, B Shares | 1,242 | 23,172 | ||||||
Kone OYJ, Class B | 1,543 | 59,450 | ||||||
Neste OYJ | 1,963 | 85,566 | ||||||
Nokia OYJ | 25,262 | 108,451 | ||||||
Nordea Bank Abp | 5,888 | 50,317 | ||||||
Nordea Bank Abp | 10,152 | 86,883 | ||||||
Orion OYJ, Class B | 511 | 21,517 | ||||||
Sampo OYJ, A Shares | 2,295 | 97,977 | ||||||
Stora Enso OYJ, R Shares | 2,749 | 34,922 | ||||||
UPM-Kymmene OYJ | 2,509 | 79,622 | ||||||
Wartsila OYJ Abp | 2,178 | 13,913 | ||||||
|
| |||||||
718,019 | ||||||||
|
|
Transamerica Series Trust | Page 1 |
Transamerica MSCI EAFE Index VP
SCHEDULE OF INVESTMENTS (continued)
At September 30, 2022
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
France - 10.8% | ||||||||
Accor SA (A) | 852 | $ 17,837 | ||||||
Aeroports de Paris (A) | 142 | 16,410 | ||||||
Air Liquide SA | 2,433 | 278,090 | ||||||
Airbus SE | 2,753 | 237,310 | ||||||
Alstom SA | 1,432 | 23,164 | ||||||
Amundi SA (C) | 311 | 12,947 | ||||||
Arkema SA | 299 | 21,791 | ||||||
AXA SA | 9,097 | 198,614 | ||||||
BioMerieux | 195 | 15,424 | ||||||
BNP Paribas SA | 5,201 | 219,686 | ||||||
Bollore SE | 3,935 | 18,054 | ||||||
Bouygues SA | 1,089 | 28,487 | ||||||
Bureau Veritas SA | 1,294 | 28,956 | ||||||
Capgemini SE | 769 | 123,117 | ||||||
Carrefour SA | 2,819 | 39,097 | ||||||
Cie de Saint-Gobain | 2,323 | 83,060 | ||||||
Cie Generale des Etablissements Michelin SCA | 3,104 | 69,547 | ||||||
Covivio, REIT | 226 | 10,887 | ||||||
Credit Agricole SA | 5,774 | 46,873 | ||||||
Danone SA | 3,056 | 144,504 | ||||||
Dassault Aviation SA | 120 | 13,652 | ||||||
Dassault Systemes SE | 3,113 | 107,476 | ||||||
Edenred | 1,178 | 54,271 | ||||||
Eiffage SA | 382 | 30,634 | ||||||
Electricite de France SA | 2,758 | 31,986 | ||||||
Engie SA | 8,605 | 99,043 | ||||||
EssilorLuxottica SA | 1,346 | 182,952 | ||||||
Eurazeo SE | 189 | 9,862 | ||||||
Gecina SA, REIT | 230 | 18,014 | ||||||
Getlink SE | 1,973 | 30,596 | ||||||
Hermes International | 148 | 174,066 | ||||||
Ipsen SA | 182 | 16,844 | ||||||
Kering SA | 351 | 155,686 | ||||||
Klepierre SA, REIT (A) | 975 | 16,951 | ||||||
L’Oreal SA | 1,128 | 360,669 | ||||||
La Francaise des Jeux SAEM (C) | 510 | 15,129 | ||||||
Legrand SA | 1,224 | 79,143 | ||||||
LVMH Moet Hennessy Louis Vuitton SE | 1,296 | 764,089 | ||||||
Orange SA | 9,228 | 83,463 | ||||||
Pernod Ricard SA | 983 | 180,335 | ||||||
Publicis Groupe SA | 1,066 | 50,510 | ||||||
Remy Cointreau SA | 104 | 17,259 | ||||||
Renault SA (A) | 871 | 23,566 | ||||||
Safran SA | 1,599 | 145,493 | ||||||
Sanofi | 5,320 | 405,099 | ||||||
Sartorius Stedim Biotech | 131 | 40,182 | ||||||
Schneider Electric SE | 2,523 | 284,975 | ||||||
SEB SA | 124 | 7,800 | ||||||
Societe Generale SA | 3,713 | 73,429 | ||||||
Sodexo SA | 432 | 32,443 | ||||||
Teleperformance | 274 | 69,509 | ||||||
Thales SA | 498 | 54,877 | ||||||
TotalEnergies SE | 11,582 | 543,364 | ||||||
Ubisoft Entertainment SA (A) | 453 | 12,450 | ||||||
Unibail-Rodamco-Westfield, CDI (A) | 4,482 | 8,745 | ||||||
Unibail-Rodamco-Westfield, REIT (A) | 298 | 12,331 | ||||||
Valeo | 1,042 | 15,744 | ||||||
Veolia Environnement SA | 3,132 | 59,859 | ||||||
Vinci SA | 2,495 | 201,747 | ||||||
Vivendi SE | 3,274 | 25,395 | ||||||
Wendel SE | 119 | 8,517 | ||||||
Worldline SA (A) (C) | 1,153 | 45,573 | ||||||
|
| |||||||
6,197,583 | ||||||||
|
|
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Germany - 6.9% | ||||||||
adidas AG | 801 | $ 92,084 | ||||||
Allianz SE | 1,906 | 300,260 | ||||||
BASF SE | 4,291 | 164,682 | ||||||
Bayer AG | 4,589 | 211,436 | ||||||
Bayerische Motoren Werke AG | 1,551 | 105,123 | ||||||
Bechtle AG | 414 | 14,883 | ||||||
Beiersdorf AG | 469 | 46,085 | ||||||
Brenntag SE | 695 | 42,014 | ||||||
Carl Zeiss Meditec AG | 177 | 18,386 | ||||||
Commerzbank AG (A) | 5,060 | 36,022 | ||||||
Continental AG | 536 | 23,784 | ||||||
Covestro AG (C) | 909 | 25,990 | ||||||
Daimler Truck Holding AG (A) | 2,138 | 48,335 | ||||||
Delivery Hero SE (A) (C) | 789 | 28,820 | ||||||
Deutsche Bank AG | 9,838 | 72,840 | ||||||
Deutsche Boerse AG | 892 | 146,223 | ||||||
Deutsche Lufthansa AG (A) | 2,852 | 16,394 | ||||||
Deutsche Post AG | 4,633 | 139,637 | ||||||
Deutsche Telekom AG | 15,140 | 257,708 | ||||||
E.ON SE | 10,372 | 79,686 | ||||||
Evonik Industries AG | 979 | 16,396 | ||||||
Fresenius Medical Care AG & Co. KGaA | 932 | 26,257 | ||||||
Fresenius SE & Co. KGaA | 1,971 | 42,012 | ||||||
GEA Group AG | 686 | 22,201 | ||||||
Hannover Rueck SE | 284 | 42,573 | ||||||
HeidelbergCement AG | 701 | 27,692 | ||||||
HelloFresh SE (A) | 742 | 15,532 | ||||||
Henkel AG & Co. KGaA | 496 | 28,110 | ||||||
Infineon Technologies AG | 6,107 | 133,646 | ||||||
KION Group AG | 326 | 6,243 | ||||||
Knorr-Bremse AG | 313 | 13,441 | ||||||
LEG Immobilien SE | 340 | 20,294 | ||||||
Mercedes-Benz Group AG | 3,773 | 190,789 | ||||||
Merck KGaA | 606 | 98,100 | ||||||
MTU Aero Engines AG | 251 | 37,513 | ||||||
Muenchener Rueckversicherungs-Gesellschaft AG | 655 | 157,672 | ||||||
Nemetschek SE | 252 | 11,962 | ||||||
Puma SE | 501 | 23,176 | ||||||
Rational AG | 21 | 10,171 | ||||||
Rheinmetall AG | 202 | 31,101 | ||||||
RWE AG | 3,018 | 110,930 | ||||||
SAP SE | 4,884 | 398,022 | ||||||
Scout24 SE (C) | 390 | 19,543 | ||||||
Siemens AG | 3,569 | 348,844 | ||||||
Siemens Healthineers AG (C) | 1,317 | 56,493 | ||||||
Symrise AG | 613 | 59,775 | ||||||
Telefonica Deutschland Holding AG | 5,130 | 10,372 | ||||||
Uniper SE | 386 | 1,457 | ||||||
United Internet AG | 469 | 8,767 | ||||||
Volkswagen AG | 147 | 23,957 | ||||||
Vonovia SE | 3,380 | 72,946 | ||||||
Zalando SE (A) (C) | 1,043 | 20,373 | ||||||
|
| |||||||
3,956,752 | ||||||||
|
| |||||||
Hong Kong - 3.0% | ||||||||
AIA Group Ltd. | 56,400 | 469,581 | ||||||
BOC Hong Kong Holdings Ltd. | 17,000 | 56,537 | ||||||
Budweiser Brewing Co. APAC Ltd. (C) | 7,500 | 19,530 | ||||||
Chow Tai Fook Jewellery Group Ltd. | 9,800 | 18,418 | ||||||
CK Asset Holdings Ltd. | 9,415 | 56,522 | ||||||
CK Hutchison Holdings Ltd. | 12,500 | 68,828 | ||||||
CK Infrastructure Holdings Ltd. | 3,000 | 15,301 | ||||||
CLP Holdings Ltd. | 7,500 | 56,683 | ||||||
ESR Group Ltd. (C) | 9,000 | 22,638 | ||||||
Futu Holdings Ltd., ADR (A) | 300 | 11,187 | ||||||
Galaxy Entertainment Group Ltd. | 10,000 | 58,779 |
Transamerica Series Trust | Page 2 |
Transamerica MSCI EAFE Index VP
SCHEDULE OF INVESTMENTS (continued)
At September 30, 2022
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Hong Kong (continued) | ||||||||
Hang Lung Properties Ltd. | 9,000 | $ 14,779 | ||||||
Hang Seng Bank Ltd. | 3,500 | 53,174 | ||||||
Henderson Land Development Co. Ltd. | 6,531 | 18,288 | ||||||
HK Electric Investments & HK Electric Investments Ltd. | 11,500 | 8,058 | ||||||
HKT Trust & HKT Ltd. | 18,000 | 21,082 | ||||||
Hong Kong & China Gas Co. Ltd. | 51,085 | 44,998 | ||||||
Hong Kong Exchanges & Clearing Ltd. | 5,672 | 193,883 | ||||||
Hongkong Land Holdings Ltd. | 5,000 | 21,970 | ||||||
Jardine Matheson Holdings Ltd. | 800 | 40,446 | ||||||
Link, REIT | 9,793 | 68,360 | ||||||
MTR Corp. Ltd. | 7,015 | 32,177 | ||||||
New World Development Co. Ltd. | 7,278 | 20,670 | ||||||
Power Assets Holdings Ltd. | 6,500 | 32,583 | ||||||
Sino Land Co. Ltd. | 16,995 | 22,354 | ||||||
SITC International Holdings Co. Ltd. | 6,000 | 11,004 | ||||||
Sun Hung Kai Properties Ltd. | 6,850 | 75,599 | ||||||
Swire Pacific Ltd., Class A | 2,500 | 18,686 | ||||||
Swire Properties Ltd. | 5,800 | 12,477 | ||||||
Techtronic Industries Co. Ltd. | 6,500 | 62,024 | ||||||
WH Group Ltd. (C) | 36,787 | 23,137 | ||||||
Wharf Real Estate Investment Co. Ltd. | 8,300 | 37,627 | ||||||
Xinyi Glass Holdings Ltd. | 8,000 | 11,569 | ||||||
|
| |||||||
1,698,949 | ||||||||
|
| |||||||
Ireland - 1.0% | ||||||||
AerCap Holdings NV (A) | 700 | 29,631 | ||||||
CRH PLC | 3,581 | 115,136 | ||||||
DCC PLC | 470 | 24,408 | ||||||
Experian PLC | 4,318 | 126,399 | ||||||
Flutter Entertainment PLC (A) | 776 | 85,540 | ||||||
James Hardie Industries PLC, CDI | 2,096 | 41,171 | ||||||
Kerry Group PLC, Class A | 734 | 65,423 | ||||||
Kingspan Group PLC | 725 | 32,664 | ||||||
Smurfit Kappa Group PLC | 1,145 | 32,746 | ||||||
|
| |||||||
553,118 | ||||||||
|
| |||||||
Israel - 0.8% | ||||||||
Azrieli Group Ltd. | 202 | 13,786 | ||||||
Bank Hapoalim BM | 6,008 | 50,716 | ||||||
Bank Leumi Le-Israel BM | 7,182 | 61,340 | ||||||
Bezeq The Israeli Telecommunication Corp. Ltd. | 9,388 | 15,346 | ||||||
Check Point Software Technologies Ltd. (A) | 450 | 50,409 | ||||||
CyberArk Software Ltd. (A) | 200 | 29,988 | ||||||
Elbit Systems Ltd. | 129 | 24,424 | ||||||
ICL Group Ltd. | 3,199 | 25,638 | ||||||
Israel Discount Bank Ltd., A Shares | 5,903 | 29,723 | ||||||
Mizrahi Tefahot Bank Ltd. | 740 | 25,907 | ||||||
Nice Ltd. (A) | 297 | 55,888 | ||||||
Teva Pharmaceutical Industries Ltd., ADR (A) | 5,215 | 42,085 | ||||||
Tower Semiconductor Ltd. (A) | 506 | 22,088 | ||||||
Wix.com Ltd. (A) | 300 | 23,469 | ||||||
ZIM Integrated Shipping Services Ltd. | 400 | 9,400 | ||||||
|
| |||||||
480,207 | ||||||||
|
| |||||||
Italy - 1.9% | ||||||||
Amplifon SpA | 566 | 14,747 | ||||||
Assicurazioni Generali SpA | 5,194 | 70,921 | ||||||
Atlantia SpA | 2,342 | 51,678 | ||||||
Davide Campari-Milano NV | 2,567 | 22,712 | ||||||
DiaSorin SpA | 114 | 12,722 | ||||||
Enel SpA | 38,123 | 156,351 | ||||||
Eni SpA | 11,808 | 125,504 | ||||||
Ferrari NV | 591 | 109,445 |
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Italy (continued) | ||||||||
FinecoBank Banca Fineco SpA | 2,872 | $ 35,471 | ||||||
Infrastrutture Wireless Italiane SpA (C) | 1,396 | 12,179 | ||||||
Intesa Sanpaolo SpA | 77,917 | 128,798 | ||||||
Mediobanca Banca di Credito Finanziario SpA | 2,679 | 20,962 | ||||||
Moncler SpA | 925 | 37,763 | ||||||
Nexi SpA (A) (C) | 2,449 | 19,783 | ||||||
Poste Italiane SpA (C) | 2,434 | 18,389 | ||||||
Prysmian SpA | 1,209 | 34,630 | ||||||
Recordati Industria Chimica e Farmaceutica SpA | 490 | 17,933 | ||||||
Snam SpA | 9,074 | 36,676 | ||||||
Telecom Italia SpA (A) | 46,799 | 8,656 | ||||||
Terna - Rete Elettrica Nazionale | 6,565 | 39,984 | ||||||
UniCredit SpA | 9,809 | 99,307 | ||||||
|
| |||||||
1,074,611 | ||||||||
|
| |||||||
Japan - 22.5% | ||||||||
Advantest Corp. | 900 | 41,563 | ||||||
Aeon Co. Ltd. | 3,100 | 57,888 | ||||||
AGC, Inc. | 900 | 28,019 | ||||||
Aisin Corp. | 700 | 18,018 | ||||||
Ajinomoto Co., Inc. | 2,200 | 60,129 | ||||||
ANA Holdings, Inc. (A) | 700 | 13,168 | ||||||
Asahi Group Holdings Ltd. | 2,100 | 65,470 | ||||||
Asahi Intecc Co. Ltd. | 1,000 | 15,948 | ||||||
Asahi Kasei Corp. | 5,700 | 37,776 | ||||||
Astellas Pharma, Inc. | 8,600 | 113,927 | ||||||
Azbil Corp. | 600 | 15,640 | ||||||
Bandai Namco Holdings, Inc. | 900 | 58,651 | ||||||
Bridgestone Corp. | 2,700 | 87,320 | ||||||
Brother Industries Ltd. | 1,100 | 19,004 | ||||||
Canon, Inc. | 4,600 | 100,476 | ||||||
Capcom Co. Ltd. | 800 | 20,142 | ||||||
Central Japan Railway Co. | 700 | 82,174 | ||||||
Chiba Bank Ltd. | 2,500 | 13,538 | ||||||
Chubu Electric Power Co., Inc. | 3,100 | 27,880 | ||||||
Chugai Pharmaceutical Co. Ltd. | 3,200 | 79,946 | ||||||
Concordia Financial Group Ltd. | 4,900 | 15,207 | ||||||
CyberAgent, Inc. | 2,100 | 17,682 | ||||||
Dai Nippon Printing Co. Ltd. | 1,100 | 22,038 | ||||||
Dai-ichi Life Holdings, Inc. | 4,600 | 73,141 | ||||||
Daifuku Co. Ltd. | 500 | 23,519 | ||||||
Daiichi Sankyo Co. Ltd. | 8,200 | 229,197 | ||||||
Daikin Industries Ltd. | 1,200 | 184,643 | ||||||
Daito Trust Construction Co. Ltd. | 300 | 28,063 | ||||||
Daiwa House Industry Co. Ltd. | 2,700 | 54,898 | ||||||
Daiwa House Investment Corp., REIT | 11 | 22,973 | ||||||
Daiwa Securities Group, Inc. | 6,300 | 24,727 | ||||||
Denso Corp. | 2,000 | 91,446 | ||||||
Dentsu Group, Inc. | 1,000 | 28,427 | ||||||
Disco Corp. | 100 | 22,045 | ||||||
East Japan Railway Co. | 1,400 | 71,798 | ||||||
Eisai Co. Ltd. | 1,200 | 64,391 | ||||||
ENEOS Holdings, Inc. | 14,500 | 46,765 | ||||||
FANUC Corp. | 900 | 126,373 | ||||||
Fast Retailing Co. Ltd. | 300 | 158,983 | ||||||
Fuji Electric Co. Ltd. | 600 | 21,991 | ||||||
FUJIFILM Holdings Corp. | 1,700 | 77,647 | ||||||
Fujitsu Ltd. | 900 | 98,687 | ||||||
GLP J-REIT | 19 | 21,072 | ||||||
GMO Payment Gateway, Inc. | 200 | 13,710 | ||||||
Hakuhodo DY Holdings, Inc. | 1,100 | 7,745 | ||||||
Hamamatsu Photonics KK | 700 | 30,004 | ||||||
Hankyu Hanshin Holdings, Inc. | 1,000 | 30,096 | ||||||
Hikari Tsushin, Inc. | 100 | 11,747 |
Transamerica Series Trust | Page 3 |
Transamerica MSCI EAFE Index VP
SCHEDULE OF INVESTMENTS (continued)
At September 30, 2022
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Japan (continued) | ||||||||
Hirose Electric Co. Ltd. | 100 | $ 13,114 | ||||||
Hitachi Construction Machinery Co. Ltd. | 500 | 9,292 | ||||||
Hitachi Ltd. | 4,500 | 191,502 | ||||||
Hitachi Metals Ltd. (A) | 1,000 | 15,045 | ||||||
Honda Motor Co. Ltd. | 7,600 | 164,964 | ||||||
Hoshizaki Corp. | 600 | 16,734 | ||||||
Hoya Corp. | 1,700 | 163,810 | ||||||
Hulic Co. Ltd. | 1,600 | 11,788 | ||||||
Ibiden Co. Ltd. | 500 | 13,669 | ||||||
Idemitsu Kosan Co. Ltd. | 900 | 19,560 | ||||||
Iida Group Holdings Co. Ltd. | 700 | 9,475 | ||||||
Inpex Corp. | 4,900 | 45,703 | ||||||
Isuzu Motors Ltd. | 2,700 | 29,855 | ||||||
Ito En Ltd. | 300 | 12,135 | ||||||
ITOCHU Corp. | 5,500 | 132,758 | ||||||
Itochu Techno-Solutions Corp. | 400 | 9,376 | ||||||
Japan Airlines Co. Ltd. (A) | 700 | 12,536 | ||||||
Japan Exchange Group, Inc. | 2,300 | 31,085 | ||||||
Japan Metropolitan Fund Investment Corp., REIT | 30 | 22,524 | ||||||
Japan Post Bank Co. Ltd. | 2,000 | 13,980 | ||||||
Japan Post Holdings Co. Ltd. | 11,200 | 74,202 | ||||||
Japan Post Insurance Co. Ltd. | 1,000 | 14,006 | ||||||
Japan Real Estate Investment Corp., REIT | 6 | 24,752 | ||||||
Japan Tobacco, Inc. | 5,500 | 90,380 | ||||||
JFE Holdings, Inc. | 2,200 | 20,428 | ||||||
JSR Corp. | 900 | 17,066 | ||||||
Kajima Corp. | 2,100 | 19,905 | ||||||
Kakaku.com, Inc. | 600 | 10,168 | ||||||
Kansai Electric Power Co., Inc. | 3,400 | 28,446 | ||||||
Kao Corp. | 2,200 | 89,519 | ||||||
KDDI Corp. | 7,500 | 219,272 | ||||||
Keio Corp. | 500 | 18,220 | ||||||
Keisei Electric Railway Co. Ltd. | 700 | 19,070 | ||||||
Keyence Corp. | 900 | 297,504 | ||||||
Kikkoman Corp. | 700 | 39,684 | ||||||
Kintetsu Group Holdings Co. Ltd. | 800 | 26,635 | ||||||
Kirin Holdings Co. Ltd. | 3,900 | 60,082 | ||||||
Kobayashi Pharmaceutical Co. Ltd. | 300 | 17,581 | ||||||
Kobe Bussan Co. Ltd. | 700 | 16,840 | ||||||
Koei Tecmo Holdings Co. Ltd. | 520 | 8,560 | ||||||
Koito Manufacturing Co. Ltd. | 1,000 | 13,672 | ||||||
Komatsu Ltd. | 4,300 | 78,296 | ||||||
Konami Group Corp. | 500 | 23,151 | ||||||
Kose Corp. | 200 | 20,621 | ||||||
Kubota Corp. | 4,700 | 65,315 | ||||||
Kurita Water Industries Ltd. | 500 | 17,752 | ||||||
Kyocera Corp. | 1,500 | 75,568 | ||||||
Kyowa Kirin Co. Ltd. | 1,300 | 29,890 | ||||||
Lasertec Corp. | 300 | 30,175 | ||||||
Lixil Corp. | 1,300 | 19,075 | ||||||
M3, Inc. | 2,100 | 58,636 | ||||||
Makita Corp. | 1,000 | 19,405 | ||||||
Marubeni Corp. | 7,300 | 63,696 | ||||||
Mazda Motor Corp. | 2,700 | 17,928 | ||||||
McDonald’s Holdings Co. Japan Ltd. | 400 | 13,937 | ||||||
MEIJI Holdings Co. Ltd. | 500 | 22,195 | ||||||
Minebea Mitsumi, Inc. | 1,700 | 25,150 | ||||||
MISUMI Group, Inc. | 1,300 | 27,992 | ||||||
Mitsubishi Chemical Group Corp. | 6,100 | 27,943 | ||||||
Mitsubishi Corp. | 5,900 | 161,366 | ||||||
Mitsubishi Electric Corp. | 9,100 | 82,337 | ||||||
Mitsubishi Estate Co. Ltd. | 5,500 | 72,469 | ||||||
Mitsubishi HC Capital, Inc. | 2,900 | 12,465 | ||||||
Mitsubishi Heavy Industries Ltd. | 1,500 | 49,889 | ||||||
Mitsubishi UFJ Financial Group, Inc. | 55,800 | 252,781 | ||||||
Mitsui & Co. Ltd. | 6,500 | 138,318 |
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Japan (continued) | ||||||||
Mitsui Chemicals, Inc. | 900 | $ 17,543 | ||||||
Mitsui Fudosan Co. Ltd. | 4,200 | 80,010 | ||||||
Mitsui OSK Lines Ltd. | 1,600 | 28,628 | ||||||
Mizuho Financial Group, Inc. | 11,100 | 120,153 | ||||||
MonotaRO Co. Ltd. | 1,200 | 18,414 | ||||||
MS&AD Insurance Group Holdings, Inc. | 2,100 | 55,614 | ||||||
Murata Manufacturing Co. Ltd. | 2,700 | 124,273 | ||||||
NEC Corp. | 1,100 | 35,222 | ||||||
Nexon Co. Ltd. | 2,300 | 40,636 | ||||||
NGK Insulators Ltd. | 1,200 | 14,936 | ||||||
Nidec Corp. | 2,100 | 117,550 | ||||||
Nihon M&A Center Holdings, Inc. | 1,400 | 16,012 | ||||||
Nintendo Co. Ltd. | 5,000 | 201,671 | ||||||
Nippon Building Fund, Inc., REIT | 7 | 30,803 | ||||||
Nippon Express Holdings, Inc. | 400 | 20,332 | ||||||
Nippon Paint Holdings Co. Ltd. | 3,700 | 24,993 | ||||||
Nippon Prologis, Inc., REIT | 10 | 21,924 | ||||||
Nippon Sanso Holdings Corp. | 700 | 11,065 | ||||||
Nippon Shinyaku Co. Ltd. | 200 | 10,204 | ||||||
Nippon Steel Corp. | 3,700 | 51,350 | ||||||
Nippon Telegraph & Telephone Corp. | 5,600 | 151,045 | ||||||
Nippon Yusen KK | 2,400 | 40,737 | ||||||
Nissan Chemical Corp. | 600 | 26,804 | ||||||
Nissan Motor Co. Ltd. | 11,100 | 35,771 | ||||||
Nisshin Seifun Group, Inc. | 1,000 | 10,100 | ||||||
Nissin Foods Holdings Co. Ltd. | 300 | 20,853 | ||||||
Nitori Holdings Co. Ltd. | 400 | 33,568 | ||||||
Nitto Denko Corp. | 700 | 37,902 | ||||||
Nomura Holdings, Inc. | 13,900 | 46,049 | ||||||
Nomura Real Estate Holdings, Inc. | 600 | 13,551 | ||||||
Nomura Real Estate Master Fund, Inc., REIT | 20 | 22,105 | ||||||
Nomura Research Institute Ltd. | 1,600 | 39,077 | ||||||
NTT Data Corp. | 3,000 | 38,751 | ||||||
Obayashi Corp. | 2,900 | 18,612 | ||||||
OBIC Co. Ltd. | 300 | 40,228 | ||||||
Odakyu Electric Railway Co. Ltd. | 1,300 | 16,751 | ||||||
Oji Holdings Corp. | 3,800 | 14,100 | ||||||
Olympus Corp. | 5,700 | 109,655 | ||||||
Omron Corp. | 900 | 41,236 | ||||||
Ono Pharmaceutical Co. Ltd. | 1,800 | 42,046 | ||||||
Open House Group Co. Ltd. | 400 | 13,513 | ||||||
Oracle Corp. | 200 | 10,601 | ||||||
Oriental Land Co. Ltd. | 900 | 122,066 | ||||||
ORIX Corp. | 5,700 | 79,852 | ||||||
Osaka Gas Co. Ltd. | 1,800 | 27,137 | ||||||
Otsuka Corp. | 500 | 15,594 | ||||||
Otsuka Holdings Co. Ltd. | 1,800 | 56,997 | ||||||
Pan Pacific International Holdings Corp. | 1,900 | 33,518 | ||||||
Panasonic Holdings Corp. | 10,300 | 72,327 | ||||||
Persol Holdings Co. Ltd. | 800 | 14,799 | ||||||
Rakuten Group, Inc. | 4,000 | 17,118 | ||||||
Recruit Holdings Co. Ltd. | 6,700 | 192,998 | ||||||
Renesas Electronics Corp. (A) | 5,300 | 44,431 | ||||||
Resona Holdings, Inc. | 10,300 | 37,692 | ||||||
Ricoh Co. Ltd. | 2,700 | 19,770 | ||||||
Rohm Co. Ltd. | 400 | 26,214 | ||||||
SBI Holdings, Inc. | 1,200 | 21,534 | ||||||
SCSK Corp. | 600 | 9,084 | ||||||
Secom Co. Ltd. | 1,000 | 57,019 | ||||||
Seiko Epson Corp. | 1,200 | 16,385 | ||||||
Sekisui Chemical Co. Ltd. | 1,700 | 20,798 | ||||||
Sekisui House Ltd. | 2,900 | 48,031 | ||||||
Seven & i Holdings Co. Ltd. | 3,500 | 140,595 | ||||||
SG Holdings Co. Ltd. | 1,400 | 19,175 | ||||||
Sharp Corp. | 1,000 | 5,963 | ||||||
Shimadzu Corp. | 1,100 | 28,860 |
Transamerica Series Trust | Page 4 |
Transamerica MSCI EAFE Index VP
SCHEDULE OF INVESTMENTS (continued)
At September 30, 2022
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Japan (continued) | ||||||||
Shimano, Inc. | 300 | $ 46,939 | ||||||
Shimizu Corp. | 2,300 | 11,245 | ||||||
Shin-Etsu Chemical Co. Ltd. | 1,700 | 168,227 | ||||||
Shionogi & Co. Ltd. | 1,200 | 57,953 | ||||||
Shiseido Co. Ltd. | 1,900 | 66,590 | ||||||
Shizuoka Bank Ltd. (A) | 2,000 | 12,094 | ||||||
SMC Corp. | 300 | 122,091 | ||||||
SoftBank Corp. | 13,500 | 134,810 | ||||||
SoftBank Group Corp. | 5,600 | 189,790 | ||||||
Sompo Holdings, Inc. | 1,500 | 60,017 | ||||||
Sony Group Corp. | 5,900 | 380,045 | ||||||
Square Enix Holdings Co. Ltd. | 400 | 17,240 | ||||||
Subaru Corp. | 2,900 | 43,826 | ||||||
SUMCO Corp. | 1,700 | 19,807 | ||||||
Sumitomo Chemical Co. Ltd. | 6,500 | 22,357 | ||||||
Sumitomo Corp. | 5,300 | 65,478 | ||||||
Sumitomo Electric Industries Ltd. | 3,500 | 35,530 | ||||||
Sumitomo Metal Mining Co. Ltd. | 1,200 | 34,388 | ||||||
Sumitomo Mitsui Financial Group, Inc. | 6,100 | 169,101 | ||||||
Sumitomo Mitsui Trust Holdings, Inc. | 1,600 | 45,504 | ||||||
Sumitomo Realty & Development Co. Ltd. | 1,400 | 31,839 | ||||||
Suntory Beverage & Food Ltd. | 600 | 21,354 | ||||||
Suzuki Motor Corp. | 1,700 | 52,921 | ||||||
Sysmex Corp. | 800 | 42,749 | ||||||
T&D Holdings, Inc. | 2,500 | 23,763 | ||||||
Taisei Corp. | 900 | 24,960 | ||||||
Takeda Pharmaceutical Co. Ltd. | 7,000 | 181,774 | ||||||
TDK Corp. | 1,800 | 55,567 | ||||||
Terumo Corp. | 3,000 | 84,331 | ||||||
TIS, Inc. | 1,000 | 26,550 | ||||||
Tobu Railway Co. Ltd. | 900 | 21,215 | ||||||
Toho Co. Ltd. | 500 | 18,181 | ||||||
Tokio Marine Holdings, Inc. | 8,700 | 154,626 | ||||||
Tokyo Electric Power Co. Holdings, Inc. (A) | 7,400 | 23,655 | ||||||
Tokyo Electron Ltd. | 700 | 172,476 | ||||||
Tokyo Gas Co. Ltd. | 1,800 | 30,386 | ||||||
Tokyu Corp. | 2,400 | 27,371 | ||||||
Toppan, Inc. | 1,200 | 17,875 | ||||||
Toray Industries, Inc. | 6,600 | 32,484 | ||||||
Toshiba Corp. | 1,800 | 64,125 | ||||||
Tosoh Corp. | 1,100 | 12,260 | ||||||
TOTO Ltd. | 700 | 23,375 | ||||||
Toyota Industries Corp. | 700 | 33,439 | ||||||
Toyota Motor Corp. | 49,400 | 645,680 | ||||||
Toyota Tsusho Corp. | 1,000 | 30,975 | ||||||
Trend Micro, Inc. | 600 | 32,318 | ||||||
Unicharm Corp. | 1,900 | 62,329 | ||||||
USS Co. Ltd. | 1,100 | 16,989 | ||||||
Welcia Holdings Co. Ltd. | 400 | 8,441 | ||||||
West Japan Railway Co. | 1,000 | 38,224 | ||||||
Yakult Honsha Co. Ltd. | 600 | 34,839 | ||||||
Yamaha Corp. | 600 | 21,321 | ||||||
Yamaha Motor Co. Ltd. | 1,400 | 26,230 | ||||||
Yamato Holdings Co. Ltd. | 1,400 | 21,024 | ||||||
Yaskawa Electric Corp. | 1,100 | 31,656 | ||||||
Yokogawa Electric Corp. | 1,000 | 15,754 | ||||||
Z Holdings Corp. | 12,000 | 31,808 | ||||||
ZOZO, Inc. | 600 | 12,011 | ||||||
|
| |||||||
12,949,191 | ||||||||
|
| |||||||
Jordan - 0.0% (B) | ||||||||
Hikma Pharmaceuticals PLC | 787 | 11,863 | ||||||
|
| |||||||
Luxembourg - 0.2% | ||||||||
ArcelorMittal SA | 2,519 | 50,124 | ||||||
Aroundtown SA | 4,886 | 10,699 |
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Luxembourg (continued) | ||||||||
Eurofins Scientific SE | 637 | $ 37,815 | ||||||
Tenaris SA | 2,302 | 29,786 | ||||||
|
| |||||||
128,424 | ||||||||
|
| |||||||
Netherlands - 4.4% | ||||||||
ABN AMRO Bank NV, CVA (C) | 1,985 | 17,786 | ||||||
Adyen NV (A) (C) | 102 | 127,210 | ||||||
Akzo Nobel NV | 882 | 49,983 | ||||||
Argenx SE (A) | 259 | 92,172 | ||||||
ASM International NV | 220 | 49,260 | ||||||
ASML Holding NV | 1,901 | 787,544 | ||||||
Euronext NV (C) | 420 | 26,580 | ||||||
EXOR NV | 515 | 33,049 | ||||||
Heineken Holding NV | 470 | 32,176 | ||||||
Heineken NV | 1,219 | 106,457 | ||||||
IMCD NV | 258 | 30,589 | ||||||
ING Groep NV | 18,262 | 156,477 | ||||||
JDE Peet’s NV | 433 | 12,660 | ||||||
Just Eat Takeaway.com NV (A) (C) | 812 | 12,596 | ||||||
Koninklijke Ahold Delhaize NV | 4,895 | 124,683 | ||||||
Koninklijke DSM NV | 829 | 94,332 | ||||||
Koninklijke KPN NV | 15,878 | 42,972 | ||||||
Koninklijke Philips NV | 4,123 | 63,480 | ||||||
NN Group NV | 1,367 | 53,168 | ||||||
OCI NV | 488 | 17,866 | ||||||
Prosus NV (A) | 3,891 | 202,435 | ||||||
QIAGEN NV (A) | 1,071 | 44,601 | ||||||
Randstad NV | 598 | 25,810 | ||||||
Stellantis NV | 10,298 | 121,704 | ||||||
Universal Music Group NV | 3,411 | 63,888 | ||||||
Wolters Kluwer NV | 1,231 | 119,867 | ||||||
|
| |||||||
2,509,345 | ||||||||
|
| |||||||
New Zealand - 0.2% | ||||||||
Auckland International Airport Ltd. (A) | 5,679 | 22,763 | ||||||
Fisher & Paykel Healthcare Corp. Ltd. | 2,589 | 26,835 | ||||||
Mercury Ltd. | 2,985 | 9,503 | ||||||
Meridian Energy Ltd. | 5,854 | 15,708 | ||||||
Spark New Zealand Ltd. | 8,933 | 24,992 | ||||||
Xero Ltd. (A) | 644 | 29,802 | ||||||
|
| |||||||
129,603 | ||||||||
|
| |||||||
Norway - 0.8% | ||||||||
Adevinta ASA (A) | 1,201 | 7,155 | ||||||
Aker BP ASA | 1,474 | 42,311 | ||||||
DNB Bank ASA | 4,334 | 68,772 | ||||||
Equinor ASA | 4,588 | 151,306 | ||||||
Gjensidige Forsikring ASA | 914 | 15,684 | ||||||
Kongsberg Gruppen ASA | 414 | 12,564 | ||||||
Mowi ASA | 2,038 | 25,922 | ||||||
Norsk Hydro ASA | 6,234 | 33,451 | ||||||
Orkla ASA | 3,419 | 24,854 | ||||||
Salmar ASA | 273 | 9,202 | ||||||
Telenor ASA | 3,131 | 28,655 | ||||||
Yara International ASA | 788 | 27,655 | ||||||
|
| |||||||
447,531 | ||||||||
|
| |||||||
Portugal - 0.2% | ||||||||
EDP - Energias de Portugal SA | 13,043 | 56,607 | ||||||
Galp Energia SGPS SA | 2,409 | 23,178 | ||||||
Jeronimo Martins SGPS SA | 1,353 | 25,197 | ||||||
|
| |||||||
104,982 | ||||||||
|
|
Transamerica Series Trust | Page 5 |
Transamerica MSCI EAFE Index VP
SCHEDULE OF INVESTMENTS (continued)
At September 30, 2022
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Singapore - 1.6% | ||||||||
CapitaLand Integrated Commercial Trust, REIT | 25,152 | $ 33,457 | ||||||
Capitaland Investment Ltd. | 11,894 | 28,615 | ||||||
CapLand Ascendas, REIT | 15,303 | 28,545 | ||||||
CDL Hospitality Trusts | 286 | 231 | ||||||
City Developments Ltd. | 1,800 | 9,486 | ||||||
DBS Group Holdings Ltd. | 8,546 | 197,698 | ||||||
Genting Singapore Ltd. | 26,500 | 14,401 | ||||||
Grab Holdings Ltd., Class A (A) | 6,100 | 16,043 | ||||||
Keppel Corp. Ltd. | 6,900 | 33,202 | ||||||
Mapletree Logistics Trust, REIT | 14,943 | 16,146 | ||||||
Mapletree Pan Asia Commercial Trust, REIT | 10,200 | 12,144 | ||||||
Oversea-Chinese Banking Corp. Ltd. | 15,560 | 127,497 | ||||||
Sea Ltd., ADR (A) | 1,700 | 95,285 | ||||||
Singapore Airlines Ltd. (A) | 6,300 | 22,266 | ||||||
Singapore Exchange Ltd. | 4,100 | �� | 26,898 | |||||
Singapore Technologies Engineering Ltd. | 7,100 | 17,640 | ||||||
Singapore Telecommunications Ltd. | 37,700 | 69,565 | ||||||
United Overseas Bank Ltd. | 5,500 | 99,619 | ||||||
UOL Group Ltd. | 2,300 | 10,582 | ||||||
Venture Corp. Ltd. | 1,300 | 14,772 | ||||||
Wilmar International Ltd. | 8,900 | 23,677 | ||||||
|
| |||||||
897,769 | ||||||||
|
| |||||||
Spain - 2.4% | ||||||||
Acciona SA | 114 | 20,036 | ||||||
ACS Actividades de Construccion y Servicios SA | 1,099 | 24,694 | ||||||
Aena SME SA (A) (C) | 348 | 36,115 | ||||||
Amadeus IT Group SA (A) | 2,081 | 96,481 | ||||||
Banco Bilbao Vizcaya Argentaria SA | 31,194 | 139,931 | ||||||
Banco Santander SA | 81,283 | 189,137 | ||||||
CaixaBank SA | 20,874 | 67,233 | ||||||
Cellnex Telecom SA (C) | 2,556 | 78,844 | ||||||
EDP Renovaveis SA | 1,371 | 28,202 | ||||||
Enagas SA | 1,192 | 18,451 | ||||||
Endesa SA | 1,515 | 22,755 | ||||||
Ferrovial SA | 2,224 | 50,482 | ||||||
Grifols SA (A) | 1,427 | 12,328 | ||||||
Iberdrola SA | 27,794 | 259,156 | ||||||
Industria de Diseno Textil SA | 5,012 | 103,431 | ||||||
Naturgy Energy Group SA | 674 | 15,592 | ||||||
Red Electrica Corp. SA | 1,893 | 29,049 | ||||||
Repsol SA | 6,678 | 76,732 | ||||||
Siemens Gamesa Renewable Energy SA (A) | 1,145 | 19,963 | ||||||
Telefonica SA | 25,021 | 82,717 | ||||||
|
| |||||||
1,371,329 | ||||||||
|
| |||||||
Sweden - 3.1% | ||||||||
Alfa Laval AB | 1,488 | 36,898 | ||||||
Assa Abloy AB, B Shares | 4,732 | 88,659 | ||||||
Atlas Copco AB, A Shares | 12,456 | 115,770 | ||||||
Atlas Copco AB, B Shares | 7,336 | 60,808 | ||||||
Boliden AB | 1,286 | 39,732 | ||||||
Electrolux AB, B Shares | 1,026 | 10,664 | ||||||
Embracer Group AB (A) | 3,069 | 18,190 | ||||||
Epiroc AB, Class A | 2,967 | 42,444 | ||||||
Epiroc AB, Class B | 1,856 | 23,403 | ||||||
EQT AB | 1,398 | 27,012 | ||||||
Essity AB, Class B | 2,866 | 56,623 | ||||||
Evolution AB (C) | 862 | 68,139 | ||||||
Fastighets AB Balder, B Shares (A) | 2,826 | 11,280 | ||||||
Getinge AB, B Shares | 1,011 | 17,289 | ||||||
H&M Hennes & Mauritz AB, B Shares | 3,450 | 31,896 |
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Sweden (continued) | ||||||||
Hexagon AB, B Shares | 9,020 | $ 84,239 | ||||||
Holmen AB, B Shares | 435 | 16,507 | ||||||
Husqvarna AB, B Shares | 1,919 | 10,638 | ||||||
Industrivarden AB, A Shares | 602 | 12,126 | ||||||
Industrivarden AB, C Shares | 687 | 13,702 | ||||||
Indutrade AB | 1,266 | 20,534 | ||||||
Investment AB Latour, B Shares | 680 | 11,251 | ||||||
Investor AB, A Shares | 2,357 | 36,118 | ||||||
Investor AB, B Shares | 8,447 | 123,252 | ||||||
Kinnevik AB, Class B (A) | 1,153 | 15,111 | ||||||
L E Lundbergforetagen AB, B Shares | 350 | 12,635 | ||||||
Lifco AB, B Shares | 1,018 | 14,123 | ||||||
Nibe Industrier AB, B Shares | 7,162 | 63,887 | ||||||
Sagax AB, B Shares | 915 | 15,064 | ||||||
Sandvik AB | 4,910 | 66,931 | ||||||
Securitas AB, B Shares | 1,468 | 10,191 | ||||||
Skandinaviska Enskilda Banken AB, Class A | 7,540 | 71,862 | ||||||
Skanska AB, B Shares | 1,530 | 19,042 | ||||||
SKF AB, B Shares | 1,700 | 22,774 | ||||||
Svenska Cellulosa AB SCA, Class B | 2,751 | 34,906 | ||||||
Svenska Handelsbanken AB, A Shares | 6,986 | 57,348 | ||||||
Swedbank AB, A Shares | 4,315 | 56,638 | ||||||
Swedish Match AB | 7,456 | 73,753 | ||||||
Swedish Orphan Biovitrum AB (A) | 783 | 15,133 | ||||||
Tele2 AB, B Shares | 2,708 | 23,369 | ||||||
Telefonaktiebolaget LM Ericsson, B Shares | 13,681 | 79,972 | ||||||
Telia Co. AB | 12,167 | 35,042 | ||||||
Volvo AB, A Shares | 846 | 12,519 | ||||||
Volvo AB, B Shares | 7,095 | 100,401 | ||||||
Volvo Car AB, B Shares (A) | 2,762 | 11,985 | ||||||
|
| |||||||
1,789,860 | ||||||||
|
| |||||||
Switzerland - 11.2% | ||||||||
ABB Ltd. | 7,662 | 197,828 | ||||||
Adecco Group AG | 745 | 20,562 | ||||||
Alcon, Inc. | 2,282 | 132,551 | ||||||
Bachem Holding AG | 135 | 8,490 | ||||||
Baloise Holding AG | 218 | 27,855 | ||||||
Barry Callebaut AG | 16 | 30,160 | ||||||
Chocoladefabriken Lindt & Spruengli AG | 6 | 147,908 | ||||||
Cie Financiere Richemont SA, Class A | 2,438 | 230,136 | ||||||
Clariant AG | 978 | 15,622 | ||||||
Coca-Cola HBC AG | 901 | 18,826 | ||||||
Credit Suisse Group AG (A) | 12,151 | 48,064 | ||||||
EMS-Chemie Holding AG | 32 | 20,200 | ||||||
Geberit AG | 166 | 71,179 | ||||||
Givaudan SA | 42 | 126,882 | ||||||
Glencore PLC | 46,306 | 243,339 | ||||||
Holcim AG (A) | 2,569 | 105,279 | ||||||
Julius Baer Group Ltd. (A) | 1,007 | 43,945 | ||||||
Kuehne & Nagel International AG | 247 | 50,297 | ||||||
Logitech International SA | 800 | 36,574 | ||||||
Lonza Group AG | 343 | 167,004 | ||||||
Nestle SA | 13,018 | 1,407,992 | ||||||
Novartis AG | 10,128 | 772,128 | ||||||
Partners Group Holding AG | 104 | 83,698 | ||||||
Roche Holding AG | 3,409 | 1,117,812 | ||||||
Schindler Holding AG | 277 | 42,565 | ||||||
SGS SA | 30 | 64,192 | ||||||
Siemens Energy AG (A) | 2,076 | 22,858 | ||||||
SIG Group AG (A) | 1,433 | 29,096 | ||||||
Sika AG | 683 | 137,277 | ||||||
Sonova Holding AG | 245 | 53,915 | ||||||
STMicroelectronics NV | 3,200 | 99,447 |
Transamerica Series Trust | Page 6 |
Transamerica MSCI EAFE Index VP
SCHEDULE OF INVESTMENTS (continued)
At September 30, 2022
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Switzerland (continued) | ||||||||
Straumann Holding AG | 527 | $ 48,199 | ||||||
Swatch Group AG | 407 | 41,716 | ||||||
Swiss Life Holding AG | 142 | 62,737 | ||||||
Swiss Prime Site AG | 357 | 28,438 | ||||||
Swiss Re AG | 1,381 | 101,854 | ||||||
Swisscom AG | 120 | 56,189 | ||||||
Temenos AG | 304 | 20,495 | ||||||
UBS Group AG | 16,354 | 237,263 | ||||||
VAT Group AG (A) (C) | 119 | 24,149 | ||||||
Zurich Insurance Group AG | 695 | 277,062 | ||||||
|
| |||||||
6,471,783 | ||||||||
|
| |||||||
United Kingdom - 14.7% | ||||||||
3i Group PLC | 4,515 | 54,214 | ||||||
abrdn PLC | 9,429 | 14,424 | ||||||
Admiral Group PLC | 870 | 18,482 | ||||||
Anglo American PLC | 5,951 | 178,684 | ||||||
Ashtead Group PLC | 2,073 | 93,098 | ||||||
Associated British Foods PLC | 1,691 | 23,628 | ||||||
AstraZeneca PLC | 7,237 | 795,559 | ||||||
Auto Trader Group PLC (C) | 4,188 | 23,751 | ||||||
AVEVA Group PLC | 593 | 20,460 | ||||||
Aviva PLC | 13,523 | 57,998 | ||||||
BAE Systems PLC | 14,853 | 130,505 | ||||||
Barclays PLC | 78,854 | 125,467 | ||||||
Barratt Developments PLC | 4,845 | 18,311 | ||||||
Berkeley Group Holdings PLC | 513 | 18,743 | ||||||
BP PLC | 90,507 | 432,477 | ||||||
British American Tobacco PLC | 10,057 | 360,619 | ||||||
British Land Co. PLC, REIT | 3,992 | 15,462 | ||||||
BT Group PLC | 32,207 | 43,296 | ||||||
Bunzl PLC | 1,591 | 48,610 | ||||||
Burberry Group PLC | 1,909 | 38,133 | ||||||
CNH Industrial NV | 4,787 | 53,577 | ||||||
Coca-Cola Europacific Partners PLC | 947 | 40,361 | ||||||
Compass Group PLC | 8,344 | 166,149 | ||||||
Croda International PLC | 642 | 45,854 | ||||||
Diageo PLC | 10,697 | 450,274 | ||||||
Entain PLC | 2,728 | 32,617 | ||||||
Ferguson PLC | 1,035 | 107,360 | ||||||
GSK PLC | 19,002 | 274,440 | ||||||
Haleon PLC (A) | 23,489 | 73,238 | ||||||
Halma PLC | 1,791 | 40,284 | ||||||
Hargreaves Lansdown PLC | 1,536 | 14,710 | ||||||
HSBC Holdings PLC | 93,596 | 484,627 | ||||||
Imperial Brands PLC | 4,149 | 85,315 | ||||||
Informa PLC | 6,780 | 38,754 | ||||||
InterContinental Hotels Group PLC | 849 | 40,889 | ||||||
Intertek Group PLC | 723 | 29,664 | ||||||
J Sainsbury PLC | 7,773 | 15,053 | ||||||
JD Sports Fashion PLC | 11,175 | 12,311 | ||||||
Johnson Matthey PLC | 930 | 18,776 | ||||||
Kingfisher PLC | 9,457 | 23,020 | ||||||
Land Securities Group PLC, REIT | 3,220 | 18,606 | ||||||
Legal & General Group PLC | 27,800 | 66,358 | ||||||
Lloyds Banking Group PLC | 331,988 | 150,054 | ||||||
London Stock Exchange Group PLC | 1,544 | 130,389 | ||||||
M&G PLC | 11,649 | 21,459 | ||||||
Melrose Industries PLC | 21,161 | 23,662 | ||||||
Mondi PLC | 2,203 | 33,843 | ||||||
National Grid PLC | 16,900 | 173,970 | ||||||
NatWest Group PLC | 23,876 | 59,468 | ||||||
Next PLC | 595 | 31,580 | ||||||
Ocado Group PLC (A) | 2,724 | 14,136 | ||||||
Pearson PLC | 3,441 | 32,860 | ||||||
Persimmon PLC | 1,443 | 19,735 |
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
United Kingdom (continued) | ||||||||
Phoenix Group Holdings PLC | 3,708 | $ 21,595 | ||||||
Prudential PLC | 12,946 | 126,711 | ||||||
Reckitt Benckiser Group PLC | 3,350 | 222,043 | ||||||
RELX PLC | 9,062 | 221,437 | ||||||
Rentokil Initial PLC | 8,822 | 46,761 | ||||||
Rio Tinto PLC | 5,243 | 283,677 | ||||||
Rolls-Royce Holdings PLC (A) | 39,559 | 30,296 | ||||||
Sage Group PLC | 4,596 | 35,420 | ||||||
Schroders PLC | 3,241 | 13,931 | ||||||
Segro PLC, REIT | 5,626 | 46,943 | ||||||
Severn Trent PLC | 1,166 | 30,481 | ||||||
Shell PLC | 34,845 | 864,432 | ||||||
Smith & Nephew PLC | 4,141 | 47,799 | ||||||
Smiths Group PLC | 1,756 | 29,250 | ||||||
Spirax-Sarco Engineering PLC | 340 | 39,084 | ||||||
SSE PLC | 5,128 | 86,591 | ||||||
St. James’s Place PLC | 2,543 | 28,960 | ||||||
Standard Chartered PLC | 11,872 | 74,254 | ||||||
Taylor Wimpey PLC | 16,290 | 15,862 | ||||||
Tesco PLC | 36,013 | 82,652 | ||||||
Unilever PLC | 11,919 | 523,719 | ||||||
United Utilities Group PLC | 3,186 | 31,459 | ||||||
Vodafone Group PLC | 126,305 | 141,361 | ||||||
Whitbread PLC | 897 | 22,738 | ||||||
WPP PLC | 5,321 | 43,926 | ||||||
|
| |||||||
8,446,696 | ||||||||
|
| |||||||
Total Common Stocks |
| 56,543,591 | ||||||
|
| |||||||
PREFERRED STOCKS - 0.4% | ||||||||
Germany - 0.4% | ||||||||
Bayerische Motoren Werke AG, | 261 | 16,949 | ||||||
Henkel AG & Co. KGaA, | 800 | 47,510 | ||||||
Porsche Automobil Holding SE, | 712 | 40,116 | ||||||
Sartorius AG, | 111 | 38,395 | ||||||
Volkswagen AG, | 869 | 106,185 | ||||||
|
| |||||||
Total Preferred Stocks |
| 249,155 | ||||||
|
| |||||||
RIGHT - 0.0% (B) | ||||||||
Sweden - 0.0% (B) | ||||||||
Securitas AB, (A) | 5,872 | 2,450 | ||||||
|
| |||||||
Total Right |
| 2,450 | ||||||
|
| |||||||
Total Investments |
| 56,795,196 | ||||||
Net Other Assets (Liabilities) - 1.3% | 745,392 | |||||||
|
| |||||||
Net Assets - 100.0% | $ 57,540,588 | |||||||
|
|
Transamerica Series Trust | Page 7 |
Transamerica MSCI EAFE Index VP
SCHEDULE OF INVESTMENTS (continued)
At September 30, 2022
(unaudited)
FUTURES CONTRACTS:
Long Futures Contracts
Description | Number of Contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation | Unrealized Depreciation | ||||||
MSCI EAFE Index | 10 | 12/16/2022 | $ 903,407 | $ 830,300 | $ — | $ (73,107) |
INVESTMENTS BY INDUSTRY:
Industry | Percentage of | Value | ||||||||
Pharmaceuticals | 9.6 | % | $ | 5,462,736 | ||||||
Banks | 9.1 | 5,190,924 | ||||||||
Insurance | 5.0 | 2,859,173 | ||||||||
Oil, Gas & Consumable Fuels | 4.9 | 2,768,270 | ||||||||
Food Products | 3.7 | 2,126,867 | ||||||||
Metals & Mining | 3.4 | 1,950,864 | ||||||||
Automobiles | 3.1 | 1,766,994 | ||||||||
Textiles, Apparel & Luxury Goods | 3.1 | 1,760,425 | ||||||||
Chemicals | 3.0 | 1,725,875 | ||||||||
Machinery | 2.8 | 1,593,276 | ||||||||
Capital Markets | 2.7 | 1,518,968 | ||||||||
Semiconductors & Semiconductor Equipment | 2.6 | 1,448,696 | ||||||||
Beverages | 2.3 | 1,312,454 | ||||||||
Personal Products | 2.1 | 1,198,022 | ||||||||
Diversified Telecommunication Services | 2.0 | 1,115,501 | ||||||||
Electric Utilities | 1.9 | 1,074,038 | ||||||||
Health Care Equipment & Supplies | 1.9 | 1,064,002 | ||||||||
Electrical Equipment | 1.7 | 947,281 | ||||||||
Professional Services | 1.6 | 930,205 | ||||||||
Industrial Conglomerates | 1.6 | 880,742 | ||||||||
Trading Companies & Distributors | 1.6 | 880,271 | ||||||||
IT Services | 1.5 | 871,404 | ||||||||
Real Estate Management & Development | 1.5 | 854,285 | ||||||||
Electronic Equipment, Instruments & Components | 1.5 | 850,484 | ||||||||
Software | 1.5 | 826,038 | ||||||||
Hotels, Restaurants & Leisure | 1.4 | 815,110 | ||||||||
Food & Staples Retailing | 1.4 | 778,713 | ||||||||
Equity Real Estate Investment Trusts | 1.3 | 721,888 | ||||||||
Wireless Telecommunication Services | 1.3 | 708,602 | ||||||||
Aerospace & Defense | 1.2 | 704,274 | ||||||||
Household Durables | 1.1 | 641,267 | ||||||||
Biotechnology | 1.1 | 636,129 | ||||||||
Building Products | 1.1 | 612,440 | ||||||||
Tobacco | 1.1 | 610,067 | ||||||||
Entertainment | 0.9 | 537,448 | ||||||||
Multi-Utilities | 0.9 | 523,488 | ||||||||
Construction & Engineering | 0.8 | 429,808 | ||||||||
Diversified Financial Services | 0.8 | 424,847 | ||||||||
Road & Rail | 0.8 | 423,972 | ||||||||
Household Products | 0.7 | 416,615 | ||||||||
Specialty Retail | 0.7 | 410,363 | ||||||||
Auto Components | 0.6 | 355,061 | ||||||||
Internet & Direct Marketing Retail | 0.5 | 309,396 | ||||||||
Commercial Services & Supplies | 0.5 | 299,470 | ||||||||
Life Sciences Tools & Services | 0.5 | 289,602 | ||||||||
Construction Materials | 0.5 | 289,278 | ||||||||
Air Freight & Logistics | 0.5 | 284,097 | ||||||||
Transportation Infrastructure | 0.5 | 271,451 | ||||||||
Technology Hardware, Storage & Peripherals | 0.5 | 269,856 | ||||||||
Media | 0.4 | 245,299 | ||||||||
Paper & Forest Products | 0.4 | 213,900 | ||||||||
Multiline Retail | 0.4 | 210,047 | ||||||||
Marine | 0.4 | 208,415 | ||||||||
Gas Utilities | 0.4 | 206,835 | ||||||||
Communications Equipment | 0.3 | 188,423 | ||||||||
Health Care Providers & Services | 0.3 | 156,670 |
Transamerica Series Trust | Page 8 |
Transamerica MSCI EAFE Index VP
SCHEDULE OF INVESTMENTS (continued)
At September 30, 2022
(unaudited)
INVESTMENTS BY INDUSTRY (continued):
Industry | Percentage of | Value | ||||||||
Interactive Media & Services | 0.2 | % | $ | 130,276 | ||||||
Leisure Products | 0.2 | 126,911 | ||||||||
Airlines | 0.1 | 78,019 | ||||||||
Water Utilities | 0.1 | 61,940 | ||||||||
Containers & Packaging | 0.1 | 61,842 | ||||||||
Health Care Technology | 0.1 | 58,636 | ||||||||
Independent Power & Renewable Electricity Producers | 0.1 | 45,367 | ||||||||
Energy Equipment & Services | 0.1 | 29,786 | ||||||||
Distributors | 0.0 | (B) | 16,204 | |||||||
Diversified Consumer Services | 0.0 | (B) | 15,589 | |||||||
|
|
|
| |||||||
Investments | 100.0 | 56,795,196 | ||||||||
|
|
|
| |||||||
Total Investments | 100.0 | % | $ | 56,795,196 | ||||||
|
|
|
|
INVESTMENT VALUATION:
Valuation Inputs (E)
Level 1 - Unadjusted Quoted Prices | Level 2 - Other Significant Observable Inputs | Level 3 - Significant Unobservable Inputs | Value | |||||||||||||
ASSETS |
| |||||||||||||||
Investments |
| |||||||||||||||
Common Stocks | $ | 347,858 | $ | 56,195,733 | $ | — | $ | 56,543,591 | ||||||||
Preferred Stocks | — | 249,155 | — | 249,155 | ||||||||||||
Right | — | 2,450 | — | 2,450 | ||||||||||||
|
|
|
|
|
|
|
| |||||||||
Total Investments | $ | 347,858 | $ | 56,447,338 | $ | — | $ | 56,795,196 | ||||||||
|
|
|
|
|
|
|
| |||||||||
LIABILITIES |
| |||||||||||||||
Other Financial Instruments |
| |||||||||||||||
Futures Contracts (F) | $ | (73,107 | ) | $ | — | $ | — | $ | (73,107 | ) | ||||||
|
|
|
|
|
|
|
| |||||||||
Total Other Financial Instruments | $ | (73,107 | ) | $ | — | $ | — | $ | (73,107 | ) | ||||||
|
|
|
|
|
|
|
|
FOOTNOTES TO SCHEDULE OF INVESTMENTS:
(A) | Non-income producing securities. | |
(B) | Percentage rounds to less than 0.1% or (0.1)%. | |
(C) | Securities are exempt from registration pursuant to Rule 144A of the Securities Act of 1933. Securities may be resold as transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2022, the total value of 144A securities is $825,990, representing 1.4% of the Portfolio’s net assets. | |
(D) | Rates disclosed reflect the yields at September 30, 2022. | |
(E) | There were no transfers in or out of Level 3 during the period ended September 30, 2022. Please reference the Investment Valuation section of the Notes to Schedule of Investments for more information regarding investment valuation and pricing inputs. | |
(F) | Derivative instruments are valued at unrealized appreciation (depreciation). |
PORTFOLIO ABBREVIATIONS:
ADR | American Depositary Receipt | |
CDI | CHESS Depositary Interests | |
CVA | Commanditaire Vennootschap op Aandelen (Dutch Certificate) | |
EAFE | Europe, Australasia and Far East | |
J-REIT | Japan-Real Estate Investment Trust | |
REIT | Real Estate Investment Trust |
Transamerica Series Trust | Page 9 |
Transamerica MSCI EAFE Index VP
NOTES TO SCHEDULE OF INVESTMENTS
At September 30, 2022
(unaudited)
INVESTMENT VALUATION
Transamerica MSCI EAFE Index VP (the “Portfolio”) is a series of the Transamerica Series Trust.
Pursuant to the requirements set forth in SEC Rule 2a-5, effective September 8, 2022, the Board has designated the Portfolio’s investment manager, Transamerica Asset Management, Inc. (“TAM”), to perform fair value determination on behalf of the Portfolio, subject to the oversight of the Board. TAM is subject to Board oversight and certain reporting and other requirements intended to provide the Board the information needed to oversee TAM’s fair value determinations. All investments in securities are recorded at their estimated fair value. TAM values the Portfolio’s investments at 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 and derivative instruments.
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 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, 2022, 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:
Equity securities: Securities are stated at the last reported sales price or closing price on the day of valuation taken from the primary exchange where the security is principally traded. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized in Level 1 of the fair value hierarchy. Equities traded on inactive markets or valued by reference to similar instruments are generally categorized in Level 2 or Level 3 if inputs are unobservable.
Foreign equity securities: Securities in which the primary trading market closes at the same time or after the NYSE, are valued based on quotations from the primary market in which they are traded and are categorized in Level 1. Because many foreign securities markets and exchanges close prior to the close of the NYSE, closing prices for foreign securities in those markets or on those exchanges do not reflect the events that occur after that close. Certain foreign securities may be fair valued using a pricing service that considers the correlation of the trading patterns of the foreign security to the intraday trading in the U.S. markets for investments such as American Depositary Receipts, financial futures, or ETFs and the movement of certain indices of securities based on a statistical analysis of their historical relationship; such valuations generally are categorized in Level 2.
Rights: Rights may be priced intrinsically using a model that incorporates the subscription or strike price, the daily market price for the underlying security, and a subscription ratio. If the inputs are unavailable, or if the subscription or strike price is higher than the market price, then the rights are priced at zero. Rights are generally categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.
Transamerica Series Trust | Page 10 |
Transamerica MSCI EAFE Index VP
NOTES TO SCHEDULE OF INVESTMENTS (continued)
At September 30, 2022
(unaudited)
Derivative instruments: Centrally cleared or listed derivatives that are actively traded are valued based on quoted prices from the exchange and are categorized in Level 1 of the fair value hierarchy. Over-the-counter (“OTC”) derivative contracts include forward, swap, swaption, and option contracts related to interest rates, foreign currencies, credit standing of reference entities, equity prices, or commodity prices. Depending on the product and the terms of the transaction, the fair value of the OTC derivative products are modeled taking into account the counterparties’ creditworthiness and using a series of techniques, including simulation models. Many pricing models do not entail material subjectivity because the methodologies employed do not necessitate significant judgments and the pricing inputs are observed from actively quoted markets, as is the case of interest rate swap and option contracts. The majority of OTC derivative products valued by the Portfolio using pricing models fall into this category and are categorized within Level 2 of the fair value hierarchy or Level 3 if inputs are unobservable.
Transamerica Series Trust | Page 11 |