0001752724-24-118051.txt : 20240524 0001752724-24-118051.hdr.sgml : 20240524 20240524103016 ACCESSION NUMBER: 0001752724-24-118051 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: 24981612 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 S000031951 Transamerica BlackRock iShares Active Asset Allocation - Moderate Growth VP C000099461 Initial C000099462 Service NPORT-P 1 primary_doc.xml NPORT-P false 0000778207 XXXXXXXX S000031951 C000099462 C000099461 TRANSAMERICA SERIES TRUST 811-04419 0000778207 5493000QR1WGXIM5V222 1801 CALIFORNIA STREET SUITE 5200 DENVER 80202 720-493-4256 Transamerica BlackRock iShares Active Asset Allocation - Moderate Growth VP S000031951 549300BRQUY1NGNPKF45 2024-12-31 2024-03-31 N 501810966.18 126422204.02 375388762.16 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 UST iShares MSCI EAFE ETF 549300O0XO3KDQV68404 iShares MSCI EAFE ETF 464287465 670597.00000000 NS USD 53553876.42000000 14.26624390987 Long EC RF US N 1 N N iShares MSCI Eurozone ETF 549300Q88WD2SU6SPH06 iShares MSCI Eurozone ETF 464286608 75964.00000000 NS USD 3878721.84000000 1.033254649841 Long EC RF US N 1 N N N Fixed Income Clearing Corp. 549300H47WTHXPU08X20 FIXED INC CLEARING CORP.REPO 000000000 899241.81000000 PA USD 899241.81000000 0.239549475276 Long RA CORP US N 2 Repurchase N 2.50000000 2024-04-01 914600.00000000 USD 917280.67000000 USD UST N N N iShares Core U.S. Aggregate Bond ETF 549300F7VSXTKBGHJE47 iShares Core U.S. Aggregate Bond ETF 464287226 535422.00000000 NS USD 52439230.68000000 13.96931287400 Long EC RF US N 1 N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 State Street Navigator Securities Lending Government Money Market Portfolio 857509301 46376121.00000000 NS USD 46376121.00000000 12.35415805554 Long STIV RF US N 1 N N iShares iBoxx $ Investment Grade Corporate Bond ETF 549300FYCXFXG8POR355 iShares iBoxx $ Investment Grade Corporate Bond ETF 464287242 54345.00000000 NS USD 5919257.40000000 1.576833937686 Long EC RF US N 1 N N N iShares Russell 2000 ETF 549300O80OAR5VTWR172 iShares Russell 2000 ETF 464287655 124565.00000000 NS USD 26196019.50000000 6.978370729391 Long EC RF US N 1 N N iShares 7-10 Year Treasury Bond ETF 549300XS1PPZG92M8L16 iShares 7-10 Year Treasury Bond ETF 464287440 23669.00000000 NS USD 2240507.54000000 0.596849923558 Long EC RF US N 1 N N N iShares Core MSCI EAFE ETF 5493009FT582MI7Y3I36 iShares Core MSCI EAFE ETF 46432F842 389142.00000000 NS USD 28882119.24000000 7.693922181849 Long EC RF US N 1 N N N iShares U.S. Treasury Bond ETF 549300YMK9GAMCTG8G20 iShares U.S. Treasury Bond ETF 46429B267 189110.00000000 NS USD 4306034.70000000 1.147086736220 Long EC RF US N 1 N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 iShares Core S&P 500 ETF 464287200 341893.00000000 NS USD 179743406.89000000 47.88193601101 Long EC RF US N 1 N N N iShares Short Treasury Bond ETF 549300F8ZJ4IZLOOBP30 iShares Short Treasury Bond ETF 464288679 159019.00000000 NS USD 17577960.26000000 4.682601620478 Long EC RF US N 1 N N N 2024-04-26 TRANSAMERICA SERIES TRUST Vincent Toner Vincent Toner Treasurer XXXX NPORT-EX 2 NPORT_I3CD_24408101_0324.htm HTML

Transamerica BlackRock iShares Active Asset Allocation – Moderate Growth VP

 

SCHEDULE OF INVESTMENTS

At March 31, 2024

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUNDS - 100.0%  
International Equity Funds - 22.8%  

iShares Core MSCI EAFE ETF

      380,915        $ 28,271,511  

iShares MSCI EAFE ETF (A)

      670,597        53,553,877  

iShares MSCI Eurozone ETF

      75,964        3,878,722  
     

 

 

  
        85,704,110  
     

 

 

  
U.S. Equity Funds - 55.1%  

iShares Core S&P 500 ETF

      341,893        179,743,407  

iShares Russell 2000 ETF (A)

      127,748        26,865,404  
     

 

 

  
        206,608,811  
     

 

 

  
U.S. Fixed Income Funds - 22.1%  

iShares 7-10 Year Treasury Bond ETF

      32,804        3,105,227  

iShares Core U.S. Aggregate Bond ETF

      528,959        51,806,244  

iShares iBoxx $ Investment Grade Corporate Bond ETF

      54,345        5,919,257  

iShares Short Treasury Bond ETF

      159,019        17,577,960  

iShares U.S. Treasury Bond ETF

      189,110        4,306,035  
     

 

 

  
        82,714,723  
     

 

 

  

Total Exchange-Traded Funds
(Cost $320,738,572)

 

      375,027,644  
     

 

 

  
OTHER INVESTMENT COMPANY - 12.3%  
Securities Lending Collateral - 12.3%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 5.29% (B)

      46,234,298        46,234,298  
     

 

 

  

Total Other Investment Company
(Cost $46,234,298)

 

      46,234,298  
     

 

 

  
     Principal      Value  
REPURCHASE AGREEMENT - 0.2%  

Fixed Income Clearing Corp., 2.50% (B), dated 03/28/2024, to be repurchased at $899,492 on 04/01/2024. Collateralized by a U.S. Government Obligation, 4.25%, due 12/31/2025, and with a value of $917,281.

      $ 899,242        899,242  
     

 

 

  

Total Repurchase Agreement
(Cost $899,242)

 

      899,242  
     

 

 

  

Total Investments
(Cost $367,872,112)

 

      422,161,184  

Net Other Assets (Liabilities) - (12.5)%

 

      (47,071,127 ) 
     

 

 

  

Net Assets - 100.0%

         $ 375,090,057  
     

 

 

  
 

 

Transamerica Series Trust

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Transamerica BlackRock iShares Active Asset Allocation – Moderate Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At March 31, 2024

(unaudited)

 

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

    $ 375,027,644      $ —       $  —       $ 375,027,644  

Other Investment Company

      46,234,298        —         —         46,234,298  

Repurchase Agreement

      —         899,242        —         899,242  
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

    $  421,261,942      $  899,242      $ —       $  422,161,184  
  

 

 

     

 

 

     

 

 

     

 

 

  

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      All or a portion of the securities are on loan. The total value of all securities on loan is $74,771,730, collateralized by cash collateral of $46,234,298 and non-cash collateral, such as U.S. government securities and irrevocable letters of credit, of $30,089,130. The amount of securities on loan indicated may not correspond with the securities on loan identified because securities with pending sales are in the process of recall from the brokers.
(B)      Rates disclosed reflect the yields at March 31, 2024.
(C)      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

     Page 2      

Transamerica BlackRock iShares Active Asset Allocation – Moderate Growth VP

 

NOTES TO SCHEDULE OF INVESTMENTS

At March 31, 2024

(unaudited)

 

INVESTMENT VALUATION

Transamerica BlackRock iShares Active Asset Allocation – Moderate Growth 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:

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.

Securities lending collateral: Securities lending collateral is invested in a money market fund which is valued at the actively traded NAV and no valuation adjustments are applied. Securities lending collateral is 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 Series Trust

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