0001752724-24-118082.txt : 20240524 0001752724-24-118082.hdr.sgml : 20240524 20240524103024 ACCESSION NUMBER: 0001752724-24-118082 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: 24981643 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 S000025458 Transamerica BlackRock Tactical Allocation VP C000076203 Initial C000076204 Service NPORT-P 1 primary_doc.xml NPORT-P false 0000778207 XXXXXXXX S000025458 C000076204 C000076203 TRANSAMERICA SERIES TRUST 811-04419 0000778207 5493000QR1WGXIM5V222 1801 CALIFORNIA STREET SUITE 5200 DENVER 80202 720-493-4256 Transamerica BlackRock Tactical Allocation VP S000025458 549300LH8R17FXLRO183 2024-12-31 2024-03-31 N 939073957.26 10377728.99 928696228.27 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 Transamerica Short-Term Bond 549300151BL06CDX4A76 Transamerica Short-Term Bond 893961292 3713945.72000000 NS USD 36136691.86000000 3.891120773400 Long EC RF US N 1 N N N Fixed Income Clearing Corp. 549300H47WTHXPU08X20 FIXED INC CLEARING CORP.REPO 000000000 946544.96000000 PA USD 946544.96000000 0.101921912804 Long RA CORP US N 2 Repurchase N 2.50000000 2024-04-01 965700.00000000 USD 965548.08000000 USD UST N N N Transamerica JPMorgan Enhanced Index VP 5493008SO3M7BKJ77M94 Transamerica JPMorgan Enhanced Index VP 89360C662 11585885.63000000 NS USD 307141828.05000000 33.07236733610 Long EC RF US N 1 N N N Transamerica Small Cap Value 549300RKIQDFFOVG9875 Transamerica Small Cap Value 89355J763 2219973.76000000 NS USD 12898047.52000000 1.388833843336 Long EC RF US N 1 N N N Transamerica International Focus VP 5493003XOLH4BIQ5W804 Transamerica International Focus VP 89360C555 7229166.25000000 NS USD 67592704.40000000 7.278236127427 Long EC RF US N 1 N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 SPDR S&P 500 ETF Trust 78462F103 32641.00000000 NS USD 17073527.87000000 1.838440530958 Long EC RF US N 1 N N N Transamerica Small Cap Growth 549300CCDLPC22NHUA05 Transamerica Small Cap Growth 89355J656 2062920.58000000 NS USD 14564219.27000000 1.568243611490 Long EC RF US N 1 N N N Transamerica Bond 54930028OHE6MAPEQC05 Transamerica Bond 893961334 12581437.81000000 NS USD 101154760.00000000 10.89212564031 Long EC RF US N 1 N N N TA GLOBAL ALLOC LIQUID TRUST N/A Transamerica Global Allocation Liquidating Trust 000000000 13520.76000000 NS USD 15880.13000000 0.001709938031 Long EC RF US Y N/A N N N Transamerica JPMorgan Core Bond VP 5493000FFMR7RP5KH592 Transamerica Aegon Core Bond VP 89360C688 9205619.96000000 NS USD 100341257.60000000 10.80452946243 Long EC RF US N 1 N N N Transamerica Morgan Stanley Capital Growth VP 549300WQP4ZZ4SI8CF52 Transamerica Morgan Stanley Capital Growth VP 89360C621 3710435.83000000 NS USD 21965780.11000000 2.365227664477 Long EC RF US N 1 N N N Transamerica Large Cap Value 549300NMC5GPLD2ULC77 Transamerica Large Cap Value 893509257 5912512.17000000 NS USD 84312423.57000000 9.078579303273 Long EC RF US N 1 N N N Vanguard Total Bond Market ETF CIJB0QNLPT2SSWMJ5W92 Vanguard Total Bond Market ETF 921937835 179467.00000000 NS USD 13034688.21000000 1.403547017121 Long EC RF US N 1 N N N Transamerica TS&W International Equity VP 549300BLBBCIJ2CU0C98 Transamerica TS&W International Equity VP 89360C159 4314014.98000000 NS USD 64494523.97000000 6.944630763725 Long EC RF US N 1 N N N Transamerica WMC US Growth VP 5493001V6580U6S22125 Transamerica WMC US Growth VP 89360C332 1871709.79000000 NS USD 76122437.20000000 8.196699295506 Long EC RF US N 1 N N N Vanguard Value ETF HH8Q33B0J5YWPPIGZP55 Vanguard Value ETF 922908744 65894.00000000 NS USD 10731496.84000000 1.155544354906 Long EC RF US N 1 N N 2024-04-26 TRANSAMERICA SERIES TRUST Vincent Toner Vincent Toner Treasurer XXXX NPORT-EX 2 NPORT_IXFP_46282664_0324.htm HTML

Transamerica BlackRock Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS

At March 31, 2024

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUNDS - 4.2%  
U.S. Equity Funds - 2.5%  

SPDR S&P 500 ETF Trust

      23,729        $ 12,411,928  

Vanguard Value ETF (A)

      65,894        10,731,497  
     

 

 

  
        23,143,425  
     

 

 

  
U.S. Fixed Income Fund - 1.7%  

Vanguard Total Bond Market ETF

      217,749        15,815,110  
     

 

 

  

Total Exchange-Traded Funds
(Cost $36,780,060)

 

      38,958,535  
     

 

 

  
INVESTMENT COMPANIES - 95.6%  
International Alternative Fund - 0.0% (B)  

Transamerica Global Allocation Liquidating Trust (C) (D) (E) (F)

      13,521        15,880  
     

 

 

  
International Equity Funds - 16.6%  

Transamerica International Focus VP (D)

      7,229,166        67,592,704  

Transamerica Morgan Stanley Capital Growth VP (D)

      3,710,436        21,965,780  

Transamerica TS&W International Equity VP (D)

      4,314,015        64,494,524  
     

 

 

  
        154,053,008  
     

 

 

  
U.S. Equity Funds - 53.3%  

Transamerica JPMorgan Enhanced Index VP (D)

      11,585,886        307,141,828  

Transamerica Large Cap Value (D)

      5,912,512        84,312,424  

Transamerica Small Cap Growth (D)

      2,062,921        14,564,219  

Transamerica Small Cap Value (D)

      2,219,974        12,898,048  

Transamerica WMC US Growth VP (D)

      1,871,710        76,122,437  
     

 

 

  
        495,038,956  
     

 

 

  
U.S. Fixed Income Funds - 25.7%  

Transamerica Aegon Core Bond VP (D)

      9,205,620        100,341,258  

Transamerica Bond (D)

      12,624,615        101,501,907  

Transamerica Short-Term Bond (D)

      3,725,803        36,252,063  
     

 

 

  
        238,095,228  
     

 

 

  

Total Investment Companies
(Cost $792,354,128)

 

      887,203,072  
     

 

 

  
     Principal      Value  
REPURCHASE AGREEMENT - 0.1%  

Fixed Income Clearing Corp., 2.50% (G), dated 03/28/2024, to be repurchased at $946,808 on 04/01/2024. Collateralized by a U.S. Government Obligation, 4.00%, due 12/15/2025, and with a value of $965,548.

      $ 946,545        946,545  
     

 

 

  

Total Repurchase Agreement
(Cost $946,545)

 

      946,545  
     

 

 

  

Total Investments
(Cost $830,080,733)

 

      927,108,152  

Net Other Assets (Liabilities) - 0.1%

         1,176,851  
     

 

 

  

Net Assets - 100.0%

         $ 928,285,003  
     

 

 

  
 

 

Transamerica Series Trust

     Page 1      

Transamerica BlackRock Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At March 31, 2024

(unaudited)

 

INVESTMENT VALUATION:

 

Valuation Inputs (H)

 

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

ASSETS

            

Investments

            

Exchange-Traded Funds

    $ 38,958,535      $ —       $ —       $ 38,958,535  

Investment Companies

      887,187,192        —         —         887,187,192  

Repurchase Agreement

      —         946,545        —         946,545  
  

 

 

     

 

 

     

 

 

     

 

 

  

Total

    $  926,145,727      $  946,545      $ —       $  927,092,272  
  

 

 

     

 

 

     

 

 

     

 

 

  

Investment Companies Measured at Net Asset Value (F)

               15,880  
           

 

 

  

Total Investments

             $  927,108,152  
           

 

 

  

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      All or a portion of the security is on loan. The value of the security on loan is $10,618,472 collateralized by non-cash collateral, such as U.S. government securities and irrevocable letters of credit, of $10,839,500. The amount on loan indicated may not correspond with the security on loan identified because a security with pending sales are in the process of recall from the brokers.
(B)      Percentage rounds to less than 0.1% or (0.1)%.
(C)      Non-income producing security.
(D)      Affiliated investment in the Class I2 shares of funds within Transamerica Funds, and a liquidating trust of a former Transamerica Fund 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 Aegon Core Bond VP

   $ 160,336,297     $ —      $ (58,500,000 )    $ (1,445,775 )    $ (49,264 )    $ 100,341,258       9,205,620     $ —      $ —   

Transamerica Bond

     158,957,680       1,461,675       (56,500,000 )      (2,177,369 )      (240,079 )      101,501,907       12,624,615       1,461,675       —   

Transamerica Global Allocation Liquidating Trust

     16,809       —        —        —        (929 )      15,880       13,521       —        —   

Transamerica International Focus VP

     56,306,320       8,000,000       (1,300,000 )      84,607       4,501,777       67,592,704       7,229,166       —        —   

Transamerica JPMorgan Enhanced Index VP

     270,559,111       36,000,000       (27,600,000 )      2,687,038       25,495,679       307,141,828       11,585,886       —        —   

Transamerica Large Cap Value

     66,808,728       8,942,885       —        —        8,560,811       84,312,424       5,912,512       242,885       —   

Transamerica Morgan Stanley Capital Growth VP

     18,137,609       2,600,000       —        —        1,228,171       21,965,780       3,710,436       —        —   

Transamerica Short-Term Bond

     10,015,696       26,236,303       —        —        64       36,252,063       3,725,803       236,303       —   

Transamerica Small Cap Growth

     12,023,153       1,700,000       —        —        841,066       14,564,219       2,062,921       —        —   

Transamerica Small Cap Value

     12,476,252       —        —        —        421,796       12,898,048       2,219,974       —        —   

Transamerica TS&W International Equity VP

     54,779,361       7,600,000       —        —        2,115,163       64,494,524       4,314,015       —        —   

Transamerica WMC US Growth VP

     61,001,722       6,800,000       —        —        8,320,715       76,122,437       1,871,710       —        —   
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

Total

   $  881,418,738     $  99,340,863     $  (143,900,000 )    $  (851,499 )    $  51,194,970     $  887,203,072       64,476,179     $  1,940,863     $ —   
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

 

(E)      Restricted security. At March 31, 2024, the value of such security held by the Portfolio is as follows:

 

Investments

   

Description

    Acquisition
Date		      Acquisition
Cost		      Value      Value as
Percentage of
Net Assets		  

Investment Companies

   

Transamerica Global Allocation Liquidating Trust

      07/31/2014      $  139,107      $  15,880        0.0 %(B) 

 

Transamerica Series Trust

     Page 2      

Transamerica BlackRock Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At March 31, 2024

(unaudited)

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS (continued):

 

(F)      Certain investments are measured at fair value using the net asset value per share, or its equivalent, practical expedient and have not been classified in the fair value levels. The fair value amount presented is intended to permit reconciliation to the Total Investments amount presented within the Schedule of Investments.
(G)      Rate disclosed reflects the yield at March 31, 2024.
(H)      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 3      

Transamerica BlackRock Tactical Allocation VP

 

NOTES TO SCHEDULE OF INVESTMENTS

At March 31, 2024

(unaudited)

 

INVESTMENT VALUATION

Transamerica BlackRock Tactical 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:

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.

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.

Restricted securities: Restricted securities for which quotations are not readily available are valued at fair value. Restricted securities issued by publicly traded companies are generally valued at a discount to similar publicly traded securities. Restricted securities issued by nonpublic entities may be valued by reference to comparable public entities and/or fundamental data relating to the issuer. Depending on the relative significance of observable valuation inputs, these instruments may be classified in either Level 2 or Level 3 of the fair value hierarchy.

 

Transamerica Series Trust

     Page 4