Transamerica Aegon Core Bond VP
SCHEDULE OF INVESTMENTS
At March 31, 2024
(unaudited)
Principal | Value | |||||||
ASSET-BACKED SECURITIES - 5.7% | ||||||||
321 Henderson Receivables VI LLC | ||||||||
Series 2010-1A, Class A, | ||||||||
5.56%, 07/15/2059 (A) | $ 668,115 | $ 664,990 | ||||||
Accelerated LLC | ||||||||
Series 2021-1H, Class A, | ||||||||
1.35%, 10/20/2040 (A) | 96,569 | 88,318 | ||||||
Series 2021-1H, Class B, | ||||||||
1.90%, 10/20/2040 (A) | 736,843 | 674,612 | ||||||
Apidos CLO XXXI Ltd. | ||||||||
Series 2019-31A, Class A1R, | ||||||||
3-Month Term SOFR + 1.36%, | 2,000,000 | 2,000,742 | ||||||
Avis Budget Rental Car Funding AESOP LLC | ||||||||
Series 2023-7A, Class A, | ||||||||
5.90%, 08/21/2028 (A) | 1,080,000 | 1,099,801 | ||||||
Series 2024-1A, Class A, | ||||||||
5.36%, 06/20/2030 (A) | 610,000 | 613,390 | ||||||
BXG Receivables Note Trust | ||||||||
Series 2023-A, Class A, | ||||||||
5.77%, 11/15/2038 (A) | 1,001,393 | 999,199 | ||||||
Chase Funding Trust | ||||||||
Series 2003-6, Class 1A7, | ||||||||
4.86% (B), 11/25/2034 | 14,325 | 13,886 | ||||||
CIFC Funding Ltd. | ||||||||
Series 2013-2A, Class A1L2, | ||||||||
3-Month Term SOFR + 1.26%, | 891,012 | 891,011 | ||||||
Diameter Capital CLO 1 Ltd. | ||||||||
Series 2021-1A, Class A1A, | ||||||||
3-Month Term SOFR + 1.50%, | 1,500,000 | 1,500,841 | ||||||
First National Master Note Trust | ||||||||
Series 2023-1, Class A, | ||||||||
5.13%, 04/15/2029 | 1,370,000 | 1,365,042 | ||||||
GM Financial Consumer Automobile Receivables Trust | ||||||||
Series 2023-1, Class A2A, | ||||||||
5.19%, 03/16/2026 | 397,798 | 397,279 | ||||||
Goodgreen Trust | ||||||||
Series 2017-1A, Class A, | ||||||||
3.74%, 10/15/2052 (A) | 72,840 | 65,910 | ||||||
GoodLeap Sustainable Home Solutions Trust | ||||||||
Series 2022-1GS, Class A, | ||||||||
2.70%, 01/20/2049 (A) | 839,060 | 694,534 | ||||||
Series 2022-3CS, Class A, | ||||||||
4.95%, 07/20/2049 (A) | 177,232 | 166,539 | ||||||
Hero Funding Trust | ||||||||
Series 2017-1A, Class A2, | ||||||||
4.46%, 09/20/2047 (A) | 190,290 | 172,891 | ||||||
Series 2017-3A, Class A2, | ||||||||
3.95%, 09/20/2048 (A) | 212,588 | 187,954 | ||||||
Hertz Vehicle Financing III LLC | ||||||||
Series 2023-3A, Class A, | ||||||||
5.94%, 02/25/2028 (A) | 955,000 | 969,466 | ||||||
HINNT LLC | ||||||||
Series 2024-A, Class A, | ||||||||
5.49%, 03/15/2043 (A) | 1,040,000 | 1,043,661 |
Principal | Value | |||||||
ASSET-BACKED SECURITIES (continued) | ||||||||
Laurel Road Prime Student Loan Trust | ||||||||
Series 2018-B, Class A2FX, | ||||||||
3.54%, 05/26/2043 (A) | $ 17,093 | $ 17,039 | ||||||
Mosaic Solar Loan Trust | ||||||||
Series 2023-2A, Class A, | ||||||||
5.36%, 09/22/2053 (A) | 1,744,244 | 1,717,923 | ||||||
MVW LLC | ||||||||
Series 2023-1A, Class A, | ||||||||
4.93%, 10/20/2040 (A) | 892,070 | 878,460 | ||||||
Series 2024-1A, Class A, | ||||||||
5.32%, 02/20/2043 (A) | 800,000 | 803,524 | ||||||
Palmer Square CLO Ltd. | ||||||||
Series 2015-2A, Class A1R2, | ||||||||
3-Month Term SOFR + 1.36%, | 1,464,739 | 1,465,120 | ||||||
Renew Financial | ||||||||
Series 2017-1A, Class A, | ||||||||
3.67%, 09/20/2052 (A) | 96,182 | 87,229 | ||||||
Securitized Asset-Backed Receivables LLC Trust | ||||||||
Series 2006-CB1, Class AF2, | ||||||||
2.84% (B), 01/25/2036 | 13,163 | 10,617 | ||||||
Sierra Timeshare Receivables Funding LLC | ||||||||
Series 2020-2A, Class A, | ||||||||
1.33%, 07/20/2037 (A) | 405,590 | 388,348 | ||||||
Series 2023-1A, Class A, | ||||||||
5.20%, 01/20/2040 (A) | 1,114,873 | 1,108,369 | ||||||
Series 2023-2A, Class A, | ||||||||
5.80%, 04/20/2040 (A) | 415,783 | 418,722 | ||||||
Series 2023-3A, Class A, | ||||||||
6.10%, 09/20/2040 (A) | 497,021 | 504,464 | ||||||
Series 2024-1A, Class A, | ||||||||
5.15%, 01/20/2043 (A) | 1,036,000 | 1,031,836 | ||||||
Structured Receivables Finance LLC | ||||||||
Series 2010-A, Class A, | ||||||||
5.22%, 01/16/2046 (A) | 192,814 | 191,640 | ||||||
TCW CLO Ltd. | ||||||||
Series 2018-1A, Class A1R, | ||||||||
3-Month Term SOFR + 1.23%, | 526,366 | 526,406 | ||||||
Veridian Auto Receivables Trust | ||||||||
Series 2023-1A, Class A2, | ||||||||
5.97%, 08/17/2026 (A) | 653,792 | 654,094 | ||||||
VSE VOI Mortgage LLC | ||||||||
Series 2018-A, Class A, | ||||||||
3.56%, 02/20/2036 (A) | 53,955 | 53,124 | ||||||
|
| |||||||
Total Asset-Backed Securities |
| 23,466,981 | ||||||
|
| |||||||
CORPORATE DEBT SECURITIES - 34.7% | ||||||||
Aerospace & Defense - 0.5% | ||||||||
BAE Systems PLC | ||||||||
5.30%, 03/26/2034 (A) | 539,000 | 541,975 | ||||||
Boeing Co. | ||||||||
5.93%, 05/01/2060 | 824,000 | 773,243 | ||||||
HEICO Corp. | ||||||||
5.35%, 08/01/2033 | 862,000 | 865,603 | ||||||
|
| |||||||
2,180,821 | ||||||||
|
| |||||||
Automobile Components - 0.1% | ||||||||
Aptiv PLC/Aptiv Corp. | ||||||||
3.25%, 03/01/2032 | 533,000 | 463,720 | ||||||
|
|
Transamerica Series Trust | Page 1 |
Transamerica Aegon Core Bond VP
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Principal | Value | |||||||
CORPORATE DEBT SECURITIES (continued) | ||||||||
Automobiles - 1.3% | ||||||||
BMW US Capital LLC | ||||||||
2.80%, 04/11/2026 (A) | $ 765,000 | $ 731,917 | ||||||
Ford Motor Credit Co. LLC | ||||||||
3.38%, 11/13/2025 | 1,081,000 | 1,040,195 | ||||||
6.95%, 03/06/2026 | 600,000 | 611,566 | ||||||
General Motors Co. | ||||||||
6.25%, 10/02/2043 | 227,000 | 232,374 | ||||||
General Motors Financial Co., Inc. | ||||||||
5.00%, 04/09/2027 | 727,000 | 721,935 | ||||||
Nissan Motor Acceptance Co. LLC | ||||||||
7.05%, 09/15/2028 (A) | 890,000 | 931,167 | ||||||
Stellantis Finance US, Inc. | ||||||||
6.38%, 09/12/2032 (A) | 559,000 | 602,476 | ||||||
Volkswagen Group of America Finance LLC | ||||||||
1.63%, 11/24/2027 (A) | 650,000 | 576,032 | ||||||
|
| |||||||
5,447,662 | ||||||||
|
| |||||||
Banks - 5.7% | ||||||||
Banco Santander SA | ||||||||
Fixed until 03/14/2027, | 600,000 | 600,089 | ||||||
Bank of America Corp. | ||||||||
Fixed until 01/23/2034, | 515,000 | 519,086 | ||||||
Fixed until 09/15/2028, | 2,760,000 | 2,831,751 | ||||||
Barclays PLC | ||||||||
Fixed until 03/12/2054, | 200,000 | 208,200 | ||||||
Fixed until 11/02/2025, | 1,080,000 | 1,106,654 | ||||||
Citigroup, Inc. | ||||||||
Fixed until 05/25/2033, | 802,000 | 813,515 | ||||||
Deutsche Bank AG | ||||||||
Fixed until 11/26/2024, | 440,000 | 433,993 | ||||||
Goldman Sachs Group, Inc. | ||||||||
Fixed until 10/21/2031, | 1,149,000 | 957,170 | ||||||
ING Groep NV | ||||||||
Fixed until 09/11/2033, 6.11% (B), 09/11/2034 | 581,000 | 603,312 | ||||||
Intesa Sanpaolo SpA | 428,000 | 426,586 | ||||||
Fixed until 11/21/2032, | 1,588,000 | 1,776,317 | ||||||
JPMorgan Chase & Co. | ||||||||
Fixed until 04/22/2026, | 1,225,000 | 1,135,927 | ||||||
Fixed until 01/23/2029, | 2,326,000 | 2,317,229 | ||||||
Fixed until 01/23/2034, | 517,000 | 519,378 | ||||||
Lloyds Banking Group PLC | ||||||||
Fixed until 01/05/2034, | 707,000 | 711,518 | ||||||
Morgan Stanley | ||||||||
Fixed until 01/16/2029, | 2,057,000 | 2,059,739 | ||||||
Fixed until 01/18/2034, | 388,000 | 391,828 | ||||||
PNC Financial Services Group, Inc. | ||||||||
Fixed until 01/22/2034, | 145,000 | 146,413 |
Principal | Value | |||||||
CORPORATE DEBT SECURITIES (continued) | ||||||||
Banks (continued) | ||||||||
PNC Financial Services Group, Inc. (continued) | ||||||||
Fixed until 08/18/2033, | $ 816,000 | $ 837,977 | ||||||
Truist Financial Corp. | ||||||||
Fixed until 01/26/2033, | 732,000 | 704,812 | ||||||
Fixed until 01/24/2034, | 560,000 | 562,814 | ||||||
Fixed until 10/28/2032, | 423,000 | 437,202 | ||||||
Fixed until 10/30/2028, | 399,000 | 425,832 | ||||||
UBS Group AG | ||||||||
Fixed until 09/11/2024, | 703,000 | 693,032 | ||||||
Fixed until 08/12/2032, | 789,000 | 831,859 | ||||||
Wells Fargo & Co. | ||||||||
Fixed until 07/25/2033, | 1,156,000 | 1,161,569 | ||||||
Fixed until 06/15/2024 (D), | 404,000 | 402,294 | ||||||
|
| |||||||
23,616,096 | ||||||||
|
| |||||||
Beverages - 0.4% |
| |||||||
Anheuser-Busch InBev Worldwide, Inc. | ||||||||
4.44%, 10/06/2048 | 817,000 | 727,061 | ||||||
Constellation Brands, Inc. | ||||||||
3.15%, 08/01/2029 | 404,000 | 368,187 | ||||||
3.70%, 12/06/2026 | 191,000 | 184,302 | ||||||
Diageo Capital PLC | ||||||||
5.50%, 01/24/2033 | 445,000 | 461,970 | ||||||
|
| |||||||
1,741,520 | ||||||||
|
| |||||||
Biotechnology - 0.5% |
| |||||||
Amgen, Inc. | ||||||||
2.80%, 08/15/2041 | 495,000 | 359,182 | ||||||
5.60%, 03/02/2043 | 472,000 | 480,691 | ||||||
CSL Finance PLC | ||||||||
4.63%, 04/27/2042 (A) | 490,000 | 453,206 | ||||||
Gilead Sciences, Inc. | ||||||||
4.15%, 03/01/2047 | 198,000 | 166,614 | ||||||
Royalty Pharma PLC | ||||||||
2.20%, 09/02/2030 | 648,000 | 538,779 | ||||||
|
| |||||||
1,998,472 | ||||||||
|
| |||||||
Building Products - 0.5% |
| |||||||
Carrier Global Corp. | ||||||||
5.90%, 03/15/2034 | 490,000 | 515,133 | ||||||
Lowe’s Cos., Inc. | ||||||||
3.75%, 04/01/2032 | 1,097,000 | 1,008,554 | ||||||
Mohawk Industries, Inc. | ||||||||
5.85%, 09/18/2028 | 449,000 | 462,431 | ||||||
|
| |||||||
1,986,118 | ||||||||
|
| |||||||
Capital Markets - 0.4% |
| |||||||
Charles Schwab Corp. | ||||||||
Fixed until 05/19/2033, | ||||||||
1,424,000 | 1,459,100 | |||||||
|
| |||||||
Chemicals - 0.3% |
| |||||||
Celanese US Holdings LLC | ||||||||
6.70%, 11/15/2033 | 587,000 | 626,272 | ||||||
Nutrien Ltd. | ||||||||
4.90%, 03/27/2028 | 503,000 | 500,619 | ||||||
|
| |||||||
1,126,891 | ||||||||
|
|
Transamerica Series Trust | Page 2 |
Transamerica Aegon Core Bond VP
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Principal | Value | |||||||
CORPORATE DEBT SECURITIES (continued) | ||||||||
Commercial Services & Supplies - 2.0% | ||||||||
ADT Security Corp. | ||||||||
4.13%, 08/01/2029 (A) | $ 712,000 | $ 652,331 | ||||||
Ashtead Capital, Inc. | ||||||||
5.55%, 05/30/2033 (A) | 334,000 | 328,412 | ||||||
5.80%, 04/15/2034 (A) | 230,000 | 230,343 | ||||||
Carlisle Cos., Inc. | ||||||||
3.75%, 12/01/2027 | 726,000 | 692,303 | ||||||
Element Fleet Management Corp. | ||||||||
6.32%, 12/04/2028 (A) | 1,241,000 | 1,282,672 | ||||||
General Electric Co. | ||||||||
4.50%, 03/11/2044 | 1,280,000 | 1,163,498 | ||||||
GXO Logistics, Inc. | ||||||||
2.65%, 07/15/2031 | 1,717,000 | 1,399,178 | ||||||
Quanta Services, Inc. | ||||||||
2.90%, 10/01/2030 | 929,000 | 812,877 | ||||||
Triton Container International Ltd. | ||||||||
1.15%, 06/07/2024 (A) | 285,000 | 282,446 | ||||||
3.15%, 06/15/2031 (A) | 520,000 | 420,119 | ||||||
Triton Container International Ltd./TAL International Container Corp. | ||||||||
3.25%, 03/15/2032 | 796,000 | 640,063 | ||||||
Veralto Corp. | ||||||||
5.45%, 09/18/2033 (A) | 531,000 | 537,399 | ||||||
|
| |||||||
8,441,641 | ||||||||
|
| |||||||
Construction Materials - 0.0% (E) | ||||||||
Holcim Finance US LLC | ||||||||
4.75%, 09/22/2046 (A) | 220,000 | 195,321 | ||||||
|
| |||||||
Consumer Finance - 0.2% | ||||||||
Capital One Financial Corp. | ||||||||
Fixed until 02/01/2029, | 829,000 | 835,881 | ||||||
|
| |||||||
Consumer Staples Distribution & Retail - 0.4% | ||||||||
7-Eleven, Inc. | ||||||||
1.80%, 02/10/2031 (A) | 950,000 | 763,462 | ||||||
Sysco Corp. | ||||||||
3.30%, 07/15/2026 | 864,000 | 829,922 | ||||||
|
| |||||||
1,593,384 | ||||||||
|
| |||||||
Containers & Packaging - 0.1% | ||||||||
Sonoco Products Co. | ||||||||
2.25%, 02/01/2027 | 645,000 | 597,830 | ||||||
|
| |||||||
Distributors - 0.1% | ||||||||
LKQ Corp. | ||||||||
6.25%, 06/15/2033 | 468,000 | 487,479 | ||||||
|
| |||||||
Diversified REITs - 1.7% | ||||||||
Broadstone Net Lease LLC | ||||||||
2.60%, 09/15/2031 | 1,091,000 | 861,584 | ||||||
Safehold GL Holdings LLC | ||||||||
6.10%, 04/01/2034 | 642,000 | 638,422 | ||||||
SBA Tower Trust | ||||||||
6.60%, 01/15/2028 (A) | 5,268,000 | 5,399,300 | ||||||
|
| |||||||
6,899,306 | ||||||||
|
| |||||||
Diversified Telecommunication Services - 0.4% | ||||||||
Verizon Communications, Inc. | ||||||||
1.68%, 10/30/2030 | 925,000 | 754,055 | ||||||
2.99%, 10/30/2056 | 1,589,000 | 1,017,960 | ||||||
|
| |||||||
1,772,015 | ||||||||
|
|
Principal | Value | |||||||
CORPORATE DEBT SECURITIES (continued) | ||||||||
Electric Utilities - 1.4% | ||||||||
Cleveland Electric Illuminating Co. | ||||||||
5.95%, 12/15/2036 | $ 71,000 | $ 71,615 | ||||||
CMS Energy Corp. | ||||||||
2.95%, 02/15/2027 | 101,000 | 94,722 | ||||||
4.88%, 03/01/2044 | 128,000 | 119,035 | ||||||
DTE Electric Co. | ||||||||
4.30%, 07/01/2044 | 1,291,000 | 1,122,518 | ||||||
Duke Energy Corp. | ||||||||
3.75%, 04/15/2024 - 09/01/2046 | 1,819,000 | 1,510,052 | ||||||
Duke Energy Progress LLC | ||||||||
3.60%, 09/15/2047 | 875,000 | 653,650 | ||||||
Entergy Arkansas LLC | ||||||||
3.70%, 06/01/2024 | 168,000 | 167,374 | ||||||
Oncor Electric Delivery Co. LLC | ||||||||
5.30%, 06/01/2042 | 49,000 | 48,946 | ||||||
Pacific Gas & Electric Co. | ||||||||
3.75%, 08/15/2042 | 87,000 | 64,706 | ||||||
PacifiCorp | ||||||||
3.60%, 04/01/2024 | 1,022,000 | 1,022,000 | ||||||
Public Service Co. of Oklahoma | ||||||||
6.63%, 11/15/2037 | 154,000 | 167,540 | ||||||
Public Service Electric & Gas Co. | ||||||||
3.00%, 05/15/2025 | 865,000 | 844,335 | ||||||
|
| |||||||
5,886,493 | ||||||||
|
| |||||||
Electronic Equipment, Instruments & Components - 0.6% | ||||||||
Arrow Electronics, Inc. | ||||||||
2.95%, 02/15/2032 | 857,000 | 719,874 | ||||||
Keysight Technologies, Inc. | ||||||||
4.60%, 04/06/2027 | 709,000 | 698,010 | ||||||
Sensata Technologies, Inc. | ||||||||
4.38%, 02/15/2030 (A) | 471,000 | 428,714 | ||||||
Trimble, Inc. | ||||||||
6.10%, 03/15/2033 | 705,000 | 737,095 | ||||||
|
| |||||||
2,583,693 | ||||||||
|
| |||||||
Energy Equipment & Services - 0.2% | ||||||||
Schlumberger Holdings Corp. | ||||||||
3.90%, 05/17/2028 (A) | 733,000 | 706,719 | ||||||
|
| |||||||
Financial Services - 1.2% | ||||||||
AerCap Ireland Capital DAC/AerCap Global Aviation Trust | ||||||||
4.45%, 04/03/2026 | 1,030,000 | 1,013,228 | ||||||
Aviation Capital Group LLC | ||||||||
1.95%, 01/30/2026 (A) | 448,000 | 418,185 | ||||||
5.50%, 12/15/2024 (A) | 1,504,000 | 1,498,271 | ||||||
Avolon Holdings Funding Ltd. | ||||||||
4.25%, 04/15/2026 (A) | 1,427,000 | 1,377,555 | ||||||
5.50%, 01/15/2026 (A) | 472,000 | 467,064 | ||||||
Macquarie Airfinance Holdings Ltd. | ||||||||
6.50%, 03/26/2031 (A) | 148,000 | 150,671 | ||||||
|
| |||||||
4,924,974 | ||||||||
|
| |||||||
Food Products - 0.7% | ||||||||
Bunge Ltd. Finance Corp. | ||||||||
2.75%, 05/14/2031 | 863,000 | 742,183 | ||||||
Cargill, Inc. | ||||||||
5.13%, 10/11/2032 (A) | 502,000 | 504,883 | ||||||
J M Smucker Co. | ||||||||
6.50%, 11/15/2043 | 415,000 | 450,860 |
Transamerica Series Trust | Page 3 |
Transamerica Aegon Core Bond VP
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Principal | Value | |||||||
CORPORATE DEBT SECURITIES (continued) | ||||||||
Food Products (continued) | ||||||||
Tyson Foods, Inc. | ||||||||
5.70%, 03/15/2034 | $ 694,000 | $ 702,650 | ||||||
Viterra Finance BV | ||||||||
4.90%, 04/21/2027 (A) | 634,000 | 622,937 | ||||||
|
| |||||||
3,023,513 | ||||||||
|
| |||||||
Health Care Equipment & Supplies - 0.2% | ||||||||
Alcon Finance Corp. | ||||||||
2.75%, 09/23/2026 (A) | 694,000 | 654,852 | ||||||
5.75%, 12/06/2052 (A) | 324,000 | 335,867 | ||||||
|
| |||||||
990,719 | ||||||||
|
| |||||||
Health Care Providers & Services - 1.8% | ||||||||
Cardinal Health, Inc. | ||||||||
5.45%, 02/15/2034 | 507,000 | 512,215 | ||||||
Centene Corp. | ||||||||
3.00%, 10/15/2030 | 728,000 | 623,918 | ||||||
3.38%, 02/15/2030 | 588,000 | 520,383 | ||||||
Cigna Group | ||||||||
2.40%, 03/15/2030 | 747,000 | 645,588 | ||||||
5.25%, 02/15/2034 | 956,000 | 954,599 | ||||||
CVS Health Corp. | ||||||||
2.70%, 08/21/2040 | 797,000 | 554,244 | ||||||
5.25%, 01/30/2031 | 345,000 | 347,694 | ||||||
Elevance Health, Inc. | ||||||||
2.25%, 05/15/2030 | 613,000 | 524,132 | ||||||
5.13%, 02/15/2053 | 485,000 | 464,900 | ||||||
HCA, Inc. | ||||||||
5.60%, 04/01/2034 | 645,000 | 650,121 | ||||||
6.00%, 04/01/2054 | 642,000 | 652,591 | ||||||
Molina Healthcare, Inc. | ||||||||
4.38%, 06/15/2028 (A) | 350,000 | 329,009 | ||||||
UnitedHealth Group, Inc. | ||||||||
5.20%, 04/15/2063 | 753,000 | 736,257 | ||||||
|
| |||||||
7,515,651 | ||||||||
|
| |||||||
Health Care REITs - 0.4% | ||||||||
DOC DR LLC | ||||||||
2.63%, 11/01/2031 | 1,084,000 | 893,665 | ||||||
Ventas Realty LP | ||||||||
3.25%, 10/15/2026 | 727,000 | 688,154 | ||||||
|
| |||||||
1,581,819 | ||||||||
|
| |||||||
Health Care Technology - 0.1% | ||||||||
GE HealthCare Technologies, Inc. | ||||||||
5.86%, 03/15/2030 | 331,000 | 344,715 | ||||||
|
| |||||||
Hotels, Restaurants & Leisure - 0.4% | ||||||||
Hyatt Hotels Corp. | ||||||||
1.80%, 10/01/2024 | 411,000 | 402,360 | ||||||
Warnermedia Holdings, Inc. | ||||||||
5.05%, 03/15/2042 | 1,242,000 | 1,067,712 | ||||||
|
| |||||||
1,470,072 | ||||||||
|
| |||||||
Insurance - 1.2% | ||||||||
Constellation Insurance, Inc. | ||||||||
6.80%, 01/24/2030 (A) | 1,614,000 | 1,577,780 | ||||||
Equitable Holdings, Inc. | ||||||||
5.59%, 01/11/2033 | 922,000 | 932,418 | ||||||
Global Atlantic Finance Co. | ||||||||
6.75%, 03/15/2054 (A) | 173,000 | 177,723 | ||||||
7.95%, 06/15/2033 (A) | 787,000 | 874,828 |
Principal | Value | |||||||
CORPORATE DEBT SECURITIES (continued) | ||||||||
Insurance (continued) | ||||||||
Muenchener Rueckversicherungs-Gesellschaft AG | ||||||||
Fixed until 11/23/2031, | $ 600,000 | $ 607,948 | ||||||
Prudential Financial, Inc. | ||||||||
Fixed until 07/01/2030, | 996,000 | 870,195 | ||||||
|
| |||||||
5,040,892 | ||||||||
|
| |||||||
Interactive Media & Services - 0.6% | ||||||||
Baidu, Inc. | ||||||||
4.38%, 05/14/2024 | 1,739,000 | 1,736,009 | ||||||
Meta Platforms, Inc. | ||||||||
4.80%, 05/15/2030 | 765,000 | 769,010 | ||||||
|
| |||||||
2,505,019 | ||||||||
|
| |||||||
Internet & Catalog Retail - 0.0% (E) | ||||||||
Expedia Group, Inc. | ||||||||
2.95%, 03/15/2031 | 62,000 | 54,024 | ||||||
|
| |||||||
Machinery - 0.4% | ||||||||
CNH Industrial Capital LLC | ||||||||
4.55%, 04/10/2028 | 703,000 | 689,113 | ||||||
Huntington Ingalls Industries, Inc. | ||||||||
2.04%, 08/16/2028 | 1,272,000 | 1,111,288 | ||||||
|
| |||||||
1,800,401 | ||||||||
|
| |||||||
Media - 0.4% | ||||||||
Charter Communications Operating LLC/Charter Communications Operating Capital | ||||||||
4.80%, 03/01/2050 | 717,000 | 530,240 | ||||||
Comcast Corp. | ||||||||
2.94%, 11/01/2056 | 411,000 | 259,745 | ||||||
NBCUniversal Media LLC | ||||||||
4.45%, 01/15/2043 | 502,000 | 446,104 | ||||||
Paramount Global | ||||||||
4.20%, 05/19/2032 | 427,000 | 355,081 | ||||||
|
| |||||||
1,591,170 | ||||||||
|
| |||||||
Metals & Mining - 0.7% | ||||||||
Anglo American Capital PLC | ||||||||
4.50%, 03/15/2028 (A) | 972,000 | 942,046 | ||||||
ArcelorMittal SA | ||||||||
6.55%, 11/29/2027 | 1,034,000 | 1,073,450 | ||||||
Glencore Funding LLC | ||||||||
2.63%, 09/23/2031 (A) | 862,000 | 719,178 | ||||||
|
| |||||||
2,734,674 | ||||||||
|
| |||||||
Office REITs - 0.3% | ||||||||
COPT Defense Properties LP | ||||||||
2.00%, 01/15/2029 | 493,000 | 413,543 | ||||||
Highwoods Realty LP | ||||||||
4.13%, 03/15/2028 | 474,000 | 443,417 | ||||||
7.65%, 02/01/2034 | 306,000 | 334,592 | ||||||
|
| |||||||
1,191,552 | ||||||||
|
| |||||||
Oil, Gas & Consumable Fuels - 2.6% | ||||||||
Boardwalk Pipelines LP | ||||||||
3.40%, 02/15/2031 | 448,000 | 397,482 | ||||||
Chevron USA, Inc. | ||||||||
3.25%, 10/15/2029 | 634,000 | 593,770 |
Transamerica Series Trust | Page 4 |
Transamerica Aegon Core Bond VP
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Principal | Value | |||||||
CORPORATE DEBT SECURITIES (continued) | ||||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||
Energy Transfer LP | ||||||||
5.15%, 02/01/2043 | $ 508,000 | $ 454,338 | ||||||
5.55%, 02/15/2028 | 445,000 | 451,318 | ||||||
5.95%, 10/01/2043 | 471,000 | 465,922 | ||||||
Enterprise Products Operating LLC | ||||||||
4.25%, 02/15/2048 | 1,574,000 | 1,349,126 | ||||||
EQM Midstream Partners LP | ||||||||
6.38%, 04/01/2029 (A) | 245,000 | 247,008 | ||||||
Occidental Petroleum Corp. | ||||||||
5.55%, 03/15/2026 | 1,070,000 | 1,074,024 | ||||||
ONEOK, Inc. | ||||||||
6.10%, 11/15/2032 | 1,024,000 | 1,073,736 | ||||||
Ovintiv, Inc. | ||||||||
6.25%, 07/15/2033 | 678,000 | 704,605 | ||||||
Petroleos Mexicanos | ||||||||
6.84%, 01/23/2030 | 1,306,000 | 1,152,189 | ||||||
7.69%, 01/23/2050 | 290,000 | 208,763 | ||||||
Plains All American Pipeline LP/PAA Finance Corp. | ||||||||
3.55%, 12/15/2029 | 727,000 | 667,219 | ||||||
Sabine Pass Liquefaction LLC | ||||||||
4.20%, 03/15/2028 | 427,000 | 413,591 | ||||||
Shell International Finance BV | ||||||||
2.50%, 09/12/2026 | 450,000 | 426,469 | ||||||
3.75%, 09/12/2046 | 596,000 | 481,852 | ||||||
Western Midstream Operating LP | ||||||||
6.15%, 04/01/2033 | 697,000 | 714,880 | ||||||
Williams Cos., Inc. | ||||||||
5.40%, 03/04/2044 | 82,000 | 77,681 | ||||||
|
| |||||||
10,953,973 | ||||||||
|
| |||||||
Passenger Airlines - 0.1% | ||||||||
American Airlines Pass-Through Trust | ||||||||
3.20%, 12/15/2029 | 389,861 | 358,167 | ||||||
|
| |||||||
Personal Care Products - 0.4% | ||||||||
Haleon US Capital LLC | ||||||||
3.38%, 03/24/2027 | 450,000 | 430,700 | ||||||
Kenvue, Inc. | ||||||||
5.00%, 03/22/2030 | 1,126,000 | 1,137,770 | ||||||
|
| |||||||
1,568,470 | ||||||||
|
| |||||||
Pharmaceuticals - 0.9% | ||||||||
AbbVie, Inc. | ||||||||
5.05%, 03/15/2034 | 807,000 | 816,728 | ||||||
Bayer US Finance II LLC | ||||||||
4.38%, 12/15/2028 (A) | 575,000 | 541,412 | ||||||
Bristol-Myers Squibb Co. | ||||||||
5.65%, 02/22/2064 | 310,000 | 319,835 | ||||||
Merck & Co., Inc. | ||||||||
5.00%, 05/17/2053 | 896,000 | 878,326 | ||||||
Pfizer Investment Enterprises Pte. Ltd. | ||||||||
5.11%, 05/19/2043 | 754,000 | 738,058 | ||||||
Viatris, Inc. | ||||||||
2.30%, 06/22/2027 | 433,000 | 393,368 | ||||||
|
| |||||||
3,687,727 | ||||||||
|
| |||||||
Professional Services - 0.3% | ||||||||
Equifax, Inc. | ||||||||
2.60%, 12/01/2024 | 741,000 | 726,331 | ||||||
5.10%, 12/15/2027 | 404,000 | 404,061 | ||||||
|
| |||||||
1,130,392 | ||||||||
|
|
Principal | Value | |||||||
CORPORATE DEBT SECURITIES (continued) | ||||||||
Residential REITs - 0.4% | ||||||||
American Homes 4 Rent LP | ||||||||
5.50%, 02/01/2034 | $ 843,000 | $ 840,171 | ||||||
Invitation Homes Operating Partnership LP | ||||||||
4.15%, 04/15/2032 | 738,000 | 675,755 | ||||||
|
| |||||||
1,515,926 | ||||||||
|
| |||||||
Semiconductors & Semiconductor Equipment - 2.0% | ||||||||
Advanced Micro Devices, Inc. | ||||||||
3.92%, 06/01/2032 | 1,085,000 | 1,021,215 | ||||||
Broadcom, Inc. | ||||||||
3.14%, 11/15/2035 (A) | 845,000 | 682,730 | ||||||
Foundry JV Holdco LLC | ||||||||
5.88%, 01/25/2034 (A) | 696,000 | 697,657 | ||||||
KLA Corp. | ||||||||
3.30%, 03/01/2050 | 805,000 | 590,407 | ||||||
Microchip Technology, Inc. | ||||||||
0.98%, 09/01/2024 | 683,000 | 669,139 | ||||||
5.05%, 03/15/2029 | 808,000 | 808,013 | ||||||
Micron Technology, Inc. | ||||||||
5.30%, 01/15/2031 | 858,000 | 863,801 | ||||||
NXP BV/NXP Funding LLC/NXP USA, Inc. | ||||||||
3.25%, 11/30/2051 | 400,000 | 272,858 | ||||||
3.40%, 05/01/2030 | 701,000 | 636,998 | ||||||
QUALCOMM, Inc. | ||||||||
3.25%, 05/20/2050 | 568,000 | 420,276 | ||||||
TSMC Global Ltd. | ||||||||
1.38%, 09/28/2030 (A) | 1,856,000 | 1,504,119 | ||||||
|
| |||||||
8,167,213 | ||||||||
|
| |||||||
Software - 1.0% | ||||||||
Constellation Software, Inc. | ||||||||
5.16%, 02/16/2029 (A) | 248,000 | 247,868 | ||||||
Fiserv, Inc. | ||||||||
5.45%, 03/02/2028 | 718,000 | 726,572 | ||||||
Intuit, Inc. | ||||||||
5.50%, 09/15/2053 | 318,000 | 330,511 | ||||||
Oracle Corp. | ||||||||
3.65%, 03/25/2041 | 571,000 | 449,101 | ||||||
6.90%, 11/09/2052 | 739,000 | 849,920 | ||||||
Rackspace Technology Global, Inc. | ||||||||
3.50%, 02/15/2028 (A) | 881,000 | 304,529 | ||||||
Take-Two Interactive Software, Inc. | ||||||||
3.55%, 04/14/2025 | 1,167,000 | 1,144,905 | ||||||
|
| |||||||
4,053,406 | ||||||||
|
| |||||||
Specialized REITs - 0.7% | ||||||||
Extra Space Storage LP | ||||||||
5.90%, 01/15/2031 | 1,055,000 | 1,092,371 | ||||||
VICI Properties LP | ||||||||
4.95%, 02/15/2030 | 831,000 | 802,371 | ||||||
Weyerhaeuser Co. | ||||||||
4.00%, 04/15/2030 | 889,000 | 840,278 | ||||||
|
| |||||||
2,735,020 | ||||||||
|
| |||||||
Tobacco - 0.6% | ||||||||
BAT Capital Corp. | ||||||||
6.42%, 08/02/2033 | 1,000,000 | 1,048,364 | ||||||
Philip Morris International, Inc. | ||||||||
5.25%, 02/13/2034 | 621,000 | 616,080 | ||||||
5.63%, 11/17/2029 | 793,000 | 817,160 | ||||||
|
| |||||||
2,481,604 | ||||||||
|
|
Transamerica Series Trust | Page 5 |
Transamerica Aegon Core Bond VP
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Principal | Value | |||||||
CORPORATE DEBT SECURITIES (continued) | ||||||||
Wireless Telecommunication Services - 0.5% | ||||||||
T-Mobile USA, Inc. | ||||||||
3.50%, 04/15/2031 | $ 828,000 | $ 747,345 | ||||||
3.88%, 04/15/2030 | 525,000 | 491,714 | ||||||
5.15%, 04/15/2034 | 856,000 | 853,640 | ||||||
|
| |||||||
2,092,699 | ||||||||
|
| |||||||
Total Corporate Debt Securities |
| 143,533,954 | ||||||
|
| |||||||
FOREIGN GOVERNMENT OBLIGATIONS - 0.4% | ||||||||
Colombia - 0.1% | ||||||||
Colombia Government International Bonds | ||||||||
3.13%, 04/15/2031 | 447,000 | 356,765 | ||||||
|
| |||||||
Israel - 0.0% (E) | ||||||||
Israel Government AID Bonds | ||||||||
5.50%, 09/18/2033 | 100,000 | 107,538 | ||||||
|
| |||||||
Mexico - 0.3% | ||||||||
Mexico Government International Bonds | ||||||||
3.75%, 01/11/2028 | 1,053,000 | 999,929 | ||||||
|
| |||||||
Total Foreign Government Obligations |
| 1,464,232 | ||||||
|
| |||||||
MORTGAGE-BACKED SECURITIES - 6.2% | ||||||||
Alternative Loan Trust | ||||||||
Series 2004-2CB, Class 1A9, | ||||||||
5.75%, 03/25/2034 | 79,972 | 79,713 | ||||||
Series 2005-28CB, Class 1A4, | ||||||||
5.50%, 08/25/2035 | 66,420 | 55,957 | ||||||
Series 2005-54CB, Class 1A11, | ||||||||
5.50%, 11/25/2035 | 18,649 | 14,267 | ||||||
Alternative Loan Trust, Interest Only STRIPS | ||||||||
Series 2005-20CB, Class 3A8, | ||||||||
(1.00) * 1-Month Term SOFR + 4.64%, | 124,620 | 3,477 | ||||||
Series 2005-22T1, Class A2, | ||||||||
(1.00) * 1-Month Term SOFR + 4.96%, | 308,636 | 16,161 | ||||||
BAMLL Commercial Mortgage Securities Trust | ||||||||
Series 2014-520M, Class C, | ||||||||
4.21% (B), 08/15/2046 (A) | 200,000 | 123,199 | ||||||
Banc of America Funding Trust, Principal Only STRIPS | ||||||||
Series 2004-1, | ||||||||
03/25/2034 | 6,695 | 4,674 | ||||||
Series 2005-7, Class 30, | ||||||||
11/25/2035 | 5,910 | 6,075 | ||||||
Series 2005-8, Class 30, | ||||||||
01/25/2036 | 1,901 | 1,225 | ||||||
Banc of America Mortgage Trust | ||||||||
Series 2003-J, Class 3A2, | ||||||||
4.84% (B), 11/25/2033 | 8,744 | 8,130 | ||||||
BB-UBS Trust | ||||||||
Series 2012-SHOW, Class A, | ||||||||
3.43%, 11/05/2036 (A) | 550,000 | 532,169 | ||||||
Bear Stearns ARM Trust | ||||||||
Series 2006-1, Class A1, | ||||||||
1-Year CMT + 2.25%, | 11,444 | 10,585 | ||||||
BRAVO Residential Funding Trust | ||||||||
Series 2024-NQM3, Class A1, | ||||||||
6.19% (B), 03/25/2064 (A) | 260,000 | 260,886 | ||||||
Chase Mortgage Finance Trust | ||||||||
Series 2007-A1, Class 1A3, | ||||||||
5.77% (B), 02/25/2037 | 13,713 | 13,293 |
Principal | Value | |||||||
MORTGAGE-BACKED SECURITIES (continued) | ||||||||
Chase Mortgage Finance Trust (continued) | ||||||||
Series 2007-A2, Class 2A1, | ||||||||
5.82% (B), 06/25/2035 | $ 8,139 | $ 7,931 | ||||||
CHL Mortgage Pass-Through Trust | ||||||||
Series 2004-3, Class A26, | ||||||||
5.50%, 04/25/2034 | 22,088 | 21,082 | ||||||
Series 2004-3, Class A4, | ||||||||
5.75%, 04/25/2034 | 13,253 | 12,611 | ||||||
Series 2004-7, Class 2A1, | ||||||||
4.24% (B), 06/25/2034 | 7,106 | 6,445 | ||||||
Series 2004-8, Class 2A1, | ||||||||
4.50%, 06/25/2019 | 249 | 124 | ||||||
Series 2004-HYB1, Class 2A, | ||||||||
5.54% (B), 05/20/2034 | 6,011 | 5,563 | ||||||
Series 2005-22, Class 2A1, | ||||||||
4.70% (B), 11/25/2035 | 51,025 | 40,758 | ||||||
Citigroup Mortgage Loan Trust, Inc. | ||||||||
Series 2003-1, Class 2A5, | ||||||||
5.25%, 10/25/2033 | 2,515 | 2,315 | ||||||
COMM Mortgage Trust | ||||||||
Series 2015-3BP, Class A, | ||||||||
3.18%, 02/10/2035 (A) | 1,665,000 | 1,558,928 | ||||||
Series 2015-CR25, Class A4, | ||||||||
3.76%, 08/10/2048 | 422,000 | 410,943 | ||||||
Credit Suisse First Boston Mortgage Securities Corp. | ||||||||
Series 2003-21, Class 1A4, | ||||||||
5.25%, 09/25/2033 | 6,370 | 6,030 | ||||||
CSFB Mortgage-Backed Pass-Through Certificates | ||||||||
Series 2003-27, Class 5A4, | ||||||||
5.25%, 11/25/2033 | 95 | 92 | ||||||
Fontainebleau Miami Beach Trust | ||||||||
Series 2019-FBLU, Class A, | ||||||||
3.14%, 12/10/2036 (A) | 1,000,000 | 976,212 | ||||||
Series 2019-FBLU, Class C, | ||||||||
3.75%, 12/10/2036 (A) | 1,235,000 | 1,204,901 | ||||||
GSMPS Mortgage Loan Trust | ||||||||
Series 2005-RP2, Class 1AF, | ||||||||
1-Month Term SOFR + 0.46%, | 76,340 | 69,272 | ||||||
Series 2005-RP3, Class 1AF, | ||||||||
1-Month Term SOFR + 0.46%, | 52,508 | 44,100 | ||||||
GSR Mortgage Loan Trust | ||||||||
Series 2004-6F, Class 2A4, | ||||||||
5.50%, 05/25/2034 | 12,275 | 11,874 | ||||||
Series 2004-8F, Class 2A3, | ||||||||
6.00%, 09/25/2034 | 7,783 | 7,694 | ||||||
Series 2005-7F, Class 3A9, | ||||||||
6.00%, 09/25/2035 | 16,613 | 15,878 | ||||||
Series 2006-1F, Class 2A4, | ||||||||
6.00%, 02/25/2036 | 33,241 | 15,924 | ||||||
Impac Secured Assets Trust | ||||||||
Series 2006-1, Class 2A1, | ||||||||
1-Month Term SOFR + 0.81%, | 10,108 | 8,921 | ||||||
JPMorgan Mortgage Trust | ||||||||
Series 2006-A2, Class 5A3, | ||||||||
6.09% (B), 11/25/2033 | 3,733 | 3,577 | ||||||
Ladder Capital Commercial Mortgage Trust | ||||||||
Series 2013-GCP, Class A2, | ||||||||
3.99%, 02/15/2036 (A) | 154,000 | 137,765 | ||||||
Manhattan West Mortgage Trust | ||||||||
Series 2020-1MW, Class A, | ||||||||
2.13%, 09/10/2039 (A) | 600,000 | 533,065 |
Transamerica Series Trust | Page 6 |
Transamerica Aegon Core Bond VP
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Principal | Value | |||||||
MORTGAGE-BACKED SECURITIES (continued) | ||||||||
Manhattan West Mortgage Trust (continued) | ||||||||
Series 2020-1MW, Class B, | ||||||||
2.34% (B), 09/10/2039 (A) | $ 826,000 | $ 727,958 | ||||||
MASTR Adjustable Rate Mortgages Trust | ||||||||
Series 2004-13, Class 2A1, | ||||||||
5.99% (B), 04/21/2034 | 9,565 | 9,037 | ||||||
Series 2004-13, Class 3A7, | ||||||||
5.37% (B), 11/21/2034 | 5,178 | 4,826 | ||||||
Series 2004-3, Class 4A2, | ||||||||
4.59% (B), 04/25/2034 | 6,348 | 5,579 | ||||||
MASTR Alternative Loan Trust | ||||||||
Series 2004-10, Class 1A1, | ||||||||
4.50%, 09/25/2019 | 292 | 279 | ||||||
MASTR Resecuritization Trust, Principal Only STRIPS | ||||||||
Series 2005, Class 3, | ||||||||
Zero Coupon, 05/28/2035(A) | 3,918 | 2,988 | ||||||
Merrill Lynch Mortgage Investors Trust | ||||||||
Series 2003-E, Class A1, | ||||||||
1-Month Term SOFR + 0.73%, | 60,006 | 56,521 | ||||||
Series 2004-1, Class 2A1, | ||||||||
5.12% (B), 12/25/2034 | 14,820 | 13,722 | ||||||
Series 2004-A, Class A1, | ||||||||
1-Month Term SOFR + 0.57%, | 40,154 | 37,008 | ||||||
MetLife Securitization Trust | ||||||||
Series 2019-1A, Class A1A, | ||||||||
3.75% (B), 04/25/2058(A) | 837,420 | 809,628 | ||||||
MFA Trust | ||||||||
Series 2021-RPL1, Class A1, | ||||||||
1.13% (B), 07/25/2060 (A) | 738,238 | 649,990 | ||||||
New Residential Mortgage Loan Trust | ||||||||
Series 2017-1A, Class A1, | ||||||||
4.00% (B), 02/25/2057 (A) | 91,191 | 86,403 | ||||||
Series 2017-3A, Class A1, | ||||||||
4.00% (B), 04/25/2057 (A) | 344,790 | 325,231 | ||||||
Series 2019-5A, Class A1B, | ||||||||
3.50% (B), 08/25/2059 (A) | 283,768 | 262,895 | ||||||
Nomura Asset Acceptance Corp. Alternative Loan Trust | ||||||||
Series 2003-A1, Class A2, | ||||||||
6.00%, 05/25/2033 | 2,325 | 2,264 | ||||||
Series 2003-A1, Class A5, | ||||||||
7.00%, 04/25/2033 | 9,871 | 9,861 | ||||||
OBX Trust | ||||||||
Series 2023-NQM4, Class A1, | ||||||||
6.11% (B), 03/25/2063 (A) | 896,696 | 896,708 | ||||||
Series 2024-NQM4, Class A1, | ||||||||
6.07% (B), 01/25/2064 (A) | 413,029 | 413,279 | ||||||
One Market Plaza Trust | ||||||||
Series 2017-1MKT, Class A, | ||||||||
3.61%, 02/10/2032 (A) | 306,788 | 283,335 | ||||||
PHH Alternative Mortgage Trust, Interest Only STRIPS | ||||||||
Series 2007-2, Class 2X, | ||||||||
6.00%, 05/25/2037 | 53,499 | 10,305 | ||||||
RALI Trust | ||||||||
Series 2002-QS16, Class A3, | ||||||||
(2.09) * 1-Month Term SOFR + 16.38%, | 12 | 1 | ||||||
RBS Commercial Funding, Inc. Trust | ||||||||
Series 2013-SMV, Class A, | ||||||||
3.26%, 03/11/2031 (A) | 154,851 | 146,410 | ||||||
Sequoia Mortgage Trust | ||||||||
Series 2003-1, Class 1A, | ||||||||
1-Month Term SOFR + 0.87%, | 29,262 | 27,548 |
Principal | Value | |||||||
MORTGAGE-BACKED SECURITIES (continued) | ||||||||
Sequoia Mortgage Trust (continued) | ||||||||
Series 2004-11, Class A1, | ||||||||
1-Month Term SOFR + 0.71%, | $ 25,295 | $ 22,466 | ||||||
Series 2004-8, Class A1, | ||||||||
1-Month Term SOFR + 0.81%, | 74,153 | 64,092 | ||||||
Series 2004-9, Class A1, | ||||||||
1-Month Term SOFR + 0.79%, | 46,308 | 41,910 | ||||||
Structured Adjustable Rate Mortgage Loan Trust | ||||||||
Series 2004-1, Class 4A4, | ||||||||
7.02% (B), 02/25/2034 | 50,319 | 47,662 | ||||||
Structured Asset Mortgage Investments II Trust | ||||||||
Series 2003-AR4, Class A1, | ||||||||
1-Month Term SOFR + 0.81%, | 101,249 | 94,649 | ||||||
Series 2004-AR1, Class 1A1, | ||||||||
1-Month Term SOFR + 0.81%, | 71,928 | 65,874 | ||||||
Series 2004-AR5, Class 1A1, | ||||||||
1-Month Term SOFR + 0.77%, | 11,013 | 10,194 | ||||||
Series 2005-AR5, Class A3, | ||||||||
1-Month Term SOFR + 0.61%, | 42,904 | 39,963 | ||||||
Thornburg Mortgage Securities Trust | ||||||||
Series 2004-4, Class 3A, | ||||||||
5.61% (B), 12/25/2044 | 24,659 | 22,920 | ||||||
Towd Point Mortgage Trust | ||||||||
Series 2017-4, Class A1, | ||||||||
2.75% (B), 06/25/2057 (A) | 1,292,643 | 1,237,362 | ||||||
Series 2017-6, Class A1, | ||||||||
2.75% (B), 10/25/2057 (A) | 707,741 | 682,008 | ||||||
Series 2018-1, Class A1, | ||||||||
3.00% (B), 01/25/2058 (A) | 1,146,323 | 1,114,029 | ||||||
Series 2018-4, Class A1, | ||||||||
3.00% (B), 06/25/2058 (A) | 1,674,803 | 1,548,973 | ||||||
Series 2019-4, Class A1, | ||||||||
2.90% (B), 10/25/2059 (A) | 1,609,387 | 1,504,663 | ||||||
Series 2020-4, Class A1, | ||||||||
1.75%, 10/25/2060 (A) | 3,460,774 | 3,038,449 | ||||||
Series 2021-R1, Class A1, | ||||||||
2.92% (B), 11/30/2060 (A) | 1,327,839 | 1,130,177 | ||||||
Series 2022-1, Class A1, | ||||||||
3.75% (B), 07/25/2062 (A) | 665,178 | 619,110 | ||||||
Series 2023-1, Class A1, | ||||||||
3.75%, 01/25/2063 (A) | 2,493,295 | 2,346,045 | ||||||
UBS-BAMLL Trust | ||||||||
Series 2012-WRM, Class A, | ||||||||
3.66%, 06/10/2030 (A) | 7,320 | 6,721 | ||||||
Wachovia Bank Commercial Mortgage Trust, Interest Only STRIPS | ||||||||
Series 2006-C24, Class XC, | ||||||||
0.00% (B), 03/15/2045 (A) (F) | 37,952 | 0 | ||||||
WaMu Mortgage Pass-Through Certificates Trust | ||||||||
Series 2003-AR11, Class A6, | ||||||||
5.86% (B), 10/25/2033 | 24,660 | 22,712 | ||||||
Series 2003-AR6, Class A1, | ||||||||
5.39% (B), 06/25/2033 | 6,731 | 6,450 | ||||||
Series 2003-S3, Class 1A4, | ||||||||
5.50%, 06/25/2033 | 16,597 | 15,648 | ||||||
Series 2003-S9, Class A8, | ||||||||
5.25%, 10/25/2033 | 14,194 | 13,389 | ||||||
Series 2004-AR3, Class A2, | ||||||||
4.65% (B), 06/25/2034 | 3,967 | 3,583 |
Transamerica Series Trust | Page 7 |
Transamerica Aegon Core Bond VP
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Principal | Value | |||||||
MORTGAGE-BACKED SECURITIES (continued) | ||||||||
Washington Mutual Mortgage Pass-Through Certificates Trust | ||||||||
Series 2005-4, Class CB7, | ||||||||
5.50%, 06/25/2035 | $ 52,178 | $ 44,346 | ||||||
Washington Mutual Mortgage Pass-Through Certificates Trust, Interest Only STRIPS | ||||||||
Series 2005-2, Class 1A4, | ||||||||
(1.00) * 1-Month Term SOFR + 4.94%, | 174,288 | 4,870 | ||||||
Series 2005-3, Class CX, | ||||||||
5.50%, 05/25/2035 | 68,685 | 10,869 | ||||||
Washington Mutual MSC Mortgage Pass-Through Certificates Trust, Principal Only STRIPS | ||||||||
Series 2003-MS7, Class P, | ||||||||
Zero Coupon, 03/25/2033 | 112 | 85 | ||||||
Wells Fargo Commercial Mortgage Trust | ||||||||
Series 2016-C35, Class A4, | ||||||||
2.93%, 07/15/2048 | 1,103,000 | 1,041,047 | ||||||
|
| |||||||
Total Mortgage-Backed Securities |
| 25,813,858 | ||||||
|
| |||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS - 25.1% | ||||||||
Federal Home Loan Mortgage Corp. | ||||||||
3.00%, 02/01/2052 | 854,833 | 736,927 | ||||||
3.50%, 06/01/2042 - 06/01/2043 | 468,375 | 428,000 | ||||||
4.00%, 06/01/2042 - 01/01/2046 | 834,283 | 789,195 | ||||||
4.50%, 06/01/2048 | 357,455 | 347,001 | ||||||
1-Year CMT + 2.25%, | 3,747 | 3,809 | ||||||
1-Year RFUCC Treasury + 1.95%, | 19,751 | 20,291 | ||||||
1-Year RFUCC Treasury + 1.69%, | 2,117 | 2,104 | ||||||
1-Year RFUCC Treasury + 1.67%, | 13,939 | 13,892 | ||||||
6.00%, 12/01/2034 | 32,407 | 32,475 | ||||||
1-Year CMT + 2.37%, | 12,428 | 12,561 | ||||||
1-Year CMT + 2.25%, | 16,686 | 16,937 | ||||||
1-Year CMT + 2.25%, | 10,248 | 10,487 | ||||||
1-Year CMT + 2.36%, | 4,322 | 4,308 | ||||||
6-Month RFUCC Treasury + 1.84%, | 4,093 | 4,161 | ||||||
6-Month RFUCC Treasury + 1.77%, | 10,965 | 11,153 | ||||||
6-Month RFUCC Treasury + 1.79%, | 16,082 | 16,371 | ||||||
6-Month RFUCC Treasury + 2.11%, | 11,453 | 11,581 | ||||||
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | ||||||||
3.01%, 07/25/2025 | 1,934,000 | 1,883,330 | ||||||
3.17% (G), 10/25/2024 | 1,175,307 | 1,159,741 | ||||||
3.30% (B), 11/25/2027 | 801,000 | 766,226 | ||||||
Federal Home Loan Mortgage Corp. REMICS | ||||||||
(3.33) * 1-Month SOFR Average + 17.12%, | 25,820 | 25,039 |
Principal | Value | |||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued) | ||||||||
Federal Home Loan Mortgage Corp. REMICS (continued) |
| |||||||
(2.00) * 1-Month SOFR Average + 13.06%, | $ 14,220 | $ 13,885 | ||||||
(1.25) * 1-Month SOFR Average + 9.98%, | 13,457 | 13,055 | ||||||
(1.83) * 1-Month SOFR Average + 14.55%, | 2,195 | 2,262 | ||||||
5.50%, 04/15/2033 - 05/15/2038 | 6,275 | 6,269 | ||||||
(3.62) * 1-Month SOFR Average + 26.80%, | 21,046 | 19,867 | ||||||
1-Month SOFR Average + 0.51%, | 50,259 | 49,393 | ||||||
1-Month SOFR Average + 0.46%, | 334,984 | 327,056 | ||||||
1-Month SOFR Average + 0.51%, | 71,123 | 70,677 | ||||||
1-Month SOFR Average + 0.55%, | 2,779 | 2,734 | ||||||
6.00%, 11/15/2032 | 20,195 | 20,507 | ||||||
6.50%, 08/15/2031 - 07/15/2036 | 85,125 | 87,811 | ||||||
7.00%, 10/15/2030 - 05/15/2032 | 72,308 | 74,952 | ||||||
7.25%, 12/15/2030 | 9,726 | 10,098 | ||||||
7.50%, 08/15/2030 | 10,400 | 10,735 | ||||||
8.00%, 01/15/2030 | 42,325 | 44,214 | ||||||
Federal Home Loan Mortgage Corp. REMICS, Interest Only STRIPS | ||||||||
0.00% (B), 01/15/2040 | 25,946 | 1,517 | ||||||
(1.00) * 1-Month SOFR Average + 5.89%, | 39,385 | 2,589 | ||||||
(1.00) * 1-Month SOFR Average + 6.09%, | 97,160 | 9,556 | ||||||
(1.00) * 1-Month SOFR Average + 6.26%, | 181,372 | 16,965 | ||||||
(1.00) * 1-Month SOFR Average + 6.31%, | 22,436 | 1,495 | ||||||
(1.00) * 1-Month SOFR Average + 6.69%, | 16,966 | 1,554 | ||||||
(1.00) * 1-Month SOFR Average + 6.99%, | 6,203 | 672 | ||||||
(1.00) * 1-Month SOFR Average + 7.89%, | 8,857 | 805 | ||||||
Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS | ||||||||
12/15/2032 - 01/15/2040 | 63,943 | 53,221 | ||||||
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates | ||||||||
12-MTA + 1.20%, | 70,540 | 63,907 | ||||||
7.00%, 02/25/2043 | 27,434 | 28,699 | ||||||
Federal Home Loan Mortgage Corp., Interest Only STRIPS | ||||||||
5.00%, 09/15/2035 | 14,637 | 2,370 | ||||||
Federal National Mortgage Association | ||||||||
2.50%, 12/01/2051 - 07/01/2061 | 2,955,618 | 2,430,617 | ||||||
3.00%, 01/01/2043 - 07/01/2060 | 1,729,397 | 1,480,610 | ||||||
3.50%, 08/01/2032 - 03/01/2060 | 1,755,386 | 1,596,424 | ||||||
4.00%, 07/01/2042 - 08/01/2048 | 1,364,552 | 1,293,527 | ||||||
4.50%, 08/01/2052 | 2,520,118 | 2,401,981 | ||||||
5.00%, 03/01/2053 - 04/01/2053 | 7,165,289 | 7,004,423 | ||||||
5.50%, 03/01/2053 - 01/01/2058 | 3,725,703 | 3,746,718 | ||||||
1-Month SOFR Average + 0.37%, | 42,482 | 42,058 | ||||||
6.00%, 10/01/2033 | 4,755 | 4,726 | ||||||
1-Year CMT + 2.22%, | 6,755 | 6,924 | ||||||
1-Year RFUCC Treasury + 1.79%, | 1,604 | 1,592 |
Transamerica Series Trust | Page 8 |
Transamerica Aegon Core Bond VP
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Principal | Value | |||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued) | ||||||||
Federal National Mortgage Association (continued) | ||||||||
6.50%, 01/01/2036 | $ 7,113 | $ 7,003 | ||||||
8.00%, 11/01/2037 | 3,193 | 3,278 | ||||||
Federal National Mortgage Association REMICS | ||||||||
(2.50) * 1-Month SOFR Average + 13.46%, | 7,151 | 6,673 | ||||||
(1.33) * 1-Month SOFR Average + 7.31%, | 23,069 | 20,676 | ||||||
(1.88) * 1-Month SOFR Average + 11.06%, | 36,015 | 33,216 | ||||||
(2.75) * 1-Month SOFR Average + 16.19%, | 4,470 | 4,362 | ||||||
(4.00) * 1-Month SOFR Average + 23.54%, | 3,341 | 3,569 | ||||||
(2.00) * 1-Month SOFR Average + 13.77%, | 3,223 | 2,888 | ||||||
(1.67) * 1-Month SOFR Average + 12.31%, | 3,055 | 2,966 | ||||||
(2.50) * 1-Month SOFR Average + 17.09%, | 23,845 | 23,699 | ||||||
(4.00) * 1-Month SOFR Average + 25.74%, | 2,378 | 2,732 | ||||||
(1.83) * 1-Month SOFR Average + 14.27%, | 1,966 | 2,017 | ||||||
(2.75) * 1-Month SOFR Average + 19.21%, | 32,657 | 34,792 | ||||||
(2.00) * 1-Month SOFR Average + 15.27%, | 7,154 | 7,499 | ||||||
(3.67) * 1-Month SOFR Average + 24.15%, | 8,272 | 9,553 | ||||||
1-Month SOFR Average + 0.36%, | 10,867 | 10,853 | ||||||
(4.00) * 1-Month SOFR Average + 26.10%, | 1,833 | 1,995 | ||||||
5.12% (B), 10/25/2042 | 10,017 | 9,914 | ||||||
1-Month SOFR Average + 0.41%, | 17,211 | 17,139 | ||||||
1-Month SOFR Average + 0.46%, | 26,727 | 26,413 | ||||||
6.00%, 08/25/2037 | 9,109 | 9,442 | ||||||
6.50%, 05/25/2044 | 24,720 | 24,944 | ||||||
7.00%, 03/25/2031 - 11/25/2031 | 48,127 | 49,577 | ||||||
(3.25) * 1-Month SOFR Average + 24.82%, | 1,000 | 1,156 | ||||||
(6.67) * 1-Month SOFR Average + 53.24%, | 961 | 1,013 | ||||||
Federal National Mortgage Association REMICS, Interest Only STRIPS | ||||||||
0.00% (B), 04/25/2041 | 17,158 | 683 | ||||||
(1.00) * 1-Month SOFR Average + 5.74%, | 54,067 | 3,166 | ||||||
(1.00) * 1-Month SOFR Average + 5.80%, | 27,349 | 1,915 | ||||||
(1.00) * 1-Month SOFR Average + 5.99%, | 15,054 | 1,041 | ||||||
(1.00) * 1-Month SOFR Average + 6.07%, | 4,095 | 277 | ||||||
(1.00) * 1-Month SOFR Average + 6.09%, | 5,248 | 352 | ||||||
0.90% (B), 08/25/2042 | 136,423 | 4,147 | ||||||
(1.00) * 1-Month SOFR Average + 6.31%, | 7,610 | 479 | ||||||
(1.00) * 1-Month SOFR Average + 6.42%, | 113,277 | 14,027 |
Principal | Value | |||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued) | ||||||||
Federal National Mortgage Association REMICS, Interest Only STRIPS (continued) | ||||||||
(1.00) * 1-Month SOFR Average + 6.43%, | $ 19,214 | $ 1,696 | ||||||
(1.00) * 1-Month SOFR Average + 6.44%, | 10,122 | 867 | ||||||
(1.00) * 1-Month SOFR Average + 6.47%, | 11,351 | 979 | ||||||
(1.00) * 1-Month SOFR Average + 6.59%, | 223,527 | 19,513 | ||||||
1.54% (B), 01/25/2038 | 11,054 | 522 | ||||||
(1.00) * 1-Month SOFR Average + 7.04%, | 32,063 | 3,838 | ||||||
6.50%, 05/25/2033 | 8,179 | 1,331 | ||||||
7.00%, 06/25/2033 | 10,830 | 1,511 | ||||||
Federal National Mortgage Association REMICS, Principal Only STRIPS | ||||||||
12/25/2032 - 10/25/2043 | 368,700 | 287,384 | ||||||
Federal National Mortgage Association, Interest Only STRIPS | ||||||||
1.92% (B), 11/25/2033 | 3,261,773 | 258,606 | ||||||
1.95% (B), 07/25/2030 | 6,038,631 | 423,772 | ||||||
Federal National Mortgage Association, Principal Only STRIPS | ||||||||
08/25/2032 - 01/25/2033 | 13,937 | 12,304 | ||||||
FREMF Mortgage Trust | ||||||||
Series 2018-W5FX, Class BFX, | ||||||||
3.54% (B), 04/25/2028(A) | 900,000 | 819,105 | ||||||
Government National Mortgage Association REMICS | ||||||||
1.65%, 01/20/2063 | 245 | 219 | ||||||
(2.00) * 1-Month Term SOFR + 13.17%, | 8,904 | 8,455 | ||||||
(4.91) * 1-Month Term SOFR + 28.90%, | 6,581 | 6,832 | ||||||
(2.41) * 1-Month Term SOFR + 16.16%, | 3,810 | 3,855 | ||||||
(3.00) * 1-Month Term SOFR + 19.86%, | 3,653 | 3,749 | ||||||
(3.50) * 1-Month Term SOFR + 22.87%, | 12,430 | 13,282 | ||||||
(2.75) * 1-Month Term SOFR + 19.35%, | 13,249 | 13,890 | ||||||
(2.20) * 1-Month Term SOFR + 16.47%, | 72 | 72 | ||||||
1-Month Term SOFR + 0.56%, | 3,468 | 3,415 | ||||||
1-Month Term SOFR + 0.54%, | 448 | 442 | ||||||
1-Month Term SOFR + 0.41%, | 46 | 46 | ||||||
1-Month Term SOFR + 0.63%, | 38,047 | 38,009 | ||||||
1-Month Term SOFR + 0.66%, | 436 | 433 | ||||||
1-Month Term SOFR + 0.69%, | 1,042 | 1,037 | ||||||
1-Month Term SOFR + 0.81%, | 903 | 897 | ||||||
Government National Mortgage Association REMICS, Interest Only STRIPS | ||||||||
(1.00) * 1-Month Term SOFR + 5.59%, | 16,623 | 783 | ||||||
(1.00) * 1-Month Term SOFR + 5.72%, | 26,459 | 372 | ||||||
(1.00) * 1-Month Term SOFR + 5.89%, | 24,630 | 431 |
Transamerica Series Trust | Page 9 |
Transamerica Aegon Core Bond VP
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Principal | Value | |||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued) | ||||||||
Government National Mortgage Association REMICS, Interest Only STRIPS (continued) | ||||||||
(1.00) * 1-Month Term SOFR + 5.97%, | $ 15,072 | $ 938 | ||||||
(1.00) * 1-Month Term SOFR + 5.99%, | 38,159 | 1,453 | ||||||
(1.00) * 1-Month Term SOFR + 6.09%, | 56,217 | 2,234 | ||||||
(1.00) * 1-Month Term SOFR + 6.16%, | 17,300 | 895 | ||||||
(1.00) * 1-Month Term SOFR + 6.19%, | 54,345 | 3,645 | ||||||
(1.00) * 1-Month Term SOFR + 6.29%, | 50,623 | 2,809 | ||||||
(1.00) * 1-Month Term SOFR + 6.36%, | 17,752 | 450 | ||||||
(1.00) * 1-Month Term SOFR + 6.44%, | 22,611 | 468 | ||||||
(1.00) * 1-Month Term SOFR + 6.64%, | 43,048 | 1,959 | ||||||
(1.00) * 1-Month Term SOFR + 6.70%, | 14,918 | 1,193 | ||||||
6.50%, 03/20/2039 | 11,821 | 1,005 | ||||||
Government National Mortgage Association REMICS, Principal Only STRIPS | ||||||||
06/16/2033 - 01/20/2038 | 29,088 | 26,606 | ||||||
KGS-Alpha SBA COOF Trust, Interest Only STRIPS | ||||||||
0.83% (B), 08/25/2038 (A) | 161,470 | 2,605 | ||||||
1.67% (B), 03/25/2039 (A) | 155,145 | 4,517 | ||||||
2.97% (B), 04/25/2040 (A) | 54,761 | 2,549 | ||||||
Tennessee Valley Authority | ||||||||
5.88%, 04/01/2036 | 1,459,000 | 1,626,654 | ||||||
Uniform Mortgage-Backed Security, TBA | ||||||||
2.00%, 04/01/2039 - 04/01/2054 (H) | 9,297,000 | 7,808,456 | ||||||
2.50%, 04/01/2039 - 04/01/2054 (H) | 20,660,000 | 17,400,525 | ||||||
3.00%, 04/01/2039 - 04/01/2054 (H) | 17,814,000 | 15,481,470 | ||||||
3.50%, 04/01/2039 - 04/01/2054 (H) | 11,994,000 | 10,859,995 | ||||||
4.00%, 04/01/2054 (H) | 6,462,000 | 5,990,042 | ||||||
4.50%, 04/01/2054 (H) | 6,501,000 | 6,196,262 | ||||||
5.50%, 04/01/2054 (H) | 7,250,000 | 7,219,060 | ||||||
6.00%, 04/01/2054 (H) | 1,794,000 | 1,811,321 | ||||||
Vendee Mortgage Trust | ||||||||
Series 1997-1, Class 2Z, | ||||||||
7.50%, 02/15/2027 | 49,518 | 50,218 | ||||||
|
| |||||||
Total U.S. Government Agency Obligations |
| 104,010,486 | ||||||
|
| |||||||
U.S. GOVERNMENT OBLIGATIONS - 25.4% |
| |||||||
U.S. Treasury - 23.6% | ||||||||
U.S. Treasury Bonds | ||||||||
1.25%, 05/15/2050 | 2,964,000 | 1,519,397 | ||||||
1.88%, 11/15/2051 | 2,107,800 | 1,265,174 | ||||||
2.00%, 02/15/2050 | 1,350,500 | 847,597 | ||||||
2.25%, 08/15/2046 - 02/15/2052 | 3,920,900 | 2,639,661 | ||||||
2.38%, 02/15/2042 - 05/15/2051 | 2,982,700 | 2,149,619 | ||||||
2.50%, 02/15/2045 - 05/15/2046 | 6,276,600 | 4,567,815 | ||||||
2.75%, 08/15/2042 - 11/15/2047 | 5,208,000 | 3,960,053 | ||||||
2.88%, 08/15/2045 - 05/15/2049 | 4,740,500 | 3,658,057 | ||||||
3.00%, 05/15/2042 - 08/15/2052 | 4,382,600 | 3,463,874 | ||||||
3.13%, 02/15/2042 - 05/15/2048 | 1,754,300 | 1,451,366 | ||||||
3.50%, 02/15/2039 | 671,000 | 617,346 | ||||||
3.63%, 02/15/2044 - 05/15/2053 | 4,546,300 | 4,026,152 |
Principal | Value | |||||||
U.S. GOVERNMENT OBLIGATIONS (continued) | ||||||||
U.S. Treasury (continued) | ||||||||
U.S. Treasury Bonds (continued) | ||||||||
3.88%, 02/15/2043 | $ 872,000 | $ 807,315 | ||||||
4.00%, 11/15/2052 | 1,172,000 | 1,103,923 | ||||||
4.13%, 08/15/2053 | 628,000 | 604,646 | ||||||
4.25%, 05/15/2039 - 02/15/2054 | 1,735,000 | 1,722,145 | ||||||
4.75%, 11/15/2043 - 11/15/2053 | 5,883,000 | 6,188,514 | ||||||
5.25%, 02/15/2029 | 736,800 | 769,812 | ||||||
U.S. Treasury Notes | ||||||||
0.25%, 05/31/2025 - 08/31/2025 | 2,056,000 | 1,936,490 | ||||||
0.63%, 05/15/2030 - 08/15/2030 | 7,390,400 | 5,944,689 | ||||||
0.88%, 06/30/2026 | 1,176,000 | 1,084,630 | ||||||
1.13%, 02/15/2031 | 4,043,000 | 3,317,945 | ||||||
1.38%, 11/15/2031 | 2,539,000 | 2,075,632 | ||||||
1.50%, 01/31/2027 - 02/15/2030 | 3,702,500 | 3,244,348 | ||||||
1.63%, 02/15/2026 - 05/15/2031 | 18,175,600 | 16,112,990 | ||||||
2.25%, 11/15/2027 | 452,700 | 421,294 | ||||||
2.63%, 02/15/2029 | 529,000 | 491,701 | ||||||
2.75%, 08/15/2032 | 404,000 | 362,669 | ||||||
2.88%, 05/15/2028 - 05/15/2032 | 3,137,700 | 2,918,560 | ||||||
3.13%, 11/15/2028 | 3,192,000 | 3,042,001 | ||||||
3.50%, 01/31/2028 - 02/15/2033 | 1,732,900 | 1,672,427 | ||||||
3.63%, 05/31/2028 | 1,286,000 | 1,254,051 | ||||||
3.88%, 08/15/2033 | 451,800 | 440,223 | ||||||
4.00%, 06/30/2028 - 02/15/2034 | 2,955,000 | 2,912,456 | ||||||
4.13%, 09/30/2027 - 11/15/2032 | 3,560,300 | 3,538,412 | ||||||
4.38%, 08/31/2028 - 11/30/2028 | 4,181,000 | 4,203,369 | ||||||
4.63%, 06/30/2025 | 1,183,000 | 1,178,841 | ||||||
|
| |||||||
97,515,194 | ||||||||
|
| |||||||
U.S. Treasury Inflation-Protected Securities - 1.8% |
| |||||||
U.S. Treasury Inflation-Protected Indexed Bonds | ||||||||
0.25%, 02/15/2050 | 2,114,888 | 1,339,196 | ||||||
1.75%, 01/15/2028 | 947,421 | 940,102 | ||||||
2.50%, 01/15/2029 | 3,546,116 | 3,646,042 | ||||||
U.S. Treasury Inflation-Protected Indexed Notes | ||||||||
0.13%, 07/15/2030 | 1,932,929 | 1,743,369 | ||||||
|
| |||||||
7,668,709 | ||||||||
|
| |||||||
Total U.S. Government Obligations |
| 105,183,903 | ||||||
|
| |||||||
Shares | Value | |||||||
PREFERRED STOCK - 0.1% |
| |||||||
Banks - 0.1% | ||||||||
Citigroup Capital XIII, | ||||||||
3-Month Term SOFR + 6.63%, 11.95% (B) | 11,475 | 338,168 | ||||||
|
| |||||||
Total Preferred Stock |
| 338,168 | ||||||
|
| |||||||
Principal | Value | |||||||
COMMERCIAL PAPER - 16.1% | ||||||||
Banks - 4.0% | ||||||||
DNB Bank ASA | ||||||||
5.47% (G), 06/20/2024 (A) | $ 4,200,000 | 4,148,091 | ||||||
ING US Funding LLC | ||||||||
5.88% (G), 04/30/2024 (A) | 4,200,000 | 4,179,233 |
Transamerica Series Trust | Page 10 |
Transamerica Aegon Core Bond VP
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Principal | Value | |||||||
COMMERCIAL PAPER (continued) | ||||||||
Banks (continued) | ||||||||
Korea Development Bank | ||||||||
5.88% (G), 04/10/2024 | $ 4,200,000 | $ 4,191,908 | ||||||
Nordea Bank Abp | ||||||||
5.39% (G), 09/03/2024 (A) | 4,215,000 | 4,117,027 | ||||||
|
| |||||||
16,636,259 | ||||||||
|
| |||||||
Financial Services - 9.1% |
| |||||||
Alinghi Funding Co. LLC | ||||||||
5.85% (G), 05/07/2024 (A) | 4,200,000 | 4,174,800 | ||||||
Britannia Funding Co. LLC | ||||||||
5.50% (G), 09/06/2024 (A) | 4,200,000 | 4,098,923 | ||||||
Glencove Funding LLC | ||||||||
5.56% (G), 06/17/2024 (A) | 4,200,000 | 4,149,320 | ||||||
Gotham Funding Corp. | ||||||||
5.47% (G), 09/09/2024 (A) | 4,206,000 | 4,103,444 | ||||||
GTA Funding LLC | ||||||||
5.46% (G), 08/19/2024 (A) | 4,370,000 | 4,276,429 | ||||||
Liberty Street Funding LLC | ||||||||
5.89% (G), 05/01/2024 (A) | 4,200,000 | 4,178,699 | ||||||
LMA-Americas LLC | ||||||||
5.68% (G), 05/17/2024 (A) | 4,200,000 | 4,168,519 | ||||||
Mont Blanc Capital Corp. | ||||||||
5.65% (G), 04/15/2024 (A) | 4,200,000 | 4,188,767 | ||||||
Sheffield Receivables Co. LLC | ||||||||
5.48% (G), 09/03/2024 (A) | 4,215,000 | 4,115,329 | ||||||
|
| |||||||
37,454,230 | ||||||||
|
| |||||||
Health Care Providers & Services - 1.0% |
| |||||||
Columbia Funding Co. LLC | ||||||||
5.48% (G), 09/04/2024 (A) | 4,200,000 | 4,099,698 | ||||||
|
| |||||||
Pharmaceuticals - 1.0% |
| |||||||
Pfizer, Inc. | ||||||||
5.59% (G), 06/04/2024 (A) | 4,200,000 | 4,157,657 | ||||||
|
| |||||||
Software - 1.0% |
| |||||||
Microsoft Corp. | ||||||||
5.57% (G), 06/03/2024 (A) | 4,200,000 | 4,158,668 | ||||||
|
| |||||||
Total Commercial Paper |
| 66,506,512 | ||||||
|
| |||||||
SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 2.2% |
| |||||||
U.S. Treasury Bills | ||||||||
5.34% (G), 05/02/2024 | 2,613,000 | 2,601,121 | ||||||
5.36% (G), 06/20/2024 | 4,298,000 | 4,248,176 | ||||||
5.38% (G), 06/13/2024 | 1,725,800 | 1,707,548 | ||||||
5.39% (G), 06/13/2024 | 641,200 | 634,419 | ||||||
|
| |||||||
Total Short-Term U.S. Government Obligations |
| 9,191,264 | ||||||
|
| |||||||
Shares | Value | |||||||
OTHER INVESTMENT COMPANY - 0.3% |
| |||||||
Securities Lending Collateral - 0.3% | ||||||||
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 5.29% (G) | 1,251,070 | 1,251,070 | ||||||
|
| |||||||
Total Other Investment Company |
| 1,251,070 | ||||||
|
|
Principal | Value | |||||||
REPURCHASE AGREEMENT - 1.3% |
| |||||||
Fixed Income Clearing Corp., 2.50% (G), dated 03/28/2024, to be repurchased at $5,296,040 on 04/01/2024. Collateralized by a U.S. Government Obligation, 4.25%, due 12/31/2025, and with a value of $5,400,482. | $ 5,294,569 | $ 5,294,569 | ||||||
|
| |||||||
Total Repurchase Agreement | 5,294,569 | |||||||
|
| |||||||
Total Investments | 486,054,997 | |||||||
Net Other Assets (Liabilities) - (17.5)% | (72,277,714 | ) | ||||||
|
| |||||||
Net Assets - 100.0% | $ 413,777,283 | |||||||
|
|
Transamerica Series Trust | Page 11 |
Transamerica Aegon Core Bond VP
SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
INVESTMENT VALUATION:
Valuation Inputs (I)
Level 1 - Unadjusted Quoted Prices | Level 2 - Other Significant Observable Inputs | Level 3 - Significant Unobservable Inputs | Value | |||||||||||||
ASSETS |
| |||||||||||||||
Investments |
| |||||||||||||||
Asset-Backed Securities | $ | — | $ | 23,466,981 | $ | — | $ | 23,466,981 | ||||||||
Corporate Debt Securities | — | 143,533,954 | — | 143,533,954 | ||||||||||||
Foreign Government Obligations | — | 1,464,232 | — | 1,464,232 | ||||||||||||
Mortgage-Backed Securities | — | 25,813,858 | — | 25,813,858 | ||||||||||||
U.S. Government Agency Obligations | — | 104,010,486 | — | 104,010,486 | ||||||||||||
U.S. Government Obligations | — | 105,183,903 | — | 105,183,903 | ||||||||||||
Preferred Stock | 338,168 | — | — | 338,168 | ||||||||||||
Commercial Paper | — | 66,506,512 | — | 66,506,512 | ||||||||||||
Short-Term U.S. Government Obligations | — | 9,191,264 | — | 9,191,264 | ||||||||||||
Other Investment Company | 1,251,070 | — | — | 1,251,070 | ||||||||||||
Repurchase Agreement | — | 5,294,569 | — | 5,294,569 | ||||||||||||
|
|
|
|
|
|
|
| |||||||||
Total Investments | $ | 1,589,238 | $ | 484,465,759 | $ | — | $ | 486,054,997 | ||||||||
|
|
|
|
|
|
|
|
FOOTNOTES TO SCHEDULE OF INVESTMENTS:
(A) | 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 March 31, 2024, the total value of 144A securities is $142,372,321, representing 34.4% of the Portfolio’s net assets. | |
(B) | Floating or variable rate securities. The rates disclosed are as of March 31, 2024. For securities based on a published reference rate and spread, the reference rate and spread are indicated within the description. Variable rate securities with a floor or ceiling feature are disclosed at the inherent rate, where applicable. Certain variable rate securities are not based on a published reference rate and spread, but are determined by the issuer or agent and are based on current market conditions; these securities do not indicate a reference rate and spread in the description. | |
(C) | All or a portion of the securities are on loan. The total value of all securities on loan is $1,226,078, collateralized by cash collateral of $1,251,070. 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. | |
(D) | Perpetual maturity. The date displayed is the next call date. | |
(E) | Percentage rounds to less than 0.1% or (0.1)%. | |
(F) | Rounds to less than $1 or $(1). | |
(G) | Rates disclosed reflect the yields at March 31, 2024. | |
(H) | When-issued, delayed-delivery and/or forward commitment (including TBAs) securities. Securities to be settled and delivered after March 31, 2024. Securities may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement. | |
(I) | 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. |
PORTFOLIO ABBREVIATIONS:
CMT | Constant Maturity Treasury | |
MTA | Month Treasury Average | |
REIT | Real Estate Investment Trust | |
RFUCC | Refinitiv USD IBOR Consumer Cash Fallbacks | |
SOFR | Secured Overnight Financing Rate | |
STRIPS | Separate Trading of Registered Interest and Principal of Securities | |
TBA | To Be Announced |
Transamerica Series Trust | Page 12 |
Transamerica Aegon Core Bond VP
NOTES TO SCHEDULE OF INVESTMENTS
At March 31, 2024
(unaudited)
INVESTMENT VALUATION
Transamerica Aegon Core Bond 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:
Asset-backed securities: The fair value of asset-backed securities is estimated based on models that consider the estimated cash flows of each tranche of the entity, establish a benchmark yield, and develop an estimated tranche specific spread to the benchmark yield based on the unique attributes of the tranche. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise they would be categorized in Level 3.
Corporate debt securities: The fair value of corporate debt securities is estimated using various techniques, which consider recently executed transactions in securities of the issuer or comparable issuers, market price quotations (where observable), bond spreads, fundamental data relating to the issuer, and credit default swap spreads adjusted for any basis difference between cash and derivative instruments. While most corporate debt securities are categorized in Level 2 of the fair value hierarchy, in instances where lower relative weight is placed on transaction prices, quotations, or similar observable inputs, they are categorized in Level 3.
Foreign government obligations: Foreign government obligations are normally valued using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers, and reference data. Certain securities are valued by principally using dealer quotations. Foreign government obligations generally are categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.
Mortgage-backed securities: The fair value of mortgage-backed securities is estimated based on models that consider issuer type, coupon, cash flows, mortgage prepayment projection tables and adjustable rate mortgage evaluations that incorporate index data, periodic life caps and the next coupon reset date. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise they are categorized in Level 3.
Transamerica Series Trust | Page 13 |
Transamerica Aegon Core Bond VP
NOTES TO SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
U.S. government agency obligations: U.S. government agency obligations are comprised of two main categories consisting of agency issued debt and mortgage pass-throughs. Generally, agency issued debt securities are valued in a manner similar to U.S. government obligations. Mortgage pass-throughs include to be announced (“TBA”) securities and mortgage pass-through certificates. Generally, TBA securities and mortgage pass-throughs are valued using dealer quotations. Depending on market activity levels and whether quotations or other observable data are used, these securities are typically categorized in Level 2 of the fair value hierarchy; otherwise they would be categorized in Level 3.
U.S. government obligations: U.S. government obligations are normally valued using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers, and reference data. Certain securities are valued by principally using dealer quotations. U.S. government obligations generally are categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.
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.
Commercial paper: Commercial paper is valued using amortized cost, which approximates fair value. The values are generally categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.
Short-term notes: The Portfolio normally values short-term government and U.S. government agency securities using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers and reference data. Certain securities are valued by principally using dealer quotations. Short-term government and U.S. government agency securities generally are categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.
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 | Page 14 |