Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS
At March 31, 2024
(unaudited)
Shares | Value | |||||||
COMMON STOCKS - 27.8% | ||||||||
Australia - 1.0% | ||||||||
Ampol Ltd. | 2,014 | $ 52,221 | ||||||
ANZ Group Holdings Ltd. | 26,616 | 509,923 | ||||||
APA Group | 10,994 | 60,251 | ||||||
Aristocrat Leisure Ltd. | 4,971 | 139,292 | ||||||
ASX Ltd. | 1,642 | 71,070 | ||||||
Aurizon Holdings Ltd. | 15,428 | 40,215 | ||||||
BHP Group Ltd. | 43,367 | 1,251,075 | ||||||
BlueScope Steel Ltd. | 3,853 | 59,883 | ||||||
Brambles Ltd. | 11,950 | 125,764 | ||||||
CAR Group Ltd. | 3,059 | 71,922 | ||||||
Cochlear Ltd. | 552 | 121,410 | ||||||
Coles Group Ltd. | 11,353 | 125,325 | ||||||
Commonwealth Bank of Australia | 14,214 | 1,114,656 | ||||||
Computershare Ltd. | 4,563 | 77,637 | ||||||
CSL Ltd. | 4,103 | 769,817 | ||||||
Dexus, REIT | 9,089 | 46,850 | ||||||
EBOS Group Ltd. | 1,506 | 30,817 | ||||||
Endeavour Group Ltd. | 12,455 | 44,721 | ||||||
Fortescue Ltd. | 14,322 | 239,856 | ||||||
Goodman Group, REIT | 14,626 | 322,244 | ||||||
GPT Group, REIT | 16,320 | 48,602 | ||||||
IDP Education Ltd. (A) | 2,303 | 26,893 | ||||||
IGO Ltd. | 5,923 | 27,288 | ||||||
Insurance Australia Group Ltd. | 20,829 | 86,869 | ||||||
Lottery Corp. Ltd. | 18,922 | 63,502 | ||||||
Macquarie Group Ltd. | 3,133 | 407,711 | ||||||
Medibank Pvt Ltd. | 23,398 | 57,330 | ||||||
Mineral Resources Ltd. | 1,513 | 69,874 | ||||||
Mirvac Group, REIT | 33,939 | 52,195 | ||||||
National Australia Bank Ltd. | 27,376 | 617,963 | ||||||
Northern Star Resources Ltd. | 9,998 | 94,275 | ||||||
Orica Ltd. | 3,864 | 45,978 | ||||||
Origin Energy Ltd. | 14,753 | 88,447 | ||||||
Pilbara Minerals Ltd. (A) | 25,104 | 62,655 | ||||||
Qantas Airways Ltd. (B) | 7,291 | 25,894 | ||||||
QBE Insurance Group Ltd. | 12,755 | 150,693 | ||||||
Quintis Australia Pty. Ltd. (C) (D) (E) | 1,725,383 | 1 | ||||||
Ramsay Health Care Ltd. | 1,538 | 56,636 | ||||||
REA Group Ltd. | 446 | 53,904 | ||||||
Reece Ltd. | 1,915 | 35,066 | ||||||
Rio Tinto Ltd. | 3,162 | 250,889 | ||||||
Santos Ltd. | 27,520 | 138,984 | ||||||
Scentre Group, REIT | 44,064 | 97,341 | ||||||
SEEK Ltd. | 3,065 | 50,032 | ||||||
Sonic Healthcare Ltd. | 3,828 | 73,364 | ||||||
South32 Ltd. | 39,142 | 76,521 | ||||||
Stockland, REIT | 20,290 | 64,127 | ||||||
Suncorp Group Ltd. | 10,830 | 115,600 | ||||||
Telstra Group Ltd. | 34,544 | 86,891 | ||||||
Transurban Group | 26,207 | 227,476 | ||||||
Treasury Wine Estates Ltd. | 6,782 | 55,023 | ||||||
Vicinity Ltd., REIT | 32,882 | 45,641 | ||||||
Washington H Soul Pattinson & Co. Ltd. | 1,968 | 43,103 | ||||||
Wesfarmers Ltd. | 9,559 | 426,072 | ||||||
Westpac Banking Corp. | 29,871 | 508,048 | ||||||
WiseTech Global Ltd. | 1,404 | 85,956 | ||||||
Woodside Energy Group Ltd. | 15,937 | 316,753 | ||||||
Woolworths Group Ltd. | 10,327 | 223,220 | ||||||
|
| |||||||
10,231,766 | ||||||||
|
|
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Austria - 0.1% | ||||||||
Erste Group Bank AG | 13,929 | $ 620,628 | ||||||
OMV AG | 1,521 | 71,971 | ||||||
Verbund AG | 707 | 51,676 | ||||||
voestalpine AG | 1,184 | 33,211 | ||||||
|
| |||||||
777,486 | ||||||||
|
| |||||||
Belgium - 0.2% | ||||||||
Ageas SA | 1,474 | 68,252 | ||||||
Anheuser-Busch InBev SA | 7,958 | 484,737 | ||||||
D’ieteren Group | 198 | 43,919 | ||||||
Elia Group SA | 271 | 29,237 | ||||||
Groupe Bruxelles Lambert NV (D) | 614 | 46,413 | ||||||
Groupe Bruxelles Lambert NV | 199 | 15,041 | ||||||
KBC Group NV | 9,855 | 738,078 | ||||||
Lotus Bakeries NV | 4 | 38,623 | ||||||
Sofina SA (A) | 140 | 31,416 | ||||||
Syensqo SA (B) | 739 | 69,984 | ||||||
UCB SA | 1,153 | 142,304 | ||||||
Umicore SA | 1,936 | 41,762 | ||||||
Warehouses De Pauw CVA, REIT | 1,621 | 46,274 | ||||||
|
| |||||||
1,796,040 | ||||||||
|
| |||||||
Bermuda - 0.0% (F) | ||||||||
Arch Capital Group Ltd. (B) | 1,040 | 96,138 | ||||||
Everest Group Ltd. | 131 | 52,072 | ||||||
Liberty Global Ltd., Class C (B) | 664 | 11,713 | ||||||
|
| |||||||
159,923 | ||||||||
|
| |||||||
Canada - 1.7% | ||||||||
Agnico Eagle Mines Ltd. | 4,347 | 259,206 | ||||||
Air Canada (B) | 1,523 | 22,049 | ||||||
Algonquin Power & Utilities Corp. (A) | 5,767 | 36,444 | ||||||
Alimentation Couche-Tard, Inc. | 6,685 | 381,542 | ||||||
AltaGas Ltd. | 2,443 | 53,962 | ||||||
ARC Resources Ltd. (A) | 5,489 | 97,862 | ||||||
Bank of Montreal | 6,184 | 603,768 | ||||||
Bank of Nova Scotia (A) | 10,509 | 543,624 | ||||||
Barrick Gold Corp. | 15,383 | 255,863 | ||||||
BCE, Inc. | 677 | 23,006 | ||||||
Brookfield Asset Management Ltd., Class A | 3,041 | 127,742 | ||||||
Brookfield Corp. | 12,117 | 507,026 | ||||||
BRP, Inc. | 325 | 21,822 | ||||||
CAE, Inc. (B) | 2,751 | 56,805 | ||||||
Cameco Corp. | 3,655 | 158,229 | ||||||
Canadian Apartment Properties, REIT | 760 | 26,084 | ||||||
Canadian Imperial Bank of Commerce (A) | 8,036 | 407,391 | ||||||
Canadian National Railway Co. | 4,883 | 643,004 | ||||||
Canadian Natural Resources Ltd. | 9,649 | 736,061 | ||||||
Canadian Pacific Kansas City Ltd. | 8,051 | 709,853 | ||||||
Canadian Tire Corp. Ltd., Class A (A) | 491 | 48,971 | ||||||
Canadian Utilities Ltd., Class A | 1,225 | 27,899 | ||||||
CCL Industries, Inc., Class B | 1,275 | 65,164 | ||||||
Cenovus Energy, Inc. | 12,682 | 253,537 | ||||||
CGI, Inc. (B) | 1,820 | 200,791 | ||||||
Constellation Software, Inc. | 188 | 513,528 | ||||||
Descartes Systems Group, Inc. (B) | 775 | 70,889 | ||||||
Dollarama, Inc. | 2,442 | 186,032 | ||||||
Element Fleet Management Corp. | 3,474 | 56,141 | ||||||
Emera, Inc. | 2,387 | 84,004 | ||||||
Empire Co. Ltd., Class A | 1,334 | 32,578 | ||||||
Enbridge, Inc. | 18,514 | 669,049 | ||||||
Fairfax Financial Holdings Ltd. | 197 | 212,351 | ||||||
First Quantum Minerals Ltd. | 5,148 | 55,336 | ||||||
FirstService Corp. | 373 | 61,751 |
Transamerica Series Trust | Page 1 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Canada (continued) | ||||||||
Fortis, Inc. | 4,312 | $ 170,373 | ||||||
Franco-Nevada Corp. | 1,748 | 208,281 | ||||||
George Weston Ltd. | 575 | 77,687 | ||||||
GFL Environmental, Inc. | 1,904 | 65,657 | ||||||
Gildan Activewear, Inc. | 1,476 | 54,777 | ||||||
Great-West Lifeco, Inc. | 2,374 | 75,923 | ||||||
Hydro One Ltd. (G) | 2,906 | 84,742 | ||||||
iA Financial Corp., Inc. | 940 | 58,397 | ||||||
IGM Financial, Inc. | 775 | 19,985 | ||||||
Imperial Oil Ltd. | 1,670 | 115,188 | ||||||
Intact Financial Corp. | 1,557 | 252,927 | ||||||
Ivanhoe Mines Ltd., Class A (A) (B) | 5,259 | 62,741 | ||||||
Keyera Corp. | 1,947 | 50,150 | ||||||
Kinross Gold Corp. | 10,762 | 66,024 | ||||||
Loblaw Cos. Ltd. | 1,358 | 150,482 | ||||||
Lululemon Athletica, Inc. (B) | 360 | 140,634 | ||||||
Lundin Mining Corp. | 5,728 | 58,610 | ||||||
Magna International, Inc. | 2,335 | 127,201 | ||||||
Manulife Financial Corp. | 15,428 | 385,316 | ||||||
MEG Energy Corp. (B) | 2,500 | 57,399 | ||||||
Metro, Inc. | 1,932 | 103,721 | ||||||
National Bank of Canada (A) | 2,942 | 247,731 | ||||||
Northland Power, Inc. (A) | 2,243 | 36,645 | ||||||
Nutrien Ltd. | 4,368 | 237,305 | ||||||
Onex Corp. | 634 | 47,493 | ||||||
Open Text Corp. | 2,287 | 88,741 | ||||||
Pan American Silver Corp. | 3,253 | 49,039 | ||||||
Parkland Corp. | 1,328 | 42,294 | ||||||
Pembina Pipeline Corp. | 4,808 | 169,702 | ||||||
Power Corp. of Canada (A) | 5,003 | 140,278 | ||||||
Quebecor, Inc., Class B | 1,325 | 29,042 | ||||||
RB Global, Inc. | 1,581 | 120,418 | ||||||
Restaurant Brands International, Inc. (A) | 2,425 | 192,579 | ||||||
RioCan, REIT | 1,271 | 17,331 | ||||||
Rogers Communications, Inc., Class B | 3,101 | 127,057 | ||||||
Royal Bank of Canada | 12,014 | 1,211,733 | ||||||
Saputo, Inc. | 2,137 | 42,044 | ||||||
Shopify, Inc., Class A (B) | 10,566 | 815,139 | ||||||
Stantec, Inc. | 1,029 | 85,432 | ||||||
Sun Life Financial, Inc. | 5,033 | 274,622 | ||||||
Suncor Energy, Inc. | 11,523 | 425,259 | ||||||
TC Energy Corp. (A) | 8,909 | 358,057 | ||||||
Teck Resources Ltd., Class B | 3,959 | 181,210 | ||||||
TELUS Corp. | 4,179 | 66,855 | ||||||
TFI International, Inc. | 770 | 122,786 | ||||||
Thomson Reuters Corp. | 1,359 | 211,493 | ||||||
TMX Group Ltd. | 2,356 | 62,146 | ||||||
Toromont Industries Ltd. | 764 | 73,521 | ||||||
Toronto-Dominion Bank | 15,824 | 955,012 | ||||||
Tourmaline Oil Corp. | 2,915 | 136,287 | ||||||
Waste Connections, Inc. | 685 | 117,827 | ||||||
West Fraser Timber Co. Ltd. | 534 | 46,109 | ||||||
Wheaton Precious Metals Corp. | 3,960 | 186,518 | ||||||
WSP Global, Inc. | 1,154 | 192,335 | ||||||
|
| |||||||
17,705,619 | ||||||||
|
| |||||||
Chile - 0.0% (F) | ||||||||
Antofagasta PLC | 3,441 | 88,555 | ||||||
|
| |||||||
Denmark - 0.5% | ||||||||
AP Moller - Maersk AS, Class A | 26 | 33,314 | ||||||
AP Moller - Maersk AS, Class B | 41 | 53,457 | ||||||
Carlsberg AS, Class B | 855 | 117,088 | ||||||
Coloplast AS, Class B | 1,172 | 158,240 | ||||||
Danske Bank AS | 6,036 | 181,179 | ||||||
Demant AS (B) | 884 | 43,938 | ||||||
DSV AS | 1,617 | 262,851 |
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Denmark (continued) | ||||||||
Genmab AS (B) | 601 | $ 180,197 | ||||||
Novo Nordisk AS, Class B | 28,728 | 3,685,037 | ||||||
Novonesis (Novozymes) B, B Shares | 3,234 | 190,229 | ||||||
Orsted AS (B) (G) | 1,622 | 90,635 | ||||||
Pandora AS | 734 | 118,472 | ||||||
Rockwool AS, B Shares (B) | 82 | 26,980 | ||||||
Tryg AS | 3,037 | 62,606 | ||||||
Vestas Wind Systems AS (B) | 8,899 | 248,225 | ||||||
|
| |||||||
5,452,448 | ||||||||
|
| |||||||
Finland - 0.3% | ||||||||
Elisa OYJ | 1,279 | 57,057 | ||||||
Fortum OYJ (A) | 4,142 | 51,143 | ||||||
Kesko OYJ, B Shares | 2,510 | 46,887 | ||||||
Kone OYJ, Class B | 3,069 | 142,836 | ||||||
Metso OYJ | 6,039 | 71,699 | ||||||
Neste OYJ | 3,827 | 103,632 | ||||||
Nokia OYJ | 48,355 | 171,684 | ||||||
Nordea Bank Abp | 125,352 | 1,415,921 | ||||||
Orion OYJ, Class B | 982 | 36,625 | ||||||
Sampo OYJ, A Shares | 4,100 | 174,786 | ||||||
Stora Enso OYJ, R Shares | 5,426 | 75,427 | ||||||
UPM-Kymmene OYJ | 4,978 | 165,788 | ||||||
Wartsila OYJ Abp | 4,365 | 66,352 | ||||||
|
| |||||||
2,579,837 | ||||||||
|
| |||||||
France - 2.2% | ||||||||
Accor SA | 1,831 | 85,534 | ||||||
Aeroports de Paris SA | 322 | 44,153 | ||||||
Air Liquide SA | 4,859 | 1,010,893 | ||||||
Airbus SE | 5,559 | 1,023,864 | ||||||
Alstom SA (A) | 2,717 | 41,418 | ||||||
Amundi SA (G) | 574 | 39,416 | ||||||
Arkema SA | 554 | 58,298 | ||||||
AXA SA | 16,852 | 632,964 | ||||||
BioMerieux | 386 | 42,581 | ||||||
BNP Paribas SA | 41,374 | 2,939,749 | ||||||
Bollore SE | 6,923 | 46,232 | ||||||
Bouygues SA | 1,779 | 72,606 | ||||||
Bureau Veritas SA | 2,733 | 83,383 | ||||||
Capgemini SE | 1,447 | 332,982 | ||||||
Carrefour SA | 5,365 | 91,885 | ||||||
Cie de Saint-Gobain SA | 4,192 | 325,306 | ||||||
Cie Generale des Etablissements Michelin SCA | 6,325 | 242,379 | ||||||
Covivio SA, REIT | 471 | 24,238 | ||||||
Credit Agricole SA | 42,128 | 627,934 | ||||||
Danone SA | 5,977 | 386,188 | ||||||
Dassault Aviation SA | 194 | 42,696 | ||||||
Dassault Systemes SE | 6,202 | 274,600 | ||||||
Edenred SE | 2,330 | 124,329 | ||||||
Eiffage SA | 681 | 77,253 | ||||||
Engie SA | 17,034 | 285,029 | ||||||
EssilorLuxottica SA | 2,736 | 618,978 | ||||||
Eurazeo SE | 405 | 35,501 | ||||||
Gecina SA, REIT | 430 | 43,909 | ||||||
Getlink SE | 3,336 | 56,793 | ||||||
Hermes International SCA | 293 | 747,900 | ||||||
Ipsen SA | 353 | 42,006 | ||||||
Kering SA | 688 | 271,923 | ||||||
Klepierre SA, REIT (A) | 2,009 | 52,018 | ||||||
L’Oreal SA | 2,238 | 1,059,105 | ||||||
La Francaise des Jeux SAEM (G) | 975 | 39,740 | ||||||
Legrand SA | 2,474 | 262,156 | ||||||
LVMH Moet Hennessy Louis Vuitton SE | 2,576 | 2,316,950 | ||||||
Orange SA | 17,237 | 202,475 |
Transamerica Series Trust | Page 2 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
France (continued) | ||||||||
Pernod Ricard SA | 1,905 | $ 308,179 | ||||||
Pluxee NV (B) | 819 | 24,210 | ||||||
Publicis Groupe SA | 2,118 | 230,900 | ||||||
Remy Cointreau SA | 217 | 21,875 | ||||||
Renault SA | 1,789 | 90,317 | ||||||
Safran SA | 3,181 | 720,854 | ||||||
Sanofi SA | 10,549 | 1,035,196 | ||||||
Sartorius Stedim Biotech (B) | 259 | 73,851 | ||||||
Schneider Electric SE | 5,059 | 1,144,249 | ||||||
SEB SA | 232 | 29,685 | ||||||
Societe Generale SA | 29,116 | 779,327 | ||||||
Sodexo SA | 819 | 70,227 | ||||||
STMicroelectronics NV | 6,364 | 274,083 | ||||||
Teleperformance SE | 544 | 52,867 | ||||||
Thales SA | 987 | 168,296 | ||||||
TotalEnergies SE | 21,175 | 1,449,950 | ||||||
Unibail-Rodamco-Westfield, REIT (B) | 1,100 | 88,412 | ||||||
Veolia Environnement SA | 6,290 | 204,461 | ||||||
Vinci SA | 4,749 | 608,462 | ||||||
Vivendi SE | 6,273 | 68,353 | ||||||
Worldline SA (B) (G) | 2,250 | 27,867 | ||||||
|
| |||||||
22,176,985 | ||||||||
|
| |||||||
Germany - 1.3% | ||||||||
adidas AG | 1,510 | 337,216 | ||||||
Allianz SE | 3,772 | 1,130,485 | ||||||
BASF SE | 8,244 | 470,761 | ||||||
Bayer AG | 9,223 | 282,885 | ||||||
Bayerische Motoren Werke AG | 2,964 | 342,027 | ||||||
Bechtle AG | 767 | 40,530 | ||||||
Beiersdorf AG | 928 | 135,108 | ||||||
Brenntag SE | 1,300 | 109,508 | ||||||
Carl Zeiss Meditec AG | 345 | 43,101 | ||||||
Commerzbank AG | 41,604 | 571,379 | ||||||
Continental AG | 1,031 | 74,412 | ||||||
Covestro AG (B) (G) | 1,814 | 99,182 | ||||||
Daimler Truck Holding AG | 4,935 | 250,021 | ||||||
Delivery Hero SE (B) (G) | 1,692 | 48,401 | ||||||
Deutsche Bank AG | 18,058 | 284,085 | ||||||
Deutsche Boerse AG | 1,769 | 361,944 | ||||||
Deutsche Lufthansa AG (B) | 5,618 | 44,130 | ||||||
Deutsche Post AG | 9,196 | 396,001 | ||||||
Deutsche Telekom AG | 30,172 | 732,399 | ||||||
E.ON SE | 20,835 | 289,627 | ||||||
Evonik Industries AG | 2,156 | 42,624 | ||||||
Fresenius Medical Care AG | 1,904 | 73,230 | ||||||
Fresenius SE & Co. KGaA | 3,902 | 105,242 | ||||||
GEA Group AG | 1,533 | 64,815 | ||||||
Hannover Rueck SE | 556 | 152,180 | ||||||
Heidelberg Materials AG | 1,289 | 141,775 | ||||||
HelloFresh SE (A) (B) | 1,461 | 10,390 | ||||||
Henkel AG & Co. KGaA | 958 | 68,999 | ||||||
Infineon Technologies AG | 12,117 | 411,977 | ||||||
Knorr-Bremse AG | 682 | 51,578 | ||||||
LEG Immobilien SE (B) | 691 | 59,326 | ||||||
Mercedes-Benz Group AG | 7,454 | 593,561 | ||||||
Merck KGaA | 1,230 | 217,095 | ||||||
MTU Aero Engines AG | 517 | 131,186 | ||||||
Muenchener Rueckversicherungs-Gesellschaft AG | 1,270 | 619,714 | ||||||
Nemetschek SE | 531 | 52,544 | ||||||
Puma SE | 986 | 44,699 | ||||||
Rational AG | 47 | 40,514 | ||||||
Rheinmetall AG | 406 | 228,205 | ||||||
RWE AG | 5,850 | 198,553 | ||||||
SAP SE | 9,757 | 1,899,583 |
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Germany (continued) | ||||||||
Scout24 SE (G) | 691 | $ 52,080 | ||||||
Siemens AG | 7,100 | 1,355,484 | ||||||
Siemens Healthineers AG (B) (G) | 2,618 | 160,202 | ||||||
Symrise AG | 1,236 | 147,947 | ||||||
Talanx AG | 594 | 47,037 | ||||||
Volkswagen AG | 273 | 41,705 | ||||||
Vonovia SE | 6,795 | 200,864 | ||||||
Wacker Chemie AG | 171 | 19,288 | ||||||
Zalando SE (B) (G) | 2,111 | 60,330 | ||||||
|
| |||||||
13,335,929 | ||||||||
|
| |||||||
Hong Kong - 0.3% | ||||||||
AIA Group Ltd. | 99,983 | 671,288 | ||||||
BOC Hong Kong Holdings Ltd. | 32,080 | 85,867 | ||||||
Budweiser Brewing Co. APAC Ltd. (G) | 15,045 | 22,144 | ||||||
CK Asset Holdings Ltd. | 17,092 | 70,317 | ||||||
CK Hutchison Holdings Ltd. | 23,843 | 115,150 | ||||||
CK Infrastructure Holdings Ltd. | 5,343 | 31,265 | ||||||
CLP Holdings Ltd. | 14,334 | 114,186 | ||||||
ESR Group Ltd. (G) | 19,414 | 20,761 | ||||||
Futu Holdings Ltd., ADR (B) | 504 | 27,292 | ||||||
Galaxy Entertainment Group Ltd. | 19,655 | 98,691 | ||||||
Hang Lung Properties Ltd. | 15,505 | 15,887 | ||||||
Hang Seng Bank Ltd. | 6,590 | 72,115 | ||||||
Henderson Land Development Co. Ltd. | 12,255 | 34,916 | ||||||
HKT Trust & HKT Ltd. | 33,603 | 39,198 | ||||||
Hong Kong & China Gas Co. Ltd. | 96,470 | 73,090 | ||||||
Hong Kong Exchanges & Clearing Ltd. | 10,519 | 306,153 | ||||||
Hongkong Land Holdings Ltd. | 9,608 | 29,497 | ||||||
Jardine Matheson Holdings Ltd. | 1,395 | 52,033 | ||||||
Link, REIT | 22,802 | 98,032 | ||||||
MTR Corp. Ltd. | 13,341 | 43,976 | ||||||
New World Development Co. Ltd. (A) | 12,931 | 13,646 | ||||||
Power Assets Holdings Ltd. | 11,727 | 68,622 | ||||||
Prudential PLC | 24,863 | 233,160 | ||||||
Sino Land Co. Ltd. | 34,802 | 36,150 | ||||||
SITC International Holdings Co. Ltd. | 11,642 | 21,270 | ||||||
Sun Hung Kai Properties Ltd. | 12,388 | 119,418 | ||||||
Swire Pacific Ltd., Class A | 3,420 | 28,140 | ||||||
Swire Properties Ltd. | 10,096 | 21,206 | ||||||
Techtronic Industries Co. Ltd. | 11,595 | 157,180 | ||||||
WH Group Ltd. (G) | 73,667 | 48,566 | ||||||
Wharf Holdings Ltd. (A) | 9,162 | 30,084 | ||||||
Wharf Real Estate Investment Co. Ltd. | 14,614 | 47,519 | ||||||
Xinyi Glass Holdings Ltd. | 14,576 | 15,438 | ||||||
|
| |||||||
2,862,257 | ||||||||
|
| |||||||
Ireland - 0.4% | ||||||||
Accenture PLC, Class A | 1,847 | 640,189 | ||||||
AerCap Holdings NV (B) | 1,930 | 167,736 | ||||||
AIB Group PLC | 61,201 | 310,590 | ||||||
Allegion PLC | 272 | 36,641 | ||||||
Aptiv PLC (B) | 784 | 62,446 | ||||||
Bank of Ireland Group PLC | 41,052 | 418,530 | ||||||
CRH PLC | 6,288 | 541,897 | ||||||
DCC PLC | 871 | 63,322 | ||||||
Experian PLC | 8,127 | 354,294 | ||||||
Flutter Entertainment PLC (B) | 1,559 | 310,698 | ||||||
James Hardie Industries PLC, CDI (B) | 3,773 | 151,479 | ||||||
Jazz Pharmaceuticals PLC (B) | 184 | 22,157 | ||||||
Kerry Group PLC, Class A | 1,396 | 119,643 | ||||||
Kingspan Group PLC | 1,362 | 124,105 | ||||||
Medtronic PLC | 3,803 | 331,431 | ||||||
Smurfit Kappa Group PLC | 2,310 | 105,343 | ||||||
Trane Technologies PLC | 605 | 181,621 | ||||||
|
| |||||||
3,942,122 | ||||||||
|
|
Transamerica Series Trust | Page 3 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Israel - 0.1% | ||||||||
Azrieli Group Ltd. | 410 | $ 29,606 | ||||||
Bank Hapoalim BM | 12,281 | 115,166 | ||||||
Bank Leumi Le-Israel BM | 14,734 | 122,501 | ||||||
Check Point Software Technologies Ltd. (B) | 906 | 148,593 | ||||||
CyberArk Software Ltd. (B) | 404 | 107,315 | ||||||
Elbit Systems Ltd. | 258 | 53,897 | ||||||
Global-e Online Ltd. (B) | 875 | 31,806 | ||||||
ICL Group Ltd. | 7,479 | 39,542 | ||||||
Israel Discount Bank Ltd., Class A | 11,958 | 61,890 | ||||||
Mizrahi Tefahot Bank Ltd. | 1,493 | 55,995 | ||||||
Monday.com Ltd. (B) | 257 | 58,049 | ||||||
Nice Ltd. (B) | 612 | 159,323 | ||||||
Teva Pharmaceutical Industries Ltd., ADR (B) | 10,855 | 153,164 | ||||||
Wix.com Ltd. (B) | 526 | 72,314 | ||||||
|
| |||||||
1,209,161 | ||||||||
|
| |||||||
Italy - 0.8% | ||||||||
Amplifon SpA | 1,126 | 41,060 | ||||||
Assicurazioni Generali SpA | 9,343 | 236,470 | ||||||
Banco BPM SpA | 47,336 | 314,990 | ||||||
Davide Campari-Milano NV | 4,842 | 48,654 | ||||||
DiaSorin SpA | 207 | 19,987 | ||||||
Enel SpA | 74,556 | 492,180 | ||||||
Eni SpA | 21,819 | 344,806 | ||||||
Ferrari NV | 1,162 | 506,464 | ||||||
FinecoBank Banca Fineco SpA | 24,199 | 362,497 | ||||||
Infrastrutture Wireless Italiane SpA (G) | 3,125 | 35,501 | ||||||
Intesa Sanpaolo SpA | 610,249 | 2,214,088 | ||||||
Leonardo SpA | 3,733 | 93,757 | ||||||
Mediobanca Banca di Credito Finanziario SpA | 21,730 | 323,753 | ||||||
Moncler SpA | 1,893 | 141,284 | ||||||
Nexi SpA (B) (G) | 5,432 | 34,423 | ||||||
Poste Italiane SpA (G) | 4,813 | 60,259 | ||||||
Prysmian SpA | 2,421 | 126,390 | ||||||
Recordati Industria Chimica e Farmaceutica SpA | 950 | 52,516 | ||||||
Snam SpA | 18,559 | 87,618 | ||||||
Telecom Italia SpA (B) | 92,610 | 22,490 | ||||||
Terna - Rete Elettrica Nazionale | 12,827 | 106,002 | ||||||
UniCredit SpA | 62,957 | 2,389,127 | ||||||
|
| |||||||
8,054,316 | ||||||||
|
| |||||||
Jordan - 0.0% (F) | ||||||||
Hikma Pharmaceuticals PLC | 1,464 | 35,450 | ||||||
|
| |||||||
Luxembourg - 0.0% (F) | ||||||||
ArcelorMittal SA | 4,694 | 128,907 | ||||||
Eurofins Scientific SE | 1,260 | 80,311 | ||||||
Tenaris SA | 4,360 | 86,150 | ||||||
|
| |||||||
295,368 | ||||||||
|
| |||||||
Macau - 0.0% (F) | ||||||||
Sands China Ltd. (B) | 20,816 | 58,643 | ||||||
|
| |||||||
Netherlands - 1.1% | ||||||||
ABN AMRO Bank NV (G) | 18,921 | 323,545 | ||||||
Adyen NV (B) (G) | 212 | 358,627 | ||||||
Akzo Nobel NV | 1,637 | 122,177 | ||||||
Argenx SE (B) | 531 | 209,727 | ||||||
ASM International NV | 450 | 274,735 | ||||||
ASML Holding NV | 3,850 | 3,705,817 | ||||||
BE Semiconductor Industries NV | 739 | 113,133 | ||||||
DSM BV (B) (D) (E) | 1,957 | 202,686 |
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Netherlands (continued) | ||||||||
Euronext NV (G) | 794 | $ 75,553 | ||||||
EXOR NV | 2,158 | 239,917 | ||||||
Heineken Holding NV | 1,239 | 99,985 | ||||||
Heineken NV | 2,743 | 264,383 | ||||||
IMCD NV | 548 | 96,574 | ||||||
ING Groep NV, Series N | 143,877 | 2,366,510 | ||||||
JDE Peet’s NV | 930 | 19,525 | ||||||
Koninklijke Ahold Delhaize NV | 9,226 | 275,910 | ||||||
Koninklijke KPN NV | 32,150 | 120,218 | ||||||
Koninklijke Philips NV | 7,490 | 150,347 | ||||||
NN Group NV | 2,603 | 120,249 | ||||||
NXP Semiconductors NV | 703 | 174,182 | ||||||
OCI NV | 1,013 | 27,748 | ||||||
Prosus NV | 14,099 | 442,251 | ||||||
Qiagen NV (B) | 2,068 | 88,428 | ||||||
Randstad NV (A) | 1,059 | 55,891 | ||||||
Stellantis NV | 20,320 | 577,541 | ||||||
Universal Music Group NV | 7,798 | 234,551 | ||||||
Wolters Kluwer NV | 2,356 | 369,065 | ||||||
|
| |||||||
11,109,275 | ||||||||
|
| |||||||
New Zealand - 0.0% (F) | ||||||||
Auckland International Airport Ltd. | 12,817 | 63,940 | ||||||
Fisher & Paykel Healthcare Corp. Ltd. | 5,763 | 88,316 | ||||||
Mercury Ltd. | 6,774 | 28,047 | ||||||
Meridian Energy Ltd. | 12,267 | 43,314 | ||||||
Spark New Zealand Ltd. | 17,805 | 50,688 | ||||||
Xero Ltd. (B) | 1,233 | 107,120 | ||||||
|
| |||||||
381,425 | ||||||||
|
| |||||||
Norway - 0.1% | ||||||||
Adevinta ASA (B) | 3,135 | 32,862 | ||||||
Aker BP ASA | 2,849 | 71,457 | ||||||
DNB Bank ASA | 8,255 | 164,089 | ||||||
Equinor ASA | 8,084 | 216,767 | ||||||
Gjensidige Forsikring ASA | 1,780 | 25,836 | ||||||
Kongsberg Gruppen ASA | 782 | 53,995 | ||||||
Mowi ASA | 4,110 | 75,495 | ||||||
Norsk Hydro ASA | 11,582 | 63,648 | ||||||
Orkla ASA | 6,211 | 43,867 | ||||||
Salmar ASA | 645 | 42,569 | ||||||
Telenor ASA | 5,724 | 63,664 | ||||||
Yara International ASA | 1,490 | 47,247 | ||||||
|
| |||||||
901,496 | ||||||||
|
| |||||||
Philippines - 0.0% (F) | ||||||||
Aboitiz Equity Ventures, Inc. | 5,921 | 4,935 | ||||||
Ayala Corp. | 868 | 9,882 | ||||||
Ayala Land, Inc. | 23,489 | 13,501 | ||||||
Bank of the Philippine Islands | 6,725 | 14,128 | ||||||
BDO Unibank, Inc. | 8,190 | 22,509 | ||||||
International Container Terminal Services, Inc. | 3,607 | 20,404 | ||||||
JG Summit Holdings, Inc. | 9,151 | 5,925 | ||||||
Jollibee Foods Corp. | 1,532 | 6,887 | ||||||
Manila Electric Co. | 986 | 6,262 | ||||||
Metropolitan Bank & Trust Co. | 6,221 | 7,225 | ||||||
PLDT, Inc. | 262 | 6,373 | ||||||
SM Investments Corp. | 830 | 14,361 | ||||||
SM Prime Holdings, Inc. | 35,034 | 20,379 | ||||||
Universal Robina Corp. | 3,091 | 5,790 | ||||||
|
| |||||||
158,561 | ||||||||
|
| |||||||
Portugal - 0.0% (F) | ||||||||
EDP - Energias de Portugal SA | 27,785 | 108,213 |
Transamerica Series Trust | Page 4 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Portugal (continued) | ||||||||
Galp Energia SGPS SA | 4,006 | $ 66,189 | ||||||
Jeronimo Martins SGPS SA | 2,514 | 49,851 | ||||||
|
| |||||||
224,253 | ||||||||
|
| |||||||
Singapore - 0.2% | ||||||||
CapitaLand Ascendas, REIT | 32,220 | 66,098 | ||||||
CapitaLand Integrated Commercial Trust, REIT | 46,188 | 67,730 | ||||||
Capitaland Investment Ltd. | 23,113 | 45,875 | ||||||
City Developments Ltd. | 4,417 | 19,137 | ||||||
DBS Group Holdings Ltd. | 15,641 | 417,364 | ||||||
Genting Singapore Ltd. | 52,334 | 34,301 | ||||||
Grab Holdings Ltd., Class A (B) | 16,591 | 52,096 | ||||||
Jardine Cycle & Carriage Ltd. | 954 | 17,077 | ||||||
Keppel Ltd. | 12,613 | 68,565 | ||||||
Mapletree Logistics Trust, REIT | 30,115 | 32,563 | ||||||
Mapletree Pan Asia Commercial Trust, REIT | 20,380 | 19,320 | ||||||
Oversea-Chinese Banking Corp. Ltd. | 29,471 | 294,437 | ||||||
Sea Ltd., ADR (B) | 3,316 | 178,102 | ||||||
Seatrium Ltd. (B) | 385,657 | 22,564 | ||||||
Sembcorp Industries Ltd. | 7,818 | 31,266 | ||||||
Singapore Airlines Ltd. (A) | 12,773 | 60,542 | ||||||
Singapore Exchange Ltd. | 7,460 | 50,884 | ||||||
Singapore Technologies Engineering Ltd. | 13,612 | 40,526 | ||||||
Singapore Telecommunications Ltd. | 71,178 | 133,368 | ||||||
United Overseas Bank Ltd. | 10,956 | 237,823 | ||||||
UOL Group Ltd. | 4,112 | 17,511 | ||||||
Wilmar International Ltd. | 17,202 | 43,698 | ||||||
|
| |||||||
1,950,847 | ||||||||
|
| |||||||
Spain - 0.9% | ||||||||
Acciona SA | 230 | 28,002 | ||||||
ACS Actividades de Construccion y Servicios SA | 1,901 | 79,534 | ||||||
Aena SME SA (G) | 695 | 136,801 | ||||||
Amadeus IT Group SA | 4,170 | 267,409 | ||||||
Banco Bilbao Vizcaya Argentaria SA (A) | 234,736 | 2,795,824 | ||||||
Banco Santander SA | 635,874 | 3,101,806 | ||||||
CaixaBank SA (A) | 162,426 | 787,323 | ||||||
Cellnex Telecom SA (B) (G) | 5,246 | 185,466 | ||||||
Corp. ACCIONA Energias Renovables SA (A) | 613 | 13,346 | ||||||
EDP Renovaveis SA | 2,748 | 37,192 | ||||||
Enagas SA | 2,288 | 33,978 | ||||||
Endesa SA | 2,922 | 54,111 | ||||||
Ferrovial SE | 4,732 | 187,256 | ||||||
Grifols SA (A) (B) | 2,752 | 24,755 | ||||||
Iberdrola SA | 55,807 | 692,084 | ||||||
Industria de Diseno Textil SA | 10,067 | 506,873 | ||||||
Naturgy Energy Group SA (A) | 1,160 | 25,154 | ||||||
Redeia Corp. SA | 3,744 | 63,840 | ||||||
Repsol SA | 11,854 | 197,457 | ||||||
Telefonica SA | 47,608 | 210,019 | ||||||
|
| |||||||
9,428,230 | ||||||||
|
| |||||||
Sweden - 0.4% | ||||||||
Alfa Laval AB | 2,531 | 99,500 | ||||||
Assa Abloy AB, Class B | 8,795 | 252,330 | ||||||
Atlas Copco AB, A Shares | 23,662 | 399,672 | ||||||
Atlas Copco AB, B Shares | 13,711 | 202,578 | ||||||
Beijer Ref AB (A) | 3,403 | 50,549 | ||||||
Boliden AB | 2,409 | 66,898 | ||||||
Epiroc AB, Class A | 5,756 | 108,140 | ||||||
Epiroc AB, Class B | 3,407 | 57,706 | ||||||
EQT AB | 3,204 | 101,352 | ||||||
Essity AB, Class B (A) | 5,321 | 126,364 |
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Sweden (continued) | ||||||||
Evolution AB (G) | 1,613 | $ 200,510 | ||||||
Fastighets AB Balder, B Shares (B) | 5,772 | 42,427 | ||||||
Getinge AB, B Shares | 2,020 | 40,649 | ||||||
H&M Hennes & Mauritz AB, B Shares | 5,691 | 92,819 | ||||||
Hexagon AB, B Shares | 18,254 | 216,067 | ||||||
Holmen AB, B Shares (B) | 706 | 28,718 | ||||||
Husqvarna AB, B Shares | 3,081 | 26,377 | ||||||
Industrivarden AB, A Shares | 1,142 | 39,272 | ||||||
Industrivarden AB, C Shares (A) | 1,285 | 44,190 | ||||||
Indutrade AB (B) | 2,423 | 66,076 | ||||||
Investment AB Latour, B Shares | 1,316 | 34,609 | ||||||
Investor AB, B Shares | 15,149 | 380,211 | ||||||
L E Lundbergforetagen AB, B Shares | 672 | 36,375 | ||||||
Lifco AB, B Shares | 2,074 | 54,175 | ||||||
Nibe Industrier AB, B Shares (A) | 13,540 | 66,486 | ||||||
Saab AB, Class B | 678 | 60,300 | ||||||
Sagax AB, Class B | 1,750 | 46,170 | ||||||
Sandvik AB | 9,434 | 209,498 | ||||||
Securitas AB, B Shares (A) | 4,335 | 44,691 | ||||||
Skandinaviska Enskilda Banken AB, Class A | 13,771 | 186,482 | ||||||
Skanska AB, B Shares | 2,999 | 53,373 | ||||||
SKF AB, B Shares (A) | 2,980 | 60,831 | ||||||
Svenska Cellulosa AB SCA, Class B (A) | 5,499 | 84,406 | ||||||
Svenska Handelsbanken AB, A Shares | 12,712 | 128,557 | ||||||
Swedbank AB, A Shares (A) | 7,420 | 147,166 | ||||||
Swedish Orphan Biovitrum AB (B) | 1,703 | 42,511 | ||||||
Tele2 AB, B Shares | 4,667 | 38,325 | ||||||
Telefonaktiebolaget LM Ericsson, B Shares (A) | 25,287 | 136,168 | ||||||
Telia Co. AB | 20,727 | 53,115 | ||||||
Volvo AB, A Shares | 1,755 | 48,335 | ||||||
Volvo AB, B Shares (A) | 13,227 | 358,478 | ||||||
Volvo Car AB, Class B (B) | 5,281 | 20,021 | ||||||
|
| |||||||
4,552,477 | ||||||||
|
| |||||||
Switzerland - 1.5% | ||||||||
ABB Ltd. | 14,079 | 653,955 | ||||||
Adecco Group AG | 1,402 | 55,436 | ||||||
Alcon, Inc. | 4,330 | 358,845 | ||||||
Avolta AG (B) | 840 | 34,956 | ||||||
Bachem Holding AG (A) | 295 | 28,262 | ||||||
Baloise Holding AG | 401 | 62,828 | ||||||
Banque Cantonale Vaudoise | 264 | 30,678 | ||||||
Barry Callebaut AG | 32 | 46,447 | ||||||
BKW AG | 182 | 27,930 | ||||||
Chocoladefabriken Lindt & Spruengli AG | 10 | 228,320 | ||||||
Chubb Ltd. | 1,152 | 298,518 | ||||||
Cie Financiere Richemont SA, Class A | 4,583 | 698,744 | ||||||
Clariant AG (B) | 1,883 | 25,452 | ||||||
Coca-Cola HBC AG | 1,749 | 55,254 | ||||||
DSM-Firmenich AG | 1,775 | 201,837 | ||||||
EMS-Chemie Holding AG | 61 | 46,806 | ||||||
Garmin Ltd. | 473 | 70,416 | ||||||
Geberit AG | 292 | 172,574 | ||||||
Givaudan SA | 81 | 360,699 | ||||||
Glencore PLC | 92,481 | 508,103 | ||||||
Helvetia Holding AG | 325 | 44,794 | ||||||
Holcim AG | 4,540 | 411,084 | ||||||
Julius Baer Group Ltd. | 1,821 | 105,159 | ||||||
Kuehne & Nagel International AG | 464 | 129,139 | ||||||
Logitech International SA | 1,430 | 128,055 | ||||||
Lonza Group AG | 643 | 385,151 | ||||||
Nestle SA | 23,322 | 2,476,112 | ||||||
Novartis AG | 17,930 | 1,737,034 | ||||||
Partners Group Holding AG | 199 | 284,207 |
Transamerica Series Trust | Page 5 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
Switzerland (continued) | ||||||||
Roche Holding AG | 6,394 | $ 1,632,658 | ||||||
Sandoz Group AG (B) | 3,550 | 107,108 | ||||||
Schindler Holding AG | 557 | 138,655 | ||||||
SGS SA (B) | 1,311 | 127,197 | ||||||
Siemens Energy AG (B) | 4,947 | 90,757 | ||||||
SIG Group AG | 2,691 | 59,677 | ||||||
Sika AG | 1,331 | 396,415 | ||||||
Sonova Holding AG | 444 | 128,545 | ||||||
Straumann Holding AG | 962 | 153,604 | ||||||
Swatch Group AG | 718 | 80,019 | ||||||
Swiss Life Holding AG | 258 | 180,859 | ||||||
Swiss Prime Site AG | 671 | 63,279 | ||||||
Swiss Re AG | 2,646 | 340,194 | ||||||
Swisscom AG (B) | 224 | 136,956 | ||||||
TE Connectivity Ltd. | 875 | 127,085 | ||||||
Temenos AG | 557 | 39,824 | ||||||
UBS Group AG | 28,881 | 888,351 | ||||||
VAT Group AG (G) | 234 | 121,249 | ||||||
Zurich Insurance Group AG | 1,277 | 688,590 | ||||||
|
| |||||||
15,167,817 | ||||||||
|
| |||||||
United Kingdom - 2.0% | ||||||||
3i Group PLC | 8,631 | 306,002 | ||||||
abrdn PLC | 17,486 | 31,141 | ||||||
Admiral Group PLC | 2,378 | 85,149 | ||||||
Amcor PLC | 4,240 | 40,322 | ||||||
Anglo American PLC | 11,465 | 282,436 | ||||||
Ashtead Group PLC | 3,901 | 277,694 | ||||||
Associated British Foods PLC | 3,056 | 96,351 | ||||||
AstraZeneca PLC | 13,553 | 1,826,570 | ||||||
Atlassian Corp., Class A (B) | 482 | 94,043 | ||||||
Auto Trader Group PLC (G) | 8,116 | 71,726 | ||||||
Aviva PLC | 24,371 | 152,753 | ||||||
BAE Systems PLC | 26,831 | 457,005 | ||||||
Barclays PLC | 134,382 | 310,726 | ||||||
Barratt Developments PLC | 8,627 | 51,786 | ||||||
Berkeley Group Holdings PLC | 939 | 56,390 | ||||||
BP PLC | 151,315 | 946,699 | ||||||
British American Tobacco PLC | 18,864 | 572,849 | ||||||
BT Group PLC | 59,547 | 82,410 | ||||||
Bunzl PLC | 2,983 | 114,757 | ||||||
Burberry Group PLC | 3,216 | 49,237 | ||||||
Centrica PLC | 48,292 | 77,805 | ||||||
CNH Industrial NV | 2,947 | 38,193 | ||||||
Coca-Cola Europacific Partners PLC | 1,990 | 139,200 | ||||||
Compass Group PLC | 15,021 | 440,412 | ||||||
Croda International PLC | 1,240 | 76,719 | ||||||
Diageo PLC | 19,853 | 733,056 | ||||||
Endeavour Mining PLC | 1,632 | 33,143 | ||||||
Entain PLC | 5,645 | 56,813 | ||||||
Evraz PLC (B) (D) (E) (H) | 6,267 | 0 | ||||||
Ferguson PLC | 630 | 137,611 | ||||||
G4S Ltd. (B) (D) (E) | 27,853 | 86,129 | ||||||
GSK PLC | 36,069 | 777,831 | ||||||
Haleon PLC | 49,144 | 206,612 | ||||||
Halma PLC | 3,355 | 100,273 | ||||||
Hargreaves Lansdown PLC | 3,406 | 31,640 | ||||||
HSBC Holdings PLC | 172,500 | 1,347,692 | ||||||
Imperial Brands PLC | 7,610 | 170,008 | ||||||
Informa PLC | 12,233 | 128,336 | ||||||
InterContinental Hotels Group PLC | 1,450 | 150,838 | ||||||
Intertek Group PLC | 1,431 | 90,036 | ||||||
J Sainsbury PLC | 14,628 | 49,923 | ||||||
JD Sports Fashion PLC | 22,865 | 38,815 | ||||||
Kingfisher PLC | 16,895 | 53,182 | ||||||
Land Securities Group PLC, REIT | 6,247 | 51,897 |
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
United Kingdom (continued) | ||||||||
Legal & General Group PLC | 52,520 | $ 168,637 | ||||||
Lloyds Banking Group PLC | 567,824 | 370,953 | ||||||
London Stock Exchange Group PLC | 3,687 | 441,621 | ||||||
M&G PLC | 19,871 | 55,302 | ||||||
Melrose Industries PLC | 12,044 | 102,305 | ||||||
Mondi PLC | 4,120 | 72,567 | ||||||
National Grid PLC | 32,426 | 436,276 | ||||||
NatWest Group PLC | 51,596 | 172,899 | ||||||
Next PLC | 1,066 | 124,212 | ||||||
NMC Health PLC (B) (D) (E) (H) | 77,617 | 0 | ||||||
Ocado Group PLC (B) | 5,040 | 28,950 | ||||||
Pearson PLC | 5,669 | 74,556 | ||||||
Pentair PLC | 508 | 43,403 | ||||||
Persimmon PLC | 2,841 | 47,189 | ||||||
Phoenix Group Holdings PLC | 6,651 | 46,388 | ||||||
Reckitt Benckiser Group PLC | 6,321 | 359,970 | ||||||
RELX PLC | 16,658 | 719,892 | ||||||
Rentokil Initial PLC | 22,548 | 134,241 | ||||||
Rio Tinto PLC | 9,785 | 619,606 | ||||||
Rolls-Royce Holdings PLC (B) | 74,250 | 399,880 | ||||||
Sage Group PLC | 9,091 | 145,206 | ||||||
Schroders PLC | 7,218 | 34,309 | ||||||
Segro PLC, REIT | 10,392 | 118,545 | ||||||
Severn Trent PLC | 2,398 | 74,758 | ||||||
Shell PLC | 58,564 | 1,940,309 | ||||||
Smith & Nephew PLC | 7,670 | 95,994 | ||||||
Smiths Group PLC | 3,067 | 63,543 | ||||||
Spirax-Sarco Engineering PLC | 659 | 83,592 | ||||||
SSE PLC | 9,656 | 201,091 | ||||||
St. James’s Place PLC | 4,969 | 29,132 | ||||||
Standard Chartered PLC | 20,467 | 173,439 | ||||||
Taylor Wimpey PLC | 31,122 | 53,834 | ||||||
Tesco PLC | 63,069 | 236,101 | ||||||
Unilever PLC | 22,172 | 1,112,519 | ||||||
United Utilities Group PLC | 6,083 | 79,003 | ||||||
Vodafone Group PLC | 208,521 | 185,440 | ||||||
Whitbread PLC | 1,701 | 71,149 | ||||||
Willis Towers Watson PLC | 323 | 88,825 | ||||||
Wise PLC, Class A (B) | 5,504 | 64,509 | ||||||
WPP PLC | 9,534 | 90,683 | ||||||
|
| |||||||
20,283,038 | ||||||||
|
| |||||||
United States - 12.7% | ||||||||
3M Co. | 1,622 | 172,046 | ||||||
A.O. Smith Corp. | 379 | 33,905 | ||||||
Abbott Laboratories | 4,937 | 561,139 | ||||||
AbbVie, Inc. | 4,988 | 908,315 | ||||||
ABIOMED, Inc. (B) (D) (E) | 56 | 57 | ||||||
Adobe, Inc. (B) | 1,304 | 657,998 | ||||||
Advanced Micro Devices, Inc. (B) | 4,490 | 810,400 | ||||||
AECOM | 405 | 39,722 | ||||||
AES Corp. | 1,883 | 33,762 | ||||||
Aflac, Inc. | 1,625 | 139,523 | ||||||
Agilent Technologies, Inc. | 806 | 117,281 | ||||||
Air Products & Chemicals, Inc. | 687 | 166,439 | ||||||
Airbnb, Inc., Class A (B) | 1,250 | 206,200 | ||||||
Akamai Technologies, Inc. (B) | 467 | 50,791 | ||||||
Albemarle Corp. (A) | 360 | 47,426 | ||||||
Albertsons Cos., Inc., Class A | 983 | 21,076 | ||||||
Alexandria Real Estate Equities, Inc., REIT | 522 | 67,291 | ||||||
Align Technology, Inc. (B) | 229 | 75,094 | ||||||
Alliant Energy Corp. | 686 | 34,574 | ||||||
Allstate Corp. | 703 | 121,626 | ||||||
Ally Financial, Inc. | 736 | 29,874 | ||||||
Alnylam Pharmaceuticals, Inc. (B) | 383 | 57,239 | ||||||
Alphabet, Inc., Class A (B) | 17,134 | 2,586,035 |
Transamerica Series Trust | Page 6 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
United States (continued) | ||||||||
Alphabet, Inc., Class C (B) | 15,105 | $ 2,299,887 | ||||||
Altria Group, Inc. | 5,083 | 221,720 | ||||||
Amazon.com, Inc. (B) | 26,555 | 4,789,991 | ||||||
Ameren Corp. | 720 | 53,251 | ||||||
American Electric Power Co., Inc. | 1,503 | 129,408 | ||||||
American Express Co. | 1,816 | 413,485 | ||||||
American Financial Group, Inc. | 221 | 30,162 | ||||||
American Homes 4 Rent, Class A, REIT | 905 | 33,286 | ||||||
American International Group, Inc. | 1,968 | 153,839 | ||||||
American Tower Corp., REIT | 1,350 | 266,747 | ||||||
American Water Works Co., Inc. | 604 | 73,815 | ||||||
Ameriprise Financial, Inc. | 315 | 138,109 | ||||||
AMETEK, Inc. | 601 | 109,923 | ||||||
Amgen, Inc. | 1,541 | 438,137 | ||||||
Amphenol Corp., Class A | 1,743 | 201,055 | ||||||
Analog Devices, Inc. | 1,447 | 286,202 | ||||||
Annaly Capital Management, Inc., REIT | 1,417 | 27,901 | ||||||
ANSYS, Inc. (B) | 266 | 92,345 | ||||||
Aon PLC, Class A | 625 | 208,575 | ||||||
APA Corp. | 871 | 29,945 | ||||||
Apollo Global Management, Inc. | 1,116 | 125,494 | ||||||
Apple, Inc. | 44,803 | 7,682,818 | ||||||
Applied Materials, Inc. | 2,360 | 486,703 | ||||||
Archer-Daniels-Midland Co. | 1,570 | 98,612 | ||||||
Ares Management Corp., Class A | 498 | 66,224 | ||||||
Arista Networks, Inc. (B) | 705 | 204,436 | ||||||
Arthur J Gallagher & Co. | 662 | 165,526 | ||||||
Aspen Technology, Inc. (B) | 91 | 19,408 | ||||||
Assurant, Inc. | 162 | 30,495 | ||||||
AT&T, Inc. | 20,578 | 362,173 | ||||||
Atmos Energy Corp. | 459 | 54,561 | ||||||
Autodesk, Inc. (B) | 659 | 171,617 | ||||||
Automatic Data Processing, Inc. | 1,167 | 291,447 | ||||||
AutoZone, Inc. (B) | 55 | 173,341 | ||||||
AvalonBay Communities, Inc., REIT | 438 | 81,275 | ||||||
Avantor, Inc. (B) | 1,876 | 47,969 | ||||||
Avery Dennison Corp. | 252 | 56,259 | ||||||
Axon Enterprise, Inc. (B) | 217 | 67,895 | ||||||
Baker Hughes Co. | 2,984 | 99,964 | ||||||
Ball Corp. | 882 | 59,412 | ||||||
Bank of America Corp. | 20,483 | 776,715 | ||||||
Bank of New York Mellon Corp. | 2,192 | 126,303 | ||||||
Bath & Body Works, Inc. | 660 | 33,013 | ||||||
Baxter International, Inc. | 1,458 | 62,315 | ||||||
Becton Dickinson & Co. | 792 | 195,980 | ||||||
Bentley Systems, Inc., Class B | 661 | 34,517 | ||||||
Berkshire Hathaway, Inc., Class B (B) | 3,716 | 1,562,652 | ||||||
Best Buy Co., Inc. | 611 | 50,120 | ||||||
Bill Holdings, Inc. (B) | 301 | 20,685 | ||||||
Bio-Rad Laboratories, Inc., Class A (B) | 68 | 23,519 | ||||||
Bio-Techne Corp. | 485 | 34,139 | ||||||
Biogen, Inc. (B) | 446 | 96,171 | ||||||
BioMarin Pharmaceutical, Inc. (B) | 572 | 49,958 | ||||||
BlackRock, Inc. | 459 | 382,668 | ||||||
Blackstone, Inc. | 2,006 | 263,528 | ||||||
Block, Inc. (B) | 1,594 | 134,821 | ||||||
Boeing Co. (B) | 1,662 | 320,749 | ||||||
Booking Holdings, Inc. | 110 | 399,067 | ||||||
Booz Allen Hamilton Holding Corp. | 404 | 59,970 | ||||||
BorgWarner, Inc. | 732 | 25,430 | ||||||
Boston Properties, Inc., REIT | 472 | 30,826 | ||||||
Boston Scientific Corp. (B) | 4,190 | 286,973 | ||||||
Bristol-Myers Squibb Co. | 6,003 | 325,543 | ||||||
Broadcom, Inc. | 1,232 | 1,632,905 | ||||||
Broadridge Financial Solutions, Inc., ADR | 361 | 73,954 | ||||||
Brookfield Renewable Corp., Class A | 1,276 | 31,312 | ||||||
Brown & Brown, Inc. | 742 | 64,955 |
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
United States (continued) | ||||||||
Brown-Forman Corp., Class B | 861 | $ 44,445 | ||||||
Builders FirstSource, Inc. (B) | 385 | 80,292 | ||||||
Bunge Global SA | 468 | 47,979 | ||||||
Burlington Stores, Inc. (B) | 199 | 46,206 | ||||||
Cadence Design Systems, Inc. (B) | 733 | 228,168 | ||||||
Caesars Entertainment, Inc. (B) | 679 | 29,699 | ||||||
Camden Property Trust, REIT | 329 | 32,374 | ||||||
Campbell Soup Co. | 592 | 26,314 | ||||||
Capital One Financial Corp. | 1,061 | 157,972 | ||||||
Cardinal Health, Inc. | 757 | 84,708 | ||||||
Carlisle Cos., Inc. | 157 | 61,520 | ||||||
Carlyle Group, Inc. | 668 | 31,336 | ||||||
CarMax, Inc. (B) | 499 | 43,468 | ||||||
Carnival Corp. (B) | 2,902 | 47,419 | ||||||
Carrier Global Corp. | 2,385 | 138,640 | ||||||
Catalent, Inc. (B) | 573 | 32,346 | ||||||
Caterpillar, Inc. | 1,487 | 544,881 | ||||||
Cboe Global Markets, Inc. | 324 | 59,529 | ||||||
CBRE Group, Inc., Class A (B) | 864 | 84,015 | ||||||
CDW Corp. | 410 | 104,870 | ||||||
Celanese Corp. | 323 | 55,511 | ||||||
Celsius Holdings, Inc. (B) | 476 | 39,470 | ||||||
Cencora, Inc. | 525 | 127,570 | ||||||
Centene Corp. (B) | 1,508 | 118,348 | ||||||
CenterPoint Energy, Inc. | 1,859 | 52,963 | ||||||
CF Industries Holdings, Inc. | 610 | 50,758 | ||||||
CH Robinson Worldwide, Inc. | 363 | 27,639 | ||||||
Charles River Laboratories International, Inc. (B) | 157 | 42,539 | ||||||
Charles Schwab Corp. | 4,354 | 314,968 | ||||||
Charter Communications, Inc., Class A (B) | 307 | 89,223 | ||||||
Cheniere Energy, Inc. | 655 | 105,638 | ||||||
Chesapeake Energy Corp. | 354 | 31,446 | ||||||
Chevron Corp. | 5,291 | 834,602 | ||||||
Chipotle Mexican Grill, Inc. (B) | 85 | 247,075 | ||||||
Church & Dwight Co., Inc. | 756 | 78,858 | ||||||
Cigna Group | 821 | 298,179 | ||||||
Cincinnati Financial Corp. | 481 | 59,726 | ||||||
Cintas Corp. | 283 | 194,429 | ||||||
Cisco Systems, Inc. | 11,672 | 582,550 | ||||||
Citigroup, Inc. | 5,591 | 353,575 | ||||||
Citizens Financial Group, Inc. | 1,376 | 49,935 | ||||||
Cleveland-Cliffs, Inc. (B) | 1,489 | 33,860 | ||||||
Clorox Co. | 379 | 58,029 | ||||||
Cloudflare, Inc., Class A (B) | 758 | 73,397 | ||||||
CME Group, Inc. | 1,013 | 218,089 | ||||||
CMS Energy Corp. | 807 | 48,694 | ||||||
Coca-Cola Co. | 11,796 | 721,679 | ||||||
Cognizant Technology Solutions Corp., Class A | 1,460 | 107,003 | ||||||
Coinbase Global, Inc., Class A (B) | 527 | 139,718 | ||||||
Colgate-Palmolive Co. | 2,219 | 199,821 | ||||||
Comcast Corp., Class A | 11,770 | 510,229 | ||||||
Conagra Brands, Inc. | 1,370 | 40,607 | ||||||
Confluent, Inc., Class A (B) | 574 | 17,518 | ||||||
ConocoPhillips | 3,449 | 438,989 | ||||||
Consolidated Edison, Inc. | 969 | 87,995 | ||||||
Constellation Brands, Inc., Class A | 512 | 139,141 | ||||||
Constellation Energy Corp. | 905 | 167,289 | ||||||
Cooper Cos., Inc. | 612 | 62,094 | ||||||
Copart, Inc. (B) | 2,471 | 143,120 | ||||||
Corning, Inc. | 2,318 | 76,401 | ||||||
Corpay, Inc. (B) | 217 | 66,953 | ||||||
Corteva, Inc. | 2,037 | 117,474 | ||||||
CoStar Group, Inc. (B) | 1,166 | 112,636 | ||||||
Costco Wholesale Corp. | 1,264 | 926,044 | ||||||
Coterra Energy, Inc. | 2,189 | 61,029 |
Transamerica Series Trust | Page 7 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
United States (continued) | ||||||||
Crowdstrike Holdings, Inc., Class A (B) | 695 | $ 222,810 | ||||||
Crown Castle, Inc., REIT | 1,253 | 132,605 | ||||||
Crown Holdings, Inc. | 378 | 29,960 | ||||||
CSX Corp. | 5,717 | 211,929 | ||||||
Cummins, Inc. | 442 | 130,235 | ||||||
CVS Health Corp. | 3,652 | 291,284 | ||||||
D.R. Horton, Inc. | 839 | 138,057 | ||||||
Danaher Corp. | 1,983 | 495,195 | ||||||
Darden Restaurants, Inc. | 374 | 62,514 | ||||||
Darling Ingredients, Inc. (B) | 502 | 23,348 | ||||||
Datadog, Inc., Class A (B) | 689 | 85,160 | ||||||
DaVita, Inc. (B) | 169 | 23,330 | ||||||
Dayforce, Inc. (B) | 464 | 30,721 | ||||||
Deckers Outdoor Corp. (B) | 81 | 76,242 | ||||||
Deere & Co. | 755 | 310,109 | ||||||
Dell Technologies, Inc., Class C | 690 | 78,736 | ||||||
Delta Air Lines, Inc. | 489 | 23,408 | ||||||
Devon Energy Corp. | 1,836 | 92,130 | ||||||
Dexcom, Inc. (B) | 1,093 | 151,599 | ||||||
Diamondback Energy, Inc. | 534 | 105,823 | ||||||
Dick’s Sporting Goods, Inc. | 191 | 42,948 | ||||||
Digital Realty Trust, Inc., REIT | 842 | 121,282 | ||||||
Discover Financial Services | 669 | 87,699 | ||||||
DocuSign, Inc. (B) | 611 | 36,385 | ||||||
Dollar General Corp. | 691 | 107,837 | ||||||
Dollar Tree, Inc. (B) | 645 | 85,882 | ||||||
Dominion Energy, Inc. | 2,406 | 118,351 | ||||||
Domino’s Pizza, Inc. | 109 | 54,160 | ||||||
DoorDash, Inc., Class A (B) | 695 | 95,715 | ||||||
Dover Corp. | 433 | 76,723 | ||||||
Dow, Inc. | 2,002 | 115,976 | ||||||
DraftKings, Inc., Class A (B) | 1,203 | 54,628 | ||||||
Dropbox, Inc., Class A (B) | 692 | 16,816 | ||||||
DTE Energy Co. | 640 | 71,770 | ||||||
Duke Energy Corp. | 2,191 | 211,892 | ||||||
DuPont de Nemours, Inc. | 1,327 | 101,741 | ||||||
Dynatrace, Inc. (B) | 669 | 31,068 | ||||||
Eastman Chemical Co. | 370 | 37,081 | ||||||
Eaton Corp. PLC | 1,124 | 351,452 | ||||||
eBay, Inc. | 1,580 | 83,392 | ||||||
Ecolab, Inc. | 692 | 159,783 | ||||||
Edison International | 1,095 | 77,449 | ||||||
Edwards Lifesciences Corp. (B) | 1,753 | 167,517 | ||||||
Electronic Arts, Inc. | 690 | 91,542 | ||||||
Elevance Health, Inc. | 616 | 319,421 | ||||||
Eli Lilly & Co. | 2,310 | 1,797,088 | ||||||
Emerson Electric Co. | 1,665 | 188,844 | ||||||
Enphase Energy, Inc. (B) | 450 | 54,441 | ||||||
Entegris, Inc. | 465 | 65,351 | ||||||
Entergy Corp. | 658 | 69,537 | ||||||
EOG Resources, Inc. | 1,724 | 220,396 | ||||||
EPAM Systems, Inc. (B) | 179 | 49,433 | ||||||
EQT Corp. | 1,135 | 42,074 | ||||||
Equifax, Inc. | 377 | 100,855 | ||||||
Equinix, Inc., REIT | 287 | 236,870 | ||||||
Equitable Holdings, Inc. | 963 | 36,604 | ||||||
Equity LifeStyle Properties, Inc., REIT | 546 | 35,162 | ||||||
Equity Residential, REIT | 1,013 | 63,930 | ||||||
Erie Indemnity Co., Class A | 77 | 30,921 | ||||||
Essential Utilities, Inc. | 684 | 25,342 | ||||||
Essex Property Trust, Inc., REIT | 198 | 48,472 | ||||||
Estee Lauder Cos., Inc., Class A | 716 | 110,371 | ||||||
Etsy, Inc. (B) | 377 | 25,907 | ||||||
Evergy, Inc. | 713 | 38,060 | ||||||
Eversource Energy | 992 | 59,292 | ||||||
Exact Sciences Corp. (B) | 564 | 38,950 | ||||||
Exelon Corp. | 2,891 | 108,615 |
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
United States (continued) | ||||||||
Expedia Group, Inc. (B) | 438 | $ 60,335 | ||||||
Expeditors International of Washington, Inc. | 459 | 55,801 | ||||||
Extra Space Storage, Inc., REIT | 656 | 96,432 | ||||||
Exxon Mobil Corp. | 11,705 | 1,360,589 | ||||||
F5, Inc. (B) | 182 | 34,505 | ||||||
FactSet Research Systems, Inc. | 118 | 53,618 | ||||||
Fair Isaac Corp. (B) | 77 | 96,220 | ||||||
Fastenal Co. | 1,661 | 128,130 | ||||||
FedEx Corp. | 730 | 211,510 | ||||||
Fidelity National Financial, Inc. | 697 | 37,011 | ||||||
Fidelity National Information Services, Inc. | 1,762 | 130,705 | ||||||
Fifth Third Bancorp | 1,920 | 71,443 | ||||||
First Citizens BancShares, Inc., Class A | 33 | 53,955 | ||||||
First Republic Bank (B) | 870 | 33 | ||||||
First Solar, Inc. (B) | 331 | 55,873 | ||||||
FirstEnergy Corp. | 1,598 | 61,715 | ||||||
Fiserv, Inc. (B) | 1,786 | 285,439 | ||||||
FMC Corp. | 394 | 25,098 | ||||||
Ford Motor Co. | 11,152 | 148,099 | ||||||
Fortinet, Inc. (B) | 1,899 | 129,721 | ||||||
Fortive Corp. | 986 | 84,816 | ||||||
Fortune Brands Innovations, Inc. | 389 | 32,937 | ||||||
Fox Corp., Class A | 687 | 21,482 | ||||||
Fox Corp., Class B | 443 | 12,679 | ||||||
Franklin Resources, Inc. | 797 | 22,404 | ||||||
Freeport-McMoRan, Inc. | 4,179 | 196,497 | ||||||
Gaming & Leisure Properties, Inc., REIT | 703 | 32,387 | ||||||
Gartner, Inc. (B) | 242 | 115,354 | ||||||
GE HealthCare Technologies, Inc. | 1,159 | 105,365 | ||||||
Gen Digital, Inc. | 1,674 | 37,498 | ||||||
General Dynamics Corp. | 614 | 173,449 | ||||||
General Electric Co. | 3,132 | 549,760 | ||||||
General Mills, Inc. | 1,689 | 118,179 | ||||||
General Motors Co. | 3,920 | 177,772 | ||||||
Genuine Parts Co. | 437 | 67,704 | ||||||
Gilead Sciences, Inc. | 3,513 | 257,327 | ||||||
Global Payments, Inc. | 702 | 93,829 | ||||||
Globe Life, Inc. | 291 | 33,864 | ||||||
GoDaddy, Inc., Class A (B) | 428 | 50,795 | ||||||
Goldman Sachs Group, Inc. | 917 | 383,022 | ||||||
Graco, Inc. | 523 | 48,880 | ||||||
Halliburton Co. | 2,635 | 103,872 | ||||||
Hartford Financial Services Group, Inc. | 834 | 85,944 | ||||||
Hasbro, Inc. | 423 | 23,908 | ||||||
HCA Healthcare, Inc. | 628 | 209,457 | ||||||
Healthpeak Properties, Inc., REIT | 1,636 | 30,675 | ||||||
HEICO Corp. | 134 | 25,594 | ||||||
HEICO Corp., Class A | 230 | 35,406 | ||||||
Henry Schein, Inc. (B) | 398 | 30,057 | ||||||
Hershey Co. | 467 | 90,832 | ||||||
Hess Corp. | 760 | 116,006 | ||||||
Hewlett Packard Enterprise Co. | 3,733 | 66,186 | ||||||
HF Sinclair Corp. | 504 | 30,426 | ||||||
Hilton Worldwide Holdings, Inc. | 705 | 150,384 | ||||||
Hologic, Inc. (B) | 752 | 58,626 | ||||||
Home Depot, Inc. | 2,874 | 1,102,466 | ||||||
Honeywell International, Inc. | 1,845 | 378,686 | ||||||
Hormel Foods Corp. | 830 | 28,959 | ||||||
Host Hotels & Resorts, Inc., REIT | 1,973 | 40,802 | ||||||
Howmet Aerospace, Inc. | 1,102 | 75,410 | ||||||
HP, Inc. | 2,560 | 77,363 | ||||||
Hubbell, Inc. | 164 | 68,068 | ||||||
HubSpot, Inc. (B) | 142 | 88,972 | ||||||
Humana, Inc. | 382 | 132,447 | ||||||
Huntington Bancshares, Inc. | 4,209 | 58,716 | ||||||
Huntington Ingalls Industries, Inc. | 122 | 35,559 |
Transamerica Series Trust | Page 8 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
United States (continued) | ||||||||
Hyatt Hotels Corp., Class A | 143 | $ 22,826 | ||||||
IDEX Corp. | 234 | 57,101 | ||||||
IDEXX Laboratories, Inc. (B) | 254 | 137,142 | ||||||
Illinois Tool Works, Inc. | 830 | 222,714 | ||||||
Illumina, Inc. (B) | 491 | 67,424 | ||||||
Incyte Corp. (B) | 545 | 31,049 | ||||||
Ingersoll Rand, Inc. | 1,144 | 108,623 | ||||||
Insulet Corp. (B) | 215 | 36,851 | ||||||
Intel Corp. | 12,228 | 540,111 | ||||||
Intercontinental Exchange, Inc. | 1,649 | 226,622 | ||||||
International Business Machines Corp. | 2,586 | 493,823 | ||||||
International Flavors & Fragrances, Inc. | 699 | 60,107 | ||||||
International Paper Co. | 942 | 36,757 | ||||||
Interpublic Group of Cos., Inc. | 1,097 | 35,795 | ||||||
Intuit, Inc. | 762 | 495,300 | ||||||
Intuitive Surgical, Inc. (B) | 979 | 390,709 | ||||||
Invitation Homes, Inc., REIT | 1,792 | 63,813 | ||||||
IQVIA Holdings, Inc. (B) | 564 | 142,630 | ||||||
Iron Mountain, Inc., REIT | 796 | 63,847 | ||||||
J.M. Smucker Co. | 321 | 40,404 | ||||||
Jabil, Inc. | 409 | 54,786 | ||||||
Jack Henry & Associates, Inc. | 224 | 38,916 | ||||||
Jacobs Solutions, Inc. | 389 | 59,801 | ||||||
JB Hunt Transport Services, Inc. | 256 | 51,008 | ||||||
Johnson & Johnson | 6,851 | 1,083,760 | ||||||
Johnson Controls International PLC | 2,068 | 135,082 | ||||||
JPMorgan Chase & Co. | 8,225 | 1,647,467 | ||||||
Juniper Networks, Inc. | 894 | 33,132 | ||||||
Kellanova | 749 | 42,910 | ||||||
Kenvue, Inc. | 4,906 | 105,283 | ||||||
Keurig Dr. Pepper, Inc. | 3,053 | 93,636 | ||||||
KeyCorp | 2,735 | 43,240 | ||||||
Keysight Technologies, Inc. (B) | 547 | 85,540 | ||||||
Kimberly-Clark Corp. | 940 | 121,589 | ||||||
Kimco Realty Corp., REIT | 1,831 | 35,906 | ||||||
Kinder Morgan, Inc. | 5,847 | 107,234 | ||||||
KKR & Co., Inc. | 1,670 | 167,969 | ||||||
KLA Corp. | 422 | 294,797 | ||||||
Knight-Swift Transportation Holdings, Inc. | 499 | 27,455 | ||||||
Kraft Heinz Co. | 2,423 | 89,409 | ||||||
Kroger Co. | 1,945 | 111,118 | ||||||
L3 Harris Technologies, Inc. | 588 | 125,303 | ||||||
Laboratory Corp. of America Holdings | 270 | 58,984 | ||||||
Lam Research Corp. | 413 | 401,258 | ||||||
Lamb Weston Holdings, Inc. | 445 | 47,406 | ||||||
Las Vegas Sands Corp. | 1,070 | 55,319 | ||||||
Lattice Semiconductor Corp. (B) | 424 | 33,170 | ||||||
Lear Corp. | 183 | 26,513 | ||||||
Leidos Holdings, Inc. | 403 | 52,829 | ||||||
Lennar Corp., Class A | 770 | 132,425 | ||||||
Lennox International, Inc. | 99 | 48,387 | ||||||
Liberty Broadband Corp., Class C (B) | 377 | 21,576 | ||||||
Liberty Media Corp. - Liberty Formula One, Class C (B) | 608 | 39,885 | ||||||
Liberty Media Corp. - Liberty SiriusXM, Class C (B) | 505 | 15,004 | ||||||
Linde PLC | 1,362 | 632,404 | ||||||
Live Nation Entertainment, Inc. (B) | 492 | 52,039 | ||||||
LKQ Corp. | 735 | 39,256 | ||||||
Lockheed Martin Corp. | 690 | 313,860 | ||||||
Loews Corp. | 588 | 46,035 | ||||||
Lowe’s Cos., Inc. | 1,677 | 427,182 | ||||||
LPL Financial Holdings, Inc. | 230 | 60,766 | ||||||
Lucid Group, Inc. (A) (B) | 2,939 | 8,376 | ||||||
LyondellBasell Industries NV, Class A | 713 | 72,926 | ||||||
M&T Bank Corp. | 518 | 75,338 | ||||||
Manhattan Associates, Inc. (B) | 191 | 47,794 |
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
United States (continued) | ||||||||
Marathon Oil Corp. | 1,837 | $ 52,061 | ||||||
Marathon Petroleum Corp. | 1,151 | 231,927 | ||||||
Markel Group, Inc. (B) | 39 | 59,338 | ||||||
MarketAxess Holdings, Inc. | 116 | 25,433 | ||||||
Marriott International, Inc., Class A | 687 | 173,337 | ||||||
Marsh & McLennan Cos., Inc. | 1,412 | 290,844 | ||||||
Martin Marietta Materials, Inc. | 189 | 116,035 | ||||||
Marvell Technology, Inc. | 2,518 | 178,476 | ||||||
Masco Corp. | 693 | 54,664 | ||||||
Mastercard, Inc., Class A | 2,390 | 1,150,952 | ||||||
Match Group, Inc. (B) | 768 | 27,863 | ||||||
McCormick & Co., Inc. | 678 | 52,077 | ||||||
McDonald’s Corp. | 2,048 | 577,434 | ||||||
McKesson Corp. | 415 | 222,793 | ||||||
Merck & Co., Inc. | 7,227 | 953,603 | ||||||
Meta Platforms, Inc., Class A | 6,298 | 3,058,183 | ||||||
MetLife, Inc. | 1,868 | 138,437 | ||||||
Mettler-Toledo International, Inc. (B) | 68 | 90,528 | ||||||
MGM Resorts International (B) | 773 | 36,493 | ||||||
Microchip Technology, Inc. | 1,591 | 142,729 | ||||||
Micron Technology, Inc. | 3,122 | 368,053 | ||||||
Microsoft Corp. | 20,236 | 8,513,690 | ||||||
MicroStrategy, Inc., Class A (A) (B) | 149 | 253,979 | ||||||
Mid-America Apartment Communities, Inc., REIT | 359 | 47,237 | ||||||
Moderna, Inc. (B) | 956 | 101,871 | ||||||
Molina Healthcare, Inc. (B) | 175 | 71,895 | ||||||
Molson Coors Beverage Co., Class B | 583 | 39,207 | ||||||
Mondelez International, Inc., Class A | 3,901 | 273,070 | ||||||
MongoDB, Inc. (B) | 221 | 79,259 | ||||||
Monolithic Power Systems, Inc. | 141 | 95,516 | ||||||
Monster Beverage Corp. (B) | 2,222 | 131,720 | ||||||
Moody’s Corp. | 509 | 200,052 | ||||||
Mosaic Co. | 954 | 30,967 | ||||||
Motorola Solutions, Inc. | 514 | 182,460 | ||||||
MSCI, Inc. | 245 | 137,310 | ||||||
Nasdaq, Inc. | 967 | 61,018 | ||||||
NetApp, Inc. | 655 | 68,755 | ||||||
Netflix, Inc. (B) | 1,272 | 772,524 | ||||||
Neurocrine Biosciences, Inc. (B) | 295 | 40,686 | ||||||
Newmont Corp. | 3,346 | 119,921 | ||||||
News Corp., Class A | 1,087 | 28,458 | ||||||
NextEra Energy, Inc. | 5,948 | 380,137 | ||||||
NIKE, Inc., Class B | 3,472 | 326,299 | ||||||
NiSource, Inc. | 1,184 | 32,749 | ||||||
Nordson Corp. | 159 | 43,652 | ||||||
Norfolk Southern Corp. | 701 | 178,664 | ||||||
Northern Trust Corp. | 642 | 57,087 | ||||||
Northrop Grumman Corp. | 442 | 211,568 | ||||||
NRG Energy, Inc. | 701 | 47,451 | ||||||
Nucor Corp. | 677 | 133,978 | ||||||
NVIDIA Corp. | 6,996 | 6,321,306 | ||||||
NVR, Inc. (B) | 10 | 81,000 | ||||||
O’Reilly Automotive, Inc. (B) | 186 | 209,972 | ||||||
Occidental Petroleum Corp. | 1,911 | 124,196 | ||||||
Okta, Inc. (B) | 467 | 48,858 | ||||||
Old Dominion Freight Line, Inc. | 608 | 133,340 | ||||||
Omnicom Group, Inc. | 610 | 59,024 | ||||||
ON Semiconductor Corp. (B) | 1,267 | 93,188 | ||||||
ONEOK, Inc. | 1,748 | 140,137 | ||||||
Oracle Corp. | 5,321 | 668,371 | ||||||
Otis Worldwide Corp. | 1,167 | 115,848 | ||||||
Ovintiv, Inc. | 727 | 37,731 | ||||||
Owens Corning | 278 | 46,370 | ||||||
PACCAR, Inc. | 1,519 | 188,189 | ||||||
Packaging Corp. of America | 284 | 53,898 | ||||||
Palantir Technologies, Inc., Class A (B) | 5,463 | 125,704 |
Transamerica Series Trust | Page 9 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
United States (continued) | ||||||||
Palo Alto Networks, Inc. (B) | 836 | $ 237,533 | ||||||
Paramount Global, Class B | 1,498 | 17,631 | ||||||
Parker-Hannifin Corp. | 395 | 219,537 | ||||||
Paychex, Inc. | 902 | 110,766 | ||||||
Paycom Software, Inc. | 168 | 33,434 | ||||||
Paylocity Holding Corp. (B) | 140 | 24,060 | ||||||
PayPal Holdings, Inc. (B) | 3,064 | 205,257 | ||||||
PepsiCo, Inc. | 3,950 | 691,289 | ||||||
Pfizer, Inc. | 16,167 | 448,634 | ||||||
PG&E Corp. | 5,761 | 96,554 | ||||||
Philip Morris International, Inc. | 4,441 | 406,884 | ||||||
Phillips 66 | 1,295 | 211,525 | ||||||
Pinterest, Inc., Class A (B) | 1,657 | 57,448 | ||||||
Pioneer Natural Resources Co. | 632 | 165,900 | ||||||
PNC Financial Services Group, Inc. | 1,130 | 182,608 | ||||||
Pool Corp. | 123 | 49,631 | ||||||
PPG Industries, Inc. | 629 | 91,142 | ||||||
PPL Corp. | 2,096 | 57,703 | ||||||
Principal Financial Group, Inc. | 646 | 55,756 | ||||||
Procter & Gamble Co. | 6,794 | 1,102,326 | ||||||
Progressive Corp. | 1,701 | 351,801 | ||||||
Prologis, Inc., REIT | 2,665 | 347,036 | ||||||
Prudential Financial, Inc. | 1,014 | 119,044 | ||||||
PTC, Inc. (B) | 367 | 69,341 | ||||||
Public Service Enterprise Group, Inc. | 1,451 | 96,898 | ||||||
Public Storage, REIT | 497 | 144,160 | ||||||
PulteGroup, Inc. | 679 | 81,901 | ||||||
Qorvo, Inc. (B) | 304 | 34,908 | ||||||
QUALCOMM, Inc. | 3,159 | 534,819 | ||||||
Quanta Services, Inc. | 443 | 115,091 | ||||||
Quest Diagnostics, Inc. | 338 | 44,991 | ||||||
Raymond James Financial, Inc. | 609 | 78,208 | ||||||
Realty Income Corp., REIT | 1,994 | 107,875 | ||||||
Regency Centers Corp., REIT | 516 | 31,249 | ||||||
Regeneron Pharmaceuticals, Inc. (B) | 326 | 313,772 | ||||||
Regions Financial Corp. | 2,738 | 57,608 | ||||||
Reliance, Inc. | 183 | 61,155 | ||||||
Repligen Corp. (B) | 161 | 29,611 | ||||||
Republic Services, Inc. | 677 | 129,605 | ||||||
ResMed, Inc. | 447 | 88,519 | ||||||
Revvity, Inc. | 387 | 40,635 | ||||||
Riot Platforms, Inc. (B) | 21,009 | 257,150 | ||||||
Rivian Automotive, Inc., Class A (A) (B) | 1,970 | 21,572 | ||||||
Robert Half, Inc. | 333 | 26,400 | ||||||
Robinhood Markets, Inc., Class A (B) | 1,233 | 24,820 | ||||||
ROBLOX Corp., Class A (B) | 1,176 | 44,900 | ||||||
Rockwell Automation, Inc. | 351 | 102,257 | ||||||
Roku, Inc. (B) | 394 | 25,677 | ||||||
Rollins, Inc. | 796 | 36,831 | ||||||
Roper Technologies, Inc. | 328 | 183,956 | ||||||
Ross Stores, Inc. | 948 | 139,128 | ||||||
Royal Caribbean Cruises Ltd. (B) | 657 | 91,330 | ||||||
Royalty Pharma PLC, Class A | 1,085 | 32,951 | ||||||
RPM International, Inc. | 400 | 47,580 | ||||||
RTX Corp. | 4,236 | 413,137 | ||||||
S&P Global, Inc. | 905 | 385,032 | ||||||
Salesforce, Inc. | 2,783 | 838,184 | ||||||
SBA Communications Corp., REIT | 340 | 73,678 | ||||||
Schlumberger NV | 4,144 | 227,133 | ||||||
Seagate Technology Holdings PLC | 612 | 56,947 | ||||||
SEI Investments Co. | 348 | 25,021 | ||||||
Sempra | 1,841 | 132,239 | ||||||
ServiceNow, Inc. (B) | 627 | 478,025 | ||||||
Sherwin-Williams Co. | 750 | 260,498 | ||||||
Simon Property Group, Inc., REIT | 913 | 142,875 | ||||||
Sirius XM Holdings, Inc. (A) | 2,127 | 8,253 | ||||||
Skyworks Solutions, Inc. | 494 | 53,510 |
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
United States (continued) | ||||||||
Snap, Inc., Class A (B) | 2,949 | $ 33,855 | ||||||
Snap-on, Inc. | 164 | 48,580 | ||||||
Snowflake, Inc., Class A (B) | 772 | 124,755 | ||||||
Southern Co. | 3,109 | 223,040 | ||||||
Southwest Airlines Co. | 450 | 13,136 | ||||||
SS&C Technologies Holdings, Inc. | 687 | 44,222 | ||||||
Stanley Black & Decker, Inc. | 477 | 46,713 | ||||||
Starbucks Corp. | 3,258 | 297,749 | ||||||
State Street Corp. | 878 | 67,887 | ||||||
Steel Dynamics, Inc. | 496 | 73,522 | ||||||
STERIS PLC | 305 | 68,570 | ||||||
Stryker Corp. | 960 | 343,555 | ||||||
Sun Communities, Inc., REIT | 386 | 49,632 | ||||||
Super Micro Computer, Inc. (B) | 147 | 148,474 | ||||||
Synchrony Financial | 1,178 | 50,795 | ||||||
Synopsys, Inc. (B) | 465 | 265,748 | ||||||
Sysco Corp. | 1,463 | 118,766 | ||||||
T-Mobile US, Inc. | 1,516 | 247,442 | ||||||
T. Rowe Price Group, Inc. | 691 | 84,247 | ||||||
Take-Two Interactive Software, Inc. (B) | 514 | 76,324 | ||||||
Targa Resources Corp. | 573 | 64,170 | ||||||
Target Corp. | 1,337 | 236,930 | ||||||
Teledyne Technologies, Inc. (B) | 146 | 62,681 | ||||||
Teleflex, Inc. | 145 | 32,795 | ||||||
Teradyne, Inc. | 480 | 54,158 | ||||||
Tesla, Inc. (B) | 8,333 | 1,464,858 | ||||||
Texas Instruments, Inc. | 2,653 | 462,179 | ||||||
Texas Pacific Land Corp. | 57 | 32,975 | ||||||
Textron, Inc. | 611 | 58,613 | ||||||
Thermo Fisher Scientific, Inc. | 1,089 | 632,938 | ||||||
TJX Cos., Inc. | 3,229 | 327,485 | ||||||
Toast, Inc., Class A (B) | 946 | 23,574 | ||||||
Toro Co. | 326 | 29,871 | ||||||
Tractor Supply Co. | 338 | 88,461 | ||||||
Trade Desk, Inc., Class A (B) | 1,296 | 113,296 | ||||||
Tradeweb Markets, Inc., Class A | 336 | 35,001 | ||||||
TransDigm Group, Inc. | 170 | 209,372 | ||||||
TransUnion | 593 | 47,321 | ||||||
Travelers Cos., Inc. | 700 | 161,098 | ||||||
Trimble, Inc. (B) | 666 | 42,864 | ||||||
Truist Financial Corp. | 3,850 | 150,073 | ||||||
Twilio, Inc., Class A (B) | 531 | 32,471 | ||||||
Tyler Technologies, Inc. (B) | 130 | 55,251 | ||||||
Tyson Foods, Inc., Class A | 796 | 46,749 | ||||||
U-Haul Holding Co. | 304 | 20,271 | ||||||
Uber Technologies, Inc. (B) | 5,270 | 405,737 | ||||||
UDR, Inc., REIT | 859 | 32,135 | ||||||
UiPath, Inc., Class A (B) | 1,102 | 24,982 | ||||||
Ulta Beauty, Inc. (B) | 151 | 78,955 | ||||||
Union Pacific Corp. | 1,770 | 435,296 | ||||||
United Parcel Service, Inc., Class B | 2,039 | 303,057 | ||||||
United Rentals, Inc. | 209 | 150,712 | ||||||
United Therapeutics Corp. (B) | 143 | 32,850 | ||||||
UnitedHealth Group, Inc. | 2,652 | 1,311,944 | ||||||
Unity Software, Inc. (A) (B) | 668 | 17,836 | ||||||
Universal Health Services, Inc., Class B | 192 | 35,032 | ||||||
US Bancorp | 4,381 | 195,831 | ||||||
Vail Resorts, Inc. | 120 | 26,740 | ||||||
Valero Energy Corp. | 1,018 | 173,762 | ||||||
Veeva Systems, Inc., Class A (B) | 473 | 109,589 | ||||||
Ventas, Inc., REIT | 1,154 | 50,245 | ||||||
Veralto Corp. | 631 | 55,944 | ||||||
VeriSign, Inc. (B) | 284 | 53,821 | ||||||
Verisk Analytics, Inc. | 447 | 105,371 | ||||||
Verizon Communications, Inc. | 12,113 | 508,261 | ||||||
Vertex Pharmaceuticals, Inc. (B) | 698 | 291,771 | ||||||
Vertiv Holdings Co. | 925 | 75,545 |
Transamerica Series Trust | Page 10 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Shares | Value | |||||||
COMMON STOCKS (continued) | ||||||||
United States (continued) | ||||||||
VF Corp. | 950 | $ 14,573 | ||||||
Viatris, Inc. | 3,410 | 40,715 | ||||||
VICI Properties, Inc., REIT | 2,932 | 87,344 | ||||||
Visa, Inc., Class A | 4,533 | 1,265,070 | ||||||
Vistra Corp. | 910 | 63,382 | ||||||
Vulcan Materials Co. | 408 | 111,351 | ||||||
W.R. Berkley Corp. | 628 | 55,540 | ||||||
Walgreens Boots Alliance, Inc. | 2,027 | 43,966 | ||||||
Walmart, Inc. | 12,761 | 767,829 | ||||||
Walt Disney Co. | 5,304 | 648,997 | ||||||
Warner Bros Discovery, Inc. (B) | 6,813 | 59,477 | ||||||
Waste Management, Inc. | 1,136 | 242,138 | ||||||
Waters Corp. (B) | 182 | 62,650 | ||||||
Watsco, Inc. | 105 | 45,357 | ||||||
WEC Energy Group, Inc. | 888 | 72,923 | ||||||
Wells Fargo & Co. | 10,377 | 601,451 | ||||||
Welltower, Inc., REIT | 1,498 | 139,973 | ||||||
West Pharmaceutical Services, Inc. | 228 | 90,222 | ||||||
Western Digital Corp. (B) | 898 | 61,280 | ||||||
Westinghouse Air Brake Technologies Corp. | 554 | 80,707 | ||||||
Westlake Corp. | 121 | 18,489 | ||||||
Westrock Co. | 701 | 34,664 | ||||||
Weyerhaeuser Co., REIT | 2,100 | 75,411 | ||||||
Williams Cos., Inc. | 3,532 | 137,642 | ||||||
Workday, Inc., Class A (B) | 640 | 174,560 | ||||||
WP Carey, Inc., REIT | 664 | 37,476 | ||||||
WW Grainger, Inc. | 139 | 141,405 | ||||||
Wynn Resorts Ltd. | 318 | 32,509 | ||||||
Xcel Energy, Inc. | 1,613 | 86,699 | ||||||
Xylem, Inc. | 641 | 82,843 | ||||||
Yum! Brands, Inc. | 761 | 105,513 | ||||||
Zebra Technologies Corp., Class A (B) | 159 | 47,929 | ||||||
Zillow Group, Inc., Class C (B) | 465 | 22,683 | ||||||
Zimmer Biomet Holdings, Inc. | 650 | 85,787 | ||||||
Zoetis, Inc. | 1,317 | 222,850 | ||||||
Zoom Video Communications, Inc., Class A (B) | 649 | 42,425 | ||||||
Zscaler, Inc. (B) | 267 | 51,432 | ||||||
|
| |||||||
130,829,645 | ||||||||
|
| |||||||
Uruguay - 0.0% (F) |
| |||||||
MercadoLibre, Inc. (B) | 141 | 213,186 | ||||||
|
| |||||||
Total Common Stocks |
| 285,962,155 | ||||||
|
| |||||||
PREFERRED STOCKS - 0.1% | ||||||||
Germany - 0.1% | ||||||||
Bayerische Motoren Werke AG, | ||||||||
8.59% (I) | 547 | 58,659 | ||||||
Dr. Ing. h.c. F. Porsche AG, | ||||||||
1.09% (G) (I) | 1,064 | 105,928 | ||||||
Henkel AG & Co. KGaA, | ||||||||
2.49% (I) | 1,562 | 125,545 | ||||||
Porsche Automobil Holding SE, | ||||||||
5.22% (I) | 1,424 | 75,462 | ||||||
Sartorius AG, | ||||||||
0.39% (B) (I) | 245 | 97,428 | ||||||
Volkswagen AG, | ||||||||
7.16% (I) | 1,914 | 253,654 | ||||||
|
| |||||||
Total Preferred Stocks |
| 716,676 | ||||||
|
|
Shares | Value | |||||||
WARRANT - 0.0% | ||||||||
Canada - 0.0% (F) | ||||||||
Constellation Software, Inc., (B) (D) (E) (J) | ||||||||
Exercise Price CAD 0, | ||||||||
Expiration Date 03/31/2040 | 203 | $ 0 | ||||||
|
| |||||||
Total Warrant |
| 0 | ||||||
|
| |||||||
Principal | Value | |||||||
ASSET-BACKED SECURITIES - 0.3% | ||||||||
HGI CRE CLO Ltd. | ||||||||
Series 2021-FL2, Class A, | ||||||||
1-Month Term SOFR + 1.11%, | $ 712,659 | 706,422 | ||||||
Navient Private Education Loan Trust | ||||||||
Series 2014-AA, Class A3, | ||||||||
1-Month Term SOFR + 1.71%, | 189,189 | 189,619 | ||||||
Retained Vantage Data Centers Issuer LLC | ||||||||
Series 2023-1A, Class A2A, | ||||||||
5.00%, 09/15/2048 (G) | 1,500,000 | 1,450,364 | ||||||
SLM Private Education Loan Trust | ||||||||
Series 2010-C, Class A5, | ||||||||
1-Month Term SOFR + 4.86%, | 777,895 | 835,460 | ||||||
SMB Private Education Loan Trust | ||||||||
Series 2019-A, Class A2A, | ||||||||
3.44%, 07/15/2036 (G) | 107,310 | 103,474 | ||||||
|
| |||||||
Total Asset-Backed Securities |
| 3,285,339 | ||||||
|
| |||||||
CONVERTIBLE BONDS - 0.0% (F) | ||||||||
India - 0.0% (F) | ||||||||
REI Agro Ltd. | ||||||||
5.50%, 11/13/2014 (B) (G) (L) | 697,000 | 3,485 | ||||||
5.50%, 11/13/2014 (B) (L) (M) | 259,000 | 1,295 | ||||||
|
| |||||||
4,780 | ||||||||
|
| |||||||
Netherlands - 0.0% (F) |
| |||||||
Bio City Development Co. BV | ||||||||
8.00%, 07/06/2024 (B) (D) (E) (G) (L) | 2,400,000 | 96,000 | ||||||
|
| |||||||
Total Convertible Bonds |
| 100,780 | ||||||
|
| |||||||
CORPORATE DEBT SECURITIES - 11.1% | ||||||||
Australia - 0.5% | ||||||||
Australia & New Zealand Banking Group Ltd. | ||||||||
Fixed until 11/25/2030, | 1,750,000 | 1,434,102 | ||||||
Commonwealth Bank of Australia | ||||||||
Fixed until 10/03/2024, | EUR 1,000,000 | 1,062,397 | ||||||
NBN Co. Ltd. | ||||||||
2.63%, 05/05/2031 (G) | $ 1,215,000 | 1,033,598 |
Transamerica Series Trust | Page 11 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Principal | Value | |||||||
CORPORATE DEBT SECURITIES (continued) | ||||||||
Australia (continued) | ||||||||
Quintis Australia Pty. Ltd. | ||||||||
PIK Rate 12.00%, Cash Rate | $ 3,336,317 | $ 929,164 | ||||||
PIK Rate 13.51%, Cash Rate | 237,012 | 94,900 | ||||||
Westpac Banking Corp. | ||||||||
Fixed until 11/15/2030, | 1,250,000 | 1,032,024 | ||||||
|
| |||||||
5,586,185 | ||||||||
|
| |||||||
Canada - 0.3% | ||||||||
Algonquin Power & Utilities Corp. | ||||||||
5.37% (O), 06/15/2026 | 550,000 | 547,221 | ||||||
Enbridge, Inc. | ||||||||
2.50%, 01/15/2025 | 1,775,000 | 1,732,929 | ||||||
Rogers Communications, Inc. | ||||||||
3.80%, 03/15/2032 | 975,000 | 876,832 | ||||||
|
| |||||||
3,156,982 | ||||||||
|
| |||||||
Cayman Islands - 0.1% | ||||||||
Alibaba Group Holding Ltd. | ||||||||
2.13%, 02/09/2031 | 950,000 | 790,418 | ||||||
|
| |||||||
France - 1.1% | ||||||||
AXA SA | ||||||||
Fixed until 05/28/2029, | EUR 1,500,000 | 1,548,951 | ||||||
Banque Federative du Credit Mutuel SA | ||||||||
0.75%, 07/17/2025 (M) | 1,000,000 | 1,040,381 | ||||||
1.25%, 12/05/2025 (M) | GBP 1,500,000 | 1,773,331 | ||||||
3.75%, 02/01/2033 (M) | EUR 1,000,000 | 1,101,290 | ||||||
BPCE SA | ||||||||
5.15%, 07/21/2024 (G) | $ 1,550,000 | 1,543,491 | ||||||
Fixed until 06/01/2028, | EUR 2,000,000 | 2,282,557 | ||||||
Orange SA | ||||||||
Fixed until 10/01/2026 (P), | 1,360,000 | 1,494,453 | ||||||
|
| |||||||
10,784,454 | ||||||||
|
| |||||||
Germany - 0.6% | ||||||||
Kreditanstalt fuer Wiederaufbau | ||||||||
0.38%, 04/23/2030 (M) | 4,630,000 | 4,364,157 | ||||||
RWE AG | ||||||||
3.63%, 01/10/2032 (M) | 1,190,000 | 1,288,990 | ||||||
|
| |||||||
5,653,147 | ||||||||
|
| |||||||
Indonesia - 0.1% | ||||||||
Pertamina Persero PT | ||||||||
6.50%, 11/07/2048 (M) | $ 1,050,000 | 1,126,497 | ||||||
|
| |||||||
Italy - 0.1% | ||||||||
Assicurazioni Generali SpA | ||||||||
Fixed until 10/27/2027, | EUR 1,200,000 | 1,348,075 | ||||||
|
| |||||||
Japan - 0.4% | ||||||||
NTT Finance Corp. | ||||||||
1.59%, 04/03/2028 (G) | $ 1,975,000 | 1,743,473 | ||||||
Sumitomo Mitsui Financial Group, Inc. | ||||||||
2.13%, 07/08/2030 | 2,975,000 | 2,493,635 | ||||||
|
| |||||||
4,237,108 | ||||||||
|
|
Principal | Value | |||||||
CORPORATE DEBT SECURITIES (continued) | ||||||||
Jersey, Channel Islands - 0.1% | ||||||||
Galaxy Pipeline Assets Bidco Ltd. | ||||||||
2.63%, 03/31/2036 (G) | $ 1,575,000 | $ 1,281,166 | ||||||
|
| |||||||
Luxembourg - 0.2% | ||||||||
Blackstone Property Partners Europe Holdings SARL | ||||||||
1.25%, 04/26/2027 (M) | EUR 1,000,000 | 976,174 | ||||||
Medtronic Global Holdings SCA | ||||||||
1.00%, 07/02/2031 | 450,000 | 415,900 | ||||||
1.13%, 03/07/2027 | 840,000 | 851,992 | ||||||
|
| |||||||
2,244,066 | ||||||||
|
| |||||||
Multi-National - 0.1% | ||||||||
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc. | ||||||||
2.50%, 01/15/2027 | $ 1,000,000 | 922,232 | ||||||
|
| |||||||
Netherlands - 0.2% | ||||||||
Akelius Residential Property Financing BV | ||||||||
1.13%, 01/11/2029 (M) | EUR 1,000,000 | 920,522 | ||||||
Thermo Fisher Scientific Finance I BV | ||||||||
2.00%, 10/18/2051 | 100,000 | 77,665 | ||||||
Upjohn Finance BV | ||||||||
1.91%, 06/23/2032 (M) | 1,400,000 | 1,272,624 | ||||||
|
| |||||||
2,270,811 | ||||||||
|
| |||||||
Republic of Korea - 0.2% | ||||||||
Korea Southern Power Co. Ltd. | ||||||||
0.75%, 01/27/2026 (G) | $ 1,860,000 | 1,715,544 | ||||||
|
| |||||||
Singapore - 0.0% (F) | ||||||||
Pfizer Investment Enterprises Pte. Ltd. | ||||||||
5.34%, 05/19/2063 | 150,000 | 147,394 | ||||||
|
| |||||||
Spain - 0.3% | ||||||||
Banco Santander SA | ||||||||
3.13%, 01/19/2027 (M) | EUR 1,400,000 | 1,486,051 | ||||||
5.18%, 11/19/2025 | $ 1,400,000 | 1,384,361 | ||||||
|
| |||||||
2,870,412 | ||||||||
|
| |||||||
Supranational - 0.4% | ||||||||
Corp. Andina de Fomento | ||||||||
5.00%, 01/24/2029 | 1,600,000 | 1,594,174 | ||||||
5.30%, 02/19/2029 | AUD 3,370,000 | 2,201,513 | ||||||
|
| |||||||
3,795,687 | ||||||||
|
| |||||||
Switzerland - 0.1% | ||||||||
UBS Group AG | ||||||||
3.75%, 03/26/2025 | $ 1,150,000 | 1,128,816 | ||||||
|
| |||||||
United Kingdom - 0.8% | ||||||||
BAE Systems PLC | ||||||||
5.25%, 03/26/2031 (G) | 200,000 | 200,972 | ||||||
Barclays PLC | ||||||||
Fixed until 03/12/2029, | 1,925,000 | 1,935,863 | ||||||
HSBC Holdings PLC | ||||||||
Fixed until 11/13/2025, | GBP 1,514,000 | 1,819,558 | ||||||
Lloyds Banking Group PLC | ||||||||
2.25%, 10/16/2024 (M) | 1,520,000 | 1,884,591 |
Transamerica Series Trust | Page 12 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Principal | Value | |||||||
CORPORATE DEBT SECURITIES (continued) | ||||||||
United Kingdom (continued) | ||||||||
National Grid Electricity Distribution West Midlands PLC | ||||||||
5.75%, 04/16/2032 (M) | GBP 750,000 | $ 983,474 | ||||||
NGG Finance PLC | ||||||||
Fixed until 06/18/2025, | 1,360,000 | 1,699,063 | ||||||
|
| |||||||
8,523,521 | ||||||||
|
| |||||||
United States - 5.5% | ||||||||
Air Lease Corp. | ||||||||
3.13%, 12/01/2030 | $ 425,000 | 372,639 | ||||||
Amazon.com, Inc. | ||||||||
3.88%, 08/22/2037 | 1,400,000 | 1,265,101 | ||||||
American Express Co. | ||||||||
2.55%, 03/04/2027 | 550,000 | 513,903 | ||||||
Aon North America, Inc. | ||||||||
5.45%, 03/01/2034 | 1,350,000 | 1,365,251 | ||||||
AT&T, Inc. | ||||||||
1.80%, 09/05/2026 | EUR 1,520,000 | 1,580,109 | ||||||
2.90%, 12/04/2026 | GBP 700,000 | 837,907 | ||||||
3.65%, 06/01/2051 | $ 750,000 | 551,892 | ||||||
Bank of America Corp. | ||||||||
Fixed until 06/19/2025, | 2,475,000 | 2,353,065 | ||||||
Fixed until 04/27/2027, | 2,050,000 | 2,001,893 | ||||||
Fixed until 01/23/2034, | 975,000 | 982,735 | ||||||
Bank of New York Mellon Corp. | ||||||||
Fixed until 03/14/2034, | 1,100,000 | 1,095,102 | ||||||
BAT Capital Corp. | ||||||||
3.56%, 08/15/2027 | 442,000 | 418,571 | ||||||
Bristol-Myers Squibb Co. | ||||||||
5.55%, 02/22/2054 | 425,000 | 439,043 | ||||||
Celanese US Holdings LLC | ||||||||
6.17%, 07/15/2027 | 1,550,000 | 1,579,110 | ||||||
Centene Corp. | ||||||||
2.50%, 03/01/2031 | 2,275,000 | 1,872,256 | ||||||
Charles Schwab Corp. | ||||||||
Fixed until 05/19/2033, | 1,045,000 | 1,070,758 | ||||||
Charter Communications Operating LLC/Charter Communications Operating Capital | ||||||||
6.38%, 10/23/2035 | 425,000 | 420,487 | ||||||
Chubb INA Holdings, Inc. | ||||||||
0.88%, 06/15/2027 | EUR 1,000,000 | 997,843 | ||||||
Citigroup, Inc. | ||||||||
Fixed until 01/25/2032, | $ 2,275,000 | 1,932,158 | ||||||
4.45%, 09/29/2027 | 1,075,000 | 1,045,954 | ||||||
Crown Castle, Inc. | ||||||||
3.30%, 07/01/2030 | 1,375,000 | 1,222,947 | ||||||
Energy Transfer LP | ||||||||
2.90%, 05/15/2025 | 825,000 | 800,889 | ||||||
4.05%, 03/15/2025 | 324,000 | 319,183 | ||||||
Enterprise Products Operating LLC | ||||||||
4.85%, 01/31/2034 | 625,000 | 615,603 | ||||||
Ford Motor Credit Co. LLC | ||||||||
7.20%, 06/10/2030 | 1,600,000 | 1,699,227 | ||||||
Foundry JV Holdco LLC | ||||||||
5.88%, 01/25/2034 (G) | 625,000 | 626,488 | ||||||
Georgia-Pacific LLC | ||||||||
2.30%, 04/30/2030 (G) | 2,000,000 | 1,720,180 |
Principal | Value | |||||||
CORPORATE DEBT SECURITIES (continued) | ||||||||
United States (continued) | ||||||||
Global Payments, Inc. | ||||||||
4.45%, 06/01/2028 | $ 1,000,000 | $ 967,311 | ||||||
Goldman Sachs Group, Inc. | ||||||||
Fixed until 07/21/2031, 2.38% (K), 07/21/2032 | 1,075,000 | 882,073 | ||||||
JPMorgan Chase & Co. | ||||||||
Fixed until 02/17/2032, 0.60% (K), 02/17/2033 (M) | EUR 1,000,000 | 874,572 | ||||||
Fixed until 10/23/2033, 6.25% (K), 10/23/2034 | $ 2,700,000 | 2,887,256 | ||||||
Microsoft Corp. | ||||||||
1.35%, 09/15/2030 (G) | 2,475,000 | 2,044,491 | ||||||
New York Life Global Funding | ||||||||
5.00%, 01/09/2034 (G) | 1,125,000 | 1,113,882 | ||||||
NextEra Energy Capital Holdings, Inc. | ||||||||
2.75%, 11/01/2029 | 2,175,000 | 1,941,500 | ||||||
ONEOK Partners LP | ||||||||
4.90%, 03/15/2025 | 742,000 | 736,498 | ||||||
ONEOK, Inc. | ||||||||
2.75%, 09/01/2024 | 435,000 | 429,957 | ||||||
PNC Financial Services Group, Inc. | ||||||||
Fixed until 10/20/2033, 6.88% (K), 10/20/2034 | 1,775,000 | 1,945,190 | ||||||
Prologis Euro Finance LLC | ||||||||
1.88%, 01/05/2029 | EUR 950,000 | 952,352 | ||||||
Republic Services, Inc. | ||||||||
5.00%, 04/01/2034 | $ 600,000 | 596,366 | ||||||
T-Mobile USA, Inc. | ||||||||
2.25%, 11/15/2031 | 1,250,000 | 1,025,319 | ||||||
Thermo Fisher Scientific, Inc. | ||||||||
0.88%, 10/01/2031 | EUR 1,750,000 | 1,599,995 | ||||||
1.88%, 10/01/2049 | 400,000 | 309,847 | ||||||
US Bancorp | ||||||||
Fixed until 06/10/2033, 5.84% (K), 06/12/2034 | $ 678,000 | 691,620 | ||||||
Verizon Communications, Inc. | ||||||||
2.36%, 03/15/2032 | 1,625,000 | 1,335,560 | ||||||
3.40%, 03/22/2041 | 875,000 | 685,135 | ||||||
Vontier Corp. | ||||||||
2.40%, 04/01/2028 | 925,000 | 820,225 | ||||||
Warnermedia Holdings, Inc. | ||||||||
4.28%, 03/15/2032 | 2,025,000 | 1,808,953 | ||||||
5.05%, 03/15/2042 | 375,000 | 322,377 | ||||||
Wells Fargo & Co. | ||||||||
3.00%, 02/19/2025 | 700,000 | 684,831 | ||||||
Williams Cos., Inc. | ||||||||
5.30%, 08/15/2052 | 925,000 | 884,331 | ||||||
Xcel Energy, Inc. | ||||||||
2.60%, 12/01/2029 | 1,425,000 | 1,242,159 | ||||||
|
| |||||||
56,482,094 | ||||||||
|
| |||||||
Total Corporate Debt Securities |
| 114,064,609 | ||||||
|
| |||||||
FOREIGN GOVERNMENT OBLIGATIONS - 25.9% | ||||||||
Australia - 0.4% | ||||||||
Australia Government Bonds | ||||||||
Series 158, | ||||||||
1.25%, 05/21/2032 | AUD 3,250,000 | 1,729,290 | ||||||
Treasury Corp. of Victoria | ||||||||
5.25%, 09/15/2038 | 4,020,000 | 2,660,992 | ||||||
|
| |||||||
4,390,282 | ||||||||
|
| |||||||
Austria - 0.1% | ||||||||
Republic of Austria Government Bonds | ||||||||
0.25%, 10/20/2036 (M) | EUR 1,570,000 | 1,222,411 | ||||||
|
|
Transamerica Series Trust | Page 13 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Principal | Value | |||||||
FOREIGN GOVERNMENT OBLIGATIONS (continued) | ||||||||
Belgium - 0.3% | ||||||||
Kingdom of Belgium Government Bonds | ||||||||
1.70%, 06/22/2050 (M) | EUR 1,030,000 | $ 803,742 | ||||||
3.45%, 06/22/2043 (M) | 1,920,000 | 2,133,534 | ||||||
|
| |||||||
2,937,276 | ||||||||
|
| |||||||
Brazil - 2.1% | ||||||||
Brazil Notas do Tesouro Nacional | ||||||||
Series F, | ||||||||
10.00%, 01/01/2027 | BRL 106,838,000 | 21,722,576 | ||||||
|
| |||||||
Canada - 1.9% | ||||||||
Canada Government Bonds | ||||||||
2.75%, 12/01/2033 | CAD 3,770,000 | 2,737,100 | ||||||
OMERS Finance Trust | ||||||||
4.75%, 03/26/2031 (G) | $ 1,100,000 | 1,100,942 | ||||||
Province of British Columbia | ||||||||
2.20%, 06/18/2030 | CAD 3,140,000 | 2,100,751 | ||||||
Province of Ontario | ||||||||
2.05%, 06/02/2030 | 3,340,000 | 2,217,281 | ||||||
2.30%, 06/15/2026 | $ 2,280,000 | 2,162,546 | ||||||
4.10%, 03/04/2033 | CAD 2,000,000 | 1,477,291 | ||||||
4.20%, 01/18/2029 | $ 1,790,000 | 1,767,999 | ||||||
Province of Quebec | ||||||||
Zero Coupon, 10/29/2030 (M) | EUR 2,160,000 | 1,927,006 | ||||||
1.90%, 09/01/2030 | CAD 3,340,000 | 2,186,057 | ||||||
4.50%, 04/03/2029 (Q) | $ 2,100,000 | 2,100,985 | ||||||
|
| |||||||
19,777,958 | ||||||||
|
| |||||||
China - 7.7% | ||||||||
Agricultural Development Bank of China | ||||||||
2.25%, 04/22/2025 | CNY 8,500,000 | 1,178,575 | ||||||
3.79%, 10/26/2030 | 7,650,000 | 1,141,115 | ||||||
China Development Bank | ||||||||
3.34%, 07/14/2025 | 8,500,000 | 1,194,997 | ||||||
3.70%, 10/20/2030 | 16,150,000 | 2,398,644 | ||||||
China Government Bonds | ||||||||
2.37%, 01/20/2027 | 48,000,000 | 6,685,919 | ||||||
2.40%, 07/15/2028 | 14,000,000 | 1,947,703 | ||||||
2.76%, 05/15/2032 | 301,280,000 | 42,703,946 | ||||||
2.80%, 11/15/2032 | 21,400,000 | 3,046,063 | ||||||
3.27%, 11/19/2030 | 78,400,000 | 11,480,607 | ||||||
3.53%, 10/18/2051 | 4,000,000 | 647,078 | ||||||
3.81%, 09/14/2050 | 22,000,000 | 3,700,578 | ||||||
Series 1608, | ||||||||
3.52%, 04/25/2046 | 4,000,000 | 634,324 | ||||||
Series 1915, | ||||||||
3.13%, 11/21/2029 | 11,000,000 | 1,588,996 | ||||||
Export-Import Bank of China | ||||||||
2.93%, 03/02/2025 | 8,500,000 | 1,186,450 | ||||||
|
| |||||||
79,534,995 | ||||||||
|
| |||||||
Colombia - 0.1% | ||||||||
Colombia TES | ||||||||
Series B, | ||||||||
7.00%, 03/26/2031 | COP 3,601,000,000 | 802,044 | ||||||
|
| |||||||
Czech Republic - 0.1% | ||||||||
Czech Republic Government Bonds | ||||||||
1.20%, 03/13/2031 | CZK 17,200,000 | 616,965 | ||||||
|
| |||||||
Denmark - 0.1% | ||||||||
Denmark Government Bonds | ||||||||
Series G, | ||||||||
2.25%, 11/15/2033 | DKK 3,880,000 | 557,545 | ||||||
|
|
Principal | Value | |||||||
FOREIGN GOVERNMENT OBLIGATIONS (continued) | ||||||||
Estonia - 0.1% | ||||||||
Estonia Government International Bonds | ||||||||
3.25%, 01/17/2034 (M) | EUR 770,000 | $ 820,616 | ||||||
|
| |||||||
Finland - 0.1% | ||||||||
Finland Government Bonds | ||||||||
1.13%, 04/15/2034 (M) | 900,000 | 829,981 | ||||||
|
| |||||||
France - 1.7% | ||||||||
Agence Francaise de Developpement EPIC | ||||||||
1.50%, 10/31/2034 (M) | 1,400,000 | 1,290,519 | ||||||
French Republic Government Bonds OAT | ||||||||
Zero Coupon, 11/25/2029 (M) | 15,430,000 | 14,383,833 | ||||||
1.50%, 05/25/2050 (M) | 1,730,000 | 1,304,583 | ||||||
SNCF Reseau | ||||||||
1.88%, 03/30/2034 (M) | 900,000 | 861,058 | ||||||
|
| |||||||
17,839,993 | ||||||||
|
| |||||||
Germany - 1.8% | ||||||||
Bundesrepublik Deutschland Bundesanleihe | ||||||||
Zero Coupon, 08/15/2031 - 05/15/2036 (M) | 11,220,000 | 10,233,949 | ||||||
0.25%, 02/15/2029 (M) | 1,050,000 | 1,027,900 | ||||||
1.70%, 08/15/2032 (M) | 2,280,000 | 2,359,616 | ||||||
4.25%, 07/04/2039 (M) | 3,520,000 | 4,653,337 | ||||||
|
| |||||||
18,274,802 | ||||||||
|
| |||||||
Greece - 1.2% | ||||||||
Hellenic Republic Government Bonds | ||||||||
Zero Coupon, 06/15/2033 (M) (R) | 9,019,000 | 10,464,644 | ||||||
3.38%, 06/15/2034 (M) | 2,030,000 | 2,189,408 | ||||||
|
| |||||||
12,654,052 | ||||||||
|
| |||||||
Hungary - 0.1% | ||||||||
Hungary Government Bonds | ||||||||
3.00%, 08/21/2030 | HUF 113,030,000 | 250,826 | ||||||
4.75%, 11/24/2032 | 241,240,000 | 576,584 | ||||||
Hungary Government International Bonds | ||||||||
4.00%, 07/25/2029 (M) | EUR 461,000 | 495,561 | ||||||
|
| |||||||
1,322,971 | ||||||||
|
| |||||||
Indonesia - 0.5% | ||||||||
Indonesia Treasury Bonds | ||||||||
7.00%, 02/15/2033 | IDR 25,000,000,000 | 1,607,963 | ||||||
8.25%, 05/15/2029 | 8,156,000,000 | 550,755 | ||||||
8.38%, 03/15/2034 | 41,964,000,000 | 2,959,051 | ||||||
|
| |||||||
5,117,769 | ||||||||
|
| |||||||
Italy - 1.0% | ||||||||
Italy Buoni Poliennali Del Tesoro | ||||||||
2.50%, 12/01/2032 (M) | EUR 1,000,000 | 1,000,530 | ||||||
4.45%, 09/01/2043 (M) | 1,070,000 | 1,208,862 | ||||||
Series 30Y, | ||||||||
4.50%, 10/01/2053 (M) | 1,570,000 | 1,784,887 | ||||||
Series 7Y, | ||||||||
4.00%, 11/15/2030 (M) | 3,900,000 | 4,369,016 | ||||||
Republic of Italy Government International Bonds | ||||||||
0.88%, 05/06/2024 | $ 1,750,000 | 1,741,775 | ||||||
|
| |||||||
10,105,070 | ||||||||
|
|
Transamerica Series Trust | Page 14 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Principal | Value | |||||||
FOREIGN GOVERNMENT OBLIGATIONS (continued) | ||||||||
Japan - 1.8% | ||||||||
Japan Bank for International Cooperation | ||||||||
4.38%, 01/24/2031 | $ 940,000 | $ 931,093 | ||||||
Japan Government Ten Year Bonds | ||||||||
0.10%, 03/20/2030 | JPY 278,000,000 | 1,804,686 | ||||||
Series 363, | ||||||||
0.10%, 06/20/2031 | 95,000,000 | 610,697 | ||||||
Japan Government Thirty Year Bonds | ||||||||
0.40%, 09/20/2049 | 1,413,000,000 | 6,931,429 | ||||||
Japan Government Twenty Year Bonds | ||||||||
0.40%, 03/20/2040 | 915,000,000 | 5,333,873 | ||||||
0.60%, 06/20/2037 | 412,000,000 | 2,590,990 | ||||||
|
| |||||||
18,202,768 | ||||||||
|
| |||||||
Luxembourg - 0.2% | ||||||||
European Financial Stability Facility | ||||||||
3.00%, 09/04/2034 (M) | EUR 1,510,000 | 1,654,157 | ||||||
|
| |||||||
Malaysia - 0.2% | ||||||||
Malaysia Government Bonds | ||||||||
3.89%, 08/15/2029 | MYR 7,100,000 | 1,516,348 | ||||||
Series 0122, | ||||||||
3.58%, 07/15/2032 | 2,600,000 | 538,938 | ||||||
|
| |||||||
2,055,286 | ||||||||
|
| |||||||
Mexico - 0.1% | ||||||||
Mexico Bonos | ||||||||
Series M, | ||||||||
8.50%, 05/31/2029 | MXN 24,000,000 | 1,396,488 | ||||||
|
| |||||||
Netherlands - 0.3% | ||||||||
Nederlandse Waterschapsbank NV | ||||||||
1.00%, 05/28/2030 (G) | $ 929,000 | 757,006 | ||||||
Netherlands Government Bonds | ||||||||
Zero Coupon, 07/15/2030 (M) | EUR 2,100,000 | 1,941,380 | ||||||
2.75%, 01/15/2047 (M) | 660,000 | 723,006 | ||||||
|
| |||||||
3,421,392 | ||||||||
|
| |||||||
Norway - 0.0% (F) | ||||||||
Norway Government Bonds | ||||||||
2.13%, 05/18/2032 (M) | NOK 2,230,000 | 184,599 | ||||||
|
| |||||||
Poland - 0.1% | ||||||||
Republic of Poland Government Bonds | ||||||||
Series 0432, | ||||||||
1.75%, 04/25/2032 | PLN 2,900,000 | 556,426 | ||||||
|
| |||||||
Republic of Korea - 0.5% | ||||||||
Export-Import Bank of Korea | ||||||||
0.63%, 02/09/2026 | $ 1,460,000 | 1,349,004 | ||||||
Korea Development Bank | ||||||||
0.80%, 07/19/2026 | 2,070,000 | 1,885,991 | ||||||
Korea Electric Power Corp. | ||||||||
1.13%, 06/15/2025 (G) | 2,250,000 | 2,140,345 | ||||||
|
| |||||||
5,375,340 | ||||||||
|
| |||||||
Singapore - 0.1% | ||||||||
Singapore Government Bonds | ||||||||
2.63%, 08/01/2032 | SGD 1,100,000 | 786,578 | ||||||
|
| |||||||
Slovenia - 0.1% | ||||||||
Slovenia Government International Bonds | ||||||||
5.00%, 09/19/2033 (G) | $ 1,500,000 | 1,501,875 | ||||||
|
| |||||||
Spain - 1.2% | ||||||||
Spain Government Bonds | ||||||||
Zero Coupon, 01/31/2028 | EUR 1,570,000 | 1,521,874 | ||||||
2.70%, 10/31/2048 (M) | 872,000 | 797,329 |
Principal | Value | |||||||
FOREIGN GOVERNMENT OBLIGATIONS (continued) | ||||||||
Spain (continued) | ||||||||
Spain Government Bonds (continued) | ||||||||
2.80%, 05/31/2026 | EUR 4,620,000 | $ 4,960,043 | ||||||
3.25%, 04/30/2034 (M) | 4,560,000 | 4,958,814 | ||||||
3.45%, 07/30/2066 (M) | 290,000 | 290,885 | ||||||
|
| |||||||
12,528,945 | ||||||||
|
| |||||||
Supranational - 0.6% | ||||||||
Africa Finance Corp. | ||||||||
4.38%, 04/17/2026 (M) | $ 1,240,000 | 1,196,600 | ||||||
Asian Development Bank | ||||||||
2.13%, 05/19/2031 | NZD 810,000 | 405,001 | ||||||
Banque Ouest Africaine de Developpement | ||||||||
4.70%, 10/22/2031 (M) | $ 530,000 | 455,779 | ||||||
European Investment Bank | ||||||||
Zero Coupon, 01/14/2031 (M) | EUR 2,430,000 | 2,189,783 | ||||||
International Bank for Reconstruction & Development | ||||||||
4.25%, 09/18/2030 | CAD 3,060,000 | 2,306,739 | ||||||
|
| |||||||
6,553,902 | ||||||||
|
| |||||||
Sweden - 0.1% | ||||||||
Sweden Government Bonds | ||||||||
Series 1063, | ||||||||
1.75%, 11/11/2033 (M) | SEK 11,200,000 | 990,275 | ||||||
|
| |||||||
Thailand - 0.2% | ||||||||
Thailand Government Bonds | ||||||||
2.00%, 12/17/2031 | THB 59,000,000 | 1,568,885 | ||||||
|
| |||||||
United Arab Emirates - 0.0% (F) | ||||||||
Abu Dhabi Government International Bonds | ||||||||
3.13%, 04/16/2030 (G) | $ 378,000 | 347,379 | ||||||
|
| |||||||
United Kingdom - 1.1% | ||||||||
U.K. Gilt | ||||||||
0.38%, 10/22/2030 (M) | GBP 3,210,000 | 3,262,265 | ||||||
0.63%, 10/22/2050 (M) | 4,410,000 | 2,319,998 | ||||||
0.88%, 07/31/2033 (M) | 720,000 | 695,747 | ||||||
1.63%, 10/22/2028 (M) | 1,510,000 | 1,736,036 | ||||||
3.50%, 01/22/2045 (M) | 2,550,000 | 2,826,916 | ||||||
|
| |||||||
10,840,962 | ||||||||
|
| |||||||
Total Foreign Government Obligations |
| 266,492,563 | ||||||
|
| |||||||
MORTGAGE-BACKED SECURITIES - 2.2% | ||||||||
Ireland - 0.1% | ||||||||
Berg Finance DAC | ||||||||
Series 2021-1, Class A, | ||||||||
3-Month EURIBOR + 1.05%, | EUR 153,082 | 154,877 | ||||||
Glenbeigh 2 Issuer DAC | ||||||||
Series 2021-2A, Class A, | ||||||||
3-Month EURIBOR + 0.75%, | 885,912 | 955,666 | ||||||
|
| |||||||
1,110,543 | ||||||||
|
| |||||||
United Kingdom - 0.1% | ||||||||
Landmark Mortgage Securities No. 3 PLC | ||||||||
Series 3, Class C, | ||||||||
SONIA + 2.22%, | GBP 1,069,880 | 1,282,450 | ||||||
|
|
Transamerica Series Trust | Page 15 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Principal | Value | |||||||
MORTGAGE-BACKED SECURITIES (continued) | ||||||||
United States - 2.0% | ||||||||
BAMLL Commercial Mortgage Securities Trust | ||||||||
Series 2016-ISQ, Class A, |
| |||||||
2.85%, 08/14/2034 (G) | $ 1,000,000 | $ 872,704 | ||||||
Bayview Opportunity Master Fund VIa Trust | ||||||||
Series 2022-3, Class A1, | ||||||||
3.00% (K), 01/25/2052 (G) | 1,681,771 | 1,405,922 | ||||||
BPR Trust | ||||||||
Series 2022-SSP, Class A, | ||||||||
1-Month Term SOFR + 3.00%, 8.33% (K), 05/15/2039 (G) | 2,000,000 | 2,008,750 | ||||||
BX Commercial Mortgage Trust | ||||||||
Series 2023-VLT2, Class A, | ||||||||
1-Month Term SOFR + 2.28%, 7.61% (K), 06/15/2040 (G) | 800,000 | 803,250 | ||||||
BX Trust | ||||||||
Series 2019-OC11, Class D, | ||||||||
3.94% (K), 12/09/2041 (G) | 576,000 | 507,925 | ||||||
Series 2023-DELC, Class A, | ||||||||
1-Month Term SOFR + 2.69%, 8.02% (K), 05/15/2038 (G) | 1,310,000 | 1,326,375 | ||||||
CSMC Trust | ||||||||
Series 2022-NWPT, Class A, | ||||||||
1-Month Term SOFR + 3.14%, 8.47% (K), 09/09/2024 (G) | 1,000,000 | 1,002,792 | ||||||
GCAT Trust | ||||||||
Series 2024-INV1, Class 2A2, | ||||||||
6.50% (K), 01/25/2054 (G) | 1,469,931 | 1,483,087 | ||||||
GS Mortgage-Backed Securities Corp. Trust | ||||||||
Series 2022-PJ2, Class A6, | ||||||||
3.00% (K), 06/25/2052 (G) | 859,488 | 718,512 | ||||||
Hundred Acre Wood Trust | ||||||||
Series 2021-INV3, Class A3, | ||||||||
2.50% (K), 12/25/2051 (G) | 1,284,312 | 1,030,360 | ||||||
JPMorgan Chase Commercial Mortgage Securities Trust | ||||||||
Series 2022-ACB, Class A, | ||||||||
1-Month SOFR Average + 1.40%, 6.72% (K), 03/15/2039 (G) | 1,300,000 | 1,296,547 | ||||||
JPMorgan Mortgage Trust | ||||||||
Series 2021-INV6, Class A2, | ||||||||
3.00% (K), 04/25/2052 (G) | 1,494,965 | 1,257,231 | ||||||
Series 2022-INV3, Class A3B, | ||||||||
3.00% (K), 09/25/2052 (G) | 1,272,393 | 1,059,715 | ||||||
Ladder Capital Commercial Mortgage Trust | ||||||||
Series 2013-GCP, Class A1, | ||||||||
3.57%, 02/15/2036 (G) | 538,463 | 503,286 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust | ||||||||
Series 2014-C19, Class LNC3, | ||||||||
4.75% (K), 12/15/2046 (G) | 882,200 | 816,350 | ||||||
OBX Trust | ||||||||
Series 2020-EXP1, Class 1A8, | ||||||||
3.50% (K), 02/25/2060 (G) | 186,633 | 165,231 | ||||||
Olympic Tower Mortgage Trust | ||||||||
Series 2017-OT, Class A, | ||||||||
3.57%, 05/10/2039 (G) | 1,400,000 | 1,212,643 |
Principal | Value | |||||||
MORTGAGE-BACKED SECURITIES (continued) | ||||||||
United States (continued) | ||||||||
Onslow Bay Financial LLC | ||||||||
Series 2023-INV1, Class A1, | ||||||||
3.00% (K), 01/25/2052 (G) | $ 1,145,432 | $ 957,555 | ||||||
PRKCM Trust | ||||||||
Series 2023-AFC1, Class A1, | ||||||||
6.60% (K), 02/25/2058 (G) | 634,610 | 633,725 | ||||||
PRMI Securitization Trust | ||||||||
Series 2021-1, Class A2, | ||||||||
2.50% (K), 04/25/2051 (G) | 1,644,055 | 1,318,969 | ||||||
|
| |||||||
20,380,929 | ||||||||
|
| |||||||
Total Mortgage-Backed Securities |
| 22,773,922 | ||||||
|
| |||||||
MUNICIPAL GOVERNMENT OBLIGATION - 0.1% | ||||||||
Michigan - 0.1% | ||||||||
University of Michigan, Revenue Bonds, | ||||||||
Series A, | ||||||||
4.45%, 04/01/2122 | 710,000 | 611,277 | ||||||
|
| |||||||
Total Municipal Government Obligation |
| 611,277 | ||||||
|
| |||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS - 4.7% | ||||||||
Federal Home Loan Mortgage Corp. | ||||||||
2.00%, 03/01/2052 | 7,255,089 | 5,754,205 | ||||||
2.50%, 06/01/2050 - 01/01/2053 | 3,187,496 | 2,647,694 | ||||||
Federal National Mortgage Association | ||||||||
2.50%, 02/01/2052 - 12/01/2052 | 6,094,186 | 5,050,090 | ||||||
3.00%, 01/01/2053 | 11,191,208 | 9,642,516 | ||||||
3.50%, 01/01/2051 | 4,500,910 | 4,080,129 | ||||||
6.50%, 10/01/2053 | 382,624 | 391,734 | ||||||
Uniform Mortgage-Backed Security, TBA | ||||||||
3.00%, 04/01/2054 (Q) | 300,000 | 258,376 | ||||||
4.00%, 04/01/2054 (Q) | 6,800,000 | 6,303,356 | ||||||
4.50%, 04/01/2054 (Q) | 2,400,000 | 2,287,499 | ||||||
5.00%, 04/01/2054 (Q) | 4,975,000 | 4,857,965 | ||||||
5.50%, 04/01/2054 (Q) | 3,325,000 | 3,310,810 | ||||||
6.00%, 04/01/2054 (Q) | 4,010,000 | 4,048,717 | ||||||
|
| |||||||
Total U.S. Government Agency Obligations |
| 48,633,091 | ||||||
|
| |||||||
U.S. GOVERNMENT OBLIGATIONS - 5.4% | ||||||||
U.S. Treasury - 5.4% | ||||||||
U.S. Treasury Bonds | ||||||||
1.13%, 05/15/2040 | 7,850,000 | 4,913,610 | ||||||
1.75%, 08/15/2041 | 4,560,000 | 3,082,631 | ||||||
2.38%, 11/15/2049 | 1,820,000 | 1,249,117 | ||||||
2.50%, 02/15/2045 | 2,450,000 | 1,794,434 | ||||||
2.75%, 08/15/2047 | 380,000 | 284,881 | ||||||
2.88%, 05/15/2049 | 275,500 | 209,950 | ||||||
U.S. Treasury Notes | ||||||||
0.38%, 12/31/2025 | 10,450,000 | 9,694,416 | ||||||
0.50%, 04/30/2027 | 5,880,000 | 5,225,620 | ||||||
1.38%, 11/15/2031 | 6,710,000 | 5,485,425 | ||||||
1.88%, 02/15/2032 | 4,070,000 | 3,440,422 | ||||||
2.13%, 05/15/2025 | 7,500,000 | 7,269,141 | ||||||
2.38%, 03/31/2029 | 4,900,000 | 4,493,453 | ||||||
3.38%, 05/15/2033 | 9,730,000 | 9,123,395 | ||||||
|
| |||||||
Total U.S. Government Obligations |
| 56,266,495 | ||||||
|
|
Transamerica Series Trust | Page 16 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Principal | Value | |||||||
SHORT-TERM U.S. GOVERNMENT OBLIGATION - 0.6% | ||||||||
U.S. Treasury Bills | ||||||||
5.31% (I), 08/01/2024 | $ 5,916,000 | $ 5,812,368 | ||||||
|
| |||||||
Total Short-Term U.S. Government Obligation |
| 5,812,368 | ||||||
|
| |||||||
Shares | Value | |||||||
OTHER INVESTMENT COMPANY - 0.4% | ||||||||
Securities Lending Collateral - 0.4% | ||||||||
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 5.29% (I) | 3,970,006 | 3,970,006 | ||||||
|
| |||||||
Total Other Investment Company |
| 3,970,006 | ||||||
|
| |||||||
Principal | Value | |||||||
REPURCHASE AGREEMENT - 20.1% | ||||||||
Fixed Income Clearing Corp., 2.50% (I), dated 03/28/2024, to be repurchased at $207,259,131 on 04/01/2024. Collateralized by a U.S. Government Obligation, 4.25%, due 12/31/2025, and with a value of $211,345,640. (R) | $ 207,201,574 | 207,201,574 | ||||||
|
| |||||||
Total Repurchase Agreement |
| 207,201,574 | ||||||
|
| |||||||
Total Investments |
| 1,015,890,855 | ||||||
Net Other Assets (Liabilities) - 1.3% | 13,820,235 | |||||||
|
| |||||||
Net Assets - 100.0% | $ 1,029,711,090 | |||||||
|
|
Transamerica Series Trust | Page 17 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
CENTRALLY CLEARED SWAP AGREEMENTS:
Interest Rate Swap Agreements
Floating Rate Index | Pay/Receive Fixed Rate | Fixed Rate | Payment Frequency | Maturity Date | Notional Amount | Value | Premiums Paid (Received) | Net Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||||||||||||||||
1-Month CNY-CNRR | Receive | 2.38 | % | Quarterly | 11/03/2028 | CNY | 86,649,500 | $ | 147,579 | $ | — | $ | 147,579 | ||||||||||||||||||||||||||||||||
1-Month CNY-CNRR | Receive | 2.38 | Quarterly | 11/03/2028 | CNY | 86,649,500 | 147,836 | — | 147,836 | ||||||||||||||||||||||||||||||||||||
1-Month CNY-CNRR | Receive | 2.56 | Quarterly | 05/16/2028 | CNY | 153,625,000 | 410,171 | — | 410,171 | ||||||||||||||||||||||||||||||||||||
1-Month CNY-CNRR | Receive | 2.56 | Quarterly | 05/16/2028 | CNY | 153,625,000 | 410,376 | — | 410,376 | ||||||||||||||||||||||||||||||||||||
12-Month EUR-CPTFE | Receive | 2.17 | Maturity | 01/15/2034 | EUR | 8,161,410 | (7,532 | ) | — | (7,532 | ) | ||||||||||||||||||||||||||||||||||
12-Month EUR-CPTFE | Receive | 2.17 | Maturity | 01/15/2034 | EUR | 6,529,127 | (6,025 | ) | — | (6,025 | ) | ||||||||||||||||||||||||||||||||||
12-Month EUR-CPTFE | Receive | 2.17 | Maturity | 01/15/2034 | EUR | 8,161,409 | (7,532 | ) | — | (7,532 | ) | ||||||||||||||||||||||||||||||||||
12-Month EUR-CPTFE | Receive | 2.17 | Maturity | 01/15/2034 | EUR | 8,834,236 | (7,241 | ) | — | (7,241 | ) | ||||||||||||||||||||||||||||||||||
12-Month EUR-CPTFE | Receive | 2.17 | Maturity | 01/15/2034 | EUR | 8,161,409 | (6,690 | ) | — | (6,690 | ) | ||||||||||||||||||||||||||||||||||
12-Month EUR-CPTFE | Receive | 2.18 | Maturity | 01/15/2034 | EUR | 8,161,409 | 469 | — | 469 | ||||||||||||||||||||||||||||||||||||
12-Month EUR-CPTFE | Receive | 2.42 | Maturity | 01/15/2054 | EUR | 2,893,110 | (54,465 | ) | — | (54,465 | ) | ||||||||||||||||||||||||||||||||||
12-Month EUR-CPTFE | Receive | 2.42 | Maturity | 01/15/2054 | EUR | 2,936,944 | (51,950 | ) | — | (51,950 | ) | ||||||||||||||||||||||||||||||||||
12-Month EUR-CPTFE | Receive | 2.42 | Maturity | 01/15/2054 | EUR | 2,936,946 | (51,950 | ) | — | (51,950 | ) | ||||||||||||||||||||||||||||||||||
|
|
|
|
|
| ||||||||||||||||||||||||||||||||||||||||
Total | $ | 923,046 | $ | — | $ | 923,046 | |||||||||||||||||||||||||||||||||||||||
|
|
|
|
|
|
OVER-THE-COUNTER SWAP AGREEMENTS:
Total Return Swap Agreements (S)
Reference Entity | Counterparty | Pay/ Receive | Payment Frequency | Maturity Date | Notional Amount | Number of Shares or Units | Value | Premiums Paid (Received) | Net Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||||||||||||||||||||
MSCI Daily Trust Net Japan USD Index | BCLY | Receive | Quarterly | 05/10/2024 | USD | 42,372,019 | 5,168 | $ | 2,735,865 | $ | — | $ | 2,735,865 | |||||||||||||||||||||||||||||||||||||
MSCI Emerging Net Total Return Index | BCLY | Receive | Quarterly | 06/20/2024 | USD | 71,860,604 | 132,310 | (176,443 | ) | — | (176,443 | ) | ||||||||||||||||||||||||||||||||||||||
MSCI USA Gross Return Index | GSI | Receive | Quarterly | 05/08/2024 | USD | 171,205,177 | 7,705 | 9,862,404 | — | 9,862,404 | ||||||||||||||||||||||||||||||||||||||||
MSCI USA Gross Return Index | UBS | Receive | Quarterly | 09/24/2024 | USD | 111,442,319 | 4,733 | 470,042 | — | 470,042 | ||||||||||||||||||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||||||||||||||||||
Total | $ | 12,891,868 | $ | — | $ | 12,891,868 | ||||||||||||||||||||||||||||||||||||||||||||
|
|
|
|
|
|
Transamerica Series Trust | Page 18 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
Bilateral Equity Basket Total Return Swaps
Reference Entity | Counterparty | Pay/ Receive | Expiration Date | Notional Amount | Notional Amount as a Percentage of Net Assets | Value | Premiums (Paid) Received | Net Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||||||||||||||||
BNP Paribas EMU Anti-Value | BNP | Pay | 09/18/2024 | EUR | 1,389,649 | 0.1 | $ | (30,742 | ) | $ | — | $ | (30,742 | ) | |||||||||||||||||||||||||||||||
BNP Paribas EMU Anti-Value | BNP | Pay | 09/18/2024 | EUR | 1,389,469 | 0.1 | (23,419 | ) | — | (23,419 | ) | ||||||||||||||||||||||||||||||||||
BNP Paribas EMU Anti-Value | BNP | Pay | 09/18/2024 | EUR | 1,364,765 | 0.1 | (12,512 | ) | — | (12,512 | ) | ||||||||||||||||||||||||||||||||||
BNP Paribas EMU Anti-Value | BNP | Pay | 09/18/2024 | EUR | 1,384,424 | 0.1 | (26,070 | ) | — | (26,070 | ) | ||||||||||||||||||||||||||||||||||
BNP Paribas EMU Anti-Value | BNP | Pay | 09/18/2024 | EUR | 1,383,920 | 0.1 | (30,946 | ) | — | (30,946 | ) | ||||||||||||||||||||||||||||||||||
BNP Paribas EMU Anti-Value+Quality (a) | BNP | Pay | 09/18/2024 | EUR | 1,852,129 | 0.2 | (58,806 | ) | — | (58,806 | ) | ||||||||||||||||||||||||||||||||||
BNP Paribas EMU Anti-Value+Quality (a) | BNP | Pay | 09/18/2024 | EUR | 1,833,592 | 0.2 | (49,400 | ) | — | (49,400 | ) | ||||||||||||||||||||||||||||||||||
BNP Paribas EMU Anti-Value+Quality (a) | BNP | Pay | 09/18/2024 | EUR | 1,785,565 | 0.2 | (27,898 | ) | — | (27,898 | ) | ||||||||||||||||||||||||||||||||||
BNP Paribas EMU Anti-Value+Quality (a) | BNP | Pay | 09/18/2024 | EUR | 1,824,806 | 0.2 | (53,259 | ) | — | (53,259 | ) | ||||||||||||||||||||||||||||||||||
BNP Paribas EMU Anti-Value+Quality (a) | BNP | Pay | 09/18/2024 | EUR | 1,829,606 | 0.2 | (56,693 | ) | — | (56,693 | ) | ||||||||||||||||||||||||||||||||||
BNP Paribas EMU Value | BNP | Receive | 09/18/2024 | EUR | 1,395,950 | 0.1 | 63,120 | — | 63,120 | ||||||||||||||||||||||||||||||||||||
BNP Paribas EMU Value | BNP | Receive | 09/18/2024 | EUR | 1,391,370 | 0.1 | 58,037 | — | 58,037 | ||||||||||||||||||||||||||||||||||||
BNP Paribas EMU Value | BNP | Receive | 09/18/2024 | EUR | 1,391,918 | 0.1 | 55,390 | — | 55,390 | ||||||||||||||||||||||||||||||||||||
BNP Paribas EMU Value | BNP | Receive | 09/18/2024 | EUR | 1,388,576 | 0.1 | 50,539 | — | 50,539 | ||||||||||||||||||||||||||||||||||||
BNP Paribas EMU Value | BNP | Receive | 09/18/2024 | EUR | 1,346,800 | 0.1 | 31,748 | — | 31,748 | ||||||||||||||||||||||||||||||||||||
BNP Paribas EMU Value+Quality (b) | BNP | Receive | 09/18/2024 | EUR | 1,841,371 | 0.2 | 73,364 | — | 73,364 | ||||||||||||||||||||||||||||||||||||
BNP Paribas EMU Value+Quality (b) | BNP | Receive | 09/18/2024 | EUR | 1,829,777 | 0.2 | 74,273 | — | 74,273 | ||||||||||||||||||||||||||||||||||||
BNP Paribas EMU Value+Quality (b) | BNP | Receive | 09/18/2024 | EUR | 1,857,914 | 0.2 | 70,452 | — | 70,452 | ||||||||||||||||||||||||||||||||||||
BNP Paribas EMU Value+Quality (b) | BNP | Receive | 09/18/2024 | EUR | 1,830,082 | 0.2 | 66,226 | — | 66,226 | ||||||||||||||||||||||||||||||||||||
BNP Paribas EMU Value+Quality (b) | BNP | Receive | 09/18/2024 | EUR | 1,775,903 | 0.2 | 44,060 | — | 44,060 | ||||||||||||||||||||||||||||||||||||
BNP Paribas Long EMU Domestics (c) | BNP | Receive | 01/15/2025 | EUR | 18,913,844 | 1.8 | 2,434,116 | — | 2,434,116 | ||||||||||||||||||||||||||||||||||||
BNP Paribas Long EMU Domestics (c) | BNP | Receive | 01/15/2025 | EUR | 5,289,584 | 0.5 | 346,338 | — | 346,338 | ||||||||||||||||||||||||||||||||||||
BNP Paribas Short US Domestics (d) | BNP | Pay | 01/15/2025 | USD | 20,396,677 | 2.0 | (1,812,233 | ) | — | (1,812,233 | ) | ||||||||||||||||||||||||||||||||||
BNP Paribas Short US Domestics (d) | BNP | Pay | 01/15/2025 | USD | 5,747,155 | 0.6 | (178,221 | ) | — | (178,221 | ) | ||||||||||||||||||||||||||||||||||
JPMorgan Long Japan 80% Value | JPM | Receive | 03/18/2025 | USD | 8,118,293 | 0.8 | 312,604 | — | 312,604 | ||||||||||||||||||||||||||||||||||||
JPMorgan Long Korea 20% Value | JPM | Receive | 03/18/2025 | USD | 4,086,780 | 0.4 | (168,268 | ) | — | (168,268 | ) | ||||||||||||||||||||||||||||||||||
JPMorgan Long US Value+Quality Combo (e) | JPM | Receive | 03/17/2025 | USD | 5,951,307 | 0.6 | 123,816 | — | 123,816 | ||||||||||||||||||||||||||||||||||||
JPMorgan Long US Value+Quality Combo (e) | JPM | Receive | 03/17/2025 | USD | 8,831,024 | 0.9 | 344,268 | — | 344,268 | ||||||||||||||||||||||||||||||||||||
JPMorgan Short Japan 80% Anti-Value | JPM | Pay | 03/18/2025 | USD | 8,058,507 | 0.8 | (53,817 | ) | — | (53,817 | ) | ||||||||||||||||||||||||||||||||||
JPMorgan Short Korea 20% Anti-Value | JPM | Pay | 10/23/2024 | USD | 3,816,888 | 0.4 | (558,728 | ) | — | (558,728 | ) | ||||||||||||||||||||||||||||||||||
JPMorgan Short US High Earnings Revisions (f) | JPM | Pay | 03/17/2025 | USD | 5,956,323 | 0.6 | (149,130 | ) | — | (149,130 | ) | ||||||||||||||||||||||||||||||||||
JPMorgan Short US High Earnings Revisions (f) | JPM | Pay | 03/17/2025 | USD | 8,852,061 | 0.9 | (335,381 | ) | — | (335,381 | ) | ||||||||||||||||||||||||||||||||||
|
|
|
|
|
| ||||||||||||||||||||||||||||||||||||||||
Total | $ | 522,828 | $ | — | $ | 522,828 | |||||||||||||||||||||||||||||||||||||||
|
|
|
|
|
|
Value | |||||
OTC Swap Agreements, at value (Assets) | $ | 17,216,662 | |||
OTC Swap Agreements, at value (Liabilities) | $ | (3,801,966 | ) |
Transamerica Series Trust | Page 19 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
(a) | The significant reference entities underlying the corresponding total return swap as of March 31, 2024, are as follows: |
Common Stocks - Long | Shares | Value | Percentage of Basket Value | |||||||||
Aerospace & Defense | ||||||||||||
Airbus SE | 146 | $ 24,997 | 2.44 | % | ||||||||
MTU Aero Engines AG | 105 | 24,720 | 2.41 | |||||||||
Rheinmetall AG | 53 | 27,577 | 2.69 | |||||||||
|
| |||||||||||
77,294 | ||||||||||||
|
| |||||||||||
Automobiles | ||||||||||||
Ferrari NV | 59 | 23,756 | 2.32 | |||||||||
|
| |||||||||||
Beverages | ||||||||||||
Davide Campari-Milano NV | 3,043 | 28,343 | 2.77 | |||||||||
Remy Cointreau SA | 220 | 20,511 | 2.00 | |||||||||
|
| |||||||||||
48,854 | ||||||||||||
|
| |||||||||||
Biotechnology | ||||||||||||
Aegenx SE | 65 | 23,923 | 2.33 | |||||||||
|
| |||||||||||
Broadline Retail | ||||||||||||
Prosus NV | 831 | 24,156 | 2.36 | |||||||||
|
| |||||||||||
Capital Markets | ||||||||||||
Deutsche Boerse AG | 138 | 26,204 | 2.56 | |||||||||
Euronext NV | 301 | 26,572 | 2.59 | |||||||||
|
| |||||||||||
52,776 | ||||||||||||
|
| |||||||||||
Chemicals | ||||||||||||
DSM-Firmenich AG | 220 | 23,189 | 2.26 | |||||||||
OCI NV | 928 | 23,553 | 2.30 | |||||||||
Symrise AG | 213 | 23,577 | 2.30 | |||||||||
|
| |||||||||||
70,319 | ||||||||||||
|
| |||||||||||
Construction & Engineering | ||||||||||||
Ferrovial SE | 650 | 23,844 | 2.33 | |||||||||
|
| |||||||||||
Diversified Telecommunication Services | ||||||||||||
Infrastrutture Wireless Italiane SpA | 2,415 | 25,433 | 2.48 | |||||||||
|
| |||||||||||
Electric Utilities | ||||||||||||
Elia Group SA | 189 | 18,884 | 1.84 | |||||||||
|
| |||||||||||
Electrical Equipment | ||||||||||||
Siemens Energy AG | 1,629 | 27,708 | 2.70 | |||||||||
|
| |||||||||||
Financial Services | ||||||||||||
Adyen NV | 18 | 27,888 | 2.72 | |||||||||
Edenred SE | 525 | 25,946 | 2.53 | |||||||||
Groupe Bruxelles Lambert NV | 231 | 16,195 | 1.58 | |||||||||
Nexi SpA | 4,065 | 23,878 | 2.33 | |||||||||
Sofina SA | 41 | 8,436 | 0.82 | |||||||||
|
| |||||||||||
102,343 | ||||||||||||
|
| |||||||||||
Food Products | ||||||||||||
Lotus Bakeries NV | 1 | 11,680 | 1.14 | |||||||||
|
| |||||||||||
Hotels, Restaurants & Leisure | ||||||||||||
Accor SA | 538 | 23,286 | 2.27 | |||||||||
Delivery Hero SE | 864 | 22,913 | 2.24 | |||||||||
|
| |||||||||||
46,199 | ||||||||||||
|
|
Common Stocks - Long | Shares | Value | Percentage of Basket Value | |||||||||
Independent Power and Renewable Electricity Producers | ||||||||||||
EDP Renovaveis SA | 1,884 | $ 23,637 | 2.31 | % | ||||||||
|
| |||||||||||
Industrial REITs | ||||||||||||
Warehouses de Pauw CVA | 530 | 14,016 | 1.37 | |||||||||
|
| |||||||||||
Insurance | ||||||||||||
Hannover Rueck SE | 107 | 27,205 | 2.65 | |||||||||
Sampo OYJ - A Shares | 634 | 25,060 | 2.45 | |||||||||
|
| |||||||||||
52,265 | ||||||||||||
|
| |||||||||||
Interactive Media & Services | ||||||||||||
Scout24 SE | 270 | 18,894 | 1.84 | |||||||||
|
| |||||||||||
Life Sciences Tools & Services | ||||||||||||
Sartorius AG | 62 | 22,964 | 2.24 | |||||||||
Sartorius Stedim Biotech | 82 | 21,576 | 2.11 | |||||||||
|
| |||||||||||
44,540 | ||||||||||||
|
| |||||||||||
Machinery | ||||||||||||
Rational AG | 23 | 18,429 | 1.80 | |||||||||
|
| |||||||||||
Media | ||||||||||||
Vivendi SE | 2,466 | 24,905 | 2.43 | |||||||||
|
| |||||||||||
Multi-Utilities | ||||||||||||
E.ON SE | 1,943 | 25,033 | 2.44 | |||||||||
|
| |||||||||||
Oil, Gas & Consumable Fuels | ||||||||||||
Neste OYJ | 920 | 23,095 | 2.25 | |||||||||
|
| |||||||||||
Personal Care Products | ||||||||||||
Beiersdorf AG | 217 | 29,305 | 2.86 | |||||||||
|
| |||||||||||
Pharmaceuticals | ||||||||||||
UCB SA | 213 | 24,322 | 2.37 | |||||||||
|
| |||||||||||
Real Estate Management & Development | ||||||||||||
LEG Immobilien SE | 129 | 10,280 | 1.00 | |||||||||
|
| |||||||||||
Semiconductors & Semiconductor Equipment | ||||||||||||
BE Semiconductor Industries NV | 161 | 22,848 | 2.23 | |||||||||
|
| |||||||||||
Software | ||||||||||||
SAP SE | 130 | 23,450 | 2.29 | |||||||||
|
| |||||||||||
Textiles, Apparel & Luxury Goods | ||||||||||||
Adidas AG | 110 | 22,782 | 2.22 | |||||||||
Moncler SpA | 323 | 22,352 | 2.18 | |||||||||
|
| |||||||||||
45,134 | ||||||||||||
|
| |||||||||||
Transportation Infrastructure | ||||||||||||
ADP | 185 | 23,554 | 2.30 | |||||||||
Getlink SE | 1,507 | 23,782 | 2.32 | |||||||||
|
| |||||||||||
47,336 | ||||||||||||
|
| |||||||||||
TOTAL COMMON STOCKS - LONG | $ 1,024,658 | |||||||||||
|
|
Transamerica Series Trust | Page 20 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
(b) | The significant reference entities underlying the corresponding total return swap as of March 31, 2024, are as follows: |
Common Stocks - Long | Shares | Value | Percentage of Basket Value | |||||||||
Automobile Components | ||||||||||||
Cie Generale des Etablissements Michelin SCA | 698 | $ 24,778 | 2.38 | % | ||||||||
|
| |||||||||||
Automobiles | ||||||||||||
Bayerische Motoren Werke AG | 228 | 24,433 | 2.34 | |||||||||
Mercedes-Benz Group AG | 331 | 24,452 | 2.34 | |||||||||
Stellantis NV | 947 | 24,955 | 2.39 | |||||||||
Volkswagen AG | 124 | 17,544 | 1.68 | |||||||||
Volkswagen AG | 213 | 26,138 | 2.51 | |||||||||
|
| |||||||||||
117,522 | ||||||||||||
|
| |||||||||||
Banks | ||||||||||||
ABN AMRO Bank NV | 1,524 | 24,158 | 2.32 | |||||||||
Banco Santander SA | 5,668 | 25,627 | 2.46 | |||||||||
Bank of Ireland Group PLC | 2,621 | 24,765 | 2.37 | |||||||||
Erste Group Bank AG | 607 | 25,071 | 2.40 | |||||||||
ING Groep NV | 1,639 | 24,981 | 2.40 | |||||||||
Unicredit SpA | 713 | 25,062 | 2.40 | |||||||||
|
| |||||||||||
149,664 | ||||||||||||
|
| |||||||||||
Building Products | ||||||||||||
Cie de Saint-Gobain SA | 329 | 23,641 | 2.27 | |||||||||
|
| |||||||||||
Capital Markets | ||||||||||||
Deutsche Bank AG | 1,695 | 24,712 | 2.37 | |||||||||
|
| |||||||||||
Chemicals | ||||||||||||
Syensqo SA | 289 | 25,404 | 2.44 | |||||||||
|
| |||||||||||
Commercial Services & Supplies | ||||||||||||
DHL Group | 589 | 23,517 | 2.26 | |||||||||
|
| |||||||||||
Communications Equipment | ||||||||||||
Nokia OYJ | 6,795 | 22,364 | 2.14 | |||||||||
|
| |||||||||||
Construction & Engineering | ||||||||||||
Eiffage SA | 221 | 23,247 | 2.23 | |||||||||
Vinci SA | 194 | 23,069 | 2.21 | |||||||||
|
| |||||||||||
46,316 | ||||||||||||
|
| |||||||||||
Construction Materials | ||||||||||||
Heidelberg Materials AG | 245 | 25,027 | 2.40 | |||||||||
|
| |||||||||||
Consumer Staples Distribution & Retail | ||||||||||||
Carrefour SA | 1,575 | 25,003 | 2.40 | |||||||||
Jeronimo Martins SGPS SA | 1,308 | 24,042 | 2.31 | |||||||||
Koninklijke Ahold Delhaize NV | 899 | 24,910 | 2.39 | |||||||||
|
| |||||||||||
73,955 | ||||||||||||
|
| |||||||||||
Diversified REITs | ||||||||||||
Covivio SA | 539 | 25,714 | 2.47 | |||||||||
|
| |||||||||||
Diversified Telecommunication Services | ||||||||||||
Orange SA | 2,179 | 23,730 | 2.28 | |||||||||
Telefonica SA | 5,873 | 24,013 | 2.30 | |||||||||
|
| |||||||||||
47,743 | ||||||||||||
|
|
Common Stocks - Long | Shares | Value | Percentage of Basket Value | |||||||||
Electric Utilities | ||||||||||||
Endesa SA | 1,410 | $ 24,208 | 2.32 | % | ||||||||
Fortum OYJ | 1,964 | 22,482 | 2.16 | |||||||||
|
| |||||||||||
46,690 | ||||||||||||
|
| |||||||||||
Energy Equipment & Services | ||||||||||||
Tenaris SA | 1,272 | 23,293 | 2.23 | |||||||||
|
| |||||||||||
Financial Services | ||||||||||||
Eurazeo SE | 268 | 21,764 | 2.09 | |||||||||
Worldline SA | 2,272 | 26,082 | 2.50 | |||||||||
|
| |||||||||||
47,846 | ||||||||||||
|
| |||||||||||
Health Care Providers & Services | ||||||||||||
Fresenius Medical Care AG & Co. KGAA | 629 | 22,438 | 2.15 | |||||||||
Fresenius SE & Co. KGaA | 903 | 22,565 | 2.16 | |||||||||
|
| |||||||||||
45,003 | ||||||||||||
|
| |||||||||||
Household Products | ||||||||||||
Henkel AG & Co. KGaA | 244 | 16,317 | 1.56 | |||||||||
|
| |||||||||||
Media | ||||||||||||
Publicis Groupe SA | 231 | 23,330 | 2.24 | |||||||||
|
| |||||||||||
Metals & Mining | ||||||||||||
ArcelorMittal SA | 930 | 23,666 | 2.27 | |||||||||
|
| |||||||||||
Multi-Utilities | ||||||||||||
Veolia Environnement SA | 781 | 23,524 | 2.26 | |||||||||
|
| |||||||||||
Passenger Airlines | ||||||||||||
Deutsche Lufthansa AG | 3,374 | 24,562 | 2.36 | |||||||||
|
| |||||||||||
Pharmaceuticals | ||||||||||||
Bayer AG | 873 | 24,828 | 2.38 | |||||||||
Sanofi SA | 258 | 23,436 | 2.25 | |||||||||
|
| |||||||||||
48,264 | ||||||||||||
|
| |||||||||||
Professional Services | ||||||||||||
Randstad NV | 452 | 22,104 | 2.12 | |||||||||
Teleperformance SE | 263 | 23,673 | 2.27 | |||||||||
|
| |||||||||||
45,777 | ||||||||||||
|
| |||||||||||
Semiconductors & Semiconductor Equipment | ||||||||||||
STMicroelectronics NV | 530 | 21,161 | 2.03 | |||||||||
|
| |||||||||||
Trading Companies & Distributors | ||||||||||||
Rexel SA | 919 | 23,003 | 2.21 | |||||||||
|
| |||||||||||
TOTAL COMMON STOCKS - LONG | $ 1,042,793 | |||||||||||
|
|
Transamerica Series Trust | Page 21 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
(c) | The significant reference entities underlying the corresponding total return swap as of March 31, 2024, are as follows: |
Common Stocks - Long | Shares | Value | Percentage of Basket Value | |||||||||
Aerospace & Defense | ||||||||||||
Rheinmetall AG | 150 | $ 77,959 | 6.82 | % | ||||||||
|
| |||||||||||
Automobiles | ||||||||||||
Iveco Group NV | 2,828 | 39,031 | 3.41 | |||||||||
|
| |||||||||||
Building Products | ||||||||||||
Cie de Saint-Gobain SA | 1,181 | 84,918 | 7.43 | |||||||||
Kingspan Group PLC | 577 | 48,773 | 4.27 | |||||||||
|
| |||||||||||
133,691 | ||||||||||||
|
| |||||||||||
Construction & Engineering | ||||||||||||
Bouygues SA | 957 | 36,202 | 3.17 | |||||||||
Eiffage SA | 356 | 37,468 | 3.28 | |||||||||
Vinci SA | 1,089 | 129,344 | 11.31 | |||||||||
|
| |||||||||||
203,014 | ||||||||||||
|
| |||||||||||
Containers & Packaging | ||||||||||||
Smurfit Kappa Group PLC | 1,090 | 46,080 | 4.03 | |||||||||
|
| |||||||||||
Distributors | ||||||||||||
D’ieteren Group | 134 | 27,582 | 2.41 | |||||||||
|
| |||||||||||
Health Care Providers & Services | ||||||||||||
Basic-Fit NV | 326 | 6,734 | 0.59 | |||||||||
|
| |||||||||||
Hotels, Restaurants & Leisure | ||||||||||||
La Francaise des Jeux SAEM | 504 | 19,037 | 1.66 | |||||||||
|
| |||||||||||
Interactive Media & Services | ||||||||||||
Scout24 SE | 461 | 32,240 | 2.82 | |||||||||
|
| |||||||||||
IT Services | ||||||||||||
Bechtle AG | 477 | 23,372 | 2.04 | |||||||||
Capgemini SE | 406 | 86,516 | 7.57 | |||||||||
Exclusive Networks SA | 89 | 1,966 | 0.17 | |||||||||
Indra Sistemas SA | 958 | 18,396 | 1.61 | |||||||||
|
| |||||||||||
130,250 | ||||||||||||
|
|
Common Stocks - Long | Shares | Value | Percentage of Basket Value | |||||||||
Media | ||||||||||||
ProSiebenSat.1 Media SE | 1,885 | $ 12,273 | 1.07 | % | ||||||||
Vivendi SE | 3,420 | 34,539 | 3.02 | |||||||||
|
| |||||||||||
46,812 | ||||||||||||
|
| |||||||||||
Paper & Forest Products | ||||||||||||
Stora Enso OYJ, R Shares | 2,879 | 37,102 | 3.24 | |||||||||
|
| |||||||||||
Passenger Airlines | ||||||||||||
Deutsche Lufthansa AG | 3,894 | 28,349 | 2.48 | |||||||||
|
| |||||||||||
Professional Services | ||||||||||||
Randstad NV | 627 | 30,677 | 2.68 | |||||||||
|
| |||||||||||
Software | ||||||||||||
ADP | 249 | 31,660 | 2.77 | |||||||||
|
| |||||||||||
Specialty Retail | ||||||||||||
Industria de Diseno Textil SA | 2,512 | 117,217 | 10.25 | |||||||||
Zalando SE | 1,570 | 41,583 | 3.64 | |||||||||
|
| |||||||||||
158,800 | ||||||||||||
|
| |||||||||||
Transportation Infrastructure | ||||||||||||
Aena SME SA | 263 | 47,897 | 4.19 | |||||||||
Fraport AG Frankfurt Airport Services Worldwide | 313 | 15,298 | 1.34 | |||||||||
Getlink SE | 1,986 | 31,338 | 2.74 | |||||||||
|
| |||||||||||
94,533 | ||||||||||||
|
| |||||||||||
TOTAL COMMON STOCKS - LONG | $ 1,143,551 | |||||||||||
|
|
Transamerica Series Trust | Page 22 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
(d) | The significant reference entities underlying the corresponding total return swap as of March 31, 2024, are as follows: |
Common Stocks - Long | Shares | Value | Percentage of Basket Value | |||||||||
Air Freight & Logistics | ||||||||||||
Fedex Corp. | 60 | $ 17,330 | 1.58 | % | ||||||||
United Parcel Service, Inc., Class B | 182 | 27,015 | 2.46 | |||||||||
|
| |||||||||||
44,345 | ||||||||||||
|
| |||||||||||
Building Products | ||||||||||||
Trane Technologies PLC | 57 | 17,095 | 1.56 | |||||||||
|
| |||||||||||
Chemicals | ||||||||||||
Sherwin-Williams Co. | 62 | 21,536 | 1.96 | |||||||||
|
| |||||||||||
Commercial Services & Supplies | ||||||||||||
Cintas Corp. | 23 | 15,802 | 1.44 | |||||||||
Copart, Inc. | 215 | 12,448 | 1.13 | |||||||||
Republic Services, Inc. | 56 | 10,721 | 0.98 | |||||||||
Waste Connections, Inc. | 65 | 11,110 | 1.01 | |||||||||
Waste Management, Inc. | 102 | 21,772 | 1.98 | |||||||||
|
| |||||||||||
71,853 | ||||||||||||
|
| |||||||||||
Construction & Engineering | ||||||||||||
Quanta Services, Inc. | 37 | 9,569 | 0.87 | |||||||||
|
| |||||||||||
Construction Materials | ||||||||||||
Martin Marietta Materials, Inc. | 16 | 9,580 | 0.87 | |||||||||
Vulcan Materials Co. | 33 | 9,054 | 0.83 | |||||||||
|
| |||||||||||
18,634 | ||||||||||||
|
| |||||||||||
Communications Equipment | ||||||||||||
Arista Networks, Inc. | 66 | 19,083 | 1.74 | |||||||||
|
| |||||||||||
Electronic Equipment, Instruments & Components | ||||||||||||
CDW Corp. | 34 | 8,594 | 0.78 | |||||||||
|
| |||||||||||
Entertainment | ||||||||||||
Walt Disney Co. | 475 | 58,109 | 5.30 | |||||||||
|
| |||||||||||
Ground Transportation | ||||||||||||
CSX Corp. | 507 | 18,804 | 1.71 | |||||||||
Norfolk Southern Corp. | 58 | 14,702 | 1.34 | |||||||||
Old Dominion Freight Line | 50 | 10,994 | 1.00 | |||||||||
Union Pacific Corp. | 155 | 38,180 | 3.48 | |||||||||
|
| |||||||||||
82,680 | ||||||||||||
|
| |||||||||||
Hotels, Restaurants & Leisure | ||||||||||||
DoorDash, Inc., Class A | 61 | 8,348 | 0.76 | |||||||||
Hilton Worldwide Holdings, Inc. | 66 | 14,026 | 1.28 | |||||||||
Marriott International, Class A | 64 | 16,246 | 1.48 | |||||||||
Starbucks Corp. | 292 | 26,687 | 2.43 | |||||||||
|
| |||||||||||
65,307 | ||||||||||||
|
| |||||||||||
Household Durables | ||||||||||||
D.R. Horton, Inc. | 76 | 12,461 | 1.14 | |||||||||
Lennar Corp., Class A | 61 | 10,543 | 0.96 | |||||||||
NVR, Inc. | 1 | 6,574 | 0.60 | |||||||||
PulteGroup, Inc. | 55 | 6,650 | 0.61 | |||||||||
|
| |||||||||||
36,228 | ||||||||||||
|
|
Common Stocks - Long | Shares | Value | Percentage of Basket Value | |||||||||
Media | ||||||||||||
Charter Communications, Inc., Class A | 25 | $ 7,365 | 0.67 | % | ||||||||
Comcast Corp., Class A | 1,047 | 45,368 | 4.14 | |||||||||
|
| |||||||||||
52,733 | ||||||||||||
|
| |||||||||||
Professional Services | ||||||||||||
Automatic Data Processing, Inc. | 105 | 26,220 | 2.39 | |||||||||
Equifax, Inc. | 31 | 8,305 | 0.76 | |||||||||
Verisk Analytics, Inc. | 36 | 8,565 | 0.78 | |||||||||
|
| |||||||||||
43,090 | ||||||||||||
|
| |||||||||||
Software | ||||||||||||
Cognizant Technology Solutions Corp., Class A | 128 | 9,393 | 0.86 | |||||||||
Crowdstrike Holdings, Inc., Class A | 53 | 16,938 | 1.54 | |||||||||
DataDog, Inc., Class A | 64 | 7,919 | 0.72 | |||||||||
Fair Isaac Corp. | 6 | 7,497 | 0.68 | |||||||||
Roper Technologies, Inc. | 27 | 15,125 | 1.38 | |||||||||
Snowflake, Inc., Class A | 70 | 11,380 | 1.04 | |||||||||
Workday, Inc., Class A | 52 | 14,092 | 1.28 | |||||||||
|
| |||||||||||
82,344 | ||||||||||||
|
| |||||||||||
Specialty Retail | ||||||||||||
Autozone, Inc. | 5 | 14,287 | 1.30 | |||||||||
Home Depot, Inc. | 247 | 94,619 | 8.63 | |||||||||
Lowe’s Cos., Inc. | 144 | 36,673 | 3.34 | |||||||||
O’Reilly Automotive, Inc. | 15 | 16,997 | 1.55 | |||||||||
Ross Stores, Inc. | 85 | 12,523 | 1.14 | |||||||||
TJX Cos., Inc. | 286 | 28,983 | 2.64 | |||||||||
Tractor Supply Co. | 28 | 7,375 | 0.67 | |||||||||
|
| |||||||||||
211,457 | ||||||||||||
|
| |||||||||||
Textiles, Apparel & Luxury Goods | ||||||||||||
Lululemon Athletica, Inc. | 30 | 11,541 | 1.05 | |||||||||
|
| |||||||||||
Trading Companies & Distributors | ||||||||||||
Fastenal Co. | 143 | 11,007 | 1.00 | |||||||||
United Rentals, Inc. | 17 | 12,464 | 1.14 | |||||||||
WW Grainger, Inc. | 11 | 11,511 | 1.05 | |||||||||
|
| |||||||||||
34,982 | ||||||||||||
|
| |||||||||||
TOTAL COMMON STOCKS - LONG | $ 889,180 | |||||||||||
|
|
Transamerica Series Trust | Page 23 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
(e) | The significant reference entities underlying the corresponding total return swap as of March 31, 2024, are as follows: |
Common Stocks - Long | Shares | Value | Percentage of Basket Value | |||||||||
Air Freight & Logistics | ||||||||||||
FedEx Corp. | 207 | $ 59,872 | 0.59 | % | ||||||||
|
| |||||||||||
Automobile Components | ||||||||||||
Borgwarner, Inc. | 1,613 | 56,022 | 0.55 | |||||||||
|
| |||||||||||
Automobiles | ||||||||||||
Group 1 Automotive, Inc. | 198 | 57,908 | 0.57 | |||||||||
Standard Motor Products, Inc. | 1,710 | 57,373 | 0.56 | |||||||||
|
| |||||||||||
115,281 | ||||||||||||
|
| |||||||||||
Banks | ||||||||||||
Bank OZK | 1,222 | 55,549 | 0.54 | |||||||||
Comerica, Inc. | 1,016 | 55,845 | 0.55 | |||||||||
Preferred Bank | 723 | 55,513 | 0.54 | |||||||||
|
| |||||||||||
166,907 | ||||||||||||
|
| |||||||||||
Building Products | ||||||||||||
GMS, Inc. | 575 | 55,981 | 0.55 | |||||||||
|
| |||||||||||
Capital Markets | ||||||||||||
Invesco Ltd. | 3,363 | 55,785 | 0.55 | |||||||||
State Street Corp. | 719 | 55,630 | 0.54 | |||||||||
|
| |||||||||||
111,415 | ||||||||||||
|
| |||||||||||
Construction & Engineering | ||||||||||||
Meritage Homes Corp. | 326 | 57,154 | 0.56 | |||||||||
|
| |||||||||||
Financial Services | ||||||||||||
Affiliated Managers Group | 331 | 55,398 | 0.54 | |||||||||
Jackson Financial, Inc., Class A | 859 | 56,837 | 0.56 | |||||||||
MGIC Investment Corp. | 2,506 | 56,043 | 0.55 | |||||||||
|
| |||||||||||
168,278 | ||||||||||||
|
| |||||||||||
Food Products | ||||||||||||
Archer-Daniels-Midland Co. | 903 | 56,692 | 0.56 | |||||||||
Bunge Global SA | 559 | 57,340 | 0.56 | |||||||||
|
| |||||||||||
114,032 | ||||||||||||
|
| |||||||||||
Health Care Providers & Services | ||||||||||||
AMN HealthCare Services, Inc. | 887 | 55,447 | 0.54 | |||||||||
CVS Health Corp. | 701 | 55,895 | 0.55 | |||||||||
Pediatrix Medical Group, Inc. | 5,623 | 56,396 | 0.55 | |||||||||
|
| |||||||||||
167,738 | ||||||||||||
|
| |||||||||||
Hotels, Restaurants & Leisure | ||||||||||||
Boyd Gaming Corp. | 839 | 56,475 | 0.55 | |||||||||
Marriott Vacations Worldwide Corp. | 544 | 58,606 | 0.57 | |||||||||
Monarch Casino & Resort, Inc. | 738 | 55,369 | 0.54 | |||||||||
|
| |||||||||||
170,450 | ||||||||||||
|
| |||||||||||
Household Durables | ||||||||||||
Green Brick Partners, Inc. | 966 | 58,185 | 0.57 | |||||||||
PulteGroup, Inc. | 466 | 56,185 | 0.55 | |||||||||
|
| |||||||||||
114,370 | ||||||||||||
|
|
Common Stocks - Long | Shares | Value | Percentage of Basket Value | |||||||||
Insurance | ||||||||||||
NMI Holdings, Inc., Class A | 1,746 | $ 56,454 | 0.55 | % | ||||||||
|
| |||||||||||
Leisure Products | ||||||||||||
Polaris, Inc. | 577 | 57,756 | 0.57 | |||||||||
|
| |||||||||||
Life Sciences Tools & Services | ||||||||||||
Valmont Industries, Inc. | 246 | 56,160 | 0.55 | |||||||||
|
| |||||||||||
Machinery | ||||||||||||
AGCO Corp. | 454 | 55,886 | 0.55 | |||||||||
Encore Wire Corp. | 237 | 62,388 | 0.61 | |||||||||
National Presto Industries, Inc. | 688 | 57,635 | 0.56 | |||||||||
Oshkosh Corp. | 458 | 57,095 | 0.56 | |||||||||
Wabash National Corp. | 1,936 | 57,963 | 0.57 | |||||||||
|
| |||||||||||
290,967 | ||||||||||||
|
| |||||||||||
Media | ||||||||||||
Fox Corp., Class B | 1,951 | 55,836 | 0.55 | |||||||||
|
| |||||||||||
Metals & Mining | ||||||||||||
Commercial Metals Co. | 1,002 | 58,859 | 0.58 | |||||||||
Terex Corp. | 904 | 58,187 | 0.57 | |||||||||
Worthington Steel, Inc. | 1,710 | 61,307 | 0.60 | |||||||||
|
| |||||||||||
178,353 | ||||||||||||
|
| |||||||||||
Oil, Gas & Consumable Fuels | ||||||||||||
Chord Energy Corp. | 322 | 57,375 | 0.56 | |||||||||
NewMarket Corp. | 87 | 55,424 | 0.54 | |||||||||
Valero Energy Corp. | 333 | 56,843 | 0.56 | |||||||||
|
| |||||||||||
169,642 | ||||||||||||
|
| |||||||||||
Passenger Airlines | ||||||||||||
Delta Air Lines, Inc. | 1,201 | 57,472 | 0.56 | |||||||||
|
| |||||||||||
Personal Care Products | ||||||||||||
Buckle, Inc. | 1,389 | 55,924 | 0.55 | |||||||||
|
| |||||||||||
Real Estate Management & Development | ||||||||||||
ABM Industries, Inc. | 1,251 | 55,825 | 0.55 | |||||||||
Highwoods Properties, Inc. | 2,130 | 55,764 | 0.55 | |||||||||
Medical Properties Trust, Inc. | 11,917 | 56,008 | 0.55 | |||||||||
Urban Edge Properties | 3,502 | 60,484 | 0.59 | |||||||||
Vestis Corp. | 2,876 | 55,412 | 0.54 | |||||||||
|
| |||||||||||
283,493 | ||||||||||||
|
| |||||||||||
Retail REITs | ||||||||||||
Site Centers Corp. | 4,199 | 61,520 | 0.60 | |||||||||
|
| |||||||||||
Software | ||||||||||||
Consensus Cloud Solution, Inc. | 3,868 | 61,342 | 0.60 | |||||||||
GEO Group, Inc. | 4,312 | 60,888 | 0.60 | |||||||||
Ryder System, Inc. | 465 | 55,842 | 0.55 | |||||||||
|
| |||||||||||
178,072 | ||||||||||||
|
| |||||||||||
TOTAL COMMON STOCKS - LONG | $ 2,859,149 | |||||||||||
|
|
Transamerica Series Trust | Page 24 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
(f) | The significant reference entities underlying the corresponding total return swap as of March 31, 2024, are as follows: |
Common Stocks - Long | Shares | Value | Percentage of Basket Value | |||||||||
Automobile Components | ||||||||||||
Applied Industrial Technologies, Inc. | 286 | $ 56,512 | 0.55 | % | ||||||||
Dorman Products, Inc. | 584 | 56,267 | 0.55 | |||||||||
|
| |||||||||||
112,779 | ||||||||||||
|
| |||||||||||
Building Products | ||||||||||||
Carlisle Cos., Inc. | 146 | 57,290 | 0.56 | |||||||||
|
| |||||||||||
Capital Markets | ||||||||||||
Northern Trust Corp. | 643 | 57,194 | 0.56 | |||||||||
|
| |||||||||||
Chemicals | ||||||||||||
Ashland, Inc. | 665 | 64,783 | 0.63 | |||||||||
Ecolab, Inc. | 282 | 65,076 | 0.63 | |||||||||
Innospec, Inc. | 510 | 65,793 | 0.64 | |||||||||
Myers Industries, Inc. | 2,475 | 57,340 | 0.56 | |||||||||
Sherwin-Williams Co. | 187 | 65,001 | 0.63 | |||||||||
|
| |||||||||||
317,993 | ||||||||||||
|
| |||||||||||
Construction & Engineering | ||||||||||||
Century Communities, Inc. | 597 | 57,569 | 0.56 | |||||||||
EMCOR Group, Inc. | 163 | 56,979 | 0.56 | |||||||||
Interface, Inc. | 3,420 | 57,527 | 0.56 | |||||||||
|
| |||||||||||
172,075 | ||||||||||||
|
| |||||||||||
Consumer Staples Distribution & Retail | ||||||||||||
Casey’s General Stores, Inc. | 180 | 57,184 | 0.56 | |||||||||
|
| |||||||||||
Electric Utilities | ||||||||||||
Constellation Energy Corp. | 315 | 58,293 | 0.57 | |||||||||
|
| |||||||||||
Energy Equipment & Services | ||||||||||||
Equitrans Midstream Corp. | 4,625 | 57,766 | 0.56 | |||||||||
OSI Systems, Inc. | 406 | 58,030 | 0.57 | |||||||||
|
| |||||||||||
115,796 | ||||||||||||
|
| |||||||||||
Financial Services | ||||||||||||
Hannon Armstrong Sustainable | 2,029 | 57,617 | 0.56 | |||||||||
Openlane, Inc. | 3,345 | 57,860 | 0.56 | |||||||||
PRA Group, Inc. | 2,175 | 56,716 | 0.55 | |||||||||
UMB Financial Corp. | 657 | 57,147 | 0.56 | |||||||||
WisdomTree, Inc. | 6,199 | 56,971 | 0.56 | |||||||||
World Acceptance Corp. | 400 | 58,038 | 0.57 | |||||||||
|
| |||||||||||
344,349 | ||||||||||||
|
| |||||||||||
Health Care Equipment & Supplies | ||||||||||||
Cencora, Inc. | 262 | 63,694 | 0.62 | |||||||||
Chemed Corp. | 95 | 61,244 | 0.60 | |||||||||
Encompass Health Corp. | 804 | 66,434 | 0.65 | |||||||||
Ensign Group, Inc. | 499 | 62,087 | 0.61 | |||||||||
Haemonetics Corp. | 685 | 58,458 | 0.57 | |||||||||
HCA Healthcare, Inc. | 191 | 63,626 | 0.62 | |||||||||
Radnet, Inc. | 1,366 | 66,453 | 0.65 | |||||||||
|
| |||||||||||
441,996 | ||||||||||||
|
|
Common Stocks - Long | Shares | Value | Percentage of Basket Value | |||||||||
Health Care REITs | ||||||||||||
Community Healthcare Trust, Inc. | 3,922 | $ 104,134 | 1.01 | % | ||||||||
|
| |||||||||||
Hotels, Restaurants & Leisure | ||||||||||||
Viad Corp. | 1,472 | 58,136 | 0.57 | |||||||||
|
| |||||||||||
Household Durables | ||||||||||||
Installed Building Products, Inc. | 220 | 56,812 | 0.55 | |||||||||
|
| |||||||||||
Insurance | ||||||||||||
Kemper Corp. | 928 | 57,492 | 0.56 | |||||||||
Mercury General Corp. | 1,145 | 59,074 | 0.58 | |||||||||
Progressive Corp. | 272 | 56,254 | 0.55 | |||||||||
|
| |||||||||||
172,820 | ||||||||||||
|
| |||||||||||
Machinery | ||||||||||||
Paccar, Inc. | 458 | 56,790 | 0.55 | |||||||||
SPX Technologies, Inc. | 455 | 56,075 | 0.55 | |||||||||
|
| |||||||||||
112,865 | ||||||||||||
|
| |||||||||||
Metals & Mining | ||||||||||||
Minerals Technologies, Inc. | 875 | 65,854 | 0.64 | |||||||||
|
| |||||||||||
Office REITs | ||||||||||||
SL Green Realty Corp. | 1,020 | 56,225 | 0.55 | |||||||||
|
| |||||||||||
Oil, Gas & Consumable Fuels | ||||||||||||
Enerpac Tool Group Corp. | 1,595 | 56,865 | 0.55 | |||||||||
|
| |||||||||||
Personal Care Products | ||||||||||||
Gap, Inc. | 2,291 | 63,130 | 0.62 | |||||||||
PVH Corp. | 401 | 56,391 | 0.55 | |||||||||
|
| |||||||||||
119,521 | ||||||||||||
|
| |||||||||||
Pharmaceuticals | ||||||||||||
ANI Pharmaceuticals, Inc. | 917 | 63,394 | 0.62 | |||||||||
Ligand Pharmaceuticals, Inc. | 828 | 60,553 | 0.59 | |||||||||
|
| |||||||||||
123,947 | ||||||||||||
|
| |||||||||||
Real Estate Management & Development | ||||||||||||
Acadia Realty Trust | 4,752 | 80,838 | 0.79 | |||||||||
Griffon Corp. | 775 | 56,840 | 0.55 | |||||||||
Macherich Co. | 4,863 | 83,l790 | 0.82 | |||||||||
Tennant Co. | 471 | 57,302 | 0.56 | |||||||||
|
| |||||||||||
278,770 | ||||||||||||
|
| |||||||||||
Semiconductors & Semiconductor Equipment | ||||||||||||
Micron Technology, Inc. | 567 | 66,855 | 0.65 | |||||||||
|
| |||||||||||
Specialty Retail | ||||||||||||
American Eagle Outfitters, Inc. | 2,296 | 59,225 | 0.58 | |||||||||
|
| |||||||||||
TOTAL COMMON STOCKS - LONG | $ 3,066,978 | |||||||||||
|
|
Transamerica Series Trust | Page 25 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
FUTURES CONTRACTS:
Long Futures Contracts
Description | Number of Contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation | Unrealized Depreciation | ||||||||||||||||||||||||
5-Year U.S. Treasury Notes | 134 | 06/28/2024 | $ | 14,312,080 | $ | 14,340,094 | $ | 28,014 | $ | — | ||||||||||||||||||||
10-Year Korea Government Bonds | 61 | 06/18/2024 | 5,129,024 | 5,137,820 | 8,796 | — | ||||||||||||||||||||||||
10-Year U.S. Treasury Ultra Notes | 44 | 06/18/2024 | 5,061,631 | 5,042,812 | — | (18,819 | ) | |||||||||||||||||||||||
30-Year U.S. Treasury Bonds | 53 | 06/18/2024 | 6,258,658 | 6,383,187 | 124,529 | — | ||||||||||||||||||||||||
Brent Crude Oil (R) | 19 | 04/30/2024 | 1,639,664 | 1,653,000 | 13,336 | — | ||||||||||||||||||||||||
FTSE Kuala Lumpur Composite Index | 20 | 04/30/2024 | 325,047 | 325,481 | 434 | — | ||||||||||||||||||||||||
FTSE Taiwan Index | 31 | 04/29/2024 | 2,138,487 | 2,160,700 | 22,213 | — | ||||||||||||||||||||||||
German Euro BOBL | 15 | 06/06/2024 | 1,919,779 | 1,913,610 | — | (6,169 | ) | |||||||||||||||||||||||
German Euro BUXL | 7 | 06/06/2024 | 999,737 | 1,025,555 | 25,818 | — | ||||||||||||||||||||||||
German Euro Schatz | 179 | 06/06/2024 | 20,411,509 | 20,412,164 | 655 | — | ||||||||||||||||||||||||
KOSPI 200 Index | 21 | 06/13/2024 | 1,406,676 | 1,470,000 | 63,324 | — | ||||||||||||||||||||||||
MSCI Emerging Markets EMEA Index | 105 | 06/21/2024 | 3,162,710 | 3,163,650 | 940 | — | ||||||||||||||||||||||||
MSCI Emerging Markets Latin America Index | 36 | 06/21/2024 | 2,200,070 | 2,242,800 | 42,730 | — | ||||||||||||||||||||||||
MSCI Indonesia Index | 25 | 06/21/2024 | 481,504 | 469,125 | — | (12,379 | ) | |||||||||||||||||||||||
TEF SET50 Index | 86 | 06/27/2024 | 395,252 | 394,651 | — | (601 | ) | |||||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||||||
Total | $ | 330,789 | $ | (37,968 | ) | |||||||||||||||||||||||||
|
|
|
|
Short Futures Contracts
Description | Number of Contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation | Unrealized Depreciation | ||||||||||||||||||||||||
2-Year U.S. Treasury Notes | (27 | ) | 06/28/2024 | $ | (5,524,612 | ) | $ | (5,521,078 | ) | $ | 3,534 | $ | — | |||||||||||||||||
10-Year Australia Treasury Bonds | (30 | ) | 06/17/2024 | (2,271,943 | ) | (2,278,999 | ) | — | (7,056 | ) | ||||||||||||||||||||
10-Year Japan Government Bonds | (99 | ) | 06/13/2024 | (95,122,842 | ) | (95,265,755 | ) | — | (142,913 | ) | ||||||||||||||||||||
10-Year U.S. Treasury Notes | (231 | ) | 06/18/2024 | (25,479,928 | ) | (25,594,078 | ) | — | (114,150 | ) | ||||||||||||||||||||
EURO STOXX 50® Index | (430 | ) | 06/21/2024 | (22,786,223 | ) | (23,404,030 | ) | — | (617,807 | ) | ||||||||||||||||||||
Euro-BTP Italian Government Bonds | (49 | ) | 06/06/2024 | (6,216,685 | ) | (6,291,302 | ) | — | (74,617 | ) | ||||||||||||||||||||
FTSE 100 Index | (5 | ) | 06/21/2024 | (504,095 | ) | (504,103 | ) | — | (8 | ) | ||||||||||||||||||||
German Euro Bund | (161 | ) | 06/06/2024 | (23,000,530 | ) | (23,167,417 | ) | — | (166,887 | ) | ||||||||||||||||||||
IFSC NIFTY 50 Index | (225 | ) | 04/25/2024 | (10,033,574 | ) | (10,119,600 | ) | — | (86,026 | ) | ||||||||||||||||||||
MSCI Emerging Markets Index | (199 | ) | 06/21/2024 | (10,423,812 | ) | (10,437,550 | ) | — | (13,738 | ) | ||||||||||||||||||||
Nikkei 225 Index | (82 | ) | 06/13/2024 | (10,828,744 | ) | (10,931,167 | ) | — | (102,423 | ) | ||||||||||||||||||||
S&P 500® E-Mini Index | (120 | ) | 06/21/2024 | (31,148,208 | ) | (31,851,000 | ) | — | (702,792 | ) | ||||||||||||||||||||
S&P/TSX 60 Index | (2 | ) | 06/20/2024 | (396,098 | ) | (396,117 | ) | — | (19 | ) | ||||||||||||||||||||
U.S. Treasury Ultra Bonds | (36 | ) | 06/18/2024 | (4,596,160 | ) | (4,644,000 | ) | — | (47,840 | ) | ||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||||||
Total | $ | 3,534 | $ | (2,076,276 | ) | |||||||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||||||
Total Futures Contracts | $ | 334,323 | $ | (2,114,244 | ) | |||||||||||||||||||||||||
|
|
|
|
Transamerica Series Trust | Page 26 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
FORWARD FOREIGN CURRENCY CONTRACTS:
Counterparty | Settlement Date | Currency Purchased | Currency Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||
ANZ | 04/30/2024 | NZD | 577,741 | USD | 350,331 | $ | — | $ | (5,145 | ) | ||||||||||||
BCLY | 04/30/2024 | USD | 2,185,483 | AUD | 3,358,676 | — | (5,086 | ) | ||||||||||||||
BCLY | 04/30/2024 | USD | 1,614,384 | EUR | 1,486,377 | 8,878 | — | |||||||||||||||
BCLY | 04/30/2024 | USD | 592,646 | MYR | 2,790,000 | 1,979 | — | |||||||||||||||
BCLY | 04/30/2024 | GBP | 108,840 | USD | 138,132 | — | (737 | ) | ||||||||||||||
BCLY | 06/20/2024 | USD | 297,369 | AUD | 449,320 | 3,905 | — | |||||||||||||||
BCLY | 06/20/2024 | USD | 393,431 | GBP | 311,239 | 434 | — | |||||||||||||||
BCLY | 06/20/2024 | USD | 136,010 | HKD | 1,061,299 | 99 | — | |||||||||||||||
BCLY | 06/20/2024 | USD | 34,059 | SGD | 45,202 | 460 | — | |||||||||||||||
BCLY | 06/20/2024 | ILS | 130,894 | USD | 35,860 | — | (137 | ) | ||||||||||||||
BCLY | 06/20/2024 | EUR | 8,838,147 | USD | 9,691,762 | — | (125,385 | ) | ||||||||||||||
BNP | 04/30/2024 | USD | 331,937 | COP | 1,326,670,000 | — | (9,526 | ) | ||||||||||||||
BNP | 04/30/2024 | USD | 2,128,467 | EUR | 1,974,839 | — | (4,649 | ) | ||||||||||||||
BNP | 04/30/2024 | USD | 3,446,968 | IDR | 54,158,765,347 | 34,156 | — | |||||||||||||||
BNP | 04/30/2024 | CNY | 20,867,000 | USD | 2,930,511 | — | (33,584 | ) | ||||||||||||||
BNP | 04/30/2024 | DKK | 2,937,717 | USD | 426,866 | — | (1,325 | ) | ||||||||||||||
BNP | 04/30/2024 | CAD | 3,962,753 | USD | 2,947,556 | — | (20,760 | ) | ||||||||||||||
BNP | 04/30/2024 | RON | 1,821,720 | USD | 394,482 | 732 | — | |||||||||||||||
BNP | 04/30/2024 | SEK | 5,740,824 | USD | 548,352 | — | (11,383 | ) | ||||||||||||||
BNP | 04/30/2024 | SGD | 457,617 | USD | 341,939 | — | (2,553 | ) | ||||||||||||||
BNP | 04/30/2024 | JPY | 4,230,319,151 | USD | 28,791,162 | — | (717,947 | ) | ||||||||||||||
BNP | 06/20/2024 | USD | 833,232 | CHF | 724,217 | 22,955 | — | |||||||||||||||
BNP | 06/20/2024 | USD | 5,294,147 | EUR | 4,829,761 | 66,433 | — | |||||||||||||||
BNP | 06/20/2024 | USD | 807,730 | GBP | 631,478 | 10,370 | — | |||||||||||||||
BNP | 06/20/2024 | USD | 227,549 | HKD | 1,775,498 | 177 | — | |||||||||||||||
BNP | 06/20/2024 | USD | 10,046,701 | INR | 833,516,502 | 77,302 | — | |||||||||||||||
BNP | 06/20/2024 | USD | 129,540 | SEK | 1,321,073 | 5,707 | — | |||||||||||||||
BNP | 06/20/2024 | IDR | 6,233,487,103 | USD | 394,641 | — | (2,342 | ) | ||||||||||||||
BNP | 06/20/2024 | COP | 437,501,613 | USD | 109,715 | 1,969 | — | |||||||||||||||
BNP | 06/20/2024 | CZK | 2,606,976 | USD | 112,574 | — | (1,410 | ) | ||||||||||||||
BNP | 06/20/2024 | JPY | 320,122,175 | USD | 2,200,429 | — | (59,323 | ) | ||||||||||||||
BNP | 06/21/2024 | CLP | 185,762,384 | USD | 188,677 | 528 | — | |||||||||||||||
BOA | 04/30/2024 | USD | 4,134,536 | EUR | 3,836,672 | — | (9,634 | ) | ||||||||||||||
BOA | 04/30/2024 | USD | 3,291,742 | GBP | 2,620,749 | — | (16,578 | ) | ||||||||||||||
BOA | 04/30/2024 | MXN | 7,228,687 | USD | 415,572 | 17,232 | — | |||||||||||||||
CITI | 04/30/2024 | CHF | 2,359,268 | USD | 2,747,171 | — | (122,423 | ) | ||||||||||||||
GSI | 04/30/2024 | USD | 295,439 | GBP | 233,228 | 1,022 | — | |||||||||||||||
GSI | 06/20/2024 | USD | 15,142,621 | BRL | 75,416,298 | 220,569 | — | |||||||||||||||
GSI | 06/20/2024 | USD | 8,353 | DKK | 56,765 | 109 | — | |||||||||||||||
GSI | 06/20/2024 | USD | 1,222,752 | EUR | 1,115,497 | 15,342 | — | |||||||||||||||
GSI | 06/20/2024 | USD | 775,083 | JPY | 115,791,707 | 621 | — | |||||||||||||||
GSI | 06/20/2024 | USD | 12,168 | NOK | 127,815 | 373 | — | |||||||||||||||
GSI | 06/20/2024 | USD | 7,131,009 | TWD | 222,708,543 | 107,239 | — | |||||||||||||||
GSI | 06/20/2024 | MYR | 1,535,364 | USD | 328,385 | — | (2,307 | ) | ||||||||||||||
GSI | 06/20/2024 | TWD | 12,268,462 | USD | 385,498 | 1,424 | — | |||||||||||||||
GSI | 12/23/2024 | USD | 4,502,442 | TRY | 190,543,352 | 138,696 | — | |||||||||||||||
GSI | 12/23/2024 | TRY | 190,543,352 | USD | 4,869,495 | — | (505,750 | ) | ||||||||||||||
JPM | 04/30/2024 | USD | 389,031 | HUF | 139,656,301 | 7,228 | — | |||||||||||||||
JPM | 04/30/2024 | USD | 268,049 | THB | 9,493,668 | 7,234 | — | |||||||||||||||
JPM | 06/20/2024 | USD | 349,982 | AUD | 528,831 | 4,587 | — | |||||||||||||||
JPM | 06/20/2024 | USD | 1,441,718 | CAD | 1,943,378 | 5,340 | — | |||||||||||||||
JPM | 06/20/2024 | USD | 135,527 | CHF | 117,794 | 3,735 | — | |||||||||||||||
JPM | 06/20/2024 | USD | 1,905,062 | CNH | 13,594,637 | 26,085 | — | |||||||||||||||
JPM | 06/20/2024 | USD | 257,116 | DKK | 1,747,128 | 3,373 | — | |||||||||||||||
JPM | 06/20/2024 | USD | 16,638,917 | EUR | 15,179,743 | 208,421 | — | |||||||||||||||
JPM | 06/20/2024 | USD | 2,074,474 | GBP | 1,621,687 | 26,789 | — |
Transamerica Series Trust | Page 27 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
FORWARD FOREIGN CURRENCY CONTRACTS (continued):
Counterparty | Settlement Date | Currency Purchased | Currency Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||
JPM | 06/20/2024 | USD | 63,886 | HKD | 498,457 | $ | 53 | $ | — | |||||||||||||||
JPM | 06/20/2024 | USD | 161,115 | NZD | 262,043 | 4,550 | — | |||||||||||||||||
JPM | 06/20/2024 | USD | 560,749 | SGD | 744,101 | 7,632 | — | |||||||||||||||||
JPM | 06/20/2024 | ILS | 133,729 | USD | 36,643 | — | (147 | ) | ||||||||||||||||
JPM | 06/20/2024 | JPY | 1,252,063 | USD | 8,606 | — | (232 | ) | ||||||||||||||||
SCB | 04/30/2024 | USD | 1,704,542 | AUD | 2,620,540 | — | (4,606 | ) | ||||||||||||||||
SCB | 04/30/2024 | USD | 264,777 | EUR | 243,870 | 1,361 | — | |||||||||||||||||
SCB | 06/20/2024 | USD | 244,439 | HKD | 1,907,276 | 191 | — | |||||||||||||||||
SSB | 06/20/2024 | USD | 432,272 | EUR | 394,347 | 5,432 | — | |||||||||||||||||
SSB | 06/20/2024 | USD | 93,608 | HUF | 34,446,259 | — | (331 | ) | ||||||||||||||||
UBS | 04/30/2024 | USD | 301,330 | AUD | 461,602 | 267 | — | |||||||||||||||||
UBS | 04/30/2024 | USD | 4,797,804 | CAD | 6,463,559 | 23,972 | — | |||||||||||||||||
UBS | 04/30/2024 | USD | 1,751,034 | EUR | 1,616,737 | 4,721 | — | |||||||||||||||||
UBS | 04/30/2024 | KRW | 6,093,274,834 | USD | 4,583,857 | — | (50,170 | ) | ||||||||||||||||
UBS | 04/30/2024 | PEN | 1,940,000 | USD | 505,182 | 16,015 | — | |||||||||||||||||
UBS | 04/30/2024 | NOK | 2,802,623 | USD | 264,186 | — | (5,836 | ) | ||||||||||||||||
UBS | 04/30/2024 | PLN | 1,805,988 | USD | 449,947 | 2,075 | — | |||||||||||||||||
UBS | 04/30/2024 | AUD | 5,653,426 | USD | 3,694,842 | — | (7,609 | ) | ||||||||||||||||
UBS | 04/30/2024 | JPY | 100,924,000 | USD | 681,407 | — | (11,656 | ) | ||||||||||||||||
UBS | 04/30/2024 | CAD | 805,850 | USD | 594,031 | 1,150 | — | |||||||||||||||||
UBS | 06/20/2024 | USD | 138,258 | AUD | 208,900 | 1,819 | — | |||||||||||||||||
UBS | 06/20/2024 | USD | 146,696 | CAD | 197,742 | 542 | — | |||||||||||||||||
UBS | 06/20/2024 | USD | 39,107,677 | CNY | 277,351,648 | 422,054 | — | |||||||||||||||||
UBS | 06/20/2024 | USD | 10,016,688 | EUR | 9,177,226 | 83,293 | — | |||||||||||||||||
UBS | 06/20/2024 | USD | 33,855 | HKD | 264,154 | 27 | — | |||||||||||||||||
UBS | 06/20/2024 | USD | 694,609 | MXN | 11,870,308 | — | (10,353 | ) | ||||||||||||||||
UBS | 06/20/2024 | USD | 278,024 | NOK | 2,920,252 | 8,519 | — | |||||||||||||||||
UBS | 06/20/2024 | USD | 137,237 | SGD | 182,121 | 1,861 | — | |||||||||||||||||
UBS | 06/20/2024 | KRW | 106,053,531 | USD | 80,369 | — | (1,245 | ) | ||||||||||||||||
UBS | 06/20/2024 | ILS | 1,429,491 | USD | 391,609 | — | (1,479 | ) | ||||||||||||||||
UBS | 06/20/2024 | THB | 13,828,875 | USD | 389,272 | — | (7,720 | ) | ||||||||||||||||
UBS | 06/20/2024 | TRY | 648,046 | USD | 17,867 | 366 | — | |||||||||||||||||
UBS | 06/20/2024 | USD | 121,697 | ZAR | 2,290,700 | 1,559 | — | |||||||||||||||||
|
|
|
| |||||||||||||||||||||
Total | $ | 1,618,962 | $ | (1,759,368 | ) | |||||||||||||||||||
|
|
|
|
INVESTMENTS BY INDUSTRY:
Industry | Percentage of Total Investments | Value | ||||||||
Foreign Government Obligations | 26.2 | % | $ | 266,492,563 | ||||||
Banks | 8.3 | 84,303,370 | ||||||||
U.S. Government Obligations | 5.5 | 56,266,495 | ||||||||
U.S. Government Agency Obligations | 4.8 | 48,633,091 | ||||||||
Mortgage-Backed Securities | 2.2 | 22,773,922 | ||||||||
Oil, Gas & Consumable Fuels | 2.2 | 22,061,675 | ||||||||
Software | 2.0 | 20,677,972 | ||||||||
Pharmaceuticals | 1.8 | 18,582,187 | ||||||||
Semiconductors & Semiconductor Equipment | 1.8 | 18,580,468 | ||||||||
Insurance | 1.7 | 17,165,399 | ||||||||
Electric Utilities | 1.4 | 13,939,458 | ||||||||
Diversified Telecommunication Services | 1.1 | 10,980,639 | ||||||||
Capital Markets | 0.9 | 9,548,161 | ||||||||
Health Care Equipment & Supplies | 0.9 | 8,818,197 | ||||||||
Interactive Media & Services | 0.8 | 8,395,797 | ||||||||
Technology Hardware, Storage & Peripherals | 0.8 | 8,368,671 |
Transamerica Series Trust | Page 28 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
INVESTMENTS BY INDUSTRY (continued):
Industry | Percentage of Total Investments | Value | ||||||||
Chemicals | 0.8 | % | $ | 7,652,089 | ||||||
Hotels, Restaurants & Leisure | 0.7 | 7,312,539 | ||||||||
Financial Services | 0.7 | 7,069,401 | ||||||||
Broadline Retail | 0.6 | 6,371,820 | ||||||||
Automobiles | 0.6 | 6,185,243 | ||||||||
Metals & Mining | 0.6 | 5,958,584 | ||||||||
Aerospace & Defense | 0.6 | 5,900,458 | ||||||||
Food Products | 0.6 | 5,707,105 | ||||||||
Health Care Providers & Services | 0.6 | 5,633,045 | ||||||||
Textiles, Apparel & Luxury Goods | 0.5 | 5,418,969 | ||||||||
Machinery | 0.5 | 5,411,282 | ||||||||
Consumer Staples Distribution & Retail | 0.4 | 4,348,621 | ||||||||
Beverages | 0.4 | 4,250,165 | ||||||||
Professional Services | 0.4 | 4,225,653 | ||||||||
Wireless Telecommunication Services | 0.4 | 4,001,241 | ||||||||
Biotechnology | 0.4 | 3,885,103 | ||||||||
Foreign Government Obligation | 0.4 | 3,795,687 | ||||||||
Specialty Retail | 0.4 | 3,549,720 | ||||||||
Electrical Equipment | 0.3 | 3,421,821 | ||||||||
IT Services | 0.3 | 3,381,705 | ||||||||
Asset-Backed Securities | 0.3 | 3,285,339 | ||||||||
Paper & Forest Products | 0.3 | 3,217,260 | ||||||||
Real Estate Management & Development | 0.3 | 3,133,437 | ||||||||
Ground Transportation | 0.3 | 3,075,630 | ||||||||
Industrial Conglomerates | 0.3 | 2,959,553 | ||||||||
Personal Care Products | 0.3 | 2,728,998 | ||||||||
Life Sciences Tools & Services | 0.3 | 2,670,711 | ||||||||
Specialized REITs | 0.3 | 2,553,710 | ||||||||
Entertainment | 0.2 | 2,270,250 | ||||||||
Household Products | 0.2 | 2,241,501 | ||||||||
Commercial Services & Supplies | 0.2 | 2,201,651 | ||||||||
Multi-Utilities | 0.2 | 2,156,640 | ||||||||
Internet & Catalog Retail | 0.2 | 2,078,202 | ||||||||
Electronic Equipment, Instruments & Components | 0.2 | 1,939,776 | ||||||||
Industrial REITs | 0.2 | 1,885,112 | ||||||||
Media | 0.2 | 1,871,409 | ||||||||
Building Products | 0.2 | 1,833,278 | ||||||||
Tobacco | 0.2 | 1,790,032 | ||||||||
Trading Companies & Distributors | 0.2 | 1,528,620 | ||||||||
Construction & Engineering | 0.2 | 1,511,064 | ||||||||
Construction Materials | 0.1 | 1,473,621 | ||||||||
Communications Equipment | 0.1 | 1,344,935 | ||||||||
Air Freight & Logistics | 0.1 | 1,256,859 | ||||||||
Consumer Finance | 0.1 | 1,253,728 | ||||||||
Retail REITs | 0.1 | 803,730 | ||||||||
Household Durables | 0.1 | 742,683 | ||||||||
Municipal Government Obligation | 0.1 | 611,277 | ||||||||
Automobile Components | 0.1 | 558,381 | ||||||||
Transportation Infrastructure | 0.1 | 549,567 | ||||||||
Containers & Packaging | 0.1 | 541,456 | ||||||||
Energy Equipment & Services | 0.1 | 517,119 | ||||||||
Residential REITs | 0.1 | 513,400 | ||||||||
Independent Power & Renewable Electricity Producers | 0.0 | (F) | 457,506 | |||||||
Gas Utilities | 0.0 | (F) | 388,614 | |||||||
Diversified REITs | 0.0 | (F) | 278,535 | |||||||
Water Utilities | 0.0 | (F) | 252,918 | |||||||
Marine Transportation | 0.0 | (F) | 237,180 |
Transamerica Series Trust | Page 29 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
INVESTMENTS BY INDUSTRY (continued):
Industry | Percentage of Total Investments | Value | ||||||||
Health Care REITs | 0.0 | (F) % | $ | 220,893 | ||||||
Distributors | 0.0 | (F) | 200,510 | |||||||
Passenger Airlines | 0.0 | (F) | 189,159 | |||||||
Office REITs | 0.0 | (F) | 188,876 | |||||||
Health Care Technology | 0.0 | (F) | 109,589 | |||||||
Diversified Consumer Services | 0.0 | (F) | 101,449 | |||||||
Leisure Products | 0.0 | (F) | 45,730 | |||||||
Hotel & Resort REITs | 0.0 | (F) | 40,802 | |||||||
Mortgage Real Estate Investment Trusts | 0.0 | (F) | 27,901 | |||||||
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|
| |||||||
Investments | 78.6 | 798,906,907 | ||||||||
Short-Term Investments | 21.4 | 216,983,948 | ||||||||
|
|
|
| |||||||
Total Investments | 100.0 | % | $ | 1,015,890,855 | ||||||
|
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|
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INVESTMENT VALUATION:
Valuation Inputs (T)
Level 1 - Unadjusted Quoted Prices | Level 2 - Other Significant Observable Inputs | Level 3 - Significant Unobservable Inputs (U) | Value | |||||||||||||
ASSETS | ||||||||||||||||
Investments | ||||||||||||||||
Common Stocks | $ | 152,431,066 | $ | 133,242,216 | $ | 288,873 | $ | 285,962,155 | ||||||||
Preferred Stocks | — | 716,676 | — | 716,676 | ||||||||||||
Warrant | — | — | 0 | 0 | ||||||||||||
Asset-Backed Securities | — | 3,285,339 | — | 3,285,339 | ||||||||||||
Convertible Bonds | — | 4,780 | 96,000 | 100,780 | ||||||||||||
Corporate Debt Securities | — | 113,040,545 | 1,024,064 | 114,064,609 | ||||||||||||
Foreign Government Obligations | — | 266,492,563 | — | 266,492,563 | ||||||||||||
Mortgage-Backed Securities | — | 22,773,922 | — | 22,773,922 | ||||||||||||
Municipal Government Obligation | — | 611,277 | — | 611,277 | ||||||||||||
U.S. Government Agency Obligations | — | 48,633,091 | — | 48,633,091 | ||||||||||||
U.S. Government Obligations | — | 56,266,495 | — | 56,266,495 | ||||||||||||
Short-Term U.S. Government Obligation | — | 5,812,368 | — | 5,812,368 | ||||||||||||
Other Investment Company | 3,970,006 | — | — | 3,970,006 | ||||||||||||
Repurchase Agreement | — | 207,201,574 | — | 207,201,574 | ||||||||||||
|
|
|
|
|
|
|
| |||||||||
Total Investments | $ | 156,401,072 | $ | 858,080,846 | $ | 1,408,937 | $ | 1,015,890,855 | ||||||||
|
|
|
|
|
|
|
| |||||||||
Other Financial Instruments |
| |||||||||||||||
Centrally Cleared Interest Rate Swap Agreements | $ | — | $ | 1,116,431 | $ | — | $ | 1,116,431 | ||||||||
Over-the-Counter Total Return Swap Agreements | — | 17,216,662 | — | 17,216,662 | ||||||||||||
Futures Contracts (V) | 334,323 | — | — | 334,323 | ||||||||||||
Forward Foreign Currency Contracts (V) | — | 1,618,962 | — | 1,618,962 | ||||||||||||
|
|
|
|
|
|
|
| |||||||||
Total Other Financial Instruments | $ | 334,323 | $ | 19,952,055 | $ | — | $ | 20,286,378 | ||||||||
|
|
|
|
|
|
|
| |||||||||
LIABILITIES | ||||||||||||||||
Other Financial Instruments | ||||||||||||||||
Centrally Cleared Interest Rate Swap Agreements | $ | — | $ | (193,385 | ) | $ | — | $ | (193,385 | ) | ||||||
Over-the-Counter Total Return Swap Agreements | — | (3,801,966 | ) | — | (3,801,966 | ) | ||||||||||
Futures Contracts (V) | (2,114,244 | ) | — | — | (2,114,244 | ) | ||||||||||
Forward Foreign Currency Contracts (V) | — | (1,759,368 | ) | — | (1,759,368 | ) | ||||||||||
|
|
|
|
|
|
|
| |||||||||
Total Other Financial Instruments | $ | (2,114,244 | ) | $ | (5,754,719 | ) | $ | — | $ | (7,868,963 | ) | |||||
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Transamerica Series Trust | Page 30 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
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 $8,246,789, collateralized by cash collateral of $3,970,006 and non-cash collateral, such as U.S. government securities and irrevocable letters of credit, of $4,832,388. 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) | Non-income producing securities. | |
(C) | 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 | |||||||||||||
Common Stocks | Quintis Australia Pty. Ltd. | 10/25/2018 | $ | 1,059,498 | $ | 1 | 0.0 | %(F) |
(D) | Fair valued as determined in good faith in accordance with procedures established by the Board. At March 31, 2024, the total value of securities is $1,455,350, representing 0.1% of the Portfolio’s net assets. | |
(E) | Securities are Level 3 of the fair value hierarchy. | |
(F) | Percentage rounds to less than 0.1% or (0.1)%. | |
(G) | 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 $48,554,071, representing 4.7% of the Portfolio’s net assets. | |
(H) | Securities deemed worthless. | |
(I) | Rates disclosed reflect the yields at March 31, 2024. | |
(J) | Rounds to less than $1 or $(1). | |
(K) | 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. | |
(L) | Securities in default; no interest payments received and/or dividends declared during the last 12 months. At March 31, 2024, the total value of such securities is $100,780, representing less than 0.1% of the Portfolio’s net assets. | |
(M) | Securities are exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside the United States. Securities may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At March 31, 2024, the total value of Regulation S securities is $123,374,892, representing 12.0% of the Portfolio’s net assets. | |
(N) | Payment in-kind. Security pays interest or dividends in the form of additional bonds or preferred stock. If the security makes a cash payment in addition to in-kind, the cash rate is disclosed separately. | |
(O) | Step bond. Coupon rate changes in increments to maturity. The rate disclosed is as of March 31, 2024; the maturity date disclosed is the ultimate maturity date. | |
(P) | Perpetual maturity. The date displayed is the next call date. | |
(Q) | 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. | |
(R) | All or a portion of investments is owned by Transamerica Cayman Morgan Stanley Global Allocation Ltd., a wholly-owned subsidiary of the Portfolio. | |
(S) | At the termination date, a net cash flow is exchanged where the total return is equivalent to the return of the reference entity less a financing rate, if any. As a receiver, the Portfolio would receive payments based on any positive total return and would owe payments in the event of a negative total return. As the payer, the Portfolio would owe payments on any net positive total return and would receive payment in the event of a negative total return. | |
(T) | 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. | |
(U) | Level 3 securities were not considered significant to the Portfolio. | |
(V) | Derivative instruments are valued at unrealized appreciation (depreciation). |
CURRENCY ABBREVIATIONS:
AUD | Australian Dollar | |
BRL | Brazilian Real | |
CAD | Canadian Dollar | |
CHF | Swiss Franc | |
CLP | Chilean Peso | |
CNH | Chinese Yuan Renminbi (offshore) | |
CNY | Chinese Yuan Renminbi (onshore) | |
COP | Columbian Peso | |
CZK | Czech Republic Koruna | |
DKK | Danish Krone | |
EUR | Euro | |
GBP | British Pound | |
HKD | Hong Kong Dollar |
Transamerica Series Trust | Page 31 |
Transamerica Morgan Stanley Global Allocation VP
CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
CURRENCY ABBREVIATIONS (continued):
HUF | Hungarian Forint | |
IDR | Indonesian Rupiah | |
ILS | Israel New Shekel | |
INR | Indian Rupee | |
JPY | Japanese Yen | |
KRW | South Korean Won | |
MXN | Mexican Peso | |
MYR | Malaysian Ringgit | |
NOK | Norwegian Krone | |
NZD | New Zealand Dollar | |
PEN | Peruvian Sol | |
PLN | Polish Zloty | |
RON | New Romanian Leu | |
SEK | Swedish Krona | |
SGD | Singapore Dollar | |
THB | Thai Baht | |
TRY | Turkish New Lira | |
TWD | Taiwan New Dollar | |
USD | United States Dollar | |
ZAR | South African Rand |
COUNTERPARTY ABBREVIATIONS:
ANZ | Australia & New Zealand Banking Group | |
BCLY | Barclays Bank PLC | |
BNP | BNP Paribas | |
BOA | Bank of America, N.A. | |
CITI | Citibank, N.A. | |
GSI | Goldman Sachs International | |
JPM | JPMorgan Chase Bank, N.A. | |
SCB | Standard Chartered Bank | |
SSB | State Street Bank & Trust Co. | |
UBS | UBS AG |
PORTFOLIO ABBREVIATIONS:
ADR | American Depositary Receipt | |
BOBL | Bundesobligationen (German Federal Government Securities) | |
BTP | Buoni del Tesoro Poliennali (Italian Treasury Bonds) | |
BUXL | Bundesanleihen (German Long-Term Debt) | |
CDI | CHESS Depositary Interests | |
CNRR | China Reverse Repo Rate | |
CPTFE | Eurozone Harmonized Index of Consumer Prices ex-Tobacco | |
CVA | Commanditaire Vennootschap op Aandelen (Dutch Certificate) | |
EURIBOR | Euro Interbank Offer Rate | |
FTSE | Financial Times Stock Exchange | |
KOSPI | Korean Composite Stock Price Index | |
REIT | Real Estate Investment Trust | |
Schatz | Bundesschatzanweisungen (German Federal Government 2-Year Securities) | |
SOFR | Secured Overnight Financing Rate | |
SONIA | Sterling Overnight Interbank Average | |
STOXX | Deutsche Börse Group & SIX Group Index | |
TBA | To Be Announced | |
TSX | Toronto Stock Exchange |
Transamerica Series Trust | Page 32 |
Transamerica Morgan Stanley Global Allocation VP
NOTES TO SCHEDULE OF INVESTMENTS
At March 31, 2024
(unaudited)
INVESTMENT VALUATION
Transamerica Morgan Stanley Global 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 and derivative instruments.
The inputs used to measure fair value may fall into different Levels of the fair value hierarchy. In such cases, for disclosure purposes, the Level in the fair value hierarchy that is assigned to the fair value measurement of a security is determined based on the lowest Level input that is significant to the fair value measurement in its entirety. Certain investments that are measured at fair value using Net Asset Value (“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 Consolidated Schedule of Investments.
The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, but not limited to, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is generally greatest for instruments categorized in Level 3. Due to the inherent uncertainty of valuation, the determination of values may differ significantly from values that would have been realized had a ready market for investments existed, and the differences could be material.
Fair value measurements: Descriptions of the valuation techniques applied to the Portfolio’s significant categories of assets and liabilities measured at fair value on a recurring basis are as follows:
Equity securities: Securities are stated at the last reported sales price or closing price on the day of valuation taken from the primary exchange where the security is principally traded. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized in Level 1 of the fair value hierarchy. Equities traded on inactive markets or valued by reference to similar instruments are generally categorized in Level 2 or Level 3 if inputs are unobservable.
Foreign equity securities: Securities in which the primary trading market closes at the same time or after the NYSE, are valued based on quotations from the primary market in which they are traded and are categorized in Level 1. Because many foreign securities markets and exchanges close prior to the close of the NYSE, closing prices for foreign securities in those markets or on those exchanges do not reflect the events that occur after that close. Certain foreign securities may be fair valued using a pricing service that considers the correlation of the trading patterns of the foreign security to the intraday trading in the U.S. markets for investments such as American Depositary Receipts, financial futures, or ETFs and the movement of certain indices of securities based on a statistical analysis of their historical relationship; such valuations generally are categorized in Level 2.
Warrants: Warrants may be priced intrinsically using a model that incorporates the subscription or strike price, the daily market price for the underlying security, and a subscription ratio. If the inputs are unavailable, or if the subscription or strike price is higher than the market price, then the warrants are priced at zero. Warrants are generally categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.
Transamerica Series Trust | Page 33 |
Transamerica Morgan Stanley Global Allocation VP
NOTES TO SCHEDULE OF INVESTMENTS (continued)
At March 31, 2024
(unaudited)
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.
Convertible bonds: The fair value of convertible bonds is estimated using various techniques, which consider recently executed transactions in securities of the issuer or comparable issuers, broker price quotations (where observable), and models incorporating benchmark curves, underlying stock data, and foreign exchange rates. While most convertible bonds 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.
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.
Municipal government obligations: The fair value of municipal government obligations and variable rate notes is estimated based on models that consider, among other factors, information received from market makers and broker-dealers, current trades, bid-want lists, offerings, market movements, the liquidity of the bond, state of issuance, benchmark yield curves, and bond or note insurance. 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.
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.
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.
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.
Derivative instruments: Centrally cleared or listed derivatives that are actively traded are valued based on quoted prices from the exchange and are categorized in Level 1 of the fair value hierarchy. Over-the-counter (“OTC”) derivative contracts include forward, swap, swaption, and option contracts related to interest rates, foreign currencies, credit standing of reference entities, equity prices, or commodity prices. Depending on the product and the terms of the transaction, the fair value of the OTC derivative products are modeled taking into account the counterparties’ creditworthiness and using a series of techniques, including simulation models. Many pricing models do not entail material subjectivity because the methodologies employed do not necessitate significant judgments and the pricing inputs are observed from actively quoted markets, as is the case of interest rate swap and option contracts. The majority of OTC derivative products valued by the Portfolio using pricing models fall into this category and are categorized within Level 2 of the fair value hierarchy or Level 3 if inputs are unobservable.
Transamerica Series Trust | Page 34 |