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Transamerica 60/40 Allocation VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
INVESTMENT COMPANIES - 98.9%  
International Equity Fund - 14.8%  

Transamerica International Equity Index VP (A)

     306,625        $  3,241,021  
     

 

 

 
U.S. Equity Fund - 44.5%  

Transamerica U.S. Equity Index VP (A)

     758,581        9,755,354  
     

 

 

 
U.S. Fixed Income Fund - 39.6%  

Transamerica Core Bond (A)

     845,032        8,670,026  
     

 

 

 

Total Investment Companies
(Cost $20,585,174)

 

     21,666,401  
  

 

 

 

Total Investments
(Cost $20,585,174)

 

     21,666,401  

Net Other Assets (Liabilities) - 1.1%

        233,040  
     

 

 

 

Net Assets - 100.0%

        $  21,899,441  
     

 

 

 
 

 

SECURITY VALUATION:

 

Valuation Inputs (B)

 

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

ASSETS

           

Investments

 

Investment Companies

   $ 21,666,401      $     —        $     —        $ 21,666,401  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     21,666,401      $ —        $ —        $     21,666,401  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Affiliated investment in the Class I2 shares of Transamerica Funds and/or investment in the Initial Class shares of Transamerica Series Trust. The Portfolio’s transactions and earnings are as follows:

 

Affiliated Investments

  Value
December 31, 2018
    Purchases
at Cost
    Proceeds
from Sales
    Net
Realized
Gain (Loss)
    Net Change in
Unrealized
Appreciation
(Depreciation)
    Value
September 30, 2019
    Shares as of
September 30, 2019
    Dividend
Income
    Net Capital
Gain
Distributions
 

Transamerica Core Bond

  $ 3,265,454     $ 5,615,283     $ (599,442   $ 16,880     $ 371,851     $ 8,670,026       845,032     $ 142,654     $ —    

Transamerica International Equity Index VP

    1,222,192       2,097,872       (237,501     (12,514     170,972       3,241,021       306,625       43,581       —    

Transamerica U.S. Equity Index VP

    3,726,289       5,729,442       (696,719     28,270       968,072       9,755,354       758,581       48,815       —    
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     8,213,935     $     13,442,597     $     (1,533,662   $     32,636     $     1,510,895     $     21,666,401       1,910,238     $     235,050     $     —    
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

(B)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    1         


Transamerica Aegon High Yield Bond VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES - 92.6%  
Aerospace & Defense - 1.2%  

Bombardier, Inc.

     

6.13%, 01/15/2023 (A)

     $  1,105,000        $  1,125,442  

7.50%, 03/15/2025 (A) (B)

     309,000        308,614  

7.88%, 04/15/2027 (A)

     466,000        464,066  

Triumph Group, Inc.

     

5.25%, 06/01/2022 (B)

     935,000        929,951  

7.75%, 08/15/2025 (B)

     462,000        466,181  
     

 

 

 
        3,294,254  
     

 

 

 
Airlines - 1.5%  

American Airlines Group, Inc.

     

5.00%, 06/01/2022 (A)

     164,000        170,289  

5.50%, 10/01/2019 (A)

     404,000        404,000  

American Airlines Pass-Through Trust

     

5.60%, 01/15/2022 (A)

     331,102        336,697  

5.63%, 07/15/2022 (A)

     253,640        259,423  

Continental Airlines Pass-Through Trust

     

5.50%, 04/29/2022

     210,042        214,453  

6.90%, 10/19/2023

     398,574        412,365  

United Airlines Holdings, Inc.

     

4.25%, 10/01/2022

     407,000        420,960  

4.88%, 01/15/2025

     649,000        682,813  

United Airlines Pass-Through Trust

     

4.63%, 03/03/2024

     186,108        191,822  

US Airways Pass-Through Trust

     

5.38%, 05/15/2023

     407,033        424,396  

6.75%, 12/03/2022

     447,640        471,177  
     

 

 

 
        3,988,395  
     

 

 

 
Auto Components - 0.8%  

Dana, Inc.

     

6.00%, 09/15/2023

     503,000        515,575  

Goodyear Tire & Rubber Co.

     

4.88%, 03/15/2027 (B)

     484,000        477,272  

5.00%, 05/31/2026 (B)

     257,000        260,161  

Panther BF Aggregator 2, LP / Panther Finance Co., Inc.

     

6.25%, 05/15/2026 (A)

     428,000        450,470  

8.50%, 05/15/2027 (A)

     482,000        488,025  
     

 

 

 
        2,191,503  
     

 

 

 
Banks - 4.0%  

Barclays PLC

     

Fixed until 06/20/2029,
5.09% (C), 06/20/2030

     295,000        307,595  

Fixed until 09/15/2023 (D),
7.75% (C)

     1,041,000        1,083,337  

Fixed until 06/15/2024 (D),
8.00% (C)

     285,000        303,098  

BNP Paribas SA

     

Fixed until 03/14/2022 (D),
6.75% (A) (C)

     680,000        719,141  

Fixed until 03/30/2021 (D),
7.63% (A) (C)

     475,000        500,531  

CIT Group, Inc.

     

4.75%, 02/16/2024

     394,000        417,459  

5.00%, 08/15/2022

     390,000        413,166  

Citigroup, Inc.

     

Fixed until 09/12/2024 (D),
5.00% (C)

     996,000        1,008,151  

Fixed until 03/27/2020 (D),
5.88% (C)

     766,000        772,703  

Intesa Sanpaolo SpA

     

5.71%, 01/15/2026 (A)

     1,125,000        1,195,224  

Lloyds Banking Group PLC

     

Fixed until 06/27/2024 (D),
7.50% (C)

     1,075,000        1,152,507  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Banks (continued)  

Lloyds Banking Group PLC (continued)

     

Fixed until 09/27/2025 (D),
7.50% (C)

     $   200,000        $   213,250  

Royal Bank of Scotland Group PLC

     

Fixed until 08/15/2021 (D),
8.63% (C)

     690,000        738,887  

Societe Generale SA

     

Fixed until 09/13/2021 (D),
7.38% (A) (C)

     920,000        967,932  

UniCredit SpA

     

6.57%, 01/14/2022 (A)

     665,000        713,327  
     

 

 

 
        10,506,308  
     

 

 

 
Beverages - 0.4%  

Cott Holdings, Inc.

     

5.50%, 04/01/2025 (A)

     1,012,000        1,049,980  
     

 

 

 
Building Products - 2.5%  

Associated Materials LLC / AMH New Finance, Inc.

     

9.00%, 01/01/2024 (A)

     1,890,000        1,653,750  

Builders FirstSource, Inc.

     

5.63%, 09/01/2024 (A)

     354,000        368,160  

6.75%, 06/01/2027 (A)

     492,000        530,130  

Cornerstone Building Brands, Inc.

     

8.00%, 04/15/2026 (A) (B)

     1,825,000        1,795,344  

Griffon Corp.

     

5.25%, 03/01/2022

     1,549,000        1,560,617  

Patrick Industries, Inc.

     

7.50%, 10/15/2027 (A)

     628,000        646,903  
     

 

 

 
        6,554,904  
     

 

 

 
Capital Markets - 1.4%  

Credit Suisse Group AG

     

Fixed until 12/18/2024 (D),
6.25% (A) (C)

     166,000        175,545  

Fixed until 08/21/2026 (D),
6.38% (A) (C)

     387,000        400,545  

Fixed until 09/12/2025 (D),
7.25% (A) (C)

     465,000        497,550  

Fixed until 07/17/2023 (D),
7.50% (A) (C)

     345,000        368,719  

Fixed until 12/11/2023 (D),
7.50% (A) (C)

     1,205,000        1,331,525  

Goldman Sachs Capital II

     

3-Month LIBOR + 0.77%,
4.00% (C), 10/31/2019 (D)

     169,000        142,653  

Goldman Sachs Group, Inc.

     

3-Month LIBOR + 3.88%,
6.07% (C), 10/31/2019 (D)

     760,000        762,850  
     

 

 

 
        3,679,387  
     

 

 

 
Chemicals - 2.0%  

Eagle Intermediate Global Holding BV / Ruyi Finance LLC

     

7.50%, 05/01/2025 (A)

     686,000        615,685  

Hexion, Inc.

     

7.88%, 07/15/2027 (A) (B)

     620,000        609,150  

NOVA Chemicals Corp.

     

4.88%, 06/01/2024 (A)

     590,000        606,727  

5.25%, 06/01/2027 (A)

     1,521,000        1,583,133  

OCI NV

     

6.63%, 04/15/2023 (A)

     400,000        418,480  

Olin Corp.

     

5.13%, 09/15/2027

     825,000        843,562  

5.63%, 08/01/2029

     493,000        512,868  
     

 

 

 
        5,189,605  
     

 

 

 
Commercial Services & Supplies - 2.0%  

Ashtead Capital, Inc.

     

5.25%, 08/01/2026 (A)

     725,000        769,406  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica Aegon High Yield Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Commercial Services & Supplies (continued)  

Avis Budget Car Rental LLC / Avis Budget Finance, Inc.

     

5.50%, 04/01/2023
02/25/2016 - 07/14/2016 (E)

     $   435,000        $   442,613  

5.75%, 07/15/2027 (A)

     784,000        808,853  

6.38%, 04/01/2024 (A)

     312,000        325,650  

Garda World Security Corp.

     

8.75%, 05/15/2025 (A)

     1,080,000        1,109,268  

Herc Holdings, Inc.

     

5.50%, 07/15/2027 (A)

     1,094,000        1,137,760  

Stericycle, Inc.

     

5.38%, 07/15/2024 (A)

     562,000        577,455  
     

 

 

 
        5,171,005  
     

 

 

 
Communications Equipment - 1.1%  

CommScope Technologies LLC

     

5.00%, 03/15/2027 (A)

     13,000        10,725  

6.00%, 06/15/2025 (A)

     1,584,000        1,433,520  

CommScope, Inc.

     

5.50%, 03/01/2024 (A)

     236,000        242,785  

6.00%, 03/01/2026 (A)

     317,000        328,032  

8.25%, 03/01/2027 (A) (B)

     316,000        307,606  

Nokia OYJ

     

3.38%, 06/12/2022

     677,000        687,155  
     

 

 

 
        3,009,823  
     

 

 

 
Construction & Engineering - 1.7%  

Abengoa Abenewco 2 SAU

     

PIK Rate 1.50%, Cash Rate
0.00%, 04/26/2024 (A) (F) (G)

     601,048        15,176  

Ashton Woods LLC / Ashton Woods Finance Co.

     

6.75%, 08/01/2025 (A)

     411,000        409,973  

9.88%, 04/01/2027 (A)

     1,122,000        1,225,785  

Weekley Homes LLC / Weekley Finance Corp.

     

6.00%, 02/01/2023

     763,000        760,787  

William Lyon Homes, Inc.

     

5.88%, 01/31/2025

     847,000        855,470  

6.00%, 09/01/2023

     365,000        379,600  

6.63%, 07/15/2027 (A)

     624,000        647,400  

7.00%, 08/15/2022 (B)

     134,000        134,335  
     

 

 

 
        4,428,526  
     

 

 

 
Consumer Finance - 2.2%  

Ally Financial, Inc.

     

3.88%, 05/21/2024

     463,000        479,112  

5.75%, 11/20/2025

     257,000        287,845  

7.50%, 09/15/2020

     641,000        669,973  

8.00%, 03/15/2020

     294,000        300,230  

Altice Financing SA

     

7.50%, 05/15/2026 (A)

     1,156,000        1,228,238  

Navient Corp.

     

5.00%, 10/26/2020

     489,000        495,113  

5.88%, 10/25/2024

     1,069,000        1,077,018  

6.50%, 06/15/2022

     325,000        346,125  

6.63%, 07/26/2021

     279,000        292,950  

Springleaf Finance Corp.

     

7.13%, 03/15/2026

     492,000        545,788  
     

 

 

 
        5,722,392  
     

 

 

 
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Containers & Packaging - 3.3%  

ARD Finance SA

     

PIK Rate 7.88%, Cash Rate,
7.13%, 09/15/2023 (F)

     $   660,000        $   679,800  

Ardagh Packaging Finance PLC / Ardagh Holdings, Inc.

     

6.00%, 02/15/2025 (A)

     810,000        846,936  

Crown Americas LLC / Crown Americas Capital Corp. VI

     

4.75%, 02/01/2026

     1,031,000        1,078,684  

Flex Acquisition Co., Inc.

     

6.88%, 01/15/2025 (A)

     522,000        476,116  

7.88%, 07/15/2026 (A)

     557,000        511,048  

Greif, Inc.

     

6.50%, 03/01/2027 (A)

     796,000        844,158  

Mauser Packaging Solutions Holding Co.

     

5.50%, 04/15/2024 (A)

     758,000        778,807  

7.25%, 04/15/2025 (A)

     217,000        205,130  

OI European Group BV

     

4.00%, 03/15/2023 (A)

     381,000        383,381  

Owens-Brockway Glass Container, Inc.

     

5.88%, 08/15/2023 (A)

     693,000        735,446  

6.38%, 08/15/2025 (A) (B)

     178,000        188,680  

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC

     

5.13%, 07/15/2023 (A)

     341,000        349,099  

5.75%, 10/15/2020

     439,975        440,899  

6.88%, 02/15/2021

     177,774        178,218  

7.00%, 07/15/2024 (A)

     177,000        183,416  

Trivium Packaging Finance BV

     

5.50%, 08/15/2026 (A)

     428,000        449,914  

8.50%, 08/15/2027 (A)

     345,000        373,031  
     

 

 

 
        8,702,763  
     

 

 

 
Diversified Financial Services - 3.1%  

Avation Capital SA

     

6.50%, 05/15/2021 (A)

     562,000        581,670  

DAE Funding LLC

     

4.50%, 08/01/2022 (A)

     227,000        230,405  

5.00%, 08/01/2024 (A)

     367,000        382,598  

5.25%, 11/15/2021 (A)

     312,000        324,480  

5.75%, 11/15/2023 (A)

     311,000        326,814  

Dana Financing Sarl

     

5.75%, 04/15/2025 (A)

     1,963,000        2,003,929  

ILFC E-Capital Trust I

     

1.55% + Max of 3-Month LIBOR, 10-Year
CMT, or 30-Year CMT,
3.77% (C), 12/21/2065 (A)

     1,578,000        1,080,078  

ILFC E-Capital Trust II

     

1.80% + Max of 3-Month LIBOR, 15-Year
CMT or 30-Year CMT,
4.02% (C), 12/21/2065 (A)

     137,000        95,503  

Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.

     

5.25%, 03/15/2022 (A)

     1,052,000        1,094,974  

Virgin Media Secured Finance PLC

     

5.25%, 01/15/2026 (A)

     400,000        409,947  

5.50%, 08/15/2026 - 05/15/2029 (A)

     1,684,000        1,758,973  
     

 

 

 
        8,289,371  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    2

 

      


Transamerica Aegon High Yield Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Diversified Telecommunication Services - 4.2%  

CenturyLink, Inc.

     

5.80%, 03/15/2022

     $  250,000        $  263,438  

6.45%, 06/15/2021

     783,000        822,150  

6.75%, 12/01/2023

     123,000        134,685  

7.50%, 04/01/2024 (B)

     695,000        777,253  

Frontier Communications Corp.

     

7.63%, 04/15/2024

     891,000        392,040  

8.50%, 04/01/2026 (A)

     259,000        258,974  

8.75%, 04/15/2022

     389,000        173,105  

9.00%, 08/15/2031

     1,091,000        482,331  

10.50%, 09/15/2022

     405,000        187,313  

11.00%, 09/15/2025

     357,000        163,328  

Hughes Satellite Systems Corp.

     

5.25%, 08/01/2026

     118,000        126,260  

6.63%, 08/01/2026

     379,000        411,389  

7.63%, 06/15/2021

     1,673,000        1,802,657  

Intelsat Jackson Holdings SA

     

8.00%, 02/15/2024 (A)

     185,000        192,169  

8.50%, 10/15/2024 (A)

     970,000        976,974  

9.50%, 09/30/2022 (A)

     355,000        411,800  

Level 3 Financing, Inc.

     

5.38%, 01/15/2024

     145,000        147,878  

Level 3 Parent LLC

     

5.75%, 12/01/2022

     954,000        957,816  

Sprint Capital Corp.

     

8.75%, 03/15/2032

     687,000        847,380  

UPCB Finance IV, Ltd.

     

5.38%, 01/15/2025 (A)

     1,220,000        1,253,550  

Virgin Media Finance PLC

     

6.00%, 10/15/2024 (A)

     200,000        206,000  
     

 

 

 
        10,988,490  
     

 

 

 
Electric Utilities - 0.6%  

Elwood Energy LLC

     

8.16%, 07/05/2026

     808,542        883,170  

NextEra Energy Operating Partners, LP

     

4.25%, 07/15/2024 (A)

     436,000        449,080  

Vistra Operations Co. LLC

     

5.00%, 07/31/2027 (A)

     251,000        258,450  
     

 

 

 
        1,590,700  
     

 

 

 
Energy Equipment & Services - 1.8%  

CSI Compressco, LP / CSI Compressco Finance, Inc.

     

7.25%, 08/15/2022

     1,003,000        907,314  

7.50%, 04/01/2025 (A)

     240,000        235,800  

Genesis Energy, LP / Genesis Energy Finance Corp.

     

6.50%, 10/01/2025

     598,000        583,050  

6.75%, 08/01/2022

     894,000        907,052  

KCA Deutag Finance PLC

     

9.63%, 04/01/2023 (A)

     1,030,000        646,325  

Noble Holding International, Ltd.

     

6.05%, 03/01/2041

     527,000        223,975  

8.95%, 04/01/2045

     359,000        172,320  

Transocean Sentry, Ltd.

     

5.38%, 05/15/2023 (A)

     481,000        480,399  

USA Compression Partners, LP / USA Compression Finance Corp.

     

6.88%, 09/01/2027 (A)

     568,000        586,460  
     

 

 

 
        4,742,695  
     

 

 

 
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Entertainment - 0.3%  

Netflix, Inc.

     

5.38%, 11/15/2029 (A)

     $   159,000        $   165,758  

5.88%, 11/15/2028

     687,000        746,288  
     

 

 

 
        912,046  
     

 

 

 
Equity Real Estate Investment Trusts - 2.9%  

CBL & Associates, LP

     

5.25%, 12/01/2023 (B)

     1,214,000        843,244  

5.95%, 12/15/2026

     316,000        221,990  

HAT Holdings I LLC / HAT Holdings II LLC

     

5.25%, 07/15/2024 (A)

     494,000        519,317  

Iron Mountain Holdings, Inc.

     

5.38%, 06/01/2026 (A)

     324,000        335,340  

Iron Mountain, Inc.

     

4.38%, 06/01/2021 (A)

     309,000        312,155  

5.25%, 03/15/2028 (A)

     1,565,000        1,617,772  

iStar, Inc.

     

5.25%, 09/15/2022

     404,000        412,585  

6.00%, 04/01/2022

     707,000        727,927  

MGM Growth Properties Operating Partnership, LP / MGP Finance Co-Issuer, Inc.

     

5.75%, 02/01/2027 (A)

     480,000        538,944  

SBA Communications Corp.

     

4.00%, 10/01/2022

     415,000        423,300  

4.88%, 07/15/2022

     1,065,000        1,079,218  

Service Properties Trust

     

4.35%, 10/01/2024

     383,000        387,717  

4.75%, 10/01/2026

     383,000        385,225  
     

 

 

 
        7,804,734  
     

 

 

 
Food & Staples Retailing - 1.1%  

Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP

     

5.75%, 03/15/2025

     966,000        993,386  

6.63%, 06/15/2024

     786,000        823,335  

7.50%, 03/15/2026 (A)

     155,000        172,438  

Rite Aid Corp.

     

6.13%, 04/01/2023 (A)

     1,172,000        929,806  
     

 

 

 
        2,918,965  
     

 

 

 
Food Products - 2.0%  

B&G Foods, Inc.

     

5.25%, 09/15/2027

     779,000        796,605  

JBS USA LUX SA / JBS USA Finance, Inc.

     

5.75%, 06/15/2025 (A)

     336,000        350,052  

Pilgrim’s Pride Corp.

     

5.88%, 09/30/2027 (A)

     1,501,000        1,612,074  

Post Holdings, Inc.

     

5.00%, 08/15/2026 (A)

     692,000        717,673  

5.50%, 12/15/2029 (A)

     214,000        223,095  

5.63%, 01/15/2028 (A)

     413,000        437,780  

8.00%, 07/15/2025 (A)

     965,000        1,032,550  
     

 

 

 
        5,169,829  
     

 

 

 
Health Care Providers & Services - 5.1%  

CHS / Community Health Systems, Inc.

     

5.13%, 08/01/2021

     427,000        425,933  

6.25%, 03/31/2023

     435,000        432,107  

8.00%, 03/15/2026 (A)

     1,429,000        1,425,428  

8.13%, 06/30/2024 (A)

     186,000        147,870  

DaVita HealthCare Partners, Inc.

     

5.13%, 07/15/2024

     562,000        571,133  

Encompass Health Corp.

     

4.50%, 02/01/2028

     311,000        314,421  

4.75%, 02/01/2030

     218,000        220,267  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    3

 

      


Transamerica Aegon High Yield Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Health Care Providers & Services (continued)  

Encompass Health Corp. (continued)

     

5.75%, 11/01/2024 (E)

     $   791,000        $   799,266  

5.75%, 09/15/2025

     778,000        811,726  

HCA, Inc.

     

5.25%, 04/15/2025 - 06/15/2026

     1,336,000        1,486,261  

5.88%, 02/15/2026 - 02/01/2029

     1,570,000        1,757,715  

7.50%, 02/15/2022 - 11/06/2033

     1,461,000        1,628,671  

Tenet Healthcare Corp.

     

4.88%, 01/01/2026 (A)

     617,000        633,196  

5.13%, 05/01/2025

     284,000        287,919  

5.13%, 11/01/2027 (A)

     617,000        637,577  

6.75%, 06/15/2023 (B)

     369,000        387,516  

8.13%, 04/01/2022

     1,512,000        1,635,304  
     

 

 

 
        13,602,310  
     

 

 

 
Hotels, Restaurants & Leisure - 7.5%  

Boyd Gaming Corp.

     

6.00%, 08/15/2026

     337,000        355,504  

6.38%, 04/01/2026

     405,000        429,300  

6.88%, 05/15/2023

     1,208,000        1,253,300  

Boyne, Inc.

     

7.25%, 05/01/2025 (A)

     845,000        920,712  

GLP Capital, LP / GLP Financing II, Inc.

     

5.25%, 06/01/2025

     689,000        758,954  

Hilton Domestic Operating Co., Inc.

     

4.88%, 01/15/2030 (A)

     471,000        497,305  

5.13%, 05/01/2026

     847,000        889,350  

International Game Technology PLC

     

6.25%, 02/15/2022 - 01/15/2027 (A)

     1,114,000        1,186,746  

6.50%, 02/15/2025 (A)

     578,000        641,620  

Marriott Ownership Resorts, Inc. / ILG LLC

     

6.50%, 09/15/2026

     786,000        846,915  

MGM Resorts International

     

5.50%, 04/15/2027

     780,000        854,763  

5.75%, 06/15/2025

     1,202,000        1,324,063  

6.63%, 12/15/2021

     694,000        751,845  

NCL Corp., Ltd.

     

4.75%, 12/15/2021 (A)

     827,000        841,142  

Scientific Games International, Inc.

     

5.00%, 10/15/2025 (A)

     703,000        725,355  

8.25%, 03/15/2026 (A)

     970,000        1,029,025  

10.00%, 12/01/2022

     1,256,000        1,306,240  

Viking Cruises, Ltd.

     

5.88%, 09/15/2027 (A)

     2,215,000        2,347,014  

6.25%, 05/15/2025 (A)

     787,000        822,415  

Wyndham Destinations, Inc.

     

4.25%, 03/01/2022

     288,000        293,760  

5.40%, 04/01/2024

     1,162,000        1,225,910  

5.75%, 04/01/2027

     446,000        481,680  

6.35%, 10/01/2025

     8,000        8,840  
     

 

 

 
        19,791,758  
     

 

 

 
Household Durables - 2.7%  

Beazer Homes, Inc.

     

5.88%, 10/15/2027

     664,000        642,984  

6.75%, 03/15/2025

     328,000        334,560  

7.25%, 10/15/2029 (A)

     391,000        397,354  

Century Communities, Inc.

     

5.88%, 07/15/2025

     1,507,000        1,553,491  

6.75%, 06/01/2027 (A)

     521,000        559,554  

KB Home

     

7.00%, 12/15/2021

     502,000        540,805  

7.63%, 05/15/2023

     844,000        955,830  

Lennar Corp.

     

4.75%, 11/29/2027

     512,000        549,120  

5.00%, 06/15/2027

     398,000        425,860  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Household Durables (continued)  

Meritage Homes Corp.

     

5.13%, 06/06/2027

     $   413,000        $   435,715  

7.15%, 04/15/2020

     627,000        640,410  
     

 

 

 
        7,035,683  
     

 

 

 
Independent Power & Renewable Electricity Producers - 0.9%  

Calpine Corp.

     

5.88%, 01/15/2024 (A)

     825,000        843,563  

6.00%, 01/15/2022 (A)

     683,000        685,288  

Vistra Energy Corp.

     

7.63%, 11/01/2024

     780,000        812,175  
     

 

 

 
        2,341,026  
     

 

 

 
Insurance - 1.3%  

Genworth Holdings, Inc.

     

4.90%, 08/15/2023 (B)

     698,000        662,821  

Hartford Financial Services Group, Inc.

     

3-Month LIBOR + 2.13%,
4.28% (C), 02/12/2067 (A)

     1,692,000        1,438,725  

Lincoln National Corp.

     

3-Month LIBOR + 2.36%,
4.48% (C), 05/17/2066

     1,714,000        1,388,871  
     

 

 

 
        3,490,417  
     

 

 

 
Leisure Products - 0.4%  

Mattel, Inc.

     

2.35%, 08/15/2021 (B)

     286,000        278,135  

3.15%, 03/15/2023 (B)

     228,000        215,460  

5.45%, 11/01/2041

     200,000        156,000  

6.75%, 12/31/2025 (A)

     350,000        365,204  
     

 

 

 
        1,014,799  
     

 

 

 
Machinery - 1.4%  

Colfax Corp.

     

6.00%, 02/15/2024 (A)

     512,000        541,875  

6.38%, 02/15/2026 (A)

     158,000        169,998  

Meritor, Inc.

     

6.25%, 02/15/2024

     1,830,000        1,882,612  

Novelis Corp.

     

5.88%, 09/30/2026 (A)

     205,000        214,984  

6.25%, 08/15/2024 (A)

     770,000        804,650  
     

 

 

 
        3,614,119  
     

 

 

 
Media - 7.8%  

Altice France SA

     

7.38%, 05/01/2026 (A)

     1,566,000        1,679,081  

Altice SA

     

7.63%, 02/15/2025 (A)

     225,000        234,563  

Cablevision Systems Corp.

     

8.00%, 04/15/2020

     383,000        394,011  

CCO Holdings LLC / CCO Holdings Capital Corp.

     

4.75%, 03/01/2030 (A) (H)

     470,000        477,149  

5.00%, 02/01/2028 (A)

     773,000        799,089  

5.13%, 02/15/2023

     780,000        792,675  

5.25%, 03/15/2021

     562,000        562,450  

5.38%, 06/01/2029 (A)

     290,000        308,850  

5.50%, 05/01/2026 (A)

     1,395,000        1,461,123  

5.75%, 01/15/2024 (E)

     1,462,000        1,494,895  

5.75%, 02/15/2026 (A)

     334,000        353,038  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    4

 

      


Transamerica Aegon High Yield Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Media (continued)  

Clear Channel Worldwide Holdings, Inc.

     

5.13%, 08/15/2027 (A)

     $  526,000        $  548,013  

9.25%, 02/15/2024 (A)

     677,000        743,793  

CSC Holdings LLC

     

5.38%, 07/15/2023 (A)

     340,000        348,925  

6.50%, 02/01/2029 (A)

     251,000        278,980  

6.63%, 10/15/2025 (A)

     852,000        911,896  

7.75%, 07/15/2025 (A)

     800,000        860,160  

10.88%, 10/15/2025 (A)

     483,000        546,973  

Diamond Sports Group LLC / Diamond Sports Finance Co.

     

5.38%, 08/15/2026 (A)

     407,000        422,262  

DISH DBS Corp.

     

5.00%, 03/15/2023

     907,000        916,342  

5.88%, 07/15/2022

     219,000        227,760  

6.75%, 06/01/2021

     535,000        562,980  

7.75%, 07/01/2026

     1,309,000        1,331,907  

Gray Television, Inc.

     

7.00%, 05/15/2027 (A)

     246,000        270,280  

Scripps Escrow, Inc.

     

5.88%, 07/15/2027 (A)

     290,000        294,713  

Sirius XM Radio, Inc.

     

4.63%, 07/15/2024 (A)

     369,000        382,590  

5.50%, 07/01/2029 (A)

     315,000        336,263  

Univision Communications, Inc.

     

5.13%, 05/15/2023 (A)

     1,776,000        1,781,550  

Ziggo Bond Co. BV

     

6.00%, 01/15/2027 (A)

     500,000        521,875  

Ziggo BV

     

5.50%, 01/15/2027 (A)

     806,000        840,013  
     

 

 

 
        20,684,199  
     

 

 

 
Metals & Mining - 3.2%  

Alcoa Nederland Holding BV

     

7.00%, 09/30/2026 (A)

     847,000        919,020  

Cleveland-Cliffs, Inc.

     

4.88%, 01/15/2024 (A)

     634,000        646,680  

5.75%, 03/01/2025 (B)

     101,000        99,233  

5.88%, 06/01/2027 (A)

     637,000        603,303  

Constellium SE

     

5.75%, 05/15/2024 (A)

     445,000        457,238  

6.63%, 03/01/2025 (A) (B)

     1,024,000        1,067,520  

First Quantum Minerals, Ltd.

     

7.25%, 04/01/2023 (A) (B)

     282,000        277,770  

Freeport-McMoRan, Inc.

     

4.55%, 11/14/2024

     239,000        244,927  

5.45%, 03/15/2043

     910,000        819,910  

Mineral Resources, Ltd.

     

8.13%, 05/01/2027 (A)

     631,000        649,488  

New Gold, Inc.

     

6.25%, 11/15/2022 (A)

     682,000        683,841  

6.38%, 05/15/2025 (A)

     571,000        532,943  

Teck Resources, Ltd.

     

6.00%, 08/15/2040

     1,183,000        1,279,689  

6.25%, 07/15/2041

     134,000        148,932  
     

 

 

 
        8,430,494  
     

 

 

 
Oil, Gas & Consumable Fuels - 11.0%  

Antero Resources Corp.

     

5.00%, 03/01/2025 (B)

     610,000        496,211  

Brazos Valley Longhorn LLC / Brazos Valley Longhorn Finance Corp.

     

6.88%, 02/01/2025

     520,000        447,200  

Callon Petroleum Co.

     

6.13%, 10/01/2024

     1,250,000        1,231,250  

6.38%, 07/01/2026

     235,000        229,325  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Oil, Gas & Consumable Fuels (continued)  

Carrizo Oil & Gas, Inc.

     

6.25%, 04/15/2023 (B)

     $  345,000        $  326,887  

8.25%, 07/15/2025

     839,000        821,884  

Cheniere Corpus Christi Holdings LLC

     

5.88%, 03/31/2025

     520,000        578,568  

Cheniere Energy Partners, LP

     

5.63%, 10/01/2026

     656,000        696,114  

Chesapeake Energy Corp.

     

7.00%, 10/01/2024

     490,000        351,575  

7.50%, 10/01/2026

     704,000        478,720  

8.00%, 06/15/2027 (B)

     565,000        384,313  

Continental Resources, Inc.

     

5.00%, 09/15/2022

     328,000        330,877  

CrownRock, LP / CrownRock Finance, Inc.

     

5.63%, 10/15/2025 (A)

     1,046,000        1,052,517  

DCP Midstream Operating, LP

     

5.38%, 07/15/2025

     161,000        171,465  

DCP Midstream, LP

     

Fixed until 12/15/2022 (D),
7.38% (C)

     718,000        682,100  

Denbury Resources, Inc.

     

7.75%, 02/15/2024 (A)

     328,000        253,380  

9.00%, 05/15/2021 (A)

     768,000        712,320  

eG Global Finance PLC

     

6.75%, 02/07/2025 (A)

     951,000        928,414  

EP Energy LLC / Everest Acquisition Finance, Inc.

     

7.75%, 05/15/2026 (A)

     553,000        414,750  

8.00%, 11/29/2024 (A)

     275,000        101,750  

Gulfport Energy Corp.

     

6.00%, 10/15/2024

     217,000        156,967  

6.38%, 05/15/2025 - 01/15/2026

     1,045,000        737,900  

HighPoint Operating Corp.

     

8.75%, 06/15/2025

     736,000        658,720  

Kinder Morgan, Inc.

     

7.75%, 01/15/2032, MTN

     245,000        337,307  

8.05%, 10/15/2030, MTN

     134,000        176,843  

Moss Creek Resources Holdings, Inc.

     

7.50%, 01/15/2026 (A)

     115,000        84,669  

10.50%, 05/15/2027 (A)

     441,000        357,210  

NuStar Logistics, LP

     

4.80%, 09/01/2020

     1,323,000        1,344,499  

5.63%, 04/28/2027

     451,000        476,369  

6.00%, 06/01/2026

     100,000        108,230  

6.75%, 02/01/2021

     461,000        480,408  

Oasis Petroleum, Inc.

     

6.25%, 05/01/2026 (A) (B)

     432,000        349,920  

6.88%, 03/15/2022

     1,104,000        1,029,480  

Parkland Fuel Corp.

     

5.88%, 07/15/2027 (A)

     531,000        557,184  

Parsley Energy LLC / Parsley Finance Corp.

     

5.25%, 08/15/2025 (A)

     240,000        243,530  

5.38%, 01/15/2025 (A)

     505,000        511,312  

5.63%, 10/15/2027 (A)

     227,000        234,377  

PDC Energy, Inc.

     

6.13%, 09/15/2024

     1,270,000        1,266,825  

Shelf Drilling Holdings, Ltd.

     

8.25%, 02/15/2025 (A)

     793,000        674,050  

SM Energy Co.

     

6.13%, 11/15/2022

     701,000        671,803  

6.63%, 01/15/2027 (B)

     832,000        717,600  

6.75%, 09/15/2026

     118,000        103,250  

Southwestern Energy Co.

     

7.50%, 04/01/2026

     870,000        759,075  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    5

 

      


Transamerica Aegon High Yield Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Oil, Gas & Consumable Fuels (continued)  

Summit Midstream Holdings LLC / Summit Midstream Finance Corp.

     

5.75%, 04/15/2025

     $   343,000        $   289,561  

Summit Midstream Partners, LP

     

Fixed until 12/15/2022 (D),
9.50% (C)

     672,000        483,840  

Targa Resources Partners, LP / Targa Resources Partners Finance Corp.

     

5.00%, 01/15/2028

     450,000        455,085  

5.13%, 02/01/2025

     991,000        1,019,095  

6.50%, 07/15/2027 (A)

     255,000        278,228  

6.75%, 03/15/2024

     1,347,000        1,395,829  

Ultra Resources, Inc.

     

6.88%, 04/15/2022 (A)

     118,000        8,408  

7.13%, 04/15/2025 (A)

     587,000        41,090  

Whiting Petroleum Corp.

     

5.75%, 03/15/2021

     845,000        807,000  

6.63%, 01/15/2026 (B)

     511,000        344,925  

WPX Energy, Inc.

     

5.25%, 09/15/2024

     476,000        484,330  

8.25%, 08/01/2023

     726,000        816,750  
     

 

 

 
        29,151,289  
     

 

 

 
Paper & Forest Products - 0.6%  

Boise Cascade Co.

     

5.63%, 09/01/2024 (A)

     375,000        387,656  

Norbord, Inc.

     

6.25%, 04/15/2023 (A)

     1,185,000        1,253,138  
     

 

 

 
        1,640,794  
     

 

 

 
Pharmaceuticals - 1.9%  

Bausch Health Americas, Inc.

     

8.50%, 01/31/2027 (A)

     353,000        396,172  

9.25%, 04/01/2026 (A)

     415,000        471,540  

Bausch Health Cos., Inc.

     

5.50%, 11/01/2025 (A)

     278,000        290,885  

5.88%, 05/15/2023
04/11/2018 - 05/14/2018 (A) (E)

     651,000        659,138  

6.13%, 04/15/2025 (A)

     754,000        781,332  

6.50%, 03/15/2022 (A)

     125,000        129,219  

7.00%, 01/15/2028 (A)

     161,000        173,413  

Endo Dac / Endo Finance LLC / Endo Finco, Inc.

     

6.00%, 07/15/2023 (A)

     1,243,000        762,394  

Endo Finance LLC / Endo Finco, Inc.

     

5.38%, 01/15/2023 (A)

     462,000        281,820  

Par Pharmaceutical, Inc.

     

7.50%, 04/01/2027 (A)

     380,000        348,175  

Teva Pharmaceutical Finance III BV

     

2.20%, 07/21/2021

     164,000        150,060  

6.75%, 03/01/2028 (B)

     749,000        610,435  
     

 

 

 
        5,054,583  
     

 

 

 
Real Estate Management & Development - 0.0% (I)  

Realogy Group LLC / Realogy Co-Issuer Corp.

     

9.38%, 04/01/2027 (A) (B)

     126,000        117,056  
     

 

 

 
Road & Rail - 1.5%  

Avolon Holdings Funding, Ltd.

     

5.13%, 10/01/2023 (A)

     647,000        686,467  

5.25%, 05/15/2024 (A)

     161,000        172,399  

Hertz Corp.

     

5.50%, 10/15/2024 (A)

     915,000        912,713  

6.25%, 10/15/2022

     456,000        459,990  

7.13%, 08/01/2026 (A)

     367,000        383,056  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Road & Rail (continued)  

Park Aerospace Holdings, Ltd.

     

5.25%, 08/15/2022 (A)

     $   183,000        $   192,864  

Uber Technologies, Inc.

     

7.50%, 09/15/2027 (A)

     1,255,000        1,251,862  
     

 

 

 
        4,059,351  
     

 

 

 
Semiconductors & Semiconductor Equipment - 0.4%  

NXP BV / NXP Funding LLC

     

3.88%, 09/01/2022 (A)

     899,000        927,774  

Sensata Technologies, Inc. Co.

     

4.38%, 02/15/2030 (A)

     113,000        112,858  
     

 

 

 
        1,040,632  
     

 

 

 
Software - 0.9%  

Infor, Inc.

     

6.50%, 05/15/2022

     1,648,000        1,674,780  

Sophia, LP / Sophia Finance, Inc.

     

9.00%, 09/30/2023 (A)

     612,000        626,535  
     

 

 

 
        2,301,315  
     

 

 

 
Specialty Retail - 1.1%  

L Brands, Inc.

     

5.25%, 02/01/2028 (B)

     157,000        146,073  

6.75%, 07/01/2036

     1,119,000        949,304  

6.88%, 11/01/2035

     773,000        669,611  

7.50%, 06/15/2029

     220,000        218,900  

Staples, Inc.

     

7.50%, 04/15/2026 (A)

     947,000        975,694  
     

 

 

 
        2,959,582  
     

 

 

 
Technology Hardware, Storage & Peripherals - 2.2%  

Dell International LLC / EMC Corp.

     

5.88%, 06/15/2021 (A)

     858,000        871,728  

7.13%, 06/15/2024 (A)

     805,000        848,470  

8.35%, 07/15/2046 (A)

     560,000        738,611  

NCR Corp.

     

5.75%, 09/01/2027 (A)

     312,000        322,920  

6.13%, 09/01/2029 (A)

     348,000        366,810  

Seagate HDD Cayman

     

4.75%, 01/01/2025

     167,000        173,096  

4.88%, 03/01/2024 - 06/01/2027

     876,000        917,843  

5.75%, 12/01/2034

     700,000        712,488  

Western Digital Corp.

     

4.75%, 02/15/2026

     972,000        999,945  
     

 

 

 
        5,951,911  
     

 

 

 
Trading Companies & Distributors - 1.2%  

United Rentals North America, Inc.

     

4.63%, 10/15/2025

     483,000        492,895  

5.50%, 07/15/2025 - 05/15/2027

     1,905,000        1,985,175  

6.50%, 12/15/2026

     609,000        663,506  
     

 

 

 
        3,141,576  
     

 

 

 
Wireless Telecommunication Services - 1.4%  

Sprint Communications, Inc.

     

11.50%, 11/15/2021

     131,000        152,124  

Sprint Corp.

     

7.13%, 06/15/2024

     1,517,000        1,635,022  

7.25%, 09/15/2021

     2,000        2,134  

7.63%, 03/01/2026

     734,000        810,152  

T-Mobile, Inc.

     

4.00%, 04/15/2022 (B)

     360,000        369,000  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    6

 

      


Transamerica Aegon High Yield Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Wireless Telecommunication Services (continued)  

T-Mobile, Inc. (continued)

     

4.50%, 02/01/2026

     $   412,000        $   424,072  

6.50%, 01/15/2024

     273,000        283,186  
     

 

 

 
        3,675,690  
     

 

 

 

Total Corporate Debt Securities
(Cost $243,750,037)

 

     245,004,259  
     

 

 

 
LOAN ASSIGNMENTS - 2.1%  
Diversified Telecommunication Services - 0.4%  

Inmarsat Finance PLC

     

Term Loan B,

     

TBD, 09/23/2026 (H) (J)

     1,000,000        983,333  
     

 

 

 
Machinery - 0.2%  

Cortes NP Acquisition Corp.

     

Term Loan B,

     

1-Month LIBOR + 4.00%,
6.04% (C), 11/30/2023

     507,705        481,897  
     

 

 

 
Media - 0.1%  

Clear Channel Outdoor Holdings, Inc.

     

Term Loan B,

     

TBD, 08/21/2026 (H) (J)

     385,000        385,962  
     

 

 

 
Software - 0.9%  

Avaya, Inc.

     

Term Loan B,

     

1-Month LIBOR + 4.25%,
6.28% (C), 12/15/2024

     803,108        760,945  

2-Month LIBOR + 4.25%,
6.43% (C), 12/15/2024

     479,104        453,951  

Infor, Inc.

     

Term Loan B6,

     

3-Month LIBOR + 2.75%,
4.85% (C), 02/01/2022

     1,295,541        1,296,837  
     

 

 

 
        2,511,733  
     

 

 

 
Wireless Telecommunication Services - 0.5%  

Sprint Communications, Inc.

     

1st Lien Term Loan B,

     

1-Month LIBOR + 2.50%,
4.56% (C), 02/02/2024

     1,116,412        1,107,202  

Term Loan B,

     

1-Month LIBOR + 3.00%,
5.06% (C), 02/02/2024

     195,694        195,123  
     

 

 

 
        1,302,325  
     

 

 

 

Total Loan Assignments
(Cost $5,734,286)

 

     5,665,250  
     

 

 

 
     Shares      Value  
COMMON STOCKS - 0.3%  
Chemicals - 0.2%  

Hexion Holdings Corp., Class B (K)

     50,350        566,437  
     

 

 

 
Electric Utilities - 0.1%  

Homer City Generation LLC (E) (G) (K) (L)

     39,132        343,188  
     

 

 

 

Total Common Stocks
(Cost $3,623,082)

 

     909,625  
     

 

 

 
     Shares      Value  
PREFERRED STOCKS - 1.2%  
Banks - 1.1%  

GMAC Capital Trust I,

     

Series 2, 3-Month LIBOR + 5.79%, 7.94% (C)

     104,375        $  2,735,669  
     

 

 

 
Building Products - 0.1%  

Associated Materials Group, Inc.,

     

PIK Rate 0.00%, Cash Rate 0.00%,
0.00% (E) (F) (G) (L)

     1,593,124        302,693  
     

 

 

 

Total Preferred Stocks
(Cost $4,043,548)

 

     3,038,362  
     

 

 

 
WARRANT - 0.0%  
Building Products - 0.0%  

Associated Materials Group,
Inc., (E) (G) (K) (L) (M)

     

Exercise Price $0,

     

Expiration Date 11/17/2023

     15,911        0  
     

 

 

 

Total Warrant
(Cost $0)

 

     0  
     

 

 

 
OTHER INVESTMENT COMPANY - 4.3%  
Securities Lending Collateral - 4.3%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (N)

     11,324,398        11,324,398  
     

 

 

 

Total Other Investment Company
(Cost $11,324,398)

 

     11,324,398  
     

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 2.8%  

Fixed Income Clearing Corp., 1.05% (N),
dated 09/30/2019, to be repurchased at $7,447,929 on 10/01/2019. Collateralized by a U.S. Government Obligation, 2.13%, due 09/30/2021, and with a value of $7,598,237.

     $  7,447,712        7,447,712  
     

 

 

 

Total Repurchase Agreement
(Cost $7,447,712)

 

     7,447,712  
     

 

 

 

Total Investments
(Cost $275,923,063)

 

     273,389,606  

Net Other Assets (Liabilities) - (3.3)%

        (8,810,000
     

 

 

 

Net Assets - 100.0%

        $  264,579,606  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    7

 

      


Transamerica Aegon High Yield Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (O)

 

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

ASSETS

           

Investments

 

Corporate Debt Securities

   $ —        $ 244,989,083      $ 15,176      $ 245,004,259  

Loan Assignments

     —          5,665,250        —          5,665,250  

Common Stocks

     566,437        —          343,188        909,625  

Preferred Stocks

     2,735,669        —          302,693        3,038,362  

Warrant

     —          —          0        0  

Other Investment Company

     11,324,398        —          —          11,324,398  

Repurchase Agreement

     —          7,447,712        —          7,447,712  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     14,626,504      $     258,102,045      $     661,057      $     273,389,606  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Securities are registered pursuant to Rule 144A of the Securities Act of 1933. Unless otherwise indicated, the securities are deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2019, the total value of 144A securities is $121,228,797, representing 45.8% of the Portfolio’s net assets.
(B)      All or a portion of the securities are on loan. The total value of all securities on loan is $11,095,088. 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.
(C)      Floating or variable rate securities. The rates disclosed are as of September 30, 2019. 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.
(D)      Perpetual maturity. The date displayed is the next call date.
(E)      Restricted securities. At September 30, 2019, the value of such securities held by the Portfolio are as follows:

 

Investments

  

Description

   Acquisition
Date
     Acquisition
Cost
     Value      Value as Percentage
of Net Assets
 

Corporate Debt Securities

   Avis Budget Car Rental LLC / Avis Budget Finance, Inc.
5.50%, 04/01/2023
     02/25/2016 - 07/14/2016      $ 433,475      $ 442,613        0.2

Corporate Debt Securities

   Encompass Health Corp.
5.75%, 11/01/2024
     08/04/2015 - 11/06/2017        779,313        799,266        0.3  

Corporate Debt Securities

   CCO Holdings LLC / CCO Holdings Capital Corp.
5.75%, 01/15/2024
     03/28/2018 - 06/13/2019        1,499,720        1,494,895        0.6  

Corporate Debt Securities

   Bausch Health Cos., Inc.
5.88%, 05/15/2023
     04/11/2018 - 05/14/2018        608,560        659,138        0.2  

Common Stocks

   Homer City Generation LLC      01/10/2011 - 04/01/2013        2,125,325        343,188        0.1  

Preferred Stocks

   Associated Materials Group, Inc.,
0.00%
     11/04/2016 - 06/30/2019        1,548,324        302,693        0.1  

Warrant

   Associated Materials Group, Inc., 11/17/2023      11/04/2016        0        0        0.0  
        

 

 

    

 

 

    

 

 

 

Total

         $     6,994,717      $     4,041,793        1.5
        

 

 

    

 

 

    

 

 

 

 

(F)      Payment in-kind. Securities pay interest or dividends in the form of additional bonds or preferred stock. If the securities make a cash payment in addition to in-kind, the cash rate is disclosed separately.
(G)      Securities are Level 3 of the fair value hierarchy.
(H)      When-issued, delayed-delivery and/or forward commitment (including TBAs) securities. Securities to be settled and delivered after September 30, 2019. Securities may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement.
(I)      Percentage rounds to less than 0.1% or (0.1)%.
(J)      All or a portion of the security represents unsettled loan commitments at September 30, 2019 where the rate will be determined at time of settlement.
(K)      Non-income producing securities.
(L)      Fair valued as determined in good faith in accordance with procedures established by the Board. At September 30, 2019, the total value of securities is $645,881, representing 0.2% of the Portfolio’s net assets.
(M)      Security deemed worthless.
(N)      Rates disclosed reflect the yields at September 30, 2019.
(O)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(P)      Level 3 securities were not considered significant to the Portfolio.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    8         


Transamerica Aegon High Yield Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

PORTFOLIO ABBREVIATIONS:

 

CMT

   Constant Maturity Treasury

LIBOR

   London Interbank Offered Rate

MTN

   Medium Term Note

TBD

   To Be Determined

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    9         


Transamerica Aegon U.S. Government Securities VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Principal      Value  
ASSET-BACKED SECURITIES - 4.4%  

Access to Loans for Learning Student Loan Corp.

     

Series 2012-1, Class A,

     

1-Month LIBOR + 0.70%,
2.72% (A), 07/25/2036

     $  3,318,635        $  3,302,391  

Edsouth Indenture No. 3 LLC

     

Series 2012-2, Class A,

     

1-Month LIBOR + 0.73%,
2.75% (A), 04/25/2039 (B)

     1,812,785        1,804,644  

Navient Student Loan Trust

     

Series 2017-1A, Class A2,

     

1-Month LIBOR + 0.75%,
2.77% (A), 07/26/2066 (B)

     2,813,056        2,817,025  

SBA Small Business Investment Cos.

     

Series 2012-10B, Class 1,

     

2.25%, 09/10/2022

     2,038,398        2,040,259  

SLM Student Loan Trust

     

Series 2006-2, Class A6,

     

3-Month LIBOR + 0.17%,
2.45% (A), 01/25/2041

     4,485,347        4,316,647  

South Carolina Student Loan Corp.

     

Series 2010-1, Class A2,

     

3-Month LIBOR + 1.00%,
3.28% (A), 07/25/2025

     1,191,981        1,192,923  
     

 

 

 

Total Asset-Backed Securities
(Cost $15,425,467)

 

     15,473,889  
     

 

 

 
CORPORATE DEBT SECURITIES - 5.4%  
Banks - 0.2%  

Barclays Bank PLC

     

10.18%, 06/12/2021 (B)

     304,000        340,005  

ING Bank NV

     

5.80%, 09/25/2023 (B)

     316,000        350,647  
     

 

 

 
        690,652  
     

 

 

 
Beverages - 0.1%  

Constellation Brands, Inc.

     

3.15%, 08/01/2029

     303,000        308,749  
     

 

 

 
Capital Markets - 0.5%  

Goldman Sachs Group, Inc.

     

4.00%, 03/03/2024

     1,645,000        1,752,951  

Morgan Stanley

     

3.75%, 02/25/2023, MTN

     316,000        330,391  
     

 

 

 
        2,083,342  
     

 

 

 
Consumer Finance - 0.2%  

Discover Financial Services

     

3.85%, 11/21/2022

     485,000        506,073  

Ford Motor Credit Co. LLC

     

4.25%, 09/20/2022

     298,000        305,097  
     

 

 

 
        811,170  
     

 

 

 
Diversified Financial Services - 3.8%  

Aviation Capital Group LLC

     

2.88%, 01/20/2022 (B)

     208,000        208,842  

7.13%, 10/15/2020 (B)

     1,403,000        1,467,865  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Diversified Financial Services (continued)  

Portmarnock Leasing LLC

     

1.74%, 10/22/2024

     $   1,387,855        $   1,381,455  

Private Export Funding Corp.

     

3.27%, 11/08/2021 (B)

     10,000,000        10,272,819  
     

 

 

 
        13,330,981  
     

 

 

 
Diversified Telecommunication Services - 0.1%  

AT&T, Inc.

     

2.45%, 06/30/2020

     422,000        423,003  
     

 

 

 
Electrical Equipment - 0.1%  

Siemens Financieringsmaatschappij NV

     

2.15%, 05/27/2020 (B)

     263,000        262,959  
     

 

 

 
Food & Staples Retailing - 0.1%  

Walgreens Boots Alliance, Inc.

     

3.30%, 11/18/2021

     263,000        269,115  
     

 

 

 
Health Care Equipment & Supplies - 0.1%  

Abbott Laboratories

     

3.40%, 11/30/2023

     184,000        192,972  
     

 

 

 
Insurance - 0.1%  

Fidelity National Financial, Inc.

     

5.50%, 09/01/2022

     369,000        395,986  
     

 

 

 
Oil, Gas & Consumable Fuels - 0.1%  

BP Capital Markets PLC

     

4.74%, 03/11/2021

     263,000        272,580  
     

 

 

 

Total Corporate Debt Securities
(Cost $18,458,784)

 

     19,041,509  
     

 

 

 
MORTGAGE-BACKED SECURITIES - 8.0%  

COMM Mortgage Trust

     

Series 2012-CR4, Class A3,

     

2.85%, 10/15/2045

     2,544,460        2,575,500  

Series 2013-CR9, Class A4,

     

4.37% (A), 07/10/2045

     3,000,000        3,221,179  

Series 2013-WWP, Class A2,

     

3.42%, 03/10/2031 (B)

     5,000,000        5,224,379  

Eleven Madison Mortgage Trust

     

Series 2015-11MD, Class A,

     

3.67% (A), 09/10/2035 (B)

     5,000,000        5,354,179  

GS Mortgage Securities Trust

     

Series 2014-GC18, Class A4,

     

4.07%, 01/10/2047

     3,000,000        3,222,153  

JPMBB Commercial Mortgage Securities Trust

     

Series 2013-C12, Class A5,

     

3.66%, 07/15/2045

     4,535,000        4,764,511  

Morgan Stanley Bank of America Merrill Lynch Trust

     

Series 2013-C11, Class A4,

     

4.30% (A), 08/15/2046

     3,500,000        3,734,119  
     

 

 

 

Total Mortgage-Backed Securities
(Cost $27,068,520)

 

     28,096,020  
     

 

 

 
MUNICIPAL GOVERNMENT OBLIGATIONS - 1.3%  
Texas - 0.9%  

North Texas Higher Education Authority, Inc., Revenue Bonds,

     

Series 1,

     

1-Month LIBOR + 1.00%,
3.09% (A), 12/01/2034

     3,142,962        3,154,906  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica Aegon U.S. Government Securities VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
MUNICIPAL GOVERNMENT OBLIGATIONS (continued)  
Vermont - 0.4%  

Vermont Student Assistance Corp., Certificate of Obligation,

     

1-Month LIBOR + 0.70%,
2.74% (A), 07/28/2034

     $   1,542,527        $   1,542,249  
     

 

 

 

Total Municipal Government Obligations
(Cost $4,677,569)

 

     4,697,155  
     

 

 

 
U.S. GOVERNMENT AGENCY OBLIGATIONS - 55.0%  

Federal Home Loan Banks

     

3.25%, 11/16/2028

     6,000,000        6,686,382  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates

     

2.31%, 08/25/2022

     5,150,000        5,194,333  

3.01%, 07/25/2025

     5,000,000        5,257,619  

3.11%, 02/25/2023

     10,000,000        10,345,650  

3.25% (A), 04/25/2023

     7,294,000        7,584,961  

3.30%, 04/25/2029

     10,000,000        10,917,746  

3.31%, 09/25/2025

     15,000,000        16,041,044  

3.53%, 06/25/2020

     5,405,357        5,437,627  

3.97% (A), 01/25/2021

     2,945,000        3,004,639  

4.08% (A), 11/25/2020

     3,523,259        3,590,989  

4.22%, 03/25/2020

     1,863,057        1,867,974  

Federal National Mortgage Association

     

1.88%, 12/28/2020

     4,000,000        4,004,584  

2.38%, 01/19/2023

     18,500,000        18,959,790  

2.63%, 09/06/2024

     4,000,000        4,190,820  

2.88%, 09/12/2023

     2,000,000        2,095,989  

3.00%, TBA (C)

     40,000,000        40,575,000  

Government National Mortgage Association

     

3.92% (A), 10/20/2061

     265,834        266,841  

4.18% (A), 09/20/2061

     243,199        256,163  

4.40% (A), 12/20/2061

     85,632        86,800  

4.44% (A), 06/20/2062

     631,928        645,725  

4.70% (A), 08/20/2061 - 10/20/2061

     421,748        428,303  

5.14% (A), 07/20/2061

     244,577        245,525  

Overseas Private Investment Corp.

     

5.14%, 12/15/2023

     7,713        8,277  

Residual Funding Corp., Principal Only STRIPS

     

07/15/2020 - 01/15/2021

     19,367,000        18,943,890  

Tennessee Valley Authority

     

2.88%, 02/01/2027

     6,000,000        6,372,804  

3.50%, 12/15/2042

     5,000,000        5,804,040  

4.25%, 09/15/2065

     5,000,000        6,909,290  

4.88%, 01/15/2048

     5,000,000        7,121,754  
     

 

 

 

Total U.S. Government Agency Obligations
(Cost $187,190,280)

 

     192,844,559  
     

 

 

 
U.S. GOVERNMENT OBLIGATIONS - 27.9%  
U.S. Treasury - 27.9%  

U.S. Treasury Bond

     

2.50%, 02/15/2045

     1,000,000        1,076,016  

2.75%, 11/15/2047

     1,018,000        1,153,004  

3.00%, 05/15/2042 - 02/15/2048

     6,019,000        7,083,045  

3.38%, 05/15/2044 - 11/15/2048

     6,500,000        8,110,606  

3.50%, 02/15/2039

     1,414,500        1,771,882  

3.63%, 08/15/2043

     2,750,000        3,546,748  

4.38%, 05/15/2040

     9,181,700        12,913,559  

U.S. Treasury Note

     

1.13%, 02/28/2021 - 07/31/2021

     21,963,000        21,761,762  

1.25%, 03/31/2021

     4,362,000        4,330,307  

2.00%, 05/31/2024 - 02/15/2025

     17,968,000        18,334,299  
     Principal      Value  
U.S. GOVERNMENT OBLIGATIONS (continued)  
U.S. Treasury (continued)  

U.S. Treasury Note (continued)

     

2.13%, 05/31/2021 - 05/31/2026

     $   10,986,000        $   11,147,821  

2.38%, 05/15/2029

     1,334,000        1,416,646  

2.50%, 01/31/2025

     3,000,000        3,140,391  

2.88%, 05/15/2049

     1,900,000        2,215,949  
     

 

 

 

Total U.S. Government Obligations
(Cost $92,147,720)

 

     98,002,035  
     

 

 

 
SHORT-TERM U.S. GOVERNMENT AGENCY OBLIGATIONS - 8.0%  

Federal Home Loan Bank Discount Notes

     

2.01% (D), 10/18/2019

     10,000,000        9,990,673  

2.07% (D), 10/03/2019

     7,000,000        6,999,207  

2.08% (D), 11/01/2019

     7,000,000        6,987,703  

2.47% (D), 11/26/2019

     4,000,000        3,985,067  
     

 

 

 

Total Short-Term U.S. Government Agency Obligations
(Cost $27,962,650)

 

     27,962,650  
     

 

 

 
REPURCHASE AGREEMENT - 0.8%  

Fixed Income Clearing Corp., 1.05% (D),
dated 09/30/2019, to be repurchased at $2,638,095 on 10/01/2019. Collateralized by a U.S. Government Obligation, 2.13%, due 09/30/2021, and with a value of $2,694,196.

     2,638,018        2,638,018  
     

 

 

 

Total Repurchase Agreement
(Cost $2,638,018)

 

     2,638,018  
     

 

 

 

Total Investments
(Cost $375,569,008)

 

     388,755,835  

Net Other Assets (Liabilities) - (10.8)%

        (38,021,701
     

 

 

 

Net Assets - 100.0%

        $  350,734,134  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    2

 

      


Transamerica Aegon U.S. Government Securities VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

FUTURES CONTRACTS:

 

Long Futures Contracts:

 

Description

   Number of
Contracts
   Expiration
Date
   Notional
Amount
   Value    Unrealized
Appreciation
   Unrealized
Depreciation

5-Year U.S. Treasury Note

       10        12/31/2019      $ 1,184,166      $ 1,191,484      $ 7,318      $ —  

10-Year U.S. Treasury Note

       107        12/19/2019            14,017,289            13,943,438        —          (73,851 )

10-Year U.S. Treasury Ultra Note

       20        12/19/2019        2,830,054        2,848,125        18,071        —  

U.S. Treasury Ultra Bond

       39        12/19/2019        7,539,601        7,484,344        —          (55,257 )
                        

 

 

      

 

 

 

Total

                         $     25,389      $     (129,108 )
                        

 

 

      

 

 

 

Short Futures Contracts:

 

 

Description

   Number of
Contracts
  Expiration
Date
   Notional
Amount
  Value   Unrealized
Appreciation
   Unrealized
Depreciation

2-Year U.S. Treasury Note

       (85 )       12/31/2019      $     (18,302,675 )     $     (18,317,500 )     $ —        $ (14,825 )
                     

 

 

      

 

 

 

Total Futures Contracts

                      $     25,389      $     (143,933 )
                     

 

 

      

 

 

 

SECURITY VALUATION:

 

Valuation Inputs (E)

 

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

ASSETS

          

Investments

 

Asset-Backed Securities

   $ —       $ 15,473,889      $ —        $ 15,473,889  

Corporate Debt Securities

     —         19,041,509        —          19,041,509  

Mortgage-Backed Securities

     —         28,096,020        —          28,096,020  

Municipal Government Obligations

     —         4,697,155        —          4,697,155  

U.S. Government Agency Obligations

     —         192,844,559        —          192,844,559  

U.S. Government Obligations

     —         98,002,035        —          98,002,035  

Short-Term U.S. Government Agency Obligations

     —         27,962,650        —          27,962,650  

Repurchase Agreement

     —         2,638,018        —          2,638,018  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Investments

   $ —       $     388,755,835      $     —        $     388,755,835  
  

 

 

   

 

 

    

 

 

    

 

 

 

Other Financial Instruments

 

Futures Contracts (F)

   $ 25,389     $ —        $ —        $ 25,389  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ 25,389     $ —        $ —        $ 25,389  
  

 

 

   

 

 

    

 

 

    

 

 

 

LIABILITIES

 

Other Financial Instruments

 

Futures Contracts (F)

   $ (143,933   $ —        $ —        $ (143,933
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $     (143,933   $ —        $ —        $ (143,933
  

 

 

   

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Floating or variable rate securities. The rates disclosed are as of September 30, 2019. 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.
(B)      Securities are registered pursuant to Rule 144A of the Securities Act of 1933. Unless otherwise indicated, the securities are deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2019, the total value of 144A securities is $28,103,364, representing 8.0% of the Portfolio’s net assets.
(C)      When-issued, delayed-delivery and/or forward commitment (including TBAs) security. Security to be settled and delivered after September 30, 2019. Security may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement.
(D)      Rates disclosed reflect the yields at September 30, 2019.
(E)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(F)      Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    3         


Transamerica Aegon U.S. Government Securities VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

PORTFOLIO ABBREVIATIONS:

 

LIBOR

   London Interbank Offered Rate

MTN

   Medium Term Note

STRIPS

   Separate Trading of Registered Interest and Principal of Securities

TBA

   To Be Announced

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    4         


Transamerica American Funds Managed Risk VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
INVESTMENT COMPANY - 95.1%  
U.S. Mixed Allocation Fund - 95.1%  

American Funds Insurance Series - Asset Allocation Fund

     38,353,103        $  879,436,657  
     

 

 

 

Total Investment Company
(Cost $844,999,606)

 

     879,436,657  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 5.1%  

Fixed Income Clearing Corp., 1.05% (A), dated 09/30/2019, to be repurchased at $47,344,777 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $48,294,221.

     $  47,343,396        47,343,396  
     

 

 

 

Total Repurchase Agreement
(Cost $47,343,396)

 

     47,343,396  
  

 

 

 

Total Investments
(Cost $892,343,002)

 

     926,780,053  

Net Other Assets (Liabilities) - (0.2)%

        (1,564,853
     

 

 

 

Net Assets - 100.0%

        $  925,215,200  
     

 

 

 
 

 

SECURITY VALUATION:

 

Valuation Inputs (B)

 

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

ASSETS

           

Investments

 

Investment Company

   $ 879,436,657      $ —        $     —        $ 879,436,657  

Repurchase Agreement

     —          47,343,396        —          47,343,396  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     879,436,657      $     47,343,396      $ —        $     926,780,053  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Rate disclosed reflects the yield at September 30, 2019.
(B)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    1         


Transamerica Barrow Hanley Dividend Focused VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS - 96.6%  
Aerospace & Defense - 4.0%  

General Dynamics Corp.

     81,516        $  14,895,419  

United Technologies Corp.

     126,105        17,215,854  
     

 

 

 
        32,111,273  
     

 

 

 
Banks - 9.8%  

JPMorgan Chase & Co.

     157,676        18,556,888  

US Bancorp

     462,128        25,574,164  

Wells Fargo & Co.

     663,863        33,485,250  
     

 

 

 
        77,616,302  
     

 

 

 
Building Products - 2.0%  

Johnson Controls International PLC

     359,643        15,784,731  
     

 

 

 
Capital Markets - 3.0%  

Northern Trust Corp.

     254,279        23,729,316  
     

 

 

 
Chemicals - 5.8%  

Corteva, Inc. (A)

     515,206        14,425,768  

DuPont de Nemours, Inc.

     223,111        15,910,046  

Linde PLC

     81,649        15,817,044  
     

 

 

 
        46,152,858  
     

 

 

 
Consumer Finance - 2.1%  

American Express Co.

     141,835        16,776,244  
     

 

 

 
Diversified Telecommunication Services - 5.6%  

AT&T, Inc.

     665,547        25,184,298  

Verizon Communications, Inc.

     317,813        19,183,193  
     

 

 

 
        44,367,491  
     

 

 

 
Electric Utilities - 9.3%  

Entergy Corp.

     363,164        42,620,927  

Exelon Corp.

     645,263        31,172,656  
     

 

 

 
        73,793,583  
     

 

 

 
Energy Equipment & Services - 1.6%  

Schlumberger, Ltd.

     362,370        12,382,183  
     

 

 

 
Equity Real Estate Investment Trusts - 7.1%  

HCP, Inc.

     895,600        31,910,228  

Simon Property Group, Inc.

     158,056        24,601,417  
     

 

 

 
        56,511,645  
     

 

 

 
Health Care Equipment & Supplies - 3.2%  

Medtronic PLC

     230,711        25,059,829  
     

 

 

 
Health Care Providers & Services - 5.8%  

CVS Health Corp.

     444,234        28,017,838  

UnitedHealth Group, Inc.

     84,527        18,369,408  
     

 

 

 
        46,387,246  
     

 

 

 
Household Durables - 1.8%  

Whirlpool Corp.

     89,295        14,140,756  
     

 

 

 
Industrial Conglomerates - 3.2%  

General Electric Co.

     2,851,995        25,496,835  
     

 

 

 
Insurance - 3.5%  

Chubb, Ltd.

     173,010        27,930,734  
     

 

 

 
IT Services - 2.9%  

International Business Machines Corp.

     161,234        23,446,648  
     

 

 

 
Machinery - 3.7%  

Stanley Black & Decker, Inc.

     115,735        16,713,291  

Wabtec Corp. (B)

     175,173        12,587,932  
     

 

 

 
        29,301,223  
     

 

 

 
     Shares      Value  
COMMON STOCKS (continued)  
Multi-Utilities - 4.4%  

Dominion Energy, Inc.

     427,526        $   34,646,707  
     

 

 

 
Multiline Retail - 3.0%  

Target Corp.

     224,421        23,992,849  
     

 

 

 
Oil, Gas & Consumable Fuels - 8.7%  

BP PLC, ADR

     515,662        19,589,999  

EOG Resources, Inc.

     158,023        11,728,467  

Phillips 66

     239,609        24,535,962  

Valero Energy Corp.

     159,885        13,628,598  
     

 

 

 
        69,483,026  
     

 

 

 
Pharmaceuticals - 1.4%  

Johnson & Johnson

     89,093        11,526,852  
     

 

 

 
Specialty Retail - 3.1%  

Lowe’s Cos., Inc.

     222,051        24,416,728  
     

 

 

 
Thrifts & Mortgage Finance - 1.6%  

New York Community Bancorp, Inc.

     988,111        12,400,793  
     

 

 

 

Total Common Stocks
(Cost $714,368,968)

 

     767,455,852  
  

 

 

 
OTHER INVESTMENT COMPANY - 0.1%  
Securities Lending Collateral - 0.1%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (C)

     873,474        873,474  
     

 

 

 

Total Other Investment Company
(Cost $873,474)

 

     873,474  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 3.7%  

Fixed Income Clearing Corp., 1.05% (C), dated 09/30/2019, to be repurchased at $29,492,995 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.13%, due 09/30/2021, and with a value of $30,084,318.

     $  29,492,135        29,492,135  
     

 

 

 

Total Repurchase Agreement
(Cost $29,492,135)

 

     29,492,135  
  

 

 

 

Total Investments
(Cost $744,734,577)

 

     797,821,461  

Net Other Assets (Liabilities) - (0.4)%

        (2,845,050
     

 

 

 

Net Assets - 100.0%

        $  794,976,411  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica Barrow Hanley Dividend Focused VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (D)

 

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

ASSETS

           

Investments

 

Common Stocks

   $ 767,455,852      $ —        $     —        $ 767,455,852  

Other Investment Company

     873,474        —          —          873,474  

Repurchase Agreement

     —          29,492,135        —          29,492,135  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     768,329,326      $     29,492,135      $ —        $     797,821,461  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing security.
(B)      All or a portion of the security is on loan. The value of the security on loan is $853,984. The amount on loan indicated may not correspond with the security on loan identified because a security with pending sales are in the process of recall from the brokers.
(C)      Rates disclosed reflect the yields at September 30, 2019.
(D)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

PORTFOLIO ABBREVIATION:

 

ADR

   American Depositary Receipt

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica BlackRock Equity Smart Beta 100 VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUNDS - 99.7%  
International Equity Funds - 24.6%  

iShares Edge MSCI Min Vol EAFE ETF

     178,257        $  13,062,673  

iShares Edge MSCI Min Vol Emerging Markets ETF

     63,011        3,597,298  
     

 

 

 
        16,659,971  
     

 

 

 
U.S. Equity Funds - 75.1%  

iShares Edge MSCI Min Vol USA ETF

     175,526        11,251,217  

iShares Edge MSCI USA Momentum Factor ETF

     91,697        10,934,867  

iShares Edge MSCI USA Quality Factor ETF

     119,052        11,000,405  

iShares Edge MSCI USA Size Factor ETF

     74,922        6,801,419  

iShares Edge MSCI USA Value Factor ETF

     132,104        10,837,812  
     

 

 

 
        50,825,720  
     

 

 

 

Total Exchange-Traded Funds
(Cost $58,021,978)

 

     67,485,691  
  

 

 

 

Total Investments
(Cost $58,021,978)

 

     67,485,691  

Net Other Assets (Liabilities) - 0.3%

        216,019  
     

 

 

 

Net Assets - 100.0%

        $  67,701,710  
     

 

 

 
 

 

SECURITY VALUATION:

 

Valuation Inputs (A)

 

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

ASSETS

           

Investments

 

Exchange-Traded Funds

   $ 67,485,691      $     —        $     —        $ 67,485,691  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     67,485,691      $ —        $ —        $     67,485,691  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    1         


Transamerica BlackRock Global Allocation Managed Risk –
Balanced VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
INVESTMENT COMPANY - 95.1%  
International Mixed Allocation Fund - 95.1%  

Transamerica Blackrock Global Allocation VP (A)

     29,547,027        $  252,922,553  
     

 

 

 

Total Investment Company
(Cost $270,639,515)

 

     252,922,553  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 5.0%  

Fixed Income Clearing Corp., 1.05% (B), dated 09/30/2019, to be repurchased at $13,184,708 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $13,452,429.

     $  13,184,324        13,184,324  
     

 

 

 

Total Repurchase Agreement
(Cost $13,184,324)

 

     13,184,324  
  

 

 

 

Total Investments
(Cost $283,823,839)

 

     266,106,877  

Net Other Assets (Liabilities) - (0.1)%

        (200,586
     

 

 

 

Net Assets - 100.0%

        $  265,906,291  
     

 

 

 
 

 

SECURITY VALUATION:

 

Valuation Inputs (C)

 

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

ASSETS

           

Investments

 

Investment Company

   $ 252,922,553      $ —        $ —        $ 252,922,553  

Repurchase Agreement

     —          13,184,324        —          13,184,324  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     252,922,553      $     13,184,324      $     —        $     266,106,877  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Affiliated investment in the Class I2 shares of Transamerica Funds and/or investment in the Initial Class shares of Transamerica Series Trust. The Portfolio’s transactions and earnings are as follows:

 

Affiliated Investments

  Value
December 31, 2018
    Purchases
at Cost
    Proceeds
from Sales
    Net
Realized
Gain (Loss)
    Net Change in
Unrealized
Appreciation
(Depreciation)
    Value
September 30, 2019
    Shares as of
September 30, 2019
    Dividend
Income
    Net Capital
Gain
Distributions
 

Transamerica Blackrock Global Allocation VP

  $     217,594,398     $     31,780,866     $     —       $     —       $     3,547,289     $     252,922,553       29,547,027     $     4,919,887     $     16,569,704  

 

(B)      Rate disclosed reflects the yield at September 30, 2019.
(C)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    1         


Transamerica BlackRock Global Allocation Managed Risk – Growth VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
INVESTMENT COMPANY - 96.1%  
International Mixed Allocation Fund - 96.1%  

Transamerica Blackrock Global Allocation VP (A)

     21,869,559        $  187,203,421  
     

 

 

 

Total Investment Company
(Cost $198,832,861)

 

     187,203,421  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 2.6%  

Fixed Income Clearing Corp., 1.05% (B), dated 09/30/2019, to be repurchased at $5,064,786 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $5,166,729.

     $  5,064,639        5,064,639  
     

 

 

 

Total Repurchase Agreement
(Cost $5,064,639)

 

     5,064,639  
  

 

 

 

Total Investments
(Cost $203,897,500)

 

     192,268,060  

Net Other Assets (Liabilities) - 1.3%

        2,442,972  
     

 

 

 

Net Assets - 100.0%

        $  194,711,032  
     

 

 

 
 

 

FUTURES CONTRACTS:

 

Long Futures Contracts:

 

 

Description

   Number of
Contracts
   Expiration
Date
   Notional
Amount
   Value    Unrealized
Appreciation
   Unrealized
Depreciation

E-Mini Russell 2000® Index

       2        12/20/2019      $ 158,137      $ 152,500      $ —        $ (5,637 )

EUR Currency

       76        12/16/2019            10,531,642            10,414,375        —          (117,267 )

EURO STOXX 50® Index

       212        12/20/2019        8,122,743        8,214,520        91,777        —  

FTSE 100 Index

       13        12/20/2019        1,169,850        1,180,189        10,339        —  

GBP Currency

       22        12/16/2019        1,703,437        1,695,650        —          (7,787 )

JPY Currency

       37        12/16/2019        4,315,967        4,300,325        —          (15,642 )

MSCI Emerging Markets Index

       115        12/20/2019        5,951,821        5,760,925        —          (190,896 )

Nikkei 225 Index

       20        12/12/2019        3,946,377        4,024,971        78,594        —  

S&P 500® E-Mini Index

       183        12/20/2019        27,565,872        27,253,354        —          (312,518 )

S&P Midcap 400® E-Mini Index

       8        12/20/2019        1,572,036        1,550,400        —          (21,636 )
                        

 

 

      

 

 

 

Total Futures Contracts

                         $     180,710      $     (671,383 )
                        

 

 

      

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    1         


Transamerica BlackRock Global Allocation Managed Risk – Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (C)

 

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

ASSETS

          

Investments

 

Investment Company

   $ 187,203,421     $ —        $ —        $ 187,203,421  

Repurchase Agreement

     —         5,064,639        —          5,064,639  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Investments

   $     187,203,421     $     5,064,639      $     —        $     192,268,060  
  

 

 

   

 

 

    

 

 

    

 

 

 

Other Financial Instruments

 

Futures Contracts (D)

   $ 180,710     $ —        $ —        $ 180,710  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ 180,710     $ —        $ —        $ 180,710  
  

 

 

   

 

 

    

 

 

    

 

 

 

LIABILITIES

 

Other Financial Instruments

 

Futures Contracts (D)

   $ (671,383   $ —        $ —        $ (671,383
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $     (671,383   $     —        $     —        $     (671,383
  

 

 

   

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Affiliated investment in the Class I2 shares of Transamerica Funds and/or investment in the Initial Class shares of Transamerica Series Trust. The Portfolio’s transactions and earnings are as follows:

 

Affiliated Investments

  Value
December 31, 2018
    Purchases
at Cost
    Proceeds
from Sales
    Net
Realized
Gain (Loss)
    Net Change in
Unrealized
Appreciation
(Depreciation)
    Value
September 30, 2019
    Shares as of
September 30, 2019
    Dividend
Income
    Net Capital
Gain
Distributions
 

Transamerica Blackrock Global Allocation VP

  $     179,673,168     $     16,400,770     $     (12,934,749   $     (1,804,793   $     5,869,025     $     187,203,421       21,869,559     $     3,659,540     $     12,324,981  

 

(B)      Rate disclosed reflects the yield at September 30, 2019.
(C)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(D)      Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).

CURRENCY ABBREVIATIONS:

 

EUR

   Euro

GBP

   Pound Sterling

JPY

   Japanese Yen

PORTFOLIO ABBREVIATIONS:

 

FTSE

   Financial Times Stock Exchange

STOXX

   Deutsche Börse Group & SIX Group Index

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica BlackRock Global Allocation VP

 

CONSOLIDATED SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS - 55.4%  
Argentina - 0.0% (A)  

YPF SA, ADR

     3,279        $  30,331  
     

 

 

 
Australia - 0.2%  

AGL Energy, Ltd.

     15,013        194,149  

Newcrest Mining, Ltd.

     95,303        2,235,286  

Quintis Pty, Ltd. (B) (C) (D) (E)

     1,725,383        1,420,748  

South32, Ltd.

     23,127        40,897  

Woolworths Group, Ltd.

     71        1,786  
     

 

 

 
        3,892,866  
     

 

 

 
Brazil - 0.6%  

Ambev SA

     4,306        19,950  

Azul SA, ADR (D)

     169,359        6,066,439  

B3 SA - Brasil Bolsa Balcao

     357        3,749  

Banco do Brasil SA

     7,162        78,412  

Banco Santander Brasil SA

     3,766        41,087  

Engie Brasil Energia SA

     2,701        28,856  

JBS SA

     6,536        51,581  

Notre Dame Intermedica Participacoes SA

     247,309        3,229,043  

Petrobras Distribuidora SA

     19,417        128,654  
     

 

 

 
        9,647,771  
     

 

 

 
Canada - 0.9%  

Barrick Gold Corp.

     40,112        693,940  

Canadian National Railway Co.

     1,134        101,823  

Canadian Pacific Railway, Ltd.

     361        80,225  

Enbridge, Inc.

     188,674        6,622,139  

Fairfax Financial Holdings, Ltd.

     236        104,030  

Imperial Oil, Ltd.

     1,226        31,926  

Magna International, Inc.

     1,391        74,146  

Nutrien, Ltd.

     612        30,488  

Rogers Communications, Inc., Class B (F)

     1,149        55,965  

TC Energy Corp. (F)

     96,513        4,997,390  

Thomson Reuters Corp.

     2,865        191,490  

Wheaton Precious Metals Corp. (F)

     78,839        2,067,303  
     

 

 

 
        15,050,865  
     

 

 

 
Chile - 0.0% (A)  

Cia Cervecerias Unidas SA, ADR

     16,412        364,182  
     

 

 

 
China - 1.8%  

Agile Group Holdings, Ltd.

     40,000        48,586  

Agricultural Bank of China, Ltd., H Shares

     78,000        30,552  

Aier Eye Hospital Group Co., Ltd., A Shares

     50,997        253,399  

Air China, Ltd., H Shares

     12,000        10,564  

Alibaba Group Holding, Ltd., ADR (D)

     50,900        8,512,007  

Anhui Conch Cement Co., Ltd., A Shares

     7,700        44,592  

Anhui Conch Cement Co., Ltd., H Shares

     17,000        100,967  

ANTA Sports Products, Ltd.

     30,000        248,223  

Asymchem Laboratories Tianjin Co., Ltd., A Shares

     15,783        260,566  

Autobio Diagnostics Co., Ltd., A Shares

     20,300        251,702  

Baidu, Inc., ADR (D)

     25        2,569  

Bank of China, Ltd., H Shares

     15,000        5,895  

Beijing Capital International Airport Co., Ltd., H Shares

     88,000        75,114  

CGN Power Co., Ltd., H Shares (G)

     115,000        29,052  

China Hongqiao Group, Ltd.

     25,500        16,300  

China Longyuan Power Group Corp., Ltd., H Shares

     40,000        22,456  
     Shares      Value  
COMMON STOCKS (continued)  
China (continued)  

China Petroleum & Chemical Corp., H Shares

     198,000        $   117,723  

China Resources Pharmaceutical Group, Ltd. (G)

     23,500        22,038  

China Shenhua Energy Co., Ltd., H Shares

     40,000        80,330  

CITIC Bank Corp., Ltd., H Shares

     112,000        59,732  

CNOOC, Ltd.

     89,000        135,810  

Country Garden Services Holdings Co., Ltd.

     10,149        29,265  

Dali Foods Group Co., Ltd. (G)

     56,500        34,674  

Daqin Railway Co., Ltd., A Shares

     5,700        6,061  

Foshan Haitian Flavouring & Food Co., Ltd., A Shares

     16,099        247,876  

Fosun International, Ltd.

     145,500        180,072  

GF Securities Co., Ltd., H Shares (D)

     2,200        2,304  

Glodon Co., Ltd., A Shares

     48,599        241,620  

Great Wall Motor Co., Ltd., A Shares

     138,300        149,180  

Gree Electric Appliances, Inc. of Zhuhai, A Shares

     20,900        167,764  

Guangzhou Automobile Group Co., Ltd., A Shares

     100,699        173,089  

Guotai Junan Securities Co., Ltd., H Shares (G)

     10,200        15,877  

Haier Smart Home Co., Ltd., A Shares

     73,800        158,178  

Haitong Securities Co., Ltd., H Shares

     31,600        33,141  

Han’s Laser Technology Industry Group Co., Ltd., A Shares

     55,698        277,382  

Hangzhou Hikvision Digital Technology Co., Ltd., A Shares

     55,400        250,675  

Hangzhou Robam Appliances Co., Ltd., A Shares

     45,400        167,267  

Hangzhou Tigermed Consulting Co., Ltd., A Shares

     28,498        247,717  

Hengan International Group Co., Ltd.

     38,500        252,485  

Huazhu Group, Ltd., ADR

     7,538        248,905  

Hundsun Technologies, Inc., A Shares

     22,999        238,193  

Industrial & Commercial Bank of China, Ltd., H Shares

     164,000        109,854  

Inner Mongolia Yili Industrial Group Co., Ltd., A Shares

     60,599        242,111  

Inspur Electronic Information Industry Co., Ltd., A Shares

     68,100        245,177  

JD.com, Inc., ADR (D)

     6,561        185,086  

Jiangsu Hengrui Medicine Co., Ltd., A Shares

     22,898        258,799  

Kingdee International Software Group Co., Ltd.

     272,000        286,656  

Kingsoft Corp., Ltd. (D)

     112,000        237,784  

Laobaixing Pharmacy Chain JSC, A Shares

     23,400        248,246  

Lenovo Group, Ltd.

     432,000        288,268  

LI Ning Co., Ltd.

     83,500        239,707  

Sany Heavy Industry Co., Ltd., A Shares

     19,500        39,009  

Shanghai International Airport Co., Ltd., A Shares

     19,798        221,266  

Shanghai Jahwa United Co., Ltd., A Shares

     50,200        241,563  

Shanxi Lu’an Environmental Energy Development Co., Ltd., A Shares

     3,900        3,956  

Shenzhen Mindray Bio-Medical Electronics Co., Ltd., A Shares

     9,499        245,459  

Sinopec Engineering Group Co., Ltd., H Shares

     71,000        44,569  

Sinopec Shanghai Petrochemical Co., Ltd., H Shares

     260,000        75,634  

TAL Education Group, ADR (D)

     6,987        239,235  

Tencent Holdings, Ltd.

     222,400        9,369,647  

Tingyi Holding Corp.

     22,000        30,989  

Tsingtao Brewery Co., Ltd., A Shares

     5,631        38,258  

Tsingtao Brewery Co., Ltd., H Shares

     16,000        96,559  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica BlackRock Global Allocation VP

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
China (continued)  

Venustech Group, Inc., A Shares

     58,100        $   260,288  

Vipshop Holdings, Ltd., ADR (D)

     649        5,789  

Want Want China Holdings, Ltd.

     752,000        601,585  

Weichai Power Co., Ltd., H Shares

     22,000        31,718  

Wuhan Raycus Fiber Laser Technologies Co., Ltd., A Shares

     18,787        261,629  

WuXi AppTec Co., Ltd., A Shares

     20,799        252,616  

Wuxi Biologics Cayman, Inc. (D) (G)

     23,500        239,866  

Yanzhou Coal Mining Co., Ltd., H Shares

     42,000        42,655  

Yifeng Pharmacy Chain Co., Ltd., A Shares

     22,800        251,751  

Yonyou Network Technology Co., Ltd., A Shares

     52,600        227,616  

Yum China Holdings, Inc.

     13,856        629,478  

Zhejiang Expressway Co., Ltd., H Shares

     40,000        34,602  

Zijin Mining Group Co., Ltd., H Shares

     180,000        62,238  

Zoomlion Heavy Industry Science and Technology Co., Ltd., A Shares

     2,100        1,677  
     

 

 

 
        29,341,242  
     

 

 

 
Czech Republic - 0.0% (A)  

CEZ AS

     22,726        501,801  
     

 

 

 
Denmark - 0.1%  

AP Moller - Maersk A/S, Class A

     165        176,081  

AP Moller - Maersk A/S, Class B

     80        90,465  

Carlsberg A/S, Class B

     1,040        153,724  

Novo Nordisk A/S, Class B

     30,130        1,548,957  
     

 

 

 
        1,969,227  
     

 

 

 
Finland - 0.0% (A)  

Fortum Oyj

     275        6,501  
     

 

 

 
France - 2.2%  

Cie de Saint-Gobain

     21,123        828,829  

Danone SA

     152,692        13,450,606  

Dassault Aviation SA

     1,681        2,378,204  

Dassault Systemes SE

     58        8,266  

Eiffage SA

     5,455        565,553  

Electricite de France SA

     1,391        15,571  

Engie SA

     2,339        38,190  

EssilorLuxottica SA

     12,770        1,840,743  

Kering SA

     217        110,584  

Orange SA

     2,810        44,088  

Publicis Groupe SA

     3,953        194,403  

Renault SA

     881        50,567  

Safran SA

     46,204        7,274,511  

Sanofi

     26,816        2,486,143  

Sodexo SA

     51,635        5,796,797  

TOTAL SA, ADR

     1,629        84,708  

Vivendi SA

     3,331        91,419  
     

 

 

 
        35,259,182  
     

 

 

 
Germany - 1.6%  

adidas AG

     580        180,580  

Allianz SE

     226        52,677  

Bayer AG

     39,197        2,763,737  

Deutsche Boerse AG

     46        7,190  

Fresenius SE & Co. KGaA

     74,408        3,478,828  

HeidelbergCement AG

     204        14,746  

Knorr-Bremse AG

     50,823        4,777,226  

Muenchener Rueckversicherungs-Gesellschaft AG

     78        20,183  

SAP SE

     329        38,685  

Siemens AG

     125,206        13,408,012  
     Shares      Value  
COMMON STOCKS (continued)  
Germany (continued)  

Vonovia SE

     13,474        $   683,633  

Wirecard AG

     200        31,990  
     

 

 

 
        25,457,487  
     

 

 

 
Hong Kong - 0.8%  

Beijing Enterprises Holdings, Ltd.

     15,500        71,293  

Brilliance China Automotive Holdings, Ltd.

     298,000        320,140  

China Mengniu Dairy Co., Ltd. (D)

     58,000        217,194  

China Mobile, Ltd.

     18,500        153,071  

China Resources Beer Holdings Co., Ltd.

     4,000        21,205  

China Resources Cement Holdings, Ltd.

     128,000        128,364  

China Resources Power Holdings Co., Ltd.

     34,000        41,255  

China Taiping Insurance Holdings Co., Ltd.

     2,800        6,252  

China Unicom Hong Kong, Ltd.

     10,000        10,615  

CITIC, Ltd.

     34,000        42,946  

CK Infrastructure Holdings, Ltd.

     81,000        545,154  

CLP Holdings, Ltd.

     55,500        583,133  

Hang Lung Properties, Ltd.

     310,000        704,033  

HKT Trust & HKT, Ltd.

     346,000        549,171  

Hongkong Land Holdings, Ltd.

     33,300        187,146  

Hysan Development Co., Ltd.

     60,000        241,908  

I-CABLE Communications, Ltd. (D)

     70,516        675  

Jardine Matheson Holdings, Ltd.

     16,100        861,350  

Kunlun Energy Co., Ltd.

     38,000        32,726  

Link, REIT

     45,500        501,866  

Power Assets Holdings, Ltd.

     33,000        221,679  

Sino Land Co., Ltd.

     100,000        150,299  

Sun Art Retail Group, Ltd.

     38,000        38,593  

Sun Hung Kai Properties, Ltd.

     502,500        7,231,969  

Swire Pacific, Ltd., Class A

     43,500        404,880  

Wharf Real Estate Investment Co., Ltd.

     64,000        349,490  
     

 

 

 
        13,616,407  
     

 

 

 
Indonesia - 0.1%  

Bank Central Asia Tbk PT

     325,100        695,089  
     

 

 

 
Ireland - 0.1%  

Accenture PLC, Class A

     8,210        1,579,194  

Medtronic PLC

     4,341        471,519  
     

 

 

 
        2,050,713  
     

 

 

 
Italy - 0.8%  

Enel SpA

     759,715        5,672,981  

RAI Way SpA (G)

     313,995        1,824,134  

Snam SpA

     88,921        449,125  

UniCredit SpA

     474,714        5,598,427  
     

 

 

 
        13,544,667  
     

 

 

 
Japan - 5.5%  

Aeon Co., Ltd.

     1,500        27,475  

AGC, Inc.

     2,300        71,260  

Ajinomoto Co., Inc.

     323,000        6,094,058  

Alfresa Holdings Corp.

     16,300        363,763  

Alps Alpine Co., Ltd.

     7,020        130,953  

Astellas Pharma, Inc.

     360,300        5,126,673  

Canon Marketing Japan, Inc.

     14,900        316,121  

Daikin Industries, Ltd.

     21,700        2,845,836  

Daiwa House Industry Co., Ltd.

     1,000        32,425  

Denso Corp.

     63,200        2,775,832  

Dowa Holdings Co., Ltd.

     7,600        259,366  

East Japan Railway Co.

     65,500        6,245,595  

FUJIFILM Holdings Corp.

     1,800        78,909  

GS Yuasa Corp.

     13,700        236,559  

Hitachi, Ltd.

     5,400        200,917  

Hoya Corp.

     63,700        5,195,563  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    2

 

      


Transamerica BlackRock Global Allocation VP

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Japan (continued)  

Japan Airlines Co., Ltd.

     225,400        $   6,695,813  

Japan Aviation Electronics Industry, Ltd.

     26,200        370,980  

Japan Post Holdings Co., Ltd.

     2,500        23,006  

Kamigumi Co., Ltd.

     14,600        330,551  

KDDI Corp.

     26,400        689,757  

Keyence Corp.

     900        556,856  

Kinden Corp.

     56,800        842,085  

Koito Manufacturing Co., Ltd.

     25,100        1,225,693  

Kuraray Co., Ltd.

     12,400        152,183  

Kyocera Corp.

     100        6,201  

Kyowa Kirin Co., Ltd.

     1,100        21,344  

Kyudenko Corp. (F)

     7,700        256,370  

Mabuchi Motor Co., Ltd.

     13,000        483,931  

Maeda Road Construction Co., Ltd.

     14,800        321,665  

Medipal Holdings Corp.

     18,800        418,338  

MEIJI Holdings Co., Ltd.

     200        14,576  

Mitsubishi Estate Co., Ltd.

     45,200        871,184  

Mitsubishi Heavy Industries, Ltd.

     4,500        176,130  

Mitsubishi Motors Corp. (F)

     5,100        22,122  

Mitsubishi UFJ Financial Group, Inc.

     8,100        41,082  

Murata Manufacturing Co., Ltd.

     164,400        7,883,598  

Nippo Corp.

     13,400        247,737  

Nippon Telegraph & Telephone Corp.

     14,000        667,598  

Nippon Television Holdings, Inc.

     23,900        305,920  

NTT Data Corp.

     800        10,314  

Okumura Corp.

     17,100        456,264  

Olympus Corp.

     162,200        2,184,168  

Ono Pharmaceutical Co., Ltd.

     1,900        34,389  

Otsuka Holdings Co., Ltd.

     3,700        138,247  

Seino Holdings Co., Ltd.

     20,500        256,333  

Seven & i Holdings Co., Ltd.

     7,600        290,434  

Shin-Etsu Chemical Co., Ltd.

     49,600        5,302,899  

Shionogi & Co., Ltd.

     600        33,289  

Sompo Holdings, Inc. (F)

     2,400        100,262  

Sony Corp.

     1,200        70,441  

Stanley Electric Co., Ltd.

     9,400        248,290  

Subaru Corp.

     187,400        5,268,865  

Suzuken Co., Ltd.

     7,700        413,040  

Suzuki Motor Corp.

     141,100        5,985,902  

Toagosei Co., Ltd.

     52,900        594,926  

Toda Corp.

     72,500        416,393  

Tokyo Gas Co., Ltd.

     205,700        5,183,164  

Tokyo Steel Manufacturing Co., Ltd.

     71,300        546,001  

Toyota Industries Corp.

     67,000        3,841,850  

TV Asahi Holdings Corp.

     23,900        374,664  

Yahoo Japan Corp.

     39,200        110,213  

Yamato Holdings Co., Ltd.

     4,600        69,176  

Yamato Kogyo Co., Ltd.

     11,200        277,605  

ZOZO, Inc. (F)

     154,900        3,570,042  
     

 

 

 
        88,403,196  
     

 

 

 
Malaysia - 0.0% (A)  

Malaysia Airports Holdings Bhd.

     120,400        248,736  
     

 

 

 
Mexico - 0.0% (A)  

America Movil SAB de CV, Series L

     198,714        147,621  
     

 

 

 
Netherlands - 1.9%  

ABN AMRO Bank NV, CVA (G)

     291,196        5,133,770  

Adyen NV (D) (G)

     1,543        1,016,476  

ASML Holding NV

     42        10,403  

ING Groep NV

     542,217        5,675,864  

Koninklijke DSM NV

     78        9,386  

Koninklijke Philips NV

     232,690        10,778,873  

NXP Semiconductors NV

     1,487        162,261  

Royal Dutch Shell PLC, A Shares

     154,687        4,535,348  
     Shares      Value  
COMMON STOCKS (continued)  
Netherlands (continued)  

Royal Dutch Shell PLC, B Shares

     1,595        $   46,989  

Royal Dutch Shell PLC, Class A, ADR

     55,024        3,238,162  
     

 

 

 
        30,607,532  
     

 

 

 
Peru - 0.0% (A)  

Southern Copper Corp.

     299        10,205  
     

 

 

 
Portugal - 0.0% (A)  

Jeronimo Martins SGPS SA

     31,325        528,529  
     

 

 

 
Republic of Korea - 0.5%  

Hana Financial Group, Inc.

     3,745        110,363  

Hyundai Mobis Co., Ltd.

     83        17,486  

Industrial Bank of Korea

     3,197        35,280  

KB Financial Group, Inc.

     2,043        72,931  

Kia Motors Corp.

     403        15,363  

KT&G Corp.

     42,670        3,763,479  

LG Chem, Ltd.

     2,060        515,797  

LG Electronics, Inc.

     3,543        199,639  

LG Uplus Corp.

     7,550        86,158  

NCSoft Corp.

     1,380        601,078  

POSCO

     2,942        558,320  

S-Oil Corp.

     3,706        307,968  

Samsung SDI Co., Ltd.

     37        6,898  

Shinhan Financial Group Co., Ltd.

     4,622        161,518  

SK Telecom Co., Ltd.

     2,229        450,030  

Woongjin Coway Co., Ltd.

     5,454        385,745  
     

 

 

 
        7,288,053  
     

 

 

 
Republic of South Africa - 0.0% (A)  

Aspen Pharmacare Holdings, Ltd.

     6,359        36,088  

Discovery, Ltd. (F)

     508        3,826  

Kumba Iron Ore, Ltd. (F)

     408        10,088  

MultiChoice Group (D)

     37        288  

Old Mutual, Ltd.

     53,971        68,885  
     

 

 

 
        119,175  
     

 

 

 
Singapore - 0.5%  

CapitaLand, Ltd.

     2,433,900        6,216,161  

ComfortDelGro Corp., Ltd.

     300,800        522,317  

Genting Singapore, Ltd.

     84,600        53,864  

Singapore Telecommunications, Ltd.

     213,400        478,631  

United Overseas Bank, Ltd.

     37,700        699,911  
     

 

 

 
        7,970,884  
     

 

 

 
Spain - 0.6%  

CaixaBank SA

     13,952        36,649  

Cellnex Telecom SA (D) (G)

     221,284        9,141,047  

Repsol SA

     5,787        90,450  

Telefonica SA

     16,498        125,892  
     

 

 

 
        9,394,038  
     

 

 

 
Sweden - 0.0% (A)  

Assa Abloy AB, Class B

     2,922        65,035  

Atlas Copco AB, B Shares

     2,342        63,475  

Sandvik AB

     2,836        44,179  

Telefonaktiebolaget LM Ericsson, B Shares

     14,922        119,236  

Telia Co. AB

     585        2,619  
     

 

 

 
        294,544  
     

 

 

 
Switzerland - 1.2%  

Chubb, Ltd.

     29,710        4,796,383  

Cie Financiere Richemont SA

     5,581        409,439  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    3

 

      


Transamerica BlackRock Global Allocation VP

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)              
Switzerland (continued)  

Glencore PLC (D)

     10,231        $   30,788  

LafargeHolcim, Ltd. (D)

     3,504        172,453  

Nestle SA

     98,731        10,711,480  

Novartis AG

     23        1,994  

Roche Holding AG

     8,481        2,468,119  
     

 

 

 
        18,590,656  
     

 

 

 
Taiwan - 1.4%  

Cathay Financial Holding Co., Ltd.

     401,000        528,539  

Chunghwa Telecom Co., Ltd.

     934,000        3,340,168  

Far EasTone Telecommunications Co., Ltd.

     568,000        1,326,791  

Formosa Chemicals & Fibre Corp.

     130,000        363,455  

Formosa Petrochemical Corp.

     106,000        335,382  

Formosa Plastics Corp.

     139,000        423,435  

Fubon Financial Holding Co., Ltd.

     473,000        679,094  

Globalwafers Co., Ltd.

     6,000        60,512  

Hon Hai Precision Industry Co., Ltd.

     267,520        631,245  

MediaTek, Inc.

     9,000        107,079  

Nan Ya Plastics Corp.

     177,000        397,600  

Taiwan Mobile Co., Ltd.

     434,000        1,566,762  

Taiwan Semiconductor Manufacturing Co., Ltd.

     1,309,000        11,625,920  

Uni-President Enterprises Corp.

     279,000        673,267  
     

 

 

 
        22,059,249  
     

 

 

 
Thailand - 0.2%  

Advanced Info Service PCL

     107,000        769,658  

Intouch Holdings PCL, F Shares

     321,800        689,158  

PTT Global Chemical PCL

     284,400        499,804  

Siam Cement PCL

     40,800        544,267  

Thai Beverage PCL

     277,300        177,557  

Thai Oil PCL

     163,800        373,551  
     

 

 

 
        3,053,995  
     

 

 

 
Turkey - 0.0% (A)  

Eregli Demir VE Celik Fabrikalari TAS

     61,980        75,184  

Tupras Turkiye Petrol Rafinerileri AS

     544        13,824  

Turkcell Iletisim Hizmetleri AS

     3,730        8,593  
     

 

 

 
        97,601  
     

 

 

 
United Arab Emirates - 0.2%  

NMC Health PLC (F)

     78,855        2,627,511  
     

 

 

 
United Kingdom - 1.4%  

AstraZeneca PLC

     28,305        2,527,002  

Berkeley Group Holdings PLC

     12,839        659,705  

Coca-Cola European Partners PLC

     937        51,957  

Diageo PLC

     3,160        129,499  

Ferguson PLC

     55,087        4,026,002  

Fiat Chrysler Automobiles NV

     9,580        123,964  

GlaxoSmithKline PLC

     1,550        33,249  

HSBC Holdings PLC

     637,182        4,893,409  

RELX PLC

     4,377        104,002  

Rio Tinto PLC

     193        9,988  

Rio Tinto, Ltd.

     593        37,091  

Rolls-Royce Holdings PLC (D)

     15,388        149,924  

Vodafone Group PLC

     4,937,114        9,834,090  

Willis Towers Watson PLC

     39        7,526  
     

 

 

 
        22,587,408  
     

 

 

 
United States - 32.8%  

Abbott Laboratories

     10,104        845,402  

AbbVie, Inc.

     65,465        4,957,010  

Adobe, Inc. (D)

     9,768        2,698,410  
     Shares      Value  
COMMON STOCKS (continued)              
United States (continued)  

AES Corp.

     7,837        $   128,057  

Agilent Technologies, Inc.

     80,783        6,190,401  

Air Products & Chemicals, Inc.

     49,877        11,065,711  

Alexion Pharmaceuticals, Inc. (D)

     107        10,480  

Allstate Corp.

     21        2,282  

Ally Financial, Inc.

     3,028        100,408  

Alphabet, Inc., Class A (D)

     220        268,651  

Alphabet, Inc., Class C (D)

     22,138        26,986,222  

Altria Group, Inc.

     80,223        3,281,121  

Amazon.com, Inc. (D)

     9,469        16,437,332  

American Tower Corp., REIT

     4,118        910,613  

Ameriprise Financial, Inc.

     2,402        353,334  

Amgen, Inc.

     1,564        302,650  

Anthem, Inc.

     48,345        11,607,635  

Apple, Inc.

     116,963        26,196,203  

Applied Materials, Inc.

     50,899        2,539,860  

Autodesk, Inc. (D)

     37,088        5,477,898  

AutoZone, Inc. (D)

     52        56,400  

Bank of America Corp.

     313,967        9,158,417  

Baxter International, Inc.

     7,760        678,767  

Becton Dickinson and Co.

     32,635        8,255,350  

Berkshire Hathaway, Inc., Class B (D)

     8,233        1,712,629  

Biogen, Inc. (D)

     315        73,338  

Boeing Co.

     245        93,215  

Booking Holdings, Inc. (D)

     61        119,719  

Bristol-Myers Squibb Co.

     4,527        229,564  

Capital One Financial Corp.

     1,297        118,001  

Cardinal Health, Inc.

     2,256        106,461  

Carnival Corp.

     574        25,090  

Caterpillar, Inc.

     112        14,147  

Centene Corp. (D)

     2,333        100,926  

CenterPoint Energy, Inc.

     3,061        92,381  

Cerner Corp.

     39        2,659  

CH Robinson Worldwide, Inc.

     9,951        843,646  

Charles Schwab Corp.

     88,722        3,711,241  

Charter Communications, Inc., Class A (D)

     25,044        10,321,133  

Chevron Corp.

     2,219        263,173  

Cisco Systems, Inc.

     49,907        2,465,905  

Citigroup, Inc.

     61,701        4,262,305  

Citrix Systems, Inc.

     30,213        2,916,159  

Colgate-Palmolive Co.

     118,648        8,721,814  

Comcast Corp., Class A (H)

     339,193        15,290,820  

ConocoPhillips

     1,826        104,045  

Corning, Inc.

     32,891        938,051  

Costco Wholesale Corp.

     692        199,372  

CSX Corp.

     4,588        317,811  

Cummins, Inc.

     526        85,564  

CVS Health Corp.

     40,220        2,536,675  

DaVita, Inc. (D)

     37,473        2,138,584  

Dell Technologies, Inc., Class C (D)

     662        34,331  

Delta Air Lines, Inc.

     2,555        147,168  

Devon Energy Corp.

     5,246        126,219  

Discover Financial Services

     2,111        171,181  

Dollar General Corp.

     28        4,450  

Dollar Tree, Inc. (D)

     52,459        5,988,719  

Dover Corp.

     33,203        3,305,691  

Dropbox, Inc., Class A (D)

     210,388        4,243,526  

DuPont de Nemours, Inc.

     34,332        2,448,215  

DXC Technology Co.

     3,849        113,546  

Eaton Corp. PLC

     539        44,818  

eBay, Inc.

     5,065        197,434  

Edwards Lifesciences Corp. (D)

     1,037        228,047  

Emerson Electric Co.

     156,932        10,492,474  

Equinix, Inc., REIT

     6,400        3,691,520  

Exelon Corp.

     18,789        907,697  

Expedia Group, Inc.

     2,165        290,998  

Exxon Mobil Corp.

     7,468        527,315  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    4

 

      


Transamerica BlackRock Global Allocation VP

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)              
United States (continued)  

Facebook, Inc., Class A (D)

     45,396        $   8,084,120  

Fieldwood Energy, Inc. (B) (D)

     9,869        246,725  

Fifth Third Bancorp

     6,176        169,099  

FleetCor Technologies, Inc. (D)

     33,501        9,607,417  

Ford Motor Co.

     9,722        89,054  

Fortune Brands Home & Security, Inc.

     7,591        415,228  

General Electric Co.

     12,658        113,163  

General Motors Co.

     2,193        82,194  

Gilead Sciences, Inc.

     82,380        5,221,244  

Global Payments, Inc.

     4,606        732,354  

Goldman Sachs Group, Inc.

     665        137,808  

Hartford Financial Services Group, Inc.

     15,848        960,547  

HCA Healthcare, Inc.

     43,769        5,270,663  

Hewlett Packard Enterprise Co.

     4,981        75,562  

Home Depot, Inc.

     22,712        5,269,638  

Honeywell International, Inc.

     1,439        243,479  

HP, Inc.

     3,819        72,255  

Huntsman Corp.

     4,215        98,041  

Incyte Corp. (D)

     213        15,811  

Intel Corp.

     7,686        396,060  

International Business Machines Corp.

     1,081        157,199  

Intuit, Inc.

     11,020        2,930,659  

Intuitive Surgical, Inc. (D)

     237        127,963  

Johnson & Johnson

     82,103        10,622,486  

JPMorgan Chase & Co.

     160,225        18,856,880  

KLA Corp.

     1,518        242,045  

Kraft Heinz Co.

     1,014        28,326  

Kroger Co.

     7,769        200,285  

L3 Harris Technologies, Inc.

     971        202,589  

Lear Corp.

     639        75,338  

Liberty Broadband Corp., Class C (D)

     37,103        3,883,571  

Liberty Media Corp. - Liberty SiriusXM, Class A (D)

     34,996        1,454,784  

Liberty Media Corp. - Liberty SiriusXM, Class C (D)

     58,641        2,460,576  

Lockheed Martin Corp.

     605        235,986  

Lowe’s Cos., Inc.

     52,786        5,804,349  

Macy’s, Inc.

     43,933        682,719  

Marathon Petroleum Corp.

     38,320        2,327,940  

Marsh & McLennan Cos., Inc.

     102,169        10,222,008  

Marvell Technology Group, Ltd.

     43,668        1,090,390  

Masco Corp.

     20,346        848,021  

Mastercard, Inc., Class A

     9,591        2,604,628  

McDonald’s Corp.

     19,702        4,230,216  

McKesson Corp.

     2,006        274,140  

Merck & Co., Inc.

     87,474        7,363,561  

MetLife, Inc.

     2,783        131,246  

Micron Technology, Inc. (D)

     2,519        107,939  

Microsoft Corp.

     213,542        29,688,744  

Mondelez International, Inc., Class A

     12,420        687,074  

Monster Beverage Corp. (D)

     1,618        93,941  

Morgan Stanley

     195,654        8,348,556  

Motorola Solutions, Inc.

     8,212        1,399,407  

Newmont Goldcorp Corp.

     122,599        4,648,954  

NextEra Energy, Inc.

     44,732        10,422,109  

NIKE, Inc., Class B

     1,451        136,278  

Norfolk Southern Corp.

     652        117,138  

Northrop Grumman Corp.

     310        116,185  

Omnicom Group, Inc.

     5,658        443,021  

ONEOK, Inc.

     148,352        10,932,059  

Oracle Corp.

     82,227        4,524,952  

Packaging Corp. of America

     965        102,387  

PayPal Holdings, Inc. (D)

     17,183        1,779,987  

Peloton Interactive, Inc., Class A (D)

     12,065        302,832  

PepsiCo, Inc.

     8,623        1,182,213  

Pfizer, Inc.

     251,982        9,053,713  

Philip Morris International, Inc.

     50,509        3,835,148  
     Shares      Value  
COMMON STOCKS (continued)              
United States (continued)  

Phillips 66

     1,358        $   139,059  

Procter & Gamble Co.

     4,565        567,795  

Progressive Corp.

     1,902        146,930  

Prudential Financial, Inc.

     1,690        152,016  

QUALCOMM, Inc.

     25,871        1,973,440  

Raytheon Co.

     71,341        13,996,391  

Regeneron Pharmaceuticals, Inc. (D)

     117        32,456  

Regions Financial Corp.

     179,272        2,836,083  

Reinsurance Group of America, Inc.

     1,234        197,292  

Rockwell Automation, Inc.

     596        98,221  

Ross Stores, Inc.

     1,648        181,033  

Royal Caribbean Cruises, Ltd.

     865        93,705  

salesforce.com, Inc. (D)

     18,952        2,813,235  

Schlumberger, Ltd.

     10,358        353,933  

Sempra Energy

     28,315        4,179,577  

ServiceNow, Inc. (D)

     250        63,463  

Stanley Black & Decker, Inc.

     396        57,186  

Starbucks Corp.

     2,524        223,172  

Stryker Corp.

     3,977        860,225  

SunTrust Banks, Inc.

     98,382        6,768,682  

Synchrony Financial

     1,148        39,135  

Sysco Corp.

     1,530        121,482  

Target Corp.

     35,521        3,797,550  

Texas Instruments, Inc.

     33,816        4,370,380  

Thermo Fisher Scientific, Inc.

     1,887        549,627  

TJX Cos., Inc.

     96,226        5,363,637  

Travelers Cos., Inc.

     5,562        827,014  

Uber Technologies, Inc. (D) (F)

     57,328        1,746,784  

Union Pacific Corp.

     1,305        211,384  

United Airlines Holdings, Inc. (D)

     1,389        122,801  

United Technologies Corp.

     67,565        9,223,974  

UnitedHealth Group, Inc.

     53,545        11,636,399  

US Bancorp

     20,698        1,145,427  

Valero Energy Corp.

     1,429        121,808  

VeriSign, Inc. (D)

     1,139        214,850  

Verizon Communications, Inc.

     70,754        4,270,711  

Visa, Inc., Class A

     16,015        2,754,740  

Vistra Energy Corp.

     32,439        867,094  

VMware, Inc., Class A

     1,547        232,143  

Walmart, Inc.

     38,985        4,626,740  

Walt Disney Co.

     1,590        207,209  

Wells Fargo & Co.

     12,991        655,266  

Western Digital Corp.

     1,806        107,710  

Weyerhaeuser Co., REIT

     35,890        994,153  

Williams Cos., Inc.

     257,756        6,201,609  

Wyndham Destinations, Inc.

     2,674        123,057  

Xcel Energy, Inc.

     1,527        99,087  

Xilinx, Inc.

     25,002        2,397,692  

Yum! Brands, Inc.

     1,770        200,771  

Zoetis, Inc.

     1,393        173,554  
     

 

 

 
        530,695,077  
     

 

 

 

Total Common Stocks
(Cost $807,773,562)

 

     896,152,341  
     

 

 

 
CONVERTIBLE PREFERRED STOCK - 0.1%  
United States - 0.1%  

Wells Fargo & Co.,

     

Series L, 7.50%

     505        768,858  
     

 

 

 

Total Convertible Preferred Stock
(Cost $602,854)

 

     768,858  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    5

 

      


Transamerica BlackRock Global Allocation VP

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
PREFERRED STOCKS - 0.9%  
Brazil - 0.1%  

Banco Bradesco SA,

     

3.12% (I)

     364        $   2,972  

Itau Unibanco Holding SA,

     

5.28% (I)

     106,003        893,701  
     

 

 

 
        896,673  
     

 

 

 
Germany - 0.3%  

Henkel AG & Co. KGaA,

     

1.98% (I)

     48,629        4,812,690  
     

 

 

 
United States - 0.5%  

Citigroup Capital XIII,

     

3-Month LIBOR + 6.37%,
8.64% (J)

     52,604        1,442,928  

GMAC Capital Trust I,

     

Series 2, 3-Month LIBOR + 5.79%, 7.94% (J)

     57,786        1,514,571  

Palantir Technologies, Inc.,

     

0.00% (B) (C) (E)

     212,750        1,295,647  

Uber Technologies, Inc.,

     

0.00% (B) (C) (K)

     129,064        3,892,162  
     

 

 

 
        8,145,308  
     

 

 

 

Total Preferred Stocks
(Cost $11,972,163)

 

     13,854,671  
     

 

 

 
EXCHANGE-TRADED FUND - 0.2%  
United States - 0.2%  

SPDR Gold Shares (D)

     17,548        2,436,891  
     

 

 

 

Total Exchange-Traded Fund
(Cost $2,438,002)

 

     2,436,891  
     

 

 

 
     Principal      Value  
CONVERTIBLE BONDS - 0.1%  
India - 0.0% (A)  

REI Agro, Ltd.

     

5.50%, 11/13/2014 (B) (D) (G) (L)

     $  697,000        146  

5.50%, 11/13/2014 (D) (L) (M)

     259,000        55  
     

 

 

 
        201  
     

 

 

 
Netherlands - 0.0% (A)  

Bio City Development Co. BV

     

8.00%, 07/06/2020 (B) (C) (D) (E) (G) (L)

     2,400,000        288,000  
     

 

 

 
Singapore - 0.1%  

CapitaLand, Ltd.

     

1.95%, 10/17/2023 (G)

     SGD  1,250,000        907,036  
     

 

 

 

Total Convertible Bonds
(Cost $3,312,195)

 

     1,195,237  
     

 

 

 
CORPORATE DEBT SECURITIES - 6.9%  
Australia - 0.2%  

Quintis Australia Pty, Ltd.

     

PIK Rate 0.00%, Cash Rate 12.00%, 10/01/2028 (B) (C) (E) (F) (G) (N) (O)

     $  3,336,317        3,336,317  

PIK Rate 8.00%, Cash Rate 7.50%, 10/01/2026 (B) (C) (E) (F) (G) (N) (O)

     187,316        187,316  
     

 

 

 
        3,523,633  
     

 

 

 
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)         
Cayman Islands - 0.1%  

Baidu, Inc.

     

4.38%, 05/14/2024

     $   945,000        $   1,006,972  
     

 

 

 
France - 0.1%  

Danone SA

     

2.59%, 11/02/2023 (G)

     1,294,000        1,311,750  
     

 

 

 
Japan - 0.2%  

Mitsubishi UFJ Financial Group, Inc.

     

3.78%, 03/02/2025

     476,000        508,417  

Sumitomo Mitsui Financial Group, Inc.

     

3.94%, 10/16/2023

     3,144,000        3,340,103  
     

 

 

 
        3,848,520  
     

 

 

 
Luxembourg - 0.1%  

Allergan Funding SCS

     

3.45%, 03/15/2022

     1,105,000        1,132,383  

Intelsat Jackson Holdings SA

     

8.00%, 02/15/2024 (G)

     339,000        352,136  
     

 

 

 
        1,484,519  
     

 

 

 
Netherlands - 0.1%  

ING Groep NV

     

4.10%, 10/02/2023

     1,635,000        1,735,557  

Fixed until 04/16/2020 (P),
6.00% (F) (J)

     595,000        600,415  

NXP BV / NXP Funding LLC

     

4.63%, 06/01/2023 (G)

     778,000        828,151  
     

 

 

 
        3,164,123  
     

 

 

 
Switzerland - 0.1%  

UBS Group Funding Switzerland AG

     

4.13%, 09/24/2025 (G)

     765,000        826,481  
     

 

 

 
United Kingdom - 0.4%  

HSBC Holdings PLC

     

Fixed until 03/13/2022,
3.26% (J), 03/13/2023

     1,127,000        1,147,276  

Fixed until 03/11/2024,
3.80% (J), 03/11/2025

     665,000        692,951  

Fixed until 09/17/2024 (P),
6.38% (F) (J)

     2,107,000        2,211,044  

Lloyds Bank PLC

     

Fixed until 01/21/2029 (P),
13.00% (J), 01/22/2029, MTN

     GBP  1,165,000        2,528,230  
     

 

 

 
        6,579,501  
     

 

 

 
United States - 5.6%  

AbbVie, Inc.

     

3.60%, 05/14/2025

     $  477,000        496,121  

Allergan Sales LLC

     

5.00%, 12/15/2021 (G)

     571,000        599,886  

American Express Co.

     

3.70%, 08/03/2023

     2,417,000        2,546,464  

Fixed until 03/15/2020 (P),
4.90% (J)

     754,000        754,528  

Aon Corp.

     

4.50%, 12/15/2028

     271,000        305,866  

Apple, Inc.

     

3.20%, 05/11/2027

     1,917,000        2,032,904  

3.35%, 02/09/2027

     1,972,000        2,108,310  

AvalonBay Communities, Inc.

     

3.50%, 11/15/2024, MTN

     229,000        243,385  

Bank of America Corp.

     

3.30%, 01/11/2023, MTN

     1,129,000        1,166,447  

4.00%, 01/22/2025, MTN

     604,000        641,348  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    6

 

      


Transamerica BlackRock Global Allocation VP

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)         
United States (continued)  

Bank of America Corp. (continued)

     

4.13%, 01/22/2024, MTN

     $   2,502,000        $   2,692,875  

Becton Dickinson and Co.

     

2.89%, 06/06/2022

     1,554,000        1,577,633  

3.13%, 11/08/2021

     1,095,000        1,113,179  

3.36%, 06/06/2024

     518,000        540,320  

BP Capital Markets America, Inc.

     

3.79%, 02/06/2024

     937,000        995,814  

Broadcom, Inc.

     

3.13%, 04/15/2021 (G)

     1,911,000        1,929,332  

Capital One Financial Corp.

     

3.20%, 01/30/2023

     813,000        834,354  

3.30%, 10/30/2024

     1,050,000        1,086,761  

Cigna Corp.

     

3.40%, 09/17/2021

     1,532,000        1,566,417  

3.75%, 07/15/2023

     1,304,000        1,365,518  

Citigroup, Inc.

     

Fixed until 04/24/2024,
3.35% (J), 04/24/2025

     1,943,000        2,013,162  

Fixed until 03/27/2020 (P),
5.88% (J)

     2,539,000        2,561,216  

Fixed until 08/15/2020 (P),
5.95% (J)

     1,029,000        1,050,691  

Comcast Corp.

     

3.70%, 04/15/2024

     2,237,000        2,385,345  

CVS Health Corp.

     

3.70%, 03/09/2023

     3,471,000        3,613,096  

Energy Transfer Operating, LP

     

4.05%, 03/15/2025

     358,000        374,584  

5.88%, 01/15/2024

     445,000        494,688  

Enterprise Products Operating LLC

     

3.35%, 03/15/2023

     1,550,000        1,603,486  

3.75%, 02/15/2025

     355,000        378,238  

3.90%, 02/15/2024

     363,000        386,410  

Fiserv, Inc.

     

2.75%, 07/01/2024

     3,984,000        4,053,228  

Gilead Sciences, Inc.

     

3.25%, 09/01/2022

     1,130,000        1,167,407  

3.70%, 04/01/2024

     1,250,000        1,323,219  

Goldman Sachs Group, Inc.

     

Fixed until 06/05/2022,
2.91% (J), 06/05/2023

     1,130,000        1,144,612  

3.63%, 02/20/2024

     1,317,000        1,380,267  

Fixed until 05/10/2020 (P),
5.38% (J)

     1,199,000        1,212,992  

Home Depot, Inc.

     

2.95%, 06/15/2029

     862,000        904,615  

Hughes Satellite Systems Corp.

     

7.63%, 06/15/2021

     203,000        218,732  

iHeartCommunications, Inc.

     

6.38%, 05/01/2026

     959,905        1,036,697  

8.38%, 05/01/2027

     338,745        365,946  

International Business Machines Corp.

     

3.00%, 05/15/2024

     2,437,000        2,526,697  

JPMorgan Chase & Co.

     

Fixed until 12/05/2023,
4.02% (J), 12/05/2024

     1,507,000        1,606,865  

Fixed until 08/01/2024 (P),
5.00% (J)

     1,335,000        1,364,864  

Kinder Morgan Energy Partners, LP

     

4.15%, 02/01/2024

     293,000        311,501  

4.30%, 05/01/2024

     282,000        301,412  

Marsh & McLennan Cos., Inc.

     

3.88%, 03/15/2024

     647,000        689,000  

4.38%, 03/15/2029

     270,000        305,369  

McDonald’s Corp.

     

3.35%, 04/01/2023, MTN

     700,000        730,561  

Morgan Stanley

     

Fixed until 07/22/2024,
2.72% (J), 07/22/2025, MTN

     980,000        989,818  

3.88%, 04/29/2024

     1,535,000        1,632,979  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)         
United States (continued)  

Morgan Stanley (continued)

     

3-Month LIBOR + 3.61%,
5.91% (J), 01/15/2020 (P)

     $   846,000        $   852,937  

MPLX, LP

     

4.13%, 03/01/2027

     782,000        824,681  

NBCUniversal Enterprise, Inc.

     

5.25%, 03/19/2021 (G) (P)

     886,000        912,580  

NextEra Energy Capital Co.

     

2.90%, 04/01/2022

     1,046,000        1,064,834  

Occidental Petroleum Corp.

     

2.70%, 08/15/2022

     350,000        353,257  

ONEOK Partners, LP

     

4.90%, 03/15/2025

     1,352,000        1,486,729  

ONEOK, Inc.

     

2.75%, 09/01/2024

     895,000        899,531  

PayPal Holdings, Inc.

     

2.40%, 10/01/2024

     280,000        281,518  

2.65%, 10/01/2026

     405,000        407,790  

Prudential Financial, Inc.

     

Fixed until 06/15/2023,
5.63% (J), 06/15/2043

     428,000        460,061  

Fixed until 09/15/2022,
5.88% (J), 09/15/2042

     645,000        695,084  

QUALCOMM, Inc.

     

2.60%, 01/30/2023

     569,000        578,230  

2.90%, 05/20/2024

     1,471,000        1,512,108  

Starbucks Corp.

     

3.10%, 03/01/2023

     1,132,000        1,168,619  

SunTrust Banks, Inc.

     

4.00%, 05/01/2025

     462,000        499,371  

TransDigm, Inc.

     

6.25%, 03/15/2026 (G)

     2,905,000        3,119,244  

UnitedHealth Group, Inc.

     

3.70%, 12/15/2025

     266,000        286,382  

USB Capital IX

     

3-Month LIBOR + 1.02%,
3.50% (J), 10/31/2019 (P)

     318,000        271,095  

Verizon Communications, Inc.

     

3.50%, 11/01/2024

     1,256,000        1,328,139  

Vistra Operations Co. LLC

     

5.63%, 02/15/2027 (G)

     1,006,000        1,059,368  

Walgreen Co.

     

3.10%, 09/15/2022

     1,153,000        1,180,786  

Wells Fargo & Co.

     

3.07%, 01/24/2023

     226,000        230,146  

Fixed until 06/17/2026,
3.20% (J), 06/17/2027, MTN

     3,832,000        3,959,519  

3.75%, 01/24/2024, MTN

     724,000        766,093  

Wells Fargo Bank NA

     

3.55%, 08/14/2023

     2,062,000        2,165,040  

Williams Cos., Inc.

     

3.70%, 01/15/2023

     931,000        962,777  

4.55%, 06/24/2024

     541,000        582,282  
     

 

 

 
        90,633,360  
     

 

 

 

Total Corporate Debt Securities
(Cost $109,046,339)

 

     112,378,859  
     

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 3.8%  
Argentina - 0.2%  

Argentina Republic Government International Bond

     

3.38%, 01/15/2023

     EUR  900,000        372,763  

5.25%, 01/15/2028

     250,000        104,913  

5.88%, 01/11/2028

     $  2,612,000        1,057,886  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    7

 

      


Transamerica BlackRock Global Allocation VP

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
FOREIGN GOVERNMENT OBLIGATIONS (continued)  
Argentina (continued)  

Argentina Republic Government International Bond (continued)

 

6.88%, 01/26/2027

     $   2,662,000        $   1,115,405  

7.82%, 12/31/2033

     EUR  987,994        513,427  
     

 

 

 
        3,164,394  
     

 

 

 
Australia - 0.3%  

Australia Government Bond

     

3.00%, 03/21/2047 (M)

     AUD  4,686,000        4,122,500  
     

 

 

 
Canada - 0.2%  

Canada Government Bond

     

0.75%, 03/01/2021

     CAD  3,718,000        2,770,994  
     

 

 

 
Indonesia - 0.2%  

Indonesia Treasury Bond

     

8.25%, 05/15/2029

     IDR  51,955,000,000        3,906,526  
     

 

 

 
Italy - 1.4%  

Italy Buoni Poliennali del Tesoro

     

3.00%, 08/01/2029 (M)

     EUR  10,984,000        14,428,911  

3.85%, 09/01/2049 (M)

     5,041,000        7,927,769  
     

 

 

 
        22,356,680  
     

 

 

 
Mexico - 0.2%  

Mexico Bonos

     

8.00%, 09/05/2024

     MXN  37,000,000        1,977,124  

10.00%, 12/05/2024

     34,800,000        2,016,580  
     

 

 

 
        3,993,704  
     

 

 

 
Republic of South Africa - 0.2%  

Republic of South Africa Government Bond

     

8.00%, 01/31/2030

     ZAR  59,771,524        3,683,129  
     

 

 

 
Spain - 1.1%  

Spain Government Bond

     

2.70%, 10/31/2048 (M)

     EUR  3,817,000        5,874,900  

0.60%, 10/31/2029, MTN (M)

     10,587,000        12,061,758  
     

 

 

 
        17,936,658  
     

 

 

 

Total Foreign Government Obligations
(Cost $64,109,647)

 

     61,934,585  
     

 

 

 
LOAN ASSIGNMENTS - 0.1%  
United States - 0.1%  

Fieldwood Energy LLC

     

1st Lien Term Loan,

     

3-Month LIBOR + 5.25%,
9.51% (J), 04/11/2022

     $  49,657        215,017  

2nd Lien Term Loan,

     

3-Month LIBOR + 7.25%,
7.51% (J), 04/11/2023

     337,037        247,722  

Hilton Worldwide Finance LLC

     

Term Loan B2,

     

1-Month LIBOR + 1.75%,
3.77% (J), 06/22/2026

     1,493,351        1,502,062  
     

 

 

 

Total Loan Assignments
(Cost $2,080,044)

 

     1,964,801  
     

 

 

 
U.S. GOVERNMENT OBLIGATIONS - 24.1%  
U.S. Treasury - 19.9%  

U.S. Treasury Bond

     

2.25%, 08/15/2049

     34,359,200        35,337,632  

U.S. Treasury Note

     

1.50%, 11/30/2019 (F) (Q)

     5,600,000        5,594,873  
    Principal     Value  
U.S. GOVERNMENT OBLIGATIONS (continued)  
U.S. Treasury (continued)  

U.S. Treasury Note (continued)

   

1.50%, 08/31/2021 (F)

    $   34,281,000       $   34,180,567  

1.50%, 09/15/2022

    86,208,200       86,046,560  

1.63%, 08/15/2029 (F)

    33,197,800       33,044,779  

1.88%, 06/30/2026 - 07/31/2026

    52,470,500       53,334,710  

2.38%, 05/15/2029 (R)

    54,123,800       57,476,938  

3.00%, 10/31/2025 (H)

    16,632,900       17,968,730  
   

 

 

 
      322,984,789  
   

 

 

 
U.S. Treasury Inflation-Protected Securities - 4.2%  

U.S. Treasury Inflation-Indexed Bond

   

0.50%, 04/15/2024

    59,668,054       60,382,208  

0.63%, 04/15/2023

    7,264,588       7,321,798  
   

 

 

 
      67,704,006  
   

 

 

 

Total U.S. Government Obligations
(Cost $387,866,836)

 

    390,688,795  
   

 

 

 
SHORT-TERM FOREIGN GOVERNMENT OBLIGATIONS - 3.9%  
Japan - 3.9%  

Japan Treasury Discount Bill

   

0.00% (I) (AB), 10/15/2019 - 11/18/2019

    JPY  6,772,100,000       62,639,877  
   

 

 

 

Total Short-Term Foreign Government Obligations
(Cost $63,211,592)

 

    62,639,877  
   

 

 

 
SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 4.4%  

U.S. Treasury Bill

   

1.87% (I), 01/16/2020 - 02/06/2020

    $  13,000,000       12,918,439  

1.89% (I), 01/02/2020

    5,750,000       5,722,483  

1.90% (I), 10/15/2019 (F)

    3,000,000       2,997,812  

1.90% (I), 12/19/2019

    5,750,000       5,726,404  

1.91% (I), 10/29/2019 (F)

    5,000,000       4,992,683  

1.94% (I), 12/05/2019

    5,675,000       5,655,480  

1.98% (I), 11/21/2019

    1,000,000       997,247  

2.01% (I), 11/12/2019

    5,000,000       4,988,473  

2.05% (I), 12/05/2019

    13,000,000       12,952,821  

2.07% (I), 01/23/2020

    14,000,000       13,910,358  
   

 

 

 

Total Short-Term U.S. Government Obligations
(Cost $70,862,200)

 

    70,862,200  
   

 

 

 
    Shares     Value  
OTHER INVESTMENT COMPANY - 4.2%  
Securities Lending Collateral - 4.2%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (I)

    68,106,198       68,106,198  
   

 

 

 

Total Other Investment Company
(Cost $68,106,198)

 

    68,106,198  
   

 

 

 
    Principal     Value  
REPURCHASE AGREEMENTS - 0.3%  

Fixed Income Clearing Corp., 1.05% (I), dated 09/30/2019, to be repurchased at $4,300,220 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $4,389,478.

    $  4,300,094         4,300,094  

State Street Bank & Trust Co., 0.05% (I), dated 09/30/2019, to be repurchased at $990,009 on 10/01/2019. Collateralized by a U.S. Government Agency Obligation, 3.50%, due 05/01/2043, and with a value of $1,011,754.

    990,008       990,008  
   

 

 

 

Total Repurchase Agreements
(Cost $5,290,102)

 

    5,290,102  
   

 

 

 

Total Investments Excluding Purchased Options/Swaptions
(Cost $1,596,671,734)

 

    1,688,273,415  

Total Purchased Options/Swaptions - 0.3%
(Cost $10,043,995)

 

    6,013,836  
   

 

 

 

Total Investments
(Cost $1,606,715,729)

 

    1,694,287,251  

Net Other Assets (Liabilities) - (4.7)%

      (76,035,063
   

 

 

 

Net Assets - 100.0%

      $  1,618,252,188  
   

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    8

 

      


Transamerica BlackRock Global Allocation VP

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

EXCHANGE-TRADED OPTIONS PURCHASED: (R)

 

 

Description

   Exercise
Price
   Expiration
Date
   Notional
Amount
   Number of
Contracts
   Premiums
Paid
   Value

Call - iShares Russell 2000 ETF

       USD        162.00        12/31/2019        USD        2,542,512        168      $ 56,656      $ 21,672

Call - SPDR S&P 500 ETF Trust

       USD        300.00        10/28/2019        USD        70,601,583        2,379        764,376        723,216

Call - SPDR S&P 500 ETF Trust

       USD        303.00        10/18/2019        USD        6,410,232        216        46,894        21,816

Call - SPDR S&P 500 ETF Trust

       USD        305.00        11/15/2019        USD        5,697,984        192        72,235        46,464

Call - SPDR S&P 500 ETF Trust

       USD        305.00        12/20/2019        USD        4,273,488        144        76,498        67,392

Call - SPDR S&P 500 ETF Trust

       USD        307.00        01/17/2020        USD        9,971,472        336        124,035        166,992
                                  

 

 

      

 

 

 

Total

                                   $     1,140,694      $     1,047,552
                                  

 

 

      

 

 

 

OVER-THE-COUNTER OPTIONS PURCHASED: (R)

 

 

Description

   Counterparty    Exercise
Price
   Expiration
Date
   Notional
Amount
   Number of
Contracts
   Premiums
Paid
   Value

Call - Agilent Technologies, Inc.

   NOMI        USD        71.00        01/17/2020        USD        1,779,042        23,216      $     115,660      $     187,793

Call - Alibaba Group Holding, Ltd.

   BOA        USD        162.50        01/17/2020        USD        1,700,562        10,169        132,372        148,214

Call - Alibaba Group Holding, Ltd.

   CITI        USD        167.00        11/22/2019        USD        1,976,993        11,822        137,619        105,156

Call - BP PLC

   BOA        USD        45.00        01/17/2020        USD        5,447,766        143,400        245,214        9,551

Call - CVS Health Corp.

   JPM        USD        78.50        01/17/2020        USD        1,360,105        21,565        116,891        5,110

Call - DAX® Index

   GSC        EUR        13,300.00        12/20/2019        EUR        2,872,671        212        21,473        7,312

Call - DAX® Index

   GSC        EUR        13,600.00        03/20/2020        EUR        2,384,859        176        21,283        15,628

Call - DAX® Index

   GSC        EUR        13,700.00        12/20/2019        EUR        9,918,846        732        45,455        3,666

Call - DAX® Index

   MSCS        EUR        13,700.00        12/20/2019        EUR        9,905,295        731        51,171        3,661

Call - DAX® Index

   CITI        EUR        14,000.00        03/20/2020        EUR        3,035,275        224        21,500        6,801

Call - Emerson Electric Co.

   BOA        USD        65.00        12/20/2019        USD        3,633,507        54,345        183,125        217,643

Call - EURO STOXX 50® Index

   GSC        EUR        3,750.00        12/20/2019        EUR        3,335,248        857        21,505        16,984

Call - EURO STOXX 50® Index

   GSC        EUR        3,800.00        03/20/2020        EUR        2,412,898        620        21,482        24,324

Call - EURO STOXX 50® Index

   GSC        EUR        3,850.00        12/20/2019        EUR        18,061,711        4,641        45,672        23,388

Call - EURO STOXX 50® Index

   GSC        EUR        3,850.00        12/20/2019        EUR        18,085,061        4,647        50,506        23,418

Call - EURO STOXX 50® Index

   CSI        EUR        3,900.00        03/20/2020        EUR        3,946,256        1,014        21,197        17,881

Call - EURO STOXX 50® Index

   CSI        EUR        3,600.00        10/18/2019        EUR        4,483,321        1,152        40,906        34,263

Call - EURO STOXX 50® Index

   CSI        EUR        3,600.00        11/15/2019        EUR        23,362,303        6,003        254,169        335,992

Call - EURO STOXX 50® Index

   CSI        EUR        3,600.00        03/20/2020        EUR        1,782,431        458        40,857        57,385

Call - EURO STOXX Banks Index

   BCLY        EUR        110.00        03/19/2021        EUR        2,029,902        21,229        95,247        40,287

Call - EURO STOXX Banks Index

   UBS        EUR        110.00        06/18/2021        EUR        2,580,000        26,982        115,958        48,544

Call - Facebook, Inc.

   UBS        USD        195.00        12/20/2019        USD        4,893,104        27,477        388,096        111,142

Call - FedEx Corp.

   CSI        USD        162.00        01/17/2020        USD        3,449,718        23,698        325,418        79,872

Call - FedEx Corp.

   CITI        USD        170.00        10/18/2019        USD        1,586,131        10,896        103,045        329

Call - Google, Inc.

   JPM        USD        1,315.00        01/17/2020        USD        150,316        3,234        152,191        86,265

Call - Halliburton Co.

   CITI        USD        50.00        01/17/2020        USD        1,183,742        62,798        269,034        7

Call - Johnson & Johnson

   BOA        USD        155.00        01/17/2020        USD        2,831,093        21,882        85,121        1,807

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    9         


Transamerica BlackRock Global Allocation VP

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

OVER-THE-COUNTER OPTIONS PURCHASED (continued): (R)

 

 

Description

   Counterparty    Exercise
Price
   Expiration
Date
   Notional
Amount
   Number of
Contracts
   Premiums
Paid
   Value

Call - JPMorgan Chase & Co.

       CITI        USD        114.50        01/17/2020        USD        2,533,395        21,526      $ 176,490      $ 149,759

Call - Kroger Co.

       NOMI        USD        26.00        10/18/2019        USD        2,186,402        84,810        86,303        42,239

Call - Lowe’s Cos., Inc.

       NOMI        USD        98.00        01/17/2020        USD        2,085,831        18,969        122,092        273,569

Call - Lowe’s Cos., Inc.

       NOMI        USD        112.00        11/15/2019        USD        3,061,946        27,846        97,183        70,439

Call - Nasdaq, Inc.

       BOA        USD        7,900.00        10/18/2019        USD        511,980        420        45,995        23,689

Call - QUALCOMM, Inc.

       MSCS        USD        70.00        10/18/2019        USD        2,168,412        28,427        123,282        193,922

Call - QUALCOMM, Inc.

       CITI        USD        71.00        01/17/2020        USD        2,273,983        29,811        151,130        251,670

Call - S&P 500® Index

       SG        USD        3,050.00        10/18/2019        USD        10,254,869        3,445        74,068        18,722

Call - Schlumberger, Ltd.

       UBS        USD        70.00        01/17/2020        USD        1,740,756        50,944        191,835        46

Call - SPDR Gold Shares

       SG        USD        136.00        10/18/2019        USD        5,840,178        42,055        111,160        153,610

Call - SPDR Gold Shares

       SG        USD        138.00        11/15/2019        USD        7,848,377        56,516        206,283        181,481

Call - SPDR Gold Shares

       JPM        USD        143.00        10/18/2019        USD        3,979,875        28,659        47,861        17,375

Call - SPDR Gold Shares

       SG        USD        145.00        11/15/2019        USD        5,953,774        42,873        83,984        47,036

Call - SPDR Gold Shares

       SG        USD        146.00        12/20/2019        USD        13,524,133        97,387        278,966        172,132

Call - SPDR Gold Shares

       SG        USD        147.50        11/15/2019        USD        5,952,246        42,862        73,285        30,917

Call - SPDR Gold Shares

       MSCS        USD        147.50        12/31/2019        USD        1,991,396        14,340        51,575        24,772

Call - SPDR Gold Shares

       SG        USD        147.50        01/17/2020        USD        7,955,446        57,287        192,438        118,001

Call - SPDR Gold Shares

       MSCS        USD        147.50        01/17/2020        USD        3,979,875        28,659        81,334        59,032

Call - SPDR S&P 500 ETF Trust

       GSC        USD        325.00        11/15/2019        USD        426,123,733        1,435,872        258,457        45,431

Call - Sumitomo Mitsui Financial Group, Inc.

       MSCS        JPY        4,756.33        03/13/2020        JPY        245,983,540        66,572        208,350        3,855

Call - Sumitomo Mitsui Financial Group, Inc.

       MSCS        JPY        4,816.24        09/11/2020        JPY        198,875,985        53,823        152,062        12,186

Call - Sumitomo Mitsui Financial Group, Inc.

       MSCS        JPY        4,894.87        12/11/2020        JPY        198,680,150        53,770        185,794        13,557

Call - Taiwan Semiconductor Manufacturing Co., Ltd.

       CSI        USD        46.00        01/17/2020        USD        3,873,829        83,344        178,356        249,591
                                       

 

 

      

 

 

 

Total

                                        $     6,300,450      $     3,765,454
                                       

 

 

      

 

 

 

OVER-THE-COUNTER FOREIGN EXCHANGE OPTIONS PURCHASED: (R)

 

 

Description

   Counterparty    Exercise
Price
   Expiration
Date
   Notional Amount/
Number of Contracts
   Premiums
Paid
   Value

Call - GBP vs. USD

       UBS        GBP        1.34        10/08/2019        GBP        26,947,000      $ 607,679      $ 265

Call - USD vs. JPY

       DUB        USD        109.50        12/20/2019        USD        11,485,000        43,115        46,859

Put - EUR vs. USD

       MSCS        EUR        1.08        03/17/2020        EUR        22,183,000        132,703        199,447

Put - EUR vs. USD

       BOA        EUR        1.12        07/23/2020        EUR        2,346,000        32,713        58,021

Put - GBP vs. USD

       MSCS        GBP        1.25        10/08/2019        GBP        544,100        9,123        11,422

Put - USD vs. JPY

       UBS        USD        102.00        03/11/2020        USD        19,501,000        136,995        116,109

Put - USD vs. JPY

       BNP        USD        106.00        12/17/2019        USD        35,480,000        294,484        262,375
                                  

 

 

      

 

 

 

Total

                                   $     1,256,812      $     694,498
                                  

 

 

      

 

 

 

OVER-THE-COUNTER INTEREST RATE SWAPTIONS PURCHASED: (R)

 

 

Description

   Counterparty    Floating Rate Index    Pay/Receive
Floating Rate
   Exercise
Rate
  Expiration
Date
   Notional Amount/
Number of Contracts
   Premiums
Paid
   Value

Call - 5-Year

       GSI        3-Month USD-LIBOR        Receive        0.50 %       02/27/2020        USD        132,283,000      $ 171,968      $ 7,716

Call - 5-Year

       GSI        3-Month USD-LIBOR        Receive        0.50       08/27/2020        USD        133,874,000        341,379        44,290

Call - 5-Year

       BOA        3-Month USD-LIBOR        Receive        1.08       08/13/2020        USD        9,538,391        85,810        88,362

Call - 5-Year

       GSC        3-Month USD-LIBOR        Receive        1.45       10/09/2019        USD        84,024,045        478,937        108,360

Put - 5-Year

       MSCS        3-Month USD-LIBOR        Pay        1.53       11/27/2019        USD        16,509,662        49,529        79,622

Put - 5-Year

       MSCS        3-Month USD-LIBOR        Pay        1.53       11/27/2019        USD        6,573,291        19,720        31,702

Put - 5-Year

       CITI        3-Month USD-LIBOR        Pay        1.56       11/06/2019        USD        23,321,586        116,608        78,054

Put - 5-Year

       BOA        3-Month USD-LIBOR        Pay        2.08       08/13/2020        USD        9,538,391        82,088        68,226
                                      

 

 

      

 

 

 

Total

                                       $     1,346,039      $     506,332
                                      

 

 

      

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    10         


Transamerica BlackRock Global Allocation VP

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

EXCHANGE-TRADED OPTIONS WRITTEN: (R)

 

 

Description

   Exercise
Price
     Expiration
Date
     Notional
Amount
     Number of
Contracts
   Premiums
(Received)
    Value  

Put - Agilent Technologies, Inc.

     USD        70.00        11/15/2019      USD      1,172,439      153    $ (10,826   $ (8,568

Put - Amazon.com, Inc.

     USD        1,630.00        12/20/2019      USD      1,735,910        10      (31,957     (45,800

Put - Apple, Inc.

     USD        200.00        12/20/2019      USD      1,075,056        48      (20,772     (17,184

Put - Bank of America Corp.

     USD        27.00        12/20/2019      USD      895,519      307      (18,960     (19,648

Put - Citigroup, Inc.

     USD        62.50        12/20/2019      USD      994,752      144      (19,426     (18,288

Put - Emerson Electric Co.

     USD        60.00        12/20/2019      USD      835,750      125      (18,004     (12,125

Put - FleetCor Technologies, Inc.

     USD        270.00        11/15/2019      USD      831,662        29      (18,495     (21,750

Put - Invesco QQQ Trust Series 1

     USD        178.00        10/18/2019      USD      5,418,847      287      (34,736     (20,090

Put - iShares Russell 2000 ETF

     USD        140.00        12/31/2019      USD      2,542,512      168      (30,703     (40,488

Put - JPMorgan Chase & Co.

     USD        105.00        12/20/2019      USD      1,353,435      115      (15,619     (15,065

Put - Merck & Co., Inc.

     USD        75.00        11/15/2019      USD      1,456,314      173      (11,550     (8,304

Put - Microsoft Corp.

     USD        125.00        12/20/2019      USD      1,070,531        77      (18,161     (16,170

Put - Microsoft Corp.

     USD        130.00        11/15/2019      USD      417,090        30      (7,853     (5,850

Put - SPDR S&P 500 ETF Trust

     USD        280.00        12/20/2019      USD      4,273,488      144      (73,692     (62,928

Put - Wells Fargo & Co.

     USD        45.00        11/15/2019      USD      1,654,432      328      (33,377     (9,512
                    

 

 

   

 

 

 

Total

               $     (364,131   $     (321,770
                    

 

 

   

 

 

 

OVER-THE-COUNTER OPTIONS WRITTEN: (R)

 

 

Description

   Counterparty    Exercise
Price
     Expiration
Date
   Notional
Amount
     Number of
Contracts
     Premiums
(Received)
    Value  

Call - Agilent Technologies, Inc.

   NOMI    USD      81.00      01/17/2020    USD      1,779,042        23,216        $ (39,781   $ (56,297

Call - Alibaba Group Holding, Ltd.

   CITI    USD      195.00      11/22/2019    USD      1,976,993        11,822          (43,073     (12,673

Call - Alibaba Group Holding, Ltd.

   BOA    USD      202.50      01/17/2020    USD      1,700,562        10,169          (30,460     (19,038

Call - Comcast Corp.

   CITI    USD      37.50      01/17/2020    USD      2,495,043        55,347          (166,041         (440,515

Call - Emerson Electric Co.

   BOA    USD      75.00      12/20/2019    USD      3,633,507        54,345          (31,238     (18,447

Call - EURO STOXX Banks Index

   UBS    EUR      135.00      06/18/2021    EUR      2,580,000        26,982          (29,903     (11,982

Call - Facebook, Inc.

   UBS    USD      225.00      12/20/2019    USD      4,893,104        27,477          (127,482     (12,221

Call - FedEx Corp.

   CSI    USD      190.00      01/17/2020    USD      3,449,718        23,698          (103,611     (8,726

Call - JPMorgan Chase & Co.

   CITI    USD      125.50      01/17/2020    USD      2,533,395        21,526          (95,791     (38,797

Call - Kroger Co.

   NOMI    USD      28.50      10/18/2019    USD      2,186,402        84,810          (23,552     (1,665

Call - Lowe’s Cos., Inc.

   NOMI    USD      115.00      01/17/2020    USD      2,085,831        18,969          (31,906     (76,877

Call - Lowe’s Cos., Inc.

   NOMI    USD      125.00      11/15/2019    USD      3,061,946        27,846          (16,348     (2,825

Call - QUALCOMM, Inc.

   MSCS    USD      85.00      10/18/2019    USD      2,168,412        28,427          (24,834     (2,473

Call - QUALCOMM, Inc.

   CITI    USD      86.00      01/17/2020    USD      2,273,983        29,811          (44,567     (50,410

Call - SPDR Gold Shares

   JPM    USD      153.00      10/18/2019    USD      3,979,875        28,659          (7,451     (1,178

Call - SPDR Gold Shares

   SG    USD      155.00      11/15/2019    USD      5,935,165        42,739          (55,736     (7,773

Call - SPDR S&P 500 ETF Trust

   GSC    USD      330.00      11/15/2019    USD      426,123,733        1,435,872              (114,870     (15,530

Call - Sumitomo Mitsui Financial Group, Inc.

   MSCS    JPY      5,679.90      03/13/2020    JPY      245,983,540        66,572          (81,650     (240

Call - Taiwan Semiconductor Manufacturing Co., Ltd.

   CSI    USD      51.00      01/17/2020    USD      3,873,829        83,344          (58,341     (81,743

Put - Agilent Technologies, Inc.

   NOMI    USD      61.00      01/17/2020    USD      1,548,769        20,211          (67,796     (12,252

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    11         


Transamerica BlackRock Global Allocation VP

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

OVER-THE-COUNTER OPTIONS WRITTEN (continued): (R)

 

 

Description

   Counterparty      Exercise
Price
     Expiration
Date
     Notional
Amount
     Number of
Contracts
     Premiums
(Received)
    Value  

Put - Alibaba Group Holding, Ltd.

     BOA        USD        135.00        01/17/2020      USD      1,133,819        6,780        $ (48,909   $ (14,195

Put - Alibaba Group Holding, Ltd.

     CITI        USD        140.00        11/22/2019      USD      1,284,995        7,684          (40,314     (10,475

Put - Bank of America Corp.

     CITI        USD        28.50        10/11/2019      USD      1,748,138        25,306          (13,602     (6,947

Put - BP PLC

     BOA        USD        36.00        01/17/2020      USD      5,447,766        143,400          (163,476     (153,278

Put - Citigroup, Inc.

     JPM        USD        67.00        10/11/2019      USD      1,996,812        14,379          (14,379     (6,523

Put - CVS Health Corp.

     JPM        USD        56.00        01/17/2020      USD      1,360,105        21,565          (61,460     (27,185

Put - Emerson Electric Co.

     BOA        USD        55.00        12/20/2019      USD      1,816,720        27,172          (44,607     (14,644

Put - EURO STOXX 50® Index

     CSI        EUR        3,325.00        11/15/2019      EUR      15,574,869        4,002          (157,563     (92,949

Put - EURO STOXX Banks Index

     UBS        EUR        106.38        06/18/2021      EUR      1,937,438        20,262          (326,711     (668,417

Put - EURO STOXX Banks Index

     BCLY        EUR        110.23        03/19/2021      EUR      1,905,693        19,930          (315,966     (659,152

Put - FedEx Corp.

     CSI        USD        130.00        01/17/2020      USD      1,949,037        13,389          (65,269     (50,939

Put - Johnson & Johnson

     BOA        USD        109.00        01/17/2020      USD      2,831,093        21,882          (60,176     (21,089

Put - Kroger Co.

     NOMI        USD        21.00        01/17/2020      USD      698,947        27,112          (35,454     (9,042

Put - QUALCOMM, Inc.

     CITI        USD        57.00        01/17/2020      USD      1,137,030        14,906          (52,505     (10,107

Put - S&P 500® Index

     SG        USD        2,875.00        10/18/2019      USD      5,114,039        1,718          (17,180     (21,884

Put - SPDR Gold Shares

     SG        USD        133.00        01/17/2020      USD      3,977,792        28,644          (23,159     (37,242

Put - SPDR Gold Shares

     SG        USD        134.00        12/20/2019      USD      6,463,704        46,545          (38,469     (56,529

Put - SPDR Gold Shares

     MSCS        USD        134.00        01/17/2020      USD      1,990,007        14,330          (14,280     (22,713

Put - SPDR Gold Shares

     MSCS        USD        136.00        12/31/2019      USD      796,558        5,736          (5,630     (11,826

Put - Sumitomo Mitsui Financial Group, Inc.

     MSCS        JPY        3,786.60        12/11/2020      JPY      132,450,970        35,846          (110,368     (152,135

Put - Sumitomo Mitsui Financial Group, Inc.

     MSCS        JPY        3,820.96        09/11/2020      JPY      132,583,990        35,882          (92,404     (133,048

Put - Sumitomo Mitsui Financial Group, Inc.

     MSCS        JPY        3,832.77        03/13/2020      JPY      245,983,540        66,572          (148,097     (169,357

Put - Taiwan Semiconductor Manufacturing Co., Ltd.

     CSI        USD        39.00        01/17/2020      USD      1,215,572        41,672          (55,424     (27,135

Put - TOPIX Banks Index

     BNP        JPY        155.80        03/13/2020      JPY      2,265,196        1,721,457          (151,586     (260,130

Put - TOPIX Banks Index

     MSCS        JPY        156.59        12/13/2019      JPY      3,171,853        2,410,479          (205,255     (338,134

Put - TOPIX Banks Index

     BOA        JPY        156.59        12/13/2019      JPY      1,677,944        1,275,169          (98,233     (178,901

Put - TOPIX Banks Index

     MSCS        JPY        157.82        04/10/2020      JPY      2,018,274        1,533,806          (145,396     (270,555
                       

 

 

   

 

 

 

Total

                  $     (3,700,303   $     (4,296,193
                       

 

 

   

 

 

 

OVER-THE-COUNTER FOREIGN EXCHANGE OPTIONS WRITTEN: (R)

 

 

Description

   Counterparty      Exercise
Price
     Expiration
Date
   Notional Amount/
Number of
Contracts
     Premiums
(Received)
    Value  

Call - EUR vs. USD

     MSCS        EUR        1.15      03/17/2020    EUR      22,183,000      $ (128,904   $ (82,690

Call - GBP vs. USD

     MSCS        GBP        1.34      10/08/2019    GBP      544,100        (326     (5

Call - USD vs. BRL

     DUB        USD        3.82      10/10/2019    USD      3,382,000        (68,130     (270,878

Call - USD vs. MXN

     MSCS        USD        21.50      03/05/2020    USD      6,701,000        (87,214     (69,905

Call - USD vs. ZAR

     MSCS        USD        15.50      12/12/2019    USD      5,715,000        (58,653     (125,719

Put - GBP vs. USD

     UBS        GBP        1.25      10/08/2019    GBP      26,947,000        (348,048     (565,707

Put - USD vs. JPY

     UBS        USD        99.00      03/11/2020    USD      19,501,000        (71,179     (61,214

Put - USD vs. JPY

     BNP        USD        102.00      12/17/2019    USD      35,480,000        (87,990     (72,699

Put - USD vs. ZAR

     MSCS        USD        14.00      12/12/2019    USD      5,715,000        (70,312     (12,390
                    

 

 

   

 

 

 

Total

               $     (920,756   $     (1,261,207
                    

 

 

   

 

 

 

OVER-THE-COUNTER INTEREST RATE SWAPTIONS WRITTEN: (R)

 

 

Description

   Counterparty    Floating RateIndex    Pay/Receive
Floating Rate
   Exercise
Rate
   Expiration
Date
   Notional Amount/
Number of
Contracts
     Premiums
(Received)
    Value  

Call - 5-Year

   BOA    3-Month USD-LIBOR    Receive    0.88%    08/13/2020    USD      47,025,821      $     (102,745   $     (78,844

Call - 5-Year

   GSC    3-Month USD-LIBOR    Receive    1.20        10/09/2019    USD      84,024,045        (182,888     (2,207

Call - 5-Year

   GSC    3-Month USD-LIBOR    Receive    1.55        12/27/2019    USD      10,209,212        (76,350     (91,944

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    12         


Transamerica BlackRock Global Allocation VP

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

OVER-THE-COUNTER INTEREST RATE SWAPTIONS WRITTEN (continued): (R)

 

 

Description

   Counterparty      Floating RateIndex      Pay/Receive
Floating Rate
     Exercise
Rate
   Expiration
Date
   Notional Amount/
Number of
Contracts
     Premiums
(Received)
    Value  

Put - 5-Year

     CITI        3-Month USD-LIBOR        Pay      1.66 %    11/06/2019    USD      23,321,586      $ (74,629   $ (40,019

Put - 5-Year

     CITI        3-Month USD-LIBOR        Pay      1.76       11/06/2019    USD      23,321,586        (48,975     (18,153

Put - 5-Year

     BOA        3-Month USD-LIBOR        Pay      1.88       08/13/2020    USD      47,025,821        (89,939     (76,078
                       

 

 

   

 

 

 

Total

               $     (575,526   $     (307,245
              

 

 

   

 

 

 

 

     Premiums
(Received)
  Value

TOTAL WRITTEN OPTIONS AND SWAPTIONS

     $     (5,560,716 )     $     (6,186,415 )

CENTRALLY CLEARED SWAP AGREEMENTS:

 

Credit Default Swap Agreements on Credit Indices – Sell Protection (S)

 

 

Reference Obligation

   Fixed Rate
Receivable
       Payment
Frequency
       Maturity
Date
       Notional
Amount (T)
           Value (U)        Premiums
Paid
(Received)
       Net Unrealized
Appreciation
(Depreciation)

North America High Yield Index - Series 32

   5.00%     Quarterly     06/20/2024       USD       2,867,798       $    209,278     $    187,009     $    22,269

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)
 

3-Month CAD-CDOR

   Receive    1.91%    Semi-Annually    07/09/2021    CAD      4,070,000      $ 952     $ 28      $ 924  

3-Month CAD-CDOR

   Receive    1.91       Semi-Annually    07/09/2021    CAD      51,429,743        13,934       351        13,583  

3-Month USD-LIBOR

   Receive    1.28       Quarterly/Semi-Annually    11/29/2024    USD      11,542,000        (114,927     137        (115,064

3-Month USD-LIBOR

   Pay    1.55       Semi-Annually/Quarterly    09/27/2024    USD      15,247,079        (29,878     198        (30,076
                    

 

 

   

 

 

    

 

 

 

Total

      $     (129,919   $     714      $     (130,633
                    

 

 

   

 

 

    

 

 

 

OVER-THE-COUNTER SWAP AGREEMENTS:

 

Total Return Swap Agreements (V)

 

 

Reference Entity

   Counterparty    Pay/
Receive
   Payment
Frequency
   Maturity
Date
   Notional
Amount
     Number of
Shares or Units
   Value      Premiums
Paid
(Received)
     Net Unrealized
Appreciation
(Depreciation)
 

S&P 500® Annual Dividend Futures

   GSI    Receive    Annually    12/18/2020    USD      371,806      7,750    $ 84,669      $ —        $ 84,669  

S&P 500® Annual Dividend Futures

   BNP    Receive    Annually    12/17/2021    USD      473,363      9,750      103,350        —          103,350  
                       

 

 

    

 

 

    

 

 

 

Total

      $     188,019      $     —        $     188,019  
                       

 

 

    

 

 

    

 

 

 

 

Reference Entity

   Counterparty    Expiration
Date
   Notional
Amount
     Notional Amount
as a Percentage
of Net Assets
   Value      Net Unrealized
Appreciation
(Depreciation)
 

Contracts for Difference

 

Equity Securities Short (W)

   CITI    10/22/2019    USD      2,292,568      0.1%    $ 2,249,748      $ (42,820

Equity Securities Short (X)

   JPM    10/10/2019    USD      3,088,274      0.2         3,044,671        (43,603
                 

 

 

    

 

 

 
   $     5,294,419      $     (86,423 ) 
                 

 

 

    

 

 

 

 

     Value  

OTC Swap Agreements, at value (Assets)

   $     188,019  

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    13         


Transamerica BlackRock Global Allocation VP

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

FUTURES CONTRACTS:

 

Long Futures Contracts:

 

 

Description

   Number of
Contracts
     Expiration
Date
   Notional
Amount
     Value      Unrealized
Appreciation
     Unrealized
Depreciation
 

2-Year U.S. Treasury Note

     422      12/31/2019    $     90,827,131      $     90,941,000      $ 113,869      $ —    

5-Year U.S. Treasury Note

     465      12/31/2019      55,535,644        55,404,024        —          (131,620

Euro-BTP Italy Government Bond

       26      12/06/2019      4,069,854        4,132,917        63,063        —    

MSCI Emerging Markets Index

       72      12/20/2019      3,696,100        3,606,840        —          (89,260

NASDAQ-100 E-Mini Index

       23      12/20/2019      3,625,034        3,574,430        —          (50,604

SGX CNX Nifty Index

     577      10/31/2019      13,371,580        13,314,852        —          (56,728
                    

 

 

    

 

 

 

Total

         $     176,932      $     (328,212
                    

 

 

    

 

 

 

Short Futures Contracts:

 

 

Description

   Number of
Contracts
     Expiration
Date
   Notional
Amount
     Value      Unrealized
Appreciation
     Unrealized
Depreciation
 

10-Year U.S. Treasury Note

     (274)      12/19/2019    $     (35,534,798    $     (35,705,625    $ —        $ (170,827

EURO STOXX 50® Index

       (44)      12/20/2019      (1,687,254      (1,704,900      —          (17,646

German Euro Bund

       (29)      12/06/2019      (5,508,477      (5,507,792      685        —    

Nikkei 225 Index

     (269)      12/12/2019      (26,364,493      (27,198,543      —          (834,050

S&P 500® E-Mini Index

       (70)      12/20/2019      (10,377,213      (10,424,750      —          (47,537
                    

 

 

    

 

 

 

Total

         $ 685      $ (1,070,060
                    

 

 

    

 

 

 

Total Futures Contracts

         $     177,617      $     (1,398,272
                    

 

 

    

 

 

 

FORWARD FOREIGN CURRENCY CONTRACTS:

 

 

Counterparty

     Settlement Date    Currency
Purchased
     Currency
Sold
       Unrealized
Appreciation
     Unrealized
Depreciation
 

BCLY

     11/15/2019    INR      578,470,000      USD      8,034,082        $ 88,209      $ —    

BNP

     10/08/2019    USD      8,306,687      GBP      6,767,000          —          (16,490

BNP

     11/08/2019    CHF      475,109      USD      490,000          —          (12,316

BNP

     12/03/2019    USD      1,593,000      ZAR      24,615,036          —          (18,883

BNP

     12/06/2019    CHF      3,921,738      USD      4,046,000          —          (93,886

BNP

     12/18/2019    USD      7,060,000      JPY      759,133,560          —          (2,466

BOA

     10/08/2019    USD      8,335,338      GBP      6,647,000          159,757        —    

BOA

     11/01/2019    EUR      8,037,097      USD      8,995,401          —          (213,009

BOA

     12/05/2019    USD      4,042,431      SGD      5,621,000          —          (27,563

CITI

     11/01/2019    EUR      3,565,000      USD      3,981,000          —          (85,411

CSI

     12/06/2019    USD      4,454,000      BRL      18,626,628          —          (10,366

DUB

     10/24/2019    USD      6,502,377      JPY      696,320,000          51,107        —    

DUB

     11/01/2019    EUR      10,005,000      USD      11,311,303          —          (378,521

DUB

     11/15/2019    USD      979,191      INR      70,421,000          —          (9,589

DUB

     12/06/2019    USD      2,845,000      CLP      2,044,132,500          37,739        —    

GSI

     10/03/2019    JPY      1,345,900,000      USD      12,505,958          —          (55,910

GSI

     10/24/2019    JPY      1,687,962,000      USD      15,719,900          —          (81,260

GSI

     11/01/2019    USD      11,220,871      EUR      9,996,097              297,817        —    

GSI

     12/06/2019    NZD      5,113,000      USD      3,261,655          —          (54,926

GSI

     12/10/2019    EUR      10,236,000      USD      11,308,004          —          (90,764

GSI

     12/18/2019    USD      1,096,000      JPY      117,895,952          —          (824

JPM

     10/03/2019    USD      4,328,033      JPY      463,992,000          35,944        —    

JPM

     11/15/2019    INR      56,850,000      USD      783,598          14,633        —    

JPM

     11/22/2019    JPY      1,298,855,000      USD      12,345,887          —          (291,364

JPM

     11/22/2019    GBP      5,859,000      USD      7,100,963          118,048        —    

JPM

     12/06/2019    NOK      24,900,000      USD      2,850,082          —          (110,322

MSCS

     10/08/2019    GBP      6,568,000      USD      8,202,097          —          (123,684

MSCS

     11/01/2019    EUR      3,585,000      USD      4,033,368          —          (115,924

MSCS

     11/15/2019    JPY      860,210,729      USD      8,119,000          —              (138,720

MSCS

     12/03/2019    EUR      7,990,000      USD      8,867,293          —          (117,240

MSCS

     12/05/2019    EUR      5,780,000      USD      6,441,350          —          (110,309

MSCS

     12/05/2019    JPY      428,712,642      USD      4,057,000          —          (74,165

MSCS

     12/06/2019    USD      1,167,000      CLP      838,465,481          15,513        —    

MSCS

     12/10/2019    JPY      768,424,968      USD      7,272,000          —          (129,294

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    14         


Transamerica BlackRock Global Allocation VP

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

FORWARD FOREIGN CURRENCY CONTRACTS (continued):

 

 

Counterparty

     Settlement Date      Currency
Purchased
     Currency
Sold
       Unrealized
Appreciation
       Unrealized
Depreciation
 

MSCS

       12/13/2019      EUR      5,165,000      USD      5,696,182        $ —          $ (34,425

MSCS

       12/18/2019      EUR      9,980,647      USD      11,079,017          —            (133,200

MSCS

       12/19/2019      ZAR      63,886,000      USD      4,278,319          —            (103,776

SSB

       10/15/2019      USD      14,997,340      JPY      1,610,000,000          91,286          —    

SSB

       10/31/2019      USD      2,472,730      AUD      3,521,000          93,485          —    

SSB

       10/31/2019      ZAR      34,875,000      USD      2,479,816          —            (186,953

SSB

       12/05/2019      GBP      3,043,000      USD      3,706,804          44,548          —    

UBS

       11/01/2019      USD      20,976,994      EUR      18,768,000          468,602          —    

UBS

       11/01/2019      EUR      3,572,000      USD      4,015,785          —            (112,547

UBS

       11/08/2019      CHF      3,457,590      USD      3,569,000          —            (92,675

UBS

       11/22/2019      EUR      2,893,000      USD      3,221,908          —            (56,283

UBS

       12/05/2019      NZD      2,566,000      USD      1,625,741          —            (16,453

UBS

       12/06/2019      EUR      3,657,000      USD      4,028,025          —            (21,997

UBS

       12/16/2019      NZD      2,541,000      USD      1,633,571          —            (39,580
                     

 

 

      

 

 

 
Total                 $     1,516,688        $     (3,161,095
                     

 

 

      

 

 

 

INVESTMENTS BY INDUSTRY:

 

 

Industry

   Percentage of
Total Investments
   Value

U.S. Government Obligations

       23.1 %        $    390,688,795

Banks

       6.2        105,707,739

Securities Lending Collateral

       4.0        68,106,198

Foreign Government Obligations

       3.7        61,934,585

Software

       3.5        58,423,944

Oil, Gas & Consumable Fuels

       3.1        52,496,723

Health Care Providers & Services

       3.0        51,286,818

Pharmaceuticals

       2.8        46,935,781

Interactive Media & Services

       2.7        45,828,394

Media

       2.4        41,254,557

Aerospace & Defense

       2.2        36,790,223

Food Products

       2.0        34,397,348

Health Care Equipment & Supplies

       2.0        33,642,170

Technology Hardware, Storage & Peripherals

       1.8        31,239,629

Semiconductors & Semiconductor Equipment

       1.8        29,931,802

Internet & Direct Marketing Retail

       1.7        29,318,407

IT Services

       1.6        27,871,928

Chemicals

       1.3        21,977,574

Insurance

       1.3        21,485,378

Electric Utilities

       1.3        21,099,915

Capital Markets

       1.2        20,653,286

Diversified Telecommunication Services

       1.2        20,615,705

Real Estate Management & Development

       1.1        18,028,750

Specialty Retail

       1.1        17,708,326

Wireless Telecommunication Services

       0.9        15,691,496

Hotels, Restaurants & Leisure

       0.9        15,026,297

Industrial Conglomerates

       0.9        14,849,022

Household Products

       0.8        14,102,299

Biotechnology

       0.8        13,599,736

Road & Rail

       0.8        13,497,633

Airlines

       0.8        13,042,785

Automobiles

       0.7        12,280,440

Metals & Mining

       0.7        11,579,554

Electronic Equipment, Instruments & Components

       0.7        11,554,124

Electrical Equipment

       0.7        11,356,003

Tobacco

       0.6        10,879,748

Multiline Retail

       0.6        10,473,438

Machinery

       0.5        8,873,384

Auto Components

       0.5        8,258,635

Food & Staples Retailing

       0.5        7,715,479

Life Sciences Tools & Services

       0.4        7,480,227

Equity Real Estate Investment Trusts

       0.4        6,341,537

Gas Utilities

       0.3        5,736,308

Consumer Finance

       0.3        5,650,832

Building Products

       0.3        5,074,209

Paper & Forest Products

       0.3        4,944,381

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    15         


Transamerica BlackRock Global Allocation VP

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

INVESTMENTS BY INDUSTRY (continued):

 

 

Industry

   Percentage of
Total Investments
   Value

Multi-Utilities

       0.3 %        $   4,504,297

Trading Companies & Distributors

       0.2        4,026,002

Communications Equipment

       0.2        3,984,548

Over-the-Counter Options Purchased

       0.2        3,765,454

Textiles, Apparel & Luxury Goods

       0.2        3,165,554

Construction & Engineering

       0.2        3,150,636

International Commodity Funds

       0.1        2,436,891

Beverages

       0.1        2,329,045

Household Durables

       0.1        1,808,739

Diversified Financial Services

       0.1        1,712,629

Independent Power & Renewable Electricity Producers

       0.1        1,116,770

Exchange-Traded Options Purchased

       0.1        1,047,552

Construction Materials

       0.1        1,005,389

Air Freight & Logistics

       0.1        912,822

Transportation Infrastructure

       0.1        910,269

Entertainment

       0.1        899,706

Over-the-Counter Foreign Exchange Options Purchased

       0.0 (A)         694,498

Over-the-Counter Interest Rate Swaptions Purchased

       0.0 (A)         506,332

Personal Products

       0.0 (A)         494,048

Energy Equipment & Services

       0.0 (A)         353,933

Leisure Products

       0.0 (A)         302,832

Professional Services

       0.0 (A)         295,492

Marine

       0.0 (A)         266,546

Diversified Consumer Services

       0.0 (A)         239,235

Containers & Packaging

       0.0 (A)         102,387

Commercial Services & Supplies

       0.0 (A)         29,265

Health Care Technology

       0.0 (A)         2,659
    

 

 

      

 

 

 

Investments

       91.8        1,555,495,072

Short-Term Investments

       8.2        138,792,179
    

 

 

      

 

 

 

Total Investments

       100.0 %        $    1,694,287,251
    

 

 

      

 

 

 

SECURITY VALUATION:

 

Valuation Inputs (Y)

 

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

ASSETS

           

Investments

           

Common Stocks

   $ 575,914,106      $ 318,817,487      $ 1,420,748      $ 896,152,341  

Convertible Preferred Stock

     768,858        —          —          768,858  

Preferred Stocks

     3,854,172        8,704,852        1,295,647        13,854,671  

Exchange-Traded Fund

     2,436,891        —          —          2,436,891  

Convertible Bonds

     —          907,237        288,000        1,195,237  

Corporate Debt Securities

     —          108,855,226        3,523,633        112,378,859  

Foreign Government Obligations

     —          61,934,585        —          61,934,585  

Loan Assignments

     —          1,964,801        —          1,964,801  

U.S. Government Obligations

     —          390,688,795        —          390,688,795  

Short-Term Foreign Government Obligations

     —          62,639,877        —          62,639,877  

Short-Term U.S. Government Obligations

     —          70,862,200        —          70,862,200  

Other Investment Company

     68,106,198        —          —          68,106,198  

Repurchase Agreements

     —          5,290,102        —          5,290,102  

Exchange-Traded Options Purchased

     1,047,552        —          —          1,047,552  

Over-the-Counter Options Purchased

     3,076,322        689,132        —          3,765,454  

Over-the-Counter Foreign Exchange Options Purchased

     —          694,498        —          694,498  

Over-the-Counter Interest Rate Swaptions Purchased

     —          506,332        —          506,332  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     655,204,099      $     1,032,555,124      $     6,528,028      $     1,694,287,251  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    16         


Transamerica BlackRock Global Allocation VP

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION (continued):

 

Valuation Inputs (continued) (Y)

 

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

Other Financial Instruments

 

Centrally Cleared Credit Default Swap Agreements

   $     —       $     209,278     $     —        $     209,278  

Centrally Cleared Interest Rate Swap Agreements

     —         14,886       —          14,886  

Over-the-Counter Total Return Swap Agreements

     —         188,019       —          188,019  

Over-the-Counter Total Return Swap Agreements - CFD

     —         5,294,419       —          5,294,419  

Futures Contracts (AA)

     177,617       —         —          177,617  

Forward Foreign Currency Contracts (AA)

     —         1,516,688       —          1,516,688  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total Other Financial Instruments

   $     177,617     $     7,223,290     $     —        $     7,400,907  
  

 

 

   

 

 

   

 

 

    

 

 

 

LIABILITIES

         

Other Financial Instruments

         

Exchange-Traded Options Written

   $     (321,770   $     —       $     —        $ (321,770

Over-the-Counter Options Written

     (1,361,193     (2,935,000     —          (4,296,193

Over-the-Counter Foreign Exchange Options Written

     —         (1,261,207     —          (1,261,207

Over-the-Counter Interest Rate Swaptions Written

     —         (307,245     —          (307,245

Centrally Cleared Interest Rate Swap Agreements

     —         (144,805     —          (144,805

Futures Contracts (AA)

     (1,398,272     —         —          (1,398,272

Forward Foreign Currency Contracts (AA)

     —         (3,161,095     —          (3,161,095
  

 

 

   

 

 

   

 

 

    

 

 

 

Total Other Financial Instruments

   $     (3,081,235   $     (7,809,352   $     —        $     (10,890,587
  

 

 

   

 

 

   

 

 

    

 

 

 

Transfers

 

Investments

   Transfers from
Level 1 to Level 3
     Transfers from
Level 3 to Level 1
     Transfers from
Level 2 to Level 3
     Transfers from
Level 3 to Level 2
 

Preferred Stocks (K)

   $      $      $      $ 3,892,162  

Corporate Debt Securities (O)

                   3,523,633         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     3,523,633      $     3,892,162  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Percentage rounds to less than 0.1% or (0.1)%.
(B)      Restricted securities. At September 30, 2019, the value of such securities held by the Portfolio are as follows:

 

Investments

  

Description

   Acquisition
Date
     Acquisition
Cost
     Value      Value as Percentage
of Net Assets
 

Common Stocks

  

Quintis Pty, Ltd.

     10/25/2018      $ 1,059,498      $ 1,420,748        0.1

Common Stocks

  

Fieldwood Energy, Inc.

     04/11/2018        765,274        246,725        0.0 (A) 

Preferred Stocks

  

Palantir Technologies, Inc., 0.00%

     05/02/2014        1,304,158        1,295,647        0.1  

Preferred Stocks

  

Uber Technologies, Inc., 0.00%

     05/02/2014        2,002,180        3,892,162        0.2  

Convertible Bonds

  

REI Agro, Ltd.
5.50%, 11/13/2014

     05/02/2014        395,548        146        0.0 (A) 

Convertible Bonds

  

Bio City Development Co. BV
8.00%, 07/06/2020

     05/02/2014        1,734,480        288,000        0.0 (A) 

Corporate Debt Securities

  

Quintis Australia Pty, Ltd.,

PIK Rate 0.00%, Cash Rate
12.00% 10/01/2028

     07/20/2016      3,264,377        3,336,317        0.2  

Corporate Debt Securities

  

Quintis Australia Pty, Ltd.

PIK Rate 8.00%, Cash Rate
7.50%, 10/01/2026

     07/20/2016 - 04/01/2019        183,426        187,316        0.0 (A) 
        

 

 

    

 

 

    

 

 

 

Total

         $     10,708,941      $     10,667,061        0.6
        

 

 

    

 

 

    

 

 

 

 

(C)      Fair valued as determined in good faith in accordance with procedures established by the Board. At September 30, 2019, the total value of securities is $10,420,190, representing 0.6% of the Portfolio’s net assets.
(D)      Non-income producing securities.
(E)      Securities are Level 3 of the fair value hierarchy.
(F)      All or a portion of the securities are on loan. The total value of all securities on loan is $66,227,514. 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.
(G)      Securities are registered pursuant to Rule 144A of the Securities Act of 1933. Unless otherwise indicated, the securities are deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2019, the total value of 144A securities is $33,114,677, representing 2.0% of the Portfolio’s net assets.
(H)      All or a portion of these securities have been segregated by the custodian as collateral for open over-the-counter options and/or swaptions, swap agreements and forward foreign currency contracts. The total value of such securities is $2,335,857.
(I)      Rates disclosed reflect the yields at September 30, 2019.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    17         


Transamerica BlackRock Global Allocation VP

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS (continued):

 

(J)      Floating or variable rate securities. The rates disclosed are as of September 30, 2019. 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.
(K)      Transferred from Level 3 to 2 due to utilizing observable inputs. As of prior reporting period the security utilized significant unobservable inputs.
(L)      Securities in default; no interest payments received and/or dividends declared during the last 12 months. At September 30, 2019, the total value of such securities is $288,201, 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 September 30, 2019, the total value of Regulation S securities is $44,415,893, representing 2.7% of the Portfolio’s net assets.
(N)      Payment in-kind. Securities pay interest or dividends in the form of additional bonds or preferred stock. If the securities make a cash payment in addition to in-kind, the cash rate is disclosed separately.
(O)      Transferred from Level 2 to 3. For the period ended September 30, 2019, the valuation technique changed for certain investments in Corporate Debt Securities with a total value of $3,523,633 from using a market transaction to using a present value technique. This was considered to be a more relevant measure of fair value as of September 30, 2019.
(P)      Perpetual maturity. The date displayed is the next call date.
(Q)      All or a portion of the security has been segregated by the custodian as collateral to cover margin requirements for open futures contracts. The value of the security is $49,954.
(R)      Securities with a total value of $242,065 have been segregated by the broker as collateral for open over-the-counter options and/or swaptions, swap agreements and forward foreign currency contracts.
(S)      If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (a) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced obligation or (b) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap agreement less the recovery value of the referenced obligation or underlying securities comprising the referenced obligation.
(T)      The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.
(U)      The quoted market prices and resulting values for credit default swap agreements on asset-backed securities and credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative had the notional amount of the swap agreement been closed/sold as of the period ended. Increasing market values, in absolute terms when compared to the notional amount of the swap agreement, represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.
(V)      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.
(W)      The Portfolio receives or pays the total return on a portfolio of short positions underlying the total return swap. In addition, the Portfolio pays or receives a variable rate of interest, based on a specific benchmark, plus or minus a spread in a range of (175)—175 basis points. The benchmark and spread are determined based upon the country and/or currency of the individual underlying positions. The specified benchmarks used in determining the variable rate of interest are the 1-Month USD-LIBOR.
(X)      The Portfolio receives or pays the total return on a portfolio of short positions underlying the total return swap. In addition, the Portfolio pays or receives a variable rate of interest, based on a specific benchmark, plus or minus a spread in a range of (103)—0 basis points. The benchmark and spread are determined based upon the country and/or currency of the individual underlying positions. The specified benchmarks used in determining the variable rate of interest are the 1-Month USD-LIBOR and Federal Funds Rate.
(Y)      The Portfolio recognizes transfers in and out of Level 3 as of September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(Z)      Level 3 securities were not considered significant to the Portfolio.
(AA)      Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).
(AB)      Percentage rounds to less than 0.01% or (0.01)%.

CURRENCY ABBREVIATIONS:

 

AUD

   Australian Dollar

BRL

   Brazilian Real

CAD

   Canadian Dollar

CHF

   Swiss Franc

CLP

   Chilean Peso

EUR

   Euro

GBP

   Pound Sterling

IDR

   Indonesian Rupiah

INR

   Indian Rupee

JPY

   Japanese Yen

MXN

   Mexican Peso

NOK

   Norwegian Krone

NZD

   New Zealand Dollar

SGD

   Singapore Dollar

USD

   United States Dollar

ZAR

   South African Rand

COUNTERPARTY ABBREVIATIONS:

 

BCLY

   Barclays Bank PLC

BNP

   BNP Paribas

BOA

   Bank of America, N.A.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    18         


Transamerica BlackRock Global Allocation VP

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

COUNTERPARTY ABBREVIATIONS (continued):

 

CITI

   Citibank, N.A.

CSI

   Credit Suisse International

DUB

   Deutsche Bank AG

GSC

   Goldman Sachs & Co.

GSI

   Goldman Sachs International

JPM

   JPMorgan Chase Bank, N.A.

MSCS

   Morgan Stanley Capital Services Inc.

NOMI

   Nomura International PLC

SG

   Societe Generale

SSB

   State Street Bank & Trust Co.

UBS

   UBS AG

PORTFOLIO ABBREVIATIONS:

 

ADR

   American Depositary Receipt

BTP

   Buoni del Tesoro Poliennali (Italian Treasury Bonds)

CDOR

   Canadian Dollar Offered Rate

CNX Nifty

   CRISIL NSE Index (National Stock Exchange of India’s Benchmark Index)

CVA

   Commanditaire Vennootschap op Aandelen (Dutch Certificate)

DAX

   Deutscher Aktienindex (Frankfurt Stock Index)

ETF

   Exchange-Traded Fund

LIBOR

   London Interbank Offered Rate

MTN

   Medium Term Note

NASDAQ

   National Association of Securities Dealers Automated Quotations

REIT

   Real Estate Investment Trust

SGX

   Singapore Exchange

SPDR

   Standard & Poor’s Depositary Receipt

STOXX

   Deutsche Börse Group & SIX Group Index

TOPIX

   Tokyo Price Index

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    19         


Transamerica BlackRock Global Real Estate Securities VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS - 97.6%  
Australia - 5.6%  

Centuria Capital Group

     890,964        $  1,322,984  

Charter Hall Group, REIT

     249,880        1,964,849  

Dexus, REIT

     1,175,333        9,463,963  

Goodman Group, REIT

     1,357,217        12,989,642  

LendLease Group

     1,104,322        13,088,561  

New South Resources, Ltd. (A)

     4,837,867        5,861,247  

NEXTDC, Ltd. (A) (B)

     2,421,407        10,067,466  
     

 

 

 
        54,758,712  
     

 

 

 
Belgium - 0.5%  

Aedifica SA, REIT

     42,068        4,869,486  
     

 

 

 
Canada - 1.6%  

Canadian Apartment Properties, REIT

     133,698        5,496,871  

RioCan, REIT

     512,891        10,212,526  
     

 

 

 
        15,709,397  
     

 

 

 
France - 1.0%  

Unibail-Rodamco-Westfield, REIT

     68,101        9,927,822  
     

 

 

 
Germany - 5.2%  

alstria office AG, REIT

     339,219        5,819,580  

Godewind Immobilien AG (A) (C)

     1,110,366        5,107,229  

LEG Immobilien AG

     92,764        10,616,356  

TLG Immobilien AG

     357,398        9,719,174  

Vonovia SE

     380,445        19,302,709  
     

 

 

 
        50,565,048  
     

 

 

 
Hong Kong - 6.0%  

CK Asset Holdings, Ltd.

     2,785,000        18,868,227  

Kerry Properties, Ltd.

     580,500        1,788,672  

Link, REIT

     1,636,500        18,050,630  

New World Development Co., Ltd.

     1,625,000        2,110,632  

Sun Hung Kai Properties, Ltd.

     225,500        3,245,391  

Swire Properties, Ltd.

     3,634,000        11,405,948  

Wheelock & Co., Ltd.

     575,000        3,275,674  
     

 

 

 
        58,745,174  
     

 

 

 
Japan - 12.2%  

Comforia Residential, Inc., REIT

     1,358        4,358,160  

Daito Trust Construction Co., Ltd. (B)

     72,600        9,272,657  

Daiwa House Industry Co., Ltd. (B)

     349,300        11,326,204  

GLP J-REIT

     9,439        12,518,406  

Hankyu Hanshin, Inc., REIT

     715        1,066,631  

Heiwa Real Estate, Inc., REIT

     842        1,083,211  

Hulic, Inc., REIT

     6,528        11,990,389  

Ichigo Office Investment, REIT

     6,071        6,316,647  

Japan Real Estate Investment Corp., REIT

     726        4,867,977  

Kenedix Office Investment Corp., REIT

     1,278        10,093,984  

Mitsui Fudosan Co., Ltd.

     785,400        19,459,760  

Nippon Building Fund, Inc., REIT

     670        5,143,121  

Sumitomo Realty & Development Co., Ltd.

     387,200        14,728,819  

Tokyu Fudosan Holdings Corp. (B)

     1,142,700        7,281,575  
     

 

 

 
        119,507,541  
     

 

 

 
Luxembourg - 1.1%  

Aroundtown SA

     1,379,616        11,283,862  
     

 

 

 
Netherlands - 0.5%  

InterXion Holding NV (A)

     66,875        5,447,638  
     

 

 

 
     Shares      Value  
COMMON STOCKS (continued)  
New Zealand - 0.4%  

Goodman Property Trust, REIT

     2,624,950        $   3,640,892  
     

 

 

 
Norway - 1.1%  

Entra ASA (C)

     704,066        11,035,796  
     

 

 

 
Singapore - 2.6%  

Ascendas, REIT

     3,662,800        8,268,231  

Cromwell European Real Estate Investment Trust

     4,444,600        2,446,419  

Keppel DC, REIT

     2,253,300        3,113,847  

Lendlease Global Commercial, REIT (A) (D)

     19,035,518        12,119,709  
     

 

 

 
        25,948,206  
     

 

 

 
Spain - 1.4%  

Aedas Homes SAU (A) (C)

     241,355        5,537,517  

Inmobiliaria Colonial Socimi SA, REIT

     657,178        7,929,346  
     

 

 

 
        13,466,863  
     

 

 

 
Sweden - 1.6%  

Castellum AB

     413,395        8,852,420  

Kungsleden AB

     743,217        6,749,620  
     

 

 

 
        15,602,040  
     

 

 

 
Thailand - 0.5%  

Asset World Corp. PCL (A) (E)

     24,791,064        4,863,377  
     

 

 

 
United Kingdom - 3.9%  

Assura PLC, REIT

     6,199,223        5,434,665  

Derwent London PLC, REIT

     126,599        5,245,733  

Grainger PLC

     1,911,186        5,780,749  

Land Securities Group PLC, REIT (B)

     483,184        5,087,861  

Segro PLC, REIT

     1,056,696        10,534,400  

Tritax Big Box PLC, REIT

     3,347,999        6,158,330  
     

 

 

 
        38,241,738  
     

 

 

 
United States - 52.4%  

Alexandria Real Estate Equities, Inc., REIT

     157,414        24,248,053  

American Homes 4 Rent Trust, Class A, REIT

     531,764        13,767,370  

AvalonBay Communities, Inc., REIT

     143,289        30,854,420  

Boston Properties, Inc., REIT

     161,846        20,984,952  

CareTrust, Inc., REIT

     579,423        13,619,338  

Digital Realty Trust, Inc., REIT

     77,763        10,094,415  

Douglas Emmett, Inc., REIT

     120,219        5,148,980  

EPR Properties, REIT

     147,513        11,337,849  

Equinix, Inc., REIT

     57,293        33,046,602  

Equity Residential, REIT

     215,045        18,549,782  

Extra Space Storage, Inc., REIT

     164,272        19,190,255  

Federal Realty Investment Trust, REIT

     86,739        11,808,648  

Healthcare Trust of America, Inc., Class A, REIT

     223,887        6,577,800  

Highwoods Properties, Inc., REIT

     262,039        11,776,033  

Host Hotels & Resorts, Inc., REIT

     1,230,052        21,267,599  

Hudson Pacific Properties, Inc., REIT

     225,811        7,555,636  

Invitation Homes, Inc., REIT

     223,461        6,616,680  

Plymouth Industrial, Inc., REIT

     135,149        2,475,930  

Prologis, Inc., REIT

     419,574        35,756,096  

Regency Centers Corp., REIT

     230,356        16,007,438  

Rexford Industrial Realty, Inc., REIT

     411,992        18,135,888  

Simon Property Group, Inc., REIT

     197,651        30,764,378  

Spirit Realty Capital, Inc., REIT

     505,240        24,180,786  

STAG Industrial, Inc., REIT

     395,556        11,660,991  

Sun Communities, Inc., REIT

     134,305        19,937,577  

Sunstone Hotel Investors, Inc., REIT

     331,696        4,557,503  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    1         


Transamerica BlackRock Global Real Estate Securities VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
United States (continued)  

UDR, Inc., REIT

     414,827        $   20,110,813  

Ventas, Inc., REIT

     461,345        33,692,025  

VEREIT, Inc.

     1,098,602        10,744,328  

VICI Properties, Inc., REIT

     730,821        16,553,096  

Welltower, Inc., REIT

     25,306        2,293,989  
     

 

 

 
        513,315,250  
     

 

 

 

Total Common Stocks
(Cost $886,456,570)

 

     956,928,842  
  

 

 

 
RIGHT - 0.0% (F)  
Singapore - 0.0% (F)  

Keppel DC, REIT, (A) 
Exercise Price SGD 1.71,
Expiration Date 10/07/2019

     236,597        34,236  
     

 

 

 

Total Right
(Cost $0)

 

     34,236  
  

 

 

 
OTHER INVESTMENT COMPANY - 2.5%  
Securities Lending Collateral - 2.5%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (G)

     24,201,615        24,201,615  
     

 

 

 

Total Other Investment Company
(Cost $24,201,615)

 

     24,201,615  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 3.7%  

Fixed Income Clearing Corp., 1.05% (G), dated 09/30/2019, to be repurchased at $35,987,106 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.13%, due 09/30/2021, and with a value of $36,708,706.

     $  35,986,056        35,986,056  
     

 

 

 

Total Repurchase Agreement
(Cost $35,986,056)

 

     35,986,056  
  

 

 

 

Total Investments
(Cost $946,644,241)

 

     1,017,150,749  

Net Other Assets (Liabilities) - (3.8)%

        (37,021,647
     

 

 

 

Net Assets - 100.0%

        $  980,129,102  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica BlackRock Global Real Estate Securities VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

OVER-THE-COUNTER SWAP AGREEMENTS:

 

Total Return Swap Agreements

 

 

Reference Entity

   Counterparty    Expiration
Date
   Notional
Amount
   Notional Amount as a
Percentage of Net
Assets
  Value    Net Unrealized
Appreciation
(Depreciation)

Contracts for Difference

 

Equity Securities Long (H)

       GSI        10/21/2019        USD        2,287,146        0.2 %     $     2,340,416      $     53,270

FORWARD FOREIGN CURRENCY CONTRACTS:

 

 

Counterparty

     Settlement Date    Currency
Purchased
     Currency
Sold
     Unrealized
Appreciation
     Unrealized
Depreciation
 

BNP

     10/15/2019    USD      1,023,844      EUR      908,000      $ 32,970      $ —    

BNP

     10/15/2019    USD      1,619,508      HKD      12,701,000        —          (1,420

BNP

     10/15/2019    USD      1,259      NOK      11,000        50        —    

BNP

     10/15/2019    USD      1,519,115      SEK      14,642,000        30,160        —    

BNP

     10/15/2019    USD      1,072,233      SGD      1,489,000        —          (5,258

BNP

     10/15/2019    EUR      626,000      USD      701,611        —          (18,476

BNP

     10/15/2019    CHF      1,103,000      USD      1,126,115        —          (19,419

BNP

     10/15/2019    GBP      340,000      USD      420,458        —          (2,137

BNP

     10/15/2019    CAD      415,000      USD      315,268        —          (1,945

BOA

     10/15/2019    USD      2,433,909      EUR      2,190,000        44,027        —    

BOA

     10/15/2019    USD      821,298      JPY      87,874,000        7,724        —    

BOA

     10/15/2019    USD      8,331,404      NOK      71,096,000            514,317        —    

BOA

     10/15/2019    CAD      612,000      USD      461,714        476        (134

BOA

     10/15/2019    AUD      5,402,000      USD      3,722,484        —          (74,306

BOA

     10/15/2019    JPY      1,539,814,000      USD      14,326,735        —          (70,493

BOA

     10/15/2019    GBP      3,540,000      USD      4,457,848        —          (102,381

BOA

     10/15/2019    SEK      847,000      USD      90,832        —          (4,700

BOA

     10/15/2019    ILS      22,941,000      USD      6,498,383        106,489        —    

CITI

     10/15/2019    USD      3,424,270      AUD      5,039,000        21,238        —    

CITI

     10/15/2019    USD      625,925      CAD      831,000        —          (1,475

CITI

     10/15/2019    USD      1,707,615      GBP      1,406,000        —          (22,268

CITI

     10/15/2019    USD      3,110,894      JPY      333,326,000        27,995        (3,173

CITI

     10/15/2019    USD      1,297,023      NOK      11,642,000        16,972        —    

CITI

     10/15/2019    USD      466,926      SEK      4,481,000        11,250        —    

CITI

     10/15/2019    EUR      1,634,000      USD      1,808,532        —          (25,396

CITI

     10/15/2019    SGD      2,968,000      USD      2,152,515        252        (5,022

CITI

     10/15/2019    GBP      326,000      USD      402,991        —          (1,894

CITI

     10/15/2019    HKD      2,837,000      USD      361,950        114        —    

GSI

     10/15/2019    USD      1,668,305      EUR      1,488,000        44,495        —    

GSI

     10/15/2019    USD      270,498      GBP      221,000        —          (1,411

GSI

     10/15/2019    USD      1,402,563      HKD      11,001,000        —          (1,407

GSI

     10/15/2019    USD      3,447,561      JPY      370,229,000        19,826        —    

GSI

     10/15/2019    USD      163,335      NOK      1,450,000        3,906        —    

GSI

     10/15/2019    JPY      981,530,000      USD      9,165,636        496        (78,717

GSI

     10/15/2019    HKD      2,605,000      USD      332,189        267        —    

GSI

     10/15/2019    AUD      2,174,000      USD      1,500,648        —          (32,462

GSI

     10/15/2019    EUR      960,000      USD      1,076,463        —          (28,843

HSBC

     10/15/2019    USD      735,332      EUR      652,000        23,823        —    

HSBC

     10/15/2019    USD      586,491      GBP      474,000        3,301        —    

HSBC

     10/15/2019    USD      5,159,375      HKD      40,415,000        4,921        (3,393

HSBC

     10/15/2019    USD      195,018      NOK      1,706,000        7,442        —    

HSBC

     10/15/2019    USD      452,555      SGD      628,000        —          (1,887

HSBC

     10/15/2019    AUD      346,000      USD      236,924        —          (3,256

HSBC

     10/15/2019    SGD      753,000      USD      547,763        —          (2,866

HSBC

     10/15/2019    JPY      531,906,000      USD      4,982,483        180        (58,054

HSBC

     10/15/2019    HKD      71,739,000      USD      9,152,340        3,142        —    

HSBC

     10/15/2019    SEK      22,414,000      USD      2,375,615        —          (96,321

HSBC

     10/15/2019    CHF      8,429,000      USD      8,615,654        —              (158,414

HSBC

     10/15/2019    ZAR      5,176,000      USD      365,458        —          (24,412

HSBC

     10/15/2019    GBP      39,000      USD      48,492        —          (508

JPM

     10/15/2019    USD      4,027,901      AUD      5,926,000        29,069        (3,224

JPM

     10/15/2019    USD      16,596,112      EUR      14,814,000        430,034         

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    3         


Transamerica BlackRock Global Real Estate Securities VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

FORWARD FOREIGN CURRENCY CONTRACTS (continued):

 

 

Counterparty

     Settlement Date      Currency
Purchased
     Currency
Sold
     Unrealized
Appreciation
     Unrealized
Depreciation
 

JPM

       10/15/2019      USD      3,833,546      GBP      3,095,000      $ 29,511      $ (3,922

JPM

       10/15/2019      USD      7,897,974      JPY      844,671,000        77,657        —    

JPM

       10/15/2019      USD      839,493      NOK      7,403,000        25,524        —    

JPM

       10/15/2019      USD      860,297      SEK      8,013,000        45,450        —    

JPM

       10/15/2019      GBP      1,178,000      USD      1,441,723        8,898        (1,259

JPM

       10/15/2019      EUR      4,987,000      USD      5,562,631        —          (120,466

JPM

       10/15/2019      AUD      1,971,000      USD      1,336,912        1,775        (7,595

JPM

       10/15/2019      JPY      860,323,000      USD      8,067,801        —          (102,570

JPM

       10/15/2019      SGD      4,508,000      USD      3,250,572        11,570        —    

JPM

       10/15/2019      NOK      6,802,000      USD      778,408        —          (30,520

JPM

       10/15/2019      CAD      664,000      USD      505,350        18        (4,051

JPM

       10/15/2019      SEK      1,578,000      USD      161,040        —          (573

JPM

       10/15/2019      NZD      1,182,000      USD      789,353        —          (48,918

SSB

       10/15/2019      USD      14,276,374      AUD      20,835,000        205,692        —    

SSB

       10/15/2019      USD      284,343      CAD      370,000        4,995        —    

SSB

       10/15/2019      USD      7,611,840      EUR      6,763,000        231,580        —    

SSB

       10/15/2019      USD      2,443,408      GBP      1,966,000        26,545        (2,021

SSB

       10/15/2019      USD      20,281,297      JPY      2,186,650,000        41,203        (4,826

SSB

       10/15/2019      USD      123,689      NOK      1,075,000        5,492        —    

SSB

       10/15/2019      USD      339,407      SEK      3,158,000        18,267        —    

SSB

       10/15/2019      USD      2,821,440      SGD      3,882,000        12,293        —    

SSB

       10/15/2019      SGD      25,351,000      USD      18,494,301        29,245        (178,698

SSB

       10/15/2019      AUD      12,098,000      USD      8,187,966        5,945        (23,663

SSB

       10/15/2019      GBP      1,885,000      USD      2,347,252        848        (28,876

SSB

       10/15/2019      JPY      1,848,839,000      USD      17,357,933        —          (240,608

SSB

       10/15/2019      CAD      65,000      USD      49,338        30        (293

SSB

       10/15/2019      EUR      7,528,000      USD      8,321,857        —          (106,774

SSB

       10/15/2019      HKD      34,196,000      USD      4,372,538        221        (8,594

SSB

       10/15/2019      SEK      1,998,000      USD      214,033        —          (10,855

UBS

       10/15/2019      USD      7,742      AUD      11,000        313        —    

UBS

       10/15/2019      USD      1,619,291      EUR      1,455,000        31,493        —    

UBS

       10/15/2019      USD      1,409,693      GBP      1,166,000        —          (24,904

UBS

       10/15/2019      USD      7,450,379      HKD      58,398,000        —          (2,496

UBS

       10/15/2019      USD      1,312,069      NZD      2,095,000        —          (291

UBS

       10/15/2019      SGD      2,795,000      USD      2,015,661        7,587        (690

UBS

       10/15/2019      JPY      512,209,000      USD      4,819,456        —          (77,212

UBS

       10/15/2019      EUR      1,577,000      USD      1,730,294        —          (9,360

UBS

       10/15/2019      AUD      2,624,000      USD      1,806,070        —          (33,982

UBS

       10/15/2019      HKD      2,072,000      USD      264,817        —          (383

UBS

       10/15/2019      CAD      12,000      USD      9,216        —          (156
                   

 

 

    

 

 

 
Total               $     2,207,088      $     (1,929,628
                   

 

 

    

 

 

 

INVESTMENTS BY INDUSTRY:

 

 

Industry

   Percentage of
Total Investments
  Value

Equity Real Estate Investment Trusts

       71.3 %       $    725,424,061

Real Estate Management & Development

       21.1       214,700,929

IT Services

       1.5       15,515,104

Capital Markets

       0.2       1,322,984
    

 

 

     

 

 

 

Investments

       94.1       956,963,078

Short-Term Investments

       5.9       60,187,671
    

 

 

     

 

 

 

Total Investments

       100.0 %       $    1,017,150,749
    

 

 

     

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    4         


Transamerica BlackRock Global Real Estate Securities VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (I)

 

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

ASSETS

          

Investments

          

Common Stocks

   $ 534,472,285      $ 422,456,557     $ —        $ 956,928,842  

Right

     —          34,236       —          34,236  

Other Investment Company

     24,201,615        —         —          24,201,615  

Repurchase Agreement

     —          35,986,056       —          35,986,056  
  

 

 

    

 

 

   

 

 

    

 

 

 

Total Investments

   $     558,673,900      $     458,476,849     $     —        $     1,017,150,749  
  

 

 

    

 

 

   

 

 

    

 

 

 

Other Financial Instruments

 

Over-the-Counter Total Return Swap Agreements - CFD

   $ —        $ 2,340,416     $ —        $ 2,340,416  

Forward Foreign Currency Contracts (J)

     —          2,207,088       —          2,207,088  
  

 

 

    

 

 

   

 

 

    

 

 

 

Total Other Financial Instruments

   $ —        $ 4,547,504     $ —        $ 4,547,504  
  

 

 

    

 

 

   

 

 

    

 

 

 

LIABILITIES

 

Other Financial Instruments

 

Forward Foreign Currency Contracts (J)

   $ —        $ (1,929,628   $ —        $ (1,929,628
  

 

 

    

 

 

   

 

 

    

 

 

 

Total Other Financial Instruments

   $ —        $ (1,929,628   $ —        $ (1,929,628
  

 

 

    

 

 

   

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing securities.
(B)      All or a portion of the securities are on loan. The total value of all securities on loan is $23,024,145. 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.
(C)      Securities are registered pursuant to Rule 144A of the Securities Act of 1933. Unless otherwise indicated, the securities are deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2019, the total value of 144A securities is $21,680,542, representing 2.2% of the Portfolio’s net assets.
(D)      Fair valued as determined in good faith in accordance with procedures established by the Board. At September 30, 2019, the value of the security is $12,119,709, representing 1.2% of the Portfolio’s net assets.
(E)      When-issued, delayed-delivery and/or forward commitment (including TBAs) security. Security to be settled and delivered after September 30, 2019. Security may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement.
(F)      Percentage rounds to less than 0.1% or (0.1)%.
(G)      Rates disclosed reflect the yields at September 30, 2019.
(H)      The Portfolio receives or pays the total return on a portfolio of long positions underlying the total return swap. In addition, the Portfolio pays or receives a variable rate of interest, based on a specific benchmark, with an average spread of 20 basis points. The benchmark and spread are determined based upon the country and/or currency of the individual underlying positions. The specified benchmarks used in determining the variable rate of interest is the 3-Month USD-LIBOR.
(I)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(J)      Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).

CURRENCY ABBREVIATIONS:

 

AUD

   Australian Dollar

CAD

   Canadian Dollar

CHF

   Swiss Franc

EUR

   Euro

GBP

   Pound Sterling

HKD

   Hong Kong Dollar

ILS

   Israel New Shekel

JPY

   Japanese Yen

NOK

   Norwegian Krone

NZD

   New Zealand Dollar

SEK

   Swedish Krona

SGD

   Singapore Dollar

USD

   United States Dollar

ZAR

   South African Rand

COUNTERPARTY ABBREVIATIONS:

 

BNP

   BNP Paribas

BOA

   Bank of America, N.A.

CITI

   Citibank, N.A.

GSI

   Goldman Sachs International

HSBC

   HSBC Bank USA

JPM

   JPMorgan Chase Bank, N.A.

SSB

   State Street Bank & Trust Co.

UBS

   UBS AG

PORTFOLIO ABBREVIATIONS:

 

J-REIT

   Japan-Real Estate Investment Trust

LIBOR

   London Interbank Offered Rate

REIT

   Real Estate Investment Trust

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    5         


Transamerica BlackRock Smart Beta 40 VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCK - 0.0%  
Banks - 0.0%  

Banco Espirito Santo SA (A) (B) (C) (D)

     8,203        $  0  
     

 

 

 

Total Common Stock
(Cost $9,697)

 

     0  
  

 

 

 
EXCHANGE-TRADED FUNDS - 99.9%  
International Equity Funds - 9.7%  

iShares Edge MSCI Min Vol EAFE ETF (E)

     354,802        25,999,890  

iShares Edge MSCI Min Vol Emerging Markets ETF

     121,941        6,961,612  
     

 

 

 
        32,961,502  
     

 

 

 
U.S. Equity Funds - 30.4%  

iShares Edge MSCI Min Vol USA ETF (E)

     351,739        22,546,470  

iShares Edge MSCI USA Momentum Factor ETF (E)

     187,373        22,344,230  

iShares Edge MSCI USA Quality Factor ETF (E)

     237,468        21,942,043  

iShares Edge MSCI USA Size Factor ETF

     157,599        14,306,837  

iShares Edge MSCI USA Value Factor ETF (E)

     264,962        21,737,483  
     

 

 

 
        102,877,063  
     

 

 

 
U.S. Fixed Income Funds - 59.8%  

iShares Broad USD Investment Grade Corporate Bond ETF (E)

     590,993        34,443,072  

iShares Core U.S. Aggregate Bond ETF

     1,480,400        167,536,868  
     

 

 

 
        201,979,940  
     

 

 

 

Total Exchange-Traded Funds
(Cost $310,772,789)

 

     337,818,505  
  

 

 

 
     Shares      Value  
OTHER INVESTMENT COMPANY - 12.9%  
Securities Lending Collateral - 12.9%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (F)

     43,480,360        $   43,480,360  
     

 

 

 

Total Other Investment Company
(Cost $43,480,360)

 

     43,480,360  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 0.1%  

Fixed Income Clearing Corp., 1.05% (F), dated 09/30/2019, to be repurchased at $379,512 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.13%, due 09/30/2021, and with a value of $390,834.

     $  379,501        379,501  
     

 

 

 

Total Repurchase Agreement
(Cost $379,501)

 

     379,501  
  

 

 

 

Total Investments
(Cost $354,642,347)

 

     381,678,366  

Net Other Assets (Liabilities) - (12.9)%

        (43,754,581
     

 

 

 

Net Assets - 100.0%

        $  337,923,785  
     

 

 

 
 

 

SECURITY VALUATION:

 

Valuation Inputs (G)

 

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

ASSETS

           

Investments

 

Common Stock

   $ —        $ —        $ 0      $ 0  

Exchange-Traded Funds

     337,818,505        —          —          337,818,505  

Other Investment Company

     43,480,360        —          —          43,480,360  

Repurchase Agreement

     —          379,501        —          379,501  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     381,298,865      $     379,501      $     0      $     381,678,366  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Security is Level 3 of the fair value hierarchy.
(B)      Security deemed worthless.
(C)      Fair valued as determined in good faith in accordance with procedures established by the Board. At September 30, 2019, the value of the security is $0, representing 0.0% of the Portfolio’s net assets.
(D)      Non-income producing security.
(E)      All or a portion of the securities are on loan. The total value of all securities on loan is $42,596,269. 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.
(F)      Rates disclosed reflect the yields at September 30, 2019.
(G)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(H)      Level 3 securities were not considered significant to the Portfolio.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    1         


Transamerica BlackRock Smart Beta 50 VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUNDS - 99.7%  
International Equity Funds - 12.4%  

iShares Edge MSCI Min Vol EAFE ETF

     351,749        $  25,776,167  

iShares Edge MSCI Min Vol Emerging Markets ETF

     126,479        7,220,686  
     

 

 

 
        32,996,853  
     

 

 

 
U.S. Equity Funds - 37.5%  

iShares Edge MSCI Min Vol USA ETF

     346,241        22,194,048  

iShares Edge MSCI USA Momentum Factor ETF (A)

     181,578        21,653,177  

iShares Edge MSCI USA Quality Factor ETF (A)

     234,416        21,660,038  

iShares Edge MSCI USA Size Factor ETF

     138,923        12,611,430  

iShares Edge MSCI USA Value Factor ETF

     262,849        21,564,132  
     

 

 

 
        99,682,825  
     

 

 

 
U.S. Fixed Income Fund - 49.8%  

iShares Core U.S. Aggregate Bond ETF

     1,168,025        132,185,389  
     

 

 

 

Total Exchange-Traded Funds
(Cost $246,930,579)

 

     264,865,067  
  

 

 

 
     Shares      Value  
OTHER INVESTMENT COMPANY - 1.5%  
Securities Lending Collateral - 1.5%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (B)

     4,072,534        $   4,072,534  
     

 

 

 

Total Other Investment Company
(Cost $4,072,534)

 

     4,072,534  
  

 

 

 

Total Investments
(Cost $251,003,113)

 

     268,937,601  

Net Other Assets (Liabilities) - (1.2)%

        (3,103,720
     

 

 

 

Net Assets - 100.0%

        $  265,833,881  
     

 

 

 
 

 

SECURITY VALUATION:

 

Valuation Inputs (C)

 

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

ASSETS

           

Investments

 

Exchange-Traded Funds

   $ 264,865,067      $ —        $ —        $ 264,865,067  

Other Investment Company

     4,072,534        —          —          4,072,534  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     268,937,601      $     —        $     —        $     268,937,601  
  

 

 

    

 

 

    

 

 

    

 

 

 

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 $3,989,156. 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)      Rate disclosed reflects the yield at September 30, 2019.
(C)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    1         


Transamerica BlackRock Smart Beta 75 VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUNDS - 99.7%  
International Equity Funds - 18.6%  

iShares Edge MSCI Min Vol EAFE ETF

     243,214        $  17,822,722  

iShares Edge MSCI Min Vol Emerging Markets ETF

     86,702        4,949,817  
     

 

 

 
        22,772,539  
     

 

 

 
U.S. Equity Funds - 56.3%  

iShares Edge MSCI Min Vol USA ETF

     236,639        15,168,560  

iShares Edge MSCI USA Momentum Factor ETF (A)

     126,417        15,075,228  

iShares Edge MSCI USA Quality Factor ETF

     163,375        15,095,850  

iShares Edge MSCI USA Size Factor ETF

     98,768        8,966,159  

iShares Edge MSCI USA Value Factor ETF

     179,880        14,757,355  
     

 

 

 
        69,063,152  
     

 

 

 
U.S. Fixed Income Fund - 24.8%  

iShares Core U.S. Aggregate Bond ETF

     269,390        30,486,866  
     

 

 

 

Total Exchange-Traded Funds
(Cost $113,012,507)

 

     122,322,557  
  

 

 

 
     Shares      Value  

OTHER INVESTMENT COMPANY - 4.7%

 

Securities Lending Collateral - 4.7%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (B)

     5,795,300        $   5,795,300  
     

 

 

 

Total Other Investment Company
(Cost $5,795,300)

 

     5,795,300  
  

 

 

 

Total Investments
(Cost $118,807,807)

 

     128,117,857  

Net Other Assets (Liabilities) - (4.4)%

        (5,420,814
     

 

 

 

Net Assets - 100.0%

        $  122,697,043  
     

 

 

 
 

 

SECURITY VALUATION:

 

Valuation Inputs (C)

 

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

ASSETS

           

Investments

           

Exchange-Traded Funds

   $ 122,322,557      $ —        $ —        $ 122,322,557  

Other Investment Company

     5,795,300        —          —          5,795,300  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     128,117,857      $     —        $     —        $     128,117,857  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      All or a portion of the security is on loan. The value of the security on loan is $5,676,300. The amount on loan indicated may not correspond with the security on loan identified because a security with pending sales are in the process of recall from the brokers.
(B)      Rate disclosed reflects the yield at September 30, 2019.
(C)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    1         


Transamerica BlackRock Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUNDS - 4.7%  
U.S. Equity Fund - 2.2%  

SPDR S&P 500 ETF Trust

     102,668        $  30,468,783  
     

 

 

 
U.S. Fixed Income Funds - 2.5%  

SPDR Bloomberg Barclays 1-3 Month T-Bill ETF

     310,036        28,396,197  

SPDR Portfolio Long Term Treasury ETF

     3,233        132,650  

Vanguard Extended Duration Treasury ETF

     1,126        159,104  

Vanguard Total Bond Market ETF

     79,321        6,697,072  
     

 

 

 
        35,385,023  
     

 

 

 

Total Exchange-Traded Funds
(Cost $64,566,302)

 

     65,853,806  
  

 

 

 
INVESTMENT COMPANIES - 94.8%  
International Alternative Fund - 0.0% (A)  

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

     13,521        46,493  
     

 

 

 
International Equity Funds - 8.7%  

Transamerica Greystone International Growth VP (C)

     10,204,805        77,454,469  

Transamerica TS&W International Equity VP (C)

     3,381,066        43,007,162  
     

 

 

 
        120,461,631  
     

 

 

 
U.S. Equity Funds - 33.0%  

Transamerica Barrow Hanley Dividend Focused VP (C)

     3,267,195        69,591,243  

Transamerica JPMorgan Enhanced Index VP (C)

     8,967,246        179,613,929  

Transamerica JPMorgan Mid Cap Value VP (C)

     1,215,227        18,714,489  

Transamerica Large Cap Value (C)

     3,243,337        35,968,609  

Transamerica Morgan Stanley Capital Growth VP (C)

     1,493,790        25,603,567  

Transamerica T. Rowe Price Small Cap VP (C)

     2,915,279        44,079,019  

Transamerica WMC US Growth VP (C)

     2,785,762        85,439,326  
     

 

 

 
        459,010,182  
     

 

 

 
U.S. Fixed Income Funds - 25.6%  

Transamerica JPMorgan Core Bond VP (C)

     22,134,327        293,279,830  

Transamerica Short-Term Bond (C)

     6,241,918        62,980,951  
     

 

 

 
        356,260,781  
     

 

 

 
U.S. Mixed Allocation Fund - 27.5%  

Transamerica PIMCO Total Return VP (C)

     32,451,395        381,952,919  
     

 

 

 

Total Investment Companies
(Cost $1,317,901,307)

 

     1,317,732,006  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 0.3%  

Fixed Income Clearing Corp., 1.05% (F), dated 09/30/2019, to be repurchased at $3,959,348 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $4,040,711.

     $  3,959,232        $   3,959,232  
     

 

 

 

Total Repurchase Agreement
(Cost $3,959,232)

 

     3,959,232  
  

 

 

 

Total Investments
(Cost $1,386,426,841)

 

     1,387,545,044  

Net Other Assets (Liabilities) - 0.2%

        3,012,719  
     

 

 

 

Net Assets - 100.0%

        $  1,390,557,763  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    1         


Transamerica BlackRock Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (G)

 

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

ASSETS

           

Investments

           

Exchange-Traded Funds

   $ 65,853,806      $ —        $ —        $ 65,853,806  

Investment Companies

     1,317,685,513        —          —          1,317,685,513  

Repurchase Agreement

     —          3,959,232        —          3,959,232  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,383,539,319      $     3,959,232      $     —        $     1,387,498,551  
  

 

 

    

 

 

    

 

 

    

 

 

 

Investment Companies Measured at Net Asset Value (D)

              46,493  
           

 

 

 

Total Investments

            $ 1,387,545,044  
           

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Percentage rounds to less than 0.1% or (0.1)%.
(B)      Non-income producing security.
(C)      Affiliated investment in the Class I2 shares and liquidating trusts of Transamerica Funds and/or investment in the Initial Class shares of Transamerica Series Trust. The Portfolio’s transactions and earnings are as follows:

 

Affiliated Investments

  Value
December 31, 2018
    Purchases
at Cost
    Proceeds
from Sales
    Net
Realized
Gain (Loss)
    Net Change in
Unrealized
Appreciation
(Depreciation)
    Value
September 30, 2019
    Shares as of
September 30, 2019
    Dividend
Income
    Net Capital
Gain
Distributions
 

Transamerica Barrow Hanley Dividend Focused VP

  $ 71,221,406     $ 19,295,327     $ (19,700,000   $ 3,280,734     $ (4,506,224   $ 69,591,243       3,267,195     $ 1,692,971     $ 10,402,356  

Transamerica Global Allocation Liquidating Trust

    400,774       —         (340,741     (339,524     325,984       46,493       13,521       —         —    

Transamerica Greystone International Growth VP

    88,601,873       25,168,505       (35,100,000     (4,042,553     2,826,644       77,454,469       10,204,805       1,265,185       12,703,321  

Transamerica Jennison Growth VP

    52,831,088       11,489,729       (65,374,814     (856,567     1,910,564       —         —         214,471       7,575,258  

Transamerica JPMorgan Core Bond VP

    277,954,693       54,109,173       (55,100,000     (424,322     16,740,286       293,279,830       22,134,327       7,709,173       —    

Transamerica JPMorgan Enhanced Index VP

    187,583,281       41,348,043       (58,500,000     6,338,025       2,844,580       179,613,929       8,967,246       2,870,537       20,477,506  

Transamerica JPMorgan Mid Cap Value VP

    18,260,676       3,316,354       (4,300,000     181,213       1,256,246       18,714,489       1,215,227       292,452       1,623,901  

Transamerica Large Cap Value

    38,899,374       3,573,028       (10,800,000     (2,087,957     6,384,164       35,968,609       3,243,337       573,028       —    

Transamerica Morgan Stanley Capital Growth VP

    13,407,701       15,701,482       (4,400,000     (937,786     1,832,170       25,603,567       1,493,790       —         1,001,482  

Transamerica PIMCO Total Return VP

    373,798,456       84,379,231       (99,200,000     (511,047     23,486,279       381,952,919       32,451,395       9,479,231       —    

Transamerica Short-Term Bond

    1,460,661       82,084,667       (21,204,132     162,129       477,626       62,980,951       6,241,918       680,535       —    

Transamerica T. Rowe Price Small Cap VP

    45,625,735       6,892,893       (12,800,000     (1,918,571     6,278,962       44,079,019       2,915,279       —         4,592,893  

Transamerica TS&W International Equity VP

    49,196,451       8,497,457       (17,900,000     (1,817,484     5,030,738       43,007,162       3,381,066       616,480       680,977  

Transamerica WMC US Growth VP

    52,228,462       41,705,225       (15,600,000     (836,592     7,942,231       85,439,326       2,785,762       595,317       3,809,908  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     1,271,470,631     $     397,561,114     $     (420,319,687   $     (3,810,302   $     72,830,250     $     1,317,732,006           98,314,868     $     25,989,380     $     62,867,602  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

(D)      Certain investments are measured at fair value using the net asset value per share, or its equivalent, practical expedient and have not been classified in the fair value levels. The fair value amount presented is intended to permit reconciliation to the Total Investments amount presented within the Schedule of Investments.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica BlackRock Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS (continued):

 

(E)      Restricted security. At September 30, 2019, the value of such security held by the Portfolio is as follows:

 

Investments

  

Description

   Acquisition
Date
     Acquisition
Cost
     Value      Value as Percentage
of Net Assets
 

Investment Companies

  

Transamerica Global Allocation Liquidating Trust

     07/31/2014      $     139,107      $     46,493        0.0 %(A) 

 

(F)      Rate disclosed reflects the yield at September 30, 2019.
(G)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    3         


Transamerica Greystone International Growth VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS - 96.9%  
Australia - 1.2%  

Northern Star Resources, Ltd.

     723,193        $  5,388,836  
     

 

 

 
Austria - 1.0%  

Erste Group Bank AG (A)

     141,300        4,672,663  
     

 

 

 
China - 8.0%  

ANTA Sports Products, Ltd.

     1,437,000        11,889,897  

NetEase, Inc., ADR

     20,028        5,331,053  

Ping An Insurance Group Co. of China, Ltd.,
H Shares

     828,600        9,520,067  

Tencent Holdings, Ltd.

     229,000        9,647,703  
     

 

 

 
        36,388,720  
     

 

 

 
Finland - 2.0%  

Neste OYJ (B)

     274,800        9,096,372  
     

 

 

 
France - 9.8%  

Airbus SE

     55,000        7,145,714  

AXA SA

     538,304        13,746,958  

TOTAL SA (B)

     222,809        11,628,908  

Vinci SA

     115,566        12,447,486  
     

 

 

 
        44,969,066  
     

 

 

 
Germany - 4.3%  

Bayerische Motoren Werke AG

     116,207        8,180,960  

Henkel AG & Co. KGaA

     61,476        5,628,486  

Knorr-Bremse AG

     61,328        5,764,668  
     

 

 

 
        19,574,114  
     

 

 

 
Ireland - 5.1%  

Kingspan Group PLC

     243,045        11,867,832  

Smurfit Kappa Group PLC

     384,146        11,430,512  
     

 

 

 
        23,298,344  
     

 

 

 
Israel - 1.9%  

Nice, Ltd., ADR (A) (B)

     60,743        8,734,843  
     

 

 

 
Italy - 3.4%  

Enel SpA

     2,074,100        15,487,823  
     

 

 

 
Japan - 21.8%  

Asahi Group Holdings, Ltd.

     271,500        13,433,757  

Haseko Corp. (B)

     818,000        9,517,170  

Isuzu Motors, Ltd. (B)

     465,300        5,123,141  

Koito Manufacturing Co., Ltd.

     158,700        7,749,697  

Minebea Mitsumi, Inc.

     575,100        9,100,542  

Nidec Corp. (B)

     40,500        5,438,705  

Nippon Telegraph & Telephone Corp.

     193,900        9,246,228  

Nitori Holdings Co., Ltd.

     52,200        7,632,666  

Open House Co., Ltd. (B)

     291,400        6,937,005  

SoftBank Group Corp.

     205,500        8,058,451  

Sumitomo Mitsui Financial Group, Inc. (B)

     135,500        4,630,497  

Sushiro Global Holdings, Ltd.

     83,200        5,594,118  

Takeda Pharmaceutical Co., Ltd.

     214,836        7,331,744  
     

 

 

 
        99,793,721  
     

 

 

 
Luxembourg - 2.3%  

Aroundtown SA

     1,312,804        10,737,407  
     

 

 

 
Netherlands - 2.4%  

Euronext NV (C)

     135,692        11,099,710  
     

 

 

 
     Shares      Value  
COMMON STOCKS (continued)  
New Zealand - 0.9%  

a2 Milk Co., Ltd. (A) (B)

     516,900        $   4,242,402  
     

 

 

 
Norway - 5.0%  

DNB ASA

     711,616        12,534,717  

Equinor ASA

     544,238        10,352,166  
     

 

 

 
        22,886,883  
     

 

 

 
Republic of Korea - 1.8%  

Samsung Electronics Co., Ltd.

     199,900        8,197,212  
     

 

 

 
Spain - 1.8%  

Banco Santander SA (B)

     2,045,231        8,329,407  
     

 

 

 
Sweden - 1.9%  

Epiroc AB, Class B

     838,823        8,665,976  
     

 

 

 
Switzerland - 5.9%  

Roche Holding AG

     57,617        16,767,555  

Swiss Life Holding AG

     21,522        10,288,208  
     

 

 

 
        27,055,763  
     

 

 

 
Taiwan - 1.9%  

Taiwan Semiconductor Manufacturing Co., Ltd., ADR

     184,030        8,553,714  
     

 

 

 
United Kingdom - 14.5%  

Ashtead Group PLC

     366,090        10,190,848  

Beazley PLC

     1,318,527        10,083,828  

British American Tobacco PLC

     234,799        8,682,562  

Compass Group PLC

     538,712        13,863,469  

GlaxoSmithKline PLC

     725,611        15,564,879  

Rio Tinto PLC, ADR

     148,754        7,748,596  
     

 

 

 
        66,134,182  
     

 

 

 

Total Common Stocks
(Cost $458,508,918)

 

     443,307,158  
  

 

 

 
OTHER INVESTMENT COMPANY - 7.6%  
Securities Lending Collateral - 7.6%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (D)

     34,562,240        34,562,240  
     

 

 

 

Total Other Investment Company
(Cost $34,562,240)

 

     34,562,240  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 1.7%  

Fixed Income Clearing Corp., 1.05% (D), dated 09/30/2019, to be repurchased at $7,662,319 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.13%, due 09/30/2021, and with a value of $7,816,679.

     $  7,662,096        7,662,096  
     

 

 

 

Total Repurchase Agreement
(Cost $7,662,096)

 

     7,662,096  
  

 

 

 

Total Investments
(Cost $500,733,254)

 

     485,531,494  

Net Other Assets (Liabilities) - (6.2)%

        (28,304,285
     

 

 

 

Net Assets - 100.0%

        $  457,227,209  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    1         


Transamerica Greystone International Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

INVESTMENTS BY INDUSTRY:

 

 

Industry

   Percentage of
Total Investments
  Value

Insurance

       9.0 %       $    43,639,061

Pharmaceuticals

       8.2       39,664,178

Oil, Gas & Consumable Fuels

       6.4       31,077,446

Banks

       6.2       30,167,284

Machinery

       4.8       23,531,186

Hotels, Restaurants & Leisure

       4.0       19,457,587

Real Estate Management & Development

       3.6       17,674,412

Electric Utilities

       3.2       15,487,823

Beverages

       2.8       13,433,757

Automobiles

       2.7       13,304,101

Metals & Mining

       2.7       13,137,432

Construction & Engineering

       2.6       12,447,486

Textiles, Apparel & Luxury Goods

       2.4       11,889,897

Building Products

       2.4       11,867,832

Containers & Packaging

       2.3       11,430,512

Capital Markets

       2.3       11,099,710

Trading Companies & Distributors

       2.1       10,190,848

Interactive Media & Services

       2.0       9,647,703

Household Durables

       2.0       9,517,170

Diversified Telecommunication Services

       1.9       9,246,228

Software

       1.8       8,734,843

Tobacco

       1.8       8,682,562

Semiconductors & Semiconductor Equipment

       1.8       8,553,714

Technology Hardware, Storage & Peripherals

       1.7       8,197,212

Wireless Telecommunication Services

       1.7       8,058,451

Auto Components

       1.6       7,749,697

Specialty Retail

       1.6       7,632,666

Aerospace & Defense

       1.5       7,145,714

Household Products

       1.1       5,628,486

Electrical Equipment

       1.1       5,438,705

Entertainment

       1.1       5,331,053

Food Products

       0.9       4,242,402
    

 

 

     

 

 

 

Investments

       91.3       443,307,158

Short-Term Investments

       8.7       42,224,336
    

 

 

     

 

 

 

Total Investments

       100.0 %       $    485,531,494
    

 

 

     

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica Greystone International Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (E)

 

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

ASSETS

           

Investments

           

Common Stocks

   $ 30,368,206      $ 412,938,952      $ —        $ 443,307,158  

Other Investment Company

     34,562,240        —          —          34,562,240  

Repurchase Agreement

     —          7,662,096        —          7,662,096  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     64,930,446      $     420,601,048      $     —        $     485,531,494  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing securities.
(B)      All or a portion of the securities are on loan. The total value of all securities on loan is $32,886,603. 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.
(C)      Security is registered pursuant to Rule 144A of the Securities Act of 1933. Unless otherwise indicated, the security is deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2019, the value of the 144A security is $11,099,710, representing 2.4% of the Portfolio’s net assets.
(D)      Rates disclosed reflect the yields at September 30, 2019.
(E)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

PORTFOLIO ABBREVIATION:

 

ADR

   American Depositary Receipt

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    3         


Transamerica International Equity Index VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS - 96.2%  
Australia - 6.9%  

AGL Energy, Ltd.

     1,618        $  20,924  

Alumina, Ltd.

     5,098        8,155  

AMP, Ltd.

     7,267        8,951  

APA Group

     2,745        21,232  

Aristocrat Leisure, Ltd.

     1,377        28,440  

ASX, Ltd.

     502        27,469  

Aurizon Holdings, Ltd.

     5,224        20,803  

AusNet Services

     4,713        5,774  

Australia & New Zealand Banking Group, Ltd.

     7,076        136,210  

Bank of Queensland, Ltd.

     1,335        8,938  

Bendigo & Adelaide Bank, Ltd.

     1,388        10,764  

BHP Group PLC

     5,321        113,341  

BHP Group, Ltd.

     7,343        181,990  

BlueScope Steel, Ltd.

     1,152        9,338  

Boral, Ltd.

     2,982        9,721  

Brambles, Ltd.

     3,866        29,747  

Caltex Australia, Ltd.

     714        12,684  

Challenger, Ltd.

     1,510        7,511  

CIMIC Group, Ltd.

     291        6,177  

Coca-Cola Amatil, Ltd.

     1,220        8,770  

Cochlear, Ltd.

     156        21,917  

Coles Group, Ltd.

     2,774        28,834  

Commonwealth Bank of Australia

     4,413        240,757  

Computershare, Ltd.

     1,282        13,974  

Crown Resorts, Ltd.

     1,099        8,938  

CSL, Ltd.

     1,136        179,180  

Dexus, REIT

     2,715        21,862  

Flight Centre Travel Group, Ltd.

     90        2,891  

Fortescue Metals Group, Ltd.

     3,272        19,434  

Goodman Group, REIT

     4,238        40,561  

GPT Group, REIT

     5,151        21,416  

Harvey Norman Holdings, Ltd.

     895        2,736  

Incitec Pivot, Ltd.

     4,596        10,516  

Insurance Australia Group, Ltd.

     5,736        30,585  

LendLease Group

     1,555        18,430  

Macquarie Group, Ltd.

     797        70,513  

Magellan Financial Group, Ltd.

     301        10,451  

Medibank Pvt, Ltd.

     7,594        17,427  

Mirvac Group, REIT

     8,697        17,962  

National Australia Bank, Ltd.

     7,000        140,322  

Newcrest Mining, Ltd.

     1,923        45,103  

Oil Search, Ltd.

     3,375        16,675  

Orica, Ltd.

     958        14,574  

Origin Energy, Ltd.

     4,701        25,288  

QBE Insurance Group, Ltd.

     3,531        29,934  

Ramsay Health Care, Ltd.

     345        15,105  

REA Group, Ltd.

     155        11,322  

Santos, Ltd.

     4,742        24,741  

Scentre Group, REIT

     13,697        36,332  

SEEK, Ltd.

     866        12,549  

Sonic Healthcare, Ltd.

     1,157        21,905  

South32, Ltd.

     13,394        23,686  

Stockland, REIT

     5,761        17,692  

Suncorp Group, Ltd. (A)

     3,247        29,915  

Sydney Airport

     2,829        15,333  

Tabcorp Holdings, Ltd.

     4,827        15,801  

Telstra Corp., Ltd.

     10,802        25,591  

TPG Telecom, Ltd.

     570        2,670  

Transurban Group

     6,543        64,874  

Treasury Wine Estates, Ltd.

     1,637        20,518  
     Shares      Value  
COMMON STOCKS (continued)  
Australia (continued)  

Vicinity Centres, REIT

     6,972        $   12,094  

Washington H Soul Pattinson & Co., Ltd.

     164        2,328  

Wesfarmers, Ltd.

     2,825        75,888  

Westpac Banking Corp.

     8,602        172,087  

Woodside Petroleum, Ltd.

     2,401        52,474  

Woolworths Group, Ltd.

     3,132        78,808  

WorleyParsons, Ltd.

     906        7,956  
     

 

 

 
        2,466,888  
     

 

 

 
Austria - 0.2%  

Andritz AG

     176        7,194  

Erste Group Bank AG (A)

     812        26,852  

OMV AG

     386        20,716  

Raiffeisen Bank International AG

     444        10,303  

Verbund AG

     182        9,958  

voestalpine AG

     276        6,342  
     

 

 

 
        81,365  
     

 

 

 
Belgium - 1.0%  

Ageas

     469        26,009  

Anheuser-Busch InBev SA

     1,912        182,182  

Colruyt SA

     145        7,946  

Groupe Bruxelles Lambert SA

     182        17,476  

KBC Group NV

     600        38,990  

Proximus SADP

     426        12,653  

Solvay SA

     179        18,535  

Telenet Group Holding NV

     131        6,183  

UCB SA

     334        24,245  

Umicore SA

     490        18,495  
     

 

 

 
        352,714  
     

 

 

 
Chile - 0.0% (B)  

Antofagasta PLC

     1,158        12,800  
     

 

 

 
China - 0.1%  

BeiGene, Ltd., ADR (A)

     100        12,246  

Yangzijiang Shipbuilding Holdings, Ltd.

     6,500        4,515  
     

 

 

 
        16,761  
     

 

 

 
Denmark - 1.7%  

AP Moller - Maersk A/S, Class A

     10        10,672  

AP Moller - Maersk A/S, Class B

     15        16,962  

Carlsberg A/S, Class B

     254        37,544  

Chr Hansen Holding A/S

     282        23,935  

Coloplast A/S, Class B

     288        34,686  

Danske Bank A/S

     1,712        23,838  

Demant A/S (A)

     247        6,327  

DSV A/S

     526        50,051  

Genmab A/S (A)

     157        31,870  

H. Lundbeck A/S

     186        6,169  

ISS A/S

     363        8,982  

Novo Nordisk A/S, Class B

     4,433        227,897  

Novozymes A/S, B Shares

     573        24,091  

Orsted A/S (C)

     480        44,609  

Pandora A/S

     296        11,879  

Tryg A/S

     316        9,056  

Vestas Wind Systems A/S

     502        38,973  
     

 

 

 
        607,541  
     

 

 

 
Finland - 1.1%  

Elisa OYJ

     374        19,281  

Fortum Oyj

     1,120        26,478  

Kone OYJ, Class B

     872        49,651  

Metso OYJ

     252        9,413  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica International Equity Index VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Finland (continued)  

Neste OYJ

     1,006        $   33,300  

Nokia OYJ

     14,132        71,625  

Nokian Renkaat OYJ

     349        9,845  

Nordea Bank Abp

     7,481        53,052  

Nordea Bank Abp

     741        5,251  

Orion OYJ, Class B

     271        10,108  

Sampo OYJ, A Shares

     1,105        43,936  

Stora Enso OYJ, R Shares

     1,369        16,496  

UPM-Kymmene OYJ

     1,364        40,319  

Wartsila OYJ Abp

     1,218        13,641  
     

 

 

 
        402,396  
     

 

 

 
France - 10.7%  

Accor SA

     448        18,677  

Aeroports de Paris

     85        15,120  

Air Liquide SA

     1,077        153,308  

Airbus SE

     1,462        189,946  

Alstom SA

     375        15,544  

Amundi SA (C)

     149        10,394  

Arkema SA

     169        15,753  

Atos SE

     228        16,074  

AXA SA

     4,925        125,772  

BioMerieux

     80        6,618  

BNP Paribas SA

     2,850        138,761  

Bollore SA

     1,924        7,973  

Bouygues SA

     556        22,271  

Bureau Veritas SA

     674        16,235  

Capgemini SE

     405        47,719  

Carrefour SA

     1,470        25,732  

Casino Guichard Perrachon SA

     102        4,868  

Cie de Saint-Gobain

     1,262        49,519  

Cie Generale des Etablissements Michelin SCA

     445        49,667  

CNP Assurances

     379        7,324  

Covivio, REIT

     129        13,653  

Credit Agricole SA

     2,843        34,520  

Danone SA

     1,543        135,923  

Dassault Aviation SA

     6        8,489  

Dassault Systemes SE

     325        46,316  

Edenred

     612        29,370  

Eiffage SA

     214        22,187  

Electricite de France SA

     1,405        15,727  

Engie SA

     4,564        74,519  

EssilorLuxottica SA

     721        103,929  

Eurazeo SE

     85        6,323  

Eutelsat Communications SA

     459        8,542  

Faurecia SE

     172        8,159  

Gecina SA, REIT

     112        17,603  

Getlink SE

     1,177        17,678  

Hermes International

     79        54,591  

ICADE, REIT

     67        5,992  

Iliad SA

     72        6,766  

Imerys SA

     59        2,372  

Ingenico Group SA

     142        13,852  

Ipsen SA

     94        8,924  

JCDecaux SA

     205        5,550  

Kering SA

     190        96,825  

Klepierre SA, REIT

     489        16,608  

L’Oreal SA

     633        177,245  

Legrand SA

     683        48,746  

LVMH Moet Hennessy Louis Vuitton SE

     694        275,831  

Natixis SA

     2,905        12,048  

Orange SA

     4,982        78,167  

Pernod Ricard SA

     525        93,501  

Peugeot SA

     1,406        35,063  

Publicis Groupe SA

     562        27,638  
     Shares      Value  
COMMON STOCKS (continued)  
France (continued)  

Remy Cointreau SA

     52        $   6,903  

Renault SA

     457        26,230  

Safran SA

     821        129,261  

Sanofi

     2,825        261,909  

Sartorius Stedim Biotech

     70        9,797  

Schneider Electric SE

     1,388        121,785  

SCOR SE

     386        15,941  

SEB SA

     60        9,110  

Societe BIC SA

     43        2,887  

Societe Generale SA

     2,004        54,912  

Sodexo SA

     206        23,127  

Suez

     781        12,279  

Teleperformance

     150        32,519  

Thales SA

     276        31,737  

TOTAL SA

     5,988        312,527  

Ubisoft Entertainment SA (A)

     215        15,546  

Unibail-Rodamco-Westfield, REIT, CDI

     4,039        29,033  

Unibail-Rodamco-Westfield, REIT

     155        22,596  

Valeo SA

     559        18,126  

Veolia Environnement SA

     1,355        34,352  

Vinci SA

     1,281        137,975  

Vivendi SA

     2,226        61,093  

Wendel SA

     53        7,313  

Worldline SA (A) (C)

     225        14,199  
     

 

 

 
        3,831,089  
     

 

 

 
Germany - 7.7%  

1&1 Drillisch AG

     174        5,424  

adidas AG

     446        138,860  

Allianz SE

     1,072        249,868  

Axel Springer SE (A)

     125        8,583  

BASF SE

     2,319        162,069  

Bayer AG

     2,318        163,440  

Bayerische Motoren Werke AG

     786        55,334  

Beiersdorf AG

     254        29,955  

Brenntag AG

     405        19,600  

Carl Zeiss Meditec AG

     117        13,339  

Commerzbank AG

     2,588        15,012  

Continental AG

     282        36,177  

Covestro AG (C)

     429        21,229  

Daimler AG

     2,298        114,265  

Delivery Hero SE (A) (C)

     290        12,884  

Deutsche Bank AG

     4,971        37,228  

Deutsche Boerse AG

     476        74,398  

Deutsche Lufthansa AG

     483        7,676  

Deutsche Post AG

     2,464        82,301  

Deutsche Telekom AG

     8,326        139,699  

Deutsche Wohnen SE

     854        31,173  

E.ON SE

     5,706        55,470  

Evonik Industries AG

     415        10,245  

Fraport AG Frankfurt Airport Services Worldwide

     101        8,567  

Fresenius Medical Care AG & Co. KGaA

     571        38,400  

Fresenius SE & Co. KGaA

     1,022        47,782  

GEA Group AG

     374        10,097  

Hannover Rueck SE

     144        24,343  

HeidelbergCement AG

     349        25,228  

Henkel AG & Co. KGaA

     278        25,453  

HOCHTIEF AG

     56        6,384  

HUGO BOSS AG

     175        9,375  

Infineon Technologies AG

     3,104        55,864  

KION Group AG

     143        7,520  

Knorr-Bremse AG

     125        11,750  

LANXESS AG

     200        12,207  

Merck KGaA

     325        36,610  

METRO AG

     335        5,287  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    2

 

      


Transamerica International Equity Index VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Germany (continued)  

MTU Aero Engines AG

     129        $   34,279  

Muenchener Rueckversicherungs-Gesellschaft AG

     373        96,515  

Puma SE

     200        15,477  

RWE AG

     1,413        44,185  

SAP SE

     2,468        290,197  

Siemens AG

     1,925        206,144  

Siemens Healthineers AG (C)

     411        16,169  

Symrise AG

     313        30,417  

Telefonica Deutschland Holding AG

     2,306        6,429  

thyssenkrupp AG

     900        12,463  

TUI AG

     1,173        13,641  

Uniper SE

     504        16,530  

United Internet AG

     253        9,026  

Volkswagen AG

     100        17,189  

Vonovia SE

     1,239        62,863  

Wirecard AG

     281        44,946  

Zalando SE (A) (C)

     273        12,462  
     

 

 

 
        2,738,028  
     

 

 

 
Hong Kong - 3.3%  

AIA Group, Ltd.

     30,400        287,217  

ASM Pacific Technology, Ltd.

     700        8,547  

Bank of East Asia, Ltd.

     3,719        9,158  

BOC Hong Kong Holdings, Ltd.

     9,000        30,545  

CK Asset Holdings, Ltd.

     6,500        44,037  

CK Hutchison Holdings, Ltd.

     7,000        61,804  

CK Infrastructure Holdings, Ltd.

     1,500        10,095  

CLP Holdings, Ltd.

     4,000        42,028  

Dairy Farm International Holdings, Ltd.

     1,100        6,930  

Galaxy Entertainment Group, Ltd.

     6,000        37,320  

Hang Lung Properties, Ltd.

     5,000        11,355  

Hang Seng Bank, Ltd.

     1,800        38,812  

Henderson Land Development Co., Ltd.

     3,531        16,444  

HK Electric Investments & HK Electric Investments, Ltd.

     7,500        7,148  

HKT Trust & HKT, Ltd.

     10,000        15,872  

Hong Kong & China Gas Co., Ltd.

     24,901        48,546  

Hong Kong Exchanges & Clearing, Ltd.

     3,017        88,535  

Hongkong Land Holdings, Ltd.

     2,600        14,612  

Hysan Development Co., Ltd.

     2,000        8,064  

Jardine Matheson Holdings, Ltd.

     600        32,100  

Jardine Strategic Holdings, Ltd.

     500        14,940  

Kerry Properties, Ltd.

     1,500        4,622  

Link, REIT

     5,200        57,356  

Melco Resorts & Entertainment, Ltd., ADR

     500        9,705  

MTR Corp., Ltd.

     3,515        19,733  

New World Development Co., Ltd.

     15,114        19,631  

NWS Holdings, Ltd.

     4,000        6,196  

PCCW, Ltd.

     7,000        3,930  

Power Assets Holdings, Ltd.

     3,500        23,511  

Shangri-La Asia, Ltd.

     2,000        2,041  

Sino Land Co., Ltd.

     6,315        9,491  

SJM Holdings, Ltd.

     4,000        3,802  

Sun Hung Kai Properties, Ltd.

     4,350        62,605  

Swire Pacific, Ltd., Class A

     1,500        13,961  

Swire Properties, Ltd.

     3,200        10,044  

Techtronic Industries Co., Ltd.

     3,500        24,360  

Vitasoy International Holdings, Ltd.

     2,000        8,102  

WH Group, Ltd. (C)

     24,000        21,496  

Wharf Holdings, Ltd.

     3,300        7,200  

Wharf Real Estate Investment Co., Ltd.

     3,300        18,020  

Wheelock & Co., Ltd.

     2,000        11,394  

Yue Yuen Industrial Holdings, Ltd.

     2,500        6,842  
     

 

 

 
        1,178,151  
     

 

 

 
     Shares      Value  
COMMON STOCKS (continued)  
Ireland - 0.9%  

AerCap Holdings NV (A)

     300        $   16,425  

AIB Group PLC

     2,144        6,366  

Bank of Ireland Group PLC

     2,357        9,351  

CRH PLC

     1,975        68,002  

DCC PLC

     224        19,544  

Experian PLC

     2,293        73,275  

Flutter Entertainment PLC (A)

     191        17,854  

James Hardie Industries PLC, CDI

     1,123        18,843  

Kerry Group PLC, Class A

     404        47,248  

Kingspan Group PLC

     391        19,092  

Smurfit Kappa Group PLC

     628        18,687  
     

 

 

 
        314,687  
     

 

 

 
Isle of Man - 0.0% (B)  

GVC Holdings PLC

     1,362        12,449  
     

 

 

 
Israel - 0.6%  

Azrieli Group, Ltd.

     133        10,481  

Bank Hapoalim BM (A)

     3,026        23,843  

Bank Leumi Le-Israel BM

     3,614        25,731  

Check Point Software Technologies, Ltd. (A)

     350        38,325  

CyberArk Software, Ltd. (A)

     100        9,982  

Elbit Systems, Ltd.

     52        8,633  

Israel Chemicals, Ltd.

     1,608        8,045  

Israel Discount Bank, Ltd., A Shares

     2,423        10,649  

Mizrahi Tefahot Bank, Ltd.

     413        10,262  

Nice, Ltd. (A)

     154        22,196  

Teva Pharmaceutical Industries, Ltd., ADR (A)

     3,015        20,743  

Wix.com, Ltd. (A)

     100        11,674  
     

 

 

 
        200,564  
     

 

 

 
Italy - 2.0%  

Assicurazioni Generali SpA

     2,751        53,312  

Atlantia SpA

     1,270        30,716  

Davide Campari-Milano SpA

     1,363        12,316  

Enel SpA

     20,242        151,152  

Eni SpA

     6,352        97,162  

Ferrari NV

     311        47,982  

FinecoBank Banca Fineco SpA

     1,367        14,471  

Intesa Sanpaolo SpA

     37,530        88,991  

Leonardo SpA

     1,024        12,043  

Mediobanca Banca di Credito Finanziario SpA

     1,461        15,956  

Moncler SpA

     486        17,322  

Pirelli & C SpA (C)

     1,048        6,200  

Poste Italiane SpA (C)

     1,373        15,608  

Prysmian SpA

     680        14,601  

Recordati SpA

     239        10,253  

Snam SpA

     5,185        26,189  

Telecom Italia SpA (A)

     24,975        14,250  

Telecom Italia SpA

     16,842        9,208  

Terna Rete Elettrica Nazionale SpA

     3,227        20,731  

UniCredit SpA

     4,920        58,023  
     

 

 

 
        716,486  
     

 

 

 
Japan - 23.8%  

ABC-Mart, Inc.

     100        6,354  

Acom Co., Ltd.

     600        2,353  

Advantest Corp.

     500        22,081  

Aeon Co., Ltd.

     1,700        31,138  

AEON Financial Service Co., Ltd.

     200        3,008  

Aeon Mall Co., Ltd.

     200        3,154  

AGC, Inc.

     400        12,393  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    3

 

      


Transamerica International Equity Index VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Japan (continued)  

Air Water, Inc.

     400        $   7,147  

Aisin Seiki Co., Ltd.

     400        12,560  

Ajinomoto Co., Inc.

     1,000        18,867  

Alfresa Holdings Corp.

     400        8,927  

Alps Alpine Co., Ltd.

     500        9,327  

Amada Holdings Co., Ltd.

     900        9,689  

ANA Holdings, Inc.

     300        10,083  

Aozora Bank, Ltd.

     300        7,497  

Asahi Group Holdings, Ltd.

     900        44,532  

Asahi Intecc Co., Ltd.

     400        10,495  

Asahi Kasei Corp.

     3,300        32,474  

Astellas Pharma, Inc.

     4,800        68,299  

Bandai Namco Holdings, Inc.

     500        31,121  

Bank of Kyoto, Ltd.

     100        3,908  

Benesse Holdings, Inc.

     100        2,595  

Bridgestone Corp.

     1,400        54,174  

Brother Industries, Ltd.

     500        9,045  

Calbee, Inc.

     300        9,323  

Canon, Inc.

     2,500        66,647  

Casio Computer Co., Ltd.

     600        9,295  

Central Japan Railway Co.

     400        82,201  

Chiba Bank, Ltd.

     1,000        5,142  

Chubu Electric Power Co., Inc.

     1,500        21,711  

Chugai Pharmaceutical Co., Ltd.

     600        46,613  

Chugoku Electric Power Co., Inc.

     700        8,992  

Coca-Cola Bottlers Japan Holdings, Inc.

     400        8,967  

Concordia Financial Group, Ltd.

     3,000        11,487  

Credit Saison Co., Ltd.

     500        6,701  

CyberAgent, Inc.

     300        11,514  

Dai Nippon Printing Co., Ltd.

     500        12,906  

Dai-ichi Life Holdings, Inc.

     2,800        42,184  

Daicel Corp.

     600        5,066  

Daifuku Co., Ltd.

     300        15,454  

Daiichi Sankyo Co., Ltd.

     1,400        88,098  

Daikin Industries, Ltd.

     600        78,687  

Daito Trust Construction Co., Ltd.

     200        25,545  

Daiwa House Industry Co., Ltd.

     1,400        45,396  

Daiwa House Investment Corp., REIT

     5        14,058  

Daiwa Securities Group, Inc.

     3,600        16,028  

Denso Corp.

     1,100        48,314  

Dentsu, Inc.

     500        17,595  

Disco Corp.

     100        18,923  

East Japan Railway Co.

     800        76,282  

Eisai Co., Ltd.

     600        30,470  

Electric Power Development Co., Ltd., Class C

     300        6,839  

FamilyMart Co., Ltd.

     600        14,611  

FANUC Corp.

     500        94,058  

Fast Retailing Co., Ltd.

     200        118,770  

Fuji Electric Co., Ltd.

     300        9,170  

FUJIFILM Holdings Corp.

     900        39,454  

Fujitsu, Ltd.

     500        40,023  

Fukuoka Financial Group, Inc.

     400        7,551  

GMO Payment Gateway, Inc.

     100        6,687  

Hakuhodo DY Holdings, Inc.

     700        10,106  

Hamamatsu Photonics KK

     300        11,126  

Hankyu Hanshin Holdings, Inc.

     500        19,260  

Hikari Tsushin, Inc.

     40        8,649  

Hino Motors, Ltd.

     500        4,116  

Hirose Electric Co., Ltd.

     100        12,245  

Hisamitsu Pharmaceutical Co., Inc.

     100        4,370  

Hitachi Chemical Co., Ltd.

     200        6,520  

Hitachi Construction Machinery Co., Ltd.

     300        7,228  

Hitachi High-Technologies Corp.

     200        11,542  

Hitachi Metals, Ltd.

     500        5,392  

Hitachi, Ltd.

     2,400        89,297  

Honda Motor Co., Ltd.

     4,200        108,705  
     Shares      Value  
COMMON STOCKS (continued)  
Japan (continued)  

Hoshizaki Corp.

     200        $   15,704  

Hoya Corp.

     1,000        81,563  

Hulic Co., Ltd.

     900        9,198  

Idemitsu Kosan Co., Ltd.

     500        14,127  

IHI Corp.

     300        6,515  

Iida Group Holdings Co., Ltd.

     500        8,129  

Inpex Corp.

     2,700        24,749  

Isetan Mitsukoshi Holdings, Ltd.

     900        7,175  

Isuzu Motors, Ltd.

     1,500        16,516  

ITOCHU Corp.

     3,400        70,154  

Itochu Techno-Solutions Corp.

     200        5,294  

J. Front Retailing Co., Ltd.

     400        4,676  

Japan Airlines Co., Ltd.

     300        8,912  

Japan Airport Terminal Co., Ltd.

     100        4,328  

Japan Exchange Group, Inc.

     1,400        21,999  

Japan Post Bank Co., Ltd.

     1,100        10,652  

Japan Post Holdings Co., Ltd.

     3,800        34,969  

Japan Prime Realty Investment Corp., REIT

     2        9,489  

Japan Real Estate Investment Corp., REIT

     3        20,116  

Japan Retail Fund Investment Corp., REIT

     7        14,800  

Japan Tobacco, Inc.

     3,000        65,646  

JFE Holdings, Inc.

     1,300        15,630  

JGC Corp.

     600        7,841  

JSR Corp.

     500        7,995  

JTEKT Corp.

     500        5,729  

JXTG Holdings, Inc.

     8,300        37,798  

Kajima Corp.

     1,100        14,416  

Kakaku.com, Inc.

     300        7,375  

Kamigumi Co., Ltd.

     200        4,528  

Kaneka Corp.

     200        6,224  

Kansai Electric Power Co., Inc.

     1,800        20,118  

Kansai Paint Co., Ltd.

     500        11,612  

Kao Corp.

     1,200        88,609  

Kawasaki Heavy Industries, Ltd.

     300        6,637  

KDDI Corp.

     4,500        117,572  

Keihan Holdings Co., Ltd.

     200        8,888  

Keikyu Corp.

     500        9,688  

Keio Corp.

     300        18,673  

Keisei Electric Railway Co., Ltd.

     300        12,333  

Keyence Corp.

     200        123,746  

Kikkoman Corp.

     400        19,089  

Kintetsu Group Holdings Co., Ltd.

     400        20,828  

Kirin Holdings Co., Ltd.

     2,000        42,321  

Kobayashi Pharmaceutical Co., Ltd.

     100        7,602  

Kobe Steel, Ltd.

     500        2,664  

Koito Manufacturing Co., Ltd.

     300        14,650  

Komatsu, Ltd.

     2,300        52,647  

Konami Holdings Corp.

     200        9,655  

Konica Minolta, Inc.

     1,200        8,346  

Kose Corp.

     100        16,879  

Kubota Corp.

     2,700        40,815  

Kuraray Co., Ltd.

     600        7,364  

Kurita Water Industries, Ltd.

     300        8,027  

Kyocera Corp.

     800        49,609  

Kyowa Kirin Co., Ltd.

     500        9,702  

Kyushu Electric Power Co., Inc.

     1,000        9,434  

Kyushu Railway Co.

     500        15,931  

Lawson, Inc.

     100        5,114  

LINE Corp. (A)

     100        3,575  

Lion Corp.

     500        9,854  

LIXIL Group Corp.

     600        10,543  

M3, Inc.

     1,100        26,471  

Makita Corp.

     500        15,723  

Marubeni Corp.

     4,300        28,542  

Marui Group Co., Ltd.

     500        10,553  

Maruichi Steel Tube, Ltd.

     100        2,639  

Mazda Motor Corp.

     1,600        14,198  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    4

 

      


Transamerica International Equity Index VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Japan (continued)  

McDonald’s Holdings Co. Japan, Ltd.

     200        $   9,674  

Mebuki Financial Group, Inc.

     1,700        4,182  

Medipal Holdings Corp.

     400        8,901  

MEIJI Holdings Co., Ltd.

     300        21,864  

Mercari, Inc. (A)

     200        4,966  

Minebea Mitsumi, Inc.

     900        14,242  

MISUMI Group, Inc.

     800        18,815  

Mitsubishi Chemical Holdings Corp.

     3,000        21,367  

Mitsubishi Corp.

     3,400        83,361  

Mitsubishi Electric Corp.

     4,600        60,943  

Mitsubishi Estate Co., Ltd.

     3,000        57,822  

Mitsubishi Gas Chemical Co., Inc.

     400        5,335  

Mitsubishi Heavy Industries, Ltd.

     800        31,312  

Mitsubishi Materials Corp.

     300        8,088  

Mitsubishi Motors Corp.

     1,500        6,506  

Mitsubishi Tanabe Pharma Corp.

     600        6,576  

Mitsubishi UFJ Financial Group, Inc.

     31,500        159,765  

Mitsubishi UFJ Lease & Finance Co., Ltd.

     800        4,617  

Mitsui & Co., Ltd.

     4,100        67,041  

Mitsui Chemicals, Inc.

     500        11,172  

Mitsui Fudosan Co., Ltd.

     2,200        54,509  

Mitsui O.S.K. Lines, Ltd.

     300        7,575  

Mizuho Financial Group, Inc.

     60,200        92,200  

MonotaRO Co., Ltd.

     400        10,455  

MS&AD Insurance Group Holdings, Inc.

     1,200        38,844  

Murata Manufacturing Co., Ltd.

     1,400        67,135  

Nabtesco Corp.

     200        6,187  

Nagoya Railroad Co., Ltd.

     400        11,949  

NEC Corp.

     600        25,304  

Nexon Co., Ltd. (A)

     1,100        13,337  

NGK Insulators, Ltd.

     700        9,963  

NGK Spark Plug Co., Ltd.

     300        5,710  

NH Foods, Ltd.

     200        8,037  

Nidec Corp.

     550        73,859  

Nikon Corp.

     900        11,220  

Nintendo Co., Ltd.

     300        111,038  

Nippon Building Fund, Inc., REIT

     4        30,705  

Nippon Electric Glass Co., Ltd.

     100        2,223  

Nippon Express Co., Ltd.

     200        10,192  

Nippon Paint Holdings Co., Ltd.

     400        20,754  

Nippon Prologis, Inc., REIT

     6        16,431  

Nippon Steel Corp.

     2,100        29,240  

Nippon Telegraph & Telephone Corp.

     1,600        76,297  

Nippon Yusen KK

     500        8,347  

Nissan Chemical Corp.

     300        12,472  

Nissan Motor Co., Ltd.

     5,600        34,913  

Nisshin Seifun Group, Inc.

     400        7,391  

Nissin Foods Holdings Co., Ltd.

     200        14,428  

Nitori Holdings Co., Ltd.

     200        29,244  

Nitto Denko Corp.

     400        19,252  

Nomura Holdings, Inc.

     8,700        36,844  

Nomura Real Estate Holdings, Inc.

     200        4,317  

Nomura Real Estate Master Fund, Inc., REIT

     9        16,248  

Nomura Research Institute, Ltd.

     900        17,904  

NSK, Ltd.

     600        5,050  

NTT Data Corp.

     1,500        19,339  

NTT DOCOMO, Inc.

     3,400        86,568  

Obayashi Corp.

     1,600        15,922  

OBIC Co., Ltd.

     200        22,788  

Odakyu Electric Railway Co., Ltd.

     700        16,755  

OJI Holdings Corp.

     2,300        10,721  

Olympus Corp.

     2,800        37,704  

Omron Corp.

     500        27,329  

Ono Pharmaceutical Co., Ltd.

     900        16,289  

Oracle Corp.

     100        8,666  

Oriental Land Co., Ltd.

     500        76,023  
     Shares      Value  
COMMON STOCKS (continued)  
Japan (continued)  

ORIX Corp.

     3,400        $   50,658  

Osaka Gas Co., Ltd.

     900        17,205  

Otsuka Corp.

     200        7,963  

Otsuka Holdings Co., Ltd.

     1,000        37,364  

Pan Pacific International Holdings Corp.

     1,200        20,032  

Panasonic Corp.

     5,600        45,349  

Park24 Co., Ltd.

     200        4,639  

PeptiDream, Inc. (A)

     200        9,489  

Persol Holdings Co., Ltd.

     400        7,554  

Pigeon Corp.

     300        12,361  

Pola Orbis Holdings, Inc.

     300        6,712  

Rakuten, Inc.

     2,100        20,684  

Recruit Holdings Co., Ltd.

     3,400        103,329  

Renesas Electronics Corp. (A)

     1,800        11,686  

Resona Holdings, Inc.

     5,600        23,980  

Ricoh Co., Ltd.

     1,600        14,398  

Rinnai Corp.

     100        6,714  

Rohm Co., Ltd.

     200        15,260  

Ryohin Keikaku Co., Ltd.

     650        12,131  

Sankyo Co., Ltd.

     100        3,436  

Santen Pharmaceutical Co., Ltd.

     900        15,632  

SBI Holdings, Inc.

     500        10,687  

Secom Co., Ltd.

     500        45,586  

Sega Sammy Holdings, Inc.

     300        4,195  

Seibu Holdings, Inc.

     500        8,708  

Seiko Epson Corp.

     600        8,435  

Sekisui Chemical Co., Ltd.

     900        13,926  

Sekisui House, Ltd.

     1,600        31,445  

Seven & i Holdings Co., Ltd.

     1,900        72,609  

Seven Bank, Ltd.

     1,300        3,559  

SG Holdings Co., Ltd.

     400        9,785  

Sharp Corp.

     700        7,736  

Shimadzu Corp.

     600        15,138  

Shimamura Co., Ltd.

     100        7,917  

Shimano, Inc.

     200        30,113  

Shimizu Corp.

     1,400        12,663  

Shin-Etsu Chemical Co., Ltd.

     900        96,222  

Shinsei Bank, Ltd.

     500        7,279  

Shionogi & Co., Ltd.

     700        38,837  

Shiseido Co., Ltd.

     1,000        79,806  

Shizuoka Bank, Ltd.

     1,000        7,445  

Showa Denko KK

     400        10,451  

SMC Corp.

     100        42,636  

Softbank Corp.

     4,100        55,514  

SoftBank Group Corp.

     4,100        160,777  

Sohgo Security Services Co., Ltd.

     200        10,469  

Sompo Holdings, Inc.

     800        33,421  

Sony Corp.

     3,200        187,842  

Sony Financial Holdings, Inc.

     400        8,664  

Stanley Electric Co., Ltd.

     300        7,924  

Subaru Corp.

     1,600        44,985  

Sumco Corp.

     500        6,705  

Sumitomo Chemical Co., Ltd.

     4,400        19,736  

Sumitomo Corp.

     3,000        46,835  

Sumitomo Dainippon Pharma Co., Ltd.

     400        6,566  

Sumitomo Electric Industries, Ltd.

     1,900        24,092  

Sumitomo Heavy Industries, Ltd.

     300        8,879  

Sumitomo Metal Mining Co., Ltd.

     500        15,477  

Sumitomo Mitsui Financial Group, Inc.

     3,300        112,772  

Sumitomo Mitsui Trust Holdings, Inc.

     800        28,826  

Sumitomo Realty & Development Co., Ltd.

     800        30,431  

Sumitomo Rubber Industries, Ltd.

     600        7,114  

Sundrug Co., Ltd.

     200        6,289  

Suntory Beverage & Food, Ltd.

     300        12,818  

Suzuken Co., Ltd.

     200        10,728  

Suzuki Motor Corp.

     900        38,181  

Sysmex Corp.

     400        26,754  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    5

 

      


Transamerica International Equity Index VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Japan (continued)  

T&D Holdings, Inc.

     1,300        $   13,766  

Taiheiyo Cement Corp.

     300        8,021  

Taisei Corp.

     500        19,353  

Taisho Pharmaceutical Holdings Co., Ltd.

     100        7,260  

Taiyo Nippon Sanso Corp.

     300        6,057  

Takeda Pharmaceutical Co., Ltd.

     3,700        126,271  

TDK Corp.

     300        26,830  

Teijin, Ltd.

     400        7,680  

Terumo Corp.

     1,600        51,496  

THK Co., Ltd.

     300        7,860  

Tobu Railway Co., Ltd.

     400        12,948  

Toho Co., Ltd.

     300        13,138  

Toho Gas Co., Ltd.

     200        7,639  

Tohoku Electric Power Co., Inc.

     1,100        10,723  

Tokio Marine Holdings, Inc.

     1,600        85,516  

Tokyo Century Corp.

     100        4,620  

Tokyo Electric Power Co. Holdings, Inc. (A)

     3,800        18,591  

Tokyo Electron, Ltd.

     400        76,079  

Tokyo Gas Co., Ltd.

     1,000        25,198  

Tokyu Corp.

     1,300        24,383  

Tokyu Fudosan Holdings Corp.

     1,500        9,558  

Toppan Printing Co., Ltd.

     800        14,147  

Toray Industries, Inc.

     3,300        24,480  

Toshiba Corp.

     1,400        42,728  

Tosoh Corp.

     500        6,603  

TOTO, Ltd.

     300        11,223  

Toyo Seikan Group Holdings, Ltd.

     300        4,650  

Toyo Suisan Kaisha, Ltd.

     200        8,009  

Toyoda Gosei Co., Ltd.

     100        2,000  

Toyota Industries Corp.

     400        22,936  

Toyota Motor Corp.

     5,800        387,078  

Toyota Tsusho Corp.

     500        16,116  

Trend Micro, Inc.

     300        14,261  

Tsuruha Holdings, Inc.

     100        10,886  

Unicharm Corp.

     1,000        31,630  

United Urban Investment Corp., REIT

     7        13,401  

USS Co., Ltd.

     400        7,758  

Welcia Holdings Co., Ltd.

     100        5,031  

West Japan Railway Co.

     400        33,779  

Yahoo Japan Corp.

     7,000        19,681  

Yakult Honsha Co., Ltd.

     300        16,758  

Yamada Denki Co., Ltd.

     1,900        9,190  

Yamaha Corp.

     400        17,942  

Yamaha Motor Co., Ltd.

     600        10,865  

Yamato Holdings Co., Ltd.

     700        10,527  

Yamazaki Baking Co., Ltd.

     200        3,566  

Yaskawa Electric Corp.

     600        22,002  

Yokogawa Electric Corp.

     500        9,142  

Yokohama Rubber Co., Ltd.

     200        3,997  

ZOZO, Inc.

     500        11,524  
     

 

 

 
        8,486,114  
     

 

 

 
Luxembourg - 0.3%  

ArcelorMittal

     1,706        23,998  

Aroundtown SA

     2,209        18,067  

Eurofins Scientific SE

     25        11,619  

Millicom International Cellular SA, SDR

     156        7,569  

RTL Group SA

     68        3,270  

SES SA

     989        18,029  

Tenaris SA

     1,172        12,434  
     

 

 

 
        94,986  
     

 

 

 
Macau - 0.1%  

MGM China Holdings, Ltd.

     1,200        1,871  
     Shares      Value  
COMMON STOCKS (continued)  
Macau (continued)  

Sands China, Ltd.

     6,000        $   27,176  

Wynn Macau, Ltd.

     3,600        7,028  
     

 

 

 
        36,075  
     

 

 

 
Mexico - 0.0% (B)  

Fresnillo PLC

     654        5,497  
     

 

 

 
Netherlands - 4.8%  

ABN AMRO Bank NV, CVA (C)

     1,178        20,768  

Adyen NV (A) (C)

     25        16,469  

Akzo Nobel NV

     579        51,616  

ASML Holding NV

     1,068        264,534  

EXOR NV

     257        17,222  

Heineken Holding NV

     262        26,087  

Heineken NV

     661        71,440  

ING Groep NV

     9,751        102,072  

Koninklijke Ahold Delhaize NV

     2,967        74,234  

Koninklijke DSM NV

     428        51,501  

Koninklijke KPN NV

     8,303        25,892  

Koninklijke Philips NV

     2,340        108,396  

Koninklijke Vopak NV

     173        8,893  

NN Group NV

     783        27,771  

NXP Semiconductors NV

     731        79,767  

Prosus NV (A)

     1,200        88,090  

QIAGEN NV (A)

     577        18,892  

Randstad NV

     297        14,596  

Royal Dutch Shell PLC, A Shares

     10,719        314,200  

Royal Dutch Shell PLC, B Shares

     9,543        281,137  

Wolters Kluwer NV

     708        51,687  
     

 

 

 
        1,715,264  
     

 

 

 
New Zealand - 0.2%  

a2 Milk Co., Ltd. (A)

     1,757        14,589  

Auckland International Airport, Ltd.

     2,379        13,631  

Fisher & Paykel Healthcare Corp., Ltd.

     1,588        17,203  

Fletcher Building, Ltd.

     2,403        7,750  

Meridian Energy, Ltd.

     3,560        11,592  

Ryman Healthcare, Ltd.

     951        7,914  

Spark New Zealand, Ltd.

     4,861        13,424  
     

 

 

 
        86,103  
     

 

 

 
Norway - 0.6%  

Aker BP ASA

     234        6,260  

DNB ASA

     2,391        42,116  

Equinor ASA

     2,424        46,108  

Gjensidige Forsikring ASA

     543        10,764  

Mowi ASA

     1,145        26,417  

Norsk Hydro ASA

     3,368        11,847  

Orkla ASA

     1,719        15,638  

Schibsted ASA, B Shares

     274        7,680  

Telenor ASA

     1,756        35,235  

Yara International ASA

     497        21,404  
     

 

 

 
        223,469  
     

 

 

 
Portugal - 0.2%  

EDP - Energias de Portugal SA

     6,618        25,694  

Galp Energia SGPS SA

     1,242        18,715  

Jeronimo Martins SGPS SA

     574        9,685  
     

 

 

 
        54,094  
     

 

 

 
Republic of South Africa - 0.0% (B)  

Investec PLC

     1,830        9,421  
     

 

 

 
Russian Federation - 0.0% (B)  

Evraz PLC

     1,041        5,985  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    6

 

      


Transamerica International Equity Index VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Singapore - 1.2%  

Ascendas, REIT

     6,700        $   15,124  

CapitaLand Commercial Trust, REIT

     5,863        8,781  

CapitaLand Mall Trust, REIT

     6,700        12,749  

CapitaLand, Ltd.

     6,900        17,623  

City Developments, Ltd.

     1,300        9,236  

ComfortDelGro Corp., Ltd.

     5,200        9,029  

DBS Group Holdings, Ltd.

     4,500        81,395  

Genting Singapore, Ltd.

     12,800        8,150  

Golden Agri-Resources, Ltd.

     9,700        1,579  

Jardine Cycle & Carriage, Ltd.

     300        6,512  

Keppel Corp., Ltd.

     3,900        16,733  

Oversea-Chinese Banking Corp., Ltd.

     7,708        60,564  

SATS, Ltd.

     1,900        6,653  

Sembcorp Industries, Ltd.

     2,600        3,913  

Singapore Airlines, Ltd.

     1,400        9,258  

Singapore Exchange, Ltd.

     1,800        11,031  

Singapore Press Holdings, Ltd.

     4,600        6,923  

Singapore Technologies Engineering, Ltd.

     3,400        9,446  

Singapore Telecommunications, Ltd.

     20,300        45,530  

Suntec Real Estate Investment Trust

     4,400        6,049  

United Overseas Bank, Ltd.

     3,100        57,552  

UOL Group, Ltd.

     1,300        7,054  

Venture Corp., Ltd.

     600        6,646  

Wilmar International, Ltd.

     5,200        14,033  
     

 

 

 
        431,563  
     

 

 

 
Spain - 2.8%  

ACS Actividades de Construccion y Servicios SA

     689        27,531  

Aena SME SA (C)

     175        32,045  

Amadeus IT Group SA

     1,116        79,941  

Banco Bilbao Vizcaya Argentaria SA

     16,833        87,708  

Banco de Sabadell SA

     14,394        13,966  

Banco Santander SA

     40,873        166,459  

Bankia SA

     3,621        6,838  

Bankinter SA

     1,840        11,620  

CaixaBank SA

     8,762        23,016  

Cellnex Telecom SA (A) (C)

     505        20,861  

Enagas SA

     580        13,440  

Endesa SA

     736        19,365  

Ferrovial SA

     1,237        35,743  

Grifols SA

     750        22,104  

Iberdrola SA

     14,923        155,106  

Industria de Diseno Textil SA

     2,677        82,865  

Mapfre SA

     2,902        7,816  

Naturgy Energy Group SA

     780        20,693  

Red Electrica Corp. SA

     1,057        21,469  

Repsol SA

     3,629        56,721  

Siemens Gamesa Renewable Energy SA

     550        7,463  

Telefonica SA

     11,543        88,082  
     

 

 

 
        1,000,852  
     

 

 

 
Sweden - 2.3%  

Alfa Laval AB

     711        14,034  

Assa Abloy AB, Class B

     2,436        54,218  

Atlas Copco AB, A Shares

     1,772        54,578  

Atlas Copco AB, B Shares

     888        24,067  

Boliden AB

     761        17,490  

Electrolux AB, Series B

     558        13,230  

Epiroc AB, Class A

     1,625        17,614  

Epiroc AB, Class B

     869        8,978  

Essity AB, Class B

     1,501        43,807  

Hennes & Mauritz AB, B Shares

     2,080        40,324  

Hexagon AB, B Shares

     670        32,302  
     Shares      Value  
COMMON STOCKS (continued)  
Sweden (continued)  

Husqvarna AB, B Shares

     925        $   7,036  

ICA Gruppen AB

     263        12,151  

Industrivarden AB, C Shares

     330        7,224  

Investor AB, B Shares

     1,118        54,639  

Kinnevik AB, B Shares

     683        17,963  

L E Lundbergforetagen AB, B Shares

     211        7,939  

Lundin Petroleum AB

     432        12,959  

Sandvik AB

     2,693        41,951  

Securitas AB, B Shares

     759        11,627  

Skandinaviska Enskilda Banken AB, Class A

     3,995        36,719  

Skanska AB, B Shares

     840        17,015  

SKF AB, B Shares

     954        15,768  

Svenska Handelsbanken AB, A Shares

     3,770        35,302  

Swedbank AB, A Shares

     2,348        33,798  

Swedish Match AB

     486        20,099  

Tele2 AB, B Shares

     1,288        19,168  

Telefonaktiebolaget LM Ericsson, B Shares

     7,726        61,736  

Telia Co. AB

     7,297        32,667  

Volvo AB, B Shares

     3,694        51,879  
     

 

 

 
        818,282  
     

 

 

 
Switzerland - 9.5%  

ABB, Ltd.

     4,596        90,304  

Adecco Group AG

     419        23,182  

Alcon, Inc. (A)

     1,103        64,320  

Baloise Holding AG

     119        21,319  

Barry Callebaut AG

     6        12,372  

Chocoladefabriken Lindt & Spruengli AG

     3        22,153  

Cie Financiere Richemont SA

     1,311        96,179  

Clariant AG (A)

     558        10,863  

Coca-Cola HBC AG (A)

     490        16,008  

Credit Suisse Group AG (A)

     6,554        80,345  

Dufry AG (A)

     119        9,953  

EMS-Chemie Holding AG

     20        12,454  

Geberit AG

     93        44,410  

Givaudan SA

     23        64,157  

Glencore PLC (A)

     28,018        84,315  

Julius Baer Group, Ltd. (A)

     563        24,944  

Kuehne & Nagel International AG

     121        17,822  

LafargeHolcim, Ltd. (A)

     1,176        57,878  

Lonza Group AG (A)

     181        61,189  

Nestle SA

     7,732        838,857  

Novartis AG

     5,388        467,188  

Pargesa Holding SA

     103        7,921  

Partners Group Holding AG

     44        33,761  

Roche Holding AG

     1,762        512,773  

Schindler Holding AG

     166        37,087  

SGS SA

     14        34,704  

Sika AG

     304        44,471  

Sonova Holding AG

     139        32,311  

STMicroelectronics NV

     1,710        33,045  

Straumann Holding AG

     23        18,800  

Swatch Group AG

     245        28,018  

Swiss Life Holding AG

     83        39,677  

Swiss Prime Site AG (A)

     186        18,198  

Swiss Re AG

     774        80,731  

Swisscom AG

     65        32,062  

Temenos AG (A)

     171        28,613  

UBS Group AG (A)

     9,649        109,537  

Vifor Pharma AG

     117        18,692  

Zurich Insurance Group AG

     388        148,506  
     

 

 

 
        3,379,119  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    7

 

      


Transamerica International Equity Index VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
United Arab Emirates - 0.0% (B)  

NMC Health PLC

     239        $   7,964  
     

 

 

 
United Kingdom - 14.1%  

3i Group PLC

     2,430        34,853  

Admiral Group PLC

     503        13,099  

Anglo American PLC

     2,650        60,969  

Ashtead Group PLC

     1,223        34,045  

Associated British Foods PLC

     840        23,786  

AstraZeneca PLC

     3,286        293,366  

Auto Trader Group PLC (C)

     2,289        14,354  

Aviva PLC

     9,944        48,821  

BAE Systems PLC

     8,326        58,352  

Barclays PLC

     43,831        81,054  

Barratt Developments PLC

     2,570        20,476  

Berkeley Group Holdings PLC

     273        14,028  

BP PLC

     51,735        328,104  

British American Tobacco PLC

     5,743        212,369  

British Land Co. PLC, REIT

     2,246        16,150  

BT Group PLC

     21,623        47,478  

Bunzl PLC

     798        20,850  

Burberry Group PLC

     1,080        28,869  

Centrica PLC

     14,737        13,362  

CNH Industrial NV

     2,725        27,741  

Coca-Cola European Partners PLC

     647        35,876  

Compass Group PLC

     3,988        102,629  

Croda International PLC

     345        20,616  

Diageo PLC

     5,941        243,467  

Direct Line Insurance Group PLC

     3,735        13,786  

easyJet PLC

     422        5,967  

Ferguson PLC

     566        41,366  

Fiat Chrysler Automobiles NV

     2,679        34,666  

G4S PLC

     3,458        8,044  

GlaxoSmithKline PLC

     12,501        268,156  

Halma PLC

     883        21,399  

Hargreaves Lansdown PLC

     639        16,334  

HSBC Holdings PLC

     51,410        394,817  

Imperial Brands PLC

     2,319        52,128  

Informa PLC

     3,229        33,826  

InterContinental Hotels Group PLC

     410        25,584  

Intertek Group PLC

     397        26,740  

ITV PLC

     9,039        13,992  

J Sainsbury PLC

     3,955        10,689  

John Wood Group PLC

     1,844        8,613  

Johnson Matthey PLC

     453        17,027  

Kingfisher PLC

     4,748        12,073  

Land Securities Group PLC, REIT

     1,731        18,227  

Legal & General Group PLC

     15,146        46,259  

Lloyds Banking Group PLC

     179,248        119,277  

London Stock Exchange Group PLC

     789        70,896  

Marks & Spencer Group PLC

     4,742        10,754  

Meggitt PLC

     1,934        15,100  

Melrose Industries PLC

     12,793        31,711  

Merlin Entertainments PLC (C)

     1,902        10,580  

Micro Focus International PLC

     779        10,889  

Mondi PLC

     1,214        23,256  

National Grid PLC

     8,683        94,153  

Next PLC

     328        24,948  

Ocado Group PLC (A)

     1,195        19,432  

Pearson PLC

     2,022        18,348  

Persimmon PLC

     731        19,504  

Prudential PLC

     6,473        117,393  

Reckitt Benckiser Group PLC

     1,772        138,221  

RELX PLC

     4,854        115,336  

Rentokil Initial PLC

     4,500        25,883  

Rio Tinto PLC

     2,843        147,130  

Rio Tinto, Ltd.

     936        58,545  
     Shares      Value  
COMMON STOCKS (continued)  
United Kingdom (continued)  

Rolls-Royce Holdings PLC (A)

     4,332        $   42,206  

Royal Bank of Scotland Group PLC

     11,408        29,119  

RSA Insurance Group PLC

     2,633        17,294  

Sage Group PLC

     2,607        22,162  

Schroders PLC

     354        13,384  

Segro PLC, REIT

     2,920        29,110  

Severn Trent PLC

     652        17,356  

Smith & Nephew PLC

     2,211        53,256  

Smiths Group PLC

     977        18,860  

Spirax-Sarco Engineering PLC

     177        17,073  

SSE PLC

     2,670        40,889  

St. James’s Place PLC

     1,289        15,522  

Standard Chartered PLC

     6,808        57,273  

Standard Life Aberdeen PLC

     5,801        20,385  

Taylor Wimpey PLC

     7,514        14,921  

Tesco PLC

     24,630        72,984  

Unilever NV

     3,635        218,503  

Unilever PLC

     2,791        167,809  

United Utilities Group PLC

     1,537        15,606  

Vodafone Group PLC

     66,359        132,179  

Weir Group PLC

     683        11,971  

Whitbread PLC

     373        19,693  

WM Morrison Supermarkets PLC

     6,291        15,493  

WPP PLC

     3,127        39,140  
     

 

 

 
        5,037,951  
     

 

 

 
United States - 0.1%  

Carnival PLC

     379        15,704  
     

 

 

 

Total Common Stocks
(Cost $35,406,121)

 

     34,340,362  
  

 

 

 
PREFERRED STOCKS - 0.5%  
Germany - 0.5%  

Bayerische Motoren Werke AG,
7.24% (D)

     166        9,219  

Fuchs Petrolub SE,
2.92% (D)

     192        7,212  

Henkel AG & Co. KGaA,
1.98% (D)

     419        41,467  

Porsche Automobil Holding SE,
3.75% (D)

     382        24,857  

Sartorius AG,
0.38% (D)

     84        15,326  

Volkswagen AG,
3.23% (D)

     463        78,755  
     

 

 

 

Total Preferred Stocks
(Cost $195,550)

 

     176,836  
  

 

 

 
RIGHT - 0.0% (B)  
Australia - 0.0% (B)  

Harvey Norman Holdings, Ltd., (A)
Exercise Price AUD 2.50,
Expiration Date 10/11/2019

     52        63  
     

 

 

 

Total Right
(Cost $0)

 

     63  
  

 

 

 

Total Investments
(Cost $35,601,671)

 

     34,517,261  

Net Other Assets (Liabilities) - 3.3%

        1,181,595  
     

 

 

 

Net Assets - 100.0%

        $  35,698,856  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    8

 

      


Transamerica International Equity Index VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

FUTURES CONTRACTS:

 

Long Futures Contracts:

 

 

Description

   Number of
Contracts
   Expiration
Date
   Notional
Amount
   Value    Unrealized
Appreciation
   Unrealized
Depreciation

MSCI EAFE Index

       12        12/20/2019      $     1,142,868      $     1,139,040      $     —        $     (3,828 )

INVESTMENTS BY INDUSTRY:

 

 

Industry

   Percentage of
Total Investments
  Value

Banks

       9.8 %       $    3,400,405

Pharmaceuticals

       8.2       2,832,820

Insurance

       5.5       1,913,362

Oil, Gas & Consumable Fuels

       5.1       1,747,666

Food Products

       3.8       1,309,525

Chemicals

       3.4       1,170,723

Automobiles

       3.2       1,105,507

Metals & Mining

       2.7       927,558

Machinery

       2.6       903,712

Textiles, Apparel & Luxury Goods

       2.6       883,997

Beverages

       2.5       863,250

Capital Markets

       2.5       857,007

Personal Products

       2.3       793,120

Diversified Telecommunication Services

       2.2       761,070

Electric Utilities

       2.1       709,303

Real Estate Management & Development

       2.0       684,535

Health Care Equipment & Supplies

       1.8       616,680

Semiconductors & Semiconductor Equipment

       1.7       592,491

Wireless Telecommunication Services

       1.7       584,771

Equity Real Estate Investment Trusts

       1.7       572,198

Electronic Equipment, Instruments & Components

       1.6       550,890

Aerospace & Defense

       1.6       539,492

Professional Services

       1.5       511,706

Food & Staples Retailing

       1.4       499,319

Hotels, Restaurants & Leisure

       1.4       498,798

Electrical Equipment

       1.4       497,555

Software

       1.4       491,607

Trading Companies & Distributors

       1.3       454,790

Industrial Conglomerates

       1.2       431,850

Road & Rail

       1.2       423,475

Household Durables

       1.2       419,961

IT Services

       1.1       364,994

Tobacco

       1.0       350,242

Multi-Utilities

       1.0       349,244

Construction & Engineering

       1.0       345,478

Specialty Retail

       1.0       333,097

Auto Components

       1.0       331,645

Household Products

       0.9       302,793

Building Products

       0.8       280,085

Biotechnology

       0.7       254,889

Media

       0.7       236,919

Entertainment

       0.6       223,807

Diversified Financial Services

       0.6       220,377

Transportation Infrastructure

       0.6       213,473

Commercial Services & Supplies

       0.6       204,287

Construction Materials

       0.6       197,815

Gas Utilities

       0.5       180,142

Technology Hardware, Storage & Peripherals

       0.5       171,629

Internet & Direct Marketing Retail

       0.5       170,042

Multiline Retail

       0.5       168,956

Health Care Providers & Services

       0.5       167,626

Air Freight & Logistics

       0.5       160,637

Communications Equipment

       0.4       133,361

Life Sciences Tools & Services

       0.3       101,497

Paper & Forest Products

       0.3       90,792

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    9         


Transamerica International Equity Index VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

INVESTMENTS BY INDUSTRY (continued):

 

 

Industry

   Percentage of
Total Investments
  Value

Leisure Products

       0.2 %       $     86,807

Marine

       0.2       61,378

Interactive Media & Services

       0.2       56,307

Airlines

       0.1       41,896

Independent Power & Renewable Electricity Producers

       0.1       34,961

Water Utilities

       0.1       32,962

Energy Equipment & Services

       0.1       29,003

Health Care Technology

       0.1       26,471

Containers & Packaging

       0.1       23,337

Consumer Finance

       0.0 (B)        12,062

Distributors

       0.0 (B)        6,512

Diversified Consumer Services

       0.0 (B)        2,595
    

 

 

     

 

 

 

Investments

       100.0       34,517,261
    

 

 

     

 

 

 

Total Investments

       100.0 %       $    34,517,261
    

 

 

     

 

 

 

SECURITY VALUATION:

 

Valuation Inputs (E)

 

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

ASSETS

 

Investments

 

Common Stocks

   $ 234,743     $ 34,105,619      $ —        $ 34,340,362  

Preferred Stocks

     —         176,836        —          176,836  

Right

     —         63        —          63  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Investments

   $     234,743     $     34,282,518      $ —        $     34,517,261  
  

 

 

   

 

 

    

 

 

    

 

 

 

LIABILITIES

 

Other Financial Instruments

 

Futures Contracts (F)

   $ (3,828   $ —        $ —        $ (3,828
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ (3,828   $ —        $     —        $ (3,828
  

 

 

   

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing securities.
(B)      Percentage rounds to less than 0.1% or (0.1)%.
(C)      Securities are registered pursuant to Rule 144A of the Securities Act of 1933. Unless otherwise indicated, the securities are deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2019, the total value of 144A securities is $290,327, representing 0.8% of the Portfolio’s net assets.
(D)      Rates disclosed reflect the yields at September 30, 2019.
(E)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(F)      Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).

PORTFOLIO ABBREVIATIONS:

 

ADR

   American Depositary Receipt

CDI

   CHESS Depositary Interests

CVA

   Commanditaire Vennootschap op Aandelen (Dutch Certificate)

EAFE

   Europe, Australasia and Far East

REIT

   Real Estate Investment Trust

SDR

   Swedish Depositary Receipt

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    10         


Transamerica Janus Balanced VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS - 59.5%  
Aerospace & Defense - 3.5%  

Boeing Co.

     60,779        $  23,124,586  

General Dynamics Corp.

     79,587        14,542,933  
     

 

 

 
        37,667,519  
     

 

 

 
Air Freight & Logistics - 0.5%  

United Parcel Service, Inc., Class B

     40,345        4,834,138  
     

 

 

 
Airlines - 0.6%  

Delta Air Lines, Inc.

     110,920        6,388,992  
     

 

 

 
Automobiles - 0.4%  

General Motors Co.

     119,877        4,492,990  
     

 

 

 
Banks - 2.5%  

Bank of America Corp.

     256,767        7,489,893  

US Bancorp

     340,943        18,867,786  
     

 

 

 
        26,357,679  
     

 

 

 
Capital Markets - 3.1%  

Blackstone Group, Inc., Class A

     174,163        8,506,121  

CME Group, Inc.

     47,812        10,104,588  

Morgan Stanley

     151,655        6,471,119  

TD Ameritrade Holding Corp.

     181,843        8,492,068  
     

 

 

 
        33,573,896  
     

 

 

 
Chemicals - 1.3%  

LyondellBasell Industries NV, Class A

     151,827        13,583,962  
     

 

 

 
Consumer Finance - 1.5%  

American Express Co.

     49,467        5,850,957  

Synchrony Financial

     290,950        9,918,485  
     

 

 

 
        15,769,442  
     

 

 

 
Electronic Equipment, Instruments & Components - 0.6%  

Corning, Inc.

     217,492        6,202,872  
     

 

 

 
Entertainment - 0.8%  

Walt Disney Co.

     69,629        9,074,051  
     

 

 

 
Equity Real Estate Investment Trusts - 1.2%  

Crown Castle International Corp.

     44,307        6,159,116  

MGM Growth Properties LLC, Class A

     133,148        4,001,098  

Outfront Media, Inc.

     116,004        3,222,591  
     

 

 

 
        13,382,805  
     

 

 

 
Food & Staples Retailing - 3.1%  

Costco Wholesale Corp.

     65,963        19,004,600  

Kroger Co.

     120,800        3,114,224  

Sysco Corp.

     145,566        11,557,940  
     

 

 

 
        33,676,764  
     

 

 

 
Food Products - 0.6%  

Hershey Co.

     42,753        6,626,287  
     

 

 

 
Health Care Equipment & Supplies - 1.7%  

Abbott Laboratories

     126,688        10,599,985  

Medtronic PLC

     69,992        7,602,531  
     

 

 

 
        18,202,516  
     

 

 

 
     Shares      Value  
COMMON STOCKS (continued)  
Health Care Providers & Services - 1.5%  

UnitedHealth Group, Inc.

     74,797        $   16,254,884  
     

 

 

 
Hotels, Restaurants & Leisure - 3.2%  

Hilton Worldwide Holdings, Inc.

     87,353        8,133,438  

McDonald’s Corp.

     93,230        20,017,413  

Norwegian Cruise Line Holdings, Ltd. (A)

     103,523        5,359,386  

Six Flags Entertainment Corp.

     26,692        1,355,686  
     

 

 

 
        34,865,923  
     

 

 

 
Household Products - 0.4%  

Clorox Co.

     29,346        4,456,777  
     

 

 

 
Industrial Conglomerates - 0.6%  

Honeywell International, Inc.

     38,449        6,505,571  
     

 

 

 
Insurance - 0.9%  

Progressive Corp.

     121,188        9,361,773  
     

 

 

 
Interactive Media & Services - 2.2%  

Alphabet, Inc., Class C (A)

     19,319        23,549,861  
     

 

 

 
Internet & Direct Marketing Retail - 0.8%  

Amazon.com, Inc. (A)

     4,729        8,209,118  
     

 

 

 
IT Services - 3.9%  

Accenture PLC, Class A

     66,701        12,829,938  

Mastercard, Inc., Class A

     108,583        29,487,885  
     

 

 

 
        42,317,823  
     

 

 

 
Leisure Products - 0.6%  

Hasbro, Inc.

     57,596        6,836,069  
     

 

 

 
Life Sciences Tools & Services - 0.6%  

Thermo Fisher Scientific, Inc.

     20,763        6,047,639  
     

 

 

 
Machinery - 1.4%  

Deere & Co.

     41,321        6,970,026  

Parker-Hannifin Corp.

     19,587        3,537,608  

Stanley Black & Decker, Inc.

     32,373        4,674,985  
     

 

 

 
        15,182,619  
     

 

 

 
Media - 1.4%  

Comcast Corp., Class A

     342,996        15,462,260  
     

 

 

 
Oil, Gas & Consumable Fuels - 1.0%  

EOG Resources, Inc.

     49,169        3,649,323  

Suncor Energy, Inc.

     112,494        3,548,420  

Suncor Energy, Inc.

     126,539        3,996,102  
     

 

 

 
        11,193,845  
     

 

 

 
Personal Products - 0.5%  

Estee Lauder Cos., Inc., Class A

     24,856        4,945,101  
     

 

 

 
Pharmaceuticals - 3.1%  

Bristol-Myers Squibb Co.

     183,190        9,289,565  

Eli Lilly & Co.

     76,435        8,547,726  

Merck & Co., Inc.

     183,954        15,485,248  
     

 

 

 
        33,322,539  
     

 

 

 
Real Estate Management & Development - 0.5%  

CBRE Group, Inc., Class A (A)

     92,214        4,888,264  
     

 

 

 
Road & Rail - 1.2%  

CSX Corp.

     183,719        12,726,215  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica Janus Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Semiconductors & Semiconductor Equipment - 3.2%  

Intel Corp.

     204,670        $   10,546,645  

Lam Research Corp.

     38,920        8,994,801  

NVIDIA Corp.

     28,023        4,877,964  

Texas Instruments, Inc.

     74,424        9,618,558  
     

 

 

 
        34,037,968  
     

 

 

 
Software - 5.4%  

Adobe, Inc. (A)

     48,232        13,324,090  

Microsoft Corp.

     288,616        40,126,282  

salesforce.com, Inc. (A)

     30,777        4,568,538  
     

 

 

 
        58,018,910  
     

 

 

 
Specialty Retail - 1.8%  

Home Depot, Inc.

     82,800        19,211,256  
     

 

 

 
Technology Hardware, Storage & Peripherals - 1.9%  

Apple, Inc.

     92,239        20,658,769  
     

 

 

 
Textiles, Apparel & Luxury Goods - 0.9%  

NIKE, Inc., Class B

     101,616        9,543,775  
     

 

 

 
Tobacco - 1.1%  

Altria Group, Inc.

     286,136        11,702,962  
     

 

 

 

Total Common Stocks
(Cost $475,934,761)

 

     639,133,834  
     

 

 

 
CONVERTIBLE PREFERRED STOCK - 0.1%  
Semiconductors & Semiconductor Equipment - 0.1%  

Broadcom, Inc.,

     

Series A, 8.00%

     1,200        1,230,463  
     

 

 

 

Total Convertible Preferred Stock
(Cost $1,200,000)

 

     1,230,463  
     

 

 

 
     Principal      Value  
ASSET-BACKED SECURITIES - 1.2%  

AmeriCredit Automobile Receivables Trust

     

Series 2015-3, Class D,

     

3.34%, 08/08/2021

     $  1,244,000        1,247,949  

Applebee’s Funding LLC / IHOP Funding LLC

     

Series 2019-1A, Class A2I,

     

4.19%, 06/07/2049 (B)

     678,000        693,499  

Series 2019-1A, Class A2II,

     

4.72%, 06/07/2049 (B)

     296,000        306,834  

Credit Acceptance Auto Loan Trust

     

Series 2018-2A, Class B,

     

3.94%, 07/15/2027 (B)

     314,000        323,054  

DB Master Finance LLC

     

Series 2019-1A, Class A23,

     

4.35%, 05/20/2049 (B)

     317,205        335,111  

Series 2019-1A, Class A2I,

     

3.79%, 05/20/2049 (B)

     396,008        407,809  

Series 2019-1A, Class A2II,

     

4.02%, 05/20/2049 (B)

     160,598        166,491  

Domino’s Pizza Master Issuer LLC

     

Series 2017-1A, Class A2II,

     

3.08%, 07/25/2047 (B)

     135,240        135,699  

Series 2018-1A, Class A2I,

     

4.12%, 07/25/2048 (B)

     779,138        808,838  

Series 2018-1A, Class A2II,

     

4.33%, 07/25/2048 (B)

     121,463        128,034  
     Principal      Value  
ASSET-BACKED SECURITIES (continued)  

Drive Auto Receivables Trust

     

Series 2017-1, Class E,

     

5.17%, 09/16/2024

     $   1,590,000        $   1,640,928  

Series 2017-2, Class E,

     

5.27%, 11/15/2024

     1,400,000        1,451,345  

Series 2017-AA, Class D,

     

4.16%, 05/15/2024 (B)

     353,000        358,690  

Series 2019-1, Class D,

     

4.09%, 06/15/2026

     148,000        153,265  

Jack in the Box Funding LLC

     

Series 2019-1A, Class A23,

     

4.97%, 08/25/2049 (B)

     841,000        871,747  

Series 2019-1A, Class A2I,

     

3.98%, 08/25/2049 (B)

     841,000        855,213  

Series 2019-1A, Class A2II,

     

4.48%, 08/25/2049 (B)

     841,000        863,396  

OneMain Direct Auto Receivables Trust

     

Series 2018-1A, Class C,

     

3.85%, 10/14/2025 (B)

     148,000        152,238  

Series 2018-1A, Class D,

     

4.40%, 01/14/2028 (B)

     147,000        152,183  

Station Place Securitization Trust

     

3.45%, 10/24/2020 (C)

     1,701,000        1,701,000  

Wendys Funding LLC

     

Series 2018-1A, Class A2I,

     

3.57%, 03/15/2048 (B)

     254,468        258,498  

Series 2018-1A, Class A2II,

     

3.88%, 03/15/2048 (B)

     75,653        77,809  
     

 

 

 

Total Asset-Backed Securities
(Cost $12,923,666)

 

     13,089,630  
     

 

 

 
CORPORATE DEBT SECURITIES - 20.7%  
Aerospace & Defense - 0.4%  

Boeing Co.

     

2.25%, 06/15/2026

     123,000        122,510  

3.20%, 03/01/2029

     876,000        919,656  

3.25%, 03/01/2028

     152,000        159,583  

3.60%, 05/01/2034

     1,252,000        1,357,840  

Huntington Ingalls Industries, Inc.

     

5.00%, 11/15/2025 (B)

     1,451,000        1,519,922  
     

 

 

 
        4,079,511  
     

 

 

 
Automobiles - 0.1%  

General Motors Co.

     

5.00%, 10/01/2028

     972,000        1,032,608  
     

 

 

 
Banks - 2.0%  

Bank of America Corp.

     

Fixed until 04/24/2027,
3.71% (D), 04/24/2028

     3,285,000        3,493,858  

Fixed until 03/05/2028,
3.97% (D), 03/05/2029, MTN

     804,000        871,139  

Fixed until 02/07/2029,
3.97% (D), 02/07/2030, MTN

     1,090,000        1,191,167  

Bank of Montreal

     

3.30%, 02/05/2024, MTN

     1,074,000        1,117,593  

CIT Bank NA

     

Fixed until 09/27/2024,
2.97% (D), 09/27/2025

     887,000        886,734  

Citigroup, Inc.

     

Fixed until 01/10/2027,
3.89% (D), 01/10/2028

     4,037,000        4,324,263  

Citizens Financial Group, Inc.

     

3.75%, 07/01/2024

     188,000        193,910  

4.30%, 12/03/2025

     783,000        837,225  

4.35%, 08/01/2025

     177,000        189,328  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    2

 

      


Transamerica Janus Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Banks (continued)  

First Republic Bank

     

4.63%, 02/13/2047

     $   385,000        $   442,671  

JPMorgan Chase & Co.

     

Fixed until 05/06/2029,
3.70% (D), 05/06/2030

     1,042,000        1,116,492  

Fixed until 02/01/2027,
3.78% (D), 02/01/2028

     1,204,000        1,288,136  

Fixed until 01/29/2026,
3.96% (D), 01/29/2027

     1,725,000        1,865,169  

Fixed until 12/05/2028,
4.45% (D), 12/05/2029

     3,236,000        3,658,045  
     

 

 

 
        21,475,730  
     

 

 

 
Beverages - 0.4%  

Anheuser-Busch InBev Worldwide, Inc.

     

4.15%, 01/23/2025

     1,992,000        2,175,655  

4.75%, 01/23/2029

     939,000        1,091,364  

Keurig Dr. Pepper, Inc.

     

4.60%, 05/25/2028

     974,000        1,090,732  

5.09%, 05/25/2048

     389,000        460,191  
     

 

 

 
        4,817,942  
     

 

 

 
Capital Markets - 0.7%  

Cboe Global Markets, Inc.

     

3.65%, 01/12/2027

     943,000        1,002,940  

Morgan Stanley

     

3.95%, 04/23/2027

     1,599,000        1,691,328  

4.35%, 09/08/2026, MTN

     959,000        1,038,526  

Fixed until 01/23/2029,
4.43% (D), 01/23/2030, MTN

     2,027,000        2,276,650  

Raymond James Financial, Inc.

     

4.95%, 07/15/2046

     819,000        978,546  

5.63%, 04/01/2024

     396,000        446,898  
     

 

 

 
        7,434,888  
     

 

 

 
Chemicals - 0.1%  

CF Industries, Inc.

     

4.50%, 12/01/2026 (B)

     385,000        420,000  

Nutrien, Ltd.

     

4.20%, 04/01/2029

     192,000        211,489  
     

 

 

 
        631,489  
     

 

 

 
Communications Equipment - 0.2%  

CommScope, Inc.

     

5.50%, 03/01/2024 (B)

     391,000        402,241  

6.00%, 03/01/2026 (B)

     855,000        884,754  

Juniper Networks, Inc.

     

3.75%, 08/15/2029

     487,000        488,938  
     

 

 

 
        1,775,933  
     

 

 

 
Consumer Finance - 0.8%  

Ford Motor Credit Co. LLC

     

3.82%, 11/02/2027

     1,171,000        1,110,193  

4.39%, 01/08/2026, MTN

     1,241,000        1,234,985  

5.11%, 05/03/2029

     3,120,000        3,136,819  

General Motors Financial Co., Inc.

     

4.30%, 07/13/2025

     190,000        197,328  

4.35%, 04/09/2025 - 01/17/2027

     975,000        1,010,683  

Synchrony Financial

     

2.85%, 07/25/2022

     124,000        125,044  

3.95%, 12/01/2027

     889,000        911,321  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Consumer Finance (continued)  

Synchrony Financial (continued)

     

4.38%, 03/19/2024

     $   213,000        $   226,020  

5.15%, 03/19/2029

     1,054,000        1,168,498  
     

 

 

 
        9,120,891  
     

 

 

 
Containers & Packaging - 0.3%  

Ball Corp.

     

4.38%, 12/15/2020

     702,000        716,398  

WRKCo, Inc.

     

3.38%, 09/15/2027

     68,000        69,174  

3.75%, 03/15/2025

     62,000        65,265  

4.00%, 03/15/2028

     228,000        242,827  

4.65%, 03/15/2026

     379,000        416,066  

4.90%, 03/15/2029 (E)

     1,964,000        2,225,972  
     

 

 

 
        3,735,702  
     

 

 

 
Diversified Consumer Services - 0.1%  

Service Corp. International

     

5.13%, 06/01/2029

     695,000        742,781  
     

 

 

 
Diversified Financial Services - 0.1%  

GE Capital International Funding Unlimited Co.

     

4.42%, 11/15/2035

     1,101,000        1,152,217  
     

 

 

 
Diversified Telecommunication Services - 1.3%  

AT&T, Inc.

     

3.60%, 07/15/2025

     578,000        608,446  

4.35%, 03/01/2029

     3,915,000        4,324,073  

4.50%, 03/09/2048

     658,000        707,765  

4.75%, 05/15/2046

     691,000        766,296  

4.85%, 03/01/2039

     618,000        700,710  

5.15%, 11/15/2046

     558,000        644,760  

5.25%, 03/01/2037

     259,000        304,821  

CenturyLink, Inc.

     

5.80%, 03/15/2022

     356,000        375,135  

6.45%, 06/15/2021

     639,000        670,950  

Verizon Communications, Inc.

     

2.63%, 08/15/2026

     896,000        907,753  

3.88%, 02/08/2029

     320,000        351,157  

4.33%, 09/21/2028

     1,937,000        2,196,118  

4.52%, 09/15/2048

     238,000        281,405  

4.86%, 08/21/2046

     322,000        393,285  

5.01%, 08/21/2054

     484,000        609,177  
     

 

 

 
        13,841,851  
     

 

 

 
Electric Utilities - 0.9%  

Oncor Electric Delivery Co. LLC

     

2.75%, 06/01/2024 (B)

     845,000        867,635  

3.70%, 11/15/2028 (B)

     677,000        745,458  

3.80%, 06/01/2049 (B)

     998,000        1,118,904  

PPL WEM, Ltd. / Western Power Distribution, Ltd.

     

5.38%, 05/01/2021 (B)

     2,144,000        2,212,392  

Southern Co.

     

2.95%, 07/01/2023

     687,000        701,158  

Vistra Operations Co. LLC

     

5.00%, 07/31/2027 (B)

     1,383,000        1,424,047  

5.50%, 09/01/2026 (B)

     390,000        408,018  

5.63%, 02/15/2027 (B)

     2,135,000        2,248,262  
     

 

 

 
        9,725,874  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    3

 

      


Transamerica Janus Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Electronic Equipment, Instruments & Components - 0.4%  

Trimble, Inc.

     

4.75%, 12/01/2024

     $   1,217,000        $   1,306,232  

4.90%, 06/15/2028

     2,375,000        2,576,836  
     

 

 

 
        3,883,068  
     

 

 

 
Entertainment - 0.2%  

Netflix, Inc.

     

4.38%, 11/15/2026

     580,000        587,569  

5.38%, 11/15/2029 (B)

     509,000        530,633  

5.88%, 11/15/2028

     114,000        123,838  

Viacom, Inc.

     

5.85%, 09/01/2043

     963,000        1,181,157  
     

 

 

 
        2,423,197  
     

 

 

 
Equity Real Estate Investment Trusts - 0.6%  

Crown Castle International Corp.

     

3.10%, 11/15/2029

     1,220,000        1,223,851  

3.65%, 09/01/2027

     468,000        495,520  

4.30%, 02/15/2029

     539,000        595,083  

5.20%, 02/15/2049

     1,149,000        1,419,378  

Reckson Operating Partnership, LP

     

7.75%, 03/15/2020

     1,330,000        1,360,982  

Ventas Realty, LP

     

3.50%, 04/15/2024

     973,000        1,019,118  
     

 

 

 
        6,113,932  
     

 

 

 
Food & Staples Retailing - 0.0% (F)  

Sysco Corp.

     

2.50%, 07/15/2021

     258,000        259,623  
     

 

 

 
Food Products - 1.2%  

Campbell Soup Co.

     

3.95%, 03/15/2025

     491,000        520,525  

4.15%, 03/15/2028

     935,000        1,006,789  

4.80%, 03/15/2048 (E)

     826,000        926,766  

General Mills, Inc.

     

4.20%, 04/17/2028 (E)

     1,086,000        1,209,185  

JBS USA LUX SA / JBS USA Finance, Inc.

     

5.75%, 06/15/2025 (B)

     438,000        456,317  

5.88%, 07/15/2024 (B)

     243,000        250,302  

6.75%, 02/15/2028 (B)

     135,000        149,512  

JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.

     

6.50%, 04/15/2029 (B)

     192,000        213,116  

Kraft Heinz Foods Co.

     

3.00%, 06/01/2026

     2,076,000        2,053,964  

3.75%, 04/01/2030 (B)

     502,000        506,687  

4.38%, 06/01/2046

     769,000        734,194  

4.63%, 01/30/2029 (E)

     342,000        369,953  

4.63%, 10/01/2039 (B)

     256,000        257,328  

4.88%, 10/01/2049 (B)

     512,000        516,992  

5.00%, 06/04/2042

     288,000        296,922  

Mars, Inc.

     

2.70%, 04/01/2025 (B)

     397,000        407,356  

3.20%, 04/01/2030 (B)

     484,000        512,027  

3.95%, 04/01/2049 (B)

     867,000        988,271  

4.20%, 04/01/2059 (B)

     414,000        477,570  

Mondelez International Holdings BV

     

2.25%, 09/19/2024 (B)

     875,000        870,777  
     

 

 

 
        12,724,553  
     

 

 

 
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Gas Utilities - 0.1%  

AmeriGas Partners, LP / AmeriGas Finance Corp.

     

5.50%, 05/20/2025

     $   1,376,000        $   1,477,480  

5.63%, 05/20/2024

     37,000        39,613  
     

 

 

 
        1,517,093  
     

 

 

 
Health Care Equipment & Supplies - 0.1%  

Boston Scientific Corp.

     

3.75%, 03/01/2026

     474,000        506,541  

4.00%, 03/01/2029

     246,000        271,906  

4.70%, 03/01/2049

     395,000        481,682  
     

 

 

 
        1,260,129  
     

 

 

 
Health Care Providers & Services - 1.2%  

Centene Corp.

     

4.75%, 05/15/2022

     53,000        54,071  

5.38%, 06/01/2026 (B)

     1,427,000        1,492,999  

6.13%, 02/15/2024

     569,000        591,874  

Cigna Corp.

     

3.40%, 09/17/2021

     154,000        157,460  

3.75%, 07/15/2023

     627,000        656,580  

CVS Health Corp.

     

3.00%, 08/15/2026

     119,000        119,590  

3.25%, 08/15/2029

     192,000        192,881  

4.10%, 03/25/2025

     1,111,000        1,187,064  

4.30%, 03/25/2028

     578,000        625,012  

4.75%, 12/01/2022

     460,000        490,618  

5.05%, 03/25/2048

     1,976,000        2,242,619  

HCA, Inc.

     

4.13%, 06/15/2029

     2,631,000        2,759,091  

4.50%, 02/15/2027

     1,005,000        1,077,543  

5.13%, 06/15/2039

     431,000        470,083  

5.25%, 06/15/2049

     628,000        685,049  

Humana, Inc.

     

3.13%, 08/15/2029

     211,000        210,803  
     

 

 

 
        13,013,337  
     

 

 

 
Health Care Technology - 0.1%  

IQVIA, Inc.

     

5.00%, 05/15/2027 (B)

     550,000        576,125  
     

 

 

 
Hotels, Restaurants & Leisure - 0.5%  

GLP Capital, LP / GLP Financing II, Inc.

     

3.35%, 09/01/2024

     159,000        159,906  

4.00%, 01/15/2030

     1,071,000        1,076,323  

5.25%, 06/01/2025

     310,000        341,474  

5.38%, 04/15/2026

     359,000        394,850  

McDonald’s Corp.

     

2.63%, 09/01/2029, MTN

     1,220,000        1,214,463  

3.63%, 09/01/2049, MTN

     514,000        519,554  

MGM Resorts International

     

6.63%, 12/15/2021

     411,000        445,257  

7.75%, 03/15/2022

     148,000        165,577  

Starbucks Corp.

     

4.45%, 08/15/2049

     630,000        729,956  
     

 

 

 
        5,047,360  
     

 

 

 
Household Durables - 0.3%  

MDC Holdings, Inc.

     

5.50%, 01/15/2024

     569,000        623,055  

Newell Brands, Inc.

     

4.20%, 04/01/2026 (E)

     1,108,000        1,159,232  

5.38%, 04/01/2036

     1,265,000        1,348,873  
     

 

 

 
        3,131,160  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    4

 

      


Transamerica Janus Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Independent Power & Renewable Electricity Producers - 0.5%  

NRG Energy, Inc.

     

3.75%, 06/15/2024 (B)

     $   1,084,000        $   1,115,447  

4.45%, 06/15/2029 (B)

     1,044,000        1,087,709  

5.25%, 06/15/2029 (B) (E)

     416,000        447,325  

5.75%, 01/15/2028

     210,000        225,750  

6.63%, 01/15/2027

     1,339,000        1,450,605  

7.25%, 05/15/2026

     911,000        997,773  
     

 

 

 
        5,324,609  
     

 

 

 
Industrial Conglomerates - 0.2%  

General Electric Co.

     

Fixed until 01/21/2021 (G),
5.00% (D) (E)

     2,000,000        1,889,220  
     

 

 

 
Insurance - 0.0% (F)  

Brown & Brown, Inc.

     

4.50%, 03/15/2029

     486,000        529,355  
     

 

 

 
IT Services - 0.6%  

Fidelity National Information Services, Inc.

     

3.75%, 05/21/2029

     295,000        320,012  

5.00%, 10/15/2025

     429,000        487,494  

Global Payments, Inc.

     

3.20%, 08/15/2029

     273,000        276,847  

4.15%, 08/15/2049

     205,000        216,300  

PayPal Holdings, Inc.

     

2.40%, 10/01/2024

     491,000        493,662  

2.65%, 10/01/2026

     1,469,000        1,479,119  

2.85%, 10/01/2029

     1,729,000        1,739,757  

Total System Services, Inc.

     

4.80%, 04/01/2026

     1,249,000        1,387,700  
     

 

 

 
        6,400,891  
     

 

 

 
Machinery - 0.6%  

Novelis Corp.

     

5.88%, 09/30/2026 (B)

     1,609,000        1,687,358  

Wabtec Corp.

     

3.45%, 11/15/2026

     233,000        235,476  

4.40%, 03/15/2024

     855,000        910,599  

4.95%, 09/15/2028

     3,711,000        4,092,052  
     

 

 

 
        6,925,485  
     

 

 

 
Media - 1.4%  

CCO Holdings LLC / CCO Holdings Capital Corp.

     

5.25%, 03/15/2021

     713,000        713,570  

Charter Communications Operating LLC / Charter Communications Operating Capital

     

5.05%, 03/30/2029

     3,511,000        3,928,007  

5.38%, 05/01/2047

     177,000        192,853  

5.75%, 04/01/2048

     768,000        875,515  

6.48%, 10/23/2045

     221,000        268,919  

Comcast Corp.

     

3.15%, 03/01/2026

     478,000        500,506  

4.15%, 10/15/2028

     557,000        624,801  

4.25%, 10/15/2030

     805,000        915,682  

4.60%, 10/15/2038

     506,000        604,468  

4.95%, 10/15/2058

     521,000        662,168  

CSC Holdings LLC

     

5.75%, 01/15/2030 (B) (H)

     1,323,000        1,382,694  

6.50%, 02/01/2029 (B)

     1,386,000        1,540,504  

Diamond Sports Group LLC / Diamond Sports Finance Co.

     

5.38%, 08/15/2026 (B)

     813,000        843,488  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Media (continued)  

Fox Corp.

     

4.03%, 01/25/2024 (B)

     $   362,000        $   384,903  

Sirius XM Radio, Inc.

     

5.50%, 07/01/2029 (B)

     829,000        884,958  

UBM PLC

     

5.75%, 11/03/2020 (B)

     471,000        485,605  
     

 

 

 
        14,808,641  
     

 

 

 
Metals & Mining - 0.8%  

Allegheny Technologies, Inc.

     

5.95%, 01/15/2021

     774,000        790,931  

Constellium SE

     

5.75%, 05/15/2024 (B)

     991,000        1,018,253  

Freeport-McMoRan, Inc.

     

3.55%, 03/01/2022

     1,180,000        1,182,950  

3.88%, 03/15/2023

     1,121,000        1,129,407  

5.00%, 09/01/2027

     711,000        707,523  

5.25%, 09/01/2029

     670,000        667,906  

Hudbay Minerals, Inc.

     

7.25%, 01/15/2023 (B)

     1,059,000        1,093,418  

Reliance Steel & Aluminum Co.

     

4.50%, 04/15/2023

     644,000        680,327  

Steel Dynamics, Inc.

     

5.50%, 10/01/2024

     987,000        1,012,958  
     

 

 

 
        8,283,673  
     

 

 

 
Oil, Gas & Consumable Fuels - 2.0%  

Cenovus Energy, Inc.

     

4.25%, 04/15/2027

     340,000        353,492  

Cheniere Energy Partners, LP

     

5.63%, 10/01/2026

     540,000        573,021  

Continental Resources, Inc.

     

4.50%, 04/15/2023

     987,000        1,024,662  

5.00%, 09/15/2022

     819,000        826,185  

Energy Transfer Operating, LP

     

4.25%, 03/15/2023

     508,000        530,740  

4.95%, 06/15/2028

     78,000        85,723  

5.50%, 06/01/2027

     327,000        369,933  

5.88%, 01/15/2024

     458,000        509,140  

6.00%, 06/15/2048

     832,000        982,963  

6.13%, 12/15/2045

     1,864,000        2,186,827  

EnLink Midstream Partners, LP

     

4.15%, 06/01/2025

     690,000        639,975  

EQM Midstream Partners, LP

     

5.50%, 07/15/2028

     971,000        971,115  

Exxon Mobil Corp.

     

2.44%, 08/16/2029

     1,339,000        1,347,570  

3.10%, 08/16/2049

     1,578,000        1,584,250  

Hess Corp.

     

4.30%, 04/01/2027 (E)

     2,117,000        2,212,470  

HollyFrontier Corp.

     

5.88%, 04/01/2026

     852,000        954,578  

Kinder Morgan Energy Partners, LP

     

5.00%, 10/01/2021

     436,000        456,004  

Kinder Morgan, Inc.

     

4.30%, 03/01/2028

     234,000        253,776  

5.20%, 03/01/2048

     146,000        168,241  

5.55%, 06/01/2045

     219,000        258,138  

NGPL PipeCo LLC

     

4.38%, 08/15/2022 (B)

     822,000        852,089  

4.88%, 08/15/2027 (B)

     1,004,000        1,076,193  

NuStar Logistics, LP

     

5.63%, 04/28/2027

     483,000        510,169  

Petroleos Mexicanos

     

6.84%, 01/23/2030 (B)

     235,000        243,436  

7.69%, 01/23/2050 (B)

     215,000        224,137  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    5

 

      


Transamerica Janus Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Oil, Gas & Consumable Fuels (continued)  

Plains All American Pipeline, LP / PAA Finance Corp.

     

4.65%, 10/15/2025

     $   1,079,000        $   1,153,371  

Tallgrass Energy Partners, LP / Tallgrass Energy Finance Corp.

     

4.75%, 10/01/2023 (B)

     831,000        831,000  

5.50%, 09/15/2024 (B)

     310,000        308,450  
     

 

 

 
        21,487,648  
     

 

 

 
Paper & Forest Products - 0.1%  

Georgia-Pacific LLC

     

3.16%, 11/15/2021 (B)

     1,045,000        1,062,309  
     

 

 

 
Pharmaceuticals - 0.9%  

Allergan Finance LLC

     

3.25%, 10/01/2022

     606,000        618,950  

Allergan Funding SCS

     

3.45%, 03/15/2022

     1,120,000        1,147,755  

3.80%, 03/15/2025

     724,000        758,121  

Allergan, Inc.

     

2.80%, 03/15/2023

     48,000        48,438  

Bausch Health Cos., Inc.

     

7.00%, 03/15/2024 (B)

     767,000        806,086  

Bristol-Myers Squibb Co.

     

3.40%, 07/26/2029 (B)

     444,000        474,246  

4.13%, 06/15/2039 (B)

     321,000        363,764  

4.25%, 10/26/2049 (B)

     551,000        639,780  

Elanco Animal Health, Inc.

     

4.27%, 08/28/2023

     371,000        389,468  

4.90%, 08/28/2028

     346,000        377,714  

ELI Lilly & Co.

     

3.38%, 03/15/2029

     2,053,000        2,224,835  

GlaxoSmithKline Capital PLC

     

3.38%, 06/01/2029

     1,168,000        1,253,244  

Mylan, Inc.

     

4.55%, 04/15/2028

     340,000        360,869  
     

 

 

 
        9,463,270  
     

 

 

 
Professional Services - 0.1%  

IHS Markit, Ltd.

     

4.75%, 02/15/2025 (B)

     767,000        832,195  

5.00%, 11/01/2022 (B)

     94,000        100,122  

Verisk Analytics, Inc.

     

5.50%, 06/15/2045

     349,000        432,483  
     

 

 

 
        1,364,800  
     

 

 

 
Real Estate Management & Development - 0.1%  

Jones Lang LaSalle, Inc.

     

4.40%, 11/15/2022

     711,000        739,867  
     

 

 

 
Semiconductors & Semiconductor Equipment - 0.7%  

Broadcom, Inc.

     

4.25%, 04/15/2026 (B)

     629,000        649,699  

4.75%, 04/15/2029 (B)

     931,000        984,227  

Entegris, Inc.

     

4.63%, 02/10/2026 (B)

     546,000        565,110  

Lam Research Corp.

     

4.00%, 03/15/2029

     179,000        197,770  

Marvell Technology Group, Ltd.

     

4.20%, 06/22/2023

     358,000        375,230  

4.88%, 06/22/2028

     1,394,000        1,548,195  

Micron Technology, Inc.

     

4.98%, 02/06/2026

     401,000        431,952  

5.33%, 02/06/2029

     1,257,000        1,380,521  

5.50%, 02/01/2025

     308,000        316,518  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Semiconductors & Semiconductor Equipment (continued)  

Qorvo, Inc.

     

4.38%, 10/15/2029 (B) (E)

     $   343,000        $   345,358  

5.50%, 07/15/2026

     679,000        717,194  
     

 

 

 
        7,511,774  
     

 

 

 
Specialty Retail - 0.3%  

AutoZone, Inc.

     

3.75%, 04/18/2029

     835,000        895,319  

Lowe’s Cos., Inc.

     

3.65%, 04/05/2029

     655,000        700,344  

O’Reilly Automotive, Inc.

     

3.60%, 09/01/2027

     22,000        23,413  

3.90%, 06/01/2029

     964,000        1,054,033  

4.35%, 06/01/2028

     166,000        185,504  
     

 

 

 
        2,858,613  
     

 

 

 
Technology Hardware, Storage & Peripherals - 0.2%  

Dell International LLC / EMC Corp.

     

5.30%, 10/01/2029 (B)

     521,000        568,023  

5.88%, 06/15/2021 (B)

     1,811,000        1,839,976  
     

 

 

 
        2,407,999  
     

 

 

 
Wireless Telecommunication Services - 0.1%  

T-Mobile, Inc.

     

6.38%, 03/01/2025

     1,222,000        1,265,943  
     

 

 

 

Total Corporate Debt Securities
(Cost $210,458,165)

 

     221,841,091  
     

 

 

 
MORTGAGE-BACKED SECURITIES - 1.1%  

Angel Oak Mortgage Trust I LLC

     

Series 2018-AOMT, Class A1,

     

3.67% (D), 07/27/2048 (B)

     147,718        149,081  

Arroyo Mortgage Trust

     

Series 2018-1, Class A1,

     

3.76% (D), 04/25/2048 (B)

     270,585        275,490  

BAMLL Commercial Mortgage Securities Trust

     

Series 2018-DSNY, Class A,

     

1-Month LIBOR + 0.85%,
2.88% (D), 09/15/2034 (B)

     476,000        474,805  

BBCMS Mortgage Trust

     

Series 2015-SRCH, Class A2,

     

4.20%, 08/10/2035 (B)

     715,000        804,125  

Series 2018-TALL, Class A,

     

1-Month LIBOR + 0.72%,
2.75% (D), 03/15/2037 (B)

     1,260,000        1,256,866  

BX Commercial Mortgage Trust

     

Series 2018-IND, Class A,

     

1-Month LIBOR + 0.75%,
2.78% (D), 11/15/2035 (B)

     1,127,660        1,127,659  

BXP Trust

     

Series 2017-GM, Class A,

     

3.38%, 06/13/2039 (B)

     324,000        346,772  

Chase Home Lending Mortgage Trust

     

Series 2019-ATR2, Class A11,

     

1-Month LIBOR + 0.90%,
2.92% (D), 07/25/2049 (B)

     184,634        185,362  

Connecticut Avenue Securities Trust

     

Series 2019-R03, Class 1M2,

     

1-Month LIBOR + 2.15%,
4.17% (D), 09/25/2031 (B)

     750,490        754,074  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    6

 

      


Transamerica Janus Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

Connecticut Avenue Securities Trust (continued)

     

Series 2019-R05, Class 1M2,

     

1-Month LIBOR + 2.00%,
4.02% (D), 07/25/2039 (B)

     $   138,963        $   139,297  

JPMorgan Mortgage Trust

     

Series 2019-5, Class A11,

     

1-Month LIBOR + 0.90%,
2.92% (D), 11/25/2049 (B)

     136,360        136,547  

Series 2019-6, Class A11,

     

1-Month LIBOR + 0.90%,
2.92% (D), 12/25/2049 (B)

     328,263        329,155  

Series 2019-7, Class A11,

     

1-Month LIBOR + 0.90%,
2.92% (D), 02/25/2050 (B)

     355,000        354,313  

Series 2019-LTV2, Class A11,

     

1-Month LIBOR + 0.90%,
2.92% (D), 12/25/2049 (B)

     501,844        501,227  

Mello Warehouse Securitization Trust

     

Series 2018-W1, Class A,

     

1-Month LIBOR + 0.85%,
2.87% (D), 11/25/2051 (B)

     1,654,000        1,654,752  

New Residential Mortgage Loan Trust

     

Series 2018-2A, Class A1,

     

4.50% (D), 02/25/2058 (B)

     317,438        331,920  

Sequoia Mortgage Trust

     

Series 2018-7, Class A19,

     

4.00% (D), 09/25/2048 (B)

     168,780        170,962  

Station Place Securitization Trust

     

Series 2019-4, Class A,

     

Zero Coupon, 06/24/2020

     1,586,000        1,587,154  

Series 2019-WL1, Class D,

     

1-Month LIBOR + 1.20%,
3.22% (D), 08/25/2052 (B)

     127,000        127,105  

Series 2019-WL1, Class E,

     

1-Month LIBOR + 1.40%,
3.42% (D), 08/25/2052 (B)

     253,000        253,208  

Towd Point HE Trust

     

Series 2019-HE1, Class A1,

     

1-Month LIBOR + 0.90%,
2.92% (D), 04/25/2048 (B)

     442,639        442,688  

Wachovia Bank Commercial Mortgage Trust

     

Series 2007-C34, Class AJ,

     

6.29% (D), 05/15/2046

     28,661        28,906  

Wells Fargo Mortgage-Backed Securities Trust

     

Series 2018-1, Class A17,

     

3.50% (D), 07/25/2047 (B)

     163,986        165,741  
     

 

 

 

Total Mortgage-Backed Securities
(Cost $11,526,432)

 

     11,597,209  
     

 

 

 
U.S. GOVERNMENT AGENCY OBLIGATIONS - 11.6%  

Federal Home Loan Mortgage Corp.

     

2.50%, 11/01/2031 - 12/01/2033

     3,205,604        3,237,211  

3.00%, 02/01/2031 - 10/01/2049

     9,690,916        9,939,351  

3.50%, 02/01/2043 - 09/01/2049

     18,951,214        19,761,315  

4.00%, 05/01/2046 - 01/01/2049

     8,373,119        8,745,718  

4.00%, 08/01/2048

     1,427,041        1,530,957  

4.50%, 05/01/2038 - 12/01/2048

     4,188,960        4,440,818  

5.00%, 09/01/2048

     82,995        89,182  

6.00%, 04/01/2040

     85,691        99,336  

Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes

     

1-Month LIBOR + 1.20%,
3.22% (D), 07/25/2029

     169,650        170,032  
     Principal      Value  
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)  

Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes (continued)

 

1-Month LIBOR + 1.80%,
3.82% (D), 07/25/2030

     $   455,430        $   455,429  

Federal National Mortgage Association

     

1-Month LIBOR + 0.60%,
2.62% (D), 07/25/2030

     212,161        212,077  

1-Month LIBOR + 0.72%,
2.74% (D), 01/25/2031

     38,489        38,503  

1-Month LIBOR + 0.75%,
2.77% (D), 02/25/2030

     71,376        71,378  

1-Month LIBOR + 0.95%,
2.97% (D), 10/25/2029

     55,054        55,142  

3.00%, TBA (H)

     1,744,000        1,782,695  

3.00%, 02/01/2043 - 02/01/2057

     9,751,861        9,973,418  

1-Month LIBOR + 1.15%,
3.17% (D), 09/25/2029

     63,505        63,604  

3.50%, 10/01/2042 - 02/01/2057

     16,259,949        17,067,905  

4.00%, 10/01/2046 - 09/01/2049

     13,355,827        14,114,748  

4.00%, TBA (H)

     6,412,499        6,653,719  

1-Month LIBOR + 2.10%,
4.12% (D), 06/25/2039

     267,000        267,982  

4.50%, 11/01/2038 - 08/01/2048

     5,834,732        6,241,962  

4.50%, TBA (H)

     2,995,000        3,153,599  

5.00%, 07/01/2044

     871,743        954,617  

6.00%, 02/01/2037

     3,657        4,236  

Federal National Mortgage Association Connecticut Avenue Securities

     

1-Month LIBOR + 2.00%,
4.02% (D), 03/25/2031

     779,553        782,390  

1-Month LIBOR + 3.00%,
5.02% (D), 07/25/2024

     515,204        540,930  

Federal National Mortgage Association REMIC

     

3.00%, 05/25/2048

     986,018        1,013,731  

Government National Mortgage Association

     

3.50%, 05/20/2049 - 06/20/2049

     1,609,734        1,645,727  

4.00%, 01/15/2045 - 12/15/2047

     2,469,605        2,635,998  

4.50%, 08/15/2046 - 05/20/2048

     2,392,855        2,594,490  

4.50%, TBA (H)

     1,068,000        1,116,045  

5.00%, TBA (H)

     4,570,525        4,818,690  
     

 

 

 

Total U.S. Government Agency Obligations
(Cost $122,164,940)

 

     124,272,935  
     

 

 

 
U.S. GOVERNMENT OBLIGATIONS - 5.1%  
U.S. Treasury - 5.1%  

U.S. Treasury Bond

     

2.25%, 08/15/2049

     11,234,000        11,553,906  

3.00%, 02/15/2049

     334,000        398,230  

U.S. Treasury Note

     

1.38%, 08/31/2026

     325,000        319,782  

1.63%, 02/15/2026

     1,156,000        1,156,452  

1.63%, 08/15/2029 (E)

     1,321,000        1,314,911  

1.75%, 07/31/2021 - 06/30/2024

     5,128,000        5,151,855  

1.75%, 07/31/2024 (E)

     4,719,000        4,760,660  

2.00%, 05/31/2024

     8,548,700        8,719,340  

2.13%, 03/31/2024

     93,000        95,249  

2.25%, 04/30/2024

     863,000        888,991  

2.38%, 04/30/2020 - 05/15/2029

     16,044,900        16,676,881  

2.50%, 01/31/2024

     2,000        2,077  

2.88%, 11/30/2023 - 05/15/2049

     3,252,000        3,676,246  
     

 

 

 

Total U.S. Government Obligations
(Cost $54,328,059)

 

     54,714,580  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    7

 

      


Transamerica Janus Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
OTHER INVESTMENT COMPANY - 0.7%  
Securities Lending Collateral - 0.7%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (I)

     7,860,788        $  7,860,788  
     

 

 

 

Total Other Investment Company
(Cost $7,860,788)

 

     7,860,788  
     

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 2.4%  

Fixed Income Clearing Corp., 1.05% (I),
dated 09/30/2019, to be repurchased at $26,257,660 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $26,785,282.

     $  26,256,894        $ 26,256,894  
     

 

 

 

Total Repurchase Agreement
(Cost $26,256,894)

 

     26,256,894  
     

 

 

 

Total Investments
(Cost $922,653,705)

 

     1,099,997,424  

Net Other Assets (Liabilities) - (2.4)%

 

     (26,123,034
     

 

 

 

Net Assets - 100.0%

        $  1,073,874,390  
     

 

 

 
 

 

SECURITY VALUATION:

 

Valuation Inputs (J)

 

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

ASSETS

           

Investments

 

Common Stocks

   $ 639,133,834      $ —        $ —        $ 639,133,834  

Convertible Preferred Stock

     1,230,463        —          —          1,230,463  

Asset-Backed Securities

     —          13,089,630        —          13,089,630  

Corporate Debt Securities

     —          221,841,091        —          221,841,091  

Mortgage-Backed Securities

     —          11,597,209        —          11,597,209  

U.S. Government Agency Obligations

     —          124,272,935        —          124,272,935  

U.S. Government Obligations

     —          54,714,580        —          54,714,580  

Other Investment Company

     7,860,788        —          —          7,860,788  

Repurchase Agreement

     —          26,256,894        —          26,256,894  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     648,225,085      $     451,772,339      $     —        $     1,099,997,424  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing securities.
(B)      Securities are registered pursuant to Rule 144A of the Securities Act of 1933. Unless otherwise indicated, the securities are deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2019, the total value of 144A securities is $62,071,799, representing 5.8% of the Portfolio’s net assets.
(C)      Fair valued as determined in good faith in accordance with procedures established by the Board. At September 30, 2019, the value of the security is $1,701,000, representing 0.2% of the Portfolio’s net assets.
(D)      Floating or variable rate securities. The rates disclosed are as of September 30, 2019. 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.
(E)      All or a portion of the securities are on loan. The total value of all securities on loan is $7,699,551. 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.
(F)      Percentage rounds to less than 0.1% or (0.1)%.
(G)      Perpetual maturity. The date displayed is the next call date.
(H)      When-issued, delayed-delivery and/or forward commitment (including TBAs) securities. Securities to be settled and delivered after September 30, 2019. Securities may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement.
(I)      Rates disclosed reflect the yields at September 30, 2019.
(J)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

PORTFOLIO ABBREVIATIONS:

 

LIBOR

   London Interbank Offered Rate

MTN

   Medium Term Note

TBA

   To Be Announced

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    8         


Transamerica Janus Mid-Cap Growth VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS - 98.8%  
Aerospace & Defense - 4.0%  

L3 Harris Technologies, Inc.

     87,974        $  18,354,895  

Teledyne Technologies, Inc. (A)

     82,713        26,632,759  
     

 

 

 
        44,987,654  
     

 

 

 
Airlines - 0.6%  

Ryanair Holdings PLC, ADR (A)

     108,161        7,179,727  
     

 

 

 
Auto Components - 0.5%  

Visteon Corp. (A)

     67,210        5,547,513  
     

 

 

 
Banks - 0.4%  

SVB Financial Group (A)

     23,850        4,983,458  
     

 

 

 
Biotechnology - 2.3%  

Celgene Corp. (A)

     106,779        10,603,155  

Neurocrine Biosciences, Inc. (A)

     112,575        10,144,133  

Sage Therapeutics, Inc. (A)

     18,055        2,532,936  

Sarepta Therapeutics, Inc. (A)

     34,870        2,626,408  
     

 

 

 
        25,906,632  
     

 

 

 
Capital Markets - 5.5%  

Cboe Global Markets, Inc.

     67,174        7,718,964  

LPL Financial Holdings, Inc.

     307,754        25,205,053  

MSCI, Inc.

     34,292        7,467,083  

TD Ameritrade Holding Corp.

     481,491        22,485,630  
     

 

 

 
        62,876,730  
     

 

 

 
Commercial Services & Supplies - 3.4%  

Cimpress NV (A)

     129,472        17,069,589  

Edenred

     189,264        9,082,876  

Ritchie Bros Auctioneers, Inc.

     302,604        12,073,900  
     

 

 

 
        38,226,365  
     

 

 

 
Consumer Finance - 0.6%  

Synchrony Financial

     198,700        6,773,683  
     

 

 

 
Containers & Packaging - 1.4%  

Sealed Air Corp.

     373,427        15,500,955  
     

 

 

 
Diversified Consumer Services - 1.9%  

frontdoor, Inc. (A)

     136,068        6,608,823  

ServiceMaster Global Holdings, Inc. (A)

     272,137        15,212,458  
     

 

 

 
        21,821,281  
     

 

 

 
Electrical Equipment - 2.4%  

Sensata Technologies Holding PLC (A)

     533,494        26,706,710  
     

 

 

 
Electronic Equipment, Instruments & Components - 5.7%  

Belden, Inc.

     129,613        6,913,558  

Dolby Laboratories, Inc., Class A

     178,599        11,544,639  

Flex, Ltd. (A)

     845,002        8,842,946  

National Instruments Corp.

     354,044        14,866,308  

TE Connectivity, Ltd.

     240,891        22,446,223  
     

 

 

 
        64,613,674  
     

 

 

 
Entertainment - 0.6%  

Liberty Media Corp. - Liberty Formula One, Class C (A)

     154,498        6,425,572  
     

 

 

 
     Shares      Value  
COMMON STOCKS (continued)  
Equity Real Estate Investment Trusts - 4.1%  

Crown Castle International Corp.

     177,757        $   24,710,001  

Lamar Advertising Co., Class A

     270,656        22,174,846  
     

 

 

 
        46,884,847  
     

 

 

 
Health Care Equipment & Supplies - 7.8%  

Boston Scientific Corp. (A)

     578,223        23,527,894  

Cooper Cos., Inc.

     75,320        22,370,040  

DENTSPLY SIRONA, Inc.

     54,207        2,889,775  

ICU Medical, Inc. (A)

     37,333        5,958,347  

STERIS PLC

     121,438        17,546,577  

Teleflex, Inc.

     29,283        9,948,899  

Varian Medical Systems, Inc. (A)

     54,959        6,545,067  
     

 

 

 
        88,786,599  
     

 

 

 
Hotels, Restaurants & Leisure - 3.4%  

Aramark

     255,413        11,130,898  

Dunkin’ Brands Group, Inc.

     200,077        15,878,111  

Norwegian Cruise Line Holdings, Ltd. (A)

     220,315        11,405,708  
     

 

 

 
        38,414,717  
     

 

 

 
Industrial Conglomerates - 1.2%  

Carlisle Cos., Inc.

     97,182        14,143,868  
     

 

 

 
Insurance - 5.7%  

Aon PLC

     128,352        24,845,097  

Intact Financial Corp.

     190,300        19,152,811  

WR Berkley Corp.

     291,517        21,056,273  
     

 

 

 
        65,054,181  
     

 

 

 
Internet & Direct Marketing Retail - 0.4%  

Wayfair, Inc., Class A (A) (B)

     39,085        4,382,210  
     

 

 

 
IT Services - 12.5%  

Amdocs, Ltd.

     277,948        18,375,142  

Broadridge Financial Solutions, Inc.

     145,405        18,092,744  

Euronet Worldwide, Inc. (A)

     41,229        6,031,803  

Fidelity National Information Services, Inc.

     152,478        20,242,979  

Gartner, Inc. (A)

     59,998        8,579,114  

Global Payments, Inc.

     159,748        25,399,932  

GoDaddy, Inc., Class A (A)

     257,458        16,987,079  

WEX, Inc. (A)

     138,640        28,014,985  
     

 

 

 
        141,723,778  
     

 

 

 
Life Sciences Tools & Services - 5.2%  

IQVIA Holdings, Inc. (A)

     108,771        16,248,212  

PerkinElmer, Inc.

     229,553        19,551,029  

PRA Health Sciences, Inc. (A)

     73,941        7,337,165  

Waters Corp. (A)

     69,034        15,410,460  
     

 

 

 
        58,546,866  
     

 

 

 
Machinery - 2.7%  

Middleby Corp. (A)

     61,083        7,140,603  

Rexnord Corp. (A)

     408,642        11,053,766  

Wabtec Corp.

     177,116        12,727,556  
     

 

 

 
        30,921,925  
     

 

 

 
Media - 0.9%  

Omnicom Group, Inc.

     130,433        10,212,904  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica Janus Mid-Cap Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Pharmaceuticals - 1.2%  

Catalent, Inc. (A)

     231,515        $   11,034,005  

Elanco Animal Health, Inc. (A)

     84,503        2,246,935  
     

 

 

 
        13,280,940  
     

 

 

 
Professional Services - 3.9%  

CoStar Group, Inc. (A)

     22,687        13,457,928  

IHS Markit, Ltd. (A)

     159,579        10,672,643  

Verisk Analytics, Inc.

     126,047        19,933,073  
     

 

 

 
        44,063,644  
     

 

 

 
Road & Rail - 0.9%  

Old Dominion Freight Line, Inc.

     62,425        10,610,377  
     

 

 

 
Semiconductors & Semiconductor Equipment - 7.8%  

KLA Corp.

     136,017        21,687,911  

Lam Research Corp.

     74,536        17,226,015  

Microchip Technology, Inc. (B)

     273,182        25,381,339  

ON Semiconductor Corp. (A)

     942,844        18,112,033  

Xilinx, Inc.

     64,711        6,205,785  
     

 

 

 
        88,613,083  
     

 

 

 
Software - 8.5%  

Atlassian Corp. PLC, Class A (A)

     92,537        11,607,841  

Constellation Software, Inc.

     32,657        32,615,096  

Intuit, Inc.

     22,190        5,901,209  

Nice, Ltd., ADR (A)

     173,173        24,902,277  

SS&C Technologies Holdings, Inc.

     423,789        21,854,799  
     

 

 

 
        96,881,222  
     

 

 

 
Specialty Retail - 1.2%  

CarMax, Inc. (A)

     93,812        8,255,456  

Williams-Sonoma, Inc.

     84,185        5,722,896  
     

 

 

 
        13,978,352  
     

 

 

 
Textiles, Apparel & Luxury Goods - 1.5%  

Gildan Activewear, Inc.

     469,343        16,661,676  
     

 

 

 
Trading Companies & Distributors - 0.6%  

Ferguson PLC

     87,469        6,392,621  
     

 

 

 

Total Common Stocks
(Cost $780,891,759)

 

     1,121,103,764  
  

 

 

 
OTHER INVESTMENT COMPANY - 1.4%  
Securities Lending Collateral - 1.4%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio,
2.07% (C)

     16,312,303        16,312,303  
     

 

 

 

Total Other Investment Company
(Cost $16,312,303)

 

     16,312,303  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 1.3%  

Fixed Income Clearing Corp., 1.05% (C), dated 09/30/2019, to be repurchased at $14,243,287 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.13%, due 09/30/2021, and with a value of $14,530,117.

     $  14,242,871        $   14,242,871  
     

 

 

 

Total Repurchase Agreement
(Cost $14,242,871)

 

     14,242,871  
  

 

 

 

Total Investments
(Cost $811,446,933)

 

     1,151,658,938  

Net Other Assets (Liabilities) - (1.5)%

        (17,371,024
     

 

 

 

Net Assets - 100.0%

        $  1,134,287,914  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    2

 

      


Transamerica Janus Mid-Cap Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (D)

 

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

ASSETS

 

Investments

 

Common Stocks

   $ 1,105,628,267      $ 15,475,497      $ —        $ 1,121,103,764  

Other Investment Company

     16,312,303        —          —          16,312,303  

Repurchase Agreement

     —          14,242,871        —          14,242,871  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     1,121,940,570      $     29,718,368      $     —        $     1,151,658,938  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing securities.
(B)      All or a portion of the securities are on loan. The total value of all securities on loan is $15,958,811. 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.
(C)      Rates disclosed reflect the yields at September 30, 2019.
(D)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

PORTFOLIO ABBREVIATION:

 

ADR

   American Depositary Receipt

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    3         


Transamerica Jennison Growth VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS - 99.3%  
Aerospace & Defense - 5.3%  

Airbus SE

     78,171        $  10,156,139  

Boeing Co.

     84,582        32,180,913  

Safran SA

     101,138        15,923,503  
     

 

 

 
        58,260,555  
     

 

 

 
Automobiles - 1.4%  

Tesla, Inc. (A) (B)

     64,786        15,605,004  
     

 

 

 
Banks - 0.8%  

JPMorgan Chase & Co.

     80,344        9,455,685  
     

 

 

 
Beverages - 0.5%  

Constellation Brands, Inc., Class A

     27,341        5,667,242  
     

 

 

 
Biotechnology - 2.5%  

BioMarin Pharmaceutical, Inc. (A)

     97,213        6,552,156  

Exact Sciences Corp. (A)

     49,812        4,501,511  

Sage Therapeutics, Inc. (A)

     31,237        4,382,239  

Vertex Pharmaceuticals, Inc. (A)

     74,222        12,574,691  
     

 

 

 
        28,010,597  
     

 

 

 
Capital Markets - 1.3%  

S&P Global, Inc.

     57,918        14,188,752  
     

 

 

 
Entertainment - 4.2%  

Netflix, Inc. (A)

     110,984        29,701,538  

Walt Disney Co.

     127,320        16,592,342  
     

 

 

 
        46,293,880  
     

 

 

 
Equity Real Estate Investment Trusts - 1.6%  

American Tower Corp.

     50,553        11,178,785  

Crown Castle International Corp.

     49,571        6,890,865  
     

 

 

 
        18,069,650  
     

 

 

 
Food & Staples Retailing - 2.2%  

Costco Wholesale Corp.

     83,139        23,953,177  
     

 

 

 
Health Care Equipment & Supplies - 4.3%  

Danaher Corp.

     78,464        11,332,556  

DexCom, Inc. (A)

     42,097        6,282,556  

Edwards Lifesciences Corp. (A)

     62,282        13,696,435  

Intuitive Surgical, Inc. (A)

     29,527        15,942,513  
     

 

 

 
        47,254,060  
     

 

 

 
Health Care Providers & Services - 0.1%  

Guardant Health, Inc. (A)

     24,204        1,544,941  
     

 

 

 
Hotels, Restaurants & Leisure - 2.2%  

Chipotle Mexican Grill, Inc. (A)

     16,723        14,055,180  

Marriott International, Inc., Class A

     79,441        9,880,077  
     

 

 

 
        23,935,257  
     

 

 

 
Interactive Media & Services - 10.5%  

Alphabet, Inc., Class A (A)

     24,799        30,283,051  

Alphabet, Inc., Class C (A)

     24,811        30,244,609  

Facebook, Inc., Class A (A)

     211,319        37,631,687  

Tencent Holdings, Ltd.

     428,589        18,056,329  
     

 

 

 
        116,215,676  
     

 

 

 
     Shares      Value  
COMMON STOCKS (continued)  
Internet & Direct Marketing Retail - 8.7%  

Alibaba Group Holding, Ltd., ADR (A)

     195,226        $   32,647,644  

Amazon.com, Inc. (A)

     36,529        63,411,056  
     

 

 

 
        96,058,700  
     

 

 

 
IT Services - 13.7%  

Adyen NV (A) (C)

     19,908        13,114,713  

FleetCor Technologies, Inc. (A)

     62,780        18,004,048  

Mastercard, Inc., Class A

     172,572        46,865,378  

PayPal Holdings, Inc. (A)

     129,162        13,379,892  

Shopify, Inc., Class A (A)

     21,572        6,723,130  

Square, Inc., Class A (A)

     121,078        7,500,782  

Twilio, Inc., Class A (A)

     59,419        6,533,713  

Visa, Inc., Class A

     227,284        39,095,121  
     

 

 

 
        151,216,777  
     

 

 

 
Leisure Products - 0.2%  

Peloton Interactive, Inc., Class A (A) (B)

     93,142        2,337,864  
     

 

 

 
Life Sciences Tools & Services - 1.7%  

Illumina, Inc. (A)

     62,635        19,054,820  
     

 

 

 
Personal Products - 2.1%  

Estee Lauder Cos., Inc., Class A

     117,732        23,422,781  
     

 

 

 
Pharmaceuticals - 1.8%  

AstraZeneca PLC, ADR

     441,040        19,657,153  
     

 

 

 
Road & Rail - 1.4%  

Uber Technologies, Inc. (A) (B)

     99,964        3,045,903  

Union Pacific Corp.

     76,108        12,327,974  
     

 

 

 
        15,373,877  
     

 

 

 
Semiconductors & Semiconductor Equipment - 5.4%  

Broadcom, Inc.

     43,517        12,013,738  

NVIDIA Corp.

     132,121        22,998,303  

QUALCOMM, Inc.

     216,073        16,482,048  

Universal Display Corp.

     16,316        2,739,456  

Xilinx, Inc.

     54,963        5,270,952  
     

 

 

 
        59,504,497  
     

 

 

 
Software - 15.3%  

Adobe, Inc. (A)

     112,429        31,058,511  

Microsoft Corp.

     386,005        53,666,275  

salesforce.com, Inc. (A)

     292,618        43,436,216  

ServiceNow, Inc. (A)

     51,793        13,147,653  

Splunk, Inc. (A)

     115,216        13,579,358  

Workday, Inc., Class A (A)

     81,531        13,857,009  
     

 

 

 
        168,745,022  
     

 

 

 
Specialty Retail - 1.5%  

Home Depot, Inc.

     73,704        17,100,802  
     

 

 

 
Technology Hardware, Storage & Peripherals - 3.8%  

Apple, Inc.

     185,992        41,656,628  
     

 

 

 
Textiles, Apparel & Luxury Goods - 6.8%  

adidas AG

     35,265        10,979,557  

Kering SA, ADR

     319,504        16,262,754  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica Jennison Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Textiles, Apparel & Luxury Goods (continued)  

Lululemon Athletica, Inc. (A)

     107,748        $   20,744,723  

NIKE, Inc., Class B

     290,295        27,264,506  
     

 

 

 
        75,251,540  
     

 

 

 

Total Common Stocks
(Cost $912,708,348)

 

     1,097,834,937  
  

 

 

 
OTHER INVESTMENT COMPANY - 1.6%  
Securities Lending Collateral - 1.6%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio,
2.07% (D)

     17,705,617        17,705,617  
     

 

 

 

Total Other Investment Company
(Cost $17,705,617)

 

     17,705,617  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 0.3%  

Fixed Income Clearing Corp., 1.05% (D), dated 09/30/2019, to be repurchased at $3,792,661 on 10/01/2019. Collateralized by a U.S. Government Obligation, 2.13%, due 09/30/2021, and with a value of $3,869,753.

     $  3,792,551        $   3,792,551  
     

 

 

 

Total Repurchase Agreement
(Cost $3,792,551)

 

     3,792,551  
  

 

 

 

Total Investments
(Cost $934,206,516)

 

     1,119,333,105  

Net Other Assets (Liabilities) - (1.2)%

        (13,460,373
     

 

 

 

Net Assets - 100.0%

        $  1,105,872,732  
     

 

 

 
 

 

SECURITY VALUATION:

 

Valuation Inputs (E)

 

     Level 1 -
Unadjusted

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

ASSETS

 

Investments

 

Common Stocks

   $ 1,029,604,696      $ 68,230,241      $ —        $ 1,097,834,937  

Other Investment Company

     17,705,617        —          —          17,705,617  

Repurchase Agreement

     —          3,792,551        —          3,792,551  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     1,047,310,313      $     72,022,792      $     —        $     1,119,333,105  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing securities.
(B)      All or a portion of the securities are on loan. The total value of all securities on loan is $17,325,461. 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.
(C)      Security is registered pursuant to Rule 144A of the Securities Act of 1933. Unless otherwise indicated, the security is deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2019, the value of the 144A security is $13,114,713, representing 1.2% of the Portfolio’s net assets.
(D)      Rates disclosed reflect the yields at September 30, 2019.
(E)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

PORTFOLIO ABBREVIATION:

 

ADR

   American Depositary Receipt

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica JPMorgan Asset Allocation – Conservative VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
INVESTMENT COMPANIES - 98.7%  
International Alternative Fund - 7.3%  

Transamerica Unconstrained Bond (A)

     9,496,173        $  93,537,308  
     

 

 

 
International Equity Funds - 11.3%  

Transamerica Emerging Markets Equity (A)

     2,537,933        24,161,126  

Transamerica International Equity (A)

     4,242,591        72,845,280  

Transamerica International Growth (A)

     4,248,726        30,590,824  

Transamerica International Small Cap Value (A)

     1,485,883        17,919,752  
     

 

 

 
        145,516,982  
     

 

 

 
U.S. Alternative Fund - 3.2%  

Transamerica BlackRock Global Real Estate Securities VP (A)

     3,121,927        40,803,585  
     

 

 

 
U.S. Equity Funds - 22.4%  

Transamerica Jennison Growth VP (A)

     3,242,096        30,832,331  

Transamerica JPMorgan Enhanced Index VP (A)

     5,142,285        102,999,959  

Transamerica JPMorgan Mid Cap Value VP (A)

     1,221,438        18,810,151  

Transamerica Large Cap Value (A)

     5,336,720        59,184,221  

Transamerica Mid Cap Value Opportunities (A)

     1,706,661        20,036,198  

Transamerica T. Rowe Price Small Cap VP (A)

     1,616,093        24,435,329  

Transamerica WMC US Growth VP (A)

     1,008,224        30,922,243  
     

 

 

 
        287,220,432  
     

 

 

 
U.S. Fixed Income Funds - 38.1%  

Transamerica Core Bond (A)

     13,188,351        135,312,480  

Transamerica Floating Rate (A)

     2,972,238        28,860,427  

Transamerica High Yield Bond (A)

     1,684,849        15,365,826  

Transamerica Intermediate Bond (A)

     29,386,294        308,262,226  
     

 

 

 
        487,800,959  
     

 

 

 
     Shares      Value  
INVESTMENT COMPANIES (continued)  
U.S. Mixed Allocation Fund - 16.4%  

Transamerica PIMCO Total Return VP (A)

     17,848,879        $   210,081,306  
     

 

 

 

Total Investment Companies
(Cost $1,250,527,176)

 

     1,264,960,572  
  

 

 

 
     Principal      Value  
U.S. GOVERNMENT OBLIGATION - 0.6%  
U.S. Treasury - 0.6%  

U.S. Treasury Note
2.00%, 01/31/2020 (B)

     $  8,514,000          8,516,328  
     

 

 

 

Total U.S. Government Obligation
(Cost $8,493,462)

 

     8,516,328  
  

 

 

 
REPURCHASE AGREEMENT - 0.8%  

Fixed Income Clearing Corp., 1.05% (C), dated 09/30/2019, to be repurchased at $9,774,212 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.13%, due 09/30/2021, and with a value of $9,973,686.

     9,773,927        9,773,927  
     

 

 

 

Total Repurchase Agreement
(Cost $9,773,927)

 

     9,773,927  
  

 

 

 

Total Investments
(Cost $1,268,794,565)

 

     1,283,250,827  

Net Other Assets (Liabilities) - (0.1)%

        (1,485,053
     

 

 

 

Net Assets - 100.0%

        $  1,281,765,774  
     

 

 

 
 

 

FUTURES CONTRACTS:

 

Long Futures Contracts:

 

 

Description

   Number of
Contracts
   Expiration
Date
   Notional
Amount
   Value    Unrealized
Appreciation
   Unrealized
Depreciation

5-Year U.S. Treasury Note

       3,541        12/31/2019      $     423,828,027      $     421,904,619      $     —        $     (1,923,408 )

CAD Currency

       136        12/17/2019        10,322,793        10,285,680        —          (37,113 )

S&P 500® E-Mini Index

       416        12/20/2019        62,432,737        61,952,800        —          (479,937 )
                        

 

 

      

 

 

 

Total

                         $ —        $ (2,440,458 )
                        

 

 

      

 

 

 

Short Futures Contracts:

 

 

Description

   Number of
Contracts
  Expiration
Date
   Notional
Amount
  Value   Unrealized
Appreciation
   Unrealized
Depreciation

10-Year U.S. Treasury Note

       (1,117 )       12/19/2019      $     (145,474,012 )     $     (145,559,063 )     $ —        $ (85,051 )

30-Year U.S. Treasury Bond

       (467 )       12/19/2019        (76,078,447 )       (75,799,937 )       278,510        —  

E-Mini Russell 2000® Index

       (149 )       12/20/2019        (11,825,715 )       (11,361,250 )       464,465        —  

MSCI EAFE Index

       (67 )       12/20/2019        (6,387,641 )       (6,359,640 )       28,001        —  

MSCI Emerging Markets Index

       (80 )       12/20/2019        (4,087,044 )       (4,007,600 )       79,444        —  

U.S. Treasury Ultra Bond

       (463 )       12/19/2019        (90,213,014 )       (88,852,594 )       1,360,420        —  
                     

 

 

      

 

 

 

Total

                      $ 2,210,840      $ (85,051 )
                     

 

 

      

 

 

 

Total Futures Contracts

                      $     2,210,840      $     (2,525,509 )
                     

 

 

      

 

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica JPMorgan Asset Allocation – Conservative VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (D)

 

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

ASSETS

 

Investments

 

Investment Companies

   $     1,264,960,572     $ —        $ —        $ 1,264,960,572  

U.S. Government Obligation

     —         8,516,328        —          8,516,328  

Repurchase Agreement

     —         9,773,927        —          9,773,927  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Investments

   $ 1,264,960,572     $     18,290,255      $     —        $     1,283,250,827  
  

 

 

   

 

 

    

 

 

    

 

 

 

Other Financial Instruments

 

Futures Contracts (E)

   $ 2,210,840     $ —        $ —        $ 2,210,840  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ 2,210,840     $ —        $ —        $ 2,210,840  
  

 

 

   

 

 

    

 

 

    

 

 

 

LIABILITIES

 

Other Financial Instruments

 

Futures Contracts (E)

   $ (2,525,509   $ —        $ —        $ (2,525,509
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ (2,525,509   $ —        $ —        $ (2,525,509
  

 

 

   

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Affiliated investment in the Class I2 shares of Transamerica Funds and/or investment in the Initial Class shares of Transamerica Series Trust. The Portfolio’s transactions and earnings are as follows:

 

Affiliated Investments

  Value
December 31, 2018
    Purchases
at Cost
    Proceeds
from Sales
    Net
Realized
Gain (Loss)
    Net Change in
Unrealized
Appreciation
(Depreciation)
    Value
September 30, 2019
    Shares as of
September 30, 2019
    Dividend
Income
    Net Capital
Gain
Distributions
 

Transamerica BlackRock Global Real Estate Securities VP

  $ —       $     36,917,197     $ —       $ —       $ 3,886,388     $ 40,803,585       3,121,927     $ 354,892     $     —    

Transamerica Core Bond

        141,692,657       3,042,543           (18,013,633         (1,033,939     9,624,852           135,312,480       13,188,351           3,042,543       —    

Transamerica Emerging Markets Equity

    23,171,332       —         —         —         989,794       24,161,126       2,537,933       —         —    

Transamerica Floating Rate

    39,732,984       1,669,277       (13,437,739     (222,827     1,118,732       28,860,427       2,972,238       1,657,337       —    

Transamerica High Yield Bond

    13,868,912       641,573       (4,491     (25     859,857       15,365,826       1,684,849       637,082       —    

Transamerica Intermediate Bond

    321,774,405       6,769,267       (40,498,689     271,997       19,945,246       308,262,226       29,386,294       6,769,267       —    

Transamerica International Equity

    66,014,709       —         —         —         6,830,571       72,845,280       4,242,591       —         —    

Transamerica International Growth

    35,296,736       —         (9,719,723         (1,997,174     7,010,985       30,590,824       4,248,726       —         —    

Transamerica International Small Cap Value

    16,087,621       3,034,362       (2,974,927     (72,100     1,844,796       17,919,752       1,485,883       —         —    

Transamerica Jennison Growth VP

    34,459,129       4,944,444       (9,117,821     (54,715     601,294       30,832,331       3,242,096       136,133       4,808,312  

Transamerica JPMorgan Enhanced Index VP

    105,434,357       13,097,305       (22,222,491     4,460,568       2,230,220       102,999,959       5,142,285       1,610,255       11,487,049  

Transamerica JPMorgan Mid Cap Value VP

    15,755,731       1,926,149       —         —         1,128,271       18,810,151       1,221,438       293,947       1,632,202  

Transamerica Large Cap Value

    52,244,478       893,317       —         —         6,046,426       59,184,221       5,336,720       893,317       —    

Transamerica Mid Cap Value Opportunities

    16,776,476       —         —         —         3,259,722       20,036,198       1,706,661       —         —    

Transamerica PIMCO Total Return VP

    216,811,161       5,195,735       (23,976,228     (471,852     12,522,490       210,081,306       17,848,879       5,195,735       —    

Transamerica T. Rowe Price Small Cap VP

    19,986,614       2,546,083       —         —         1,902,632       24,435,329       1,616,093       —         2,546,083  

Transamerica Unconstrained Bond

    77,406,431       16,981,312       (3,829,797     (113,155     3,092,517       93,537,308       9,496,173       2,519,962       —    

Transamerica WMC US Growth VP

    28,865,449       2,867,543       (5,148,623     1,167,363       3,170,511       30,922,243       1,008,224       387,517       2,480,026  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     1,225,379,182     $     100,526,107     $     (148,944,162   $ 1,934,141     $     86,065,304     $     1,264,960,572       109,487,361     $     23,497,987     $     22,953,672  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica JPMorgan Asset Allocation – Conservative VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS (continued):

 

(B)      All or a portion of the security has been segregated by the custodian as collateral to cover margin requirements for open futures contracts. The value of the security is $8,046,200.
(C)      Rate disclosed reflects the yield at September 30, 2019.
(D)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(E)      Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).

CURRENCY ABBREVIATION:

 

CAD

   Canadian Dollar

PORTFOLIO ABBREVIATION:

 

EAFE

   Europe, Australasia and Far East

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    3         


Transamerica JPMorgan Asset Allocation – Growth VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
INVESTMENT COMPANIES - 98.6%  
International Alternative Fund - 2.5%  

Transamerica Unconstrained Bond (A)

     2,365,728        $  23,302,423  
     

 

 

 
International Equity Funds - 28.3%  

Transamerica Emerging Markets Equity (A)

     2,909,577        27,699,172  

Transamerica International Equity (A)

     6,663,473        114,411,837  

Transamerica International Growth (A)

     13,034,559        93,848,826  

Transamerica International Small Cap Value (A)

     2,315,419        27,923,956  
     

 

 

 
        263,883,791  
     

 

 

 
U.S. Alternative Fund - 11.1%  

Transamerica BlackRock Global Real Estate Securities VP (A)

     7,895,869        103,199,003  
     

 

 

 
U.S. Equity Funds - 52.9%  

Transamerica Janus Mid-Cap Growth VP (A)

     614,397        22,861,715  

Transamerica Jennison Growth VP (A)

     8,207,041        78,048,958  

Transamerica JPMorgan Enhanced Index VP (A)

     4,604,644        92,231,028  

Transamerica JPMorgan Mid Cap Value VP (A)

     500,242        7,703,721  

Transamerica Large Cap Value (A)

     13,453,393        149,198,130  

Transamerica Mid Cap Growth (A)

     1,791,615        18,184,888  

Transamerica Mid Cap Value Opportunities (A)

     1,430,930        16,799,115  

Transamerica Small Company Growth Liquidating Trust (A) (B) (C) (D)

     3,075        1,913  

Transamerica T. Rowe Price Small Cap VP (A)

     1,822,533        27,556,701  

Transamerica WMC US Growth VP (A)

     2,594,544        79,574,652  
     

 

 

 
        492,160,821  
     

 

 

 
U.S. Fixed Income Funds - 3.8%  

Transamerica Floating Rate (A)

     1,975,668        19,183,738  

Transamerica High Yield Bond (A)

     1,801,403        16,428,795  
     

 

 

 
        35,612,533  
     

 

 

 

Total Investment Companies
(Cost $902,717,243)

 

     918,158,571  
     

 

 

 
     Principal      Value  
U.S. GOVERNMENT OBLIGATION - 0.9%  
U.S. Treasury - 0.9%  

U.S. Treasury Note
2.00%, 01/31/2020 (E)

     $  9,010,000        $   9,012,464  
     

 

 

 

Total U.S. Government Obligation
(Cost $8,984,274)

 

     9,012,464  
     

 

 

 
REPURCHASE AGREEMENT - 0.4%  

Fixed Income Clearing Corp., 1.05% (F), dated 09/30/2019, to be repurchased at $3,292,131 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $3,358,125.

     3,292,035        3,292,035  
     

 

 

 

Total Repurchase Agreement
(Cost $3,292,035)

 

     3,292,035  
     

 

 

 

Total Investments
(Cost $914,993,552)

 

     930,463,070  

Net Other Assets (Liabilities) - 0.1%

        483,751  
     

 

 

 

Net Assets - 100.0%

        $  930,946,821  
     

 

 

 
 

 

FUTURES CONTRACTS:

 

Long Futures Contracts:

 

 

Description

   Number of
Contracts
   Expiration
Date
   Notional
Amount
   Value    Unrealized
Appreciation
   Unrealized
Depreciation

5-Year U.S. Treasury Note

       1,223        12/31/2019      $     146,112,055      $     145,718,540      $ —        $ (393,515 )

CAD Currency

       241        12/17/2019        18,292,593        18,226,830        —          (65,763 )

MSCI Emerging Markets Index

       568        12/20/2019        29,425,576        28,453,960        —          (971,616 )

S&P 500® E-Mini Index

       747        12/20/2019        112,108,696        111,246,975        —          (861,721 )
                        

 

 

      

 

 

 

Total

                         $     —        $     (2,292,615 )
                        

 

 

      

 

 

 

Short Futures Contracts:

 

 

Description

   Number of
Contracts
  Expiration
Date
   Notional
Amount
  Value   Unrealized
Appreciation
   Unrealized
Depreciation

10-Year U.S. Treasury Note

       (836 )       12/19/2019      $     (108,868,707 )     $     (108,941,250 )     $ —        $ (72,543 )

30-Year U.S. Treasury Bond

       (250 )       12/19/2019        (40,522,154 )       (40,578,125 )       —          (55,971 )

E-Mini Russell 2000® Index

       (11 )       12/20/2019        (845,493 )       (838,750 )       6,743        —  

MSCI EAFE Index

       (194 )       12/20/2019        (18,495,558 )       (18,414,480 )       81,078        —  

U.S. Treasury Ultra Bond

       (132 )       12/19/2019        (25,349,884 )       (25,331,625 )       18,259        —  
                     

 

 

      

 

 

 

Total

                      $ 106,080      $ (128,514 )
                     

 

 

      

 

 

 

Total Futures Contracts

                      $     106,080      $     (2,421,129 )
                     

 

 

      

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica JPMorgan Asset Allocation – Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (G)

 

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

ASSETS

 

Investments

          

Investment Companies

   $ 918,156,658     $ —        $ —        $ 918,156,658  

U.S. Government Obligation

     —         9,012,464        —          9,012,464  

Repurchase Agreement

     —         3,292,035        —          3,292,035  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     918,156,658     $     12,304,499      $     —        $     930,461,157  
  

 

 

   

 

 

    

 

 

    

 

 

 

Investment Companies Measured at Net Asset Value (D)

             1,913  
          

 

 

 

Total Investments

           $ 930,463,070  
          

 

 

 

Other Financial Instruments

 

Futures Contracts (H)

   $ 106,080     $ —        $ —        $ 106,080  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ 106,080     $ —        $ —        $ 106,080  
  

 

 

   

 

 

    

 

 

    

 

 

 

LIABILITIES

 

Other Financial Instruments

 

Futures Contracts (H)

   $ (2,421,129   $ —        $ —        $ (2,421,129
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ (2,421,129   $ —        $ —        $ (2,421,129
  

 

 

   

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Affiliated investment in the Class I2 shares, and liquidating trusts of Transamerica Funds and/or investment in the Initial Class shares of Transamerica Series Trust. The Portfolio’s transactions and earnings are as follows:

 

Affiliated Investments

  Value
December 31, 2018
    Purchases
at Cost
    Proceeds
from Sales
    Net
Realized
Gain (Loss)
    Net Change in
Unrealized
Appreciation
(Depreciation)
    Value
September 30, 2019
    Shares as of
September 30, 2019
    Dividend
Income
    Net Capital
Gain
Distributions
 

Transamerica BlackRock Global Real Estate Securities VP

  $ 69,872,984     $   29,909,273     $   (16,596,114   $ 595,466     $ 19,417,394     $ 103,199,003       7,895,869     $ 931,969     $ —    

Transamerica Emerging Markets Equity

    26,564,438       —         —         —         1,134,734       27,699,172       2,909,577       —         —    

Transamerica Floating Rate

    26,410,782       1,109,580       (8,932,138     (231,283     826,797       19,183,738       1,975,668       1,101,643       —    

Transamerica High Yield Bond

    26,256,619       691,595       (11,438,512     (638,877     1,557,970       16,428,795       1,801,403       686,794       —    

Transamerica International Equity

    100,236,508       5,224,359       (1,437,107     (140,270     10,528,347       114,411,837       6,663,473       —         —    

Transamerica International Growth

    72,751,719       12,536,123       (4,692,084     (1,009,681     14,262,749       93,848,826       13,034,559       —         —    

Transamerica International Small Cap Value

    19,637,551       7,190,532       (1,179,558     (125,442     2,400,873       27,923,956       2,315,419       —         —    

Transamerica Janus Mid-Cap Growth VP

    21,587,968       1,205,427       (4,636,055     1,296,354       3,408,021       22,861,715       614,397       27,689       1,177,738  

Transamerica Jennison Growth VP

    77,261,159       12,516,368       (12,542,479     338,447       475,463       78,048,958       8,207,041       344,608       12,171,760  

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica JPMorgan Asset Allocation – Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS (continued):

 

Affiliated Investments

  Value
December 31, 2018
    Purchases
at Cost
    Proceeds
from Sales
    Net
Realized
Gain (Loss)
    Net Change in
Unrealized
Appreciation
(Depreciation)
    Value
September 30, 2019
    Shares as of
September 30, 2019
    Dividend
Income
    Net Capital
Gain
Distributions
 

Transamerica JPMorgan Enhanced Index VP

  $ 90,937,525     $ 11,727,944     $ (15,118,704   $ 2,661,717     $ 2,022,546     $ 92,231,028       4,604,644     $ 1,441,898     $ 10,286,047  

Transamerica JPMorgan Mid Cap Value VP

    6,452,780       788,856       —         —         462,085       7,703,721       500,242       120,387       668,470  

Transamerica Large Cap Value

    132,924,352       2,251,972       (1,374,200     196,512       15,199,494       149,198,130       13,453,393       2,251,972       —    

Transamerica Mid Cap Growth

    —         18,370,899       —         —         (186,011     18,184,888       1,791,615       —         —    

Transamerica Mid Cap Value Opportunities

    15,403,366       —         (1,542,755     84,348       2,854,156       16,799,115       1,430,930       —         —    

Transamerica Small Cap Value

    15,811,826       —         (18,113,238     (1,354,918     3,656,330       —         —         —         —    

Transamerica Small Company Growth Liquidating Trust

    1,912       —         —         —         1       1,913       3,075       —         —    

Transamerica T. Rowe Price Small Cap VP

    26,420,019       2,871,320       (4,447,201     1,318,189       1,394,374       27,556,701       1,822,533       —         2,871,320  

Transamerica Unconstrained Bond

    26,805,852       7,949,365       (11,963,933     (824,320     1,335,459       23,302,423       2,365,728       507,867       —    

Transamerica WMC US Growth VP

    77,569,313       6,814,712       (15,956,876     3,154,310       7,993,193       79,574,652       2,594,544       920,933       5,893,781  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     832,906,673     $     121,158,325     $     (129,970,954   $     5,320,552     $     88,743,975     $     918,158,571       73,984,110     $     8,335,760     $     33,069,116  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

(B)      Non-income producing security.
(C)      Restricted security. At September 30, 2019, the value of such security held by the Portfolio is as follows:

 

Investments

  

Description

   Acquisition
Date
     Acquisition
Cost
     Value      Value as Percentage
of Net Assets
 

Investment Companies

  

Transamerica Small Company Growth Liquidating Trust

     10/26/2012      $     30,750      $     1,913        0.0 %(I) 

 

(D)      Certain investments are measured at fair value using the net asset value per share, or its equivalent, practical expedient and have not been classified in the fair value levels. The fair value amount presented is intended to permit reconciliation to the Total Investments amount presented within the Schedule of Investments.
(E)      All or a portion of the security has been segregated by the custodian as collateral to cover margin requirements for open futures contracts. The value of the security is $8,284,000.
(F)      Rate disclosed reflects the yield at September 30, 2019.
(G)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(H)      Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).
(I)      Percentage rounds to less than 0.1% or (0.1)%.

CURRENCY ABBREVIATION:

 

CAD

   Canadian Dollar

PORTFOLIO ABBREVIATION:

 

EAFE

   Europe, Australasia and Far East

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    3         


Transamerica JPMorgan Asset Allocation – Moderate Growth VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
INVESTMENT COMPANIES - 98.8%  
International Alternative Funds - 5.1%  

Transamerica Global Allocation Liquidating Trust (A) (B) (C) (D)

     11,961        $  41,129  

Transamerica Unconstrained Bond (D)

     23,881,901        235,236,729  
     

 

 

 
        235,277,858  
     

 

 

 
International Equity Funds - 20.9%  

Transamerica Emerging Markets Equity (D)

     14,848,204        141,354,901  

Transamerica International Equity (D)

     26,550,455        455,871,318  

Transamerica International Growth (D)

     34,088,895        245,440,041  

Transamerica International Small Cap Value (D)

     9,893,369        119,314,031  
     

 

 

 
        961,980,291  
     

 

 

 
U.S. Alternative Fund - 8.5%  

Transamerica BlackRock Global Real Estate Securities VP (D)

     30,032,766        392,528,257  
     

 

 

 
U.S. Equity Funds - 44.4%  

Transamerica Janus Mid-Cap Growth VP (D)

     4,093,343        152,313,310  

Transamerica Jennison Growth VP (D)

     24,405,922        232,100,317  

Transamerica JPMorgan Enhanced Index VP (D)

     31,952,868        640,015,953  

Transamerica JPMorgan Mid Cap Value VP (D)

     5,565,821        85,713,645  

Transamerica Large Cap Value (D)

     39,486,439        437,904,603  

Transamerica Mid Cap Growth (D)

     6,689,918        67,902,672  

Transamerica Mid Cap Value Opportunities (D)

     6,324,681        74,251,755  

Transamerica Small Company Growth Liquidating Trust (A) (B) (C) (D)

     16,244        10,107  

Transamerica T. Rowe Price Small Cap VP (D)

     8,813,721        133,263,464  

Transamerica WMC US Growth VP (D)

     7,190,083        220,519,856  
     

 

 

 
        2,043,995,682  
     

 

 

 
     Shares      Value  
INVESTMENT COMPANIES (continued)  
U.S. Fixed Income Funds - 14.2%  

Transamerica Core Bond (D)

     11,716,181        $   120,208,018  

Transamerica Floating Rate (D)

     7,535,464        73,169,351  

Transamerica High Yield Bond (D)

     21,038,406        191,870,264  

Transamerica Intermediate Bond (D)

     25,739,331        270,005,577  
     

 

 

 
        655,253,210  
     

 

 

 
U.S. Mixed Allocation Fund - 5.7%  

Transamerica PIMCO Total Return VP (D)

     22,231,488          261,664,610  
     

 

 

 

Total Investment Companies
(Cost $4,439,717,370)

 

     4,550,699,908  
  

 

 

 
     Principal      Value  
U.S. GOVERNMENT OBLIGATION - 0.6%  
U.S. Treasury - 0.6%  

U.S. Treasury Note
2.00%, 01/31/2020 (E)

     $  28,031,000          28,038,665  
     

 

 

 

Total U.S. Government Obligation
(Cost $27,990,662)

 

     28,038,665  
  

 

 

 
REPURCHASE AGREEMENT - 0.3%  

Fixed Income Clearing Corp., 1.05% (F), dated 09/30/2019, to be repurchased at $14,368,809 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.13%, due 09/30/2021, and with a value of $14,658,746.

     14,368,390        14,368,390  
     

 

 

 

Total Repurchase Agreement
(Cost $14,368,390)

 

     14,368,390  
  

 

 

 

Total Investments
(Cost $4,482,076,422)

 

     4,593,106,963  

Net Other Assets (Liabilities) - 0.3%

        15,778,674  
     

 

 

 

Net Assets - 100.0%

        $  4,608,885,637  
     

 

 

 
 

 

FUTURES CONTRACTS:

 

Long Futures Contracts:

 

 

Description

   Number of
Contracts
   Expiration
Date
   Notional
Amount
   Value    Unrealized
Appreciation
   Unrealized
Depreciation

5-Year U.S. Treasury Note

       12,704        12/31/2019      $     1,520,263,859      $     1,513,661,756      $ —        $ (6,602,103 )

CAD Currency

       970        12/17/2019        73,625,793        73,361,100        —          (264,693 )

MSCI EAFE Index

       63        12/20/2019        5,994,265        5,979,960        —          (14,305 )

MSCI Emerging Markets Index

       394        12/20/2019        19,738,245        19,737,430        —          (815 )

S&P 500® E-Mini Index

       1,723        12/20/2019        258,586,353        256,597,775        —          (1,988,578 )
                        

 

 

      

 

 

 

Total

                         $     —        $     (8,870,494 )
                        

 

 

      

 

 

 

Short Futures Contracts:

 

 

Description

   Number of
Contracts
  Expiration
Date
   Notional
Amount
  Value   Unrealized
Appreciation
   Unrealized
Depreciation

10-Year U.S. Treasury Note

       (3,871 )       12/19/2019      $     (504,135,721 )     $     (504,439,688 )     $ —        $ (303,967 )

30-Year U.S. Treasury Bond

       (1,769 )       12/19/2019        (288,656,068 )       (287,130,812 )       1,525,256        —  

E-Mini Russell 2000® Index

       (1,670 )       12/20/2019        (131,602,017 )       (127,337,500 )       4,264,517        —  

U.S. Treasury Ultra Bond

       (1,616 )       12/19/2019        (314,070,440 )       (310,120,500 )       3,949,940        —  
                     

 

 

      

 

 

 

Total

                      $ 9,739,713      $ (303,967 )
                     

 

 

      

 

 

 

Total Futures Contracts

                      $     9,739,713      $     (9,174,461 )
                     

 

 

      

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica JPMorgan Asset Allocation – Moderate Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (G)

 

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

ASSETS

 

Investments

 

Investment Companies

   $ 4,550,648,672     $ —        $ —        $ 4,550,648,672  

U.S. Government Obligation

     —         28,038,665        —          28,038,665  

Repurchase Agreement

     —         14,368,390        —          14,368,390  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     4,550,648,672     $     42,407,055      $     —        $     4,593,055,727  
  

 

 

   

 

 

    

 

 

    

 

 

 

Investment Companies Measured at Net Asset Value (C)

             51,236  
          

 

 

 

Total Investments

           $ 4,593,106,963  
          

 

 

 

Other Financial Instruments

 

Futures Contracts (H)

   $ 9,739,713     $ —        $ —        $ 9,739,713  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ 9,739,713     $ —        $ —        $ 9,739,713  
  

 

 

   

 

 

    

 

 

    

 

 

 

LIABILITIES

 

Other Financial Instruments

 

Futures Contracts (H)

   $ (9,174,461   $ —        $ —        $ (9,174,461
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ (9,174,461   $ —        $ —        $ (9,174,461
  

 

 

   

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing securities.
(B)      Restricted securities. At September 30, 2019, the value of such securities held by the Portfolio are as follows:

 

Investments

  

Description

   Acquisition
Date
     Acquisition
Cost
     Value      Value as Percentage
of Net Assets
 

Investment Companies

  

Transamerica Global Allocation Liquidating Trust

     07/31/2014      $ 123,058      $ 41,129        0.0 %(I) 

Investment Companies

  

Transamerica Small Company Growth Liquidating Trust

     10/26/2012        162,437        10,107        0.0 (I) 
        

 

 

    

 

 

    

 

 

 

Total

         $     285,495      $     51,236        0.0 %(I) 
        

 

 

    

 

 

    

 

 

 

 

(C)      Certain investments are measured at fair value using the net asset value per share, or its equivalent, practical expedient and have not been classified in the fair value levels. The fair value amount presented is intended to permit reconciliation to the Total Investments amount presented within the Schedule of Investments.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica JPMorgan Asset Allocation – Moderate Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS (continued):

 

(D)      Affiliated investment in the Class I2 shares, and liquidating trusts of Transamerica Funds and/or investment in the Initial Class shares of Transamerica Series Trust. The Portfolio’s transactions and earnings are as follows:

 

Affiliated Investments

  Value
December 31, 2018
    Purchases
at Cost
    Proceeds
from Sales
    Net
Realized
Gain (Loss)
    Net Change in
Unrealized
Appreciation
(Depreciation)
    Value
September 30, 2019
    Shares as of
September 30, 2019
    Dividend
Income
    Net Capital
Gain
Distributions
 

Transamerica BlackRock Global Real Estate Securities VP

  $ 187,597,015     $     175,505,718     $ (30,311,894   $ 173,631     $ 59,563,787     $ 392,528,257       30,032,766     $ 3,535,884     $ —    

Transamerica Core Bond

    126,329,428       2,664,699       (16,247,230     (71,522     7,532,643       120,208,018       11,716,181       2,664,699       —    

Transamerica Emerging Markets Equity

    135,564,101       —         —         —         5,790,800       141,354,901       14,848,204       —         —    

Transamerica Floating Rate

    107,550,845       4,276,947       (41,080,503     (854,009     3,276,071       73,169,351       7,535,464       4,246,674       —    

Transamerica Global Allocation Liquidating Trust

    354,536       —         (301,429     (300,352     288,374       41,129       11,961       —         —    

Transamerica High Yield Bond

    182,078,848       8,076,694       (9,405,184     672,710       10,447,196       191,870,264       21,038,406       8,020,621       —    

Transamerica Intermediate Bond

    301,452,288       5,910,958       (55,071,643     129,666       17,584,308       270,005,577       25,739,331       5,910,958       —    

Transamerica International Equity

    420,782,245       —         (8,474,054     (313,261     43,876,388       455,871,318       26,550,455       —         —    

Transamerica International Growth

    278,842,667       —         (73,302,559     (17,251,677     57,151,610       245,440,041       34,088,895       —         —    

Transamerica International Small Cap Value

    107,441,989       —         —         —         11,872,042       119,314,031       9,893,369       —         —    

Transamerica Janus Mid-Cap Growth VP

    142,840,793       8,031,003       (30,396,235     12,677,591       19,160,158       152,313,310       4,093,343       184,469       7,846,534  

Transamerica Jennison Growth VP

    245,344,151       37,220,905       (53,893,985     7,947,908       (4,518,662     232,100,317       24,405,922       1,024,786       36,196,119  

Transamerica JPMorgan Enhanced Index VP

    681,680,724       84,209,525       (163,583,092     26,587,969       11,120,827       640,015,953       31,952,868       10,353,182       73,856,343  

Transamerica JPMorgan Mid Cap Value VP

    71,795,334       8,777,030       —         —         5,141,281       85,713,645       5,565,821       1,339,450       7,437,579  

Transamerica Large Cap Value

    448,711,092       6,793,929       (70,455,393     6,638,518       46,216,457       437,904,603       39,486,439       6,793,929       —    

Transamerica Mid Cap Growth

    —         68,597,411       —         —         (694,739     67,902,672       6,689,918       —         —    

Transamerica Mid Cap Value Opportunities

    76,032,467       —         (15,990,037     1,804,872           12,404,453       74,251,755       6,324,681       —         —    

Transamerica PIMCO Total Return VP

        262,273,415       6,558,438       (22,004,230     (420,440     15,257,427           261,664,610       22,231,488       6,558,438       —    

Transamerica Small Cap Value

    66,263,833       —         (75,904,602     (10,278,933     19,919,702       —         —         —         —    

Transamerica Small Company Growth Liquidating Trust

    10,100       —         —         —         7       10,107       16,244       —         —    

Transamerica T. Rowe Price Small Cap VP

    114,928,664       13,885,626       (6,937,335     2,113,124       9,273,385       133,263,464       8,813,721       —         13,885,626  

Transamerica Unconstrained Bond

    201,895,920       45,117,940       (20,060,621     (661,832     8,945,322       235,236,729       23,881,901       6,235,738       —    

Transamerica WMC US Growth VP

    232,676,761       19,883,632       (64,265,449     11,723,216       20,501,696       220,519,856       7,190,083       2,687,052       17,196,580  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 4,392,447,216     $ 495,510,455     $     (757,685,475   $     40,317,179     $ 380,110,533     $ 4,550,699,908       362,107,461     $     59,555,880     $     156,418,781  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

(E)      All or a portion of the security has been segregated by the custodian as collateral to cover margin requirements for open futures contracts. The value of the security is $23,732,488.
(F)      Rate disclosed reflects the yield at September 30, 2019.
(G)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(H)      Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).
(I)      Percentage rounds to less than 0.1% or (0.1)%.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    3         


Transamerica JPMorgan Asset Allocation – Moderate Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

CURRENCY ABBREVIATION:

 

CAD

   Canadian Dollar

PORTFOLIO ABBREVIATION:

 

EAFE

   Europe, Australasia and Far East

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    4         


Transamerica JPMorgan Asset Allocation – Moderate VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
INVESTMENT COMPANIES - 99.1%  
International Alternative Funds - 6.1%  

Transamerica Global Allocation Liquidating Trust (A) (B) (C) (D)

     6,235        $  21,441  

Transamerica Unconstrained Bond (D)

     39,233,104        386,446,078  
     

 

 

 
        386,467,519  
     

 

 

 
International Equity Funds - 14.8%  

Transamerica Emerging Markets Equity (D)

     15,279,646        145,462,234  

Transamerica International Equity (D)

     25,997,925        446,384,375  

Transamerica International Growth (D)

     32,633,005        234,957,635  

Transamerica International Small Cap Value (D)

     8,700,125        104,923,507  
     

 

 

 
        931,727,751  
     

 

 

 
U.S. Alternative Fund - 3.4%  

Transamerica BlackRock Global Real Estate Securities VP (D)

     16,465,208        215,200,272  
     

 

 

 
U.S. Equity Funds - 36.8%  

Transamerica Janus Mid-Cap Growth VP (D)

     4,927,094        183,337,162  

Transamerica Jennison Growth VP (D)

     28,674,669        272,696,098  

Transamerica JPMorgan Enhanced Index VP (D)

     37,202,844        745,172,961  

Transamerica JPMorgan Mid Cap Value VP (D)

     4,027,063        62,016,777  

Transamerica Large Cap Value (D)

     44,472,447        493,199,436  

Transamerica Mid Cap Growth (D)

     6,109,369        62,010,091  

Transamerica Mid Cap Value Opportunities (D)

     8,947,216        105,040,320  

Transamerica Small Company Growth Liquidating Trust (A) (B) (C) (D)

     5,959        3,708  

Transamerica T. Rowe Price Small Cap VP (D)

     8,738,268        132,122,615  

Transamerica WMC US Growth VP (D)

     8,500,963        260,724,549  
     

 

 

 
        2,316,323,717  
     

 

 

 
     Shares      Value  
INVESTMENT COMPANIES (continued)  
U.S. Fixed Income Funds - 26.9%  

Transamerica Core Bond (D)

     38,216,418        $   392,100,453  

Transamerica Floating Rate (D)

     11,761,246        114,201,697  

Transamerica High Yield Bond (D)

     24,457,119        223,048,927  

Transamerica Intermediate Bond (D)

     91,798,598        962,967,298  
     

 

 

 
        1,692,318,375  
     

 

 

 
U.S. Mixed Allocation Fund - 11.1%  

Transamerica PIMCO Total Return VP (D)

     59,230,384        697,141,624  
     

 

 

 

Total Investment Companies
(Cost $6,123,738,385)

 

     6,239,179,258  
     

 

 

 
     Principal      Value  
U.S. GOVERNMENT OBLIGATION - 0.5%  
U.S. Treasury - 0.5%  

U.S. Treasury Note
2.00%, 01/31/2020 (E)

     $  33,907,000          33,916,271  
     

 

 

 

Total U.S. Government Obligation
(Cost $33,843,698)

 

     33,916,271  
     

 

 

 
REPURCHASE AGREEMENT - 0.4%  

Fixed Income Clearing Corp., 1.05% (F), dated 09/30/2019, to be repurchased at $23,013,358 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.13%, due 09/30/2021, and with a value of $23,474,772.

     23,012,687        23,012,687  
     

 

 

 

Total Repurchase Agreement
(Cost $23,012,687)

 

     23,012,687  
     

 

 

 

Total Investments
(Cost $6,180,594,770)

 

     6,296,108,216  

Net Other Assets (Liabilities) - (0.0)% (G)

 

     (1,178,393
     

 

 

 

Net Assets - 100.0%

        $  6,294,929,823  
     

 

 

 
 

 

FUTURES CONTRACTS:

 

Long Futures Contracts:

 

 

Description

   Number of
Contracts
   Expiration
Date
   Notional
Amount
   Value    Unrealized
Appreciation
   Unrealized
Depreciation

5-Year U.S. Treasury Note

       15,058        12/31/2019      $     1,802,309,947      $     1,794,137,179      $ —        $ (8,172,768 )

CAD Currency

       779        12/17/2019        59,128,345        58,915,770        —          (212,575 )

MSCI EAFE Index

       308        12/20/2019        29,274,933        29,235,360        —          (39,573 )

MSCI Emerging Markets Index

       232        12/20/2019        11,622,520        11,622,040        —          (480 )

S&P 500® E-Mini Index

       2,035        12/20/2019        305,408,476        303,062,375        —          (2,346,101 )
                        

 

 

      

 

 

 

Total

                         $     —        $     (10,771,497 )
                        

 

 

      

 

 

 

Short Futures Contracts:

 

 

Description

   Number of
Contracts
  Expiration
Date
   Notional
Amount
  Value   Unrealized
Appreciation
   Unrealized
Depreciation

10-Year U.S. Treasury Note

       (4,078 )       12/19/2019      $     (530,253,512 )     $     (531,414,375 )     $ —        $ (1,160,863 )

30-Year U.S. Treasury Bond

       (2,314 )       12/19/2019        (378,012,154 )       (375,591,125 )       2,421,029        —  

E-Mini Russell 2000® Index

       (1,962 )       12/20/2019        (155,295,040 )       (149,602,500 )       5,692,540        —  

U.S. Treasury Ultra Bond

       (1,783 )       12/19/2019        (348,233,274 )       (342,168,844 )       6,064,430        —  
                     

 

 

      

 

 

 

Total

                      $ 14,177,999      $ (1,160,863 )
                     

 

 

      

 

 

 

Total Futures Contracts

                      $     14,177,999      $     (11,932,360 )
                     

 

 

      

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    1         


Transamerica JPMorgan Asset Allocation – Moderate VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (H)

 

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

ASSETS

 

Investments

 

Investment Companies

   $ 6,239,154,109     $ —        $     —        $ 6,239,154,109  

U.S. Government Obligation

     —         33,916,271        —          33,916,271  

Repurchase Agreement

     —         23,012,687        —          23,012,687  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     6,239,154,109     $     56,928,958      $     —        $     6,296,083,067  
  

 

 

   

 

 

    

 

 

    

 

 

 

Investment Companies Measured at Net Asset Value (C)

             25,149  
          

 

 

 

Total Investments

           $ 6,296,108,216  
          

 

 

 

Other Financial Instruments

 

Futures Contracts (I)

   $ 14,177,999     $ —        $ —        $ 14,177,999  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ 14,177,999     $ —        $ —        $ 14,177,999  
  

 

 

   

 

 

    

 

 

    

 

 

 

LIABILITIES

 

Other Financial Instruments

 

Futures Contracts (I)

   $ (11,932,360   $ —        $ —        $ (11,932,360
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ (11,932,360   $ —        $ —        $ (11,932,360
  

 

 

   

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing securities.
(B)      Restricted securities. At September 30, 2019, the value of such securities held by the Portfolio are as follows:

 

Investments

  

Description

   Acquisition
Date
     Acquisition
Cost
     Value      Value as Percentage
of Net Assets
 

Investment Companies

  

Transamerica Global Allocation Liquidating Trust

     07/31/2014      $ 64,152      $ 21,441        0.0 %(G) 

Investment Companies

  

Transamerica Small Company Growth Liquidating Trust

     10/26/2012        59,594        3,708        0.0 (G) 
        

 

 

    

 

 

    

 

 

 

Total

         $     123,746      $     25,149        0.0 %(G) 
        

 

 

    

 

 

    

 

 

 

 

(C)      Certain investments are measured at fair value using the net asset value per share, or its equivalent, practical expedient and have not been classified in the fair value levels. The fair value amount presented is intended to permit reconciliation to the Total Investments amount presented within the Schedule of Investments.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica JPMorgan Asset Allocation – Moderate VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS (continued):

 

(D)      Affiliated investment in the Class I2 shares, and liquidating trusts of Transamerica Funds and/or investment in the Initial Class shares of Transamerica Series Trust. The Portfolio’s transactions and earnings are as follows:

 

Affiliated Investments

  Value
December 31, 2018
    Purchases
at Cost
    Proceeds
from Sales
    Net
Realized
Gain (Loss)
    Net Change in
Unrealized
Appreciation
(Depreciation)
    Value
September 30, 2019
    Shares as of
September 30, 2019
    Dividend
Income
     Net Capital
Gain
Distributions
 

Transamerica BlackRock Global Real Estate Securities VP

  $ —       $ 193,649,735     $ —       $ —       $ 21,550,537     $ 215,200,272       16,465,208     $ 1,871,721      $ —    

Transamerica Core Bond

    384,860,185       8,317,267       (24,280,799     (2,253,635     25,457,435       392,100,453       38,216,418       8,317,266        —    

Transamerica Emerging Markets Equity

    139,503,172       —         —         —         5,959,062       145,462,234       15,279,646       —          —    

Transamerica Floating Rate

    157,224,550       6,605,378       (53,173,351     (1,604,000     5,149,120       114,201,697       11,761,246       6,558,129        —    

Transamerica Global Allocation Liquidating Trust

    184,825       —         (157,139     (156,578     150,333       21,441       6,235       —          —    

Transamerica High Yield Bond

    201,319,851       9,313,008       (65,185     (3,148     12,484,401       223,048,927       24,457,119       9,247,824        —    

Transamerica Intermediate Bond

    971,445,954       20,539,431       (89,760,105     (198,883     60,940,901       962,967,298       91,798,598       20,539,431        —    

Transamerica International Equity

    393,137,695       12,568,551       —         —         40,678,129       446,384,375       25,997,925       —          —    

Transamerica International Growth

    258,208,140       —         (60,789,830     (12,545,845     50,085,170       234,957,635       32,633,005       —          —    

Transamerica International Small Cap Value

    94,483,357       —         —         —         10,440,150       104,923,507       8,700,125       —          —    

Transamerica Janus Mid-Cap Growth VP

    150,013,625       10,165,900       (9,476,063     3,904,011       28,729,689       183,337,162       4,927,094       233,507        9,932,393  

Transamerica Jennison Growth VP

    287,788,619       43,731,072       (60,421,516     4,843,542       (3,245,619     272,696,098       28,674,669       1,204,028        42,527,044  

Transamerica JPMorgan Enhanced Index VP

    606,860,882       148,056,444       (37,808,197     7,499,717       20,564,115       745,172,961       37,202,844       11,649,695        83,105,263  

Transamerica JPMorgan Mid Cap Value VP

    51,946,400       6,350,483       —         —         3,719,894       62,016,777       4,027,063       969,138        5,381,345  

Transamerica Large Cap Value

    451,426,090       7,486,751       (18,654,595     (434,447     53,375,637       493,199,436       44,472,447       7,486,751        —    

Transamerica Mid Cap Growth

    —         62,640,019       —         —         (629,928     62,010,091       6,109,369       —          —    

Transamerica Mid Cap Value Opportunities

    87,951,136       —         —         —         17,089,184       105,040,320       8,947,216       —          —    

Transamerica PIMCO Total Return VP

    702,557,944       17,344,140       (61,582,099     (4,270,027     43,091,666       697,141,624       59,230,384       17,344,140        —    

Transamerica Small Cap Value

    50,696,738       —         (58,072,732     (6,832,017     14,208,011       —         —         —          —    

Transamerica Small Company Growth Liquidating Trust

    3,706       —         —         —         2       3,708       5,959       —          —    

Transamerica T. Rowe Price Small Cap VP

    114,741,532       14,616,855       (8,212,590     1,073,788       9,903,030       132,122,615       8,738,268       —          14,616,856  

Transamerica Unconstrained Bond

    310,230,362       74,070,422       (9,801,380     (246,126     12,192,800       386,446,078       39,233,104       10,211,462        —    

Transamerica WMC US Growth VP

    264,066,865       23,135,525       (62,164,256     10,466,334       25,220,081       260,724,549       8,500,963       3,126,510        20,009,015  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

Total

  $     5,678,651,628     $     658,590,981     $     (554,419,837   $     (757,314   $     457,113,800     $     6,239,179,258           515,384,905     $     98,759,602      $     175,571,916  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

 

(E)      All or a portion of the security has been segregated by the custodianby the custodian as collateral to cover margin requirements for open futures contracts. The value of the security is $27,837,610.
(F)      Rate disclosed reflects the yield at September 30, 2019.
(G)      Percentage rounds to less than 0.1% or (0.1)%.
(H)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(I)      Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    3         


Transamerica JPMorgan Asset Allocation – Moderate VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

CURRENCY ABBREVIATION:

 

CAD

   Canadian Dollar

PORTFOLIO ABBREVIATION:

 

EAFE

   Europe, Australasia and Far East

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    4         


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Principal      Value  
ASSET-BACKED SECURITIES - 12.4%  

Ally Auto Receivables Trust

     

Series 2016-2, Class A4,

     

1.60%, 01/15/2021

     $  80,263        $  80,241  

American Credit Acceptance Receivables Trust

     

Series 2016-3, Class C,

     

4.26%, 08/12/2022 (A)

     226,909        228,226  

Series 2016-4, Class C,

     

2.91%, 02/13/2023 (A)

     58,096        58,121  

Series 2018-2, Class B,

     

3.46%, 08/10/2022 (A)

     520,741        521,710  

American Homes 4 Rent Trust

     

Series 2014-SFR2, Class A,

     

3.79%, 10/17/2036 (A)

     458,372        482,286  

Series 2014-SFR2, Class E,

     

6.23%, 10/17/2036 (A)

     150,000        166,984  

Series 2014-SFR3, Class E,

     

6.42%, 12/17/2036 (A)

     175,000        196,956  

Series 2015-SFR1, Class A,

     

3.47%, 04/17/2052 (A)

     873,275        908,413  

Series 2015-SFR1, Class D,

     

4.41%, 04/17/2052 (A)

     1,200,000        1,265,916  

Series 2015-SFR1, Class E,

     

5.64%, 04/17/2052 (A)

     292,500        319,295  

Series 2015-SFR2, Class D,

     

5.04%, 10/17/2052 (A)

     700,000        765,604  

Series 2015-SFR2, Class E,

     

6.07%, 10/17/2052 (A)

     430,000        482,561  

American Tower Trust #1

     

Series 2013-2A, Class 2A,

     

3.07%, 03/15/2048 (A)

     350,000        355,651  

AmeriCredit Automobile Receivables Trust

     

Series 2016-4, Class B,

     

1.83%, 12/08/2021

     500,000        499,401  

Series 2017-1, Class B,

     

2.30%, 02/18/2022

     269,000        268,975  

Series 2017-1, Class C,

     

2.71%, 08/18/2022

     144,000        145,111  

Series 2017-1, Class D,

     

3.13%, 01/18/2023

     323,000        327,819  

ARIVO

     

Series 2018-1, Class A,

     

5.17%, 10/31/2019 (B) (C)

     799,535        799,535  

Axis Equipment Finance Receivables IV LLC

     

Series 2016-1A, Class A,

     

2.21%, 11/20/2021 (A)

     11,200        11,198  

B2R Mortgage Trust

     

Series 2015-2, Class A,

     

3.34%, 11/15/2048 (A)

     274,987        275,212  

Series 2016-1, Class A,

     

2.57%, 06/15/2049 (A)

     424,722        423,547  

Business Jet Securities LLC

     

Series 2018-1, Class A,

     

4.34%, 02/15/2033 (A)

     551,592        557,002  

Series 2018-2, Class A,

     

4.45%, 06/15/2033 (A)

     672,484        684,377  

Series 2019-1, Class A,

     

4.21%, 07/15/2034 (A)

     1,544,186        1,584,623  

BXG Receivables Note Trust

     

Series 2012-A, Class A,

     

2.66%, 12/02/2027 (A)

     16,377        16,377  
     Principal      Value  
ASSET-BACKED SECURITIES (continued)  

Cabela’s Credit Card Master Note Trust

     

Series 2015-1A, Class A1,

     

2.26%, 03/15/2023

     $   600,000        $   600,215  

Camillo Trust

     

Series 2016-SFR1,

     

5.00%, 12/05/2023 (B) (C) (D)

     1,078,746        1,076,386  

Capital Auto Receivables Asset Trust

     

Series 2018-1, Class A3,

     

2.79%, 01/20/2022 (A)

     1,152,377        1,155,552  

Capital One Multi-Asset Execution Trust

     

Series 2016-A6, Class A6,

     

1.82%, 09/15/2022

     350,000        349,889  

CarMax Auto Owner Trust

     

Series 2016-2, Class A3,

     

1.52%, 02/16/2021

     6,837        6,834  

Series 2016-4, Class A4,

     

1.60%, 06/15/2022

     200,000        199,131  

Carnow Auto Receivables Trust

     

Series 2018-1A, Class B,

     

4.26%, 09/15/2023 (A)

     1,560,000        1,580,563  

Carvana Auto Receivables Trust

     

Series 2019-2A, Class C,

     

3.00%, 06/17/2024 (A)

     1,350,000        1,358,627  

Series 2019-3A, Class D,

     

3.04%, 04/15/2025 (A)

     1,620,000        1,622,924  

Chase Funding Loan Acquisition Trust

     

Series 2003-C2, Class 1A,

     

4.75%, 12/25/2019

     2,816        2,806  

Chase Funding Trust

     

Series 2003-6, Class 1A7,

     

5.03% (E), 11/25/2034

     35,342        37,013  

CIG Auto Receivables Trust

     

Series 2017-1A, Class A,

     

2.71%, 05/15/2023 (A)

     97,529        97,630  

CLUB Credit Trust

     

Series 2017-P2, Class A,

     

2.61%, 01/15/2024 (A)

     91,933        91,958  

Colony American Finance, Ltd.

     

Series 2016-2, Class A,

     

2.55%, 11/15/2048 (A)

     219,287        219,336  

Corevest American Finance Trust

     

Series 2019-1, Class B,

     

3.88%, 03/15/2052 (A)

     690,000        730,330  

CPS Auto Receivables Trust

     

Series 2014-C, Class C,

     

3.77%, 08/17/2020 (A)

     9,896        9,897  

Series 2014-D, Class C,

     

4.35%, 11/16/2020 (A)

     27,814        27,873  

Series 2015-C, Class D,

     

4.63%, 08/16/2021 (A)

     344,000        346,473  

Series 2016-C, Class C,

     

3.27%, 06/15/2022 (A)

     332,065        332,574  

Series 2017-C, Class C,

     

2.86%, 06/15/2023 (A)

     767,000        767,941  

Credit Acceptance Auto Loan Trust

     

Series 2017-1A, Class A,

     

2.56%, 10/15/2025 (A)

     116,896        116,943  

Series 2017-1A, Class B,

     

3.04%, 12/15/2025 (A)

     250,000        250,934  

Series 2017-1A, Class C,

     

3.48%, 02/17/2026 (A)

     250,000        250,747  

Series 2017-2A, Class B,

     

3.02%, 04/15/2026 (A)

     1,260,000        1,266,356  

Series 2018-1A, Class A,

     

3.01%, 02/16/2027 (A)

     413,000        415,480  

Series 2019-1A, Class A,

     

3.33%, 02/15/2028 (A)

     825,000        842,908  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
ASSET-BACKED SECURITIES (continued)  

CSMA SFR Holdings LLC

     

Series 2019-1, Class A,

     

2.00%, 04/25/2023

     $   1,073,562        $   1,073,454  

Diamond Resorts Owner Trust

     

Series 2017-1A, Class A,

     

3.27%, 10/22/2029 (A)

     226,949        229,181  

Series 2018-1, Class A,

     

3.70%, 01/21/2031 (A)

     446,804        455,686  

Drive Auto Receivables Trust

     

Series 2015-BA, Class D,

     

3.84%, 07/15/2021 (A)

     66,967        67,018  

Series 2015-DA, Class D,

     

4.59%, 01/17/2023 (A)

     201,427        202,207  

Series 2016-CA, Class D,

     

4.18%, 03/15/2024 (A)

     648,000        657,849  

Series 2017-3, Class D,

     

3.53%, 12/15/2023 (A)

     1,520,000        1,537,080  

Series 2017-AA, Class C,

     

2.98%, 01/18/2022 (A)

     67,771        67,839  

Series 2017-AA, Class D,

     

4.16%, 05/15/2024 (A)

     372,000        377,996  

Series 2018-4, Class C,

     

3.66%, 11/15/2024

     944,000        955,238  

Series 2019-1, Class D,

     

4.09%, 06/15/2026

     340,000        352,094  

DT Asset Trust

     

Series 2017, Class B,

     

5.84%, 12/16/2022

     600,000        600,217  

DT Auto Owner Trust

     

Series 2016-4A, Class D,

     

3.77%, 10/17/2022 (A)

     263,729        265,097  

Series 2017-1A, Class D,

     

3.55%, 11/15/2022 (A)

     339,000        341,252  

Series 2017-2A, Class C,

     

3.03%, 01/17/2023 (A)

     125,928        125,992  

Series 2017-3A, Class D,

     

3.58%, 05/15/2023 (A)

     305,000        307,476  

Engs Commercial Finance Trust

     

Series 2016-1A, Class A2,

     

2.63%, 02/22/2022 (A)

     45,315        45,333  

Exeter Automobile Receivables Trust

     

Series 2016-1A, Class C,

     

5.52%, 10/15/2021 (A)

     217,734        219,131  

Series 2016-3A, Class B,

     

2.84%, 08/16/2021 (A)

     54,652        54,685  

Series 2017-1A, Class C,

     

3.95%, 12/15/2022 (A)

     180,000        182,108  

Series 2017-3A, Class A,

     

2.05%, 12/15/2021 (A)

     20,875        20,871  

Series 2017-3A, Class C,

     

3.68%, 07/17/2023 (A)

     658,000        670,523  

Series 2018-4A, Class B,

     

3.64%, 11/15/2022 (A)

     353,000        356,163  

Series 2019-3A, Class D,

     

3.11%, 08/15/2025 (A)

     1,180,000        1,192,005  

First Investors Auto Owner Trust

     

Series 2017-3A, Class A2,

     

2.41%, 12/15/2022 (A)

     625,000        625,260  

Flagship Credit Auto Trust

     

Series 2015-3, Class B,

     

3.68%, 03/15/2022 (A)

     50,943        51,012  

Series 2015-3, Class C,

     

4.65%, 03/15/2022 (A)

     126,000        127,672  

Series 2016-1, Class C,

     

6.22%, 06/15/2022 (A)

     600,000        619,946  

Series 2016-4, Class C,

     

2.71%, 11/15/2022 (A)

     423,000        424,815  
     Principal      Value  
ASSET-BACKED SECURITIES (continued)  

Fort Cre LLC

     

1-Month LIBOR + 2.83%,
4.96% (E), 11/16/2035 (A)

     $   1,535,000        $   1,534,567  

Foundation Finance Trust

     

Series 2019-1A, Class A,

     

3.86%, 11/15/2034 (A)

     501,996        513,808  

Freedom Financial Trust

     

Series 2018-1, Class A,

     

3.61%, 07/18/2024 (A)

     212,680        213,668  

Series 2018-2, Class A,

     

3.99%, 10/20/2025 (A)

     506,132        509,837  

FTF Funding II LLC

     

Series 2019-1, Class A,

     

Zero Coupon, 08/15/2020

     883,387        883,483  

GLS Auto Receivables Issuer Trust

     

Series 2019-1A, Class A,

     

3.37%, 01/17/2023 (A)

     305,028        307,428  

Gold Key Resorts LLC

     

Series 2014-A, Class A,

     

3.22%, 03/17/2031 (A)

     67,233        67,248  

Goodgreen Trust

     

Series 2017, Class R1,

     

5.00%, 10/20/2051

     1,355,922        1,341,201  

Series 2017-1A, Class A,

     

3.74%, 10/15/2052 (A)

     172,352        179,364  

Series 2017-2A, Class A,

     

3.26%, 10/15/2053 (A)

     748,582        764,670  

Hero Funding Trust

     

Series 2017-1A, Class A2,

     

4.46%, 09/20/2047 (A)

     537,975        566,754  

Series 2017-3A, Class A2,

     

3.95%, 09/20/2048 (A)

     644,450        674,020  

Hilton Grand Vacations Trust

     

Series 2017-AA, Class A,

     

2.66%, 12/26/2028 (A)

     184,799        185,273  

Kabbage Funding LLC

     

Series 2019-1, Class A,

     

3.83%, 03/15/2024 (A)

     1,400,000        1,415,270  

KGS-Alpha SBA COOF Trust, Interest Only STRIPS

     

Series 2012-2, Class A,

     

1.06% (E), 08/25/2038 (A)

     626,267        14,642  

Series 2013-2, Class A,

     

1.77% (E), 03/25/2039 (A)

     600,651        25,570  

Series 2014-2, Class A,

     

2.93% (E), 04/25/2040 (A)

     262,833        21,425  

Legacy Mortgage Asset Trust

     

Series 2019-GS5, Class A1,

     

3.20% (E), 05/25/2059 (A)

     2,068,535        2,075,817  

LV Tower 52

     

Series 2013-1, Class A,

     

5.75%, 07/15/2019 (A)

     733,387        740,347  

Mariner Finance Issuance Trust

     

Series 2019-AA, Class B,

     

3.51%, 07/20/2032 (A)

     785,000        791,235  

Series 2019-AA, Class C,

     

4.01%, 07/20/2032 (A)

     2,060,000        2,077,674  

Marlette Funding Trust

     

Series 2018-1A, Class A,

     

2.61%, 03/15/2028 (A)

     53,037        53,045  

OnDeck Asset Securitization Trust LLC

     

Series 2018-1A, Class A,

     

3.50%, 04/18/2022 (A)

     351,000        352,481  

OneMain Financial Issuance Trust

     

Series 2016-1A, Class A,

     

3.66%, 02/20/2029 (A)

     181,816        182,445  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    2

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
ASSET-BACKED SECURITIES (continued)  

Oportun Funding IX LLC

     

Series 2018-B, Class A,

     

3.91%, 07/08/2024 (A)

     $   1,165,000        $   1,182,791  

Oportun Funding VI LLC

     

Series 2017-A, Class A,

     

3.23%, 06/08/2023 (A)

     405,000        404,917  

Oportun Funding VII LLC

     

Series 2017-B, Class A,

     

3.22%, 10/10/2023 (A)

     309,000        309,708  

Oportun Funding VIII LLC

     

Series 2018-A, Class A,

     

3.61%, 03/08/2024 (A)

     655,000        662,234  

Orange Lake Timeshare Trust

     

Series 2019-A, Class C,

     

3.61%, 04/09/2038 (A)

     2,246,314        2,284,904  

Pretium Mortgage Credit Partners I LLC

     

Series 2018-NPL4, Class A1,

     

4.83% (E), 09/25/2058 (A)

     482,271        484,906  

Progress Residential Trust

     

Series 2015-SFR3, Class A,

     

3.07%, 11/12/2032 (A)

     1,729,127        1,725,292  

Series 2015-SFR3, Class D,

     

4.67%, 11/12/2032 (A)

     300,000        300,095  

Series 2015-SFR3, Class E,

     

5.66%, 11/12/2032 (A)

     200,000        200,335  

Series 2018-SFR2, Class E,

     

4.66%, 08/17/2035 (A)

     642,000        661,847  

Purchasing Power Funding LLC

     

Series 2018-A, Class A,

     

3.34%, 08/15/2022 (A)

     1,550,000        1,552,518  

Renew

     

Series 2017-1A, Class A,

     

3.67%, 09/20/2052 (A)

     222,604        230,964  

Rice Park Financing Trust

     

Series 2016-A, Class A,

     

4.63%, 10/31/2041 (A)

     720,455        727,552  

Santander Drive Auto Receivables Trust

     

Series 2015-5, Class E,

     

4.67%, 02/15/2023 (A)

     1,560,000        1,568,856  

Series 2019-1, Class C,

     

3.42%, 04/15/2025

     730,000        743,876  

Santander Retail Auto Lease Trust

     

Series 2018-A, Class A3,

     

2.93%, 05/20/2021 (A)

     619,000        621,510  

SART

     

4.75%, 06/15/2025

     1,388,611        1,418,855  

Securitized Asset-Backed Receivables LLC Trust

     

Series 2006-CB1, Class AF2,

     

3.31% (E), 01/25/2036

     19,132        17,067  

Sofi Consumer Loan Program LLC

     

Series 2016-2A, Class A,

     

3.09%, 10/27/2025 (A)

     57,368        57,516  

Synchrony Card Funding LLC

     

Series 2019-A1, Class A,

     

2.95%, 03/15/2025

     1,593,000        1,627,116  

Series 2019-A2, Class A,

     

2.34%, 06/15/2025

     1,700,000        1,714,051  

Synchrony Card Issuance Trust

     

Series 2018-A1, Class A1,

     

3.38%, 09/15/2024

     750,000        769,274  

Toyota Auto Receivables Owner Trust

     

Series 2016-A, Class A4,

     

1.47%, 09/15/2021

     111,569        111,401  

Tricolor Auto Securitization Trust

     

Series 2018-1A, Class A,

     

5.05%, 12/15/2020 (A)

     310,053        312,491  
     Principal      Value  
ASSET-BACKED SECURITIES (continued)  

Tricolor Auto Securitization Trust (continued)

     

Series 2018-2A, Class A,

     

3.96%, 10/15/2021 (A)

     $   696,360        $   699,547  

Tricon American Homes Trust

     

Series 2016-SFR1, Class A,

     

2.59%, 11/17/2033 (A)

     371,358        370,794  

Upgrade Receivables Trust

     

Series 2018-1A, Class A,

     

3.76%, 11/15/2024 (A)

     155,947        156,446  

US Auto Funding LLC

     

Series 2018-1A, Class A,

     

5.50%, 07/15/2023 (A)

     561,337        574,252  

Series 2019-1A, Class B,

     

3.99%, 12/15/2022 (A)

     1,200,000        1,220,632  

Verizon Owner Trust

     

Series 2017-3A, Class A1A,

     

2.06%, 04/20/2022 (A)

     1,033,000        1,032,764  

Veros Automobile Receivables Trust

     

Series 2018-1, Class B,

     

4.05%, 02/15/2024 (A)

     1,250,000        1,264,746  

VM Debt Trust

     

7.50%, 06/15/2024

     1,000,000        1,000,000  

VOLT LXIV LLC

     

Series 2017-NP11, Class A1,

     

3.38% (E), 10/25/2047 (A)

     660,462        661,471  

VOLT LXIX LLC

     

Series 2018-NPL5, Class A1A,

     

4.21% (E), 08/25/2048 (A)

     371,796        372,762  

VOLT LXX LLC

     

Series 2018-NPL6, Class A1A,

     

4.11% (E), 09/25/2048 (A)

     397,757        398,911  

VOLT LXXII LLC

     

Series 2018-NPL8, Class A1A,

     

4.21% (E), 10/26/2048 (A)

     1,213,584        1,217,803  

VOLT LXXV LLC

     

Series 2019-NPL1, Class A1A,

     

4.34% (E), 01/25/2049 (A)

     920,215        926,500  

VSE Voi Mortgage LLC

     

Series 2018-A, Class A,

     

3.56%, 02/20/2036 (A)

     319,540        330,349  

Westgate Resorts LLC

     

Series 2017-1A, Class A,

     

3.05%, 12/20/2030 (A)

     208,261        209,101  

Westlake Automobile Receivables Trust

     

Series 2016-2A, Class D,

     

4.10%, 06/15/2021 (A)

     107,709        107,922  

Series 2016-3A, Class C,

     

2.46%, 01/18/2022 (A)

     102,559        102,562  

Series 2017-1A, Class C,

     

2.70%, 10/17/2022 (A)

     116,679        116,748  

World Financial Network Credit Card Master Trust

     

3.14%, 12/15/2025

     730,000        746,181  

World Omni Auto Receivables Trust

     

Series 2015-B, Class A4,

     

1.84%, 01/17/2022

     52,838        52,826  

Series 2016-B, Class A4,

     

1.48%, 11/15/2022

     150,000        149,144  
     

 

 

 

Total Asset-Backed Securities
(Cost $83,582,145)

 

     84,280,470  
     

 

 

 
CORPORATE DEBT SECURITIES - 25.3%  
Aerospace & Defense - 0.4%  

Airbus Finance BV

     

2.70%, 04/17/2023 (A)

     43,000        43,676  

Airbus SE

     

3.15%, 04/10/2027 (A)

     164,000        171,228  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    3

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Aerospace & Defense (continued)  

Boeing Co.

     

3.95%, 08/01/2059

     $   425,000        $   466,875  

L3 Harris Technologies, Inc.

     

3.83%, 04/27/2025

     200,000        213,591  

Lockheed Martin Corp.

     

4.50%, 05/15/2036

     100,000        120,088  

Northrop Grumman Corp.

     

3.25%, 01/15/2028

     150,000        157,425  

3.85%, 04/15/2045

     38,000        41,898  

Northrop Grumman Systems Corp.

     

7.75%, 02/15/2031

     40,000        58,164  

Precision Castparts Corp.

     

3.25%, 06/15/2025

     113,000        118,987  

4.20%, 06/15/2035

     170,000        189,540  

Rockwell Collins, Inc.

     

3.20%, 03/15/2024

     70,000        72,704  

United Technologies Corp.

     

3.65%, 08/16/2023

     64,000        67,727  

3.75%, 11/01/2046

     155,000        170,558  

3.95%, 08/16/2025

     60,000        65,733  

4.15%, 05/15/2045

     163,000        186,952  

4.45%, 11/16/2038

     60,000        71,340  

4.50%, 06/01/2042

     241,000        288,609  

5.70%, 04/15/2040

     265,000        353,077  
     

 

 

 
        2,858,172  
     

 

 

 
Air Freight & Logistics - 0.0% (F)  

FedEx Corp.

     

3.90%, 02/01/2035

     96,000        98,216  
     

 

 

 
Airlines - 0.7%  

Air Canada Pass-Through Trust

     

3.30%, 07/15/2031 (A)

     151,808        156,562  

3.55%, 07/15/2031 (A)

     215,378        219,572  

4.13%, 11/15/2026 (A)

     186,633        197,663  

American Airlines Pass-Through Trust

     

3.00%, 04/15/2030

     377,628        384,576  

3.38%, 11/01/2028

     200,695        207,358  

3.50%, 08/15/2033

     530,000        549,504  

3.65%, 12/15/2029 - 08/15/2030

     142,860        151,054  

3.70%, 04/15/2027 - 04/01/2028

     347,478        353,466  

4.95%, 07/15/2024

     99,322        104,109  

British Airways Pass-Through Trust

     

3.30%, 06/15/2034 (A)

     285,000        297,094  

4.13%, 03/20/2033 (A)

     295,446        311,045  

Continental Airlines Pass-Through Trust

     

5.98%, 10/19/2023

     33,325        35,168  

Delta Air Lines Pass-Through Trust

     

3.63%, 01/30/2029

     330,714        352,282  

4.75%, 11/07/2021

     41,026        41,530  

Southwest Airlines Co.

     

2.75%, 11/06/2019

     163,000        163,033  

Spirit Airlines Pass-Through Trust

     

3.38%, 08/15/2031

     141,426        147,419  

United Airlines Pass-Through Trust

     

3.45%, 01/07/2030

     124,331        128,807  

3.65%, 07/07/2027

     142,931        145,234  

4.15%, 02/25/2033

     335,000        365,710  

4.55%, 02/25/2033

     300,000        332,526  

US Airways Pass-Through Trust

     

5.90%, 04/01/2026

     309,794        344,862  
     

 

 

 
        4,988,574  
     

 

 

 
Automobiles - 0.1%  

General Motors Co.

     

6.60%, 04/01/2036

     240,000        274,977  
     

 

 

 
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Banks - 4.6%  

ABN AMRO Bank NV

     

2.45%, 06/04/2020 (A)

     $   319,000        $   319,367  

4.75%, 07/28/2025 (A)

     200,000        215,197  

AIB Group PLC

     

4.75%, 10/12/2023 (A)

     290,000        306,672  

ASB Bank, Ltd.

     

3.13%, 05/23/2024 (A)

     465,000        479,422  

Australia & New Zealand Banking Group, Ltd.

     

4.88%, 01/12/2021 (A)

     100,000        103,545  

Bank of America Corp.

     

Fixed until 04/24/2022,
2.88% (E), 04/24/2023

     395,000        400,780  

Fixed until 12/20/2022,
3.00% (E), 12/20/2023

     237,000        242,040  

Fixed until 10/01/2024,
3.09% (E), 10/01/2025, MTN

     198,000        203,714  

3.25%, 10/21/2027, MTN

     942,000        979,144  

Fixed until 01/23/2025,
3.37% (E), 01/23/2026

     200,000        208,027  

Fixed until 12/20/2027,
3.42% (E), 12/20/2028

     430,000        449,092  

Fixed until 03/05/2023,
3.55% (E), 03/05/2024

     126,000        130,947  

Fixed until 04/24/2027,
3.71% (E), 04/24/2028

     700,000        744,506  

3.95%, 04/21/2025, MTN

     368,000        389,981  

Fixed until 03/05/2028,
3.97% (E), 03/05/2029, MTN

     300,000        325,052  

4.00%, 01/22/2025, MTN

     400,000        424,734  

Fixed until 04/23/2039,
4.08% (E), 04/23/2040, MTN

     240,000        268,414  

4.25%, 10/22/2026, MTN

     284,000        306,636  

Fixed until 03/15/2049,
4.33% (E), 03/15/2050, MTN

     240,000        282,792  

Bank of Montreal

     

2.35%, 09/11/2022, MTN

     150,000        151,649  

Fixed until 12/15/2027,
3.80% (E), 12/15/2032

     110,000        114,084  

Bank of Nova Scotia

     

4.50%, 12/16/2025

     290,000        315,442  

Barclays PLC

     

3.65%, 03/16/2025

     200,000        204,680  

Fixed until 02/15/2022,
4.61% (E), 02/15/2023

     300,000        311,534  

BB&T Corp.

     

3.75%, 12/06/2023, MTN

     300,000        317,441  

5.25%, 11/01/2019

     30,000        30,072  

BBVA

     

3.50%, 06/11/2021

     250,000        254,135  

BNZ International Funding, Ltd.

     

2.10%, 09/14/2021 (A)

     310,000        309,129  

2.65%, 11/03/2022 (A)

     250,000        252,657  

BPCE SA

     

4.00%, 09/12/2023 (A)

     250,000        263,358  

4.63%, 07/11/2024 (A)

     200,000        213,134  

Citigroup, Inc.

     

2.35%, 08/02/2021

     154,000        154,640  

2.65%, 10/26/2020

     350,000        352,143  

2.70%, 03/30/2021

     108,000        109,013  

2.75%, 04/25/2022

     350,000        355,210  

Fixed until 01/24/2022,
3.14% (E), 01/24/2023

     213,000        216,881  

3.20%, 10/21/2026

     162,000        167,465  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    4

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Banks (continued)  

Citigroup, Inc. (continued)

     

Fixed until 04/24/2024,
3.35% (E), 04/24/2025

     $   175,000        $   181,319  

3.40%, 05/01/2026

     150,000        156,676  

Fixed until 07/24/2027,
3.67% (E), 07/24/2028

     200,000        211,730  

3.70%, 01/12/2026

     400,000        424,769  

3.88%, 03/26/2025

     100,000        105,228  

Fixed until 03/20/2029,
3.98% (E), 03/20/2030

     400,000        434,946  

4.40%, 06/10/2025

     215,000        231,424  

4.45%, 09/29/2027

     48,000        52,372  

4.65%, 07/23/2048

     275,000        336,548  

4.75%, 05/18/2046

     140,000        163,273  

5.30%, 05/06/2044

     34,000        42,271  

8.13%, 07/15/2039

     28,000        45,906  

Citizens Financial Group, Inc.

     

2.38%, 07/28/2021

     39,000        39,100  

4.30%, 12/03/2025

     58,000        62,017  

Commonwealth Bank of Australia

     

2.85%, 05/18/2026 (A)

     230,000        236,560  

3.45%, 03/16/2023 (A)

     230,000        240,237  

4.50%, 12/09/2025 (A)

     200,000        215,953  

Cooperatieve Rabobank UA

     

3.75%, 07/21/2026

     455,000        472,010  

Credit Agricole SA

     

3.88%, 04/15/2024 (A)

     255,000        272,035  

Danske Bank A/S

     

2.00%, 09/08/2021 (A)

     200,000        198,637  

2.70%, 03/02/2022 (A)

     200,000        200,859  

Discover Bank

     

4.20%, 08/08/2023

     250,000        265,770  

Fifth Third Bancorp

     

3.95%, 03/14/2028 (G)

     160,000        175,126  

Fifth Third Bank

     

2.88%, 10/01/2021

     204,000        206,588  

HSBC Holdings PLC

     

Fixed until 05/18/2023,
3.95% (E), 05/18/2024

     229,000        239,660  

4.00%, 03/30/2022

     56,000        58,440  

Fixed until 03/13/2027,
4.04% (E), 03/13/2028

     650,000        690,268  

4.38%, 11/23/2026

     200,000        213,961  

4.88%, 01/14/2022

     160,000        169,431  

Industrial & Commercial Bank of China, Ltd.

     

2.45%, 10/20/2021

     250,000        249,374  

ING Groep NV

     

4.10%, 10/02/2023

     580,000        615,672  

KeyCorp

     

4.15%, 10/29/2025, MTN

     175,000        191,501  

Lloyds Banking Group PLC

     

4.38%, 03/22/2028

     200,000        217,501  

4.58%, 12/10/2025

     200,000        210,045  

Macquarie Bank, Ltd.

     

2.40%, 01/21/2020 (A)

     150,000        150,080  

Mitsubishi UFJ Financial Group, Inc.

     

3.41%, 03/07/2024

     250,000        260,263  

3.75%, 07/18/2039

     250,000        268,146  

3.76%, 07/26/2023

     345,000        362,683  

Mizuho Bank, Ltd.

     

3.60%, 09/25/2024 (A) (G)

     300,000        317,056  

Mizuho Financial Group, Inc.

     

Fixed until 09/13/2029,
2.87% (E), 09/13/2030

     236,000        235,011  

National Australia Bank, Ltd.

     

3.38%, 01/14/2026

     600,000        635,904  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Banks (continued)  

National Australia Bank, Ltd. (continued)

     

Fixed until 08/02/2029,
3.93% (E), 08/02/2034 (A)

     $   345,000        $   354,173  

NatWest Markets PLC

     

3.63%, 09/29/2022 (A)

     210,000        215,589  

Nordea Bank Abp

     

4.88%, 01/27/2020 (A)

     100,000        100,864  

PNC Financial Services Group, Inc.

     

3.90%, 04/29/2024

     91,000        97,357  

4.38%, 08/11/2020

     92,000        93,892  

5.13%, 02/08/2020

     65,000        65,695  

Royal Bank of Canada

     

4.65%, 01/27/2026, MTN

     225,000        248,502  

Royal Bank of Scotland Group PLC

     

3.88%, 09/12/2023

     200,000        206,477  

Fixed until 03/22/2024,
4.27% (E), 03/22/2025

     200,000        209,202  

Fixed until 05/08/2029,
4.45% (E), 05/08/2030

     330,000        353,249  

Santander Group Holdings PLC

     

3.13%, 01/08/2021

     150,000        151,019  

4.75%, 09/15/2025 (A)

     200,000        208,466  

Skandinaviska Enskilda Banken AB

     

3.05%, 03/25/2022 (A)

     300,000        305,909  

Societe Generale SA

     

3.88%, 03/28/2024 (A)

     270,000        283,258  

4.25%, 04/14/2025 (A)

     200,000        208,841  

Standard Chartered PLC

     

3.05%, 01/15/2021 (A)

     200,000        201,130  

Fixed until 01/20/2022,
4.25% (E), 01/20/2023 (A)

     300,000        310,170  

Fixed until 05/21/2029,
4.31% (E), 05/21/2030 (A)

     200,000        214,986  

5.20%, 01/26/2024 (A)

     200,000        215,158  

Sumitomo Mitsui Financial Group, Inc.

     

2.44%, 10/19/2021

     119,000        119,503  

2.63%, 07/14/2026

     107,000        107,194  

2.78%, 07/12/2022 - 10/18/2022

     385,000        390,601  

3.04%, 07/16/2029

     440,000        450,067  

3.10%, 01/17/2023

     155,000        158,873  

SunTrust Bank

     

3.30%, 05/15/2026

     200,000        207,524  

SunTrust Banks, Inc.

     

2.70%, 01/27/2022

     76,000        76,849  

2.90%, 03/03/2021

     59,000        59,615  

US Bancorp

     

2.38%, 07/22/2026, MTN

     100,000        100,942  

3.95%, 11/17/2025, MTN

     150,000        164,979  

US Bank NA

     

2.80%, 01/27/2025

     250,000        257,915  

Wells Fargo & Co.

     

3.00%, 04/22/2026

     213,000        218,401  

Fixed until 06/17/2026,
3.20% (E), 06/17/2027, MTN

     470,000        485,640  

3.30%, 09/09/2024, MTN

     700,000        730,748  

3.50%, 03/08/2022, MTN

     150,000        154,781  

3.75%, 01/24/2024, MTN

     215,000        227,500  

4.10%, 06/03/2026, MTN

     258,000        276,365  

4.40%, 06/14/2046, MTN

     96,000        107,796  

4.65%, 11/04/2044, MTN

     184,000        212,607  

4.75%, 12/07/2046, MTN

     247,000        291,598  

4.90%, 11/17/2045, MTN

     112,000        133,189  

Wells Fargo Bank NA

     

3.63%, 10/22/2021

     390,000        401,295  

Westpac Banking Corp.

     

2.00%, 03/03/2020 (A)

     304,000        303,802  

2.85%, 05/13/2026

     150,000        154,920  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    5

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Banks (continued)  

Westpac Banking Corp. (continued)

     

Fixed until 11/23/2026,
4.32% (E), 11/23/2031, MTN

     $   180,000        $   190,285  

4.42%, 07/24/2039

     195,000        215,337  
     

 

 

 
        31,171,342  
     

 

 

 
Beverages - 0.5%  

Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.

     

4.70%, 02/01/2036

     1,627,000        1,879,344  

Anheuser-Busch InBev Finance, Inc.

     

4.70%, 02/01/2036

     240,000        277,224  

Anheuser-Busch InBev Worldwide, Inc.

     

4.44%, 10/06/2048

     250,000        282,993  

4.75%, 04/15/2058

     50,000        58,565  

Coca-Cola Femsa SAB de CV

     

3.88%, 11/26/2023

     150,000        158,505  

Constellation Brands, Inc.

     

4.40%, 11/15/2025

     100,000        110,562  

5.25%, 11/15/2048

     55,000        68,861  

Diageo Investment Corp.

     

8.00%, 09/15/2022

     100,000        116,442  

Keurig Dr. Pepper, Inc.

     

3.13%, 12/15/2023

     110,000        113,331  

3.43%, 06/15/2027

     50,000        51,581  

4.42%, 05/25/2025

     86,000        93,599  

4.99%, 05/25/2038

     124,000        143,836  

PepsiCo, Inc.

     

4.60%, 07/17/2045

     78,000        97,706  
     

 

 

 
        3,452,549  
     

 

 

 
Biotechnology - 0.1%  

AbbVie, Inc.

     

4.40%, 11/06/2042

     205,000        211,428  

4.50%, 05/14/2035

     200,000        214,326  

Celgene Corp.

     

3.90%, 02/20/2028

     200,000        219,073  

5.70%, 10/15/2040

     114,000        148,953  

Gilead Sciences, Inc.

     

4.00%, 09/01/2036

     49,000        54,806  

4.60%, 09/01/2035

     65,000        77,059  
     

 

 

 
        925,645  
     

 

 

 
Building Products - 0.0% (F)  

Johnson Controls International PLC

     

3.75%, 12/01/2021

     2,000        2,046  

Masco Corp.

     

6.50%, 08/15/2032

     130,000        159,388  
     

 

 

 
        161,434  
     

 

 

 
Capital Markets - 2.3%  

Bank of New York Mellon Corp.

     

2.20%, 08/16/2023, MTN

     200,000        200,691  

Fixed until 05/16/2022,
2.66% (E), 05/16/2023, MTN

     451,000        456,862  

3.25%, 09/11/2024, MTN

     150,000        157,357  

CME Group, Inc.

     

5.30%, 09/15/2043

     32,000        43,310  

Credit Suisse Group AG

     

Fixed until 09/11/2024,
2.59% (E), 09/11/2025 (A)

     355,000        351,486  

4.28%, 01/09/2028 (A)

     300,000        322,191  

Credit Suisse Group Funding Guernsey, Ltd.

     

3.80%, 06/09/2023

     250,000        261,094  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Capital Markets (continued)  

Daiwa Securities Group, Inc.

     

3.13%, 04/19/2022 (A)

     $   122,000        $   123,944  

Deutsche Bank AG

     

3.30%, 11/16/2022

     200,000        198,797  

3.70%, 05/30/2024

     267,000        267,413  

4.25%, 10/14/2021

     200,000        203,174  

Goldman Sachs Group, Inc.

     

Fixed until 10/31/2021,
2.88% (E), 10/31/2022

     595,000        601,790  

Fixed until 06/05/2022,
2.91% (E), 06/05/2023

     160,000        162,069  

3.00%, 04/26/2022

     120,000        121,304  

Fixed until 09/29/2024,
3.27% (E), 09/29/2025

     403,000        415,984  

3.50%, 01/23/2025 - 11/16/2026

     417,000        433,651  

Fixed until 06/05/2027,
3.69% (E), 06/05/2028

     488,000        511,870  

3.75%, 05/22/2025

     745,000        788,387  

3.85%, 01/26/2027

     1,590,000        1,685,991  

4.25%, 10/21/2025

     100,000        107,010  

4.80%, 07/08/2044, MTN

     159,000        190,391  

Intercontinental Exchange, Inc.

     

4.00%, 10/15/2023

     88,000        93,944  

Invesco Finance PLC

     

3.75%, 01/15/2026

     94,000        100,197  

4.00%, 01/30/2024

     71,000        75,424  

Macquarie Group, Ltd.

     

Fixed until 11/28/2027,
3.76% (E), 11/28/2028 (A)

     515,000        537,799  

Fixed until 01/15/2029,
5.03% (E), 01/15/2030 (A)

     700,000        798,436  

6.00%, 01/14/2020 (A)

     300,000        303,158  

6.25%, 01/14/2021 (A)

     175,000        183,537  

Morgan Stanley

     

3.13%, 01/23/2023, MTN

     400,000        410,295  

Fixed until 07/22/2027,
3.59% (E), 07/22/2028

     356,000        375,286  

3.63%, 01/20/2027

     383,000        405,537  

3.75%, 02/25/2023, MTN

     789,000        824,932  

Fixed until 01/24/2028,
3.77% (E), 01/24/2029, MTN

     112,000        119,703  

4.00%, 07/23/2025, MTN

     664,000        716,309  

4.10%, 05/22/2023, MTN

     150,000        157,961  

4.30%, 01/27/2045

     312,000        361,061  

4.35%, 09/08/2026, MTN

     200,000        216,585  

5.00%, 11/24/2025

     269,000        301,439  

5.50%, 07/24/2020 - 07/28/2021, MTN

     334,000        349,698  

5.75%, 01/25/2021

     100,000        104,638  

Northern Trust Corp.

     

Fixed until 05/08/2027,
3.38% (E), 05/08/2032

     71,000        72,865  

Nuveen LLC

     

4.00%, 11/01/2028 (A)

     250,000        279,199  

State Street Corp.

     

3.10%, 05/15/2023

     48,000        49,674  

3.55%, 08/18/2025

     88,000        94,263  

3.70%, 11/20/2023

     231,000        246,105  

UBS Group Funding Switzerland AG

     

3.49%, 05/23/2023 (A)

     480,000        492,722  

4.13%, 04/15/2026 (A)

     200,000        217,541  
     

 

 

 
        15,493,074  
     

 

 

 
Chemicals - 0.3%  

Air Liquide Finance SA

     

2.25%, 09/27/2023 (A)

     200,000        200,449  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    6

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Chemicals (continued)  

Albemarle Corp.

     

5.45%, 12/01/2044

     $   50,000        $   56,748  

Celanese Holdings LLC

     

3.50%, 05/08/2024

     380,000        393,980  

Dow Chemical Co.

     

3.00%, 11/15/2022

     130,000        132,452  

5.25%, 11/15/2041

     45,000        51,602  

DuPont de Nemours, Inc.

     

4.49%, 11/15/2025

     200,000        221,023  

5.32%, 11/15/2038

     100,000        122,057  

International Flavors & Fragrances, Inc.

     

4.45%, 09/26/2028

     83,000        91,680  

5.00%, 09/26/2048

     89,000        101,568  

Mosaic Co.

     

4.88%, 11/15/2041

     8,000        7,902  

5.45%, 11/15/2033

     91,000        103,037  

5.63%, 11/15/2043

     120,000        133,029  

Nutrien, Ltd.

     

4.13%, 03/15/2035

     200,000        208,612  

4.20%, 04/01/2029

     55,000        60,583  

5.00%, 04/01/2049

     80,000        93,348  

Sherwin-Williams Co.

     

3.13%, 06/01/2024

     70,000        72,322  

Union Carbide Corp.

     

7.50%, 06/01/2025

     175,000        210,688  
     

 

 

 
        2,261,080  
     

 

 

 
Commercial Services & Supplies - 0.1%  

Brambles, Inc.

     

4.13%, 10/23/2025 (A)

     100,000        106,373  

ERAC Finance LLC

     

4.50%, 08/16/2021 (A)

     36,000        37,467  

5.25%, 10/01/2020 (A)

     48,000        49,495  

5.63%, 03/15/2042 (A)

     59,000        74,762  

6.70%, 06/01/2034 (A)

     152,000        207,532  

Republic Services, Inc.

     

2.90%, 07/01/2026

     49,000        50,415  
     

 

 

 
        526,044  
     

 

 

 
Construction Materials - 0.0% (F)  

CRH America Finance, Inc.

     

3.40%, 05/09/2027 (A)

     200,000        206,571  
     

 

 

 
Consumer Finance - 0.6%  

American Express Co.

     

3.63%, 12/05/2024

     104,000        110,061  

3.70%, 11/05/2021

     250,000        258,118  

American Express Credit Corp.

     

2.38%, 05/26/2020, MTN

     290,000        290,378  

2.70%, 03/03/2022, MTN

     95,000        96,655  

American Honda Finance Corp.

     

2.30%, 09/09/2026, MTN

     34,000        33,900  

BMW Capital LLC

     

2.25%, 09/15/2023 (A)

     180,000        180,096  

Capital One Financial Corp.

     

3.75%, 04/24/2024 - 07/28/2026

     481,000        502,288  

4.20%, 10/29/2025

     50,000        53,260  

Daimler Finance North America LLC

     

1.75%, 10/30/2019 (A)

     150,000        149,951  

General Motors Financial Co., Inc.

     

3.50%, 11/07/2024

     220,000        222,490  

3.70%, 05/09/2023

     184,000        188,245  

3.95%, 04/13/2024

     310,000        318,658  

4.30%, 07/13/2025

     100,000        103,857  

4.35%, 04/09/2025

     135,000        140,622  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Consumer Finance (continued)  

Hyundai Capital America

     

3.00%, 03/18/2021 (A)

     $   200,000        $   201,276  

John Deere Capital Corp.

     

2.25%, 09/14/2026, MTN

     95,000        94,788  

2.65%, 06/24/2024, MTN

     150,000        154,085  

2.70%, 01/06/2023, MTN

     74,000        75,611  

2.80%, 01/27/2023

     73,000        75,104  

2.80%, 09/08/2027, MTN

     200,000        206,305  

3.15%, 10/15/2021, MTN

     33,000        33,723  

Nissan Motor Acceptance Corp.

     

1.90%, 09/14/2021 (A)

     78,000        77,083  

2.55%, 03/08/2021 (A)

     150,000        150,114  

Synchrony Financial

     

3.70%, 08/04/2026

     140,000        142,889  
     

 

 

 
        3,859,557  
     

 

 

 
Containers & Packaging - 0.1%  

International Paper Co.

     

3.00%, 02/15/2027 (G)

     143,000        145,092  

7.30%, 11/15/2039

     120,000        162,538  

8.70%, 06/15/2038

     50,000        73,628  

WRKCo, Inc.

     

3.75%, 03/15/2025

     100,000        105,267  

3.90%, 06/01/2028

     65,000        68,583  
     

 

 

 
        555,108  
     

 

 

 
Diversified Consumer Services - 0.2%  

President & Fellows of Harvard College

     

3.30%, 07/15/2056

     214,000        234,337  

SART

     

4.75%, 07/15/2024

     1,145,288        1,170,633  
     

 

 

 
        1,404,970  
     

 

 

 
Diversified Financial Services - 0.8%  

AerCap Ireland Capital DAC / AerCap Global Aviation Trust

     

3.30%, 01/23/2023

     157,000        160,104  

3.50%, 01/15/2025

     180,000        183,689  

Aircastle, Ltd.

     

4.40%, 09/25/2023

     175,000        184,086  

Aviation Capital Group LLC

     

3.50%, 11/01/2027 (A)

     150,000        149,540  

4.13%, 08/01/2025 (A)

     250,000        260,805  

Blackstone Holdings Finance Co. LLC

     

4.45%, 07/15/2045 (A)

     44,000        49,230  

Brookfield Finance, Inc.

     

3.90%, 01/25/2028

     84,000        88,181  

4.70%, 09/20/2047

     123,000        134,821  

4.85%, 03/29/2029

     300,000        339,524  

CDP Financial, Inc.

     

4.40%, 11/25/2019 (A)

     250,000        250,763  

China Southern Power Grid International Finance BVI Co., Ltd.

     

3.50%, 05/08/2027 (A)

     240,000        252,955  

GE Capital International Funding Unlimited Co.

     

4.42%, 11/15/2035

     1,431,000        1,497,568  

Jefferies Group LLC

     

6.45%, 06/08/2027

     56,000        64,891  

Mitsubishi UFJ Lease & Finance Co., Ltd.

     

2.65%, 09/19/2022 (A) (G)

     200,000        200,622  

National Rural Utilities Cooperative Finance Corp.

     

2.95%, 02/07/2024

     57,000        58,955  

3.90%, 11/01/2028

     260,000        289,630  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    7

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Diversified Financial Services (continued)  

ORIX Corp.

     

2.90%, 07/18/2022

     $   101,000        $   102,700  

Private Export Funding Corp.

     

3.55%, 01/15/2024

     150,000        161,129  

Protective Life Global Funding

     

2.00%, 09/14/2021 (A)

     200,000        198,884  

2.70%, 11/25/2020 (A)

     250,000        251,504  

Voya Financial, Inc.

     

3.65%, 06/15/2026

     265,000        277,723  
     

 

 

 
        5,157,304  
     

 

 

 
Diversified Telecommunication Services - 0.8%  

AT&T, Inc.

     

3.55%, 06/01/2024

     425,000        444,403  

3.60%, 07/15/2025

     260,000        273,695  

3.95%, 01/15/2025

     295,000        314,961  

4.13%, 02/17/2026

     185,000        199,841  

4.30%, 12/15/2042

     148,000        154,442  

4.35%, 06/15/2045

     49,000        51,492  

4.50%, 05/15/2035

     525,000        576,025  

4.90%, 08/15/2037

     374,000        424,178  

5.35%, 09/01/2040

     203,000        237,853  

6.38%, 03/01/2041

     100,000        128,743  

British Telecommunications PLC

     

9.63%, 12/15/2030

     150,000        228,752  

Centel Capital Corp.

     

9.00%, 10/15/2019

     40,000        40,100  

Deutsche Telekom International Finance BV

     

2.82%, 01/19/2022 (A)

     150,000        151,775  

GTP Acquisition Partners I LLC

     

2.35%, 06/15/2045 (A)

     39,000        38,983  

3.48%, 06/15/2050 (A)

     226,000        234,723  

Qwest Corp.

     

6.75%, 12/01/2021

     148,000        159,952  

Verizon Communications, Inc.

     

4.27%, 01/15/2036

     330,000        371,067  

4.40%, 11/01/2034

     568,000        649,760  

4.67%, 03/15/2055

     135,000        161,935  

4.86%, 08/21/2046

     290,000        354,201  

5.25%, 03/16/2037

     183,000        226,565  
     

 

 

 
        5,423,446  
     

 

 

 
Electric Utilities - 1.6%  

AEP Transmission Co. LLC

     

3.15%, 09/15/2049

     100,000        98,371  

4.00%, 12/01/2046

     93,000        105,014  

Alabama Power Co.

     

3.75%, 03/01/2045

     52,000        56,047  

4.10%, 01/15/2042

     66,000        71,635  

5.60%, 03/15/2033

     100,000        128,900  

Ameren Illinois Co.

     

4.50%, 03/15/2049

     620,000        762,215  

Appalachian Power Co.

     

6.70%, 08/15/2037

     50,000        69,765  

Ausgrid Finance Pty, Ltd.

     

3.85%, 05/01/2023 (A)

     400,000        416,889  

Baltimore Gas & Electric Co.

     

2.80%, 08/15/2022

     95,000        96,607  

3.50%, 08/15/2046

     94,000        97,600  

Berkshire Hathaway Energy Co.

     

3.50%, 02/01/2025

     104,000        109,975  

6.13%, 04/01/2036

     74,000        102,496  

Commonwealth Edison Co.

     

3.65%, 06/15/2046

     81,000        87,497  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Electric Utilities (continued)  

Connecticut Light & Power Co.

     

4.00%, 04/01/2048

     $   118,000        $   136,029  

Duke Energy Corp.

     

2.65%, 09/01/2026

     149,000        149,962  

Duke Energy LLC

     

3.75%, 05/15/2046

     100,000        107,433  

3.95%, 11/15/2028

     300,000        334,910  

6.00%, 12/01/2028 - 01/15/2038

     148,000        191,439  

Duke Energy Progress LLC

     

3.70%, 10/15/2046

     124,000        133,218  

4.10%, 05/15/2042 - 03/15/2043

     107,000        121,082  

4.15%, 12/01/2044

     65,000        74,390  

Duquesne Light Holdings, Inc.

     

3.62%, 08/01/2027 (A)

     230,000        234,695  

Edison International

     

5.75%, 06/15/2027

     200,000        224,555  

Electricite de France SA

     

2.35%, 10/13/2020 (A)

     80,000        80,211  

6.00%, 01/22/2114 (A)

     150,000        181,850  

Enel Finance International NV

     

3.50%, 04/06/2028 (A)

     200,000        204,792  

3.63%, 05/25/2027 (A)

     220,000        228,283  

Entergy Arkansas LLC

     

3.50%, 04/01/2026

     57,000        60,639  

Entergy Corp.

     

2.95%, 09/01/2026

     78,000        79,206  

Entergy LLC

     

2.40%, 10/01/2026

     118,000        117,995  

2.85%, 06/01/2028

     83,000        85,155  

3.05%, 06/01/2031

     94,000        97,414  

Entergy, Inc.

     

3.85%, 06/01/2049

     270,000        300,513  

Evergy, Inc.

     

2.90%, 09/15/2029

     320,000        318,382  

Exelon Corp.

     

3.40%, 04/15/2026

     63,000        65,851  

3.50%, 06/01/2022

     130,000        133,339  

FirstEnergy Corp.

     

4.85%, 07/15/2047

     53,000        63,367  

Florida Power & Light Co.

     

4.95%, 06/01/2035

     60,000        73,546  

5.95%, 02/01/2038

     50,000        70,128  

Fortis, Inc.

     

3.06%, 10/04/2026

     310,000        315,015  

Hydro-Quebec

     

9.40%, 02/01/2021

     250,000        273,720  

Indiana Michigan Power Co.

     

3.20%, 03/15/2023

     125,000        129,152  

Jersey Central Power & Light Co.

     

4.30%, 01/15/2026 (A)

     240,000        262,727  

6.15%, 06/01/2037

     70,000        90,958  

John Sevier Combined Cycle Generation LLC

     

4.63%, 01/15/2042

     61,343        72,432  

Kansas City Power & Light Co.

     

3.15%, 03/15/2023

     71,000        73,354  

5.30%, 10/01/2041

     100,000        129,413  

Korea Southern Power Co., Ltd.

     

3.00%, 01/29/2021 (A)

     200,000        201,896  

Massachusetts Electric Co.

     

4.00%, 08/15/2046 (A)

     105,000        114,904  

Mid-Atlantic Interstate Transmission LLC

     

4.10%, 05/15/2028 (A)

     110,000        121,266  

Nevada Power Co.

     

5.38%, 09/15/2040

     92,000        114,478  

5.45%, 05/15/2041

     50,000        63,199  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    8

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Electric Utilities (continued)  

New England Power Co.

     

3.80%, 12/05/2047 (A)

     $   95,000        $   102,964  

New York State Electric & Gas Corp.

     

3.25%, 12/01/2026 (A)

     95,000        98,751  

Niagara Mohawk Power Corp.

     

3.51%, 10/01/2024 (A)

     141,000        148,734  

Northern States Power Co.

     

6.25%, 06/01/2036

     40,000        55,822  

Ohio Power Co.

     

5.38%, 10/01/2021

     50,000        53,076  

Oncor Electric Delivery Co. LLC

     

5.75%, 03/15/2029

     50,000        63,277  

PacifiCorp

     

2.95%, 02/01/2022

     100,000        102,051  

3.60%, 04/01/2024

     105,000        111,109  

Pennsylvania Electric Co.

     

3.25%, 03/15/2028 (A)

     38,000        39,166  

PPL Capital Funding, Inc.

     

3.40%, 06/01/2023

     70,000        72,044  

Progress Energy, Inc.

     

3.15%, 04/01/2022

     54,000        55,116  

Southern California Edison Co.

     

1.85%, 02/01/2022

     25,000        24,598  

4.05%, 03/15/2042

     250,000        265,819  

5.55%, 01/15/2036

     70,000        84,090  

6.05%, 03/15/2039

     60,000        78,188  

Southern Co.

     

3.25%, 07/01/2026

     91,000        93,845  

Southern Power Co.

     

5.15%, 09/15/2041

     130,000        148,298  

Southwestern Public Service Co.

     

4.50%, 08/15/2041

     100,000        117,683  

Toledo Edison Co.

     

6.15%, 05/15/2037

     200,000        272,567  

Tri-State Generation & Transmission Association, Inc.

     

4.25%, 06/01/2046

     62,000        68,287  

Tucson Electric Power Co.

     

4.85%, 12/01/2048

     350,000        442,103  

Virginia Electric & Power Co.

     

4.45%, 02/15/2044

     28,000        32,917  

4.60%, 12/01/2048

     300,000        367,064  

Wisconsin Electric Power Co.

     

3.10%, 06/01/2025

     82,000        84,861  

Xcel Energy, Inc.

     

6.50%, 07/01/2036

     71,000        98,204  
     

 

 

 
        11,114,543  
     

 

 

 
Electrical Equipment - 0.0% (F)  

Eaton Corp.

     

4.00%, 11/02/2032

     21,000        24,068  

5.80%, 03/15/2037

     100,000        123,606  

7.63%, 04/01/2024

     75,000        87,618  
     

 

 

 
        235,292  
     

 

 

 
Electronic Equipment, Instruments & Components - 0.0% (F)  

Arrow Electronics, Inc.

     

3.25%, 09/08/2024

     66,000        67,087  

3.88%, 01/12/2028

     155,000        158,891  

4.50%, 03/01/2023

     30,000        31,561  
     

 

 

 
        257,539  
     

 

 

 
Energy Equipment & Services - 0.2%  

Baker Hughes a GE Co. LLC

     

5.13%, 09/15/2040

     100,000        114,544  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Energy Equipment & Services (continued)  

Boardwalk Pipelines, LP, Co.

     

4.80%, 05/03/2029

     $   145,000        $   153,994  

Halliburton Co.

     

3.80%, 11/15/2025

     155,000        164,180  

7.45%, 09/15/2039

     50,000        71,216  

7.60%, 08/15/2096 (A)

     50,000        71,162  

Schlumberger Holdings Corp.

     

3.90%, 05/17/2028 (A)

     227,000        240,270  

Schlumberger Investment SA

     

3.30%, 09/14/2021 (A)

     41,000        41,766  

Texas Eastern Transmission, LP

     

2.80%, 10/15/2022 (A)

     81,000        81,720  

3.50%, 01/15/2028 (A)

     37,000        38,474  
     

 

 

 
        977,326  
     

 

 

 
Entertainment - 0.1%  

Viacom, Inc.

     

3.88%, 04/01/2024

     128,000        134,627  

4.38%, 03/15/2043

     93,000        95,917  

6.88%, 04/30/2036

     150,000        196,081  

Walt Disney Co.

     

6.55%, 03/15/2033 (A)

     100,000        141,878  

6.65%, 11/15/2037 (A)

     50,000        75,143  

7.30%, 04/30/2028 (A)

     50,000        67,323  

8.88%, 04/26/2023 (A)

     80,000        97,846  

9.50%, 07/15/2024 (A)

     70,000        92,276  
     

 

 

 
        901,091  
     

 

 

 
Equity Real Estate Investment Trusts - 1.0%  

Alexandria Real Estate Equities, Inc.

     

3.80%, 04/15/2026

     43,000        45,748  

4.00%, 02/01/2050

     246,000        268,005  

American Tower Corp.

     

3.38%, 10/15/2026

     100,000        103,999  

3.50%, 01/31/2023

     141,000        146,079  

3.70%, 10/15/2049

     300,000        297,516  

5.00%, 02/15/2024

     86,000        95,020  

AvalonBay Communities, Inc.

     

3.45%, 06/01/2025, MTN

     50,000        52,847  

Boston Properties, LP

     

3.20%, 01/15/2025

     100,000        103,724  

3.65%, 02/01/2026

     74,000        78,311  

Brixmor Operating Partnership, LP

     

3.85%, 02/01/2025

     200,000        209,143  

Crown Castle International Corp.

     

4.00%, 03/01/2027

     47,000        50,562  

5.25%, 01/15/2023

     70,000        76,214  

Digital Realty Trust, LP

     

3.70%, 08/15/2027

     77,000        80,799  

Duke Realty, LP

     

3.25%, 06/30/2026

     43,000        44,504  

GAIF Bond Issuer Pty, Ltd.

     

3.40%, 09/30/2026 (A)

     174,000        177,173  

Goodman Finance Three LLC

     

3.70%, 03/15/2028 (A)

     108,000        112,126  

HCP, Inc.

     

3.40%, 02/01/2025

     95,000        98,499  

3.50%, 07/15/2029

     260,000        270,143  

3.88%, 08/15/2024

     225,000        240,068  

4.20%, 03/01/2024

     30,000        32,265  

Liberty Property, LP

     

3.25%, 10/01/2026

     53,000        54,419  

Life Storage, LP

     

4.00%, 06/15/2029

     305,000        326,276  

National Retail Properties, Inc.

     

4.00%, 11/15/2025

     204,000        218,639  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    9

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Equity Real Estate Investment Trusts (continued)  

Office Properties Income Trust

     

3.60%, 02/01/2020

     $   150,000        $   150,334  

4.00%, 07/15/2022

     196,000        199,745  

Public Storage

     

3.39%, 05/01/2029

     130,000        139,423  

Realty Income Corp.

     

3.25%, 10/15/2022

     390,000        402,460  

3.88%, 04/15/2025

     160,000        171,867  

4.65%, 03/15/2047

     75,000        92,825  

Regency Centers, LP

     

2.95%, 09/15/2029

     240,000        239,356  

Scentre Group Trust 1 / Scentre Group Trust 2

     

2.38%, 11/05/2019 (A)

     188,000        187,945  

3.50%, 02/12/2025 (A)

     300,000        311,072  

Senior Housing Properties Trust

     

4.75%, 02/15/2028

     150,000        150,764  

Simon Property Group, LP

     

2.45%, 09/13/2029

     431,000        421,674  

SITE Centers Corp.

     

3.63%, 02/01/2025

     198,000        203,385  

UDR, Inc.

     

2.95%, 09/01/2026, MTN

     72,000        73,209  

3.20%, 01/15/2030, MTN

     265,000        272,907  

Ventas Realty, LP

     

3.50%, 02/01/2025

     54,000        56,544  

3.85%, 04/01/2027

     98,000        104,187  

4.13%, 01/15/2026

     45,000        48,665  

Welltower, Inc.

     

3.10%, 01/15/2030

     225,000        225,174  

4.50%, 01/15/2024

     73,000        78,856  
     

 

 

 
        6,712,471  
     

 

 

 
Food & Staples Retailing - 0.2%  

CK Hutchison International 16, Ltd.

     

1.88%, 10/03/2021 (A)

     241,000        238,402  

CK Hutchison International 19, Ltd.

     

3.63%, 04/11/2029 (A)

     245,000        260,130  

CVS Pass-Through Trust

     

5.93%, 01/10/2034 (A)

     211,208        245,678  

8.35%, 07/10/2031 (A)

     258,196        330,684  

Kroger Co.

     

5.40%, 07/15/2040

     12,000        13,536  

Sysco Corp.

     

3.55%, 03/15/2025

     105,000        111,242  

3.75%, 10/01/2025

     75,000        80,511  

Walgreens Boots Alliance, Inc.

     

3.80%, 11/18/2024 (G)

     100,000        105,458  

4.50%, 11/18/2034

     185,000        197,237  
     

 

 

 
        1,582,878  
     

 

 

 
Food Products - 0.3%  

Campbell Soup Co.

     

3.95%, 03/15/2025

     250,000        265,033  

Cargill, Inc.

     

3.30%, 03/01/2022 (A)

     70,000        71,606  

ConAgra Brands, Inc.

     

4.60%, 11/01/2025

     85,000        93,476  

5.30%, 11/01/2038

     185,000        213,683  

General Mills, Inc.

     

4.00%, 04/17/2025

     165,000        177,730  

4.20%, 04/17/2028 (G)

     110,000        122,477  

4.55%, 04/17/2038

     45,000        51,216  

Kellogg Co.

     

3.40%, 11/15/2027

     48,000        50,329  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Food Products (continued)  

Kraft Heinz Foods Co.

     

5.00%, 07/15/2035 - 06/04/2042

     $   444,000        $   471,359  

McCormick & Co., Inc.

     

3.15%, 08/15/2024

     90,000        93,255  

3.40%, 08/15/2027

     132,000        138,386  

Mead Johnson Nutrition Co.

     

4.60%, 06/01/2044

     70,000        86,517  
     

 

 

 
        1,835,067  
     

 

 

 
Gas Utilities - 0.2%  

Atmos Energy Corp.

     

4.13%, 10/15/2044

     75,000        86,783  

4.15%, 01/15/2043

     138,000        156,049  

Boston Gas Co.

     

4.49%, 02/15/2042 (A)

     26,000        30,238  

Brooklyn Union Gas Co.

     

4.27%, 03/15/2048 (A)

     150,000        174,352  

CenterPoint Energy Resources Corp.

     

5.85%, 01/15/2041

     100,000        131,169  

Dominion Energy Gas Holdings LLC

     

2.80%, 11/15/2020

     59,000        59,408  

KeySpan Gas East Corp.

     

2.74%, 08/15/2026 (A)

     90,000        90,984  

Korea Gas Corp.

     

1.88%, 07/18/2021 (A)

     200,000        198,516  

Southern Co. Gas Capital Corp.

     

2.45%, 10/01/2023

     48,000        48,160  

3.25%, 06/15/2026

     39,000        40,204  

3.50%, 09/15/2021

     75,000        76,602  

3.95%, 10/01/2046

     59,000        61,939  

4.40%, 06/01/2043

     63,000        70,419  

5.88%, 03/15/2041

     146,000        188,151  

Southwest Gas Corp.

     

3.80%, 09/29/2046

     111,000        118,067  
     

 

 

 
        1,531,041  
     

 

 

 
Health Care Equipment & Supplies - 0.2%  

Abbott Laboratories

     

3.88%, 09/15/2025

     129,000        140,287  

4.90%, 11/30/2046

     255,000        328,960  

Becton Dickinson and Co.

     

3.73%, 12/15/2024

     19,000        20,104  

Boston Scientific Corp.

     

3.75%, 03/01/2026

     195,000        208,387  

4.55%, 03/01/2039

     200,000        236,003  

Covidien International Finance SA

     

2.95%, 06/15/2023

     85,000        87,767  

Medtronic, Inc.

     

4.38%, 03/15/2035

     183,000        220,230  

Zimmer Biomet Holdings, Inc.

     

3.70%, 03/19/2023

     73,000        76,061  
     

 

 

 
        1,317,799  
     

 

 

 
Health Care Providers & Services - 0.7%  

Aetna, Inc.

     

4.50%, 05/15/2042

     26,000        27,438  

6.75%, 12/15/2037

     50,000        66,440  

Anthem, Inc.

     

3.30%, 01/15/2023

     28,000        28,955  

4.63%, 05/15/2042

     50,000        55,346  

4.65%, 01/15/2043 - 08/15/2044

     184,000        204,663  

CVS Health Corp.

     

3.25%, 08/15/2029

     295,000        296,354  

4.00%, 12/05/2023

     223,000        235,637  

4.30%, 03/25/2028

     354,000        382,793  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    10

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Health Care Providers & Services (continued)  

CVS Health Corp. (continued)

     

4.78%, 03/25/2038

     $   635,000        $   695,441  

5.05%, 03/25/2048

     209,000        237,200  

Express Scripts Holding Co.

     

4.50%, 02/25/2026

     285,000        311,249  

4.80%, 07/15/2046

     93,000        104,110  

HCA, Inc.

     

5.13%, 06/15/2039

     245,000        267,217  

5.25%, 06/15/2026

     250,000        278,379  

Laboratory Corp. of America Holdings

     

3.20%, 02/01/2022

     249,000        254,066  

Magellan Health, Inc.

     

4.90%, 09/22/2024

     319,000        318,601  

Providence St. Joseph Health Obligated Group

     

2.75%, 10/01/2026

     84,000        84,520  

Quest Diagnostics, Inc.

     

3.45%, 06/01/2026

     39,000        41,031  

Texas Health Resources

     

4.33%, 11/15/2055

     250,000        313,465  

UnitedHealth Group, Inc.

     

3.50%, 08/15/2039

     310,000        322,707  

4.63%, 07/15/2035

     140,000        169,189  
     

 

 

 
        4,694,801  
     

 

 

 
Hotels, Restaurants & Leisure - 0.0% (F)  

McDonald’s Corp.

     

4.70%, 12/09/2035, MTN

     105,000        124,752  

6.30%, 10/15/2037, MTN

     63,000        86,895  
     

 

 

 
        211,647  
     

 

 

 
Household Products - 0.0% (F)  

Procter & Gamble Co.

     

2.70%, 02/02/2026

     200,000        207,600  
     

 

 

 
Independent Power & Renewable Electricity Producers - 0.1%  

Exelon Generation Co. LLC

     

6.25%, 10/01/2039

     150,000        189,598  

NRG Energy, Inc.

     

4.45%, 06/15/2029 (A)

     220,000        229,211  
     

 

 

 
        418,809  
     

 

 

 
Industrial Conglomerates - 0.1%  

General Electric Co.

     

4.38%, 09/16/2020, MTN

     700,000        712,091  

Roper Technologies, Inc.

     

3.00%, 12/15/2020

     42,000        42,371  
     

 

 

 
        754,462  
     

 

 

 
Insurance - 1.4%  

AIA Group, Ltd.

     

3.60%, 04/09/2029 (A)

     200,000        213,576  

AIG SunAmerica Global Financing X

     

6.90%, 03/15/2032 (A)

     200,000        276,869  

Allstate Corp.

     

5.35%, 06/01/2033

     50,000        63,682  

American Financial Group, Inc.

     

3.50%, 08/15/2026

     200,000        205,418  

American International Group, Inc.

     

3.75%, 07/10/2025

     81,000        85,582  

4.20%, 04/01/2028

     55,000        59,999  

4.70%, 07/10/2035

     100,000        113,928  

Aon PLC

     

3.50%, 06/14/2024

     100,000        105,485  

Assurant, Inc.

     

4.20%, 09/27/2023

     225,000        235,343  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Insurance (continued)  

Athene Global Funding

     

2.75%, 04/20/2020 (A) (G)

     $   246,000        $   246,856  

3.00%, 07/01/2022 (A)

     150,000        152,640  

4.00%, 01/25/2022 (A)

     191,000        198,218  

Athene Holding, Ltd.

     

4.13%, 01/12/2028

     125,000        128,518  

Berkshire Hathaway Finance Corp.

     

4.30%, 05/15/2043

     83,000        97,799  

4.40%, 05/15/2042

     221,000        263,610  

Chubb INA Holdings, Inc.

     

3.15%, 03/15/2025

     300,000        314,923  

3.35%, 05/03/2026

     50,000        53,399  

CNA Financial Corp.

     

3.45%, 08/15/2027

     150,000        155,465  

Dai-ichi Life Insurance Co., Ltd.

     

Fixed until 07/24/2026 (H),
4.00% (A) (E)

     207,000        214,245  

Globe Life, Inc.

     

4.55%, 09/15/2028

     135,000        150,685  

Great-West Lifeco Finance, LP

     

4.15%, 06/03/2047 (A)

     200,000        222,973  

Guardian Life Insurance Co. of America

     

4.85%, 01/24/2077 (A)

     42,000        53,135  

Harborwalk Funding Trust

     

Fixed until 02/15/2049,
5.08% (E), 02/15/2069 (A)

     290,000        349,827  

Hartford Financial Services Group, Inc.

     

4.30%, 04/15/2043

     200,000        222,039  

Jackson National Life Global Funding

     

3.05%, 04/29/2026 (A)

     245,000        253,485  

3.25%, 01/30/2024 (A)

     58,000        60,313  

3.88%, 06/11/2025 (A)

     400,000        430,223  

Liberty Mutual Group, Inc.

     

4.57%, 02/01/2029 (A)

     47,000        52,442  

6.50%, 03/15/2035 (A)

     230,000        306,799  

Lincoln National Corp.

     

3.05%, 01/15/2030

     215,000        214,709  

4.00%, 09/01/2023

     150,000        158,893  

Manulife Financial Corp.

     

Fixed until 02/24/2027,
4.06% (E), 02/24/2032

     270,000        281,120  

Massachusetts Mutual Life Insurance Co.

     

5.38%, 12/01/2041 (A)

     26,000        32,975  

7.63%, 11/15/2023 (A)

     250,000        287,729  

MassMutual Global Funding II

     

2.50%, 10/17/2022 (A) (G)

     100,000        101,173  

Metropolitan Life Global Funding I

     

3.00%, 09/19/2027 (A)

     350,000        363,874  

3.88%, 04/11/2022 (A)

     200,000        208,598  

New York Life Global Funding

     

3.00%, 01/10/2028 (A)

     162,000        169,229  

New York Life Insurance Co.

     

4.45%, 05/15/2069 (A)

     210,000        246,688  

OneBeacon Holdings, Inc.

     

4.60%, 11/09/2022 (G)

     200,000        207,121  

Pacific Life Insurance Co.

     

Fixed until 10/24/2047,
4.30% (E), 10/24/2067 (A)

     124,000        131,183  

Principal Life Global Funding II

     

2.38%, 11/21/2021 (A)

     300,000        300,923  

Progressive Corp.

     

Fixed until 03/15/2023 (H),
5.38% (E)

     140,000        144,550  

Prudential Financial, Inc.

     

3.91%, 12/07/2047

     126,000        134,872  

Prudential Insurance Co. of America

     

8.30%, 07/01/2025 (A)

     450,000        581,918  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    11

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Insurance (continued)  

Reliance Standard Life Global Funding II

     

2.50%, 01/15/2020 (A)

     $   100,000        $   100,074  

3.85%, 09/19/2023 (A)

     100,000        105,078  

Teachers Insurance & Annuity Association of America

     

4.27%, 05/15/2047 (A)

     100,000        113,401  

4.90%, 09/15/2044 (A)

     100,000        124,318  
     

 

 

 
        9,295,902  
     

 

 

 
Internet & Direct Marketing Retail - 0.2%  

Amazon.com, Inc.

     

2.80%, 08/22/2024

     197,000        204,847  

3.88%, 08/22/2037

     230,000        264,621  

4.25%, 08/22/2057

     300,000        372,926  

4.80%, 12/05/2034

     157,000        196,431  

Booking Holdings, Inc.

     

2.75%, 03/15/2023

     143,000        146,389  
     

 

 

 
        1,185,214  
     

 

 

 
IT Services - 0.5%  

DXC Technology Co.

     

4.25%, 04/15/2024

     86,000        90,213  

Fidelity National Information Services, Inc.

     

4.75%, 05/15/2048

     117,000        141,921  

Fiserv, Inc.

     

3.20%, 07/01/2026

     135,000        139,711  

4.40%, 07/01/2049

     125,000        139,477  

Global Payments, Inc.

     

4.15%, 08/15/2049

     265,000        279,607  

IBM Credit LLC

     

2.65%, 02/05/2021

     200,000        201,776  

3.00%, 02/06/2023

     300,000        308,607  

International Business Machines Corp.

     

3.30%, 05/15/2026

     540,000        569,441  

3.50%, 05/15/2029

     1,005,000        1,078,591  

Western Union Co.

     

3.60%, 03/15/2022

     200,000        205,367  
     

 

 

 
        3,154,711  
     

 

 

 
Life Sciences Tools & Services - 0.0% (F)  

Thermo Fisher Scientific, Inc.

     

2.95%, 09/19/2026

     77,000        79,330  

3.00%, 04/15/2023

     57,000        58,657  

4.15%, 02/01/2024

     34,000        36,501  
     

 

 

 
        174,488  
     

 

 

 
Machinery - 0.2%  

Caterpillar Financial Services Corp.

     

1.93%, 10/01/2021

     118,000        117,630  

2.85%, 06/01/2022, MTN

     46,000        47,060  

3.25%, 12/01/2024, MTN

     130,000        136,696  

Caterpillar, Inc.

     

2.60%, 06/26/2022

     35,000        35,556  

Illinois Tool Works, Inc.

     

3.50%, 03/01/2024

     100,000        105,878  

4.88%, 09/15/2041

     280,000        360,657  

Ingersoll-Rand Finance SA

     

2.63%, 05/01/2020

     80,000        80,146  

nVent Finance Sarl

     

4.55%, 04/15/2028

     187,000        195,297  

Parker-Hannifin Corp.

     

4.10%, 03/01/2047

     58,000        64,633  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Machinery (continued)  

Parker-Hannifin Corp. (continued)

     

4.45%, 11/21/2044, MTN

     $   85,000        $   98,497  

Xylem, Inc.

     

3.25%, 11/01/2026

     33,000        34,024  
     

 

 

 
        1,276,074  
     

 

 

 
Media - 0.8%  

CBS Corp.

     

3.70%, 08/15/2024

     287,000        300,203  

4.00%, 01/15/2026

     83,000        88,473  

Charter Communications Operating LLC / Charter Communications Operating Capital

     

6.83%, 10/23/2055

     125,000        157,941  

Comcast Corp.

     

3.15%, 03/01/2026

     208,000        217,794  

3.20%, 07/15/2036

     200,000        204,615  

3.95%, 10/15/2025

     197,000        214,427  

4.00%, 11/01/2049

     150,000        166,592  

4.20%, 08/15/2034

     767,000        876,572  

4.25%, 01/15/2033

     223,000        256,467  

4.60%, 10/15/2038

     235,000        280,731  

4.95%, 10/15/2058

     300,000        381,287  

6.50%, 11/15/2035

     486,000        680,928  

Cox Communications, Inc.

     

3.25%, 12/15/2022 (A)

     55,000        56,490  

4.80%, 02/01/2035 (A)

     350,000        380,526  

Discovery Communications LLC

     

4.38%, 06/15/2021

     80,000        82,717  

6.35%, 06/01/2040

     200,000        244,713  

Fox Corp.

     

4.71%, 01/25/2029 (A)

     135,000        154,202  

SES SA

     

3.60%, 04/04/2023 (A)

     100,000        101,465  

Time Warner Cable LLC

     

6.55%, 05/01/2037

     300,000        360,153  

7.30%, 07/01/2038

     100,000        126,469  

Time Warner Entertainment Co., LP

     

8.38%, 07/15/2033

     165,000        228,226  
     

 

 

 
        5,560,991  
     

 

 

 
Metals & Mining - 0.1%  

Anglo American Capital PLC

     

4.00%, 09/11/2027 (A)

     200,000        206,530  

Barrick Gold Corp.

     

6.45%, 10/15/2035

     40,000        51,652  

Nucor Corp.

     

6.40%, 12/01/2037

     210,000        289,186  

Vale Canada, Ltd.

     

7.20%, 09/15/2032

     220,000        264,552  

Vale Overseas, Ltd.

     

6.25%, 08/10/2026

     40,000        46,100  
     

 

 

 
        858,020  
     

 

 

 
Multi-Utilities - 0.4%  

CMS Energy Corp.

     

2.95%, 02/15/2027

     97,000        97,802  

3.00%, 05/15/2026

     73,000        74,860  

3.88%, 03/01/2024

     100,000        105,399  

Consolidated Edison Co. of New York, Inc.

     

4.65%, 12/01/2048

     350,000        433,451  

Consumers Energy Co.

     

3.25%, 08/15/2046

     48,000        49,107  

Delmarva Power & Light Co.

     

4.00%, 06/01/2042

     47,000        51,468  

4.15%, 05/15/2045

     150,000        171,751  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    12

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Multi-Utilities (continued)  

Dominion Energy, Inc.

     

2.75%, 09/15/2022

     $   93,000        $   93,941  

2.85%, 08/15/2026

     61,000        61,309  

5.25%, 08/01/2033

     100,000        121,104  

DTE Electric Co.

     

3.70%, 03/15/2045

     123,000        133,815  

NiSource, Inc.

     

5.80%, 02/01/2042

     118,000        150,766  

6.25%, 12/15/2040

     260,000        342,794  

Public Service Co. of Colorado

     

3.55%, 06/15/2046

     53,000        55,406  

6.50%, 08/01/2038

     45,000        66,316  

Public Service Co. of Oklahoma

     

4.40%, 02/01/2021

     30,000        30,752  

6.63%, 11/15/2037

     150,000        209,206  

San Diego Gas & Electric Co.

     

3.95%, 11/15/2041

     44,000        46,151  

6.00%, 06/01/2026

     50,000        59,559  

Sempra Energy

     

4.05%, 12/01/2023

     72,000        76,216  

WEC Energy Group, Inc.

     

3.55%, 06/15/2025

     144,000        153,122  
     

 

 

 
        2,584,295  
     

 

 

 
Multiline Retail - 0.0% (F)  

Dollar General Corp.

     

4.13%, 05/01/2028

     85,000        92,945  

Nordstrom, Inc.

     

4.00%, 10/15/2021

     35,000        35,965  
     

 

 

 
        128,910  
     

 

 

 
Oil, Gas & Consumable Fuels - 2.4%  

Apache Corp.

     

3.25%, 04/15/2022 (G)

     7,000        7,126  

4.75%, 04/15/2043

     57,000        54,612  

APT Pipelines, Ltd.

     

4.25%, 07/15/2027 (A)

     191,000        205,368  

BP Capital Markets America, Inc.

     

3.79%, 02/06/2024

     1,000,000        1,062,768  

BP Capital Markets PLC

     

3.54%, 11/04/2024

     300,000        317,938  

3.81%, 02/10/2024

     116,000        123,486  

Buckeye Partners, LP

     

3.95%, 12/01/2026

     23,000        20,250  

4.88%, 02/01/2021

     300,000        305,069  

5.85%, 11/15/2043

     100,000        84,672  

Canadian Natural Resources, Ltd.

     

3.80%, 04/15/2024 (G)

     100,000        104,727  

5.85%, 02/01/2035

     70,000        84,989  

6.45%, 06/30/2033

     264,000        340,462  

7.20%, 01/15/2032

     20,000        26,777  

Cenovus Energy, Inc.

     

6.75%, 11/15/2039

     219,000        267,751  

Chevron Corp.

     

2.36%, 12/05/2022

     60,000        60,816  

2.90%, 03/03/2024

     54,000        56,029  

CNOOC Finance Pty, Ltd.

     

2.63%, 05/05/2020

     230,000        230,228  

Ecopetrol SA

     

4.13%, 01/16/2025

     100,000        105,535  

5.38%, 06/26/2026

     116,000        130,384  

5.88%, 09/18/2023

     71,000        79,059  

Enable Midstream Partners, LP

     

4.95%, 05/15/2028

     80,000        83,086  

Enbridge, Inc.

     

3.70%, 07/15/2027

     65,000        68,974  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Oil, Gas & Consumable Fuels (continued)  

Enbridge, Inc. (coninued)

     

4.50%, 06/10/2044

     $   100,000        $   109,638  

Fixed until 03/01/2028,
6.25% (E), 03/01/2078

     150,000        158,951  

Encana Corp.

     

7.20%, 11/01/2031

     110,000        140,026  

8.13%, 09/15/2030

     100,000        129,485  

Energy Transfer Operating, LP

     

4.75%, 01/15/2026

     87,000        94,321  

6.05%, 06/01/2041

     225,000        257,239  

6.50%, 02/01/2042

     39,000        46,780  

Eni SpA

     

4.00%, 09/12/2023 (A)

     200,000        211,723  

5.70%, 10/01/2040 (A)

     125,000        153,955  

Eni, Inc.

     

7.30%, 11/15/2027

     70,000        90,226  

Enterprise Products Operating LLC

     

3.75%, 02/15/2025

     110,000        117,200  

3.90%, 02/15/2024

     158,000        168,190  

4.20%, 01/31/2050

     75,000        80,209  

4.95%, 10/15/2054

     46,000        53,508  

5.10%, 02/15/2045

     39,000        45,916  

5.75%, 03/01/2035

     200,000        239,072  

7.55%, 04/15/2038

     300,000        442,330  

EOG Resources, Inc.

     

2.63%, 03/15/2023

     36,000        36,694  

EQM Midstream Partners, LP

     

5.50%, 07/15/2028

     250,000        250,030  

EQT Corp.

     

3.90%, 10/01/2027

     116,000        100,552  

Equinor ASA

     

2.65%, 01/15/2024

     214,000        219,799  

3.25%, 11/10/2024

     107,000        113,289  

Exxon Mobil Corp.

     

3.00%, 08/16/2039

     300,000        300,050  

3.10%, 08/16/2049

     370,000        371,465  

Kinder Morgan, Inc.

     

4.30%, 03/01/2028

     375,000        406,692  

Magellan Midstream Partners, LP

     

3.20%, 03/15/2025

     68,000        69,622  

4.20%, 12/01/2042

     73,000        72,973  

4.25%, 02/01/2021

     167,000        171,261  

Marathon Petroleum Corp.

     

3.63%, 09/15/2024

     145,000        151,845  

MPLX, LP

     

4.13%, 03/01/2027

     104,000        109,676  

4.50%, 04/15/2038

     140,000        145,119  

4.80%, 02/15/2029

     195,000        215,272  

5.20%, 03/01/2047

     54,000        59,975  

5.25%, 01/15/2025 (A)

     107,000        112,945  

Noble Energy, Inc.

     

3.25%, 10/15/2029 (I)

     180,000        178,202  

3.90%, 11/15/2024

     120,000        125,798  

6.00%, 03/01/2041

     200,000        241,465  

Occidental Petroleum Corp.

     

3.00%, 02/15/2027

     78,000        77,383  

3.50%, 08/15/2029

     400,000        405,680  

4.63%, 06/15/2045

     39,000        40,340  

7.50%, 05/01/2031

     100,000        130,969  

7.88%, 09/15/2031

     100,000        135,055  

ONEOK Partners, LP

     

3.38%, 10/01/2022

     30,000        30,731  

5.00%, 09/15/2023

     65,000        70,367  

6.65%, 10/01/2036

     210,000        261,550  

ONEOK, Inc.

     

3.40%, 09/01/2029

     125,000        124,176  

Petroleos Mexicanos

     

5.35%, 02/12/2028

     99,000        94,607  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    13

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Oil, Gas & Consumable Fuels (continued)  

Petroleos Mexicanos (continued)

     

6.35%, 02/12/2048

     $   153,000        $   140,593  

6.50%, 03/13/2027

     650,000        675,350  

6.75%, 09/21/2047

     201,000        192,920  

6.84%, 01/23/2030 (A) (I)

     45,000        46,616  

7.69%, 01/23/2050 (A) (I)

     96,000        100,080  

Phillips 66

     

3.90%, 03/15/2028

     140,000        151,070  

4.30%, 04/01/2022

     17,000        17,926  

Phillips 66 Partners, LP

     

3.15%, 12/15/2029

     175,000        172,457  

3.55%, 10/01/2026

     34,000        35,062  

4.90%, 10/01/2046

     72,000        80,854  

Plains All American Pipeline, LP / PAA Finance Corp.

     

3.60%, 11/01/2024

     250,000        255,959  

4.30%, 01/31/2043

     100,000        92,426  

4.65%, 10/15/2025

     50,000        53,446  

Shell International Finance BV

     

3.50%, 11/13/2023

     525,000        555,778  

Southern Natural Gas Co. LLC

     

4.80%, 03/15/2047 (A)

     69,000        76,411  

8.00%, 03/01/2032

     56,000        78,832  

Spectra Energy Partners, LP

     

3.50%, 03/15/2025

     125,000        129,919  

5.95%, 09/25/2043

     63,000        79,851  

Suncor Energy, Inc.

     

5.95%, 12/01/2034

     140,000        182,659  

6.80%, 05/15/2038

     50,000        70,109  

7.88%, 06/15/2026

     168,000        214,666  

Sunoco Logistics Partners Operations, LP

     

4.95%, 01/15/2043

     198,000        200,567  

5.30%, 04/01/2044

     50,000        52,819  

5.35%, 05/15/2045

     133,000        142,703  

5.50%, 02/15/2020

     180,000        181,855  

6.10%, 02/15/2042

     150,000        171,240  

TC PipeLines, LP

     

3.90%, 05/25/2027

     70,000        72,980  

Total Capital International SA

     

3.46%, 07/12/2049

     285,000        300,420  

3.75%, 04/10/2024

     29,000        31,064  

TransCanada PipeLines, Ltd.

     

4.88%, 01/15/2026

     162,000        181,854  

6.20%, 10/15/2037

     100,000        129,366  

Valero Energy Corp.

     

7.50%, 04/15/2032

     65,000        88,553  

Williams Cos., Inc.

     

3.90%, 01/15/2025

     68,000        71,215  

4.85%, 03/01/2048

     133,000        142,295  
     

 

 

 
        16,352,372  
     

 

 

 
Personal Products - 0.0% (F)  

Unilever Capital Corp.

     

3.38%, 03/22/2025

     100,000        105,897  
     

 

 

 
Pharmaceuticals - 0.5%  

Allergan Funding SCS

     

3.45%, 03/15/2022

     139,000        142,444  

3.85%, 06/15/2024

     302,000        318,641  

Allergan, Inc.

     

3.38%, 09/15/2020

     67,000        67,738  

AstraZeneca PLC

     

6.45%, 09/15/2037

     100,000        141,114  

Baxalta, Inc.

     

3.60%, 06/23/2022

     20,000        20,524  

5.25%, 06/23/2045

     9,000        11,640  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Pharmaceuticals (continued)  

Bristol-Myers Squibb Co.

     

3.20%, 06/15/2026 (A)

     $   265,000        $   278,015  

3.40%, 07/26/2029 (A)

     287,000        306,551  

4.13%, 06/15/2039 (A)

     179,000        202,847  

Eli Lilly & Co.

     

4.15%, 03/15/2059

     170,000        200,165  

Johnson & Johnson

     

3.40%, 01/15/2038

     247,000        266,678  

4.38%, 12/05/2033

     46,000        54,671  

Merck & Co., Inc.

     

3.70%, 02/10/2045

     20,000        22,555  

Mylan NV

     

3.95%, 06/15/2026

     70,000        72,332  

Mylan, Inc.

     

5.40%, 11/29/2043

     50,000        52,603  

Pfizer, Inc.

     

3.90%, 03/15/2039

     300,000        334,914  

Shire Acquisitions Investments Ireland DAC

     

2.40%, 09/23/2021

     210,000        210,973  

2.88%, 09/23/2023

     111,000        113,159  

3.20%, 09/23/2026

     319,000        329,143  
     

 

 

 
        3,146,707  
     

 

 

 
Real Estate Management & Development - 0.1%  

Ontario Teachers’ Cadillac Fairview Properties Trust

     

3.88%, 03/20/2027 (A)

     325,000        351,984  
     

 

 

 
Road & Rail - 0.4%  

Avolon Holdings Funding, Ltd.

     

4.38%, 05/01/2026 (A)

     315,000        325,805  

Burlington Northern Santa Fe LLC

     

3.00%, 03/15/2023

     50,000        51,537  

3.55%, 02/15/2050

     131,000        138,777  

3.75%, 04/01/2024

     124,000        132,236  

4.38%, 09/01/2042

     88,000        102,389  

5.15%, 09/01/2043

     154,000        197,102  

6.15%, 05/01/2037

     70,000        98,497  

6.70%, 08/01/2028

     50,000        66,220  

Canadian Pacific Railway Co.

     

2.90%, 02/01/2025

     208,000        213,601  

6.13%, 09/15/2115

     57,000        85,206  

7.13%, 10/15/2031

     50,000        70,602  

CSX Corp.

     

3.35%, 09/15/2049

     30,000        29,308  

4.75%, 11/15/2048

     315,000        379,802  

5.50%, 04/15/2041

     37,000        46,702  

JB Hunt Transport Services, Inc.

     

3.88%, 03/01/2026

     185,000        196,170  

Norfolk Southern Corp.

     

3.95%, 10/01/2042

     35,000        37,809  

4.05%, 08/15/2052

     150,000        163,912  

Park Aerospace Holdings, Ltd.

     

4.50%, 03/15/2023 (A)

     250,000        258,700  

Ryder System, Inc.

     

2.50%, 05/11/2020, MTN

     113,000        113,194  

2.65%, 03/02/2020, MTN

     79,000        79,100  

Union Pacific Corp.

     

4.10%, 09/15/2067

     80,000        84,212  

Union Pacific Railroad Co. Pass-Through Trust

     

4.70%, 01/02/2024

     23,947        25,166  
     

 

 

 
        2,896,047  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    14

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Semiconductors & Semiconductor Equipment - 0.2%  

Analog Devices, Inc.

     

3.13%, 12/05/2023

     $   73,000        $   75,132  

4.50%, 12/05/2036

     140,000        152,875  

Broadcom Corp. / Broadcom Cayman Finance, Ltd.

     

3.63%, 01/15/2024

     422,000        431,542  

Broadcom, Inc.

     

4.75%, 04/15/2029 (A)

     800,000        845,737  
     

 

 

 
        1,505,286  
     

 

 

 
Software - 0.4%  

Microsoft Corp.

     

3.30%, 02/06/2027

     139,000        149,950  

3.50%, 02/12/2035

     185,000        204,454  

3.95%, 08/08/2056

     208,000        246,355  

4.00%, 02/12/2055

     57,000        67,942  

4.10%, 02/06/2037

     250,000        296,497  

4.20%, 11/03/2035

     103,000        123,200  

4.50%, 02/06/2057

     170,000        220,826  

Oracle Corp.

     

2.95%, 11/15/2024

     500,000        518,279  

3.90%, 05/15/2035

     240,000        264,994  

4.30%, 07/08/2034

     200,000        231,760  

5.38%, 07/15/2040

     105,000        136,546  

VMware, Inc.

     

2.95%, 08/21/2022

     288,000        292,034  
     

 

 

 
        2,752,837  
     

 

 

 
Specialty Retail - 0.2%  

AutoZone, Inc.

     

2.50%, 04/15/2021

     100,000        100,397  

Home Depot, Inc.

     

3.90%, 12/06/2028

     500,000        561,779  

4.20%, 04/01/2043

     121,000        142,152  

Lowe’s Cos., Inc.

     

3.13%, 09/15/2024

     75,000        77,838  

3.65%, 04/05/2029

     225,000        240,576  

4.55%, 04/05/2049

     152,000        174,942  

4.65%, 04/15/2042

     54,000        60,923  

O’Reilly Automotive, Inc.

     

3.60%, 09/01/2027

     124,000        131,962  
     

 

 

 
        1,490,569  
     

 

 

 
Technology Hardware, Storage & Peripherals - 0.5%  

Apple, Inc.

     

2.45%, 08/04/2026

     259,000        262,467  

2.85%, 05/11/2024

     199,000        206,460  

2.90%, 09/12/2027

     274,000        285,275  

2.95%, 09/11/2049

     69,000        67,494  

3.00%, 02/09/2024 - 06/20/2027

     604,000        631,492  

3.20%, 05/13/2025 - 05/11/2027

     335,000        355,008  

3.35%, 02/09/2027

     276,000        295,078  

3.45%, 05/06/2024 - 02/09/2045

     306,000        324,715  

3.75%, 09/12/2047 - 11/13/2047

     400,000        446,446  

3.85%, 08/04/2046

     181,000        204,035  

Dell International LLC / EMC Corp.

     

6.02%, 06/15/2026 (A)

     340,000        382,357  
     

 

 

 
        3,460,827  
     

 

 

 
Tobacco - 0.0% (F)  

BAT Capital Corp.

     

4.39%, 08/15/2037

     68,000        65,888  
     

 

 

 
Trading Companies & Distributors - 0.2%  

Air Lease Corp.

     

3.25%, 03/01/2025 - 10/01/2029

     604,000        601,536  

3.63%, 04/01/2027

     70,000        72,174  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Trading Companies & Distributors (continued)  

BOC Aviation, Ltd.

     

2.38%, 09/15/2021 (A)

     $   200,000        $   198,241  

2.75%, 09/18/2022 (A)

     200,000        199,959  

International Lease Finance Corp.

     

5.88%, 08/15/2022

     200,000        219,122  

8.63%, 01/15/2022

     200,000        227,002  
     

 

 

 
        1,518,034  
     

 

 

 
Transportation Infrastructure - 0.1%  

Penske Truck Leasing Co., LP / PTL Finance Corp.

     

2.70%, 03/14/2023 (A)

     100,000        100,789  

4.13%, 08/01/2023 (A)

     277,000        293,133  
     

 

 

 
        393,922  
     

 

 

 
Water Utilities - 0.1%  

American Water Capital Corp.

     

3.40%, 03/01/2025

     183,000        192,130  

4.00%, 12/01/2046

     86,000        94,562  
     

 

 

 
        286,692  
     

 

 

 
Wireless Telecommunication Services - 0.3%  

America Movil SAB de CV

     

3.63%, 04/22/2029

     290,000        308,276  

4.38%, 04/22/2049

     400,000        461,112  

Crown Castle Towers LLC

     

3.22%, 05/15/2042 (A)

     125,000        126,287  

Rogers Communications, Inc.

     

4.35%, 05/01/2049

     205,000        235,900  

Vodafone Group PLC

     

4.13%, 05/30/2025

     170,000        183,557  

4.88%, 06/19/2049

     415,000        462,081  

5.25%, 05/30/2048

     172,000        199,371  
     

 

 

 
        1,976,584  
     

 

 

 

Total Corporate Debt Securities
(Cost $161,371,524)

 

     172,092,680  
     

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 1.1%  
Colombia - 0.1%  

Colombia Government International Bond

     

4.00%, 02/26/2024

     200,000        210,802  

5.00%, 06/15/2045

     200,000        234,000  

7.38%, 09/18/2037

     100,000        142,376  
     

 

 

 
        587,178  
     

 

 

 
Israel - 0.7%  

Israel Government AID Bond

     

5.50%, 09/18/2033

     100,000        139,896  

Series 2007-Z,

     

Zero Coupon, 08/15/2025

     1,000,000        889,414  

Israel Government AID Bond, Principal Only STRIPS

     

Series 2,

     

11/01/2024

     3,480,000        3,153,731  

Series 2004-Z,

     

08/15/2023

     1,000,000        928,824  
     

 

 

 
        5,111,865  
     

 

 

 
Mexico - 0.2%  

Mexico Government International Bond

     

3.75%, 01/11/2028

     210,000        216,405  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    15

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
FOREIGN GOVERNMENT OBLIGATIONS (continued)  
Mexico (continued)  

Mexico Government International Bond (continued)

     

4.13%, 01/21/2026

     $   200,000        $   212,002  

4.35%, 01/15/2047

     104,000        107,274  

4.60%, 01/23/2046

     448,000        476,659  

4.75%, 03/08/2044, MTN

     60,000        64,950  
     

 

 

 
        1,077,290  
     

 

 

 
Panama - 0.1%  

Panama Government International Bond

     

3.87%, 07/23/2060

     385,000        416,189  

4.50%, 04/16/2050

     200,000        237,502  
     

 

 

 
        653,691  
     

 

 

 
Peru - 0.0% (F)  

Peru Government International Bond

     

5.63%, 11/18/2050 (G)

     36,000        52,740  
     

 

 

 

Total Foreign Government Obligations
(Cost $7,153,038)

 

     7,482,764  
     

 

 

 
MORTGAGE-BACKED SECURITIES - 3.4%  

Alternative Loan Trust

     

Series 2004-2CB, Class 1A9,

     

5.75%, 03/25/2034

     194,569        207,756  

Series 2005-28CB, Class 1A4,

     

5.50%, 08/25/2035

     140,845        140,372  

Series 2005-54CB, Class 1A11,

     

5.50%, 11/25/2035

     48,102        45,726  

Alternative Loan Trust, Interest Only STRIPS

     

Series 2005-20CB, Class 3A8,

     

(1.00) * 1-Month LIBOR + 4.75%,
2.73% (E), 07/25/2035

     243,194        29,057  

Series 2005-22T1, Class A2,

     

(1.00) * 1-Month LIBOR + 5.07%,
3.05% (E), 06/25/2035

     540,619        75,777  

Series 2005-J1, Class 1A4,

     

(1.00) * 1-Month LIBOR + 5.10%,
3.08% (E), 02/25/2035

     26,888        364  

BAMLL Commercial Mortgage Securities Trust

     

Series 2012-PARK, Class A,

     

2.96%, 12/10/2030 (A)

     100,000        102,903  

Series 2014-520M, Class C,

     

4.35% (E), 08/15/2046 (A)

     200,000        217,294  

Banc of America Funding Trust

     

Series 2005-E, Class 4A1,

     

4.68% (E), 03/20/2035

     13,705        13,802  

Banc of America Funding Trust, Principal Only STRIPS

     

Series 2004-1,

     

03/25/2034

     17,421        15,308  

Series 2005-7, Class 30,

     

11/25/2035

     19,137        16,521  

Series 2005-8, Class 30,

     

01/25/2036

     5,475        4,235  

Banc of America Mortgage Trust

     

Series 2003-J, Class 3A2,

     

4.71% (E), 11/25/2033

     72,158        74,166  

BB-UBS Trust

     

Series 2012-SHOW, Class A,

     

3.43%, 11/05/2036 (A)

     550,000        578,982  

Series 2012-TFT, Class A,

     

2.89%, 06/05/2030 (A)

     67,000        66,958  

BCAP LLC Trust

     

Series 2010-RR7, Class 2A1,

     

4.31% (E), 07/26/2045 (A)

     22,311        22,388  
     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

Bear Stearns Alt-A Trust

     

Series 2004-6, Class 1A,

     

1-Month LIBOR + 0.64%,
2.66% (E), 07/25/2034

     $   70,156        $   70,284  

Bear Stearns ARM Trust

     

Series 2006-1, Class A1,

     

1-Year CMT + 2.25%,
4.91% (E), 02/25/2036

     40,976        41,988  

Bear Stearns Commercial Mortgage Securities Trust

     

Series 2005-PWR9, Class C,

     

5.06% (E), 09/11/2042

     48,379        48,445  

CD Mortgage Trust

     

Series 2006-CD3, Class AM,

     

5.65%, 10/15/2048

     200,343        206,039  

Chase Mortgage Finance Trust

     

Series 2007-A1, Class 1A3,

     

4.71% (E), 02/25/2037

     61,659        63,268  

Series 2007-A2, Class 2A1,

     

4.40% (E), 07/25/2037

     26,972        27,269  

CHL Mortgage Pass-Through Trust

     

Series 2004-3, Class A26,

     

5.50%, 04/25/2034

     54,065        55,937  

Series 2004-3, Class A4,

     

5.75%, 04/25/2034

     32,439        33,484  

Series 2004-7, Class 2A1,

     

4.60% (E), 06/25/2034

     15,305        15,957  

Series 2004-HYB1, Class 2A,

     

4.12% (E), 05/20/2034

     11,802        11,987  

Series 2005-22, Class 2A1,

     

3.96% (E), 11/25/2035

     93,379        84,676  

Citigroup Mortgage Loan Trust, Inc.

     

Series 2003-1, Class 2A5,

     

5.25%, 10/25/2033

     11,541        11,905  

COMM Mortgage Trust

     

Series 2013-SFS, Class A2,

     

3.09% (E), 04/12/2035 (A)

     125,000        128,309  

Series 2015-CR25, Class A4,

     

3.76%, 08/10/2048

     422,000        454,372  

Series 2018-HOME, Class A,

     

3.94% (E), 04/10/2033 (A)

     1,160,000        1,271,360  

Commercial Mortgage Trust

     

Series 2006-GG7, Class AM,

     

5.83% (E), 07/10/2038

     8,961        9,011  

Credit Suisse First Boston Mortgage Securities Corp.

     

Series 2003-21, Class 1A4,

     

5.25%, 09/25/2033

     20,131        21,119  

CSFB Mortgage-Backed Pass-Through Certificates

     

Series 2003-27, Class 5A4,

     

5.25%, 11/25/2033

     29,668        30,745  

GS Mortgage Securities Corp. II

     

Series 2013-KING, Class A,

     

2.71%, 12/10/2027 (A)

     115,955        115,929  

GS Mortgage Securities Corp. Trust

     

Series 2012-ALOH, Class A,

     

3.55%, 04/10/2034 (A)

     750,000        771,648  

GSMPS Mortgage Loan Trust

     

Series 2005-RP2, Class 1AF,

     

1-Month LIBOR + 0.35%,
2.37% (E), 03/25/2035 (A)

     136,560        126,503  

Series 2005-RP3, Class 1AF,

     

1-Month LIBOR + 0.35%,
2.37% (E), 09/25/2035 (A)

     85,785        75,729  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    16

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

GSR Mortgage Loan Trust

     

Series 2004-6F, Class 2A4,

     

5.50%, 05/25/2034

     $   44,459        $   45,966  

Series 2004-8F, Class 2A3,

     

6.00%, 09/25/2034

     21,564        22,051  

Series 2005-7F, Class 3A9,

     

6.00%, 09/25/2035

     42,829        45,307  

Series 2006-1F, Class 2A4,

     

6.00%, 02/25/2036

     62,229        51,645  

Headlands Residential LLC

     

Series 2017-RPL1, Class A,

     

3.88% (E), 08/25/2022 (A)

     1,135,000        1,137,745  

Series 2018-RPL1, Class A,

     

4.25% (E), 06/25/2023 (A)

     1,160,000        1,166,792  

Impac Secured Assets Trust

     

Series 2006-1, Class 2A1,

     

1-Month LIBOR + 0.35%,
2.37% (E), 05/25/2036

     53,594        54,540  

Series 2006-2, Class 2A1,

     

1-Month LIBOR + 0.35%,
2.37% (E), 08/25/2036

     8,606        8,615  

Independence Plaza Trust

     

Series 2018-INDP, Class A,

     

3.76%, 07/10/2035 (A)

     765,000        815,648  

JPMorgan Chase Commercial Mortgage Securities Trust, Interest Only STRIPS

     

Series 2006-LDP8, Class X,

     

0.31% (E), 05/15/2045

     49,529        78  

JPMorgan Mortgage Trust

     

Series 2006-A2, Class 5A3,

     

4.52% (E), 11/25/2033

     20,716        21,443  

Ladder Capital Commercial Mortgage Trust

     

Series 2013-GCP, Class A2,

     

3.99%, 02/15/2036 (A)

     154,000        170,605  

LHOME Mortgage Trust

     

Series 2019-RTL2, Class A1,

     

3.84%, 03/25/2024 (A)

     770,000        769,459  

MASTR Adjustable Rate Mortgages Trust

     

Series 2004-13, Class 2A1,

     

4.79% (E), 04/21/2034

     26,959        27,517  

Series 2004-13, Class 3A7,

     

4.73% (E), 11/21/2034

     14,548        14,940  

Series 2004-3, Class 4A2,

     

3.93% (E), 04/25/2034

     11,195        10,595  

MASTR Resecuritization Trust, Principal Only STRIPS

     

Series 2005, Class 3,

     

Zero Coupon, 05/28/2035 (A)

     11,298        8,217  

Merrill Lynch Mortgage Investors Trust

     

Series 2003-E, Class A1,

     

1-Month LIBOR + 0.62%,
2.64% (E), 10/25/2028

     221,813        223,581  

Series 2004-1, Class 2A1,

     

4.17% (E), 12/25/2034

     46,303        46,809  

Series 2004-A, Class A1,

     

1-Month LIBOR + 0.46%,
2.48% (E), 04/25/2029

     142,767        142,405  

Morgan Stanley Bank of America Merrill Lynch Trust

     

Series 2014-C14, Class A3,

     

3.67%, 02/15/2047

     241,437        245,259  

Nomura Asset Acceptance Corp. Alternative Loan Trust

     

Series 2003-A1, Class A2,

     

6.00%, 05/25/2033

     8,974        9,224  

Series 2003-A1, Class A5,

     

7.00%, 04/25/2033

     10,096        10,758  
     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

PHH Alternative Mortgage Trust, Interest Only STRIPS

     

Series 2007-2, Class 2X,

     

6.00%, 05/25/2037

     $   140,523        $   33,080  

RALI Trust

     

Series 2002-QS16, Class A3,

     

(2.09) * 1-Month LIBOR + 16.62%,
12.40% (E), 10/25/2017

     52        58  

Series 2004-QS3, Class CB,

     

5.00%, 03/25/2019

     330        313  

RBS Commercial Funding, Inc. Trust

     

Series 2013-SMV, Class A,

     

3.26%, 03/11/2031 (A)

     160,000        163,952  

Seasoned Credit Risk Transfer Trust

     

Series 2019-1, Class MT,

     

3.50%, 07/25/2058

     1,424,093        1,494,407  

Series 2019-3, Class MB,

     

3.50%, 10/25/2058

     573,320        617,924  

Seasoned Loans Structured Transaction

     

Series 2018-2, Class A1,

     

3.50%, 11/25/2028

     2,258,359        2,361,870  

Sequoia Mortgage Trust

     

Series 2003-1, Class 1A,

     

1-Month LIBOR + 0.76%,
2.80% (E), 04/20/2033

     100,095        99,083  

Series 2004-11, Class A1,

     

1-Month LIBOR + 0.60%,
2.64% (E), 12/20/2034

     73,294        73,509  

Series 2004-8, Class A1,

     

1-Month LIBOR + 0.70%,
2.74% (E), 09/20/2034

     182,674        181,290  

Series 2004-9, Class A1,

     

1-Month LIBOR + 0.68%,
2.72% (E), 10/20/2034

     129,250        127,819  

Structured Adjustable Rate Mortgage Loan Trust

     

Series 2004-1, Class 4A4,

     

4.46% (E), 02/25/2034

     206,410        210,114  

Structured Asset Mortgage Investments II Trust

     

Series 2003-AR4, Class A1,

     

1-Month LIBOR + 0.70%,
2.76% (E), 01/19/2034

     226,196        223,780  

Series 2004-AR1, Class 1A1,

     

1-Month LIBOR + 0.70%,
2.76% (E), 03/19/2034

     194,449        192,972  

Series 2004-AR5, Class 1A1,

     

1-Month LIBOR + 0.66%,
2.72% (E), 10/19/2034

     33,627        33,776  

Series 2005-AR5, Class A3,

     

1-Month LIBOR + 0.25%,
2.31% (E), 07/19/2035

     108,762        108,170  

Thornburg Mortgage Securities Trust

     

Series 2004-4, Class 3A,

     

4.17% (E), 12/25/2044

     71,083        72,658  

TIAA Seasoned Commercial Mortgage Trust

     

Series 2007-C4, Class C,

     

5.48% (E), 08/15/2039

     240,000        240,808  

Toorak Mortgage Corp., Ltd.

     

Series 2019-2, Class A1,

     

3.72% (E), 09/25/2022

     946,000        947,675  

UBS-BAMLL Trust

     

Series 2012-WRM, Class A,

     

3.66%, 06/10/2030 (A)

     231,000        237,463  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    17

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

UBS-Barclays Commercial Mortgage Trust

     

Series 2012-C2, Class A4,

     

3.53%, 05/10/2063

     $   130,000        $   134,049  

Series 2012-C2, Class XA,

     

1.47% (E), 05/10/2063 (A)

     732,858        22,340  

Series 2013-C6, Class A4,

     

3.24%, 04/10/2046

     286,000        294,976  

V.M. Jog Engineering, Ltd.

     

Series 2017, Class A,

     

1-Month LIBOR + 4.60%,
6.56% (E), 12/15/2020

     1,200,000        1,200,000  

VNDO Mortgage Trust

     

Series 2012-6AVE, Class A,

     

3.00%, 11/15/2030 (A)

     544,235        556,882  

Series 2013-PENN, Class A,

     

3.81%, 12/13/2029 (A)

     400,000        405,383  

Wachovia Bank Commercial Mortgage Trust, Interest Only STRIPS

     

Series 2006-C24, Class XC,

     

0.10% (E), 03/15/2045 (A)

     573,605        1  

WaMu Mortgage Pass-Through Certificates Trust

     

Series 2003-AR11, Class A6,

     

4.17% (E), 10/25/2033

     67,280        69,639  

Series 2003-AR6, Class A1,

     

4.71% (E), 06/25/2033

     19,593        20,182  

Series 2003-S3, Class 1A4,

     

5.50%, 06/25/2033

     41,594        43,254  

Series 2003-S9, Class A8,

     

5.25%, 10/25/2033

     39,276        40,573  

Series 2004-AR3, Class A2,

     

4.50% (E), 06/25/2034

     11,692        12,010  

Washington Mutual Mortgage Pass-Through Certificates Trust

     

Series 2005-4, Class CB7,

     

5.50%, 06/25/2035

     117,949        116,936  

Washington Mutual Mortgage Pass-Through Certificates Trust, Interest Only STRIPS

     

Series 2005-2, Class 1A4,

     

(1.00) * 1-Month LIBOR + 5.05%,
3.03% (E), 04/25/2035

     367,978        44,667  

Series 2005-3, Class CX,

     

5.50%, 05/25/2035

     129,088        25,575  

Washington Mutual MSC Mortgage Pass-Through Certificates Trust, Principal Only STRIPS

     

Series 2003-MS7, Class P,

     

Zero Coupon, 03/25/2033

     504        459  

Wells Fargo Commercial Mortgage Trust

     

Series 2013-120B, Class A,

     

2.80% (E), 03/18/2028 (A)

     400,000        399,817  

Series 2014-LC16, Class A2,

     

2.82%, 08/15/2050

     14,727        14,713  

Series 2016-C35, Class A4,

     

2.93%, 07/15/2048

     1,103,000        1,141,467  

Wells Fargo Mortgage-Backed Securities Trust

     

Series 2003-G, Class A1,

     

4.76% (E), 06/25/2033

     57,330        59,049  

Series 2003-K, Class 1A1,

     

4.62% (E), 11/25/2033

     8,470        8,700  

Series 2004-EE, Class 3A1,

     

4.77% (E), 12/25/2034

     47,756        49,385  

Series 2004-I, Class 1A1,

     

4.85% (E), 07/25/2034

     62,450        65,114  

Series 2004-P, Class 2A1,

     

4.86% (E), 09/25/2034

     55,252        57,397  
     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

Wells Fargo Mortgage-Backed Securities Trust (continued)

 

  

Series 2004-V, Class 1A1,

     

4.92% (E), 10/25/2034

     $   17,397        $   18,023  

Series 2005-AR16, Class 2A1,

     

5.01% (E), 02/25/2034

     38,007        39,149  

Series 2005-AR3, Class 1A1,

     

4.98% (E), 03/25/2035

     186,943        194,767  

Series 2005-AR8, Class 2A1,

     

4.99% (E), 06/25/2035

     12,791        12,958  
     

 

 

 

Total Mortgage-Backed Securities
(Cost $21,979,669)

 

     22,804,958  
     

 

 

 
MUNICIPAL GOVERNMENT OBLIGATIONS - 0.1%  
California - 0.0% (F)  

City of Los Angeles Department of Airports, Revenue Bonds,

     

Series C,

     

6.58%, 05/15/2039

     65,000        88,127  
     

 

 

 
New York - 0.1%  

Port Authority of New York & New Jersey, Revenue Bonds

     

4.46%, 10/01/2062

     225,000        286,072  

5.65%, 11/01/2040

     155,000        213,373  
     

 

 

 
        499,445  
     

 

 

 
Ohio - 0.0% (F)  

Ohio State University, Revenue Bonds

     

Series A,

     

4.05%, 12/01/2056

     106,000        127,748  

4.80%, 06/01/2111

     130,000        172,926  
     

 

 

 
        300,674  
     

 

 

 

Total Municipal Government Obligations
(Cost $707,427)

 

     888,246  
     

 

 

 
U.S. GOVERNMENT AGENCY OBLIGATIONS - 29.4%  

Federal Home Loan Mortgage Corp.

     

1-Month LIBOR + 0.55%,
2.58% (E), 07/15/2042 - 03/15/2044

     1,454,395        1,466,675  

3.00%, 08/15/2042 - 01/15/2044

     2,513,934        2,595,774  

3.50%, 01/01/2032 - 06/01/2043

     2,358,340        2,477,471  

6-Month LIBOR + 1.66%,
3.92% (E), 08/01/2036

     24,559        25,531  

4.00%, 06/01/2042 - 06/01/2049

     6,480,565        6,820,180  

6-Month LIBOR + 1.75%,
4.31% (E), 07/01/2036

     28,516        29,736  

6-Month LIBOR + 1.87%,
4.36% (E), 03/01/2037

     18,361        19,239  

6-Month LIBOR + 1.73%,
4.37% (E), 10/01/2036

     19,154        19,944  

4.50%, 05/01/2041

     228,270        247,424  

6-Month LIBOR + 2.11%,
4.57% (E), 02/01/2037

     26,580        28,034  

12-Month LIBOR + 1.69%,
4.61% (E), 12/01/2036

     4,155        4,364  

12-Month LIBOR + 1.67%,
4.63% (E), 11/01/2036

     23,521        24,650  

1-Year CMT + 2.25%,
4.68% (E), 02/01/2036

     57,742        60,879  

1-Year CMT + 2.36%,
4.73% (E), 10/01/2036

     20,724        21,921  

1-Year CMT + 2.25%,
4.75% (E), 05/01/2036

     18,127        19,194  

1-Year CMT + 2.37%,
4.82% (E), 09/01/2034

     34,578        36,574  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    18

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)  

Federal Home Loan Mortgage Corp. (continued)

     

12-Month LIBOR + 1.94%,
4.88% (E), 06/01/2036

     $   75,670        $   80,189  

1-Year CMT + 2.25%,
4.95% (E), 01/01/2035

     24,993        26,321  

5.50%, 08/01/2038

     27,363        30,907  

6.00%, 02/01/2033 - 12/01/2034

     74,642        78,482  

6.50%, 11/01/2036

     20,800        23,554  

7.00%, 01/01/2031

     54,839        61,778  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates

     

2.27%, 01/25/2023

     1,500,000        1,512,171  

2.36%, 08/25/2022

     662,319        668,232  

2.60%, 09/25/2020

     22,239        22,250  

2.62%, 01/25/2023

     1,250,000        1,272,817  

2.72%, 07/25/2026

     896,000        933,208  

2.77%, 05/25/2025

     750,000        776,299  

1-Month LIBOR + 0.70%,
2.79% (E), 09/25/2022

     161,939        161,939  

2.81%, 09/25/2024

     591,000        610,996  

2.84%, 09/25/2022

     505,263        515,858  

2.93%, 01/25/2023

     530,075        543,045  

3.04%, 07/25/2024

     2,500,000        2,608,151  

3.08%, 01/25/2031

     1,179,000        1,242,899  

3.30% (E), 11/25/2027

     553,000        599,131  

3.34% (E), 04/25/2028

     465,000        500,780  

3.39%, 03/25/2024

     857,000        904,766  

3.49%, 01/25/2024

     1,300,000        1,373,834  

3.69%, 01/25/2029

     1,045,000        1,171,124  

3.85% (E), 05/25/2028

     1,340,000        1,500,210  

3.90% (E), 08/25/2028

     860,000        973,454  

Federal Home Loan Mortgage Corp. REMIC

     

1-Month LIBOR + 0.35%,
2.38% (E), 06/15/2043

     930,372        923,609  

1-Month LIBOR + 0.40%,
2.43% (E), 10/15/2041

     287,483        287,783  

1-Month LIBOR + 0.44%,
2.47% (E), 02/15/2037

     7,581        7,594  

1-Month LIBOR + 0.45%,
2.48% (E), 08/15/2039

     136,774        137,309  

1-Month LIBOR + 0.55%,
2.58% (E), 08/15/2037

     449,049        450,547  

1-Month LIBOR + 0.40%,
2.63% (E), 07/15/2037

     170,613        170,221  

1-Month LIBOR + 0.68%,
2.71% (E), 11/15/2037

     245,655        249,084  

3.50%, 03/15/2035

     2,000,000        2,164,951  

4.00%, 12/15/2041

     299,700        326,098  

5.00%, 12/15/2022 - 05/15/2041

     538,815        610,473  

5.50%, 12/15/2022 - 05/15/2038

     503,836        568,097  

(3.62) * 1-Month LIBOR + 27.21%,
5.50% (E), 05/15/2041

     74,246        78,748  

6.00%, 05/15/2027 - 04/15/2036

     894,064        1,002,317  

6.38%, 03/15/2032

     75,099        86,085  

6.40%, 11/15/2023

     16,209        16,992  

6.50%, 08/15/2031 - 07/15/2036

     397,320        455,745  

7.00%, 03/15/2024 - 05/15/2032

     579,856        662,556  

7.25%, 09/15/2030 - 12/15/2030

     153,069        178,900  

7.50%, 02/15/2023 - 08/15/2030

     54,407        60,059  

(1.25) * 1-Month LIBOR + 10.13%,
7.59% (E), 07/15/2032

     40,277        47,041  

8.00%, 01/15/2030

     123,452        146,063  

(2.00) * 1-Month LIBOR + 13.29%,
9.23% (E), 07/15/2033

     30,770        37,356  

(3.33) * 1-Month LIBOR + 17.50%,
10.74% (E), 02/15/2040

     70,800        92,337  
     Principal      Value  
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)  

Federal Home Loan Mortgage Corp. REMIC (continued)

 

  

(1.83) * 1-Month LIBOR + 14.76%,
11.04% (E), 09/15/2033

     $   6,324        $   8,300  

(3.67) * 1-Month LIBOR + 24.49%,
17.06% (E), 06/15/2034

     29,104        35,882  

Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS

     

2.05% (E), 01/15/2040

     81,343        4,370  

(1.00) * 1-Month LIBOR + 6.20%,
3.72% (E), 06/15/2038

     204,288        31,782  

(1.00) * 1-Month LIBOR + 6.00%,
3.97% (E), 11/15/2037 - 02/15/2039

     96,259        14,580  

(1.00) * 1-Month LIBOR + 6.37%,
4.34% (E), 10/15/2037

     412,086        66,573  

(1.00) * 1-Month LIBOR + 6.42%,
4.39% (E), 11/15/2037

     46,642        8,244  

(1.00) * 1-Month LIBOR + 6.80%,
4.77% (E), 04/15/2038

     36,305        5,215  

(1.00) * 1-Month LIBOR + 7.10%,
5.07% (E), 07/15/2036

     13,735        770  

(1.00) * 1-Month LIBOR + 8.00%,
5.52% (E), 03/15/2032

     25,500        4,544  

Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS

     

04/15/2020 - 01/15/2040

     174,977        158,595  

Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates

     

12-MTA + 1.20%,
3.65% (E), 10/25/2044

     163,263        165,026  

5.41% (E), 07/25/2032

     135,544        150,040  

6.50%, 02/25/2043

     128,856        154,851  

7.00%, 02/25/2043

     38,932        46,445  

7.50% (E), 08/25/2042

     57,825        72,671  

Federal Home Loan Mortgage Corp., Interest Only STRIPS

     

5.00%, 09/15/2035

     38,439        7,265  

Federal National Mortgage Association

     

0.01%, 10/09/2019

     675,000        674,648  

1-Month LIBOR + 0.26%,
2.28% (E), 11/25/2046

     118,736        116,996  

2.34%, 01/01/2023

     890,848        901,262  

2.38%, 12/01/2022 - 10/01/2026

     1,907,391        1,936,876  

2.39% (E), 01/25/2023

     618,711        623,283  

1-Month LIBOR + 0.35%,
2.44% (E), 01/01/2023

     314,396        313,335  

2.46%, 02/01/2023

     847,871        856,339  

2.49%, 05/25/2026

     1,000,000        1,018,494  

1-Month LIBOR + 0.35%,
2.50% (E), 09/25/2042

     393,665        389,842  

2.51%, 06/01/2023

     875,793        891,737  

2.52%, 05/01/2023

     1,000,000        1,019,241  

1-Month LIBOR + 0.55%,
2.57% (E), 08/25/2042

     377,183        378,766  

1-Month LIBOR + 0.48%,
2.57% (E), 09/01/2024

     901,458        897,641  

2.57%, 08/01/2028

     2,847,891        2,934,882  

2.65%, 08/01/2022

     500,000        509,365  

2.67%, 07/01/2022

     1,500,000        1,527,717  

2.70%, 07/01/2026

     1,500,000        1,557,786  

2.71%, 04/01/2023

     1,277,081        1,307,271  

2.77%, 06/01/2023

     731,790        751,758  

2.90%, 06/25/2027

     1,344,704        1,406,278  

2.92%, 12/01/2024

     1,000,000        1,047,218  

2.97%, 06/01/2030

     1,321,000        1,405,651  

2.98%, 08/25/2029

     733,000        776,548  

3.00%, 01/01/2043

     547,732        564,047  

3.02% (E), 08/25/2024

     636,000        661,826  

3.03%, 12/01/2021

     425,233        433,200  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    19

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)  

Federal National Mortgage Association (continued)

 

  

3.08%, 01/01/2028

     $   2,000,000        $   2,129,992  

3.09% (E), 04/25/2027

     1,167,000        1,239,965  

3.10%, 09/01/2025 - 01/01/2028

     2,985,380        3,188,613  

3.12%, 11/01/2026

     969,953        1,035,209  

3.14% (E), 03/25/2028

     546,000        578,985  

3.16%, 01/01/2030

     2,000,000        2,149,056  

3.18% (E), 06/25/2027

     1,016,000        1,077,837  

3.19% (E), 02/25/2030

     392,000        417,362  

1-Month LIBOR + 0.93%,
3.23% (E), 11/25/2022

     178,414        178,604  

3.24%, 10/01/2026 - 12/01/2026

     1,913,416        2,051,881  

3.26%, 04/01/2029

     2,000,000        2,174,238  

3.29%, 08/01/2026

     2,498,667        2,694,149  

3.30% (E), 04/25/2029

     937,000        1,007,923  

3.30%, 12/01/2026 - 03/01/2029

     2,173,159        2,353,496  

3.33%, 05/01/2028

     2,057,136        2,231,191  

3.34%, 02/01/2027 - 07/01/2030

     2,000,000        2,177,120  

3.36%, 12/01/2027

     1,035,541        1,119,579  

3.38%, 12/01/2023

     1,458,095        1,539,600  

3.42%, 05/01/2024

     600,000        637,720  

3.45%, 01/01/2024

     958,943        1,016,219  

3.50% (E), 07/25/2028

     997,000        1,083,834  

3.50%, 12/01/2027 - 01/01/2044

     5,712,591        6,057,468  

3.57%, 07/01/2028 - 01/01/2031

     2,768,452        3,075,825  

3.59%, 10/01/2020

     59,314        59,763  

3.66%, 10/01/2028

     1,183,924        1,312,078  

3.67%, 09/01/2028

     1,142,000        1,270,169  

3.67% (E), 09/25/2028

     1,000,000        1,105,404  

3.74%, 07/01/2023

     478,265        508,371  

3.75% (E), 11/25/2028

     1,710,000        1,902,814  

3.76%, 06/25/2021 - 12/01/2035

     2,019,559        2,221,417  

3.78% (E), 08/25/2030

     1,100,000        1,230,602  

3.80%, 02/01/2031

     1,388,794        1,572,235  

3.81%, 12/01/2028

     730,000        823,517  

3.82%, 09/01/2028

     1,781,780        1,994,708  

3.86%, 07/01/2021

     861,623        883,408  

3.92%, 08/01/2021

     1,360,036        1,397,766  

3.94%, 07/01/2021

     500,000        514,774  

3.97%, 06/01/2021 - 07/01/2021

     881,060        903,680  

3.98%, 08/01/2021

     884,627        909,459  

3.99%, 07/01/2021

     197,992        203,304  

4.00%, 07/01/2042 - 03/01/2048

     3,284,731        3,494,892  

4.00%, 08/01/2048 (I)

     1,258,000        1,309,942  

4.02%, 08/01/2021 - 11/01/2028

     1,474,935        1,556,446  

4.05%, 08/01/2021

     714,344        735,351  

4.06%, 07/01/2021

     951,156        977,789  

4.23%, 03/01/2020

     779,898        778,633  

4.25%, 04/01/2021

     500,000        512,685  

4.26%, 06/01/2021

     292,926        303,396  

4.38%, 04/01/2020

     117,851        119,006  

4.45%, 07/01/2026

     439,357        504,505  

1-Year CMT + 2.23%,
4.80% (E), 01/01/2036

     21,631        22,792  

12-Month LIBOR + 1.79%,
4.91% (E), 01/01/2038

     6,975        7,194  

5.00%, 05/01/2023 - 06/01/2048

     1,506,034        1,623,513  

5.50%, 07/01/2022 - 05/01/2036

     154,366        166,451  

6.00%, 12/01/2032 - 11/01/2037

     287,598        322,883  

6.50%, 08/01/2020 - 10/01/2036

     52,515        60,807  

8.00%, 11/01/2037

     3,673        3,954  

Federal National Mortgage Association REMIC

     

1-Month LIBOR + 0.30%,
2.32% (E), 08/25/2041

     171,499        170,915  

1-Month LIBOR + 0.35%,
2.37% (E), 04/25/2035 - 08/25/2036

     65,962        66,130  
     Principal      Value  
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)  

Federal National Mortgage Association REMIC (continued)

 

  

1-Month LIBOR + 0.40%,
2.42% (E), 10/25/2042

     $   417,525        $   414,682  

1-Month LIBOR + 0.50%,
2.52% (E), 05/25/2035 - 10/25/2042

     845,696        850,236  

1-Month LIBOR + 0.25%,
2.60% (E), 06/27/2036

     22,904        22,499  

3.00%, 01/25/2046

     455,095        469,554  

4.00%, 10/25/2025 - 04/25/2033

     697,884        733,396  

4.50%, 07/25/2029

     1,000,000        1,101,043  

(1.33) * 1-Month LIBOR + 7.47%,
4.67% (E), 08/25/2033

     45,818        50,027  

5.00%, 09/25/2023 - 08/25/2040

     1,230,496        1,414,965  

5.31% (E), 12/25/2042

     98,378        107,544  

5.50%, 04/25/2023 - 07/25/2038

     1,065,353        1,152,890  

5.75%, 06/25/2033

     161,724        182,186  

5.79% (E), 10/25/2042

     18,102        20,410  

5.82% (E), 12/25/2042

     53,132        58,995  

6.00% (E), 07/25/2023

     46,021        48,677  

6.00%, 11/25/2032 - 11/25/2039

     325,610        367,362  

6.50%, 02/25/2022 - 05/25/2044

     371,629        426,203  

7.00%, 03/25/2031 - 11/25/2041

     674,633        792,961  

(1.88) * 1-Month LIBOR + 11.28%,
7.48% (E), 07/25/2035

     71,485        85,714  

8.00%, 05/25/2022

     5,248        5,510  

(2.50) * 1-Month LIBOR + 13.75%,
8.50% (E), 07/25/2033

     18,645        22,022  

(1.67) * 1-Month LIBOR + 12.50%,
9.14% (E), 09/25/2033

     8,011        9,549  

(2.00) * 1-Month LIBOR + 14.00%,
9.96% (E), 03/25/2038

     5,188        6,136  

(6.67) * 1-Month LIBOR + 54.00%,
10.00% (E), 03/25/2032

     3,318        4,115  

(1.83) * 1-Month LIBOR + 14.48%,
10.78% (E), 12/25/2032

     5,375        6,569  

(2.75) * 1-Month LIBOR + 16.50%,
10.95% (E), 05/25/2034

     17,411        22,094  

(2.00) * 1-Month LIBOR + 15.50%,
11.42% (E), 11/25/2031

     18,249        23,156  

(2.50) * 1-Month LIBOR + 17.38%,
12.33% (E), 07/25/2035

     58,303        79,637  

(2.75) * 1-Month LIBOR + 19.53%,
13.97% (E), 04/25/2034 - 05/25/2034

     102,959        145,853  

(4.00) * 1-Month LIBOR + 24.00%,
15.93% (E), 05/25/2034

     9,116        12,773  

(3.50) * 1-Month LIBOR + 23.10%,
16.04% (E), 06/25/2035

     37,075        42,712  

(3.67) * 1-Month LIBOR + 24.57%,
17.17% (E), 03/25/2036

     17,403        26,410  

(4.00) * 1-Month LIBOR + 26.20%,
18.13% (E), 10/25/2036

     6,120        9,232  

(4.00) * 1-Month LIBOR + 26.56%,
18.49% (E), 12/25/2036

     7,626        11,168  

(3.25) * 1-Month LIBOR + 25.19%,
18.63% (E), 02/25/2032

     2,445        3,391  

Federal National Mortgage Association REMIC, Interest Only STRIPS

     

0.91% (E), 08/25/2042

     266,547        5,791  

1.73% (E), 01/25/2038

     29,216        1,324  

2.02% (E), 04/25/2041

     52,794        2,956  

(1.00) * 1-Month LIBOR + 5.85%,
3.83% (E), 09/25/2038

     122,519        14,710  

(1.00) * 1-Month LIBOR + 5.91%,
3.89% (E), 02/25/2038

     67,810        10,909  

(1.00) * 1-Month LIBOR + 6.10%,
4.08% (E), 06/25/2037

     31,905        4,482  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    20

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)  

Federal National Mortgage Association REMIC, Interest Only STRIPS (continued)

 

(1.00) * 1-Month LIBOR + 6.58%,
4.09% (E), 06/25/2036

     $   29,076        $   4,729  

(1.00) * 1-Month LIBOR + 6.18%,
4.16% (E), 12/25/2039

     11,320        1,313  

(1.00) * 1-Month LIBOR + 6.20%,
4.18% (E), 03/25/2038

     10,329        1,110  

(1.00) * 1-Month LIBOR + 6.70%,
4.21% (E), 03/25/2036

     512,390        103,148  

(1.00) * 1-Month LIBOR + 6.42%,
4.40% (E), 04/25/2040

     18,202        2,357  

(1.00) * 1-Month LIBOR + 6.50%,
4.48% (E), 06/25/2023

     5,672        166  

(1.00) * 1-Month LIBOR + 6.53%,
4.51% (E), 01/25/2041

     263,200        54,969  

(1.00) * 1-Month LIBOR + 6.54%,
4.52% (E), 09/25/2037

     45,065        9,060  

(1.00) * 1-Month LIBOR + 6.55%,
4.53% (E), 02/25/2039

     31,074        5,501  

(1.00) * 1-Month LIBOR + 7.15%,
5.13% (E), 07/25/2037

     78,690        19,072  

6.50%, 05/25/2033

     21,995        5,037  

7.00%, 06/25/2033

     27,865        6,419  

Federal National Mortgage Association REMIC, Principal Only STRIPS

     

12/25/2032 - 12/25/2043

     1,712,527        1,521,307  

Federal National Mortgage Association, Principal Only STRIPS

     

09/25/2024 - 01/25/2033

     45,014        42,161  

05/15/2030, MTN

     400,000        318,859  

FN Reseda

     

2.42%, 01/01/2030 (I)

     1,400,000        1,427,562  

FREMF Mortgage Trust

     

3.70% (E), 11/25/2049 (A)

     529,000        551,059  

3.81% (E), 01/25/2048 (A)

     760,000        787,772  

3.97% (E), 07/25/2049 (A)

     420,000        438,416  

4.21% (E), 11/25/2047 (A)

     490,000        515,885  

Government National Mortgage Association

     

1.65%, 01/20/2063

     546,644        543,953  

2.00%, 05/16/2049

     124,775        123,288  

2.08% (E), 07/16/2048

     41,406        41,137  

2.50%, 09/16/2056

     47,543        47,588  

1-Month LIBOR + 0.40%,
2.63% (E), 12/20/2060

     589,501        588,405  

1-Month LIBOR + 0.41%,
2.64% (E), 03/20/2063

     594,054        593,050  

1-Month LIBOR + 0.43%,
2.66% (E), 04/20/2060

     17,281        17,259  

1-Month LIBOR + 0.45%,
2.68% (E), 03/20/2060 - 08/20/2067

     1,491,557        1,490,587  

1-Month LIBOR + 0.47%,
2.70% (E), 01/20/2061 - 08/20/2065

     2,737,028        2,735,803  

1-Month LIBOR + 0.48%,
2.71% (E), 02/20/2065

     1,076,194        1,075,938  

1-Month LIBOR + 0.50%,
2.73% (E), 07/20/2064

     863,341        863,773  

1-Month LIBOR + 0.52%,
2.74% (E), 10/20/2062

     289,348        289,553  

1-Month LIBOR + 0.52%,
2.75% (E), 09/20/2065

     538,142        538,819  

1-Month LIBOR + 0.55%,
2.78% (E), 07/20/2062

     5,792        5,797  

1-Month LIBOR + 0.30%,
2.81% (E), 08/20/2060

     3,118        3,112  

1-Month LIBOR + 0.58%,
2.81% (E), 09/20/2062 - 05/20/2066

     609,976        610,786  
     Principal      Value  
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)  

Government National Mortgage Association (continued)

 

1-Month LIBOR + 0.34%,
2.85% (E), 12/20/2062

     $   242,370        $   241,486  

1-Month LIBOR + 0.65%,
2.88% (E), 01/20/2064 - 03/20/2064

     2,168,249        2,177,224  

1-Month LIBOR + 0.66%,
2.89% (E), 12/20/2065

     424,974        427,859  

1-Month LIBOR + 0.50%,
3.01% (E), 06/20/2064 - 07/20/2064

     2,149,239        2,150,312  

1-Month LIBOR + 0.70%,
3.21% (E), 05/20/2061

     6,119        6,142  

1-Month LIBOR + 1.00%,
3.23% (E), 12/20/2066

     461,110        468,206  

3.50%, 11/20/2039 - 06/20/2046

     1,697,350        1,766,536  

4.50%, 05/20/2048 - 09/20/2049

     10,443,146        11,172,049  

4.78% (E), 10/20/2043

     693,698        774,792  

5.00%, 04/16/2023 - 04/15/2049

     1,996,025        2,220,658  

5.48%, 01/20/2038

     316,484        361,673  

5.50%, 01/16/2033 - 09/20/2039

     1,195,912        1,341,608  

5.56%, 07/20/2040

     230,730        263,678  

5.85% (E), 12/20/2038

     89,601        102,332  

6.00%, 09/20/2038 - 08/20/2039

     173,114        197,393  

6.50%, 10/16/2024 - 06/20/2033

     692,555        761,690  

7.33%, 11/20/2030

     12,674        12,656  

9.00%, 05/16/2027

     7,606        7,598  

(2.00) * 1-Month LIBOR + 13.40%,
9.31% (E), 10/20/2037

     21,344        24,230  

(2.41) * 1-Month LIBOR + 16.43%,
11.55% (E), 06/17/2035

     13,767        16,708  

(2.20) * 1-Month LIBOR + 16.72%,
12.26% (E), 05/18/2034

     707        835  

(3.00) * 1-Month LIBOR + 20.21%,
14.07% (E), 09/20/2037

     9,222        11,723  

(2.75) * 1-Month LIBOR + 19.66%,
14.09% (E), 04/16/2034

     34,145        48,519  

(3.50) * 1-Month LIBOR + 23.28%,
16.12% (E), 04/20/2037

     32,199        46,427  

(4.91) * 1-Month LIBOR + 29.46%,
17.25% (E), 09/20/2034

     17,275        24,982  

Government National Mortgage Association, Interest Only STRIPS

     

(1.00) * 1-Month LIBOR + 5.70%,
3.66% (E), 12/20/2038

     36,560        3,843  

(1.00) * 1-Month LIBOR + 6.27%,
3.79% (E), 04/20/2039

     48,935        4,945  

(1.00) * 1-Month LIBOR + 5.83%,
3.79% (E), 02/20/2038

     62,487        7,030  

(1.00) * 1-Month LIBOR + 6.00%,
3.96% (E), 11/20/2037

     57,024        6,234  

(1.00) * 1-Month LIBOR + 6.08%,
4.04% (E), 06/20/2039

     38,785        4,256  

(1.00) * 1-Month LIBOR + 6.10%,
4.06% (E), 10/20/2034

     76,408        10,100  

(1.00) * 1-Month LIBOR + 6.10%,
4.07% (E), 02/16/2039

     22,171        2,431  

(1.00) * 1-Month LIBOR + 6.20%,
4.16% (E), 03/20/2037 - 06/20/2038

     125,299        16,984  

(1.00) * 1-Month LIBOR + 6.30%,
4.26% (E), 09/20/2035 - 03/20/2039

     156,182        27,371  

(1.00) * 1-Month LIBOR + 6.40%,
4.37% (E), 05/16/2038 - 06/16/2039

     151,656        21,403  

(1.00) * 1-Month LIBOR + 6.47%,
4.44% (E), 06/16/2037

     44,561        5,421  

(1.00) * 1-Month LIBOR + 6.55%,
4.51% (E), 11/20/2037 - 12/20/2037

     53,679        8,041  

(1.00) * 1-Month LIBOR + 6.75%,
4.71% (E), 07/20/2037

     99,398        16,324  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    21

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)  

Government National Mortgage Association, Interest Only STRIPS (continued)

 

(1.00) * 1-Month LIBOR + 6.78%,
4.73% (E), 08/20/2037

     $   69,006        $   14,318  

(1.00) * 1-Month LIBOR + 6.81%,
4.78% (E), 04/16/2037

     33,407        6,005  

5.50%, 10/16/2037

     78,132        6,524  

6.50%, 03/20/2039

     27,773        6,827  

Government National Mortgage Association, Principal Only STRIPS

     

02/17/2033 - 01/20/2038

     136,020        126,421  

Residual Funding Corp., Principal Only STRIPS

     

10/15/2019 - 10/15/2020

     7,600,000        7,499,142  

Resolution Funding Corp., Principal Only STRIPS

     

01/15/2026 - 10/15/2027

     335,000        290,163  

Tennessee Valley Authority

     

4.25%, 09/15/2065

     397,000        548,598  

4.63%, 09/15/2060

     257,000        373,655  

5.88%, 04/01/2036

     698,000        1,012,455  

Tennessee Valley Authority, Principal Only STRIPS

     

11/01/2025 - 03/15/2032

     1,050,000        884,952  

01/15/2038

     150,000        91,340  

Vendee Mortgage Trust

     

Series 1997-1, Class 2Z,

     

7.50%, 02/15/2027

     232,496        260,253  
     

 

 

 

Total U.S. Government Agency Obligations
(Cost $193,082,115)

 

     199,490,674  
     

 

 

 
U.S. GOVERNMENT OBLIGATIONS - 24.5%  
U.S. Treasury - 24.4%  

U.S. Treasury Bond

     

2.25%, 08/15/2046 - 08/15/2049

     10,830,000        11,106,007  

2.50%, 02/15/2045 - 02/15/2046

     8,250,000        8,880,254  

2.75%, 08/15/2042 - 11/15/2042

     8,248,000        9,255,508  

2.88%, 05/15/2043 - 08/15/2045

     5,570,000        6,387,870  

3.00%, 02/15/2048

     240,000        284,953  

3.13%, 02/15/2043 - 05/15/2048

     1,874,000        2,243,628  

3.63%, 08/15/2043 - 02/15/2044

     1,999,000        2,580,567  

3.75%, 11/15/2043

     2,923,000        3,844,773  

4.38%, 05/15/2041

     3,100,000        4,381,656  

5.25%, 02/15/2029

     130,000        170,325  

U.S. Treasury Bond, Principal Only STRIPS

     

05/15/2022 - 02/15/2035 (G)

     4,550,000        4,080,988  

11/15/2022 - 08/15/2041

     49,584,260        42,348,840  

U.S. Treasury Note

     

1.00%, 11/30/2019

     400,000        399,309  

1.13%, 07/31/2021

     3,000,000        2,970,117  

1.25%, 07/31/2023

     3,000,000        2,963,789  

1.38%, 04/30/2020 - 09/30/2023

     7,869,000        7,818,115  

1.50%, 08/15/2026

     142,000        140,868  

1.63%, 08/15/2022 - 02/15/2026

     6,409,500        6,420,383  

1.75%, 09/30/2022 - 05/15/2023

     5,588,000        5,618,610  

2.00%, 02/28/2021 - 08/15/2025

     19,700,500        19,971,744  

2.13%, 02/29/2024 - 05/15/2025

     3,683,000        3,777,268  

2.25%, 11/15/2024 - 02/15/2027

     401,000        415,843  

2.63%, 08/15/2020 - 05/15/2021

     17,982,000        18,103,399  

2.75%, 05/31/2023

     184,000        191,648  

2.88%, 04/30/2025

     265,000        283,074  

3.63%, 02/15/2021

     1,000,000        1,025,273  
     

 

 

 
        165,664,809  
     

 

 

 
U.S. Treasury Inflation-Protected Securities - 0.1%  

U.S. Treasury Inflation-Indexed Bond

     

2.13%, 02/15/2040

     237,400        314,127  

2.50%, 01/15/2029

     119,496        144,179  
     Principal      Value  
U.S. GOVERNMENT OBLIGATIONS (continued)  
U.S. Treasury Inflation-Protected Securities (continued)  

U.S. Treasury Inflation-Indexed Note

     

0.13%, 01/15/2022

     $   257,311        $   254,742  

1.38%, 01/15/2020

     359,482        358,387  
     

 

 

 
        1,071,435  
     

 

 

 

Total U.S. Government Obligations
(Cost $153,169,813)

 

     166,736,244  
     

 

 

 
     Shares      Value  
OTHER INVESTMENT COMPANY - 0.6%  
Securities Lending Collateral - 0.6%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (J)

     4,016,950        4,016,950  
     

 

 

 

Total Other Investment Company
(Cost $4,016,950)

 

     4,016,950  
     

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 3.9%  

Fixed Income Clearing Corp., 1.05% (J),
dated 09/30/2019, to be repurchased at $26,211,071 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.13%, due 09/30/2021, and with a value of $26,735,020.

     $  26,210,307        26,210,307  
     

 

 

 

Total Repurchase Agreement
(Cost $26,210,307)

 

     26,210,307  
     

 

 

 

Total Investments
(Cost $651,272,988)

 

     684,003,293  

Net Other Assets (Liabilities) - (0.7)%

 

     (4,917,200
     

 

 

 

Net Assets - 100.0%

        $  679,086,093  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    22

 

      


Transamerica JPMorgan Core Bond VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (K)

 

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

ASSETS

           

Investments

 

Asset-Backed Securities

   $ —        $ 82,404,549      $ 1,875,921      $ 84,280,470  

Corporate Debt Securities

     —          172,092,680        —          172,092,680  

Foreign Government Obligations

     —          7,482,764        —          7,482,764  

Mortgage-Backed Securities

     —          22,804,958        —          22,804,958  

Municipal Government Obligations

     —          888,246        —          888,246  

U.S. Government Agency Obligations

     —          199,490,674        —          199,490,674  

U.S. Government Obligations

     —          166,736,244        —          166,736,244  

Other Investment Company

     4,016,950        —          —          4,016,950  

Repurchase Agreement

     —          26,210,307        —          26,210,307  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     4,016,950      $     678,110,422      $     1,875,921      $     684,003,293  
  

 

 

    

 

 

    

 

 

    

 

 

 

Transfers

 

Investments

   Transfers from
Level 1 to Level 3
     Transfers from
Level 3 to Level 1
     Transfers from
Level 2 to Level 3
     Transfers from
Level 3 to Level 2
 

Asset-Backed Securities (D)

   $     —      $     —      $     1,076,386      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)

     Securities are registered pursuant to Rule 144A of the Securities Act of 1933. Unless otherwise indicated, the securities are deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2019, the total value of 144A securities is $111,479,706, representing 16.4% of the Portfolio’s net assets.
(B)      Securities are Level 3 of the fair value hierarchy.
(C)      Fair valued as determined in good faith in accordance with procedures established by the Board. At September 30, 2019, the total value of securities is $1,875,921, representing 0.3% of the Portfolio’s net assets.
(D)      Transferred from Level 2 to 3 due to utilizing significant unobservable inputs. As of prior reporting period the security utilized significant observable inputs.
(E)      Floating or variable rate securities. The rates disclosed are as of September 30, 2019. 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.
(F)      Percentage rounds to less than 0.1% or (0.1)%.
(G)      All or a portion of the securities are on loan. The total value of all securities on loan is $3,935,554. 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.
(H)      Perpetual maturity. The date displayed is the next call date.
(I)      When-issued, delayed-delivery and/or forward commitment (including TBAs) securities. Securities to be settled and delivered after September 30, 2019. Securities may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement.
(J)      Rates disclosed reflect the yields at September 30, 2019.
(K)      The Portfolio recognizes transfers in and out of Level 3 as of September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(L)      Level 3 securities were not considered significant to the Portfolio.

PORTFOLIO ABBREVIATIONS:

 

CMT

   Constant Maturity Treasury

LIBOR

   London Interbank Offered Rate

MTA

   Month Treasury Average

MTN

   Medium Term Note

STRIPS

   Separate Trading of Registered Interest and Principal of Securities

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    23         


Transamerica JPMorgan Enhanced Index VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS - 98.9%  
Aerospace & Defense - 2.4%  

Boeing Co.

     20,700        $  7,875,729  

General Dynamics Corp.

     88,060        16,091,204  

Northrop Grumman Corp.

     22,130        8,294,103  

United Technologies Corp.

     113,720        15,525,054  
     

 

 

 
        47,786,090  
     

 

 

 
Airlines - 0.4%  

Delta Air Lines, Inc.

     78,670        4,531,392  

Southwest Airlines Co.

     37,400        2,019,974  

United Airlines Holdings, Inc. (A)

     19,420        1,716,922  
     

 

 

 
        8,268,288  
     

 

 

 
Auto Components - 0.2%  

BorgWarner, Inc.

     22,250        816,130  

Magna International, Inc.

     74,770        3,987,484  
     

 

 

 
        4,803,614  
     

 

 

 
Automobiles - 0.3%  

General Motors Co.

     164,200        6,154,216  
     

 

 

 
Banks - 4.8%  

Bank of America Corp.

     915,780        26,713,303  

Citigroup, Inc.

     394,330        27,240,317  

Citizens Financial Group, Inc.

     64,820        2,292,683  

Fifth Third Bancorp

     122,700        3,359,526  

KeyCorp

     569,500        10,159,880  

Regions Financial Corp.

     188,600        2,983,652  

SunTrust Banks, Inc.

     83,040        5,713,152  

Wells Fargo & Co.

     360,630        18,190,177  
     

 

 

 
        96,652,690  
     

 

 

 
Beverages - 2.2%  

Coca-Cola Co.

     560,940        30,537,573  

Constellation Brands, Inc., Class A

     25,910        5,370,625  

PepsiCo, Inc.

     57,170        7,838,007  
     

 

 

 
        43,746,205  
     

 

 

 
Biotechnology - 2.5%  

AbbVie, Inc.

     220,180        16,672,029  

Alexion Pharmaceuticals, Inc. (A)

     58,570        5,736,346  

Amgen, Inc.

     8,760        1,695,148  

Biogen, Inc. (A)

     30,680        7,142,918  

Celgene Corp. (A)

     79,540        7,898,322  

Regeneron Pharmaceuticals, Inc. (A)

     16,010        4,441,174  

Vertex Pharmaceuticals, Inc. (A)

     42,580        7,213,903  
     

 

 

 
        50,799,840  
     

 

 

 
Building Products - 0.3%  

Masco Corp.

     155,560        6,483,741  
     

 

 

 
Capital Markets - 3.2%  

Ameriprise Financial, Inc.

     26,900        3,956,990  

BlackRock, Inc.

     9,300        4,144,452  

Charles Schwab Corp.

     184,350        7,711,361  

Franklin Resources, Inc.

     143,500        4,141,410  

Intercontinental Exchange, Inc.

     198,620        18,326,667  

Invesco, Ltd.

     202,900        3,437,126  

Morgan Stanley

     426,810        18,211,983  
     Shares      Value  
COMMON STOCKS (continued)  
Capital Markets (continued)  

S&P Global, Inc.

     4,500        $   1,102,410  

TD Ameritrade Holding Corp.

     78,620        3,671,554  
     

 

 

 
        64,703,953  
     

 

 

 
Chemicals - 2.0%  

Celanese Corp.

     56,910        6,959,524  

Corteva, Inc. (A)

     141,153        3,952,284  

Dow, Inc. (A)

     109,793        5,231,636  

DuPont de Nemours, Inc.

     87,153        6,214,880  

Eastman Chemical Co.

     119,820        8,846,311  

Linde PLC

     31,350        6,073,122  

LyondellBasell Industries NV, Class A

     23,600        2,111,492  
     

 

 

 
        39,389,249  
     

 

 

 
Commercial Services & Supplies - 0.2%  

Cintas Corp.

     5,010        1,343,181  

Waste Management, Inc.

     16,600        1,909,000  
     

 

 

 
        3,252,181  
     

 

 

 
Communications Equipment - 0.3%  

Cisco Systems, Inc.

     97,050        4,795,240  

Motorola Solutions, Inc.

     8,200        1,397,362  
     

 

 

 
        6,192,602  
     

 

 

 
Consumer Finance - 1.0%  

American Express Co.

     24,150        2,856,462  

Capital One Financial Corp.

     142,900        13,001,042  

Synchrony Financial

     114,200        3,893,078  
     

 

 

 
        19,750,582  
     

 

 

 
Containers & Packaging - 0.5%  

Avery Dennison Corp.

     6,210        705,269  

Crown Holdings, Inc. (A)

     73,980        4,887,119  

Packaging Corp. of America

     25,050        2,657,805  

WestRock Co.

     72,540        2,644,083  
     

 

 

 
        10,894,276  
     

 

 

 
Diversified Consumer Services - 0.0% (B)  

H&R Block, Inc.

     32,630        770,721  
     

 

 

 
Diversified Financial Services - 1.6%  

Berkshire Hathaway, Inc., Class B (A)

     156,370        32,528,087  
     

 

 

 
Diversified Telecommunication Services - 1.3%  

AT&T, Inc.

     33,200        1,256,288  

Verizon Communications, Inc.

     400,130        24,151,847  
     

 

 

 
        25,408,135  
     

 

 

 
Electric Utilities - 3.3%  

American Electric Power Co., Inc.

     115,850        10,853,986  

Edison International

     155,700        11,742,894  

Entergy Corp.

     62,200        7,299,792  

Exelon Corp.

     40,680        1,965,251  

NextEra Energy, Inc.

     83,630        19,484,954  

Xcel Energy, Inc.

     216,530        14,050,632  
     

 

 

 
        65,397,509  
     

 

 

 
Electrical Equipment - 1.0%  

Eaton Corp. PLC

     234,530        19,501,169  
     

 

 

 
Entertainment - 1.5%  

Electronic Arts, Inc. (A)

     84,470        8,262,855  

Netflix, Inc. (A)

     50,710        13,571,010  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica JPMorgan Enhanced Index VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Entertainment (continued)  

Viacom, Inc., Class B

     13,600        $   326,808  

Walt Disney Co.

     63,190        8,234,921  
     

 

 

 
        30,395,594  
     

 

 

 
Equity Real Estate Investment Trusts - 2.4%  

AvalonBay Communities, Inc.

     44,570        9,597,258  

Boston Properties, Inc.

     16,630        2,156,246  

Digital Realty Trust, Inc.

     12,380        1,607,048  

Equinix, Inc.

     13,820        7,971,376  

Equity Residential

     33,990        2,931,977  

Federal Realty Investment Trust

     30,210        4,112,789  

Host Hotels & Resorts, Inc.

     137,750        2,381,698  

Mid-America Apartment Communities, Inc.

     8,900        1,157,089  

Prologis, Inc.

     114,970        9,797,743  

Public Storage

     8,750        2,146,113  

Ventas, Inc.

     45,270        3,306,068  

VICI Properties, Inc.

     73,149        1,656,825  
     

 

 

 
        48,822,230  
     

 

 

 
Food Products - 1.1%  

Conagra Brands, Inc.

     40,100        1,230,268  

General Mills, Inc.

     117,300        6,465,576  

Mondelez International, Inc., Class A

     244,890        13,547,315  
     

 

 

 
        21,243,159  
     

 

 

 
Health Care Equipment & Supplies - 3.1%  

Becton Dickinson and Co.

     9,090        2,299,406  

Boston Scientific Corp. (A)

     412,580        16,787,880  

Intuitive Surgical, Inc. (A)

     6,420        3,466,351  

Medtronic PLC

     215,780        23,438,024  

Zimmer Biomet Holdings, Inc.

     111,940        15,366,004  
     

 

 

 
        61,357,665  
     

 

 

 
Health Care Providers & Services - 2.6%  

Anthem, Inc.

     36,430        8,746,843  

Cigna Corp. (A)

     118,650        18,009,883  

McKesson Corp.

     15,330        2,094,998  

UnitedHealth Group, Inc.

     107,350        23,329,302  
     

 

 

 
        52,181,026  
     

 

 

 
Hotels, Restaurants & Leisure - 1.4%  

Hilton Worldwide Holdings, Inc.

     73,740        6,865,931  

McDonald’s Corp.

     28,600        6,140,706  

Royal Caribbean Cruises, Ltd.

     17,070        1,849,193  

Yum! Brands, Inc.

     124,600        14,133,378  
     

 

 

 
        28,989,208  
     

 

 

 
Household Durables - 0.3%  

Lennar Corp., Class A

     98,770        5,516,305  
     

 

 

 
Household Products - 1.2%  

Kimberly-Clark Corp.

     7,600        1,079,580  

Procter & Gamble Co.

     183,950        22,879,701  
     

 

 

 
        23,959,281  
     

 

 

 
Industrial Conglomerates - 1.1%  

Honeywell International, Inc.

     125,430        21,222,756  
     

 

 

 
Insurance - 2.3%  

Allstate Corp.

     51,310        5,576,371  

American International Group, Inc.

     141,990        7,908,843  

Arthur J. Gallagher & Co.

     33,600        3,009,552  

Everest Re Group, Ltd.

     10,720        2,852,485  

Hartford Financial Services Group, Inc.

     193,520        11,729,247  
     Shares      Value  
COMMON STOCKS (continued)  
Insurance (continued)  

Lincoln National Corp.

     20,820        $   1,255,862  

MetLife, Inc.

     259,240        12,225,759  

Progressive Corp.

     19,400        1,498,650  
     

 

 

 
        46,056,769  
     

 

 

 
Interactive Media & Services - 4.5%  

Alphabet, Inc., Class A (A)

     29,850        36,451,029  

Alphabet, Inc., Class C (A)

     27,320        33,303,080  

Facebook, Inc., Class A (A)

     114,920        20,464,954  
     

 

 

 
        90,219,063  
     

 

 

 
Internet & Direct Marketing Retail - 4.0%  

Amazon.com, Inc. (A)

     38,940        67,596,335  

Booking Holdings, Inc. (A)

     800        1,570,088  

Expedia Group, Inc.

     83,560        11,231,300  
     

 

 

 
        80,397,723  
     

 

 

 
IT Services - 6.4%  

Accenture PLC, Class A

     97,400        18,734,890  

Automatic Data Processing, Inc.

     136,750        22,074,185  

Cognizant Technology Solutions Corp., Class A

     124,200        7,484,913  

Fiserv, Inc. (A)

     42,767        4,430,233  

Mastercard, Inc., Class A

     138,990        37,745,514  

PayPal Holdings, Inc. (A)

     173,530        17,975,973  

Visa, Inc., Class A

     113,070        19,449,171  
     

 

 

 
        127,894,879  
     

 

 

 
Leisure Products - 0.1%  

Hasbro, Inc.

     25,200        2,990,988  
     

 

 

 
Life Sciences Tools & Services - 1.2%  

Illumina, Inc. (A)

     11,990        3,647,598  

Thermo Fisher Scientific, Inc.

     72,920        21,239,408  
     

 

 

 
        24,887,006  
     

 

 

 
Machinery - 2.5%  

Caterpillar, Inc.

     42,700        5,393,437  

Cummins, Inc.

     58,520        9,519,448  

Deere & Co.

     36,290        6,121,397  

Ingersoll-Rand PLC

     63,860        7,868,191  

PACCAR, Inc.

     59,030        4,132,690  

Parker-Hannifin Corp.

     31,005        5,599,813  

Snap-on, Inc.

     19,240        3,011,830  

Stanley Black & Decker, Inc.

     55,650        8,036,417  
     

 

 

 
        49,683,223  
     

 

 

 
Media - 3.2%  

Altice, Inc., Class A (A)

     129,450        3,712,626  

Charter Communications, Inc., Class A (A)

     42,140        17,366,737  

Comcast Corp., Class A

     729,490        32,885,409  

Discovery, Inc., Class A (A) (C)

     174,234        4,639,852  

Discovery, Inc., Class C (A)

     199,623        4,914,718  
     

 

 

 
        63,519,342  
     

 

 

 
Metals & Mining - 0.1%  

Freeport-McMoRan, Inc.

     105,350        1,008,199  

Newmont Goldcorp Corp.

     38,240        1,450,061  
     

 

 

 
        2,458,260  
     

 

 

 
Multi-Utilities - 0.3%  

Sempra Energy

     39,480        5,827,643  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    2

 

      


Transamerica JPMorgan Enhanced Index VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Oil, Gas & Consumable Fuels - 4.4%  

Chevron Corp.

     263,580        $   31,260,588  

Concho Resources, Inc.

     18,440        1,252,076  

Diamondback Energy, Inc.

     81,170        7,297,995  

EOG Resources, Inc.

     183,920        13,650,542  

Exxon Mobil Corp.

     79,680        5,626,205  

Marathon Petroleum Corp.

     200,990        12,210,142  

ONEOK, Inc.

     116,970        8,619,519  

Pioneer Natural Resources Co.

     75,510        9,496,893  
     

 

 

 
        89,413,960  
     

 

 

 
Pharmaceuticals - 4.1%  

Allergan PLC

     23,710        3,990,156  

Bristol-Myers Squibb Co.

     192,990        9,786,523  

Eli Lilly & Co.

     131,172        14,668,965  

Johnson & Johnson

     155,750        20,150,935  

Merck & Co., Inc.

     297,440        25,038,499  

Pfizer, Inc.

     253,520        9,108,973  
     

 

 

 
        82,744,051  
     

 

 

 
Road & Rail - 1.6%  

Kansas City Southern

     7,800        1,037,478  

Lyft, Inc., Class A (A) (C)

     39,400        1,609,096  

Norfolk Southern Corp.

     99,330        17,845,628  

Union Pacific Corp.

     76,440        12,381,751  
     

 

 

 
        32,873,953  
     

 

 

 
Semiconductors & Semiconductor Equipment - 4.2%  

Advanced Micro Devices, Inc. (A)

     209,200        6,064,708  

Analog Devices, Inc.

     146,340        16,350,568  

Intel Corp.

     59,360        3,058,821  

KLA Corp.

     26,300        4,193,535  

NVIDIA Corp.

     71,410        12,430,339  

NXP Semiconductors NV

     107,900        11,774,048  

Skyworks Solutions, Inc.

     7,400        586,450  

Teradyne, Inc.

     174,740        10,119,193  

Texas Instruments, Inc.

     161,530        20,876,137  
     

 

 

 
        85,453,799  
     

 

 

 
Software - 6.3%  

Intuit, Inc.

     18,690        4,970,419  

Microsoft Corp.

     761,120        105,818,514  

salesforce.com, Inc. (A)

     112,010        16,626,764  
     

 

 

 
        127,415,697  
     

 

 

 
Specialty Retail - 4.9%  

Advance Auto Parts, Inc.

     43,290        7,160,166  

AutoZone, Inc. (A)

     13,150        14,262,753  

Best Buy Co., Inc.

     136,610        9,424,724  

Home Depot, Inc.

     104,500        24,246,090  

Lowe’s Cos., Inc.

     150,140        16,509,394  

O’Reilly Automotive, Inc. (A)

     16,730        6,667,072  

Ross Stores, Inc.

     58,630        6,440,506  

TJX Cos., Inc.

     233,720        13,027,553  
     

 

 

 
        97,738,258  
     

 

 

 
Technology Hardware, Storage & Peripherals - 4.5%  

Apple, Inc.

     380,100        85,130,997  

HP, Inc.

     269,260        5,094,399  
     

 

 

 
        90,225,396  
     

 

 

 
     Shares      Value  
COMMON STOCKS (continued)  
Textiles, Apparel & Luxury Goods - 0.6%  

NIKE, Inc., Class B

     100,900        $   9,476,528  

Ralph Lauren Corp.

     21,400        2,043,058  
     

 

 

 
        11,519,586  
     

 

 

 
Tobacco - 1.3%  

Altria Group, Inc.

     153,910        6,294,919  

Philip Morris International, Inc.

     252,160        19,146,509  
     

 

 

 
        25,441,428  
     

 

 

 
Trading Companies & Distributors - 0.1%  

HD Supply Holdings, Inc. (A)

     71,690        2,808,456  
     

 

 

 
Wireless Telecommunication Services - 0.1%  

T-Mobile, Inc. (A)

     33,350        2,626,980  
     

 

 

 

Total Common Stocks
(Cost $1,682,575,240)

 

     1,988,366,832  
  

 

 

 
OTHER INVESTMENT COMPANY - 0.2%  
Securities Lending Collateral - 0.2%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (D)

     3,322,471        3,322,471  
     

 

 

 

Total Other Investment Company
(Cost $3,322,471)

 

     3,322,471  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 1.2%  

Fixed Income Clearing Corp., 1.05% (D), dated 09/30/2019, to be repurchased at $24,251,801 on 10/01/2019. Collateralized by a U.S. Government Obligation, 2.13%, due 09/30/2021, and with a value of $24,737,155.

     $  24,251,093        24,251,093  
     

 

 

 

Total Repurchase Agreement
(Cost $24,251,093)

 

     24,251,093  
  

 

 

 

Total Investments
(Cost $1,710,148,804)

 

     2,015,940,396  

Net Other Assets (Liabilities) - (0.3)%

        (6,198,326
     

 

 

 

Net Assets - 100.0%

        $  2,009,742,070  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    3

 

      


Transamerica JPMorgan Enhanced Index VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

FUTURES CONTRACTS:

 

Long Futures Contracts:

 

 

Description

   Number of
Contracts
   Expiration
Date
   Notional
Amount
   Value    Unrealized
Appreciation
   Unrealized
Depreciation

S&P 500® E-Mini Index

       135        12/20/2019      $     20,269,649      $     20,104,875      $     —        $     (164,774 )

SECURITY VALUATION:

 

Valuation Inputs (E)

 

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

ASSETS

 

Investments

 

Common Stocks

   $ 1,988,366,832     $ —        $     —        $ 1,988,366,832  

Other Investment Company

     3,322,471       —          —          3,322,471  

Repurchase Agreement

     —         24,251,093        —          24,251,093  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Investments

   $     1,991,689,303     $     24,251,093      $ —        $     2,015,940,396  
  

 

 

   

 

 

    

 

 

    

 

 

 

LIABILITIES

 

Other Financial Instruments

 

Futures Contracts (F)

   $ (164,774   $ —        $ —        $ (164,774
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ (164,774   $ —        $ —        $ (164,774
  

 

 

   

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing securities.
(B)      Percentage rounds to less than 0.1% or (0.1)%.
(C)      All or a portion of the securities are on loan. The total value of all securities on loan is $3,248,432. The amount of securities on loan indicated may not correspond with the securities on loan identified because securities with pending sales are in the process of recall from the brokers.
(D)      Rates disclosed reflect the yields at September 30, 2019.
(E)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(F)      Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    4         


Transamerica JPMorgan International Moderate Growth VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
INVESTMENT COMPANIES - 98.9%  
International Alternative Fund - 9.5%  

Transamerica Unconstrained Bond (A)

     5,922,329        $  58,334,943  
     

 

 

 
International Equity Funds - 56.7%  

Transamerica Emerging Markets Equity (A)

     1,406,701        13,391,796  

Transamerica International Equity (A)

     7,778,650        133,559,425  

Transamerica International Growth (A)

     21,645,885        155,850,372  

Transamerica International Small Cap Value (A)

     3,686,176        44,455,280  
     

 

 

 
        347,256,873  
     

 

 

 
U.S. Alternative Fund - 4.3%  

Transamerica BlackRock Global Real Estate Securities VP (A)

     2,026,200        26,482,428  
     

 

 

 
U.S. Equity Funds - 11.1%  

Transamerica Jennison Growth VP (A)

     3,601,154        34,246,978  

Transamerica Large Cap Value (A)

     3,015,574        33,442,716  
     

 

 

 
        67,689,694  
     

 

 

 
U.S. Fixed Income Funds - 12.4%  

Transamerica Core Bond (A)

     502,668        5,157,371  

Transamerica Floating Rate (A)

     1,767,834        17,165,664  

Transamerica High Yield Bond (A)

     1,216,300        11,092,652  

Transamerica Intermediate Bond (A)

     4,064,810        42,639,857  
     

 

 

 
        76,055,544  
     

 

 

 
U.S. Mixed Allocation Fund - 4.9%  

Transamerica PIMCO Total Return VP (A)

     2,553,589        30,055,742  
     

 

 

 

Total Investment Companies
(Cost $612,239,146)

 

     605,875,224  
  

 

 

 
     Principal      Value  
U.S. GOVERNMENT OBLIGATION - 0.6%  
U.S. Treasury - 0.6%  

U.S. Treasury Note
2.00%, 01/31/2020 (B)

     $  3,755,000        $   3,756,027  
     

 

 

 

Total U.S. Government Obligation
(Cost $3,745,631)

 

     3,756,027  
  

 

 

 
REPURCHASE AGREEMENT - 0.6%  

Fixed Income Clearing Corp., 1.05% (C), dated 09/30/2019, to be repurchased at $3,567,007 on 10/01/2019. Collateralized by a U.S. Government Obligation, 2.13%, due 09/30/2021, and with a value of $3,642,714.

     3,566,903        3,566,903  
     

 

 

 

Total Repurchase Agreement
(Cost $3,566,903)

 

     3,566,903  
  

 

 

 

Total Investments
(Cost $619,551,680)

 

     613,198,154  

Net Other Assets (Liabilities) - (0.1)%

        (316,183
     

 

 

 

Net Assets - 100.0%

        $  612,881,971  
     

 

 

 
 

 

FUTURES CONTRACTS:

 

Long Futures Contracts:

 

 

Description

   Number of
Contracts
   Expiration
Date
   Notional
Amount
   Value    Unrealized
Appreciation
   Unrealized
Depreciation

5-Year U.S. Treasury Note

       1,496        12/31/2019      $     179,077,917      $     178,246,063      $ —        $ (831,854 )

CAD Currency

       411        12/17/2019        31,196,086        31,083,930        —          (112,156 )

MSCI EAFE Index

       30        12/20/2019        2,847,662        2,847,600        —          (62 )

S&P/TSX 60 Index

       212        12/19/2019        31,947,391        31,878,809        —          (68,582 )
                        

 

 

      

 

 

 

Total

                         $     —        $     (1,012,654 )
                        

 

 

      

 

 

 

Short Futures Contracts:

 

 

Description

   Number of
Contracts
   Expiration
Date
   Notional
Amount
  Value   Unrealized
Appreciation
   Unrealized
Depreciation

10-Year U.S. Treasury Note

       (353 )        12/19/2019      $     (45,899,935 )     $     (46,000,313 )     $ —        $ (100,378 )

30-Year U.S. Treasury Bond

       (229 )        12/19/2019        (37,317,150 )       (37,169,562 )       147,588        —  

MSCI Emerging Markets Index

       (84 )        12/20/2019        (4,207,806 )       (4,207,980 )       —          (174 )

S&P 500® E-Mini Index

       (82 )        12/20/2019        (12,256,057 )       (12,211,850 )       44,207        —  

U.S. Treasury Ultra Bond

       (173 )        12/19/2019        (33,638,321 )       (33,199,781 )       438,540        —  
                      

 

 

      

 

 

 

Total

                       $     630,335      $ (100,552 )
                      

 

 

      

 

 

 

Total Futures Contracts

                       $ 630,335      $     (1,113,206 )
                      

 

 

      

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica JPMorgan International Moderate Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (D)

 

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

ASSETS

 

Investments

 

Investment Companies

   $ 605,875,224     $ —        $ —        $ 605,875,224  

U.S. Government Obligation

     —         3,756,027        —          3,756,027  

Repurchase Agreement

     —         3,566,903        —          3,566,903  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Investments

   $     605,875,224     $     7,322,930      $     —        $     613,198,154  
  

 

 

   

 

 

    

 

 

    

 

 

 

Other Financial Instruments

 

Futures Contracts (E)

   $ 630,335     $ —        $ —        $ 630,335  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ 630,335     $ —        $ —        $ 630,335  
  

 

 

   

 

 

    

 

 

    

 

 

 

LIABILITIES

 

Other Financial Instruments

 

Futures Contracts (E)

   $ (1,113,206   $ —        $ —        $ (1,113,206
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ (1,113,206   $ —        $ —        $ (1,113,206
  

 

 

   

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Affiliated investment in the Class I2 shares of Transamerica Funds and/or investment in the Initial Class shares of Transamerica Series Trust. The Portfolio’s transactions and earnings are as follows:

 

Affiliated Investments

  Value
December 31, 2018
    Purchases
at Cost
    Proceeds
from Sales
    Net
Realized
Gain (Loss)
    Net Change in
Unrealized
Appreciation
(Depreciation)
    Value
September 30, 2019
    Shares as of
September 30, 2019
    Dividend
Income
    Net Capital
Gain
Distributions
 

Transamerica BlackRock Global Real Estate Securities VP

  $ —       $     25,168,924     $     (1,052,905   $ 124,404     $ 2,242,005     $ 26,482,428       2,026,200     $     230,333     $ —    

Transamerica Core Bond

    6,329,241       108,669       (1,583,526     (52,539     355,526       5,157,371       502,668       108,671       —    

Transamerica Emerging Markets Equity

    12,843,183       —         —         —         548,613       13,391,796       1,406,701       —         —    

Transamerica Floating Rate

    25,993,874       1,033,331       (10,452,313     (247,805     838,577       17,165,664       1,767,834       1,025,890       —    

Transamerica High Yield Bond

    12,041,674       495,478       (2,156,208     (63,374     775,082       11,092,652       1,216,300       491,982       —    

Transamerica Intermediate Bond

    45,569,946       971,238       (6,817,692     42,963       2,873,402       42,639,857       4,064,810       971,237       —    

Transamerica International Equity

    152,016,794       6,316,438       (40,199,035     2,601,170       12,824,058       133,559,425       7,778,650       —         —    

Transamerica International Growth

    160,247,102       6,316,442       (36,324,841     (3,592,392     29,204,061       155,850,372       21,645,885       —         —    

Transamerica International Small Cap Value

    40,031,869       —         —         —         4,423,411       44,455,280       3,686,176       —         —    

Transamerica Jennison Growth VP

    39,631,255       17,358,716       (22,443,961     (1,455,707     1,156,675       34,246,978       3,601,154       151,210       5,340,827  

Transamerica Large Cap Value

    21,355,304       13,271,621       (3,594,508     (252,047     2,662,346       33,442,716       3,015,574       512,331       —    

Transamerica PIMCO Total Return VP

    30,891,502       773,601       (3,403,686     93,418       1,700,907       30,055,742       2,553,589       773,601       —    

Transamerica Unconstrained Bond

    48,905,447       11,440,474       (3,914,977     (145,256     2,049,255       58,334,943       5,922,329       1,623,692       —    
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     595,857,191     $     83,254,932     $     (131,943,652   $     (2,947,165   $     61,653,918     $     605,875,224       59,187,870     $     5,888,947     $     5,340,827  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

(B)      All or a portion of the security has been segregated by the custodian as collateral to cover margin requirements for open futures contracts. The value of the security is $3,364,000.
(C)      Rate disclosed reflects the yield at September 30, 2019.
(D)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(E)      Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica JPMorgan International Moderate Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

CURRENCY ABBREVIATION:

 

CAD

   Canadian Dollar

PORTFOLIO ABBREVIATIONS:

 

EAFE

   Europe, Australasia and Far East

TSX

   Toronto Stock Exchange

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    3         


Transamerica JPMorgan Mid Cap Value VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS - 95.3%  
Auto Components - 0.7%  

BorgWarner, Inc.

     83,842        $  3,075,325  
     

 

 

 
Banks - 8.3%  

Citizens Financial Group, Inc.

     127,857        4,522,302  

Comerica, Inc.

     35,768        2,360,330  

Fifth Third Bancorp

     230,715        6,316,977  

First Republic Bank

     43,041        4,162,065  

Huntington Bancshares, Inc.

     251,005        3,581,841  

M&T Bank Corp.

     51,324        8,107,652  

SunTrust Banks, Inc.

     113,308        7,795,591  

Zions Bancorp NA

     36,311        1,616,566  
     

 

 

 
        38,463,324  
     

 

 

 
Beverages - 1.6%  

Constellation Brands, Inc., Class A

     19,700        4,083,416  

Keurig Dr. Pepper, Inc.

     65,893        1,800,197  

Molson Coors Brewing Co., Class B

     28,639        1,646,742  
     

 

 

 
        7,530,355  
     

 

 

 
Building Products - 0.7%  

Fortune Brands Home & Security, Inc.

     62,678        3,428,487  
     

 

 

 
Capital Markets - 4.9%  

Ameriprise Financial, Inc.

     35,512        5,223,815  

Invesco, Ltd.

     86,259        1,461,228  

Northern Trust Corp.

     50,412        4,704,448  

Raymond James Financial, Inc.

     53,357        4,399,818  

T. Rowe Price Group, Inc.

     59,961        6,850,544  
     

 

 

 
        22,639,853  
     

 

 

 
Chemicals - 1.1%  

Sherwin-Williams Co.

     9,341        5,136,336  
     

 

 

 
Communications Equipment - 0.2%  

CommScope Holding Co., Inc. (A)

     83,573        982,818  
     

 

 

 
Construction Materials - 1.0%  

Martin Marietta Materials, Inc.

     16,784        4,600,494  
     

 

 

 
Consumer Finance - 0.2%  

Ally Financial, Inc.

     34,233        1,135,166  
     

 

 

 
Containers & Packaging - 2.6%  

Ball Corp.

     55,327        4,028,359  

Silgan Holdings, Inc.

     152,294        4,574,150  

WestRock Co.

     86,704        3,160,361  
     

 

 

 
        11,762,870  
     

 

 

 
Distributors - 0.6%  

Genuine Parts Co.

     28,553        2,843,593  
     

 

 

 
Electric Utilities - 4.3%  

Edison International

     60,081        4,531,309  

Evergy, Inc.

     73,250        4,875,520  

Xcel Energy, Inc.

     162,827        10,565,844  
     

 

 

 
        19,972,673  
     

 

 

 
Electrical Equipment - 2.6%  

Acuity Brands, Inc.

     31,680        4,270,147  
     Shares      Value  
COMMON STOCKS (continued)  
Electrical Equipment (continued)  

AMETEK, Inc.

     52,479        $   4,818,622  

Hubbell, Inc.

     20,244        2,660,062  
     

 

 

 
        11,748,831  
     

 

 

 
Electronic Equipment, Instruments & Components - 4.2%  

Amphenol Corp., Class A

     48,089        4,640,589  

Arrow Electronics, Inc. (A)

     59,679        4,450,860  

CDW Corp.

     45,752        5,638,476  

Keysight Technologies, Inc. (A)

     30,971        3,011,930  

SYNNEX Corp.

     14,070        1,588,503  
     

 

 

 
        19,330,358  
     

 

 

 
Equity Real Estate Investment Trusts - 12.6%  

American Campus Communities, Inc.

     54,508        2,620,745  

American Homes 4 Rent Trust, Class A

     112,833        2,921,246  

AvalonBay Communities, Inc.

     29,753        6,406,713  

Boston Properties, Inc.

     42,541        5,515,866  

Brixmor Property Group, Inc.

     203,201        4,122,948  

Essex Property Trust, Inc.

     12,358        4,036,741  

Federal Realty Investment Trust

     36,426        4,959,036  

JBG SMITH Properties

     48,350        1,895,804  

Kimco Realty Corp.

     161,430        3,370,658  

Outfront Media, Inc.

     132,836        3,690,184  

Rayonier, Inc.

     112,603        3,175,405  

Regency Centers Corp.

     41,351        2,873,481  

Ventas, Inc.

     35,104        2,563,645  

Vornado Realty Trust

     73,933        4,707,314  

Weyerhaeuser Co.

     100,852        2,793,600  

WP Carey, Inc.

     26,704        2,390,008  
     

 

 

 
        58,043,394  
     

 

 

 
Food & Staples Retailing - 0.6%  

Kroger Co.

     99,864        2,574,494  
     

 

 

 
Food Products - 0.8%  

Post Holdings, Inc. (A)

     36,624        3,876,284  
     

 

 

 
Gas Utilities - 0.8%  

National Fuel Gas Co.

     82,952        3,892,108  
     

 

 

 
Health Care Equipment & Supplies - 1.4%  

Zimmer Biomet Holdings, Inc.

     46,668        6,406,116  
     

 

 

 
Health Care Providers & Services - 5.1%  

AmerisourceBergen Corp.

     54,732        4,506,086  

Cigna Corp. (A)

     19,598        2,974,780  

Convetrus, Inc. (A) (B)

     38,974        463,401  

Henry Schein, Inc. (A)

     51,022        3,239,897  

Humana, Inc.

     7,578        1,937,467  

Laboratory Corp. of America Holdings (A)

     30,087        5,054,616  

Universal Health Services, Inc., Class B

     35,168        5,231,240  
     

 

 

 
        23,407,487  
     

 

 

 
Hotels, Restaurants & Leisure - 0.8%  

Hilton Worldwide Holdings, Inc.

     38,016        3,539,670  
     

 

 

 
Household Durables - 1.4%  

Mohawk Industries, Inc. (A)

     33,924        4,208,951  

Newell Brands, Inc.

     126,246        2,363,325  
     

 

 

 
        6,572,276  
     

 

 

 
Household Products - 0.6%  

Energizer Holdings, Inc. (B)

     65,437        2,851,744  
     

 

 

 
Industrial Conglomerates - 0.6%  

Carlisle Cos., Inc.

     19,852        2,889,260  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica JPMorgan Mid Cap Value VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Insurance - 7.8%  

Alleghany Corp. (A)

     4,441        $   3,542,852  

Hartford Financial Services Group, Inc.

     115,275        6,986,818  

Lincoln National Corp.

     57,226        3,451,872  

Loews Corp.

     167,878        8,642,360  

Marsh & McLennan Cos., Inc.

     40,758        4,077,838  

Principal Financial Group, Inc.

     19,668        1,123,830  

Progressive Corp.

     50,419        3,894,868  

Unum Group

     23,224        690,217  

WR Berkley Corp.

     49,019        3,540,642  
     

 

 

 
        35,951,297  
     

 

 

 
Internet & Direct Marketing Retail - 1.4%  

Expedia Group, Inc.

     49,517        6,655,580  
     

 

 

 
IT Services - 0.9%  

Jack Henry & Associates, Inc.

     28,512        4,161,897  
     

 

 

 
Machinery - 3.7%  

IDEX Corp.

     25,758        4,221,221  

ITT, Inc.

     26,920        1,647,235  

Lincoln Electric Holdings, Inc.

     27,200        2,359,872  

Middleby Corp. (A)

     36,417        4,257,147  

Snap-on, Inc.

     29,266        4,581,300  
     

 

 

 
        17,066,775  
     

 

 

 
Media - 2.5%  

CBS Corp., Class B

     53,424        2,156,727  

DISH Network Corp., Class A (A)

     83,270        2,837,009  

Liberty Broadband Corp., Class C (A)

     24,911        2,607,434  

Liberty Media Corp. - Liberty SiriusXM, Class C (A)

     91,794        3,851,676  
     

 

 

 
        11,452,846  
     

 

 

 
Multi-Utilities - 6.1%  

CMS Energy Corp.

     155,191        9,924,464  

Sempra Energy

     48,200        7,114,802  

WEC Energy Group, Inc.

     116,997        11,126,415  
     

 

 

 
        28,165,681  
     

 

 

 
Multiline Retail - 1.3%  

Kohl’s Corp.

     73,799        3,664,858  

Nordstrom, Inc. (B)

     64,880        2,184,510  
     

 

 

 
        5,849,368  
     

 

 

 
Oil, Gas & Consumable Fuels - 4.9%  

Cabot Oil & Gas Corp.

     175,347        3,080,847  

Diamondback Energy, Inc.

     67,181        6,040,244  

EQT Corp.

     125,396        1,334,213  

Equitrans Midstream Corp.

     115,721        1,683,741  

PBF Energy, Inc., Class A

     97,164        2,641,889  

Williams Cos., Inc.

     319,532        7,687,940  
     

 

 

 
        22,468,874  
     

 

 

 
Personal Products - 0.3%  

Coty, Inc., Class A

     123,399        1,296,923  
     

 

 

 
Real Estate Management & Development - 1.5%  

CBRE Group, Inc., Class A (A)

     106,290        5,634,433  

Cushman & Wakefield PLC (A)

     75,544        1,399,830  
     

 

 

 
        7,034,263  
     

 

 

 
     Shares      Value  
COMMON STOCKS (continued)  
Semiconductors & Semiconductor Equipment - 0.4%  

Analog Devices, Inc.

     18,151        $   2,028,011  
     

 

 

 
Software - 1.0%  

Synopsys, Inc. (A)

     31,952        4,385,412  
     

 

 

 
Specialty Retail - 3.8%  

AutoZone, Inc. (A)

     6,169        6,691,021  

Best Buy Co., Inc.

     61,295        4,228,742  

Gap, Inc.

     144,730        2,512,513  

Tiffany & Co.

     43,821        4,059,139  
     

 

 

 
        17,491,415  
     

 

 

 
Textiles, Apparel & Luxury Goods - 1.5%  

PVH Corp.

     35,653        3,145,664  

Ralph Lauren Corp.

     38,034        3,631,106  
     

 

 

 
        6,776,770  
     

 

 

 
Trading Companies & Distributors - 0.5%  

MSC Industrial Direct Co., Inc., Class A

     28,861        2,093,288  
     

 

 

 

Total Common Stocks
(Cost $358,398,066)

 

     439,581,716  
  

 

 

 
OTHER INVESTMENT COMPANY - 0.9%  
Securities Lending Collateral - 0.9%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (C)

     3,997,686        3,997,686  
     

 

 

 

Total Other Investment Company
(Cost $3,997,686)

 

     3,997,686  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 4.6%  

Fixed Income Clearing Corp., 1.05% (C), dated 09/30/2019, to be repurchased at $21,012,819 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.13%, due 09/30/2021, and with a value of $21,436,499.

     $  21,012,206        21,012,206  
     

 

 

 

Total Repurchase Agreement
(Cost $21,012,206)

 

     21,012,206  
  

 

 

 

Total Investments
(Cost $383,407,958)

 

     464,591,608  

Net Other Assets (Liabilities) - (0.8)%

        (3,573,126
     

 

 

 

Net Assets - 100.0%

        $  461,018,482  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    2

 

      


Transamerica JPMorgan Mid Cap Value VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (D)

 

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

ASSETS

           

Investments

 

Common Stocks

   $ 439,581,716      $ —        $ —        $ 439,581,716  

Other Investment Company

     3,997,686        —          —          3,997,686  

Repurchase Agreement

     —          21,012,206        —          21,012,206  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     443,579,402      $     21,012,206      $     —        $     464,591,608  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing securities.
(B)      All or a portion of the securities are on loan. The total value of all securities on loan is $3,910,476. 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.
(C)      Rates disclosed reflect the yields at September 30, 2019.
(D)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    3         


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Principal      Value  
ASSET-BACKED SECURITIES - 10.1%  
Cayman Islands - 0.2%  

Colony American Finance, Ltd.

     

Series 2016-2, Class A,

     

2.55%, 11/15/2048 (A)

     $  219,287        $  219,336  

Goodgreen Trust

     

Series 2017-2A, Class A,

     

3.26%, 10/15/2053 (A)

     737,932        753,790  

Hero Funding Trust

     

Series 2017-3A, Class A2,

     

3.95%, 09/20/2048 (A)

     635,800        664,973  

Renew

     

Series 2017-1A, Class A,

     

3.67%, 09/20/2052 (A)

     195,310        202,644  
     

 

 

 
        1,840,743  
     

 

 

 
United States - 9.9%  

Aames Mortgage Investment Trust

     

Series 2005-3, Class M1,

     

1-Month LIBOR + 0.53%,
2.55% (B), 08/25/2035 (A)

     282,472        282,743  

Academic Loan Funding Trust

     

Series 2013-1A, Class A,

     

1-Month LIBOR + 0.80%,
2.95% (B), 12/26/2044 (A)

     160,569        159,681  

Accredited Mortgage Loan Trust

     

Series 2005-4, Class A2D,

     

1-Month LIBOR + 0.32%,
2.34% (B), 12/25/2035

     111,466        111,238  

ACE Securities Corp. Home Equity Loan Trust

     

Series 2002-HE3, Class M1,

     

1-Month LIBOR + 1.80%,
3.82% (B), 10/25/2032

     226,912        229,043  

Series 2003-HE1, Class M1,

     

1-Month LIBOR + 0.98%,
2.99% (B), 11/25/2033

     576,595        572,458  

Series 2004-HE4, Class M2,

     

1-Month LIBOR + 0.98%,
2.99% (B), 12/25/2034

     225,561        224,005  

American Credit Acceptance Receivables Trust

     

Series 2016-3, Class C,

     

4.26%, 08/12/2022 (A)

     226,909        228,226  

Series 2016-4, Class C,

     

2.91%, 02/13/2023 (A)

     54,274        54,298  

Series 2018-3, Class E,

     

5.17%, 10/15/2024 (A)

     800,000        828,793  

Series 2018-4, Class C,

     

3.97%, 01/13/2025 (A)

     1,245,000        1,265,700  

American Homes 4 Rent Trust

     

Series 2014-SFR2, Class E,

     

6.23%, 10/17/2036 (A)

     150,000        166,983  

Series 2014-SFR3, Class E,

     

6.42%, 12/17/2036 (A)

     175,000        196,956  

Series 2015-SFR1, Class A,

     

3.47%, 04/17/2052 (A)

     229,809        239,056  

Series 2015-SFR1, Class E,

     

5.64%, 04/17/2052 (A)

     292,500        319,295  

Series 2015-SFR2, Class D,

     

5.04%, 10/17/2052 (A)

     700,000        765,604  
     Principal      Value  
ASSET-BACKED SECURITIES (continued)  
United States (continued)  

American Homes 4 Rent Trust (continued)

     

Series 2015-SFR2, Class E,

     

6.07%, 10/17/2052 (A)

     $   400,000        $   448,894  

American Tower Trust #1

     

Series 2013-2A, Class 2A,

     

3.07%, 03/15/2048 (A)

     450,000        457,265  

AmeriCredit Automobile Receivables Trust

     

Series 2016-4, Class B,

     

1.83%, 12/08/2021

     500,000        499,401  

Series 2017-1, Class B,

     

2.30%, 02/18/2022

     235,000        234,978  

Series 2017-1, Class C,

     

2.71%, 08/18/2022

     127,000        127,980  

Series 2017-1, Class D,

     

3.13%, 01/18/2023

     284,000        288,238  

ARIVO

     

Series 2018-1, Class A,

     

5.17%, 10/31/2019 (C) (D)

     1,199,302        1,199,302  

Asset-Backed Securities Corp. Home Equity Loan Trust

     

Series 2003-HE6, Class M1,

     

1-Month LIBOR + 0.98%,
2.99% (B), 11/25/2033

     438,017        434,731  

Series 2003-HE6, Class M2,

     

1-Month LIBOR + 2.48%,
4.49% (B), 11/25/2033

     530,112        533,340  

Series 2003-HE6, Class M3,

     

1-Month LIBOR + 3.00%,
5.02% (B), 11/25/2033

     418,304        437,704  

Series 2004-HE1, Class M1,

     

1-Month LIBOR + 1.05%,
3.08% (B), 01/15/2034

     413,689        412,955  

Series 2004-HE3, Class M2,

     

1-Month LIBOR + 1.68%,
3.70% (B), 06/25/2034

     750,816        751,038  

Axis Equipment Finance Receivables IV LLC

     

Series 2016-1A, Class A,

     

2.21%, 11/20/2021 (A)

     8,956        8,954  

B2R Mortgage Trust

     

Series 2015-2, Class A,

     

3.34%, 11/15/2048 (A)

     274,987        275,212  

Bayview Financial Acquisition Trust

     

Series 2004-C, Class M3,

     

1-Month LIBOR + 1.95%,
3.99% (B), 05/28/2044

     435,869        438,698  

Bear Stearns Asset-Backed Securities I Trust

     

Series 2004-FR2, Class M3,

     

1-Month LIBOR + 1.80%,
3.82% (B), 06/25/2034

     87,113        87,457  

Series 2004-HE6, Class M2,

     

1-Month LIBOR + 1.88%,
3.89% (B), 08/25/2034

     364,007        364,100  

Bear Stearns Asset-Backed Securities Trust

     

Series 2003-2, Class M1,

     

1-Month LIBOR + 1.80%,
3.82% (B), 03/25/2043

     431,914        433,985  

Business Jet Securities LLC

     

Series 2018-1, Class A,

     

4.34%, 02/15/2033 (A)

     1,452,337        1,466,583  

Series 2018-2, Class A,

     

4.45%, 06/15/2033 (A)

     1,365,625        1,389,776  

Series 2019-1, Class A,

     

4.21%, 07/15/2034 (A)

     1,737,209        1,782,701  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
ASSET-BACKED SECURITIES (continued)  
United States (continued)  

BXG Receivables Note Trust

     

Series 2012-A, Class A,

     

2.66%, 12/02/2027 (A)

     $   11,484        $   11,484  

Camillo Trust

     

Series 2016-SFR1,

     

5.00%, 12/05/2023 (C) (D)

     1,001,692        999,501  

Capital Auto Receivables Asset Trust

     

Series 2018-1, Class A3,

     

2.79%, 01/20/2022 (A)

     1,558,328        1,562,621  

CarMax Auto Owner Trust

     

Series 2016-3, Class C,

     

2.20%, 06/15/2022

     850,000        849,676  

Series 2017-3, Class D,

     

3.46%, 10/16/2023

     906,000        920,248  

Carnow Auto Receivables Trust

     

Series 2017-1A, Class A,

     

2.92%, 09/15/2022 (A)

     47,456        47,455  

Carvana Auto Receivables Trust

     

Series 2019-3A, Class D,

     

3.04%, 04/15/2025 (A)

     1,850,000        1,853,339  

Centex Home Equity Loan Trust

     

Series 2004-A, Class M1,

     

1-Month LIBOR + 0.60%,
2.62% (B), 01/25/2034

     870,404        868,008  

Chase Funding Trust

     

Series 2003-2, Class 2A2,

     

1-Month LIBOR + 0.56%,
2.58% (B), 02/25/2033

     258,024        252,088  

Series 2003-5, Class 2A2,

     

1-Month LIBOR + 0.60%,
2.62% (B), 07/25/2033

     576,894        565,365  

CHEC Loan Trust

     

Series 2004-1, Class M2,

     

1-Month LIBOR + 0.98%,
2.99% (B), 07/25/2034 (A)

     227,820        222,795  

CIG Auto Receivables Trust

     

Series 2017-1A, Class A,

     

2.71%, 05/15/2023 (A)

     96,302        96,402  

CLUB Credit Trust

     

Series 2017-P2, Class A,

     

2.61%, 01/15/2024 (A)

     90,797        90,821  

COOF Securitization Trust, Ltd., Interest Only STRIPS

     

Series 2014-1, Class A,

     

3.00% (B), 06/25/2040 (A)

     154,631        14,143  

Corevest American Finance Trust

     

Series 2019-1, Class B,

     

3.88%, 03/15/2052 (A)

     875,000        926,143  

Countrywide Asset-Backed Certificates

     

Series 2004-BC1, Class M1,

     

1-Month LIBOR + 0.75%,
2.77% (B), 02/25/2034

     628,533        627,197  

Countrywide Partnership Trust

     

Series 2004-EC1, Class M2,

     

1-Month LIBOR + 0.95%,
2.96% (B), 01/25/2035

     277,526        278,313  

CPS Auto Receivables Trust

     

Series 2014-C, Class C,

     

3.77%, 08/17/2020 (A)

     9,896        9,897  

Series 2014-D, Class C,

     

4.35%, 11/16/2020 (A)

     27,814        27,873  

Series 2015-A, Class C,

     

4.00%, 02/16/2021 (A)

     50,832        50,937  

Series 2016-C, Class C,

     

3.27%, 06/15/2022 (A)

     265,652        266,059  
     Principal      Value  
ASSET-BACKED SECURITIES (continued)  
United States (continued)  

CPS Auto Receivables Trust (continued)

     

Series 2017-C, Class C,

     

2.86%, 06/15/2023 (A)

     $   1,150,000        $   1,151,411  

Series 2017-C, Class D,

     

3.79%, 06/15/2023 (A)

     791,000        804,600  

Credit Acceptance Auto Loan Trust

     

Series 2017-1A, Class A,

     

2.56%, 10/15/2025 (A)

     102,641        102,681  

Series 2017-1A, Class B,

     

3.04%, 12/15/2025 (A)

     250,000        250,934  

Series 2017-1A, Class C,

     

3.48%, 02/17/2026 (A)

     250,000        250,747  

Series 2017-2A, Class B,

     

3.02%, 04/15/2026 (A)

     1,380,000        1,386,961  

Series 2017-2A, Class C,

     

3.35%, 06/15/2026 (A)

     250,000        251,801  

Series 2018-1A, Class A,

     

3.01%, 02/16/2027 (A)

     559,000        562,356  

Credit-Based Asset Servicing & Securitization LLC

     

Series 2003-CB6, Class M1,

     

1-Month LIBOR + 1.05%,
3.07% (B), 12/25/2033

     685,792        682,497  

Series 2004-CB2, Class M1,

     

1-Month LIBOR + 0.78%,
2.80% (B), 07/25/2033

     736,862        725,619  

CSMA SFR Holdings LLC

     

Series 2019-1, Class A,

     

2.00%, 04/25/2023

     1,387,124        1,386,985  

CWABS, Inc. Asset-Backed Certificates Trust

     

Series 2004-6, Class M5,

     

1-Month LIBOR + 1.91%,
3.92% (B), 08/25/2034

     264,097        264,431  

Diamond Resorts Owner Trust

     

Series 2017-1A, Class A,

     

3.27%, 10/22/2029 (A)

     290,495        293,352  

Series 2018-1, Class A,

     

3.70%, 01/21/2031 (A)

     622,416        634,789  

Drive Auto Receivables Trust

     

Series 2015-BA, Class D,

     

3.84%, 07/15/2021 (A)

     66,967        67,018  

Series 2015-DA, Class D,

     

4.59%, 01/17/2023 (A)

     201,427        202,207  

Series 2016-CA, Class D,

     

4.18%, 03/15/2024 (A)

     602,000        611,150  

Series 2017-1, Class C,

     

2.84%, 04/15/2022

     162,397        162,503  

Series 2017-1, Class D,

     

3.84%, 03/15/2023

     1,130,000        1,142,866  

Series 2017-2, Class C,

     

2.75%, 09/15/2023

     313,476        313,741  

Series 2017-3, Class D,

     

3.53%, 12/15/2023 (A)

     1,500,000        1,516,855  

Series 2017-AA, Class C,

     

2.98%, 01/18/2022 (A)

     63,156        63,219  

Series 2017-AA, Class D,

     

4.16%, 05/15/2024 (A)

     346,000        351,577  

Series 2018-3, Class C,

     

3.72%, 09/16/2024

     545,000        550,424  

Series 2018-4, Class C,

     

3.66%, 11/15/2024

     1,259,000        1,273,989  

Series 2019-1, Class D,

     

4.09%, 06/15/2026

     435,000        450,474  

Series 2019-4, Class C,

     

2.51%, 11/17/2025

     2,200,000        2,202,306  

Series 2019-4, Class D,

     

2.70%, 02/16/2027

     5,000,000        5,001,323  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    2

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
ASSET-BACKED SECURITIES (continued)  
United States (continued)  

DT Asset Trust

     

Series 2017, Class B,

     

5.84%, 12/16/2022

     $   600,000        $   600,217  

DT Auto Owner Trust

     

Series 2016-4A, Class D,

     

3.77%, 10/17/2022 (A)

     246,083        247,360  

Series 2017-1A, Class D,

     

3.55%, 11/15/2022 (A)

     315,000        317,093  

Series 2017-2A, Class C,

     

3.03%, 01/17/2023 (A)

     110,615        110,672  

Series 2017-3A, Class D,

     

3.58%, 05/15/2023 (A)

     302,000        304,452  

Engs Commercial Finance Trust

     

Series 2016-1A, Class A2,

     

2.63%, 02/22/2022 (A)

     45,315        45,333  

Exeter Automobile Receivables Trust

     

Series 2016-1A, Class C,

     

5.52%, 10/15/2021 (A)

     217,734        219,131  

Series 2016-3A, Class B,

     

2.84%, 08/16/2021 (A)

     50,620        50,651  

Series 2017-1A, Class C,

     

3.95%, 12/15/2022 (A)

     165,000        166,932  

Series 2017-3A, Class A,

     

2.05%, 12/15/2021 (A)

     20,588        20,584  

Series 2017-3A, Class C,

     

3.68%, 07/17/2023 (A)

     910,000        927,319  

Series 2018-3A, Class E,

     

5.43%, 08/15/2024 (A)

     1,560,000        1,640,431  

Series 2018-4A, Class B,

     

3.64%, 11/15/2022 (A)

     509,000        513,561  

Series 2019-1A, Class E,

     

5.20%, 01/15/2026

     1,310,000        1,372,109  

First Franklin Mortgage Loan Trust

     

Series 2006-FF2, Class A4,

     

1-Month LIBOR + 0.20%,
2.22% (B), 02/25/2036

     20,367        20,365  

First Investors Auto Owner Trust

     

Series 2017-2A, Class B,

     

2.65%, 11/15/2022 (A)

     667,000        668,490  

Series 2017-2A, Class C,

     

3.00%, 08/15/2023 (A)

     1,500,000        1,507,306  

Series 2017-3A, Class A2,

     

2.41%, 12/15/2022 (A)

     615,000        615,256  

Flagship Credit Auto Trust

     

Series 2015-3, Class B,

     

3.68%, 03/15/2022 (A)

     50,943        51,012  

Series 2015-3, Class C,

     

4.65%, 03/15/2022 (A)

     126,000        127,672  

Series 2016-1, Class C,

     

6.22%, 06/15/2022 (A)

     600,000        619,946  

Series 2016-2, Class D,

     

8.56%, 11/15/2023 (A)

     700,000        752,349  

Series 2016-4, Class C,

     

2.71%, 11/15/2022 (A)

     423,000        424,815  

Fort Cre LLC

     

1-Month LIBOR + 2.83%,
4.96% (B), 11/16/2035 (A)

     2,075,000        2,074,414  

Foundation Finance Trust

     

Series 2019-1A, Class A,

     

3.86%, 11/15/2034 (A)

     627,495        642,260  

Freedom Financial Trust

     

Series 2018-1, Class A,

     

3.61%, 07/18/2024 (A)

     287,087        288,421  

Series 2018-2, Class A,

     

3.99%, 10/20/2025 (A)

     735,669        741,053  
     Principal      Value  
ASSET-BACKED SECURITIES (continued)  
United States (continued)  

FTF Funding II LLC

     

Series 2019-1, Class A,

     

Zero Coupon, 08/15/2020

     $   1,001,172        $   1,001,281  

GLS Auto Receivables Trust

     

Series 2017-1A, Class B,

     

2.98%, 12/15/2021 (A)

     708,145        709,427  

GMAT Trust

     

Series 2013-1A, Class A,

     

6.97% (B), 11/25/2043 (A)

     2,518        2,519  

Gold Key Resorts LLC

     

Series 2014-A, Class A,

     

3.22%, 03/17/2031 (A)

     67,233        67,248  

Golden Bear LLC

     

Series 2016-R, Class R,

     

5.65%, 09/20/2047 (A)

     175,892        177,091  

Goodgreen Trust

     

Series 2017, Class R1,

     

5.00%, 10/20/2051

     1,338,577        1,324,044  

Series 2017-1A, Class A,

     

3.74%, 10/15/2052 (A)

     151,419        157,579  

Hero Funding Trust

     

Series 2016-3A, Class A1,

     

3.08%, 09/20/2042 (A)

     166,159        168,849  

Series 2017-1A, Class A2,

     

4.46%, 09/20/2047 (A)

     470,947        496,140  

Hilton Grand Vacations Trust

     

Series 2017-AA, Class A,

     

2.66%, 12/26/2028 (A)

     138,599        138,955  

Home Equity Asset Trust

     

Series 2003-3, Class M1,

     

1-Month LIBOR + 1.29%,
3.31% (B), 08/25/2033

     733,757        734,613  

Series 2004-3, Class M1,

     

1-Month LIBOR + 0.86%,
2.87% (B), 08/25/2034

     659,137        655,984  

Home Equity Mortgage Loan Asset-Backed Trust

     

Series 2004-B, Class M8,

     

1-Month LIBOR + 3.30%,
4.91% (B), 11/25/2034

     233,876        229,898  

Series 2004-C, Class M1,

     

1-Month LIBOR + 0.84%,
2.86% (B), 03/25/2035

     727,280        727,041  

Kabbage Funding LLC

     

Series 2019-1, Class A,

     

3.83%, 03/15/2024 (A)

     1,810,000        1,829,742  

KGS-Alpha SBA COOF Trust, Interest Only STRIPS

     

Series 2012-2, Class A,

     

1.06% (B), 08/25/2038 (A)

     626,267        14,642  

Series 2013-2, Class A,

     

1.77% (B), 03/25/2039 (A)

     600,651        25,570  

Series 2014-2, Class A,

     

2.93% (B), 04/25/2040 (A)

     262,833        21,425  

Long Beach Mortgage Loan Trust

     

Series 2004-3, Class M2,

     

1-Month LIBOR + 0.90%,
2.92% (B), 07/25/2034

     648,265        645,967  

Series 2004-3, Class M4,

     

1-Month LIBOR + 1.61%,
3.63% (B), 07/25/2034

     198,707        199,231  

Series 2004-4, Class M1,

     

1-Month LIBOR + 0.90%,
2.92% (B), 10/25/2034

     564,371        564,291  

LV Tower 52

     

Series 2013-1, Class A,

     

5.75%, 07/15/2019 (A)

     440,441        444,620  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    3

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
ASSET-BACKED SECURITIES (continued)  
United States (continued)  

Marlette Funding Trust

     

Series 2018-1A, Class A,

     

2.61%, 03/15/2028 (A)

     $   53,037        $   53,045  

Master Asset-Backed Securities Trust

     

Series 2004-OPT2, Class M1,

     

1-Month LIBOR + 0.90%,
2.92% (B), 09/25/2034

     105,951        103,655  

Series 2005-NC1, Class M2,

     

1-Month LIBOR + 0.75%,
2.77% (B), 12/25/2034

     115,297        114,455  

Meritage Mortgage Loan Trust

     

Series 2003-1, Class M2,

     

1-Month LIBOR + 2.33%,
4.34% (B), 11/25/2033

     423,055        422,093  

Morgan Stanley ABS Capital I, Inc. Trust

     

Series 2004-HE8, Class M1,

     

1-Month LIBOR + 0.96%,
2.98% (B), 09/25/2034

     786,521        788,606  

Series 2004-NC2, Class M1,

     

1-Month LIBOR + 0.83%,
2.84% (B), 12/25/2033

     238,599        238,451  

Series 2004-NC7, Class M2,

     

1-Month LIBOR + 0.93%,
2.95% (B), 07/25/2034

     177,739        178,295  

Series 2004-NC8, Class M4,

     

1-Month LIBOR + 1.50%,
3.52% (B), 09/25/2034

     519,099        517,289  

Series 2004-NC8, Class M5,

     

1-Month LIBOR + 1.65%,
3.67% (B), 09/25/2034

     389,340        387,923  

Morgan Stanley Dean Witter Capital I, Inc. Trust

     

Series 2002-AM3, Class A3,

     

1-Month LIBOR + 0.98%,
3.00% (B), 02/25/2033

     637,523        637,891  

New Century Home Equity Loan Trust

     

Series 2004-2, Class M3,

     

1-Month LIBOR + 1.01%,
3.02% (B), 08/25/2034

     398,272        397,816  

Series 2004-2, Class M5,

     

1-Month LIBOR + 2.03%,
4.04% (B), 08/25/2034

     238,970        241,408  

Series 2004-4, Class M1,

     

1-Month LIBOR + 0.77%,
2.78% (B), 02/25/2035

     771,978        765,086  

Nissan Auto Receivables Owner Trust

     

Series 2017-C, Class A3,

     

2.12%, 04/18/2022

     645,000        645,155  

NovaStar Mortgage Funding Trust

     

Series 2003-3, Class M1,

     

1-Month LIBOR + 1.13%,
3.14% (B), 12/25/2033

     206,661        206,405  

OnDeck Asset Securitization Trust LLC

     

Series 2018-1A, Class A,

     

3.50%, 04/18/2022 (A)

     312,000        313,317  

OneMain Direct Auto Receivables Trust

     

Series 2017-2A, Class C,

     

2.82%, 07/15/2024 (A)

     1,315,000        1,318,689  

OneMain Financial Issuance Trust

     

Series 2016-1A, Class A,

     

3.66%, 02/20/2029 (A)

     167,206        167,784  

Oportun Funding IX LLC

     

Series 2018-B, Class A,

     

3.91%, 07/08/2024 (A)

     1,456,000        1,478,235  

Oportun Funding VI LLC

     

Series 2017-A, Class A,

     

3.23%, 06/08/2023 (A)

     357,000        356,926  
     Principal      Value  
ASSET-BACKED SECURITIES (continued)  
United States (continued)  

Oportun Funding VI LLC (continued)

     

Series 2017-A, Class B,

     

3.97% (B), 06/08/2023 (A)

     $   1,000,000        $   1,000,604  

Oportun Funding VII LLC

     

Series 2017-B, Class A,

     

3.22%, 10/10/2023 (A)

     308,000        308,705  

Oportun Funding VIII LLC

     

Series 2018-A, Class A,

     

3.61%, 03/08/2024 (A)

     655,000        662,234  

Option One Mortgage Acceptance Corp. Asset-Backed Certificates

     

Series 2003-6, Class A2,

     

1-Month LIBOR + 0.66%,
2.68% (B), 11/25/2033

     434,424        430,854  

Option One Mortgage Loan Trust

     

Series 2004-1, Class M2,

     

1-Month LIBOR + 1.65%,
3.67% (B), 01/25/2034

     555,968        550,618  

Park Place Securities, Inc. Asset-Backed Pass-Through Certificates

     

Series 2005-WCH1, Class M4,

     

1-Month LIBOR + 1.25%,
3.26% (B), 01/25/2036

     500,000        502,682  

Pretium Mortgage Credit Partners I LLC

     

Series 2018-NPL4, Class A1,

     

4.83% (B), 09/25/2058 (A)

     602,838        606,132  

Series 2018-NPL4, Class A2,

     

6.05% (B), 09/25/2058 (A)

     1,000,000        998,217  

Series 2019-NPL2, Class A1,

     

3.84% (B), 12/25/2058 (A)

     645,526        648,224  

Progress Residential Trust

     

Series 2015-SFR3, Class A,

     

3.07%, 11/12/2032 (A)

     1,656,093        1,652,420  

Series 2015-SFR3, Class D,

     

4.67%, 11/12/2032 (A)

     250,000        250,079  

Series 2015-SFR3, Class E,

     

5.66%, 11/12/2032 (A)

     200,000        200,335  

Series 2017-SFR1, Class A,

     

2.77%, 08/17/2034 (A)

     167,387        167,838  

Series 2017-SFR1, Class C,

     

3.32%, 08/17/2034 (A)

     2,000,000        2,020,385  

Series 2018-SFR2, Class A,

     

3.71%, 08/17/2035 (A)

     2,400,000        2,449,618  

Series 2018-SFR2, Class E,

     

4.66%, 08/17/2035 (A)

     771,000        794,835  

PRPM LLC

     

Series 2019-2A, Class A1,

     

3.97% (B), 04/25/2024 (A)

     563,778        569,497  

Purchasing Power Funding LLC

     

Series 2018-A, Class A,

     

3.34%, 08/15/2022 (A)

     2,090,000        2,093,395  

RAMP Trust

     

Series 2005-RS6, Class M4,

     

1-Month LIBOR + 0.98%,
2.99% (B), 06/25/2035

     1,250,000        1,250,034  

Series 2006-RZ3, Class M1,

     

1-Month LIBOR + 0.35%,
2.37% (B), 08/25/2036

     1,100,000        1,096,339  

RASC Trust

     

Series 2005-EMX1, Class M1,

     

1-Month LIBOR + 0.65%,
2.66% (B), 03/25/2035

     413,470        413,745  

Series 2005-KS9, Class M3,

     

1-Month LIBOR + 0.46%,
2.48% (B), 10/25/2035

     440,440        441,069  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    4

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
ASSET-BACKED SECURITIES (continued)  
United States (continued)  

Renaissance Home Equity Loan Trust

     

Series 2003-2, Class A,

     

1-Month LIBOR + 0.88%,
2.90% (B), 08/25/2033

     $   718,245        $   718,861  

Rice Park Financing Trust

     

Series 2016-A, Class A,

     

4.63%, 10/31/2041 (A)

     681,345        688,056  

Santander Drive Auto Receivables Trust

     

Series 2015-5, Class E,

     

4.67%, 02/15/2023 (A)

     1,560,000        1,568,856  

Santander Retail Auto Lease Trust

     

Series 2018-A, Class A3,

     

2.93%, 05/20/2021 (A)

     839,000        842,402  

SART

     

4.75%, 06/15/2025

     1,774,336        1,812,981  

Securitized Asset-Backed Receivables LLC Trust

     

Series 2004-NC1, Class M2,

     

1-Month LIBOR + 1.73%,
3.74% (B), 02/25/2034

     288,640        289,382  

Series 2004-OP2, Class M1,

     

1-Month LIBOR + 0.98%,
2.99% (B), 08/25/2034

     491,404        489,514  

Sofi Consumer Loan Program LLC

     

Series 2016-2A, Class A,

     

3.09%, 10/27/2025 (A)

     54,733        54,874  

Soundview Home Loan Trust

     

Series 2005-OPT1, Class M2,

     

1-Month LIBOR + 0.68%,
2.69% (B), 06/25/2035

     684,518        683,798  

Specialty Underwriting & Residential Finance Trust

     

Series 2003-BC4, Class M1,

     

1-Month LIBOR + 0.90%,
2.92% (B), 11/25/2034

     504,343        498,599  

Structured Asset Investment Loan Trust

     

Series 2003-BC12, Class M1,

     

1-Month LIBOR + 0.98%,
2.99% (B), 11/25/2033

     95,358        92,382  

Series 2004-6, Class M2,

     

1-Month LIBOR + 1.95%,
3.97% (B), 07/25/2034

     28,347        27,374  

Structured Asset Securities Corp. Mortgage Loan Trust

     

Series 2006-BC6, Class A4,

     

1-Month LIBOR + 0.17%,
2.19% (B), 01/25/2037

     279,851        275,862  

Synchrony Card Funding LLC

     

Series 2019-A1, Class A,

     

2.95%, 03/15/2025

     2,027,000        2,070,411  

Synchrony Card Issuance Trust

     

Series 2018-A1, Class A1,

     

3.38%, 09/15/2024

     1,000,000        1,025,699  

Tricolor Auto Securitization Trust

     

Series 2018-1A, Class A,

     

5.05%, 12/15/2020 (A)

     418,211        421,500  

Tricon American Homes Trust

     

Series 2016-SFR1, Class A,

     

2.59%, 11/17/2033 (A)

     344,067        343,544  

United Auto Credit Securitization Trust

     

Series 2018-2, Class B,

     

3.56%, 08/10/2022 (A)

     2,000,000        2,004,431  

Series 2018-2, Class C,

     

3.78%, 05/10/2023 (A)

     1,075,000        1,083,436  

Upgrade Receivables Trust

     

Series 2018-1A, Class A,

     

3.76%, 11/15/2024 (A)

     207,929        208,595  
     Principal      Value  
ASSET-BACKED SECURITIES (continued)  
United States (continued)  

Upstart Securitization Trust

     

Series 2018-2, Class A,

     

3.33%, 12/22/2025 (A)

     $   307,944        $   308,159  

US Auto Funding LLC

     

Series 2018-1A, Class A,

     

5.50%, 07/15/2023 (A)

     768,145        785,818  

Vericrest Opportunity Loan Trust

     

Series 2019-NPL2, Class A1,

     

3.97% (B), 02/25/2049 (A)

     913,637        916,683  

Series 2019-NPL3, Class A1,

     

3.97% (B), 03/25/2049 (A)

     486,709        489,429  

Series 2019-NPL3, Class A2,

     

6.17% (B), 03/25/2049 (A)

     1,100,000        1,109,275  

Verizon Owner Trust

     

Series 2017-3A, Class A1A,

     

2.06%, 04/20/2022 (A)

     1,019,000        1,018,767  

VM Debt Trust

     

7.50%, 06/15/2024

     1,200,000        1,200,000  

VOLT LXIV LLC

     

Series 2017-NP11, Class A1,

     

3.38% (B), 10/25/2047 (A)

     653,082        654,080  

VOLT LXIX LLC

     

Series 2018-NPL5, Class A1A,

     

4.21% (B), 08/25/2048 (A)

     495,728        497,016  

VOLT LXX LLC

     

Series 2018-NPL6, Class A1A,

     

4.11% (B), 09/25/2048 (A)

     529,822        531,358  

VOLT LXXII LLC

     

Series 2018-NPL8, Class A1A,

     

4.21% (B), 10/26/2048 (A)

     1,644,211        1,649,927  

VOLT LXXV LLC

     

Series 2019-NPL1, Class A1A,

     

4.34% (B), 01/25/2049 (A)

     1,912,520        1,925,584  

VOLT LXXX LLC

     

Series 2019-NPL6, Class A1B,

     

4.09% (B), 10/25/2049 (A)

     1,600,000        1,602,762  

VSE Voi Mortgage LLC

     

Series 2018-A, Class A,

     

3.56%, 02/20/2036 (A)

     445,074        460,129  

Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates

     

Series 2004-1, Class 1A,

     

1-Month LIBOR + 0.30%,
2.32% (B), 04/25/2034

     653,762        643,729  

Westgate Resorts LLC

     

Series 2017-1A, Class A,

     

3.05%, 12/20/2030 (A)

     208,261        209,101  

Westlake Automobile Receivables Trust

     

Series 2016-2A, Class D,

     

4.10%, 06/15/2021 (A)

     114,045        114,270  

Series 2016-3A, Class C,

     

2.46%, 01/18/2022 (A)

     102,559        102,562  

Series 2017-1A, Class C,

     

2.70%, 10/17/2022 (A)

     102,035        102,096  

Series 2017-2A, Class C,

     

2.59%, 12/15/2022 (A)

     1,231,000        1,231,880  

World Financial Network Credit Card Master Trust

     

3.14%, 12/15/2025

     935,000        955,725  
     

 

 

 
        136,471,203  
     

 

 

 

Total Asset-Backed Securities
(Cost $135,853,654)

 

     138,311,946  
  

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    5

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES - 15.1%  
Australia - 0.5%  

APT Pipelines, Ltd.

     

4.25%, 07/15/2027 (A)

     $   216,000        $   232,249  

Australia & New Zealand Banking Group, Ltd.

     

4.40%, 05/19/2026 (A)

     200,000        214,211  

Commonwealth Bank of Australia

     

2.50%, 09/18/2022 (A)

     300,000        303,421  

2.85%, 05/18/2026 (A)

     250,000        257,131  

3.45%, 03/16/2023 (A)

     250,000        261,127  

4.50%, 12/09/2025 (A)

     200,000        215,953  

GAIF Bond Issuer Pty, Ltd.

     

3.40%, 09/30/2026 (A)

     184,000        187,355  

Macquarie Bank, Ltd.

     

2.85%, 07/29/2020 (A)

     150,000        150,990  

4.00%, 07/29/2025 (A)

     150,000        160,831  

Macquarie Group, Ltd.

     

Fixed until 11/28/2027,
3.76% (B), 11/28/2028 (A)

     475,000        496,028  

Fixed until 01/15/2029,
5.03% (B), 01/15/2030 (A)

     960,000        1,094,998  

6.00%, 01/14/2020 (A)

     360,000        363,790  

6.25%, 01/14/2021 (A)

     80,000        83,902  

National Australia Bank, Ltd.

     

3.38%, 01/14/2026

     500,000        529,920  

Fixed until 08/02/2029,
3.93% (B), 08/02/2034 (A)

     390,000        400,369  

Scentre Group Trust 1 / Scentre Group Trust 2

     

3.50%, 02/12/2025 (A)

     300,000        311,072  

Westpac Banking Corp.

     

2.85%, 05/13/2026

     250,000        258,200  

Fixed until 11/23/2026, 4.32% (B), 11/23/2031, MTN

     330,000        348,856  

4.42%, 07/24/2039

     225,000        248,466  
     

 

 

 
        6,118,869  
     

 

 

 
Bermuda - 0.0% (E)  

Aircastle, Ltd.

     

4.40%, 09/25/2023

     245,000        257,721  

Athene Holding, Ltd.

     

4.13%, 01/12/2028

     135,000        138,799  
     

 

 

 
        396,520  
     

 

 

 
Canada - 0.6%  

Air Canada Pass-Through Trust

     

3.30%, 07/15/2031 (A)

     165,091        170,262  

3.55%, 07/15/2031 (A)

     757,142        771,888  

3.75%, 06/15/2029 (A)

     1,283,004        1,357,546  

4.13%, 11/15/2026 (A)

     193,273        204,695  

Bank of Montreal

     

Fixed until 12/15/2027,
3.80% (B), 12/15/2032

     117,000        121,344  

Barrick Gold Corp.

     

6.45%, 10/15/2035

     100,000        129,130  

Brookfield Finance, Inc.

     

3.90%, 01/25/2028

     118,000        123,874  

4.70%, 09/20/2047

     147,000        161,127  

4.85%, 03/29/2029

     370,000        418,746  

Canadian Natural Resources, Ltd.

     

3.80%, 04/15/2024 (F)

     100,000        104,727  

5.85%, 02/01/2035

     150,000        182,120  

6.45%, 06/30/2033

     110,000        141,859  

7.20%, 01/15/2032

     50,000        66,944  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Canada (continued)  

Canadian Pacific Railway Co.

     

2.90%, 02/01/2025

     $   173,000        $   177,658  

6.13%, 09/15/2115

     17,000        25,412  

7.13%, 10/15/2031

     150,000        211,806  

CDP Financial, Inc.

     

4.40%, 11/25/2019 (A)

     250,000        250,763  

Cenovus Energy, Inc.

     

6.75%, 11/15/2039

     250,000        305,652  

Enbridge, Inc.

     

3.70%, 07/15/2027

     54,000        57,301  

4.50%, 06/10/2044

     100,000        109,638  

Fixed until 03/01/2028,
6.25% (B), 03/01/2078

     160,000        169,548  

Encana Corp.

     

7.20%, 11/01/2031

     100,000        127,297  

8.13%, 09/15/2030

     100,000        129,485  

Fortis, Inc.

     

3.06%, 10/04/2026

     298,000        302,821  

Hydro-Quebec

     

8.40%, 01/15/2022

     40,000        45,599  

9.40%, 02/01/2021

     220,000        240,874  

Manulife Financial Corp.

     

Fixed until 02/24/2027,
4.06% (B), 02/24/2032

     400,000        416,474  

Nutrien, Ltd.

     

4.13%, 03/15/2035

     200,000        208,612  

4.20%, 04/01/2029

     65,000        71,598  

5.00%, 04/01/2049

     95,000        110,850  

Ontario Teachers’ Cadillac Fairview Properties Trust

     

3.13%, 03/20/2022 (A)

     200,000        204,618  

3.88%, 03/20/2027 (A)

     201,000        217,688  

Rogers Communications, Inc.

     

4.35%, 05/01/2049

     235,000        270,422  

Royal Bank of Canada

     

4.65%, 01/27/2026, MTN

     103,000        113,759  

Suncor Energy, Inc.

     

5.35%, 07/15/2033

     50,000        60,745  

5.95%, 12/01/2034

     300,000        391,412  

7.88%, 06/15/2026

     86,000        109,889  

TransCanada PipeLines, Ltd.

     

2.50%, 08/01/2022

     30,000        30,317  

3.75%, 10/16/2023

     35,000        36,900  

4.88%, 01/15/2026

     162,000        181,854  

6.20%, 10/15/2037

     100,000        129,366  

Vale Canada, Ltd.

     

7.20%, 09/15/2032

     140,000        168,351  
     

 

 

 
        8,830,971  
     

 

 

 
Cayman Islands - 0.1%  

Avolon Holdings Funding, Ltd.

     

4.38%, 05/01/2026 (A)

     350,000        362,005  

CK Hutchison International 16, Ltd.

     

1.88%, 10/03/2021 (A)

     200,000        197,844  

CK Hutchison International 19, Ltd.

     

3.63%, 04/11/2029 (A)

     325,000        345,070  

Hutchison Whampoa International 12 II, Ltd.

     

3.25%, 11/08/2022 (A)

     200,000        204,448  

Vale Overseas, Ltd.

     

6.25%, 08/10/2026

     42,000        48,405  

6.88%, 11/21/2036

     159,000        201,453  
     

 

 

 
        1,359,225  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    6

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
China - 0.0% (E)  

Industrial & Commercial Bank of China, Ltd.

     

2.45%, 10/20/2021

     $   250,000        $   249,374  
     

 

 

 
Colombia - 0.0% (E)  

Ecopetrol SA

     

4.13%, 01/16/2025

     107,000        112,923  

5.38%, 06/26/2026

     116,000        130,384  

5.88%, 09/18/2023

     62,000        69,037  
     

 

 

 
        312,344  
     

 

 

 
Denmark - 0.0% (E)  

Danske Bank A/S

     

2.70%, 03/02/2022 (A)

     200,000        200,859  
     

 

 

 
Finland - 0.1%  

Nordea Bank Abp

     

3.75%, 08/30/2023 (A)

     1,000,000        1,047,968  

4.25%, 09/21/2022 (A)

     200,000        209,068  
     

 

 

 
        1,257,036  
     

 

 

 
France - 0.2%  

Air Liquide Finance SA

     

2.25%, 09/27/2023 (A)

     200,000        200,449  

BNP Paribas SA

     

3.80%, 01/10/2024 (A)

     300,000        314,900  

BPCE SA

     

3.38%, 12/02/2026, MTN

     270,000        281,884  

4.63%, 07/11/2024 (A)

     200,000        213,134  

Credit Agricole SA

     

3.88%, 04/15/2024 (A)

     365,000        389,384  

Electricite de France SA

     

6.00%, 01/22/2114 (A)

     350,000        424,318  

Societe Generale SA

     

3.88%, 03/28/2024 (A)

     560,000        587,497  

4.25%, 04/14/2025 (A)

     200,000        208,841  

Total Capital International SA

     

3.46%, 07/12/2049

     325,000        342,584  
     

 

 

 
        2,962,991  
     

 

 

 
Germany - 0.1%  

Deutsche Bank AG

     

3.70%, 05/30/2024

     233,000        233,360  

4.25%, 10/14/2021

     503,000        510,983  
     

 

 

 
        744,343  
     

 

 

 
Guernsey, Channel Islands - 0.0% (E)  

Credit Suisse Group Funding Guernsey, Ltd.

     

3.75%, 03/26/2025

     350,000        367,594  
     

 

 

 
Hong Kong - 0.0% (E)  

AIA Group, Ltd.

     

3.60%, 04/09/2029 (A)

     265,000        282,988  
     

 

 

 
Ireland - 0.3%  

AerCap Ireland Capital DAC / AerCap Global Aviation Trust

     

3.30%, 01/23/2023

     150,000        152,966  

3.50%, 01/15/2025

     200,000        204,099  

AIB Group PLC

     

4.75%, 10/12/2023 (A)

     525,000        555,183  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Ireland (continued)  

GE Capital International Funding Unlimited Co.

     

2.34%, 11/15/2020

     $   779,000        $   777,121  

4.42%, 11/15/2035

     1,260,000        1,318,613  

Johnson Controls International PLC

     

5.00%, 03/30/2020

     60,000        60,798  

Shire Acquisitions Investments Ireland DAC

     

2.88%, 09/23/2023

     134,000        136,606  

3.20%, 09/23/2026

     605,000        624,237  
     

 

 

 
        3,829,623  
     

 

 

 
Italy - 0.0% (E)  

Eni SpA

     

4.00%, 09/12/2023 (A)

     200,000        211,723  
     

 

 

 
Japan - 0.5%  

Dai-ichi Life Insurance Co., Ltd.

     

Fixed until 07/24/2026 (G),
4.00% (A) (B)

     221,000        228,735  

Daiwa Securities Group, Inc.

     

3.13%, 04/19/2022 (A)

     171,000        173,724  

Mitsubishi UFJ Financial Group, Inc.

     

2.67%, 07/25/2022

     170,000        171,756  

3.00%, 02/22/2022

     74,000        75,316  

3.41%, 03/07/2024

     420,000        437,242  

3.75%, 07/18/2039

     285,000        305,687  

3.76%, 07/26/2023

     300,000        315,377  

Mitsubishi UFJ Lease & Finance Co., Ltd.

     

2.65%, 09/19/2022 (A)

     200,000        200,622  

Mizuho Bank, Ltd.

     

3.60%, 09/25/2024 (A) (F)

     230,000        243,076  

Mizuho Financial Group, Inc.

     

Fixed until 09/13/2029,
2.87% (B), 09/13/2030

     272,000        270,860  

MUFG Bank, Ltd.

     

4.10%, 09/09/2023 (A)

     200,000        213,322  

ORIX Corp.

     

2.90%, 07/18/2022

     126,000        128,120  

3.25%, 12/04/2024

     300,000        310,970  

Sumitomo Life Insurance Co.

     

Fixed until 09/14/2027,
4.00% (B), 09/14/2077 (A)

     200,000        207,750  

Sumitomo Mitsui Financial Group, Inc.

     

2.44%, 10/19/2021

     127,000        127,537  

2.63%, 07/14/2026

     134,000        134,243  

2.78%, 07/12/2022 - 10/18/2022

     455,000        461,617  

2.85%, 01/11/2022

     250,000        253,389  

3.04%, 07/16/2029

     505,000        516,555  

3.10%, 01/17/2023

     172,000        176,297  

3.94%, 10/16/2023

     800,000        849,899  

Sumitomo Mitsui Trust Bank, Ltd.

     

2.05%, 10/18/2019 (A)

     350,000        349,995  
     

 

 

 
        6,152,089  
     

 

 

 
Luxembourg - 0.1%  

Allergan Funding SCS

     

3.45%, 03/15/2022

     269,000        275,666  

3.85%, 06/15/2024

     164,000        173,037  

Covidien International Finance SA

     

2.95%, 06/15/2023

     68,000        70,213  

Ingersoll-Rand Finance SA

     

2.63%, 05/01/2020

     60,000        60,109  

nVent Finance Sarl

     

4.55%, 04/15/2028

     187,000        195,297  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    7

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Luxembourg (continued)  

Schlumberger Investment SA

     

2.40%, 08/01/2022 (A)

     $   70,000        $   70,482  

3.30%, 09/14/2021 (A)

     23,000        23,430  
     

 

 

 
        868,234  
     

 

 

 
Mexico - 0.2%  

America Movil SAB de CV

     

3.13%, 07/16/2022

     200,000        205,169  

5.00%, 03/30/2020

     100,000        101,292  

Coca-Cola Femsa SAB de CV

     

3.88%, 11/26/2023

     150,000        158,505  

Mexico City Airport Trust

     

5.50%, 07/31/2047 (A)

     200,000        198,380  

Petroleos Mexicanos

     

5.35%, 02/12/2028

     85,000        81,229  

6.35%, 02/12/2048

     159,000        146,107  

6.50%, 03/13/2027

     750,000        779,250  

6.63%, 06/15/2035

     100,000        97,725  

6.75%, 09/21/2047

     209,000        200,598  

6.84%, 01/23/2030 (A) (H)

     66,000        68,369  

7.69%, 01/23/2050 (A) (H)

     169,000        176,182  
     

 

 

 
        2,212,806  
     

 

 

 
Netherlands - 0.4%  

ABN AMRO Bank NV

     

2.45%, 06/04/2020 (A)

     200,000        200,230  

4.75%, 07/28/2025 (A)

     300,000        322,796  

Airbus SE

     

3.95%, 04/10/2047 (A)

     150,000        173,770  

Cooperatieve Rabobank UA

     

3.75%, 07/21/2026

     510,000        529,066  

3.88%, 09/26/2023 (A)

     280,000        296,675  

4.38%, 08/04/2025

     255,000        275,390  

4.63%, 12/01/2023

     250,000        268,370  

Deutsche Telekom International Finance BV

     

2.82%, 01/19/2022 (A)

     150,000        151,775  

EDP Finance BV

     

3.63%, 07/15/2024 (A)

     200,000        206,545  

Enel Finance International NV

     

3.50%, 04/06/2028 (A)

     200,000        204,792  

3.63%, 05/25/2027 (A)

     220,000        228,283  

4.63%, 09/14/2025 (A)

     200,000        218,445  

Heineken NV

     

3.40%, 04/01/2022 (A)

     150,000        154,383  

ING Groep NV

     

3.95%, 03/29/2027

     271,000        291,794  

4.10%, 10/02/2023

     480,000        509,521  

Mylan NV

     

3.95%, 06/15/2026

     97,000        100,231  

Shell International Finance BV

     

2.13%, 05/11/2020

     140,000        140,343  

4.13%, 05/11/2035

     256,000        295,850  

Siemens Financieringsmaatschappij NV

     

2.35%, 10/15/2026 (A)

     350,000        348,764  

3.13%, 03/16/2024 (A)

     250,000        260,834  
     

 

 

 
        5,177,857  
     

 

 

 
New Zealand - 0.1%  

ANZ New Zealand International, Ltd.

     

3.45%, 07/17/2027 (A)

     222,000        234,891  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
New Zealand (continued)  

ASB Bank, Ltd.

     

3.13%, 05/23/2024 (A)

     $   535,000        $   551,593  

BNZ International Funding, Ltd.

     

2.65%, 11/03/2022 (A)

     550,000        555,846  
     

 

 

 
        1,342,330  
     

 

 

 
Norway - 0.0% (E)  

Equinor ASA

     

2.45%, 01/17/2023

     58,000        58,897  

2.65%, 01/15/2024

     143,000        146,875  

3.15%, 01/23/2022

     51,000        52,372  

3.25%, 11/10/2024

     61,000        64,585  
     

 

 

 
        322,729  
     

 

 

 
Republic of Korea - 0.0% (E)  

Korea Gas Corp.

     

1.88%, 07/18/2021 (A)

     200,000        198,516  

Korea Southern Power Co., Ltd.

     

3.00%, 01/29/2021 (A)

     200,000        201,896  
     

 

 

 
        400,412  
     

 

 

 
Singapore - 0.0% (E)  

BOC Aviation, Ltd.

     

2.75%, 09/18/2022 (A)

     210,000        209,957  

3.50%, 10/10/2024 (A)

     200,000        205,216  
     

 

 

 
        415,173  
     

 

 

 
Spain - 0.0% (E)  

Telefonica Emisiones SA

     

4.10%, 03/08/2027

     163,000        177,379  

5.13%, 04/27/2020

     102,000        103,632  
     

 

 

 
        281,011  
     

 

 

 
Sweden - 0.0% (E)  

Swedbank AB

     

2.80%, 03/14/2022 (A) (F)

     300,000        302,532  
     

 

 

 
Switzerland - 0.1%  

Credit Suisse Group AG

     

Fixed until 09/11/2024,
2.59% (B), 09/11/2025 (A)

     425,000        420,793  

4.28%, 01/09/2028 (A)

     580,000        622,902  

UBS Group Funding Switzerland AG

     

Fixed until 08/15/2022,
2.86% (B), 08/15/2023 (A)

     200,000        202,158  

4.13%, 09/24/2025 - 04/15/2026 (A)

     400,000        433,615  
     

 

 

 
        1,679,468  
     

 

 

 
United Kingdom - 0.6%  

Anglo American Capital PLC

     

4.00%, 09/11/2027 (A)

     250,000        258,162  

Aon PLC

     

3.50%, 06/14/2024

     200,000        210,970  

AstraZeneca PLC

     

6.45%, 09/15/2037

     120,000        169,337  

Barclays PLC

     

3.65%, 03/16/2025

     200,000        204,680  

Fixed until 05/16/2023,
4.34% (B), 05/16/2024

     300,000        313,550  

BP Capital Markets PLC

     

3.54%, 11/04/2024

     230,000        243,752  

3.81%, 02/10/2024

     92,000        97,938  

HSBC Bank PLC

     

4.75%, 01/19/2021 (A)

     240,000        247,806  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    8

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
United Kingdom (continued)  

HSBC Holdings PLC

     

2.65%, 01/05/2022

     $   403,000        $   405,880  

Fixed until 03/13/2027,
4.04% (B), 03/13/2028

     700,000        743,365  

4.25%, 08/18/2025

     200,000        211,157  

4.38%, 11/23/2026

     200,000        213,961  

4.88%, 01/14/2022

     100,000        105,895  

Invesco Finance PLC

     

3.75%, 01/15/2026

     62,000        66,087  

4.00%, 01/30/2024

     74,000        78,611  

Lloyds Banking Group PLC

     

4.38%, 03/22/2028

     221,000        240,338  

4.58%, 12/10/2025

     200,000        210,045  

NatWest Markets PLC

     

3.63%, 09/29/2022 (A)

     510,000        523,574  

Royal Bank of Scotland Group PLC

     

Fixed until 03/22/2024,
4.27% (B), 03/22/2025

     245,000        256,273  

Fixed until 05/08/2029,
4.45% (B), 05/08/2030

     380,000        406,772  

Santander Group Holdings PLC

     

Fixed until 11/03/2027,
3.82% (B), 11/03/2028

     500,000        514,518  

Standard Chartered PLC

     

Fixed until 01/20/2022,
4.25% (B), 01/20/2023 (A)

     350,000        361,865  

Fixed until 05/21/2029,
4.31% (B), 05/21/2030 (A)

     200,000        214,986  

5.20%, 01/26/2024 (A)

     210,000        225,916  

Vodafone Group PLC

     

4.13%, 05/30/2025

     188,000        202,992  

4.88%, 06/19/2049

     350,000        389,707  

5.25%, 05/30/2048

     187,000        216,758  

6.25%, 11/30/2032

     180,000        225,817  
     

 

 

 
        7,560,712  
     

 

 

 
United States - 11.2%  

Abbott Laboratories

     

3.88%, 09/15/2025

     129,000        140,287  

4.90%, 11/30/2046

     295,000        380,562  

AbbVie, Inc.

     

4.40%, 11/06/2042

     230,000        237,212  

4.50%, 05/14/2035

     200,000        214,325  

AEP Transmission Co. LLC

     

3.15%, 09/15/2049

     150,000        147,557  

Aetna, Inc.

     

4.50%, 05/15/2042

     10,000        10,553  

6.75%, 12/15/2037

     70,000        93,016  

AIG SunAmerica Global Financing X

     

6.90%, 03/15/2032 (A)

     150,000        207,651  

Air Lease Corp.

     

3.25%, 03/01/2025 - 10/01/2029

     785,000        778,464  

Alabama Power Co.

     

3.55%, 12/01/2023

     76,000        80,329  

3.75%, 03/01/2045

     25,000        26,945  

4.10%, 01/15/2042

     31,000        33,647  

4.15%, 08/15/2044

     24,000        27,227  

6.00%, 03/01/2039

     38,000        53,512  

Albemarle Corp.

     

5.45%, 12/01/2044

     100,000        113,497  

Alexandria Real Estate Equities, Inc.

     

3.80%, 04/15/2026

     60,000        63,834  

4.00%, 02/01/2050

     279,000        303,957  

Allergan, Inc.

     

2.80%, 03/15/2023

     129,000        130,176  

3.38%, 09/15/2020

     97,000        98,069  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
United States (continued)  

Amazon.com, Inc.

     

2.80%, 08/22/2024

     $   335,000        $   348,344  

3.88%, 08/22/2037

     300,000        345,158  

4.25%, 08/22/2057

     350,000        435,080  

4.80%, 12/05/2034

     117,000        146,384  

American Airlines Pass-Through Trust

     

3.00%, 04/15/2030

     426,962        434,818  

3.65%, 12/15/2029 - 08/15/2030

     552,947        586,796  

3.70%, 04/15/2027 - 04/01/2028

     421,030        429,050  

4.95%, 07/15/2024

     198,644        208,218  

American Express Co.

     

3.40%, 02/27/2023

     103,000        106,953  

3.63%, 12/05/2024

     21,000        22,224  

American Express Credit Corp.

     

2.38%, 05/26/2020, MTN

     216,000        216,282  

2.60%, 09/14/2020, MTN

     75,000        75,386  

2.70%, 03/03/2022, MTN

     60,000        61,045  

American Honda Finance Corp.

     

2.30%, 09/09/2026, MTN

     40,000        39,882  

2.90%, 02/16/2024, MTN

     70,000        72,088  

American International Group, Inc.

     

3.75%, 07/10/2025

     69,000        72,903  

3.88%, 01/15/2035

     74,000        77,675  

4.13%, 02/15/2024

     145,000        155,129  

4.20%, 04/01/2028

     55,000        59,999  

4.50%, 07/16/2044

     60,000        66,849  

American Tower Corp.

     

3.38%, 10/15/2026

     113,000        117,519  

3.70%, 10/15/2049

     350,000        347,102  

American Water Capital Corp.

     

3.40%, 03/01/2025

     59,000        61,944  

3.85%, 03/01/2024

     200,000        212,086  

4.00%, 12/01/2046

     91,000        100,059  

Ameriprise Financial, Inc.

     

2.88%, 09/15/2026

     71,000        72,624  

Analog Devices, Inc.

     

3.13%, 12/05/2023

     85,000        87,483  

4.50%, 12/05/2036

     140,000        152,875  

Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.

     

4.70%, 02/01/2036

     2,062,000        2,381,812  

Anheuser-Busch InBev Finance, Inc.

     

4.63%, 02/01/2044

     55,000        62,774  

4.70%, 02/01/2036

     155,000        179,040  

Anheuser-Busch InBev Worldwide, Inc.

     

4.44%, 10/06/2048

     345,000        390,530  

4.75%, 04/15/2058

     50,000        58,565  

ANR Pipeline Co.

     

9.63%, 11/01/2021

     70,000        79,906  

Anthem, Inc.

     

3.30%, 01/15/2023

     21,000        21,716  

3.50%, 08/15/2024

     208,000        217,996  

4.10%, 03/01/2028

     105,000        113,407  

4.63%, 05/15/2042

     50,000        55,346  

4.65%, 08/15/2044

     97,000        108,165  

Apache Corp.

     

3.25%, 04/15/2022 (F)

     7,000        7,126  

4.75%, 04/15/2043

     23,000        22,036  

5.10%, 09/01/2040

     90,000        89,692  

Appalachian Power Co.

     

5.80%, 10/01/2035

     25,000        31,725  

6.70%, 08/15/2037

     55,000        76,741  

Apple, Inc.

     

2.45%, 08/04/2026

     185,000        187,477  

2.75%, 01/13/2025

     300,000        310,006  

2.85%, 05/11/2024

     236,000        244,847  

2.90%, 09/12/2027

     299,000        311,304  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    9

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
United States (continued)  

Apple, Inc. (continued)

     

3.00%, 02/09/2024 - 06/20/2027

     $   721,000        $   753,765  

3.20%, 05/13/2025 - 05/11/2027

     267,000        283,020  

3.35%, 02/09/2027

     410,000        438,340  

3.45%, 02/09/2045

     257,000        272,403  

3.75%, 09/12/2047

     420,000        468,829  

3.85%, 08/04/2046

     129,000        145,417  

4.65%, 02/23/2046

     40,000        50,296  

Arizona Public Service Co.

     

2.20%, 01/15/2020

     83,000        82,986  

5.05%, 09/01/2041

     23,000        28,529  

Arrow Electronics, Inc.

     

3.25%, 09/08/2024

     132,000        134,174  

3.88%, 01/12/2028

     111,000        113,787  

Assurant, Inc.

     

4.20%, 09/27/2023

     250,000        261,492  

AT&T, Inc.

     

3.55%, 06/01/2024

     385,000        402,576  

3.60%, 07/15/2025

     305,000        321,066  

3.95%, 01/15/2025

     237,000        253,037  

4.13%, 02/17/2026

     216,000        233,328  

4.30%, 12/15/2042

     89,000        92,874  

4.35%, 06/15/2045

     110,000        115,594  

4.50%, 05/15/2035

     285,000        312,699  

4.90%, 08/15/2037

     936,000        1,061,580  

5.35%, 09/01/2040

     79,000        92,563  

6.38%, 03/01/2041

     205,000        263,923  

Athene Global Funding

     

2.75%, 04/20/2020 (A) (F)

     281,000        281,978  

4.00%, 01/25/2022 (A)

     236,000        244,918  

Atmos Energy Corp.

     

4.13%, 10/15/2044

     75,000        86,782  

AvalonBay Communities, Inc.

     

3.45%, 06/01/2025, MTN

     70,000        73,986  

3.90%, 10/15/2046, MTN

     34,000        38,258  

Avangrid, Inc.

     

3.15%, 12/01/2024

     108,000        111,327  

Aviation Capital Group LLC

     

2.88%, 01/20/2022 (A)

     150,000        150,607  

3.88%, 05/01/2023 (A)

     100,000        103,411  

Baker Hughes a GE Co. LLC

     

5.13%, 09/15/2040

     115,000        131,726  

Baltimore Gas & Electric Co.

     

3.50%, 08/15/2046

     141,000        146,399  

5.20%, 06/15/2033

     200,000        244,901  

Bank of America Corp.

     

Fixed until 07/21/2020, 2.37% (B), 07/21/2021, MTN

     200,000        200,316  

Fixed until 04/24/2022,
2.88% (B), 04/24/2023

     340,000        344,975  

Fixed until 12/20/2022,
3.00% (B), 12/20/2023

     958,000        978,374  

Fixed until 10/01/2024, 3.09% (B), 10/01/2025, MTN

     161,000        165,647  

Fixed until 01/20/2022, 3.12% (B), 01/20/2023, MTN

     351,000        358,011  

3.30%, 01/11/2023, MTN

     528,000        545,513  

Fixed until 01/23/2025,
3.37% (B), 01/23/2026

     1,650,000        1,716,226  

Fixed until 12/20/2027,
3.42% (B), 12/20/2028

     296,000        309,143  

Fixed until 05/17/2021, 3.50% (B), 05/17/2022, MTN

     190,000        193,769  

Fixed until 03/05/2023,
3.55% (B), 03/05/2024

     115,000        119,515  

Fixed until 04/24/2027,
3.71% (B), 04/24/2028

     800,000        850,863  

3.95%, 04/21/2025, MTN

     338,000        358,189  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
United States (continued)  

Bank of America Corp. (continued)

     

Fixed until 03/05/2028, 3.97% (B), 03/05/2029, MTN

     $   400,000        $   433,402  

4.00%, 01/22/2025, MTN

     378,000        401,374  

Fixed until 04/23/2039, 4.08% (B), 04/23/2040, MTN

     275,000        307,558  

4.25%, 10/22/2026, MTN

     142,000        153,318  

Fixed until 03/15/2049, 4.33% (B), 03/15/2050, MTN

     275,000        324,033  

Bank of New York Mellon Corp.

     

2.60%, 02/07/2022, MTN

     100,000        101,410  

Fixed until 05/16/2022, 2.66% (B), 05/16/2023, MTN

     301,000        304,912  

2.80%, 05/04/2026, MTN

     51,000        52,378  

3.25%, 09/11/2024, MTN

     190,000        199,319  

4.15%, 02/01/2021, MTN

     55,000        56,534  

BAT Capital Corp.

     

4.39%, 08/15/2037

     171,000        165,689  

Baxalta, Inc.

     

3.60%, 06/23/2022

     20,000        20,524  

5.25%, 06/23/2045

     9,000        11,640  

BB&T Corp.

     

2.45%, 01/15/2020, MTN

     56,000        56,036  

2.63%, 06/29/2020, MTN

     270,000        270,954  

Becton Dickinson and Co.

     

3.73%, 12/15/2024

     13,000        13,756  

Berkshire Hathaway Energy Co.

     

2.40%, 02/01/2020

     45,000        45,033  

3.50%, 02/01/2025

     71,000        75,079  

3.75%, 11/15/2023

     293,000        311,101  

6.13%, 04/01/2036

     122,000        168,979  

Berkshire Hathaway Finance Corp.

     

4.40%, 05/15/2042

     62,000        73,954  

BlackRock, Inc.

     

3.50%, 03/18/2024

     40,000        42,713  

Blackstone Holdings Finance Co. LLC

     

4.45%, 07/15/2045 (A)

     33,000        36,923  

BMW Capital LLC

     

2.25%, 09/15/2023 (A)

     180,000        180,096  

Boardwalk Pipelines, LP, Co.

     

4.80%, 05/03/2029

     170,000        180,544  

Boeing Co.

     

3.95%, 08/01/2059

     490,000        538,279  

Booking Holdings, Inc.

     

3.55%, 03/15/2028

     250,000        267,987  

Boston Gas Co.

     

4.49%, 02/15/2042 (A)

     24,000        27,912  

Boston Properties, LP

     

3.20%, 01/15/2025

     190,000        197,076  

3.65%, 02/01/2026

     74,000        78,311  

Boston Scientific Corp.

     

3.75%, 03/01/2026

     235,000        251,133  

4.70%, 03/01/2049

     355,000        432,904  

BP Capital Markets America, Inc.

     

3.22%, 04/14/2024

     830,000        863,024  

3.25%, 05/06/2022

     227,000        233,737  

Bristol-Myers Squibb Co.

     

3.20%, 06/15/2026 (A)

     373,000        391,320  

3.40%, 07/26/2029 (A)

     400,000        427,249  

4.13%, 06/15/2039 (A)

     252,000        285,572  

British Airways Pass-Through Trust

     

3.30%, 06/15/2034 (A)

     325,000        338,791  

4.13%, 03/20/2033 (A)

     615,751        648,263  

Brixmor Operating Partnership, LP

     

3.85%, 02/01/2025

     150,000        156,857  

Broadcom Corp. / Broadcom Cayman Finance, Ltd.

     

3.63%, 01/15/2024

     361,000        369,162  

3.88%, 01/15/2027

     100,000        100,422  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    10

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
United States (continued)  

Broadcom, Inc.

     

4.75%, 04/15/2029 (A)

     $   1,200,000        $   1,268,606  

Brooklyn Union Gas Co.

     

4.27%, 03/15/2048 (A)

     160,000        185,975  

Buckeye Partners, LP

     

3.95%, 12/01/2026

     23,000        20,250  

4.88%, 02/01/2021

     220,000        223,717  

5.85%, 11/15/2043

     100,000        84,672  

Bunge, Ltd. Finance Corp.

     

3.50%, 11/24/2020

     55,000        55,595  

Burlington Northern Santa Fe LLC

     

5.15%, 09/01/2043

     231,000        295,653  

5.40%, 06/01/2041

     60,000        78,015  

6.15%, 05/01/2037

     200,000        281,421  

7.95%, 08/15/2030

     200,000        293,046  

Campbell Soup Co.

     

3.95%, 03/15/2025

     170,000        180,223  

Capital One Bank NA

     

3.38%, 02/15/2023

     300,000        309,143  

Capital One Financial Corp.

     

3.20%, 02/05/2025

     175,000        179,921  

3.75%, 04/24/2024 - 07/28/2026

     260,000        271,273  

4.20%, 10/29/2025

     100,000        106,519  

Cargill, Inc.

     

3.30%, 03/01/2022 (A)

     110,000        112,523  

Caterpillar Financial Services Corp.

     

2.75%, 08/20/2021, MTN

     60,000        60,796  

2.85%, 06/01/2022, MTN

     77,000        78,774  

3.75%, 11/24/2023, MTN

     121,000        129,064  

Caterpillar, Inc.

     

2.60%, 06/26/2022

     31,000        31,493  

CBS Corp.

     

3.70%, 08/15/2024

     173,000        180,959  

4.00%, 01/15/2026

     83,000        88,473  

4.85%, 07/01/2042

     100,000        111,033  

4.90%, 08/15/2044

     68,000        76,394  

Celanese Holdings LLC

     

3.50%, 05/08/2024

     440,000        456,188  

Celgene Corp.

     

4.55%, 02/20/2048

     235,000        280,421  

5.70%, 10/15/2040

     114,000        148,953  

Centel Capital Corp.

     

9.00%, 10/15/2019

     25,000        25,062  

CenterPoint Energy Houston Electric LLC

     

3.00%, 02/01/2027

     137,000        142,164  

CenterPoint Energy Resources Corp.

     

4.50%, 01/15/2021

     130,000        133,027  

Charter Communications Operating LLC / Charter Communications Operating Capital

     

4.91%, 07/23/2025

     433,000        474,982  

6.38%, 10/23/2035

     89,000        107,764  

6.83%, 10/23/2055

     120,000        151,623  

Chevron Corp.

     

2.36%, 12/05/2022

     50,000        50,680  

2.41%, 03/03/2022

     200,000        202,310  

2.90%, 03/03/2024

     161,000        167,049  

Chubb INA Holdings, Inc.

     

3.15%, 03/15/2025

     131,000        137,516  

3.35%, 05/03/2026

     63,000        67,283  

Cisco Systems, Inc.

     

1.85%, 09/20/2021

     200,000        199,937  

2.95%, 02/28/2026

     117,000        123,245  

Citigroup, Inc.

     

Fixed until 01/24/2022,
3.14% (B), 01/24/2023

     231,000        235,209  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
United States (continued)  

Citigroup, Inc. (continued)

     

3.20%, 10/21/2026

     $   194,000        $   200,545  

Fixed until 10/27/2027,
3.52% (B), 10/27/2028

     750,000        784,343  

Fixed until 07/24/2027,
3.67% (B), 07/24/2028

     450,000        476,392  

3.88%, 03/26/2025

     100,000        105,228  

Fixed until 01/24/2038,
3.88% (B), 01/24/2039

     100,000        109,278  

Fixed until 03/20/2029,
3.98% (B), 03/20/2030

     600,000        652,418  

4.30%, 11/20/2026

     250,000        269,309  

4.40%, 06/10/2025

     358,000        385,348  

4.45%, 09/29/2027

     48,000        52,372  

4.65%, 07/23/2048

     260,000        318,190  

4.75%, 05/18/2046

     150,000        174,935  

Citizens Bank NA

     

3.70%, 03/29/2023

     270,000        283,053  

Citizens Financial Group, Inc.

     

2.38%, 07/28/2021

     39,000        39,100  

4.30%, 12/03/2025

     60,000        64,155  

Cleveland Electric Illuminating Co.

     

3.50%, 04/01/2028 (A)

     167,000        174,247  

5.50%, 08/15/2024

     100,000        114,475  

CME Group, Inc.

     

3.00%, 09/15/2022 - 03/15/2025

     226,000        235,166  

CMS Energy Corp.

     

2.95%, 02/15/2027

     78,000        78,645  

3.88%, 03/01/2024

     100,000        105,399  

CNA Financial Corp.

     

3.45%, 08/15/2027

     160,000        165,829  

Comcast Corp.

     

3.00%, 02/01/2024

     117,000        121,154  

3.15%, 03/01/2026

     309,000        323,549  

3.20%, 07/15/2036

     200,000        204,615  

3.38%, 02/15/2025

     77,000        81,192  

3.95%, 10/15/2025

     291,000        316,742  

4.00%, 11/01/2049

     23,000        25,544  

4.20%, 08/15/2034

     378,000        432,000  

4.25%, 01/15/2033

     589,000        677,394  

4.60%, 10/15/2038

     350,000        418,110  

4.95%, 10/15/2058

     440,000        559,221  

6.50%, 11/15/2035

     210,000        294,228  

7.05%, 03/15/2033

     90,000        129,595  

Commonwealth Edison Co.

     

3.65%, 06/15/2046

     81,000        87,497  

3.75%, 08/15/2047

     150,000        164,171  

ConAgra Brands, Inc.

     

4.60%, 11/01/2025

     115,000        126,467  

5.30%, 11/01/2038

     260,000        300,312  

Connecticut Light & Power Co.

     

3.20%, 03/15/2027

     130,000        137,361  

4.00%, 04/01/2048

     124,000        142,946  

ConocoPhillips Co.

     

4.95%, 03/15/2026

     150,000        172,930  

Consolidated Edison Co. of New York, Inc.

     

4.20%, 03/15/2042

     25,000        28,229  

Constellation Brands, Inc.

     

4.40%, 11/15/2025

     120,000        132,674  

5.25%, 11/15/2048

     70,000        87,642  

Consumers Energy Co.

     

3.25%, 08/15/2046

     52,000        53,199  

4.35%, 08/31/2064

     32,000        37,824  

Continental Airlines Pass-Through Trust

     

4.00%, 04/29/2026

     30,389        31,988  

4.15%, 10/11/2025

     352,344        371,053  

Costco Wholesale Corp.

     

2.75%, 05/18/2024

     142,000        147,132  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    11

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
United States (continued)  

Cox Communications, Inc.

     

3.25%, 12/15/2022 (A)

     $   140,000        $   143,792  

3.35%, 09/15/2026 (A)

     67,000        69,201  

4.60%, 08/15/2047 (A)

     118,000        129,500  

4.80%, 02/01/2035 (A)

     250,000        271,805  

CRH America Finance, Inc.

     

3.40%, 05/09/2027 (A)

     200,000        206,571  

Crown Castle International Corp.

     

4.00%, 03/01/2027

     47,000        50,562  

4.88%, 04/15/2022

     100,000        106,307  

5.25%, 01/15/2023

     80,000        87,102  

Crown Castle Towers LLC

     

3.22%, 05/15/2042 (A)

     104,000        105,070  

CSX Corp.

     

3.35%, 09/15/2049

     50,000        48,847  

4.75%, 05/30/2042 - 11/15/2048

     290,000        348,672  

6.00%, 10/01/2036, MTN

     70,000        90,305  

CVS Health Corp.

     

3.25%, 08/15/2029

     345,000        346,583  

4.00%, 12/05/2023

     138,000        145,820  

4.30%, 03/25/2028

     358,000        387,118  

4.78%, 03/25/2038

     695,000        761,152  

5.05%, 03/25/2048

     229,000        259,899  

CVS Pass-Through Trust

     

4.70%, 01/10/2036 (A)

     207,881        225,356  

5.93%, 01/10/2034 (A)

     201,001        233,805  

6.20%, 10/10/2025 (A)

     78,972        85,364  

Daimler Finance North America LLC

     

2.88%, 03/10/2021 (A)

     250,000        252,042  

Danaher Corp.

     

2.40%, 09/15/2020

     56,000        56,082  

Dell International LLC / EMC Corp.

     

6.02%, 06/15/2026 (A)

     423,000        475,697  

Delmarva Power & Light Co.

     

4.00%, 06/01/2042

     47,000        51,468  

4.15%, 05/15/2045

     140,000        160,301  

Delta Air Lines Pass-Through Trust

     

3.63%, 01/30/2029

     248,035        264,211  

4.75%, 11/07/2021

     13,803        13,973  

6.82%, 02/10/2024

     657,619        721,803  

Diageo Investment Corp.

     

8.00%, 09/15/2022

     40,000        46,577  

Digital Realty Trust, LP

     

3.70%, 08/15/2027

     89,000        93,391  

Discover Bank

     

4.20%, 08/08/2023

     350,000        372,078  

Discovery Communications LLC

     

3.30%, 05/15/2022

     190,000        194,483  

3.95%, 03/20/2028

     105,000        108,991  

4.38%, 06/15/2021

     137,000        141,653  

6.35%, 06/01/2040

     50,000        61,178  

Dollar General Corp.

     

4.13%, 05/01/2028

     100,000        109,347  

Dominion Energy Gas Holdings LLC

     

2.80%, 11/15/2020

     59,000        59,408  

4.60%, 12/15/2044

     250,000        295,284  

Dominion Energy, Inc.

     

2.75%, 09/15/2022

     132,000        133,336  

2.85%, 08/15/2026

     61,000        61,309  

4.90%, 08/01/2041

     11,000        12,977  

5.25%, 08/01/2033

     90,000        108,993  

6.30%, 03/15/2033

     50,000        65,672  

Dow Chemical Co.

     

5.25%, 11/15/2041

     17,000        19,494  

8.85%, 09/15/2021

     190,000        209,560  

DTE Electric Co.

     

3.70%, 03/15/2045

     123,000        133,814  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
United States (continued)  

Duke Energy LLC

     

3.75%, 05/15/2046

     $   100,000        $   107,433  

3.90%, 06/15/2021

     100,000        102,587  

6.00%, 12/01/2028

     100,000        125,323  

Duke Energy Progress LLC

     

3.00%, 09/15/2021

     67,000        68,242  

3.25%, 08/15/2025

     106,000        111,799  

3.70%, 10/15/2046

     113,000        121,400  

4.15%, 12/01/2044

     65,000        74,390  

4.20%, 08/15/2045

     130,000        150,610  

4.38%, 03/30/2044

     44,000        51,918  

5.70%, 04/01/2035

     100,000        127,160  

Duke Energy, Inc.

     

3.80%, 09/01/2023

     136,000        144,251  

Duke Realty, LP

     

3.25%, 06/30/2026

     36,000        37,259  

3.63%, 04/15/2023

     146,000        151,903  

DuPont de Nemours, Inc.

     

4.49%, 11/15/2025

     280,000        309,432  

5.32%, 11/15/2038

     145,000        176,982  

Duquesne Light Holdings, Inc.

     

3.62%, 08/01/2027 (A)

     250,000        255,104  

DXC Technology Co.

     

4.25%, 04/15/2024

     99,000        103,850  

Eaton Corp.

     

4.00%, 11/02/2032

     21,000        24,068  

5.80%, 03/15/2037

     130,000        160,689  

Ecolab, Inc.

     

2.25%, 01/12/2020

     80,000        80,000  

3.25%, 01/14/2023

     66,000        68,367  

Edison International

     

5.75%, 06/15/2027

     200,000        224,555  

Eli Lilly & Co.

     

4.15%, 03/15/2059

     205,000        241,375  

Enable Midstream Partners, LP

     

4.95%, 05/15/2028

     95,000        98,665  

Energy Transfer Operating, LP

     

4.75%, 01/15/2026

     96,000        104,079  

6.05%, 06/01/2041

     325,000        371,567  

6.25%, 04/15/2049

     175,000        212,525  

6.50%, 02/01/2042

     36,000        43,181  

Eni, Inc.

     

7.30%, 11/15/2027

     150,000        193,341  

Entergy Arkansas LLC

     

3.50%, 04/01/2026

     61,000        64,895  

Entergy Corp.

     

2.95%, 09/01/2026

     65,000        66,005  

Entergy LLC

     

2.40%, 10/01/2026

     118,000        117,995  

2.85%, 06/01/2028

     91,000        93,363  

3.05%, 06/01/2031

     107,000        110,886  

Enterprise Products Operating LLC

     

3.75%, 02/15/2025

     78,000        83,106  

4.20%, 01/31/2050

     275,000        294,100  

4.95%, 10/15/2054

     35,000        40,712  

5.10%, 02/15/2045

     65,000        76,526  

5.75%, 03/01/2035

     100,000        119,536  

7.55%, 04/15/2038

     120,000        176,932  

EOG Resources, Inc.

     

2.63%, 03/15/2023

     47,000        47,906  

EQM Midstream Partners, LP

     

5.50%, 07/15/2028

     290,000        290,034  

EQT Corp.

     

3.90%, 10/01/2027

     161,000        139,560  

ERAC Finance LLC

     

4.50%, 08/16/2021 - 02/15/2045 (A)

     285,000        306,226  

5.25%, 10/01/2020 (A)

     8,000        8,249  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    12

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
United States (continued)  

ERAC Finance LLC (continued)

     

5.63%, 03/15/2042 (A)

     $   37,000        $   46,885  

6.70%, 06/01/2034 (A)

     44,000        60,075  

Evergy, Inc.

     

2.90%, 09/15/2029

     370,000        368,129  

Exelon Corp.

     

3.40%, 04/15/2026

     63,000        65,851  

3.50%, 06/01/2022

     300,000        307,705  

Express Scripts Holding Co.

     

3.05%, 11/30/2022

     130,000        132,808  

4.50%, 02/25/2026

     144,000        157,263  

4.80%, 07/15/2046

     62,000        69,407  

Exxon Mobil Corp.

     

3.00%, 08/16/2039

     345,000        345,058  

3.10%, 08/16/2049

     425,000        426,683  

Fidelity National Information Services, Inc.

     

4.75%, 05/15/2048

     134,000        162,542  

Fifth Third Bancorp

     

3.95%, 03/14/2028 (F)

     210,000        229,853  

FirstEnergy Corp.

     

4.85%, 07/15/2047

     66,000        78,910  

Fiserv, Inc.

     

3.20%, 07/01/2026

     155,000        160,409  

4.40%, 07/01/2049

     145,000        161,794  

Florida Power & Light Co.

     

4.95%, 06/01/2035

     70,000        85,804  

5.13%, 06/01/2041

     30,000        38,470  

5.63%, 04/01/2034

     100,000        131,754  

Fox Corp.

     

4.71%, 01/25/2029 (A)

     160,000        182,758  

General Electric Co.

     

2.10%, 12/11/2019

     86,000        85,932  

2.20%, 01/09/2020, MTN

     172,000        171,794  

2.70%, 10/09/2022

     34,000        34,095  

4.38%, 09/16/2020, MTN

     104,000        105,796  

4.65%, 10/17/2021, MTN

     222,000        230,930  

5.50%, 01/08/2020, MTN

     60,000        60,466  

5.55%, 01/05/2026, MTN

     542,000        612,941  

General Mills, Inc.

     

4.00%, 04/17/2025

     185,000        199,273  

4.20%, 04/17/2028 (F)

     115,000        128,044  

4.55%, 04/17/2038

     45,000        51,216  

General Motors Co.

     

6.60%, 04/01/2036

     200,000        229,147  

General Motors Financial Co., Inc.

     

3.45%, 04/10/2022

     145,000        147,507  

3.50%, 11/07/2024

     240,000        242,717  

3.70%, 05/09/2023

     205,000        209,730  

3.95%, 04/13/2024

     360,000        370,055  

4.30%, 07/13/2025

     105,000        109,049  

4.35%, 04/09/2025

     235,000        244,787  

Gilead Sciences, Inc.

     

3.25%, 09/01/2022

     120,000        123,972  

4.00%, 09/01/2036

     58,000        64,873  

4.60%, 09/01/2035

     42,000        49,792  

Glencore Funding LLC

     

4.63%, 04/29/2024 (A)

     220,000        235,072  

Global Payments, Inc.

     

4.15%, 08/15/2049

     305,000        321,812  

Globe Life, Inc.

     

4.55%, 09/15/2028

     190,000        212,075  

Goldman Sachs Group, Inc.

     

Fixed until 10/31/2021,
2.88% (B), 10/31/2022

     865,000        874,871  

Fixed until 09/29/2024,
3.27% (B), 09/29/2025

     484,000        499,594  

3.50%, 11/16/2026

     460,000        477,871  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
United States (continued)  

Goldman Sachs Group, Inc. (continued)

     

Fixed until 06/05/2027,
3.69% (B), 06/05/2028

     $   523,000        $   548,582  

3.85%, 01/26/2027

     1,490,000        1,579,953  

Fixed until 05/01/2028,
4.22% (B), 05/01/2029

     350,000        382,056  

Fixed until 04/23/2038,
4.41% (B), 04/23/2039

     385,000        434,823  

4.80%, 07/08/2044, MTN

     260,000        311,331  

5.38%, 03/15/2020, MTN

     346,000        350,974  

Goodman Finance Three LLC

     

3.70%, 03/15/2028 (A)

     151,000        156,768  

Great-West Lifeco Finance, LP

     

4.15%, 06/03/2047 (A)

     200,000        222,973  

GTP Acquisition Partners I LLC

     

2.35%, 06/15/2045 (A)

     39,000        38,983  

3.48%, 06/15/2050 (A)

     36,000        37,390  

Guardian Life Insurance Co. of America

     

4.85%, 01/24/2077 (A)

     44,000        55,665  

Halliburton Co.

     

3.80%, 11/15/2025

     105,000        111,218  

4.85%, 11/15/2035

     157,000        173,367  

7.60%, 08/15/2096 (A)

     40,000        56,930  

8.75%, 02/15/2021

     100,000        108,740  

Harborwalk Funding Trust

     

Fixed until 02/15/2049,
5.08% (B), 02/15/2069 (A)

     400,000        482,520  

Hartford Financial Services Group, Inc.

     

4.30%, 04/15/2043

     210,000        233,141  

HCA, Inc.

     

5.13%, 06/15/2039

     280,000        305,390  

5.25%, 06/15/2026

     320,000        356,325  

HCP, Inc.

     

3.40%, 02/01/2025

     38,000        39,400  

3.50%, 07/15/2029

     296,000        307,548  

3.88%, 08/15/2024

     360,000        384,109  

4.20%, 03/01/2024

     27,000        29,038  

Home Depot, Inc.

     

3.75%, 02/15/2024

     110,000        118,224  

4.20%, 04/01/2043

     103,000        121,005  

Huntington Bancshares, Inc.

     

2.30%, 01/14/2022

     271,000        272,468  

IBM Credit LLC

     

3.00%, 02/06/2023

     300,000        308,607  

Illinois Tool Works, Inc.

     

3.50%, 03/01/2024

     100,000        105,878  

4.88%, 09/15/2041

     192,000        247,308  

Indiana Michigan Power Co.

     

3.20%, 03/15/2023

     120,000        123,986  

Intercontinental Exchange, Inc.

     

4.00%, 10/15/2023

     115,000        122,768  

International Business Machines Corp.

     

2.25%, 02/19/2021

     279,000        280,262  

3.30%, 05/15/2026

     625,000        659,076  

3.50%, 05/15/2029

     1,160,000        1,244,941  

7.00%, 10/30/2025

     50,000        62,803  

International Flavors & Fragrances, Inc.

     

4.45%, 09/26/2028

     110,000        121,503  

5.00%, 09/26/2048

     126,000        143,793  

International Lease Finance Corp.

     

5.88%, 08/15/2022

     150,000        164,342  

8.63%, 01/15/2022

     360,000        408,603  

International Paper Co.

     

3.00%, 02/15/2027 (F)

     150,000        152,194  

7.30%, 11/15/2039

     100,000        135,449  

8.70%, 06/15/2038

     70,000        103,079  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    13

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
United States (continued)  

ITC Holdings Corp.

     

2.70%, 11/15/2022

     $   200,000        $   201,924  

Jackson National Life Global Funding

     

2.50%, 06/27/2022 (A)

     100,000        100,906  

3.05%, 04/29/2026 (A)

     81,000        83,805  

3.25%, 01/30/2024 (A)

     29,000        30,157  

JB Hunt Transport Services, Inc.

     

3.88%, 03/01/2026

     215,000        227,982  

Jersey Central Power & Light Co.

     

6.15%, 06/01/2037

     80,000        103,952  

John Deere Capital Corp.

     

1.70%, 01/15/2020

     30,000        29,960  

2.25%, 09/14/2026, MTN

     220,000        219,508  

2.45%, 09/11/2020, MTN

     33,000        33,144  

2.70%, 01/06/2023, MTN

     15,000        15,327  

2.75%, 03/15/2022, MTN

     25,000        25,474  

2.80%, 09/08/2027, MTN

     100,000        103,152  

3.15%, 10/15/2021, MTN

     20,000        20,438  

3.35%, 06/12/2024, MTN

     166,000        175,173  

John Sevier Combined Cycle Generation LLC

     

4.63%, 01/15/2042

     69,344        81,880  

Johnson & Johnson

     

3.40%, 01/15/2038

     278,000        300,147  

Kansas City Power & Light Co.

     

3.15%, 03/15/2023

     47,000        48,558  

5.30%, 10/01/2041

     60,000        77,648  

Kellogg Co.

     

3.40%, 11/15/2027

     119,000        124,773  

Keurig Dr. Pepper, Inc.

     

3.43%, 06/15/2027

     550,000        567,390  

4.42%, 05/25/2025

     112,000        121,896  

4.99%, 05/25/2038

     162,000        187,915  

KeyCorp

     

2.90%, 09/15/2020, MTN

     84,000        84,668  

4.15%, 10/29/2025, MTN

     130,000        142,258  

5.10%, 03/24/2021, MTN

     141,000        146,885  

KeySpan Gas East Corp.

     

2.74%, 08/15/2026 (A)

     97,000        98,061  

Kimberly-Clark Corp.

     

2.40%, 06/01/2023

     100,000        101,674  

Kinder Morgan, Inc.

     

4.30%, 03/01/2028

     410,000        444,650  

Kraft Heinz Foods Co.

     

2.80%, 07/02/2020

     350,000        350,604  

5.00%, 07/15/2035 - 06/04/2042

     705,000        751,221  

Kroger Co.

     

4.00%, 02/01/2024

     95,000        101,084  

8.00%, 09/15/2029

     125,000        168,086  

L3 Harris Technologies, Inc.

     

3.83%, 04/27/2025

     200,000        213,591  

Laboratory Corp. of America Holdings

     

3.20%, 02/01/2022

     138,000        140,808  

Legg Mason, Inc.

     

3.95%, 07/15/2024

     115,000        121,745  

Liberty Mutual Group, Inc.

     

4.57%, 02/01/2029 (A)

     100,000        111,579  

Liberty Mutual Insurance Co.

     

8.50%, 05/15/2025 (A)

     220,000        274,856  

Liberty Property, LP

     

3.25%, 10/01/2026

     54,000        55,446  

Life Storage, LP

     

4.00%, 06/15/2029

     350,000        374,415  

Lincoln National Corp.

     

3.05%, 01/15/2030

     250,000        249,662  

4.00%, 09/01/2023

     100,000        105,929  

4.20%, 03/15/2022

     206,000        215,739  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
United States (continued)  

Lockheed Martin Corp.

     

4.50%, 05/15/2036

     $   150,000        $   180,131  

Lowe’s Cos., Inc.

     

2.50%, 04/15/2026

     150,000        149,469  

3.13%, 09/15/2024

     50,000        51,892  

3.65%, 04/05/2029

     255,000        272,653  

4.55%, 04/05/2049

     140,000        161,131  

4.65%, 04/15/2042

     43,000        48,513  

Magellan Health, Inc.

     

4.90%, 09/22/2024

     359,000        358,551  

Magellan Midstream Partners, LP

     

3.20%, 03/15/2025

     59,000        60,408  

4.20%, 12/01/2042

     75,000        74,973  

4.25%, 02/01/2021

     234,000        239,970  

5.15%, 10/15/2043

     62,000        73,189  

Marathon Petroleum Corp.

     

3.63%, 09/15/2024

     96,000        100,532  

Marsh & McLennan Cos., Inc.

     

2.35%, 03/06/2020

     191,000        191,082  

Martin Marietta Materials, Inc.

     

3.45%, 06/01/2027

     156,000        158,806  

Masco Corp.

     

6.50%, 08/15/2032

     250,000        306,516  

Massachusetts Electric Co.

     

4.00%, 08/15/2046 (A)

     113,000        123,659  

Massachusetts Mutual Life Insurance Co.

     

5.38%, 12/01/2041 (A)

     33,000        41,853  

7.63%, 11/15/2023 (A)

     250,000        287,729  

MassMutual Global Funding II

     

2.50%, 10/17/2022 (A) (F)

     100,000        101,173  

McCormick & Co., Inc.

     

3.15%, 08/15/2024

     105,000        108,797  

3.40%, 08/15/2027

     66,000        69,193  

McDonald’s Corp.

     

4.70%, 12/09/2035, MTN

     39,000        46,337  

6.30%, 10/15/2037, MTN

     71,000        97,929  

Mead Johnson Nutrition Co.

     

4.13%, 11/15/2025

     100,000        109,420  

4.60%, 06/01/2044

     70,000        86,517  

Medco Health Solutions, Inc.

     

4.13%, 09/15/2020

     90,000        91,715  

Medtronic, Inc.

     

4.38%, 03/15/2035

     114,000        137,192  

Merck & Co., Inc.

     

3.70%, 02/10/2045

     20,000        22,556  

Metropolitan Life Global Funding I

     

3.00%, 01/10/2023 - 09/19/2027 (A)

     320,000        330,960  

3.88%, 04/11/2022 (A)

     300,000        312,897  

Microsoft Corp.

     

2.38%, 05/01/2023

     101,000        102,987  

3.30%, 02/06/2027

     167,000        180,156  

3.50%, 02/12/2035

     68,000        75,150  

3.95%, 08/08/2056

     88,000        104,227  

4.00%, 02/12/2055

     71,000        84,630  

4.10%, 02/06/2037

     266,000        315,473  

4.50%, 02/06/2057

     233,000        302,662  

MidAmerican Energy Co.

     

3.10%, 05/01/2027

     193,000        203,229  

Morgan Stanley

     

Fixed until 07/22/2027,
3.59% (B), 07/22/2028

     711,000        749,518  

3.63%, 01/20/2027

     564,000        597,188  

Fixed until 04/24/2023,
3.74% (B), 04/24/2024

     815,000        851,152  

Fixed until 01/24/2028, 3.77% (B), 01/24/2029, MTN

     221,000        236,200  

3.88%, 01/27/2026, MTN

     360,000        386,418  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    14

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
United States (continued)  

Morgan Stanley (continued)

     

4.00%, 07/23/2025, MTN

     $   871,000        $   939,617  

4.30%, 01/27/2045

     254,000        293,940  

5.00%, 11/24/2025

     334,000        374,277  

5.50%, 07/28/2021, MTN

     410,000        435,061  

Mosaic Co.

     

4.88%, 11/15/2041

     13,000        12,841  

5.45%, 11/15/2033

     255,000        288,730  

MPLX, LP

     

4.13%, 03/01/2027

     104,000        109,676  

4.50%, 04/15/2038

     165,000        171,033  

5.20%, 03/01/2047

     81,000        89,962  

5.25%, 01/15/2025 (A)

     134,000        141,445  

National Retail Properties, Inc.

     

3.50%, 10/15/2027

     100,000        104,684  

3.60%, 12/15/2026

     124,000        130,502  

National Rural Utilities Cooperative Finance Corp.

     

2.95%, 02/07/2024

     61,000        63,092  

3.05%, 04/25/2027

     92,000        96,138  

Nevada Power Co.

     

5.38%, 09/15/2040

     80,000        99,546  

5.45%, 05/15/2041

     40,000        50,559  

6.65%, 04/01/2036

     100,000        140,522  

New England Power Co.

     

3.80%, 12/05/2047 (A)

     112,000        121,389  

New York Life Global Funding

     

2.35%, 07/14/2026 (A)

     75,000        75,166  

3.00%, 01/10/2028 (A)

     137,000        143,114  

New York Life Insurance Co.

     

4.45%, 05/15/2069 (A)

     330,000        387,653  

New York State Electric & Gas Corp.

     

3.25%, 12/01/2026 (A)

     83,000        86,277  

Newmont Goldcorp Corp.

     

2.80%, 10/01/2029

     190,000        187,773  

NextEra Energy Capital Holdings, Inc.

     

3.55%, 05/01/2027

     45,000        47,696  

Niagara Mohawk Power Corp.

     

3.51%, 10/01/2024 (A)

     141,000        148,734  

NiSource, Inc.

     

2.95%, 09/01/2029

     210,000        211,138  

3.85%, 02/15/2023

     50,000        52,141  

5.65%, 02/01/2045

     89,000        114,691  

5.80%, 02/01/2042

     67,000        85,604  

6.25%, 12/15/2040

     100,000        131,844  

Nissan Motor Acceptance Corp.

     

1.90%, 09/14/2021 (A)

     78,000        77,083  

Noble Energy, Inc.

     

3.25%, 10/15/2029 (H)

     200,000        198,002  

5.25%, 11/15/2043

     220,000        245,038  

6.00%, 03/01/2041

     57,000        68,817  

Nordstrom, Inc.

     

4.00%, 10/15/2021

     21,000        21,579  

Norfolk Southern Corp.

     

3.25%, 12/01/2021

     11,000        11,229  

3.85%, 01/15/2024

     125,000        133,208  

3.95%, 10/01/2042

     25,000        27,007  

4.05%, 08/15/2052

     127,000        138,779  

Northern States Power Co.

     

2.90%, 03/01/2050

     265,000        256,197  

6.25%, 06/01/2036

     70,000        97,689  

Northern Trust Corp.

     

Fixed until 05/08/2027,
3.38% (B), 05/08/2032

     280,000        287,356  

Northrop Grumman Corp.

     

3.20%, 02/01/2027

     112,000        117,281  

3.25%, 01/15/2028

     75,000        78,712  

3.85%, 04/15/2045

     44,000        48,514  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
United States (continued)  

Northrop Grumman Systems Corp.

     

7.75%, 02/15/2031

     $   80,000        $   116,329  

Novartis Capital Corp.

     

2.40%, 09/21/2022

     80,000        81,267  

3.00%, 11/20/2025

     165,000        173,673  

NRG Energy, Inc.

     

4.45%, 06/15/2029 (A)

     250,000        260,467  

Nucor Corp.

     

6.40%, 12/01/2037

     200,000        275,415  

O’Reilly Automotive, Inc.

     

3.60%, 09/01/2027

     142,000        151,118  

Occidental Petroleum Corp.

     

3.50%, 08/15/2029

     460,000        466,532  

4.63%, 06/15/2045

     26,000        26,893  

7.50%, 05/01/2031

     190,000        248,841  

7.88%, 09/15/2031

     100,000        135,055  

Office Properties Income Trust REIT,

     

3.60%, 02/01/2020

     370,000        370,824  

4.00%, 07/15/2022

     251,000        255,796  

Ohio Power Co.

     

6.60%, 03/01/2033

     65,000        90,031  

Oncor Electric Delivery Co. LLC

     

5.75%, 03/15/2029

     50,000        63,277  

OneBeacon Holdings, Inc.

     

4.60%, 11/09/2022

     250,000        258,901  

ONEOK Partners, LP

     

3.38%, 10/01/2022

     30,000        30,731  

5.00%, 09/15/2023

     65,000        70,367  

6.65%, 10/01/2036

     220,000        274,005  

ONEOK, Inc.

     

3.40%, 09/01/2029

     275,000        273,188  

Oracle Corp.

     

2.50%, 05/15/2022 - 10/15/2022

     341,000        345,693  

2.95%, 11/15/2024 - 05/15/2025

     600,000        622,298  

3.80%, 11/15/2037

     160,000        174,194  

3.90%, 05/15/2035

     130,000        143,538  

4.30%, 07/08/2034

     573,000        663,992  

5.38%, 07/15/2040

     125,000        162,554  

Pacific Life Insurance Co.

     

Fixed until 10/24/2047,
4.30% (B), 10/24/2067 (A)

     124,000        131,183  

PacifiCorp

     

6.25%, 10/15/2037

     20,000        28,136  

Parker-Hannifin Corp.

     

3.30%, 11/21/2024, MTN

     37,000        38,658  

4.10%, 03/01/2047

     67,000        74,662  

4.45%, 11/21/2044, MTN

     37,000        42,875  

Pennsylvania Electric Co.

     

3.25%, 03/15/2028 (A)

     56,000        57,719  

Penske Truck Leasing Co., LP / PTL Finance Corp.

     

2.70%, 03/14/2023 (A)

     150,000        151,183  

4.13%, 08/01/2023 (A)

     184,000        194,717  

4.88%, 07/11/2022 (A)

     100,000        106,542  

PepsiCo, Inc.

     

4.60%, 07/17/2045

     39,000        48,853  

Pfizer, Inc.

     

3.00%, 12/15/2026

     210,000        221,091  

3.90%, 03/15/2039

     385,000        429,806  

Phillips 66

     

3.90%, 03/15/2028

     105,000        113,302  

4.30%, 04/01/2022

     16,000        16,872  

Phillips 66 Partners, LP

     

3.15%, 12/15/2029

     205,000        202,021  

3.55%, 10/01/2026

     34,000        35,062  

4.90%, 10/01/2046

     74,000        83,100  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    15

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
United States (continued)  

Plains All American Pipeline, LP / PAA Finance Corp.

     

3.60%, 11/01/2024

     $   175,000        $   179,171  

4.30%, 01/31/2043

     121,000        111,835  

4.65%, 10/15/2025

     100,000        106,893  

PNC Financial Services Group, Inc.

     

5.13%, 02/08/2020

     100,000        101,069  

PPL Capital Funding, Inc.

     

4.20%, 06/15/2022

     50,000        52,256  

PPL Electric Utilities Corp.

     

4.13%, 06/15/2044

     42,000        47,974  

Precision Castparts Corp.

     

3.25%, 06/15/2025

     106,000        111,616  

4.20%, 06/15/2035

     160,000        178,390  

President & Fellows of Harvard College

     

3.30%, 07/15/2056

     214,000        234,337  

Private Export Funding Corp.

     

2.80%, 05/15/2022

     400,000        410,873  

3.55%, 01/15/2024

     1,505,000        1,616,659  

Procter & Gamble Co.

     

2.70%, 02/02/2026

     250,000        259,500  

Progress Energy, Inc.

     

3.15%, 04/01/2022

     22,000        22,455  

7.00%, 10/30/2031

     110,000        151,614  

Progressive Corp.

     

Fixed until 03/15/2023 (G),
5.38% (B)

     150,000        154,875  

Protective Life Global Funding

     

2.00%, 09/14/2021 (A)

     210,000        208,828  

2.26%, 04/08/2020 (A)

     200,000        200,093  

Providence St. Joseph Health Obligated Group

     

2.75%, 10/01/2026

     84,000        84,520  

Prudential Financial, Inc.

     

3.91%, 12/07/2047

     184,000        196,956  

Prudential Insurance Co. of America

     

8.30%, 07/01/2025 (A)

     300,000        387,945  

PSEG Power LLC

     

4.15%, 09/15/2021

     113,000        116,066  

Public Service Co. of Colorado

     

3.55%, 06/15/2046

     43,000        44,952  

Public Service Co. of New Hampshire

     

3.50%, 11/01/2023

     40,000        41,908  

Public Service Co. of Oklahoma

     

6.63%, 11/15/2037

     80,000        111,577  

Public Service Electric & Gas Co.

     

2.25%, 09/15/2026, MTN

     93,000        92,462  

3.65%, 09/01/2042, MTN

     49,000        52,699  

Quest Diagnostics, Inc.

     

3.45%, 06/01/2026

     39,000        41,031  

4.75%, 01/30/2020

     160,000        161,212  

Qwest Corp.

     

6.75%, 12/01/2021

     67,000        72,411  

Realty Income Corp.

     

3.88%, 04/15/2025

     175,000        187,980  

4.65%, 03/15/2047

     113,000        139,856  

Regency Centers, LP

     

2.95%, 09/15/2029

     280,000        279,249  

Regions Financial Corp.

     

3.80%, 08/14/2023

     170,000        179,183  

Reliance Standard Life Global Funding II

     

3.85%, 09/19/2023 (A)

     460,000        483,360  

Republic Services, Inc.

     

2.90%, 07/01/2026

     49,000        50,415  

Reynolds American, Inc.

     

5.70%, 08/15/2035

     150,000        167,425  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
United States (continued)  

Rockwell Collins, Inc.

     

3.20%, 03/15/2024

     $   80,000        $   83,091  

4.35%, 04/15/2047

     50,000        58,413  

Roper Technologies, Inc.

     

3.00%, 12/15/2020

     46,000        46,406  

Ryder System, Inc.

     

2.88%, 09/01/2020, MTN

     144,000        144,937  

San Diego Gas & Electric Co.

     

3.95%, 11/15/2041

     33,000        34,614  

6.00%, 06/01/2026

     75,000        89,339  

SART

     

4.75%, 07/15/2024

     1,658,788        1,695,497  

Schlumberger Holdings Corp.

     

3.90%, 05/17/2028 (A)

     159,000        168,295  

Sempra Energy

     

4.05%, 12/01/2023

     96,000        101,621  

Senior Housing Properties Trust

     

4.75%, 02/15/2028

     150,000        150,764  

Sherwin-Williams Co.

     

3.13%, 06/01/2024

     82,000        84,721  

Simon Property Group, LP

     

2.45%, 09/13/2029

     344,000        336,557  

SITE Centers Corp.

     

3.63%, 02/01/2025

     87,000        89,366  

Southern California Edison Co.

     

1.85%, 02/01/2022

     27,500        27,057  

3.65%, 03/01/2028

     150,000        160,899  

3.90%, 12/01/2041

     50,000        50,469  

4.05%, 03/15/2042

     325,000        345,565  

Southern Co.

     

3.25%, 07/01/2026

     48,000        49,501  

Southern Co. Gas Capital Corp.

     

2.45%, 10/01/2023

     48,000        48,160  

3.25%, 06/15/2026

     42,000        43,297  

3.50%, 09/15/2021

     182,000        185,887  

3.95%, 10/01/2046

     49,000        51,441  

4.40%, 06/01/2043

     79,000        88,303  

Southern Natural Gas Co. LLC

     

4.80%, 03/15/2047 (A)

     77,000        85,270  

8.00%, 03/01/2032

     140,000        197,079  

Southern Power Co.

     

5.15%, 09/15/2041

     165,000        188,225  

Southwest Gas Corp.

     

3.80%, 09/29/2046

     100,000        106,367  

Southwestern Public Service Co.

     

4.50%, 08/15/2041

     70,000        82,378  

6.00%, 10/01/2036

     97,000        124,825  

Spectra Energy Partners, LP

     

3.50%, 03/15/2025

     125,000        129,919  

Spirit Airlines Pass-Through Trust

     

3.38%, 08/15/2031

     162,686        169,580  

State Street Corp.

     

3.10%, 05/15/2023

     72,000        74,511  

3.70%, 11/20/2023

     231,000        246,105  

Sunoco Logistics Partners Operations, LP

     

4.95%, 01/15/2043

     309,000        313,007  

5.30%, 04/01/2044

     50,000        52,819  

5.35%, 05/15/2045

     93,000        99,785  

6.10%, 02/15/2042

     100,000        114,160  

SunTrust Bank

     

3.30%, 05/15/2026

     320,000        332,039  

SunTrust Banks, Inc.

     

4.00%, 05/01/2025

     53,000        57,287  

Synchrony Financial

     

3.70%, 08/04/2026

     170,000        173,508  

Sysco Corp.

     

3.25%, 07/15/2027

     350,000        366,688  

3.75%, 10/01/2025

     78,000        83,731  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    16

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
United States (continued)  

Tampa Electric Co.

     

4.45%, 06/15/2049

     $   350,000        $   422,473  

TC PipeLines, LP

     

3.90%, 05/25/2027

     81,000        84,448  

Teachers Insurance & Annuity Association of America

     

4.27%, 05/15/2047 (A)

     200,000        226,802  

Texas Eastern Transmission, LP

     

2.80%, 10/15/2022 (A)

     129,000        130,146  

Texas Health Resources

     

4.33%, 11/15/2055

     250,000        313,465  

Thermo Fisher Scientific, Inc.

     

2.95%, 09/19/2026

     83,000        85,512  

4.15%, 02/01/2024

     86,000        92,325  

Time Warner Cable LLC

     

6.55%, 05/01/2037

     100,000        120,051  

Time Warner Entertainment Co., LP

     

8.38%, 07/15/2033

     330,000        456,453  

Toledo Edison Co.

     

6.15%, 05/15/2037

     130,000        177,168  

Tri-State Generation & Transmission Association, Inc.

     

4.25%, 06/01/2046

     68,000        74,896  

UDR, Inc.

     

2.95%, 09/01/2026, MTN

     74,000        75,243  

3.20%, 01/15/2030, MTN

     300,000        308,951  

Unilever Capital Corp.

     

3.38%, 03/22/2025

     110,000        116,486  

Union Carbide Corp.

     

7.50%, 06/01/2025

     40,000        48,157  

7.75%, 10/01/2096

     40,000        53,540  

Union Electric Co.

     

2.95%, 06/15/2027

     107,000        110,972  

Union Pacific Corp.

     

4.10%, 09/15/2067

     90,000        94,738  

United Airlines Pass-Through Trust

     

2.88%, 04/07/2030

     414,318        418,461  

3.45%, 01/07/2030

     145,799        151,048  

3.50%, 09/01/2031

     228,916        239,512  

3.65%, 07/07/2027

     85,410        86,786  

3.75%, 03/03/2028

     270,760        285,111  

4.15%, 02/25/2033

     450,000        491,252  

4.30%, 02/15/2027

     200,957        217,054  

4.55%, 02/25/2033

     400,000        443,368  

United Technologies Corp.

     

3.75%, 11/01/2046

     190,000        209,071  

3.95%, 08/16/2025

     95,000        104,078  

4.15%, 05/15/2045

     198,000        227,095  

4.45%, 11/16/2038

     70,000        83,230  

4.50%, 06/01/2042

     261,000        312,560  

5.70%, 04/15/2040

     320,000        426,357  

UnitedHealth Group, Inc.

     

3.10%, 03/15/2026

     80,000        83,621  

4.63%, 07/15/2035

     143,000        172,814  

US Bancorp

     

2.63%, 01/24/2022, MTN

     37,000        37,454  

3.00%, 03/15/2022, MTN

     33,000        33,792  

Valero Energy Corp.

     

7.50%, 04/15/2032

     60,000        81,741  

Ventas Realty, LP

     

3.50%, 02/01/2025

     45,000        47,120  

3.85%, 04/01/2027

     123,000        130,766  

4.13%, 01/15/2026

     68,000        73,538  

Verizon Communications, Inc.

     

4.02%, 12/03/2029

     55,000        61,123  

4.27%, 01/15/2036

     40,000        44,978  

4.33%, 09/21/2028

     1,000,000        1,133,773  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
United States (continued)  

Verizon Communications, Inc. (continued)

     

4.40%, 11/01/2034

     $   811,000        $   927,739  

4.50%, 08/10/2033

     600,000        696,684  

4.67%, 03/15/2055

     165,000        197,920  

4.86%, 08/21/2046

     109,000        133,131  

5.25%, 03/16/2037

     206,000        255,041  

Viacom, Inc.

     

3.88%, 04/01/2024

     56,000        58,899  

6.88%, 04/30/2036

     330,000        431,378  

Virginia Electric & Power Co.

     

2.75%, 03/15/2023

     145,000        148,021  

3.45%, 02/15/2024

     21,000        21,971  

4.45%, 02/15/2044

     21,000        24,688  

VMware, Inc.

     

2.95%, 08/21/2022

     319,000        323,468  

Voya Financial, Inc.

     

3.13%, 07/15/2024

     350,000        361,332  

3.65%, 06/15/2026

     50,000        52,401  

Walgreens Boots Alliance, Inc.

     

3.80%, 11/18/2024 (F)

     100,000        105,458  

4.50%, 11/18/2034

     195,000        207,898  

Walt Disney Co.

     

6.55%, 03/15/2033 (A)

     50,000        70,939  

6.65%, 11/15/2037 (A)

     100,000        150,286  

9.50%, 07/15/2024 (A)

     80,000        105,458  

Waste Management, Inc.

     

3.45%, 06/15/2029

     165,000        178,188  

WEC Energy Group, Inc.

     

3.55%, 06/15/2025

     144,000        153,122  

Wells Fargo & Co.

     

2.50%, 03/04/2021

     71,000        71,333  

Fixed until 06/17/2026, 3.20% (B), 06/17/2027, MTN

     800,000        826,622  

3.30%, 09/09/2024, MTN

     300,000        313,178  

3.50%, 03/08/2022, MTN

     400,000        412,748  

3.75%, 01/24/2024, MTN

     255,000        269,826  

4.10%, 06/03/2026, MTN

     70,000        74,983  

4.30%, 07/22/2027, MTN

     63,000        69,024  

4.40%, 06/14/2046, MTN

     110,000        123,516  

4.65%, 11/04/2044, MTN

     123,000        142,123  

4.75%, 12/07/2046, MTN

     263,000        310,487  

4.90%, 11/17/2045, MTN

     90,000        107,027  

5.38%, 11/02/2043

     200,000        250,908  

Welltower, Inc.

     

3.10%, 01/15/2030

     220,000        220,170  

4.50%, 01/15/2024

     172,000        185,797  

Western Union Co.

     

3.60%, 03/15/2022

     230,000        236,172  

Westlake Chemical Corp.

     

3.60%, 07/15/2022

     150,000        152,993  

Williams Cos., Inc.

     

3.90%, 01/15/2025

     78,000        81,688  

4.85%, 03/01/2048

     146,000        156,204  

Wisconsin Electric Power Co.

     

3.10%, 06/01/2025

     110,000        113,837  

3.65%, 12/15/2042

     40,000        41,789  

4.25%, 12/15/2019

     140,000        140,554  

WRKCo, Inc.

     

3.75%, 03/15/2025

     250,000        263,167  

3.90%, 06/01/2028

     40,000        42,205  

WW Grainger, Inc.

     

4.60%, 06/15/2045

     291,000        342,358  

Xcel Energy, Inc.

     

6.50%, 07/01/2036

     48,000        66,392  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    17

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
United States (continued)  

Xylem, Inc.

     

3.25%, 11/01/2026

     $   33,000        $   34,024  

Zimmer Biomet Holdings, Inc.

     

3.70%, 03/19/2023

     80,000        83,355  
     

 

 

 
        153,314,683  
     

 

 

 
Virgin Islands, British - 0.0% (E)  

China Southern Power Grid International Finance BVI Co., Ltd.

     

3.50%, 05/08/2027 (A)

     360,000        379,433  
     

 

 

 

Total Corporate Debt Securities
(Cost $195,285,486)

 

     207,533,929  
  

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 0.6%  
Colombia - 0.1%  

Colombia Government International Bond

     

4.00%, 02/26/2024

     200,000        210,802  

5.00%, 06/15/2045

     200,000        234,000  

7.38%, 09/18/2037

     100,000        142,376  
     

 

 

 
        587,178  
     

 

 

 
Israel - 0.4%  

Israel Government AID Bond

     

Series 2007-Z,

     

Zero Coupon, 08/15/2025

     1,000,000        889,414  

Series 2008-Z,

     

Zero Coupon, 08/15/2024

     1,000,000        909,301  

Series 2009-Z,

     

Zero Coupon, 11/15/2024

     1,000,000        905,525  

Israel Government AID Bond, Principal Only STRIPS

     

Series 2,

     

Zero Coupon, 11/01/2024

     3,300,000        2,990,607  
     

 

 

 
        5,694,847  
     

 

 

 
Mexico - 0.1%  

Mexico Government International Bond

     

3.75%, 01/11/2028

     1,151,000        1,186,106  

4.13%, 01/21/2026

     200,000        212,002  

4.35%, 01/15/2047

     100,000        103,148  

4.75%, 03/08/2044, MTN

     332,000        359,390  

5.75%, 10/12/2110, MTN

     70,000        80,413  
     

 

 

 
        1,941,059  
     

 

 

 
Panama - 0.0% (E)  

Panama Government International Bond

     

4.50%, 04/16/2050

     200,000        237,502  
     

 

 

 
Peru - 0.0% (E)  

Peru Government International Bond

     

5.63%, 11/18/2050 (F)

     35,000        51,275  
     

 

 

 

Total Foreign Government Obligations
(Cost $8,099,353)

 

     8,511,861  
  

 

 

 
MORTGAGE-BACKED SECURITIES - 5.0%  
Cayman Islands - 0.0% (E)  

BXMT, Ltd.

     

Series 2017-FL1, Class D,

     

1-Month LIBOR + 2.70%,
4.72% (B), 06/15/2035 (A)

     580,000        582,174  
     

 

 

 
     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  
United States - 5.0%  

Alternative Loan Trust

     

Series 2004-27CB, Class A1,

     

6.00%, 12/25/2034

     $   291,364        $   283,609  

Series 2004-28CB, Class 3A1,

     

6.00%, 01/25/2035

     270,987        273,729  

Series 2006-41CB, Class 2A13,

     

5.75%, 01/25/2037

     578,325        482,356  

Angel Oak Mortgage Trust I LLC

     

Series 2019-4, Class A3,

     

3.30% (B), 07/26/2049 (A)

     895,213        900,073  

Arroyo Mortgage Trust

     

Series 2019-1, Class A1,

     

3.81% (B), 01/25/2049 (A)

     657,246        671,874  

BAMLL Commercial Mortgage Securities Trust

     

Series 2012-PARK, Class A,

     

2.96%, 12/10/2030 (A)

     100,000        102,903  

Series 2014-520M, Class C,

     

4.35% (B), 08/15/2046 (A)

     150,000        162,970  

Banc of America Funding Trust

     

Series 2005-E, Class 4A1,

     

4.68% (B), 03/20/2035

     9,136        9,201  

Banc of America Mortgage Trust

     

Series 2003-J, Class 3A2,

     

4.71% (B), 11/25/2033

     51,541        52,976  

BANK

     

1.00% (B), 10/15/2052 (H)

     11,270,000        801,669  

BB-UBS Trust

     

Series 2012-SHOW, Class A,

     

3.43%, 11/05/2036 (A)

     900,000        947,424  

BCAP LLC Trust

     

Series 2007-AA2, Class 2A12,

     

5.50%, 04/25/2037

     1,440,327        1,129,950  

Bear Stearns Alt-A Trust

     

Series 2004-6, Class 1A,

     

1-Month LIBOR + 0.64%,
2.66% (B), 07/25/2034

     72,359        72,491  

Bear Stearns ARM Trust

     

Series 2003-4, Class 3A1,

     

4.67% (B), 07/25/2033

     17,349        17,825  

Series 2006-1, Class A1,

     

1-Year CMT + 2.25%,
4.91% (B), 02/25/2036

     153,661        157,456  

Bear Stearns Commercial Mortgage Securities Trust, Interest Only STRIPS

     

Series 2005-PWR8, Class X1,

     

0.51% (B), 06/11/2041 (A)

     13,438        49  

CD Commercial Mortgage Trust, Interest Only STRIPS

     

Series 2007-CD4, Class XC,

     

1.04% (B), 12/11/2049 (A)

     9,487        225  

Chase Mortgage Finance Trust

     

Series 2007-A1, Class 1A3,

     

4.71% (B), 02/25/2037

     30,830        31,634  

Series 2007-A1, Class 8A1,

     

4.54% (B), 02/25/2037

     284,730        297,293  

Series 2007-A2, Class 2A1,

     

4.40% (B), 07/25/2037

     13,486        13,635  

CHL Mortgage Pass-Through Trust

     

Series 2004-22, Class A1,

     

4.24% (B), 11/25/2034

     438,583        442,945  

Series 2004-3, Class A26,

     

5.50%, 04/25/2034

     27,033        27,968  

Series 2004-3, Class A4,

     

5.75%, 04/25/2034

     21,626        22,323  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    18

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  
United States (continued)  

CHL Mortgage Pass-Through Trust (continued)

     

Series 2004-HYB6, Class A3,

     

4.11% (B), 11/20/2034

     $   276,867        $   284,322  

Series 2005-15, Class A3,

     

5.75%, 08/25/2035

     242,363        215,037  

Series 2005-HYB3, Class 2A2A,

     

4.15% (B), 06/20/2035

     545,561        558,222  

Series 2006-HYB2, Class 2A1B,

     

4.14% (B), 04/20/2036

     563,066        522,994  

Series 2007-2, Class A16,

     

6.00%, 03/25/2037

     599,055        497,333  

CIM Trust

     

Series 2019-INV3, Class A11,

     

1-Month LIBOR + 1.00%,
2.99% (B), 08/25/2049 (A)

     3,570,000        3,564,765  

Citicorp Mortgage Securities, Inc.

     

Series 2004-3, Class A5,

     

5.25%, 05/25/2034

     50,536        52,736  

Citigroup Mortgage Loan Trust

     

Series 2019-IMC1, Class B1,

     

3.97% (B), 07/25/2049 (A)

     1,000,000        997,200  

Colt Funding LLC

     

2.58% (B), 11/25/2049 (A)

     1,600,000        1,599,989  

Series 2018-2, Class A1,

     

3.47% (B), 07/27/2048 (A)

     522,300        524,084  

COMM Mortgage Trust

     

Series 2013-300P, Class A1,

     

4.35%, 08/10/2030 (A)

     500,000        535,632  

Series 2013-SFS, Class A2,

     

3.09% (B), 04/12/2035 (A)

     156,000        160,130  

Series 2014-CR19, Class A5,

     

3.80%, 08/10/2047

     750,000        802,707  

Series 2015-CR25, Class A4,

     

3.76%, 08/10/2048

     437,000        470,523  

Series 2018-HOME, Class A,

     

3.94% (B), 04/10/2033 (A)

     1,565,000        1,715,241  

Commercial Mortgage Trust

     

Series 2006-GG7, Class AM,

     

5.83% (B), 07/10/2038

     8,961        9,011  

Connecticut Avenue Securities Trust

     

Series 2019-R02, Class 1M2,

     

1-Month LIBOR + 2.30%,
4.32% (B), 08/25/2031 (A)

     1,000,000        1,005,129  

Credit Suisse First Boston Mortgage Securities Corp.

     

Series 2003-21, Class 1A4,

     

5.25%, 09/25/2033

     20,131        21,119  

Series 2003-AR26, Class 2A1,

     

4.23% (B), 11/25/2033

     244,916        248,719  

CSFB Mortgage-Backed Pass-Through Certificates

     

Series 2004-4, Class 2A4,

     

5.50%, 09/25/2034

     51,507        53,256  

CSMC OA LLC

     

Series 2014-USA, Class D,

     

4.37%, 09/15/2037 (A)

     600,000        597,652  

Deephaven Residential Mortgage Trust

     

Series 2019-3A, Class B1,

     

4.26% (B), 07/25/2059 (A)

     1,000,000        1,006,883  

Deutsche Alt-A Securities, Inc. Mortgage Loan Trust

     

Series 2006-AR1, Class 1A3,

     

1-Month LIBOR + 0.33%,
2.35% (B), 02/25/2036

     1,575,370        1,538,088  
     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  
United States (continued)  

Ellington Financial Mortgage Trust

     

Series 2018-1, Class A1FX,

     

4.14% (B), 10/25/2058 (A)

     $   741,078        $   750,432  

FREMF Mortgage Trust

     

Series 2017-K727, Class C,

     

3.87% (B), 07/25/2024 (A)

     860,000        880,514  

FWD Securitization Trust

     

Series 2019-INV1, Class M1,

     

3.48% (B), 06/25/2049 (A)

     1,150,000        1,158,577  

GCAT Trust

     

Series 2019-NQM2, Class A3,

     

3.16% (B), 09/25/2059 (A)

     2,000,000        1,999,815  

GS Mortgage Securities Corp. Trust

     

Series 2012-ALOH, Class A,

     

3.55%, 04/10/2034 (A)

     700,000        720,205  

GSMPS Mortgage Loan Trust

     

Series 2005-RP3, Class 1AF,

     

1-Month LIBOR + 0.35%,
2.37% (B), 09/25/2035 (A)

     51,642        45,589  

GSR Mortgage Loan Trust

     

Series 2003-10, Class 1A1,

     

4.65% (B), 10/25/2033

     15,810        16,192  

Series 2004-6F, Class 2A4,

     

5.50%, 05/25/2034

     38,108        39,400  

Series 2004-8F, Class 2A3,

     

6.00%, 09/25/2034

     10,782        11,025  

Headlands Residential LLC

     

Series 2017-RPL1, Class A,

     

3.88% (B), 08/25/2022 (A)

     1,120,000        1,122,709  

Series 2018-RPL1, Class A,

     

4.25% (B), 06/25/2023 (A)

     1,565,000        1,574,163  

Series 2019-RPL1, Class NOTE,

     

3.97% (B), 06/25/2024 (A)

     1,500,000        1,507,725  

Homeward Opportunities Fund I Trust

     

Series 2018-1, Class A1,

     

3.77% (B), 06/25/2048 (A)

     518,294        523,466  

Series 2018-2, Class A1,

     

3.99% (B), 11/25/2058 (A)

     1,008,030        1,024,972  

Series 2019-1, Class M1,

     

3.95% (B), 01/25/2059 (A)

     500,000        507,957  

Impac CMB Trust

     

Series 2004-10, Class 3A1,

     

1-Month LIBOR + 0.70%,
2.72% (B), 03/25/2035

     533,375        515,190  

Series 2004-4, Class 1A2,

     

1-Month LIBOR + 0.62%,
2.64% (B), 09/25/2034

     189,270        189,639  

Series 2005-4, Class 1A1A,

     

1-Month LIBOR + 0.54%,
2.56% (B), 05/25/2035

     532,080        529,853  

Series 2005-4, Class 2A1,

     

1-Month LIBOR + 0.60%,
2.62% (B), 05/25/2035

     27,148        27,402  

Series 2005-4, Class 2B1,

     

1-Month LIBOR + 2.48%,
4.49% (B), 05/25/2035

     394,883        389,205  

Series 2005-8, Class 1AM,

     

1-Month LIBOR + 0.70%,
2.72% (B), 02/25/2036

     752,386        734,073  

Series 2007-A, Class M3,

     

1-Month LIBOR + 2.25%,
4.27% (B), 05/25/2037 (A)

     634,746        614,749  

Impac Secured Assets CMN Owner Trust

     

Series 2003-3, Class A1,

     

4.95% (B), 08/25/2033

     36,958        38,164  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    19

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  
United States (continued)  

Impac Secured Assets Trust

     

Series 2006-1, Class 2A1,

     

1-Month LIBOR + 0.35%,
2.37% (B), 05/25/2036

     $   38,809        $   39,495  

Series 2006-2, Class 2A1,

     

1-Month LIBOR + 0.35%,
2.37% (B), 08/25/2036

     6,455        6,461  

Independence Plaza Trust

     

Series 2018-INDP, Class A,

     

3.76%, 07/10/2035 (A)

     1,035,000        1,103,524  

JPMorgan Alternative Loan Trust

     

Series 2007-A2, Class 12A3,

     

1-Month LIBOR + 0.19%,
2.21% (B), 06/25/2037

     64,611        64,618  

JPMorgan Chase Commercial Mortgage Securities Trust, Interest Only STRIPS

     

Series 2006-LDP8, Class X,

     

0.31% (B), 05/15/2045

     33,019        52  

JPMorgan Mortgage Trust

     

Series 2004-A1, Class 1A1,

     

4.27% (B), 02/25/2034

     10,078        10,180  

Series 2006-A2, Class 5A3,

     

4.52% (B), 11/25/2033

     18,126        18,762  

Ladder Capital Commercial Mortgage Trust

     

Series 2013-GCP, Class A2,

     

3.99%, 02/15/2036 (A)

     192,000        212,702  

LB-UBS Commercial Mortgage Trust

     

Series 2006-C6, Class AJ,

     

5.45% (B), 09/15/2039

     484,183        281,983  

LHOME Mortgage Trust

     

Series 2019-RTL2, Class A1,

     

3.84%, 03/25/2024 (A)

     855,000        854,399  

MASTR Adjustable Rate Mortgages Trust

     

Series 2004-13, Class 2A1,

     

4.79% (B), 04/21/2034

     32,351        33,020  

Series 2004-13, Class 3A7,

     

4.73% (B), 11/21/2034

     14,548        14,940  

Series 2004-13, Class 3A7B,

     

1-Year CMT + 2.00%,
3.75% (B), 11/21/2034

     218,223        223,102  

MASTR Alternative Loan Trust

     

Series 2004-4, Class 1A1,

     

5.50%, 05/25/2034

     32,694        34,991  

MASTR Alternative Loan Trust, Principal Only STRIPS

     

Series 2003-8, Class 15,

     

Zero Coupon, 11/25/2018

     1,683        1,658  

MASTR Asset Securitization Trust

     

Series 2003-11, Class 9A6,

     

5.25%, 12/25/2033

     51,607        52,822  

MASTR Seasoned Securitization Trust

     

Series 2004-2, Class A2,

     

6.50% (B), 08/25/2032

     61,075        63,675  

Merrill Lynch Mortgage Investors Trust

     

Series 2003-E, Class A1,

     

1-Month LIBOR + 0.62%,
2.64% (B), 10/25/2028

     285,188        287,461  

Series 2003-H, Class A1,

     

1-Month LIBOR + 0.64%,
2.66% (B), 01/25/2029

     65,924        66,256  

Series 2004-A, Class A1,

     

1-Month LIBOR + 0.46%,
2.48% (B), 04/25/2029

     63,452        63,291  

ML-CFC Commercial Mortgage Trust, Interest Only STRIPS

     

Series 2006-4, Class XC,

     

0.76% (B), 12/12/2049 (A) (I)

     30,628        0  
     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  
United States (continued)  

Morgan Stanley Bank of America Merrill Lynch Trust

     

Series 2014-C14, Class A3,

     

3.67%, 02/15/2047

     $   206,946        $   210,222  

Morgan Stanley Capital I Trust

     

Series 2006-HQ8, Class D,

     

5.79% (B), 03/12/2044

     255,923        260,030  

Series 2007-T27, Class C,

     

6.14% (B), 06/11/2042 (A)

     1,000,000        1,046,375  

Morgan Stanley Capital I Trust, Interest Only STRIPS

     

Series 2006-IQ12, Class X1,

     

0.75% (B), 12/15/2043 (A)

     82,701        1  

Series 2007-HQ11, Class X,

     

0.41% (B), 02/12/2044 (A)

     30,824        37  

MortgageIT Trust

     

Series 2005-5, Class A1,

     

1-Month LIBOR + 0.52%,
2.54% (B), 12/25/2035

     183,381        182,563  

New Residential Mortgage Loan Trust

     

Series 2018-NQM1, Class A1,

     

3.99% (B), 11/25/2048 (A)

     465,850        472,538  

Series 2019-NQM1, Class A1,

     

3.67% (B), 01/25/2049 (A)

     722,699        733,788  

Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates

     

Series 2005-5, Class 1APT,

     

1-Month LIBOR + 0.28%,
2.30% (B), 12/25/2035

     672,622        632,623  

Opteum Mortgage Acceptance Corp. Trust

     

Series 2006-1, Class 1AC1,

     

1-Month LIBOR + 0.30%,
2.32% (B), 04/25/2036

     539,140        524,792  

Provident Funding Mortgage Loan Trust

     

Series 2005-1, Class 2A1,

     

4.84% (B), 05/25/2035

     2,503        2,501  

PRPM LLC

     

Series 2019-1A, Class A1,

     

4.50% (B), 01/25/2024 (A)

     785,253        790,807  

RALI Trust

     

Series 2004-QA4, Class NB3,

     

4.76% (B), 09/25/2034

     18,252        18,531  

Series 2006-QH1, Class A1,

     

1-Month LIBOR + 0.19%,
2.21% (B), 12/25/2036

     95,994        94,748  

RBS Commercial Funding, Inc. Trust

     

Series 2013-SMV, Class A,

     

3.26%, 03/11/2031 (A)

     160,000        163,952  

Seasoned Credit Risk Transfer Trust

     

Series 2018-4, Class MA,

     

3.50%, 03/25/2058

     1,357,963        1,414,320  

Series 2019-1, Class MT,

     

3.50%, 07/25/2058

     1,803,851        1,892,916  

Series 2019-3, Class MB,

     

3.50%, 10/25/2058

     658,072        709,269  

Sequoia Mortgage Trust

     

Series 2003-1, Class 1A,

     

1-Month LIBOR + 0.76%,
2.80% (B), 04/20/2033

     111,427        110,301  

Series 2003-2, Class A1,

     

1-Month LIBOR + 0.66%,
2.70% (B), 06/20/2033

     29,359        29,834  

Series 2004-11, Class A1,

     

1-Month LIBOR + 0.60%,
2.64% (B), 12/20/2034

     36,647        36,754  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    20

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  
United States (continued)  

Sequoia Mortgage Trust (continued)

     

Series 2004-5, Class A2,

     

1-Month LIBOR + 0.52%,
2.56% (B), 06/20/2034

     $   126,491        $   123,165  

Series 2004-8, Class A1,

     

1-Month LIBOR + 0.70%,
2.74% (B), 09/20/2034

     182,674        181,290  

Series 2004-9, Class A1,

     

1-Month LIBOR + 0.68%,
2.72% (B), 10/20/2034

     129,250        127,819  

Series 2007-3, Class 1A1,

     

1-Month LIBOR + 0.20%,
2.24% (B), 07/20/2036

     226,769        220,483  

Series 2010, Class 1A,

     

1-Month LIBOR + 0.80%,
2.84% (B), 10/20/2027

     46,172        46,000  

Series 2018-2, Class A4,

     

3.50% (B), 02/25/2048 (A)

     813,773        824,317  

STACR Trust

     

Series 2018-DNA2, Class M2,

     

1-Month LIBOR + 2.15%,
4.17% (B), 12/25/2030 (A)

     2,000,000        2,016,982  

Starwood Mortgage Residential Trust

     

Series 2019-1, Class A1,

     

2.94% (B), 06/25/2049 (A)

     956,232        958,216  

Structured Adjustable Rate Mortgage Loan Trust

     

Series 2004-1, Class 4A4,

     

4.46% (B), 02/25/2034

     344,017        350,191  

Series 2004-12, Class 9A,

     

4.22% (B), 09/25/2034

     380,924        389,294  

Series 2004-18, Class 4A1,

     

4.44% (B), 12/25/2034

     131,439        132,496  

Series 2004-4, Class 5A,

     

4.06% (B), 04/25/2034

     5,805        6,126  

Structured Asset Mortgage Investments II Trust

     

Series 2004-AR5, Class 1A1,

     

1-Month LIBOR + 0.66%,
2.72% (B), 10/19/2034

     29,241        29,370  

Series 2005-AR5, Class A3,

     

1-Month LIBOR + 0.25%,
2.31% (B), 07/19/2035

     108,762        108,170  

Structured Asset Securities Corp.

     

Series 2003-37A, Class 2A,

     

4.45% (B), 12/25/2033

     5,887        6,033  

Structured Asset Securities Corp. Mortgage Pass-Through Certificates

     

Series 2003-26A, Class 3A5,

     

4.28% (B), 09/25/2033

     301,470        307,043  

Thornburg Mortgage Securities Trust

     

Series 2003-4, Class A1,

     

1-Month LIBOR + 0.64%,
2.66% (B), 09/25/2043

     64,106        64,850  

Series 2004-3, Class A,

     

1-Month LIBOR + 0.74%,
2.76% (B), 09/25/2044

     79,189        79,466  

Series 2004-4, Class 3A,

     

4.17% (B), 12/25/2044

     106,625        108,988  

Toorak Mortgage Corp., Ltd.

     

Series 2019-2, Class A1,

     

3.72% (B), 09/25/2022

     1,075,000        1,076,903  

UBS-BAMLL Trust

     

Series 2012-WRM, Class A,

     

3.66%, 06/10/2030 (A)

     174,000        178,868  

UBS-Barclays Commercial Mortgage Trust

     

Series 2012-C2, Class A4,

     

3.53%, 05/10/2063

     104,000        107,239  
     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  
United States (continued)  

UBS-Barclays Commercial Mortgage Trust (continued)

 

Series 2012-C2, Class XA,

     

1.47% (B), 05/10/2063 (A)

     $   522,036        $   15,913  

Series 2013-C6, Class A4,

     

3.24%, 04/10/2046

     286,000        294,976  

V.M. Jog Engineering, Ltd.

     

Series 2017, Class A,

     

1-Month LIBOR + 4.60%,
6.56% (B), 12/15/2020

     1,185,000        1,185,000  

Velocity Commercial Capital Loan Trust

     

Series 2018-2, Class A,

     

4.05% (B), 10/26/2048 (A)

     811,439        827,752  

Verus Securitization Trust

     

Series 2018-2, Class A1,

     

3.68% (B), 06/01/2058 (A)

     308,115        309,730  

VNDO Mortgage Trust

     

Series 2012-6AVE, Class A,

     

3.00%, 11/15/2030 (A)

     544,235        556,882  

Series 2013-PENN, Class A,

     

3.81%, 12/13/2029 (A)

     400,000        405,383  

Wachovia Bank Commercial Mortgage Trust

     

Series 2007-C34, Class B,

     

6.36% (B), 05/15/2046

     500,000        504,775  

Wachovia Bank Commercial Mortgage Trust, Interest Only STRIPS

     

Series 2006-C24, Class XC,

     

0.10% (B), 03/15/2045 (A)

     430,204        1  

WaMu Mortgage Pass-Through Certificates Trust

     

Series 2003-AR10, Class A7,

     

4.42% (B), 10/25/2033

     23,942        24,362  

Series 2003-AR11, Class A6,

     

4.17% (B), 10/25/2033

     48,057        49,742  

Series 2003-AR5, Class A7,

     

4.68% (B), 06/25/2033

     34,302        35,331  

Series 2003-AR6, Class A1,

     

4.71% (B), 06/25/2033

     45,717        47,092  

Series 2003-AR7, Class A7,

     

4.40% (B), 08/25/2033

     43,256        44,192  

Series 2003-S3, Class 1A4,

     

5.50%, 06/25/2033

     25,996        27,034  

Series 2004-AR10, Class A3,

     

1-Month LIBOR + 0.55%,
2.57% (B), 07/25/2044

     808,495        830,415  

Series 2005-AR10, Class 1A3,

     

4.18% (B), 09/25/2035

     185,576        188,430  

Series 2005-AR10, Class 1A4,

     

4.18% (B), 09/25/2035

     922,761        937,773  

Series 2006-AR17, Class 1A1A,

     

12-MTA + 0.81%,
3.29% (B), 12/25/2046

     277,968        279,845  

Wells Fargo Commercial Mortgage Trust

     

Series 2013-120B, Class A,

     

2.80% (B), 03/18/2028 (A)

     400,000        399,817  

Wells Fargo Mortgage-Backed Securities Trust

     

Series 2003-G, Class A1,

     

4.76% (B), 06/25/2033

     42,998        44,287  

Series 2003-M, Class A1,

     

4.89% (B), 12/25/2033

     258,708        268,652  

Series 2004-EE, Class 3A2,

     

4.77% (B), 12/25/2034

     112,063        116,102  

Series 2004-I, Class 1A1,

     

4.85% (B), 07/25/2034

     112,410        117,205  

Series 2004-P, Class 2A1,

     

4.86% (B), 09/25/2034

     34,533        35,873  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    21

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  
United States (continued)  

Wells Fargo Mortgage-Backed Securities Trust (continued)

 

Series 2004-R, Class 2A1,

     

4.74% (B), 09/25/2034

     $   15,036        $   15,615  

Series 2005-AR14, Class A1,

     

4.85% (B), 08/25/2035

     179,479        184,753  

Series 2005-AR16, Class 6A3,

     

4.91% (B), 10/25/2035

     134,835        138,025  

Series 2005-AR3, Class 1A1,

     

4.98% (B), 03/25/2035

     186,943        194,767  

Series 2005-AR4, Class 2A2,

     

5.09% (B), 04/25/2035

     96,164        97,723  

Series 2005-AR8, Class 2A1,

     

4.99% (B), 06/25/2035

     12,791        12,958  

Series 2005-AR9, Class 2A1,

     

4.66% (B), 10/25/2033

     14,823        15,180  

Series 2005-AR9, Class 3A1,

     

5.02% (B), 06/25/2034

     283,186        295,816  

Series 2006-AR6, Class 7A1,

     

4.82% (B), 03/25/2036

     208,895        214,420  

WFRBS Commercial Mortgage Trust

     

Series 2011-C3, Class A4,

     

4.38%, 03/15/2044 (A)

     100,000        102,598  

Series 2012-C6, Class A4,

     

3.44%, 04/15/2045

     200,000        203,934  
     

 

 

 
        68,030,322  
     

 

 

 

Total Mortgage-Backed Securities
(Cost $67,299,109)

 

     68,612,496  
  

 

 

 
MUNICIPAL GOVERNMENT OBLIGATIONS - 0.1%  
California - 0.0% (E)  

City of Los Angeles Department of Airports, Revenue Bonds,

     

Series C,

     

6.58%, 05/15/2039

     25,000        33,895  

State of California, General Obligation Unlimited,

     

7.30%, 10/01/2039

     80,000        125,213  
     

 

 

 
        159,108  
     

 

 

 
New York - 0.1%  

Port Authority of New York & New Jersey, Revenue Bonds

     

4.46%, 10/01/2062

     170,000        216,143  

5.65%, 11/01/2040

     40,000        55,064  
     

 

 

 
        271,207  
     

 

 

 
Ohio - 0.0% (E)  

Ohio State University, Revenue Bonds

     

Series A,

     

4.05%, 12/01/2056

     114,000        137,390  

4.80%, 06/01/2111

     91,000        121,048  
     

 

 

 
        258,438  
     

 

 

 

Total Municipal Government Obligations
(Cost $553,386)

 

     688,753  
  

 

 

 
U.S. GOVERNMENT AGENCY OBLIGATIONS - 24.6%  

Federal Home Loan Mortgage Corp.

     

1-Month LIBOR + 0.55%,
2.58% (B), 07/15/2042 - 03/15/2044

     1,331,381        1,342,619  

3.00%, 07/01/2033 - 06/01/2045

     4,902,521        5,031,410  

3.50%, 01/01/2032 - 04/01/2048

     12,912,680        13,459,887  

1-Month LIBOR + 1.85%,
3.91% (B), 09/25/2049 (A)

     2,000,000        1,999,996  

4.00%, 12/01/2040 - 12/01/2047

     2,649,200        2,800,700  
     Principal      Value  
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)  

Federal Home Loan Mortgage Corp. (continued)

     

4.50%, 05/01/2041 - 12/01/2048

     $   736,985        $   789,976  

12-Month LIBOR + 1.84%,
4.61% (B), 07/01/2040

     61,838        65,216  

1-Year CMT + 2.25%,
4.68% (B), 02/01/2036

     28,871        30,439  

1-Year CMT + 2.43%,
4.87% (B), 12/01/2031

     26,297        27,857  

5.00%, 02/01/2034

     246,313        264,919  

6.00%, 01/01/2024 - 01/01/2034

     48,763        50,914  

6.50%, 12/01/2027 - 11/01/2037

     320,457        373,944  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates

     

0.41% (B), 07/25/2023

     27,539,951        296,357  

2.20% (B), 05/25/2028

     4,531,000        692,661  

2.60%, 09/25/2020

     22,239        22,250  

2.62%, 01/25/2023

     1,750,000        1,781,944  

2.72%, 07/25/2026

     840,000        874,883  

2.74%, 09/25/2025

     700,000        729,006  

2.77%, 05/25/2025

     750,000        776,299  

1-Month LIBOR + 0.70%,
2.79% (B), 09/25/2022

     161,939        161,939  

2.81%, 09/25/2024

     1,478,000        1,528,007  

2.84%, 09/25/2022

     470,053        479,910  

3.12%, 06/25/2027

     1,634,000        1,747,797  

3.24%, 04/25/2027

     602,000        648,607  

3.30% (B), 11/25/2027

     546,000        591,547  

3.33%, 05/25/2027

     322,000        347,599  

3.34% (B), 04/25/2028

     629,000        677,400  

3.36%, 12/25/2027

     1,360,000        1,474,603  

3.39%, 03/25/2024

     714,000        753,796  

3.49%, 01/25/2024

     1,000,000        1,056,796  

3.69%, 01/25/2029

     1,305,000        1,462,505  

3.78%, 08/25/2028

     1,051        1,143  

3.90% (B), 08/25/2028

     1,125,000        1,273,414  

Federal Home Loan Mortgage Corp. REMIC

     

2.25%, 03/15/2042

     2,242,649        2,245,569  

1-Month LIBOR + 0.35%,
2.38% (B), 06/15/2043

     930,372        923,609  

1-Month LIBOR + 0.40%,
2.43% (B), 04/15/2039

     274,144        275,463  

1-Month LIBOR + 0.45%,
2.48% (B), 05/15/2039 - 08/15/2039

     336,818        337,586  

2.50%, 05/15/2041 - 11/15/2043

     3,648,836        3,692,531  

1-Month LIBOR + 0.40%,
2.63% (B), 07/15/2037

     85,306        85,111  

1-Month LIBOR + 0.45%,
2.93% (B), 11/15/2039

     38,465        38,551  

3.00%, 02/15/2026 - 01/15/2046

     16,878,273        17,581,819  

3.50%, 05/15/2021 - 03/15/2046

     5,308,069        5,519,331  

4.00%, 12/15/2024 - 12/15/2041

     2,167,451        2,311,875  

4.50%, 06/15/2025

     435,281        455,581  

5.00%, 12/15/2022 - 05/15/2041

     444,142        492,389  

5.30%, 01/15/2033

     49,045        54,977  

5.50%, 11/15/2023 - 07/15/2037

     864,723        986,034  

(3.62) * 1-Month LIBOR + 27.21%,
5.50% (B), 05/15/2041

     49,497        52,499  

(3.67) * 1-Month LIBOR + 27.50%,
5.50% (B), 05/15/2041

     103,979        115,475  

5.72% (B), 10/15/2038

     29,811        32,914  

5.75%, 06/15/2035 - 08/15/2035

     1,034,626        1,200,376  

5.85%, 09/15/2035

     294,008        338,745  

6.00%, 04/15/2036

     89,886        104,164  

6.50%, 02/15/2032

     41,197        47,090  

(4.44) * 1-Month LIBOR + 24.43%,
15.43% (B), 06/15/2035

     58,523        72,069  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    22

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)  

Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS

     

(1.00) * 1-Month LIBOR + 6.37%,
4.34% (B), 10/15/2037

     $   274,724        $   44,382  

4.50%, 12/15/2024

     868        15  

5.00%, 10/15/2039

     80,463        7,226  

Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS

     

04/15/2020 - 01/15/2040

     219,832        199,715  

Federal Home Loan Mortgage Corp. STRIPS

     

2.50%, 05/15/2028

     1,796,290        1,828,984  

Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates

     

1-Month LIBOR + 0.40%,
2.42% (B), 03/25/2043

     514,296        511,550  

Federal National Mortgage Association

     

0.01%, 10/09/2019

     450,000        449,765  

2.00%, 12/01/2020

     500,000        500,081  

2.01%, 06/01/2020

     2,000,000        1,994,140  

2.22%, 12/01/2022

     1,359,245        1,369,684  

1-Month LIBOR + 0.22%,
2.24% (B), 03/25/2045

     59,209        58,980  

2.38%, 12/01/2022

     907,391        918,720  

2.39%, 06/01/2025

     399,771        405,590  

2.40%, 01/01/2023

     871,994        883,686  

2.45%, 11/01/2022 - 02/01/2023

     3,000,000        3,049,562  

2.49%, 05/25/2026

     1,000,000        1,018,494  

2.50%, 04/01/2023

     1,000,000        1,018,022  

1-Month LIBOR + 0.50%,
2.52% (B), 08/25/2042

     224,336        224,602  

2.52%, 05/01/2023

     1,000,000        1,019,241  

2.53%, 10/01/2022 - 09/25/2024

     2,253,556        2,293,850  

2.57% (B), 12/25/2026

     1,500,000        1,529,534  

1-Month LIBOR + 0.48%,
2.57% (B), 09/01/2024

     901,458        897,641  

2.57%, 01/01/2023

     1,886,367        1,921,510  

2.59%, 10/01/2028

     2,435,000        2,512,233  

2.64%, 04/01/2023

     897,725        918,059  

2.67%, 07/01/2022

     1,000,000        1,018,478  

2.69%, 12/01/2028

     2,010,000        2,091,079  

2.70%, 07/01/2026

     1,000,000        1,038,524  

2.72%, 10/25/2024

     1,000,000        1,028,738  

2.75%, 03/01/2022

     77,274        78,914  

2.77%, 06/01/2023

     731,790        751,758  

2.81%, 06/01/2023 - 05/01/2027

     1,954,616        2,029,511  

2.90%, 06/25/2027

     1,182,980        1,237,148  

2.92%, 08/25/2021 - 12/01/2024

     1,248,830        1,299,170  

2.93%, 06/01/2030

     800,000        850,732  

2.94%, 02/01/2027 - 12/01/2028

     4,239,821        4,493,508  

2.98%, 07/01/2022 - 04/01/2023

     2,373,912        2,446,572  

3.00%, 11/01/2046

     1,635,062        1,685,910  

3.02% (B), 08/25/2024

     955,000        993,779  

3.04%, 12/01/2024

     1,000,000        1,053,127  

3.05%, 01/01/2025 - 12/01/2029

     6,676,000        7,149,382  

3.06% (B), 05/25/2027 - 09/25/2027

     2,430,000        2,571,377  

3.08%, 12/01/2024

     935,779        985,195  

3.09%, 09/01/2029

     2,385,000        2,570,816  

3.09% (B), 04/25/2027

     1,167,000        1,239,965  

3.10%, 09/01/2025

     985,380        1,044,268  

3.10% (B), 07/25/2024

     820,000        856,037  

3.11%, 01/01/2022 - 12/01/2024

     1,639,718        1,710,622  

3.12%, 11/01/2026

     969,953        1,035,209  

3.13%, 06/01/2030

     500,000        538,882  

3.14%, 12/01/2026

     912,498        973,949  

3.14% (B), 03/25/2028

     740,000        784,705  

3.15%, 12/01/2024

     2,347,775        2,480,419  
     Principal      Value  
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)  

Federal National Mortgage Association (continued)

 

3.18% (B), 06/25/2027

     $   1,001,000        $   1,061,924  

3.19% (B), 02/25/2030

     529,000        563,226  

3.20%, 06/01/2030

     498,044        538,708  

3.21%, 03/01/2029

     4,000,000        4,326,524  

1-Month LIBOR + 0.93%,
3.23% (B), 11/25/2022

     178,414        178,604  

3.23% (B), 04/25/2028

     2,500,000        2,681,696  

3.24%, 10/01/2026

     913,416        979,149  

3.26%, 07/01/2022

     1,259,075        1,304,050  

3.28%, 08/01/2020

     3,569,679        3,575,782  

3.29%, 08/01/2026

     3,998,667        4,312,089  

3.30% (B), 04/25/2029

     823,000        885,295  

3.30%, 12/01/2026 - 12/01/2029

     4,948,159        5,368,445  

3.32%, 04/01/2029

     3,000,000        3,274,685  

3.34%, 02/01/2027 - 07/01/2030

     4,616,859        4,967,919  

3.35%, 08/01/2023

     652,317        684,972  

3.38%, 12/01/2023

     1,458,095        1,539,600  

3.45%, 01/01/2024 - 04/01/2029

     3,073,943        3,345,496  

3.50% (B), 01/25/2024 - 07/25/2028

     2,531,052        2,711,354  

3.50%, 08/01/2032 - 01/01/2048

     36,478,435        38,134,408  

3.50%, 09/01/2049 (H)

     1,900,000        1,960,563  

3.51% (B), 12/25/2023

     1,586,140        1,670,966  

3.56%, 01/01/2021

     410,571        417,325  

3.58%, 01/01/2032

     1,683,744        1,892,469  

3.59%, 12/01/2020

     1,259,538        1,272,883  

3.63%, 10/01/2029

     463,661        514,880  

3.66%, 10/01/2028

     1,578,565        1,749,437  

3.67%, 07/01/2023

     925,000        982,807  

3.73%, 07/01/2022

     755,516        781,336  

3.75% (B), 11/25/2028

     1,980,000        2,203,258  

3.76%, 11/01/2023

     974,420        1,042,287  

3.77%, 12/01/2025

     988,471        1,078,039  

3.82%, 05/01/2022

     667,081        686,163  

3.95%, 09/01/2021

     98,836        102,636  

4.00%, 01/01/2035 - 11/01/2048

     8,189,295        8,589,444  

4.00%, 08/01/2048 (H)

     1,437,714        1,497,077  

4.02%, 11/01/2028

     363,128        412,735  

4.04%, 10/01/2020

     400,000        404,095  

4.25%, 04/01/2021

     1,050,000        1,076,328  

4.30%, 04/01/2021

     406,712        416,705  

4.33%, 04/01/2021

     348,922        357,575  

1-Month LIBOR + 2.35%,
4.37% (B), 01/25/2031

     700,000        707,942  

4.48%, 12/01/2019 - 02/01/2021

     641,671        651,006  

4.50%, 05/01/2039 - 07/01/2049

     2,726,585        2,933,000  

1-Month LIBOR + 2.50%,
4.52% (B), 05/25/2030

     500,000        507,718  

5.00%, 06/01/2033 - 06/01/2048

     2,309,946        2,490,710  

5.50%, 03/01/2024 - 03/01/2035

     278,183        305,779  

6.00%, 08/01/2021 - 09/01/2037

     594,175        666,199  

7.00%, 11/01/2037 - 12/01/2037

     25,296        28,199  

Federal National Mortgage Association Connecticut Avenue Securities

     

1-Month LIBOR + 2.20%,
4.22% (B), 01/25/2030

     2,000,000        2,026,006  

1-Month LIBOR + 4.35%,
6.37% (B), 05/25/2029

     789,483        832,146  

Federal National Mortgage Association REMIC

     

1-Month LIBOR + 0.29%,
2.31% (B), 07/25/2036

     81,907        81,788  

1-Month LIBOR + 0.40%,
2.42% (B), 05/25/2027

     109,280        109,827  

1-Month LIBOR + 0.50%,
2.52% (B), 05/25/2035 - 10/25/2042

     725,184        728,148  

1-Month LIBOR + 0.60%,
2.62% (B), 04/25/2040

     20,015        20,152  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    23

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)  

Federal National Mortgage Association REMIC (continued)

 

1-Month LIBOR + 0.65%,
2.67% (B), 02/25/2024

     $  45,658        $  45,936  

1-Month LIBOR + 0.90%,
2.92% (B), 03/25/2038

     129,920        133,088  

3.00%, 05/25/2026 - 01/25/2046

     8,266,960        8,458,767  

1-Month LIBOR + 1.25%,
3.27% (B), 07/25/2023

     80,163        81,477  

3.50%, 04/25/2031

     932,490        979,424  

4.00%, 05/25/2033

     119,789        128,377  

5.00%, 10/25/2025

     68,937        72,958  

5.25%, 05/25/2039

     30,926        32,744  

5.50%, 03/25/2023 - 07/25/2040

     570,464        618,621  

6.00%, 03/25/2029

     17,272        19,138  

6.50%, 01/25/2032 - 07/25/2036

     79,220        91,788  

7.00%, 11/25/2041

     75,722        87,919  

(3.50) * 1-Month LIBOR + 23.10%,
16.04% (B), 06/25/2035

     40,445        46,595  

Federal National Mortgage Association REMIC, Interest Only STRIPS

     

(1.00) * 1-Month LIBOR + 6.70%,
4.21% (B), 03/25/2036

     256,195        51,574  

(1.00) * 1-Month LIBOR + 6.53%,
4.51% (B), 01/25/2041

     263,200        54,969  

(1.00) * 1-Month LIBOR + 6.60%,
4.58% (B), 08/25/2035 - 06/25/2036

     287,340        46,660  

Federal National Mortgage Association REMIC, Principal Only STRIPS

     

12/25/2034 - 12/25/2043

     1,234,271        1,091,048  

Federal National Mortgage Association, Principal Only STRIPS

     

09/25/2024 - 08/25/2032

     26,574        25,000  

05/15/2030, MTN

     400,000        318,859  

FREMF Mortgage Trust

     

3.70% (B), 11/25/2049 (A)

     491,000        511,474  

3.81% (B), 01/25/2048 (A)

     1,000,000        1,023,249  

3.81% (B), 01/25/2048 (A)

     2,300,000        2,384,045  

3.96% (B), 11/25/2047 (A)

     1,000,000        1,029,558  

3.97% (B), 07/25/2049 (A)

     440,000        459,293  

4.21% (B), 11/25/2047 (A)

     455,000        479,036  

1-Month LIBOR + 2.50%,
4.59% (B), 11/25/2024 (A)

     737,637        740,369  

Government National Mortgage Association

     

1.65%, 01/20/2063 - 04/20/2063

     999,063        992,935  

1-Month LIBOR + 0.41%,
2.64% (B), 03/20/2063

     297,027        296,525  

1-Month LIBOR + 0.45%,
2.68% (B), 03/20/2060 - 02/20/2063

     532,678        532,257  

1-Month LIBOR + 0.47%,
2.70% (B), 03/20/2063 - 08/20/2065

     1,794,327        1,793,678  

1-Month LIBOR + 0.48%,
2.71% (B), 04/20/2063 - 02/20/2065

     2,082,321        2,082,000  

1-Month LIBOR + 0.50%,
2.73% (B), 02/20/2061 - 06/20/2067

     4,059,791        4,061,656  

1-Month LIBOR + 0.52%,
2.74% (B), 10/20/2062

     260,413        260,597  

1-Month LIBOR + 0.52%,
2.75% (B), 09/20/2065

     538,142        538,819  

1-Month LIBOR + 0.55%,
2.78% (B), 04/20/2062 - 07/20/2062

     24,880        24,891  

1-Month LIBOR + 0.56%,
2.79% (B), 03/20/2067

     1,339,449        1,343,364  

1-Month LIBOR + 0.58%,
2.81% (B), 05/20/2066

     542,928        543,702  
     Principal      Value  
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)  

Government National Mortgage Association (continued)

 

1-Month LIBOR + 0.60%,
2.83% (B), 04/20/2064 - 11/20/2065

     $   2,151,804        $   2,161,343  

1-Month LIBOR + 0.34%,
2.85% (B), 12/20/2062

     484,740        482,972  

1-Month LIBOR + 0.65%,
2.88% (B), 01/20/2064 - 03/20/2064

     2,168,249        2,177,224  

1-Month LIBOR + 0.69%,
2.92% (B), 02/20/2064

     531,228        535,336  

1-Month LIBOR + 0.70%,
2.93% (B), 09/20/2063

     1,005,852        1,010,713  

1-Month LIBOR + 0.45%,
2.96% (B), 05/20/2062

     2,218        2,218  

1-Month LIBOR + 0.50%,
3.01% (B), 07/20/2064

     866,230        866,664  

1-Month LIBOR + 0.60%,
3.11% (B), 04/20/2064

     662,103        664,061  

1-Month LIBOR + 0.65%,
3.16% (B), 05/20/2061

     6,829        6,848  

1-Month LIBOR + 1.00%,
3.23% (B), 12/20/2066

     434,710        441,401  

4.00%, 09/16/2025

     500,000        525,368  

4.00% (B), 11/16/2042

     156,863        169,398  

4.25%, 12/20/2044

     666,763        708,559  

4.50%, 05/20/2048

     6,771,455        7,118,686  

4.61% (B), 10/20/2041

     440,159        480,973  

4.78% (B), 11/20/2042

     392,054        432,997  

5.00%, 04/20/2041

     228,285        294,710  

5.20% (B), 07/20/2060

     44,792        46,099  

5.50%, 01/16/2033 - 07/20/2037

     581,798        653,514  

5.85% (B), 12/20/2038

     89,601        102,332  

6.00%, 02/15/2024 - 09/20/2038

     378,019        413,552  

(3.50) * 1-Month LIBOR + 23.28%,
16.12% (B), 04/20/2037

     40,249        58,034  

Government National Mortgage Association, Interest Only STRIPS

     

1.62% (B), 06/20/2067

     2,828,747        258,548  

(1.00) * 1-Month LIBOR + 6.60%,
4.56% (B), 05/20/2041

     90,339        13,479  

7.50%, 04/20/2031

     5,614        539  

Government National Mortgage Association, Principal Only STRIPS

     

02/17/2033 - 01/20/2038

     31,232        29,633  

Residual Funding Corp., Principal Only STRIPS

     

10/15/2019 - 10/15/2020

     6,075,000        5,994,710  

Seasoned Loans Structured Transaction

     

3.50%, 06/25/2028

     5,264,830        5,440,240  

Tennessee Valley Authority

     

4.25%, 09/15/2065

     264,000        364,810  

4.63%, 09/15/2060

     155,000        225,356  

5.88%, 04/01/2036

     874,000        1,267,745  

Tennessee Valley Authority, Principal Only STRIPS

     

Zero Coupon, 07/15/2028

     1,000,000        819,643  
     

 

 

 

Total U.S. Government Agency Obligations
(Cost $328,121,160)

 

     339,074,787  
  

 

 

 
U.S. GOVERNMENT OBLIGATIONS - 14.2%  
U.S. Treasury - 14.1%  

U.S. Treasury Bond

     

2.25%, 08/15/2046

     1,070,000        1,097,252  

2.50%, 02/15/2045

     2,800,000        3,012,844  

2.75%, 08/15/2042 - 11/15/2047

     2,809,100        3,162,149  

2.88%, 05/15/2043

     3,580,000        4,104,554  

3.00%, 02/15/2048

     11,270,000        13,380,924  

3.13%, 02/15/2043 - 05/15/2048

     2,894,000        3,484,773  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    24

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
U.S. GOVERNMENT OBLIGATIONS (continued)  
U.S. Treasury (continued)  

U.S. Treasury Bond (continued)

     

3.38%, 05/15/2044

     $   2,100,000        $   2,615,730  

3.63%, 08/15/2043 - 02/15/2044

     5,270,000        6,803,687  

3.75%, 11/15/2043

     2,973,000        3,910,540  

4.25%, 05/15/2039 - 11/15/2040

     1,750,000        2,424,953  

4.38%, 02/15/2038 - 05/15/2041

     4,923,000        6,872,192  

4.50%, 02/15/2036 - 05/15/2038

     12,889,000        17,817,250  

4.75%, 02/15/2037

     450,000        644,889  

5.38%, 02/15/2031

     29,000        39,979  

8.75%, 08/15/2020

     1,000,000        1,058,867  

U.S. Treasury Bond, Principal Only STRIPS

     

02/15/2021 - 02/15/2035

     67,103,000        59,105,787  

05/15/2022 - 11/15/2024 (F)

     2,800,000        2,663,896  

U.S. Treasury Note

     

1.25%, 08/31/2024 (J)

     6,500,000        6,408,848  

1.38%, 01/31/2021

     245,000        243,718  

1.63%, 08/15/2022 - 02/15/2026

     2,684,400        2,689,741  

1.75%, 11/30/2021 - 05/15/2023

     6,759,000        6,787,128  

2.00%, 01/31/2020 (J)

     6,759,000        6,760,848  

2.00%, 02/28/2021 - 11/15/2026

     6,506,000        6,590,451  

2.13%, 08/15/2021 - 05/15/2025

     9,105,000        9,256,755  

2.25%, 11/15/2024 - 02/15/2027

     830,000        863,028  

2.50%, 08/15/2023 - 05/15/2024

     1,511,000        1,564,187  

2.63%, 05/15/2021

     289,700        293,876  

2.75%, 05/31/2023 - 02/15/2024

     2,209,000        2,315,811  

2.88%, 04/30/2025 - 05/15/2049

     11,907,000        12,843,282  

3.13%, 05/15/2021

     3,350,000        3,423,936  

3.63%, 02/15/2021

     1,750,000        1,794,228  
     

 

 

 
        194,036,103  
     

 

 

 
U.S. Treasury Inflation-Protected Securities - 0.1%  

U.S. Treasury Inflation-Indexed Bond

     

2.50%, 01/15/2029

     59,748        72,089  

U.S. Treasury Inflation-Indexed Note

     

0.13%, 01/15/2022

     1,198,141        1,186,179  

1.38%, 01/15/2020

     90,167        89,893  
     

 

 

 
        1,348,161  
     

 

 

 

Total U.S. Government Obligations
(Cost $180,745,866)

 

     195,384,264  
  

 

 

 
     Shares      Value  
COMMON STOCKS - 21.1%  
Argentina - 0.0% (E)  

MercadoLibre, Inc. (K)

     56        30,869  
     

 

 

 
Australia - 0.3%  

Australia & New Zealand Banking Group, Ltd.

     41,382        796,586  

BHP Group, Ltd.

     36,524        905,217  

Commonwealth Bank of Australia

     2,947        160,777  

CSL, Ltd.

     2,780        438,487  

Dexus, REIT

     48,351        389,330  

Goodman Group, REIT

     44,666        427,489  

Macquarie Group, Ltd.

     710        62,815  

National Australia Bank, Ltd.

     4,358        87,361  

Westpac Banking Corp.

     8,568        171,407  
     

 

 

 
        3,439,469  
     

 

 

 
Austria - 0.0% (E)  

Erste Group Bank AG (K)

     15,147        500,898  
     

 

 

 
Belgium - 0.1%  

Anheuser-Busch InBev SA

     10,862        1,034,969  
     

 

 

 
     Shares      Value  
COMMON STOCKS (continued)  
Bermuda - 0.0% (E)  

Everest Re Group, Ltd.

     591        $   157,259  

RenaissanceRe Holdings, Ltd.

     475        91,889  

Third Point Reinsurance, Ltd. (K)

     1,500        14,985  
     

 

 

 
        264,133  
     

 

 

 
Brazil - 0.1%  

Ambev SA (K)

     47,985        222,316  

B3 SA - Brasil Bolsa Balcao

     17,394        182,650  

Banco do Brasil SA

     6,063        66,380  

CVC Brasil Operadora e Agencia de Viagens SA

     3,702        49,762  

Equatorial Energia SA

     4,709        113,663  

Kroton Educacional SA

     19,229        51,741  

Lojas Renner SA

     11,884        144,354  

Raia Drogasil SA (K)

     4,574        105,473  

TIM Participacoes SA, ADR (F) (K)

     5,850        84,006  

Vale SA, ADR (K)

     22,779        261,958  
     

 

 

 
        1,282,303  
     

 

 

 
Canada - 0.0% (E)  

Lululemon Athletica, Inc. (K)

     1,810        348,479  

Magna International, Inc.

     4,103        218,813  

Mercer International, Inc.

     575        7,211  
     

 

 

 
        574,503  
     

 

 

 
Chile - 0.0% (E)  

Cencosud SA

     18,006        29,633  

Cia Cervecerias Unidas SA, ADR

     1,466        32,531  
     

 

 

 
        62,164  
     

 

 

 
China - 0.7%  

3SBio, Inc. (A) (K)

     36,500        60,541  

51job, Inc., ADR (K)

     932        68,968  

Alibaba Group Holding, Ltd., ADR (K)

     9,051        1,513,599  

ANTA Sports Products, Ltd.

     15,000        124,112  

Baidu, Inc., ADR (K)

     1,505        154,654  

Bank of China, Ltd., H Shares

     640,000        251,502  

Baoshan Iron & Steel Co., Ltd., A Shares

     58,400        48,350  

BOE Technology Group Co., Ltd., A Shares

     63,200        33,201  

CGN Power Co., Ltd., H Shares (A)

     270,000        68,209  

China Conch Venture Holdings, Ltd.

     18,000        66,601  

China Construction Bank Corp., H Shares

     698,000        532,559  

China Life Insurance Co., Ltd., H Shares

     79,000        183,043  

China Longyuan Power Group Corp., Ltd., H Shares

     125,000        70,174  

China Merchants Bank Co., Ltd., H Shares

     39,000        185,603  

China Oilfield Services, Ltd., H Shares

     70,000        83,685  

China Pacific Insurance Group Co., Ltd., H Shares

     32,400        119,055  

China Petroleum & Chemical Corp., H Shares

     276,000        164,099  

China Railway Group, Ltd., H Shares

     71,000        43,120  

China Shenhua Energy Co., Ltd., H Shares

     56,500        113,466  

China Vanke Co., Ltd., H Shares

     35,400        123,304  

CNOOC, Ltd.

     62,000        94,609  

Country Garden Holdings Co., Ltd.

     109,000        138,098  

Country Garden Services Holdings Co., Ltd.

     35,000        100,922  

CSPC Pharmaceutical Group, Ltd.

     44,000        88,363  

Ctrip.com International, Ltd., ADR (K)

     3,410        99,879  

ENN Energy Holdings, Ltd.

     10,500        108,648  

Fosun International, Ltd.

     33,500        41,460  

Great Wall Motor Co., Ltd., H Shares (F)

     48,500        32,487  

Greentown Service Group Co., Ltd. (F)

     74,000        72,700  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    25

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
China (continued)  

Hangzhou Robam Appliances Co., Ltd., A Shares

     25,900        $   95,423  

Industrial & Commercial Bank of China, Ltd., H Shares

     554,000        371,091  

Inner Mongolia Yili Industrial Group Co., Ltd., A Shares

     9,000        35,958  

JD.com, Inc., ADR (K)

     5,280        148,949  

Jiangsu Hengrui Medicine Co., Ltd., A Shares

     8,600        97,199  

Jointown Pharmaceutical Group Co., Ltd., A Shares

     26,400        52,775  

Kingdee International Software Group Co., Ltd.

     82,000        86,418  

Kweichow Moutai Co., Ltd., A Shares

     600        96,660  

KWG Group Holdings, Ltd. (K)

     54,000        47,333  

Longfor Group Holdings, Ltd. (A)

     19,500        72,898  

Luxshare Precision Industry Co., Ltd., A Shares

     22,110        82,885  

Meituan Dianping, Class B (K)

     4,000        40,879  

Midea Group Co., Ltd., A Shares

     12,700        90,913  

NARI Technology Co., Ltd., A Shares

     20,500        58,728  

NetEase, Inc., ADR

     781        207,887  

PetroChina Co., Ltd., H Shares

     140,000        71,985  

PICC Property & Casualty Co., Ltd., H Shares

     106,000        123,748  

Ping An Bank Co., Ltd., A Shares

     39,200        85,611  

Ping An Insurance Group Co. of China, Ltd., H Shares

     44,000        505,531  

Postal Savings Bank of China Co., Ltd., H Shares (A)

     189,000        115,266  

SAIC Motor Corp., Ltd., A Shares

     21,400        71,289  

Shenzhou International Group Holdings, Ltd.

     10,000        130,651  

Sinopharm Group Co., Ltd., H Shares

     30,000        93,969  

Sunny Optical Technology Group Co., Ltd.

     7,900        116,116  

Suofeiya Home Collection Co., Ltd., A Shares

     24,400        58,518  

Tencent Holdings, Ltd.

     36,500        1,537,734  

Wuxi Biologics Cayman, Inc. (A) (K)

     10,000        102,071  

Yum China Holdings, Inc.

     4,054        184,173  
     

 

 

 
        9,567,669  
     

 

 

 
Colombia - 0.0% (E)  

Bancolombia SA

     4,473        50,771  

Ecopetrol SA, ADR

     1,987        33,839  
     

 

 

 
        84,610  
     

 

 

 
Czech Republic - 0.0% (E)  

Komercni banka as

     2,080        70,320  

Moneta Money Bank AS (A)

     17,826        54,954  
     

 

 

 
        125,274  
     

 

 

 
Denmark - 0.1%  

Chr Hansen Holding A/S

     3,358        285,015  

Novo Nordisk A/S, Class B

     22,640        1,163,903  
     

 

 

 
        1,448,918  
     

 

 

 
Finland - 0.0% (E)  

Nokia OYJ

     34,595        175,337  

Wartsila OYJ Abp (F)

     39,259        439,671  
     

 

 

 
        615,008  
     

 

 

 
France - 0.9%  

Air Liquide SA

     8,328        1,185,470  
     Shares      Value  
COMMON STOCKS (continued)  
France (continued)  

Airbus SE

     5,770        $   749,651  

Alstom SA

     12,560        520,622  

AXA SA

     10,301        263,062  

BNP Paribas SA

     18,082        880,378  

Capgemini SE

     3,497        412,029  

Natixis SA

     88,485        366,970  

Orange SA

     28,703        450,345  

Pernod Ricard SA

     4,903        873,214  

Renault SA

     10,297        591,015  

Safran SA

     4,958        780,604  

Sanofi

     12,969        1,202,371  

Schneider Electric SE

     10,608        930,757  

Sodexo SA

     2,603        292,226  

Thales SA

     4,688        539,072  

TOTAL SA (F)

     23,098        1,205,537  

Unibail-Rodamco-Westfield, REIT

     1,570        228,876  

Vinci SA

     1,878        202,277  
     

 

 

 
        11,674,476  
     

 

 

 
Germany - 0.5%  

adidas AG

     1,422        442,732  

Allianz SE

     739        172,250  

BASF SE

     2,327        162,628  

Bayer AG

     6,180        435,745  

Brenntag AG

     10,501        508,183  

Daimler AG

     14,364        714,229  

Deutsche Bank AG

     11,658        87,307  

Deutsche Boerse AG

     3,420        534,542  

Deutsche Post AG

     17,504        584,660  

Deutsche Telekom AG

     43,723        733,615  

Infineon Technologies AG

     23,759        427,597  

RWE AG

     6,338        198,194  

SAP SE

     11,215        1,318,703  

Siemens AG

     2,100        224,884  
     

 

 

 
        6,545,269  
     

 

 

 
Greece - 0.0% (E)  

OPAP SA

     3,118        32,064  
     

 

 

 
Hong Kong - 0.2%  

AIA Group, Ltd.

     111,400        1,052,499  

China Everbright International, Ltd.

     95,000        73,210  

China Mobile, Ltd.

     32,500        268,909  

China Overseas Land & Investment, Ltd.

     48,000        150,963  

China Resources Land, Ltd.

     12,000        50,295  

China State Construction International Holdings, Ltd.

     30,000        28,210  

China Unicom Hong Kong, Ltd.

     112,000        118,892  

CK Asset Holdings, Ltd.

     43,500        294,710  

CK Hutchison Holdings, Ltd.

     34,000        300,190  

Far East Horizon, Ltd.

     56,000        52,015  

Geely Automobile Holdings, Ltd.

     74,000        125,573  

Haier Electronics Group Co., Ltd.

     17,000        44,356  

Hong Kong Exchanges & Clearing, Ltd.

     20,400        598,645  

Hutchison China MediTech, Ltd., ADR (K)

     1,562        27,866  

Techtronic Industries Co., Ltd.

     4,500        31,320  
     

 

 

 
        3,217,653  
     

 

 

 
Hungary - 0.0% (E)  

OTP Bank Nyrt

     3,456        143,887  

Richter Gedeon Nyrt

     2,061        33,343  
     

 

 

 
        177,230  
     

 

 

 
India - 0.0% (E)  

HDFC Bank, Ltd., ADR

     1,316        75,078  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    26

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
India (continued) (E)  

ICICI Bank, Ltd., ADR

     5,567        $   67,806  

Infosys, Ltd., ADR

     11,133        126,582  
     

 

 

 
        269,466  
     

 

 

 
Indonesia - 0.1%  

Astra International Tbk PT

     197,600        91,875  

Bank Central Asia Tbk PT

     103,800        221,932  

Bank Rakyat Indonesia Persero Tbk PT

     591,500        171,679  

Hanjaya Mandala Sampoerna Tbk PT

     280,000        45,171  

Telekomunikasi Indonesia Persero Tbk PT

     587,300        178,321  

Unilever Indonesia Tbk PT

     19,900        65,188  

United Tractors Tbk PT

     5,400        7,827  
     

 

 

 
        781,993  
     

 

 

 
Ireland - 0.2%  

Accenture PLC, Class A

     5,348        1,028,688  

CRH PLC

     4,517        155,527  

Jazz Pharmaceuticals PLC (K)

     2,561        328,166  

Medtronic PLC

     11,856        1,287,799  

Ryanair Holdings PLC, ADR (K)

     6,907        458,487  

STERIS PLC

     1,000        144,490  
     

 

 

 
        3,403,157  
     

 

 

 
Israel - 0.0% (E)  

SolarEdge Technologies, Inc. (K)

     500        41,860  
     

 

 

 
Italy - 0.2%  

Assicurazioni Generali SpA

     20,722        401,578  

Enel SpA

     172,723        1,289,766  

FinecoBank Banca Fineco SpA

     36,014        381,230  

UniCredit SpA

     4,358        51,395  
     

 

 

 
        2,123,969  
     

 

 

 
Japan - 1.4%  

Asahi Group Holdings, Ltd.

     1,800        89,064  

Bridgestone Corp.

     11,500        445,003  

Central Japan Railway Co.

     2,400        493,207  

Daicel Corp. (F)

     47,200        398,554  

Daikin Industries, Ltd.

     5,700        747,524  

DMG Mori Co., Ltd. (F)

     33,900        480,008  

Electric Power Development Co., Ltd., Class C

     5,800        132,227  

Hitachi, Ltd.

     8,800        327,421  

Honda Motor Co., Ltd.

     28,800        745,404  

Japan Airlines Co., Ltd. (F)

     9,900        294,093  

Japan Tobacco, Inc.

     19,600        428,889  

Kao Corp.

     10,200        753,173  

Keyence Corp.

     300        185,618  

Mabuchi Motor Co., Ltd.

     15,600        580,717  

Marui Group Co., Ltd. (F)

     22,800        481,199  

Mitsubishi Corp.

     20,800        509,973  

Mitsubishi UFJ Financial Group, Inc.

     149,500        758,250  

Mitsui Fudosan Co., Ltd.

     21,000        520,314  

NGK Spark Plug Co., Ltd. (F)

     19,600        373,057  

Nintendo Co., Ltd.

     2,600        962,331  

Nippon Telegraph & Telephone Corp.

     16,900        805,886  

Nomura Research Institute, Ltd.

     10,100        200,926  

Olympus Corp.

     10,500        141,392  

Otsuka Corp.

     14,300        569,355  

Otsuka Holdings Co., Ltd.

     16,600        620,245  

Panasonic Corp.

     46,000        372,510  

Persol Holdings Co., Ltd.

     15,000        283,283  

Renesas Electronics Corp. (K)

     30,200        196,073  

Ryohin Keikaku Co., Ltd.

     14,500        270,622  

Seven & i Holdings Co., Ltd.

     19,200        733,729  
     Shares      Value  
COMMON STOCKS (continued)  
Japan (continued)  

Sony Corp.

     7,600        $   446,124  

Sumitomo Electric Industries, Ltd.

     19,900        252,327  

Sumitomo Mitsui Financial Group, Inc. (F)

     19,500        666,381  

T&D Holdings, Inc.

     43,700        462,765  

Tokio Marine Holdings, Inc. (F)

     13,700        732,229  

Tokyo Gas Co., Ltd.

     7,700        194,022  

Tokyu Corp.

     37,900        710,855  

Toray Industries, Inc.

     50,600        375,364  

Toyota Motor Corp. (F)

     21,800        1,454,879  

West Japan Railway Co.

     4,100        346,239  

Yamato Holdings Co., Ltd. (F)

     7,600        114,290  
     

 

 

 
        19,655,522  
     

 

 

 
Luxembourg - 0.0% (E)  

ArcelorMittal

     20,084        282,520  
     

 

 

 
Malaysia - 0.0% (E)  

CIMB Group Holdings Bhd.

     49,700        59,707  

IHH Healthcare Bhd., Class A

     38,700        52,500  

Petronas Chemicals Group Bhd.

     51,000        91,841  

Public Bank Bhd.

     28,700        137,639  

Tenaga Nasional Bhd.

     27,900        90,890  
     

 

 

 
        432,577  
     

 

 

 
Mexico - 0.1%  

Alfa SAB de CV, Class A

     55,375        48,826  

America Movil SAB de CV, Series L

     282,800        210,087  

Banco Santander SA, B Shares

     46,150        58,255  

Cemex SAB de CV, ADR

     7,973        31,254  

Fomento Economico Mexicano SAB de CV, ADR

     1,804        165,210  

Grupo Aeroportuario del Pacifico SAB de CV, B Shares

     8,486        81,901  

Grupo Aeroportuario del Sureste SAB de CV, Class B

     5,550        84,620  

Grupo Financiero Banorte SAB de CV, Class O

     33,387        179,945  

Grupo Mexico SAB de CV, Series B

     49,699        116,528  

Wal-Mart de Mexico SAB de CV

     56,236        166,679  
     

 

 

 
        1,143,305  
     

 

 

 
Netherlands - 0.4%  

Akzo Nobel NV

     6,697        597,018  

ASML Holding NV

     4,520        1,119,564  

Heineken NV

     2,590        279,926  

ING Groep NV

     51,504        539,138  

Koninklijke Philips NV

     5,973        276,686  

NXP Semiconductors NV

     5,925        646,536  

Prosus NV (K)

     2,200        161,498  

Royal Dutch Shell PLC, A Shares

     23,157        678,789  

Royal Dutch Shell PLC, B Shares

     24,286        715,466  
     

 

 

 
        5,014,621  
     

 

 

 
Norway - 0.1%  

Telenor ASA

     36,195        726,275  
     

 

 

 
Peru - 0.0% (E)  

Credicorp, Ltd.

     790        164,668  
     

 

 

 
Philippines - 0.0% (E)  

Ayala Corp.

     3,300        56,316  

Ayala Land, Inc.

     74,700        71,270  

International Container Terminal Services, Inc.

     18,990        44,113  
     

 

 

 
        171,699  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    27

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Poland - 0.0% (E)  

Bank Polska Kasa Opieki SA

     4,270        $   109,036  

CCC SA

     1,181        40,730  

CD Projekt SA

     1,540        93,473  

Dino Polska SA (A) (K)

     1,752        68,593  

Polski Koncern Naftowy Orlen SA

     2,798        68,867  
     

 

 

 
        380,699  
     

 

 

 
Puerto Rico - 0.0% (E)  

EVERTEC, Inc.

     2,550        79,611  

First BanCorp

     8,500        84,830  

OFG Bancorp

     3,400        74,460  
     

 

 

 
        238,901  
     

 

 

 
Qatar - 0.0% (E)  

Qatar National Bank QPSC

     25,189        133,424  
     

 

 

 
Republic of Korea - 0.3%  

BGF retail Co., Ltd.

     264        43,480  

Daelim Industrial Co., Ltd.

     699        60,775  

Hana Financial Group, Inc.

     4,211        124,096  

HDC Hyundai Development Co-Engineering & Construction, E Shares

     719        19,746  

Hyundai Glovis Co., Ltd.

     406        52,950  

Hyundai Heavy Industries Holdings Co., Ltd.

     177        51,717  

Hyundai Mobis Co., Ltd.

     749        157,796  

Hyundai Motor Co.

     1,880        210,609  

Industrial Bank of Korea

     3,202        35,335  

KB Financial Group, Inc.

     4,702        167,851  

Kia Motors Corp.

     2,474        94,315  

KIWOOM Securities Co., Ltd.

     501        28,439  

Korea Electric Power Corp. (K)

     2,114        45,774  

KT&G Corp.

     1,574        138,826  

LG Chem, Ltd.

     420        105,162  

Lotte Chemical Corp.

     436        86,023  

Mando Corp.

     1,882        56,956  

NAVER Corp.

     1,229        161,312  

NCSoft Corp.

     285        124,136  

POSCO

     825        156,565  

S-Oil Corp.

     1,320        109,692  

Samsung Electronics Co., Ltd.

     35,781        1,467,256  

Samsung SDI Co., Ltd.

     706        131,621  

Shinhan Financial Group Co., Ltd.

     4,832        168,856  

SK Holdings Co., Ltd.

     467        79,646  

SK Hynix, Inc.

     3,741        257,083  

SK Innovation Co., Ltd.

     787        109,219  

Woori Financial Group, Inc.

     3,453        35,940  
     

 

 

 
        4,281,176  
     

 

 

 
Republic of South Africa - 0.1%  

Absa Group, Ltd.

     10,872        109,739  

Bid Corp., Ltd.

     6,363        135,306  

Capitec Bank Holdings, Ltd.

     1,285        109,235  

Clicks Group, Ltd.

     6,511        92,426  

FirstRand, Ltd. (F)

     33,487        137,508  

Growthpoint Properties, Ltd., REIT

     47,831        72,954  

Mr Price Group, Ltd.

     7,516        78,535  

MTN Group, Ltd. (F)

     5,258        33,433  

Naspers, Ltd., N Shares

     2,262        342,780  

Pick n Pay Stores, Ltd.

     12,902        50,722  

Sanlam, Ltd.

     26,243        129,231  

Sappi, Ltd.

     9,909        24,568  

Sasol, Ltd. (F)

     2,775        46,368  

Shoprite Holdings, Ltd.

     4,255        34,456  
     Shares      Value  
COMMON STOCKS (continued)  
Republic of South Africa (continued)  

SPAR Group, Ltd.

     5,856        $   73,856  

Vodacom Group, Ltd.

     13,693        108,170  
     

 

 

 
        1,579,287  
     

 

 

 
Russian Federation - 0.1%  

Alrosa PJSC (D) (K)

     69,140        79,422  

Gazprom PJSC, ADR

     26,687        184,140  

Lukoil PJSC, ADR

     3,682        304,612  

Magnitogorsk Iron & Steel Works (D) (K)

     83,275        50,276  

Mobile TeleSystems PJSC, ADR

     5,909        47,863  

Moscow Exchange PJSC (D) (K)

     59,109        86,346  

Novatek PJSC, GDR

     267        54,148  

Rosneft Oil Co. PJSC, GDR

     6,597        42,326  

Sberbank of Russia PJSC, ADR

     22,916        324,090  

Severstal PJSC, GDR

     5,634        80,848  

Tatneft PJSC, ADR (F)

     1,146        73,172  

X5 Retail Group NV, GDR

     2,705        94,621  
     

 

 

 
        1,421,864  
     

 

 

 
Saudi Arabia - 0.0% (E)  

Al Rajhi Bank

     5,786        97,637  

Alinma Bank

     15,564        93,271  

Almarai Co. JSC

     4,814        63,845  

Bupa Arabia for Cooperative Insurance Co.

     1,352        38,349  

Mouwasat Medical Services Co.

     2,161        50,580  

National Commercial Bank

     10,564        129,684  

Saudi Basic Industries Corp.

     3,600        88,292  

Saudi Telecom Co.

     2,969        86,113  
     

 

 

 
        647,771  
     

 

 

 
Singapore - 0.1%  

DBS Group Holdings, Ltd.

     38,300        692,761  

Kulicke & Soffa Industries, Inc.

     2,675        62,809  

United Overseas Bank, Ltd.

     3,600        66,835  
     

 

 

 
        822,405  
     

 

 

 
Spain - 0.2%  

Banco Santander SA

     85,192        346,953  

Bankia SA

     138,912        262,313  

Iberdrola SA

     106,557        1,107,528  

Industria de Diseno Textil SA

     28,186        872,486  

Telefonica SA

     20,967        159,994  
     

 

 

 
        2,749,274  
     

 

 

 
Sweden - 0.1%  

Lundin Petroleum AB

     17,920        537,561  

Spotify Technology SA (K)

     2,640        300,960  

Svenska Handelsbanken AB, A Shares

     61,197        573,051  
     

 

 

 
        1,411,572  
     

 

 

 
Switzerland - 0.7%  

Cie Financiere Richemont SA

     10,460        767,378  

Credit Suisse Group AG (K)

     30,047        368,343  

Garmin, Ltd.

     2,540        215,113  

Garrett Motion, Inc. (K)

     975        9,711  

LafargeHolcim, Ltd. (K)

     13,924        685,283  

Nestle SA

     24,805        2,691,133  

Novartis AG

     16,004        1,387,692  

Roche Holding AG

     6,426        1,870,078  

Swiss Re AG

     6,665        695,182  

Zurich Insurance Group AG

     607        232,327  
     

 

 

 
        8,922,240  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    28

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Taiwan - 0.3%  

Advantech Co., Ltd.

     9,000        $   79,165  

ASE Technology Holding Co., Ltd.

     29,000        66,027  

Catcher Technology Co., Ltd.

     16,000        121,122  

Chailease Holding Co., Ltd.

     27,810        112,313  

China Life Insurance Co., Ltd. (K)

     104,000        82,452  

CTBC Financial Holding Co., Ltd.

     244,000        161,964  

Delta Electronics, Inc.

     32,000        136,717  

E.Sun Financial Holding Co., Ltd.

     161,656        136,751  

Far EasTone Telecommunications Co., Ltd.

     24,000        56,062  

Formosa Chemicals & Fibre Corp.

     27,000        75,487  

Formosa Plastics Corp.

     53,000        161,454  

Fubon Financial Holding Co., Ltd.

     89,000        127,779  

Globalwafers Co., Ltd.

     5,000        50,426  

Hon Hai Precision Industry Co., Ltd.

     41,000        96,744  

Inventec Corp.

     106,000        73,118  

Largan Precision Co., Ltd.

     1,000        143,041  

MediaTek, Inc.

     12,000        142,772  

Quanta Computer, Inc.

     52,000        94,865  

Taiwan Mobile Co., Ltd.

     28,000        101,081  

Taiwan Semiconductor Manufacturing Co., Ltd., ADR

     31,022        1,441,903  

Uni-President Enterprises Corp.

     40,000        96,526  

Vanguard International Semiconductor Corp.

     42,000        84,679  

Yuanta Financial Holding Co., Ltd.

     151,000        90,101  
     

 

 

 
        3,732,549  
     

 

 

 
Thailand - 0.1%  

Fabrinet (K)

     1,450        75,835  

Kasikornbank PCL

     27,200        139,624  

Minor International PCL

     75,600        92,692  

PTT Exploration & Production PCL

     29,600        117,103  

PTT Global Chemical PCL

     16,700        29,349  

PTT PCL

     124,100        193,748  

Siam Cement PCL

     10,500        140,069  

Thai Oil PCL

     42,500        96,922  
     

 

 

 
        885,342  
     

 

 

 
Turkey - 0.0% (E)  

BIM Birlesik Magazalar AS

     3,916        34,063  

Eregli Demir VE Celik Fabrikalari TAS

     55,985        67,912  

Ford Otomotiv Sanayi AS

     3,672        38,625  

KOC Holding AS

     16,586        55,541  

Tofas Turk Otomobil Fabrikasi AS

     12,529        44,995  

Turkcell Iletisim Hizmetleri AS

     20,258        46,672  
     

 

 

 
        287,808  
     

 

 

 
United Arab Emirates - 0.0% (E)  

DP World PLC

     2,791        39,046  
     

 

 

 
United Kingdom - 1.1%  

3i Group PLC

     55,587        797,267  

AstraZeneca PLC

     4,367        389,875  

Aviva PLC

     82,416        404,629  

Avon Products, Inc. (K)

     5,325        23,430  

Barratt Developments PLC

     45,995        366,464  

BP PLC

     207,792        1,317,820  

British American Tobacco PLC

     27,727        1,025,309  

Burberry Group PLC

     20,565        549,711  

Cardtronics PLC, Class A (K)

     525        15,876  

Delphi Technologies PLC (K)

     1,175        15,745  

Diageo PLC

     2,955        121,099  

Dixons Carphone PLC

     139,666        204,268  

Ferguson PLC

     6,057        442,672  
     Shares      Value  
COMMON STOCKS (continued)  
United Kingdom (continued)  

GlaxoSmithKline PLC

     47,883        $   1,027,125  

HSBC Holdings PLC

     94,018        722,036  

IHS Markit, Ltd. (K)

     5,140        343,763  

InterContinental Hotels Group PLC

     14,227        887,760  

ITV PLC

     261,221        404,371  

Janus Henderson Group PLC

     1,865        41,888  

Linde PLC

     1,715        332,230  

LivaNova PLC (K)

     500        36,895  

Lloyds Banking Group PLC

     458,379        305,020  

Mondi PLC

     1,405        26,945  

nVent Electric PLC

     1,950        42,978  

Prudential PLC

     52,154        945,857  

Rio Tinto PLC

     3,989        206,438  

Rio Tinto, Ltd.

     9,832        614,968  

SSE PLC

     45,789        701,215  

Standard Chartered PLC

     76,489        643,470  

Taylor Wimpey PLC

     165,735        329,104  

Unilever NV

     17,361        1,043,583  

Vodafone Group PLC

     63,781        127,043  

Whitbread PLC

     4,292        226,604  
     

 

 

 
        14,683,458  
     

 

 

 
United States - 12.6%  

8x8, Inc. (K)

     1,225        25,382  

Aaron’s, Inc.

     775        49,802  

AbbVie, Inc.

     12,083        914,925  

Abercrombie & Fitch Co., Class A

     800        12,480  

ABM Industries, Inc.

     1,025        37,228  

Acadia Healthcare Co., Inc. (K)

     6,467        200,994  

ACI Worldwide, Inc. (K)

     1,450        45,421  

Acorda Therapeutics, Inc. (K)

     1,575        4,520  

Actuant Corp., Class A

     675        14,810  

Acuity Brands, Inc.

     451        60,790  

Adient PLC (K)

     925        21,238  

ADTRAN, Inc.

     2,650        30,064  

Advance Auto Parts, Inc.

     2,381        393,817  

Advanced Energy Industries, Inc. (K)

     500        28,705  

Advanced Micro Devices, Inc. (K)

     26,678        773,395  

AdvanSix, Inc. (K)

     900        23,148  

AECOM (K)

     3,425        128,643  

Aegion Corp. (K)

     300        6,414  

Aerojet Rocketdyne Holdings, Inc. (K)

     700        35,357  

AGCO Corp.

     1,900        143,830  

Agree Realty Corp., REIT

     625        45,719  

AK Steel Holding Corp. (F) (K)

     3,700        8,399  

Akorn, Inc. (K)

     12,875        48,925  

Albany International Corp., Class A

     325        29,302  

Alexander & Baldwin, Inc.

     875        21,446  

Alexion Pharmaceuticals, Inc. (K)

     3,225        315,856  

Alleghany Corp. (K)

     200        159,552  

Allegheny Technologies, Inc. (K)

     1,475        29,869  

Allegiant Travel Co.

     150        22,449  

Allergan PLC

     1,305        219,618  

ALLETE, Inc.

     1,350        118,003  

Allscripts Healthcare Solutions, Inc. (K)

     2,225        24,431  

Allstate Corp.

     2,826        307,130  

Alphabet, Inc., Class A (K)

     1,642        2,005,112  

Alphabet, Inc., Class C (K)

     3,331        4,060,489  

Altice, Inc., Class A (K)

     7,006        200,932  

Altria Group, Inc.

     8,446        345,441  

Amazon.com, Inc. (K)

     3,325        5,771,901  

AMC Networks, Inc., Class A (K)

     950        46,702  

Amedisys, Inc. (K)

     350        45,854  

American Assets Trust, Inc., REIT

     1,725        80,626  

American Axle & Manufacturing Holdings, Inc. (K)

     1,625        13,358  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    29

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
United States (continued)  

American Campus Communities, Inc., REIT

     2,375        $   114,190  

American Eagle Outfitters, Inc.

     3,275        53,120  

American Electric Power Co., Inc.

     6,354        595,306  

American Equity Investment Life Holding Co.

     1,025        24,805  

American Express Co.

     1,322        156,366  

American Financial Group, Inc.

     1,600        172,560  

American International Group, Inc.

     7,803        434,627  

American Public Education, Inc. (K)

     925        20,665  

American States Water Co.

     425        38,191  

American Woodmark Corp. (K)

     175        15,559  

Ameriprise Financial, Inc.

     1,481        217,855  

Ameris Bancorp

     375        15,090  

AMETEK, Inc.

     3,650        335,143  

Amgen, Inc.

     482        93,272  

AMN Healthcare Services, Inc. (K)

     550        31,658  

Amphenol Corp., Class A

     3,284        316,906  

Analog Devices, Inc.

     8,037        897,974  

Anixter International, Inc. (K)

     350        24,192  

Anthem, Inc.

     3,270        785,127  

Apergy Corp. (K)

     925        25,021  

Apogee Enterprises, Inc.

     325        12,672  

Apple, Inc.

     30,537        6,839,372  

Applied Industrial Technologies, Inc.

     450        25,560  

AptarGroup, Inc.

     200        23,690  

Aqua America, Inc.

     125        5,604  

ArcBest Corp.

     1,750        53,287  

Archrock, Inc.

     1,575        15,703  

Arcosa, Inc.

     600        20,526  

Arista Networks, Inc. (K)

     1,039        248,238  

Armada Hoffler Properties, Inc., REIT

     5,800        104,922  

ARMOUR Residential, Inc., REIT (F)

     750        12,563  

Arrow Electronics, Inc. (K)

     1,750        130,515  

Arrowhead Pharmaceuticals, Inc. (K)

     1,300        36,634  

Arthur J. Gallagher & Co.

     1,843        165,078  

ASGN, Inc. (K)

     575        36,145  

Ashland Global Holdings, Inc.

     750        57,787  

Assertio Therapeutics, Inc. (K)

     5,075        6,496  

Associated Banc-Corp.

     4,125        83,531  

AT&T, Inc.

     1,821        68,907  

ATN International, Inc.

     125        7,296  

Automatic Data Processing, Inc.

     7,513        1,212,748  

AutoNation, Inc. (K)

     750        38,025  

AutoZone, Inc. (K)

     729        790,688  

AvalonBay Communities, Inc., REIT

     2,452        527,989  

Avery Dennison Corp.

     3,931        446,444  

Avis Budget Group, Inc. (K)

     825        23,315  

Avista Corp.

     250        12,110  

Avnet, Inc.

     2,275        101,203  

Axcelis Technologies, Inc. (K)

     3,350        57,251  

Axon Enterprise, Inc. (K)

     675        38,327  

Ball Corp.

     5,910        430,307  

BancorpSouth Bank

     1,225        36,272  

Bank of America Corp.

     50,315        1,467,689  

Bank OZK

     1,450        39,542  

Banner Corp.

     1,650        92,680  

Barnes Group, Inc.

     575        29,636  

Becton Dickinson and Co.

     501        126,733  

Bel Fuse, Inc., Class B

     850        12,776  

Belden, Inc.

     450        24,003  

Benchmark Electronics, Inc.

     550        15,983  

Berkshire Hathaway, Inc., Class B (K)

     8,582        1,785,228  

Best Buy Co., Inc.

     7,501        517,494  

Big Lots, Inc.

     650        15,925  

Bio-Rad Laboratories, Inc., Class A (K)

     250        83,185  

Bio-Techne Corp.

     450        88,051  

Biogen, Inc. (K)

     1,691        393,699  
     Shares      Value  
COMMON STOCKS (continued)  
United States (continued)  

BioTelemetry, Inc. (K)

     850        $   34,621  

BJ’s Restaurants, Inc.

     275        10,681  

Black Hills Corp.

     800        61,384  

BlackRock, Inc.

     1,201        535,214  

Bloomin’ Brands, Inc.

     1,125        21,296  

Blucora, Inc. (K)

     1,425        30,837  

Boeing Co.

     2,228        847,687  

Boise Cascade Co.

     2,125        69,254  

Booking Holdings, Inc. (K)

     44        86,355  

Boot Barn Holdings, Inc. (K)

     325        11,343  

Booz Allen Hamilton Holding Corp.

     4,610        327,402  

BorgWarner, Inc.

     1,115        40,898  

Boston Private Financial Holdings, Inc.

     875        10,198  

Boston Properties, Inc., REIT

     920        119,287  

Boston Scientific Corp. (K)

     22,668        922,361  

Bottomline Technologies de, Inc. (K)

     400        15,740  

Boyd Gaming Corp.

     1,000        23,950  

Brighthouse Financial, Inc. (K)

     650        26,306  

Brink’s Co.

     575        47,696  

Brinker International, Inc.

     450        19,202  

Bristol-Myers Squibb Co.

     10,596        537,323  

Brixmor Property Group, Inc., REIT

     6,050        122,754  

Brookline Bancorp, Inc.

     825        12,152  

Brown & Brown, Inc.

     2,800        100,968  

Brunswick Corp.

     1,025        53,423  

C&J Energy Services, Inc. (K)

     750        8,048  

Cabot Corp.

     1,425        64,581  

Cabot Microelectronics Corp.

     250        35,303  

CACI International, Inc., Class A (K)

     650        150,319  

Callaway Golf Co.

     1,000        19,410  

Camden Property Trust, REIT

     1,600        177,616  

Capital One Financial Corp.

     7,682        698,908  

Career Education Corp. (K)

     950        15,096  

CareTrust, Inc., REIT

     1,725        40,546  

Carlisle Cos., Inc.

     1,275        185,563  

Carpenter Technology Corp.

     200        10,332  

Carrizo Oil & Gas, Inc. (F) (K)

     975        8,370  

Carter’s, Inc.

     550        50,166  

Casey’s General Stores, Inc.

     425        68,493  

Catalent, Inc. (K)

     7,050        336,003  

Caterpillar, Inc.

     2,346        296,323  

Cathay General Bancorp

     900        31,262  

Cato Corp., Class A

     1,325        23,333  

CBRE Group, Inc., Class A (K)

     7,723        409,396  

CDK Global, Inc.

     2,175        104,596  

Celanese Corp.

     3,125        382,156  

Celgene Corp. (K)

     4,366        433,544  

Central Garden & Pet Co., Class A (K)

     525        14,556  

Charles River Laboratories International, Inc. (K)

     625        82,731  

Charles Schwab Corp.

     15,845        662,796  

Chart Industries, Inc. (K)

     375        23,385  

Charter Communications, Inc., Class A (K)

     2,316        954,470  

Chatham Lodging Trust, REIT

     475        8,621  

Cheesecake Factory, Inc.

     575        23,966  

Chemed Corp.

     325        135,710  

Chemours Co.

     1,900        28,386  

Chesapeake Energy Corp. (F) (K)

     12,125        17,096  

Chevron Corp.

     14,476        1,716,854  

Children’s Place, Inc. (F)

     200        15,398  

Ciena Corp. (K)

     2,900        113,767  

Cigna Corp. (K)

     6,514        988,760  

Cinemark Holdings, Inc.

     1,250        48,300  

Cintas Corp.

     273        73,191  

Cirrus Logic, Inc. (K)

     700        37,506  

Cisco Systems, Inc.

     5,332        263,454  

Citigroup, Inc.

     21,656        1,495,996  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    30

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
United States (continued)  

Citizens Financial Group, Inc.

     3,557        $   125,811  

Clean Harbors, Inc. (K)

     625        48,250  

CNO Financial Group, Inc.

     1,050        16,622  

CNX Resources Corp. (K)

     2,350        17,061  

Coca-Cola Co.

     30,360        1,652,798  

Coca-Cola Consolidated, Inc.

     250        75,967  

Cognex Corp.

     1,150        56,499  

Cognizant Technology Solutions Corp., Class A

     6,824        411,248  

Coherent, Inc. (K)

     275        42,273  

Cohu, Inc.

     1,900        25,660  

Columbia Banking System, Inc.

     700        25,830  

Comcast Corp., Class A

     40,381        1,820,375  

Comfort Systems, Inc.

     1,125        49,759  

Commerce Bancshares, Inc. (F)

     1,744        105,774  

Commercial Metals Co.

     2,125        36,933  

CommVault Systems, Inc. (K)

     575        25,708  

Conagra Brands, Inc.

     2,198        67,435  

Concho Resources, Inc.

     1,006        68,307  

CONMED Corp.

     275        26,441  

Consol Energy, Inc. (K)

     868        13,567  

Constellation Brands, Inc., Class A

     1,420        294,338  

Cooper Tire & Rubber Co.

     600        15,672  

Copart, Inc. (K)

     5,857        470,493  

Core-Mark Holding Co., Inc.

     1,800        57,807  

CoreCivic, Inc., REIT

     3,900        67,392  

CoreLogic, Inc. (K)

     975        45,113  

CoreSite Realty Corp., REIT

     550        67,017  

Corning, Inc.

     5,271        150,329  

Corporate Office Properties Trust, REIT

     3,075        91,573  

Corteva, Inc. (K)

     7,753        217,084  

Cousins Properties, Inc., REIT

     3,298        123,972  

Cracker Barrel Old Country Store, Inc. (F)

     175        28,464  

Crane Co.

     1,750        141,102  

Cree, Inc. (K)

     775        37,975  

Crocs, Inc. (K)

     875        24,290  

Cross Country Healthcare, Inc. (K)

     2,925        30,128  

Crown Holdings, Inc. (K)

     4,059        268,138  

Cullen/Frost Bankers, Inc.

     725        64,199  

Cummins, Inc.

     3,210        522,171  

Curtiss-Wright Corp.

     500        64,685  

Customers Bancorp, Inc. (K)

     3,600        74,664  

Cutera, Inc. (K)

     1,000        29,230  

Cypress Semiconductor Corp.

     4,300        100,362  

CyrusOne, Inc., REIT

     1,325        104,807  

Dana, Inc.

     4,725        68,229  

Darling Ingredients, Inc. (K)

     1,800        34,434  

Deckers Outdoor Corp. (K)

     700        103,152  

Deere & Co.

     1,993        336,179  

Delta Air Lines, Inc.

     4,321        248,890  

Denbury Resources, Inc. (F) (K)

     11,575        13,774  

Designer Brands, Inc., Class A

     975        16,692  

DexCom, Inc. (K)

     2,180        325,343  

Diamondback Energy, Inc.

     4,465        401,448  

DiamondRock Hospitality Co., REIT

     6,750        69,187  

Dick’s Sporting Goods, Inc.

     975        39,790  

Diebold Nixdorf, Inc. (K)

     1,025        11,480  

Digi International, Inc. (K)

     1,550        21,111  

Digital Realty Trust, Inc., REIT

     679        88,141  

Dillard’s, Inc., Class A (F)

     225        14,875  

Dime Community Bancshares, Inc.

     850        18,199  

Dine Brands Global, Inc.

     200        15,172  

Diplomat Pharmacy, Inc. (K)

     625        3,063  

Discovery, Inc., Class A (K)

     9,813        261,320  

Discovery, Inc., Class C (K)

     10,697        263,360  

Domino’s Pizza, Inc.

     500        122,295  

Domtar Corp.

     1,950        69,829  
     Shares      Value  
COMMON STOCKS (continued)  
United States (continued)  

Donnelley Financial Solutions, Inc. (K)

     287        $   3,536  

Douglas Emmett, Inc., REIT

     3,725        159,542  

Dow, Inc. (K)

     6,037        287,663  

Dunkin’ Brands Group, Inc.

     950        75,392  

DuPont de Nemours, Inc.

     4,789        341,504  

DXP Enterprises, Inc. (K)

     150        5,208  

Eagle Materials, Inc.

     225        20,252  

Eagle Pharmaceuticals, Inc. (K)

     1,525        86,269  

East West Bancorp, Inc.

     10,776        477,269  

EastGroup Properties, Inc., REIT

     225        28,130  

Eastman Chemical Co.

     6,482        478,566  

Eaton Corp. PLC

     12,820        1,065,983  

Echo Global Logistics, Inc. (K)

     325        7,361  

Edgewell Personal Care Co. (K)

     675        21,931  

Edison International

     8,367        631,039  

Elanco Animal Health, Inc. (K)

     7,670        203,945  

Eldorado Resorts, Inc. (F) (K)

     775        30,899  

Electronic Arts, Inc. (K)

     4,644        454,276  

Eli Lilly & Co.

     7,210        806,294  

EMCOR Group, Inc.

     1,675        144,251  

Emergent BioSolutions, Inc. (K)

     200        10,456  

Encompass Health Corp.

     750        47,460  

Encore Wire Corp.

     1,525        85,827  

EnerSys

     516        34,025  

Enova International, Inc. (K)

     400        8,300  

Ensign Group, Inc.

     1,850        87,745  

Entergy Corp.

     3,402        399,259  

EOG Resources, Inc.

     13,186        978,665  

ePlus, Inc. (K)

     500        38,045  

EPR Properties, REIT

     925        71,095  

EQT Corp.

     2,925        31,122  

Equinix, Inc., REIT

     757        436,638  

Equitrans Midstream Corp.

     2,425        35,284  

Equity Residential, REIT

     1,872        161,479  

Era Group, Inc. (K)

     1,000        10,560  

Evercore, Inc., Class A

     1,225        98,122  

EW Scripps Co., Class A

     850        11,288  

Exact Sciences Corp. (K)

     3,347        302,468  

Exelixis, Inc. (K)

     11,790        208,506  

Exelon Corp.

     2,249        108,649  

ExlService Holdings, Inc. (K)

     400        26,784  

Expedia Group, Inc.

     4,587        616,539  

Express, Inc. (K)

     825        2,838  

Exterran Corp. (K)

     337        4,401  

Extreme Networks, Inc. (K)

     5,350        38,921  

Exxon Mobil Corp.

     4,379        309,201  

Facebook, Inc., Class A (K)

     8,076        1,438,174  

FactSet Research Systems, Inc.

     450        109,336  

Fair Isaac Corp. (K)

     1,120        339,942  

Federal Realty Investment Trust, REIT

     1,663        226,401  

Federal Signal Corp.

     675        22,100  

Federated Investors, Inc., Class B

     1,150        37,272  

Fifth Third Bancorp

     6,772        185,417  

First American Financial Corp.

     2,300        135,723  

First Commonwealth Financial Corp.

     1,250        16,600  

First Financial Bancorp

     550        13,461  

First Horizon National Corp.

     3,750        60,750  

First Industrial Realty Trust, Inc., REIT

     1,475        58,351  

First Midwest Bancorp, Inc.

     4,175        81,329  

First Republic Bank

     3,582        346,379  

First Solar, Inc. (K)

     1,400        81,214  

FirstCash, Inc.

     531        48,677  

Fiserv, Inc. (K)

     6,128        634,800  

Five Below, Inc. (K)

     675        85,117  

Flowers Foods, Inc.

     2,925        67,655  

FNB Corp.

     3,725        42,949  

Forrester Research, Inc.

     150        4,821  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    31

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
United States (continued)  

Fortune Brands Home & Security, Inc.

     6,301        $   344,665  

Forward Air Corp.

     350        22,302  

Fossil Group, Inc. (K)

     625        7,819  

Franklin Resources, Inc.

     7,869        227,099  

Freeport-McMoRan, Inc.

     5,791        55,420  

FTI Consulting, Inc. (K)

     500        52,995  

Fulton Financial Corp.

     2,325        37,619  

FutureFuel Corp.

     1,225        14,627  

G-III Apparel Group, Ltd. (K)

     500        12,885  

GameStop Corp., Class A (F)

     1,425        7,866  

Gannett Co., Inc.

     3,875        41,618  

Generac Holdings, Inc. (K)

     4,150        325,111  

General Dynamics Corp.

     4,848        885,875  

General Mills, Inc.

     6,392        352,327  

General Motors Co.

     8,947        335,334  

Genesco, Inc. (K)

     150        6,003  

Gentex Corp.

     3,125        86,047  

Geo Group, Inc., REIT

     3,587        62,199  

Getty Realty Corp., REIT

     2,952        94,641  

Gibraltar Industries, Inc. (K)

     350        16,079  

Global Payments, Inc.

     4,399        699,441  

Globus Medical, Inc., Class A (K)

     875        44,730  

GMS, Inc. (K)

     400        11,488  

Graham Holdings Co., Class B

     50        33,173  

Greenbrier Cos., Inc.

     1,625        48,945  

Greif, Inc., Class A

     600        22,734  

Group 1 Automotive, Inc.

     250        23,078  

Gulfport Energy Corp. (K)

     1,725        4,675  

H&R Block, Inc.

     1,784        42,138  

Haemonetics Corp. (K)

     700        88,298  

Hancock Whitney Corp.

     2,450        93,823  

Hanmi Financial Corp.

     1,575        29,579  

Hanover Insurance Group, Inc.

     1,125        152,482  

Harsco Corp. (K)

     975        18,486  

Hartford Financial Services Group, Inc.

     10,624        643,921  

Hasbro, Inc.

     1,385        164,386  

Haverty Furniture Cos., Inc.

     200        4,054  

Hawaiian Electric Industries, Inc.

     2,175        99,202  

Hawkins, Inc.

     125        5,313  

HB Fuller Co.

     675        31,428  

HCI Group, Inc.

     75        3,153  

HD Supply Holdings, Inc. (K)

     3,937        154,232  

Healthcare Realty Trust, Inc., REIT

     1,525        51,088  

HealthEquity, Inc. (K)

     500        28,573  

HealthStream, Inc. (K)

     350        9,062  

Heidrick & Struggles International, Inc.

     1,450        39,585  

Helen of Troy, Ltd. (K)

     425        67,005  

Helix Energy Solutions Group, Inc. (K)

     1,000        8,060  

Herman Miller, Inc.

     1,150        53,003  

Hersha Hospitality Trust, REIT

     450        6,696  

Hibbett Sports, Inc. (K)

     2,575        58,967  

Highwoods Properties, Inc., REIT

     2,175        97,744  

Hill-Rom Holdings, Inc.

     1,075        113,122  

Hillenbrand, Inc.

     1,200        37,056  

Hilton Worldwide Holdings, Inc.

     6,647        618,902  

HMS Holdings Corp. (K)

     1,875        64,622  

HNI Corp.

     475        16,863  

Home Depot, Inc.

     9,408        2,182,844  

Honeywell International, Inc.

     6,881        1,164,265  

Host Hotels & Resorts, Inc., REIT

     7,562        130,747  

HP, Inc.

     14,785        279,732  

Hub Group, Inc., Class A (K)

     2,025        94,162  

Hubbell, Inc.

     650        85,410  

ICU Medical, Inc. (K)

     175        27,930  

IDACORP, Inc.

     975        109,853  

Illumina, Inc. (K)

     1,795        546,075  

Independence Realty Trust, Inc., REIT

     1,100        15,741  
     Shares      Value  
COMMON STOCKS (continued)  
United States (continued)  

Ingersoll-Rand PLC

     3,517        $   433,330  

Ingevity Corp. (K)

     475        40,299  

Ingredion, Inc.

     825        67,435  

Innophos Holdings, Inc.

     250        8,115  

Innospec, Inc.

     500        44,570  

Innovative Industrial Properties, Inc., REIT (F)

     125        11,546  

Insight Enterprises, Inc. (K)

     800        44,552  

Insperity, Inc.

     475        46,845  

Installed Building Products, Inc. (K)

     250        14,335  

Insteel Industries, Inc.

     225        4,619  

Integer Holdings Corp. (K)

     1,000        75,560  

Integra LifeSciences Holdings Corp. (K)

     800        48,056  

Intel Corp.

     3,272        168,606  

Intercept Pharmaceuticals, Inc. (F) (K)

     1,272        84,410  

Intercontinental Exchange, Inc.

     10,910        1,006,666  

InterDigital, Inc.

     375        19,676  

Interface, Inc.

     725        10,469  

International Bancshares Corp.

     625        24,138  

INTL. FCStone, Inc. (K)

     175        7,186  

Intuit, Inc.

     3,333        886,378  

Intuitive Surgical, Inc. (K)

     1,121        605,262  

Invesco Mortgage Capital, Inc., REIT

     1,475        22,582  

Invesco, Ltd.

     11,142        188,745  

Itron, Inc. (K)

     775        57,319  

ITT, Inc.

     2,300        140,737  

j2 Global, Inc.

     550        49,951  

Jabil, Inc.

     3,075        109,993  

JBG SMITH Properties, REIT

     1,100        43,131  

JetBlue Airways Corp. (K)

     6,000        100,500  

John B Sanfilippo & Son, Inc.

     100        9,660  

John Bean Technologies Corp.

     400        39,772  

Johnson & Johnson

     8,552        1,106,458  

Jones Lang LaSalle, Inc.

     610        84,827  

Kaiser Aluminum Corp.

     200        19,794  

Kaman Corp.

     1,150        68,379  

Kansas City Southern

     430        57,194  

KB Home

     4,075        138,550  

KBR, Inc.

     5,300        130,062  

Kelly Services, Inc., Class A

     2,925        70,843  

Kemet Corp.

     825        14,999  

Kemper Corp.

     725        56,514  

Kennametal, Inc.

     850        26,129  

KeyCorp

     31,309        558,553  

Keysight Technologies, Inc. (K)

     4,280        416,230  

Kilroy Realty Corp., REIT

     1,050        81,784  

Kimberly-Clark Corp.

     417        59,235  

Kite Realty Group Trust, REIT

     1,500        24,225  

KLA Corp.

     3,713        592,038  

KLX Energy Services Holdings, Inc. (K)

     240        2,075  

Kontoor Brands, Inc. (K)

     500        17,550  

Koppers Holdings, Inc. (K)

     300        8,763  

Korn Ferry

     1,675        64,722  

Kraton Corp. (K)

     725        23,410  

La-Z-Boy, Inc.

     525        17,635  

Landstar System, Inc.

     925        104,136  

Lannett Co., Inc. (F) (K)

     4,225        47,320  

Lantheus Holdings, Inc. (K)

     1,775        44,490  

LegacyTexas Financial Group, Inc.

     425        18,500  

Legg Mason, Inc.

     2,450        93,565  

LendingTree, Inc. (F) (K)

     100        31,043  

Lennar Corp., Class A

     5,417        302,539  

Lennox International, Inc.

     1,058        257,062  

LHC Group, Inc. (K)

     600        68,136  

Liberty Property Trust, REIT

     2,900        148,857  

Life Storage, Inc., REIT

     575        60,611  

Lincoln National Corp.

     1,152        69,489  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    32

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
United States (continued)  

Lithia Motors, Inc., Class A

     825        $   109,213  

Littelfuse, Inc.

     250        44,328  

Live Nation Entertainment, Inc. (K)

     2,075        137,655  

LogMeIn, Inc.

     525        37,254  

Louisiana-Pacific Corp.

     2,600        63,908  

Lowe’s Cos., Inc.

     8,242        906,290  

Lumentum Holdings, Inc. (K)

     1,400        74,984  

Lyft, Inc., Class A (F) (K)

     5,380        219,719  

LyondellBasell Industries NV, Class A

     1,298        116,132  

M/I Homes, Inc. (K)

     300        11,295  

Mack-Cali Realty Corp., REIT

     1,050        22,743  

Magellan Health, Inc. (K)

     1,725        107,122  

Manhattan Associates, Inc. (K)

     1,125        90,754  

ManpowerGroup, Inc.

     1,550        130,572  

ManTech International Corp., Class A

     375        26,779  

Marathon Petroleum Corp.

     11,039        670,619  

MarineMax, Inc. (K)

     275        4,257  

Marriott Vacations Worldwide Corp.

     650        67,346  

Masco Corp.

     8,547        356,239  

Masimo Corp. (K)

     900        133,911  

MasTec, Inc. (K)

     800        51,944  

Mastercard, Inc., Class A

     12,205        3,314,512  

Matador Resources Co. (K)

     600        9,918  

Materion Corp.

     225        13,806  

Matrix Service Co. (K)

     700        11,998  

Matson, Inc.

     525        19,693  

MAXIMUS, Inc.

     750        57,945  

McDonald’s Corp.

     1,568        336,665  

McKesson Corp.

     848        115,888  

MDC Holdings, Inc.

     591        25,472  

MDU Resources Group, Inc.

     2,250        63,427  

Medical Properties Trust, Inc., REIT

     4,375        85,575  

Medicines Co. (F) (K)

     3,000        150,000  

Medifast, Inc.

     150        15,545  

MEDNAX, Inc. (K)

     2,400        54,288  

Medpace Holdings, Inc. (K)

     650        54,626  

Merck & Co., Inc.

     16,341        1,375,585  

Mercury General Corp.

     450        25,146  

Meredith Corp.

     1,775        65,071  

Meritage Homes Corp. (K)

     1,875        131,906  

Meta Financial Group, Inc.

     375        12,229  

Methode Electronics, Inc.

     1,875        63,075  

MetLife, Inc.

     14,241        671,606  

Michaels Cos., Inc. (F) (K)

     1,200        11,748  

Microchip Technology, Inc. (F)

     1,890        175,600  

Microsoft Corp.

     64,821        9,012,064  

Mid-America Apartment Communities, Inc., REIT

     487        63,315  

Minerals Technologies, Inc.

     425        22,563  

MKS Instruments, Inc.

     900        83,052  

Molina Healthcare, Inc. (K)

     1,500        164,580  

Momenta Pharmaceuticals, Inc. (K)

     5,400        69,984  

Mondelez International, Inc., Class A

     13,444        743,722  

Monotype Imaging Holdings, Inc.

     1,125        22,286  

Moog, Inc., Class A

     650        52,728  

Morgan Stanley

     23,450        1,000,611  

Motorola Solutions, Inc.

     448        76,344  

Movado Group, Inc.

     175        4,351  

MSA Safety, Inc.

     350        38,189  

MSC Industrial Direct Co., Inc., Class A

     525        38,078  

Mueller Industries, Inc.

     700        20,076  

Murphy Oil Corp.

     2,200        48,642  

Murphy, Inc. (K)

     375        31,988  

MYR Group, Inc. (K)

     1,000        31,290  

Myriad Genetics, Inc. (K)

     775        22,188  

Nanometrics, Inc. (K)

     300        9,786  

Nasdaq, Inc.

     3,388        336,598  
     Shares      Value  
COMMON STOCKS (continued)  
United States (continued)  

National Fuel Gas Co.

     1,200        $   56,304  

National Instruments Corp.

     1,375        57,736  

National Storage Affiliates Trust, REIT

     1,225        40,878  

National Vision Holdings, Inc. (K)

     6,020        144,901  

Navient Corp.

     2,800        35,840  

Navigant Consulting, Inc.

     550        15,373  

NBT Bancorp, Inc.

     375        13,721  

NCR Corp. (K)

     1,625        51,285  

Netflix, Inc. (K)

     4,570        1,223,023  

New Jersey Resources Corp.

     1,050        47,481  

New Media Investment Group, Inc. (F)

     900        7,929  

New York Community Bancorp, Inc.

     3,050        38,278  

New York Times Co., Class A

     6,845        194,946  

NewMarket Corp.

     75        35,407  

Newmont Goldcorp Corp.

     2,101        79,670  

Newpark Resources, Inc. (K)

     1,050        8,001  

Nexteer Automotive Group, Ltd.

     25,000        20,637  

NextEra Energy, Inc.

     4,589        1,069,191  

NextGen Healthcare, Inc. (K)

     575        9,010  

NIC, Inc.

     800        16,520  

NIKE, Inc., Class B

     5,540        520,317  

NMI Holdings, Inc., Class A (K)

     775        20,352  

Nordson Corp.

     1,562        228,458  

Norfolk Southern Corp.

     5,450        979,147  

Northrop Grumman Corp.

     1,213        454,620  

NorthWestern Corp.

     500        37,525  

NOW, Inc. (K)

     3,775        43,299  

Nu Skin Enterprises, Inc., Class A

     600        25,518  

NuVasive, Inc. (K)

     550        34,859  

NVIDIA Corp.

     6,491        1,129,888  

O’Reilly Automotive, Inc. (K)

     2,030        808,975  

Oasis Petroleum, Inc. (K)

     3,200        11,072  

Oceaneering International, Inc. (K)

     1,225        16,599  

Office Depot, Inc.

     16,875        29,616  

OGE Energy Corp.

     2,800        127,064  

Oil States International, Inc. (K)

     750        9,975  

Old Dominion Freight Line, Inc.

     2,774        471,497  

Old Republic International Corp.

     6,350        149,669  

Omega Healthcare Investors, Inc., REIT

     2,400        100,296  

Omnicell, Inc. (K)

     475        34,328  

ONEOK, Inc.

     6,420        473,090  

Opus Bank

     225        4,898  

OraSure Technologies, Inc. (K)

     625        4,669  

Orthofix Medical, Inc. (K)

     550        29,161  

Oshkosh Corp.

     1,725        130,755  

OSI Systems, Inc. (K)

     200        20,312  

Owens & Minor, Inc.

     6,114        35,522  

Owens-Illinois, Inc.

     1,925        19,770  

P.H. Glatfelter Co.

     525        8,080  

PACCAR, Inc.

     3,248        227,392  

Pacific Premier Bancorp, Inc.

     2,600        81,094  

Packaging Corp. of America

     1,375        145,887  

PacWest Bancorp

     1,400        50,876  

Par Pacific Holdings, Inc. (K)

     3,350        76,581  

Park Hotels & Resorts, Inc., REIT

     423        10,562  

Parker-Hannifin Corp.

     3,070        554,473  

Patrick Industries, Inc. (K)

     300        12,864  

Patterson Cos., Inc.

     2,325        41,432  

Patterson-UTI Energy, Inc.

     2,550        21,803  

PayPal Holdings, Inc. (K)

     17,079        1,769,214  

PBF Energy, Inc., Class A

     3,050        82,929  

PDC Energy, Inc. (K)

     725        20,119  

Pebblebrook Hotel Trust, REIT

     629        17,499  

Penn National Gaming, Inc. (K)

     975        18,159  

PennyMac Mortgage Investment Trust, REIT

     925        20,563  

PepsiCo, Inc.

     3,133        429,534  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    33

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
United States (continued)  

Perficient, Inc. (K)

     1,800        $   69,444  

Perspecta, Inc.

     6,700        175,004  

Pfizer, Inc.

     13,951        501,259  

PGT Innovations, Inc. (K)

     500        8,635  

Philip Morris International, Inc.

     13,846        1,051,327  

Photronics, Inc. (K)

     675        7,344  

Pinnacle Financial Partners, Inc.

     850        48,238  

Pioneer Natural Resources Co.

     4,142        520,939  

Piper Jaffray Cos.

     175        13,209  

Pitney Bowes, Inc.

     2,050        9,369  

PNM Resources, Inc.

     950        49,476  

Polaris, Inc.

     650        57,206  

PolyOne Corp.

     950        31,018  

Pool Corp.

     282        56,879  

Post Holdings, Inc. (K)

     1,300        137,592  

PotlatchDeltic Corp.

     1,465        60,190  

PRA Health Sciences, Inc. (K)

     675        66,980  

Primerica, Inc.

     500        63,615  

Procter & Gamble Co.

     10,107        1,257,109  

Progress Software Corp.

     550        20,933  

Progressive Corp.

     6,978        539,050  

Prologis, Inc., REIT

     6,314        538,079  

ProPetro Holding Corp. (K)

     3,025        27,497  

PS Business Parks, Inc., REIT

     250        45,488  

PTC, Inc. (K)

     450        30,681  

Public Storage, REIT

     477        116,994  

QEP Resources, Inc.

     2,600        9,620  

QUALCOMM, Inc.

     6,080        463,782  

Qualys, Inc. (K)

     375        28,339  

Quanex Building Products Corp.

     1,150        20,792  

QuinStreet, Inc. (K)

     1,525        19,200  

R.R. Donnelley & Sons Co.

     2,183        8,230  

Ralph Lauren Corp.

     1,177        112,368  

Rambus, Inc. (K)

     3,875        50,859  

Range Resources Corp. (F)

     2,375        9,073  

Rayonier Advanced Materials, Inc.

     1,000        4,330  

Rayonier, Inc., REIT

     1,550        43,710  

Red Robin Gourmet Burgers, Inc. (K)

     150        4,989  

Regal Beloit Corp.

     1,525        111,096  

Regeneron Pharmaceuticals, Inc. (K)

     870        241,338  

REGENXBIO, Inc. (K)

     1,000        35,600  

Regions Financial Corp.

     10,355        163,816  

Reinsurance Group of America, Inc.

     750        119,910  

Reliance Steel & Aluminum Co.

     1,625        161,947  

Renewable Energy Group, Inc. (K)

     1,675        25,133  

Rent-A-Center, Inc.

     2,925        75,436  

Resources Connection, Inc.

     1,350        22,937  

REX American Resources Corp. (K)

     75        5,725  

RH (K)

     225        38,437  

Ross Stores, Inc.

     10,903        1,197,695  

Royal Caribbean Cruises, Ltd.

     942        102,047  

Royal Gold, Inc.

     150        18,482  

RPM International, Inc.

     1,825        125,578  

Rudolph Technologies, Inc. (K)

     2,175        57,333  

Ruth’s Hospitality Group, Inc.

     275        5,614  

S&P Global, Inc.

     2,664        652,627  

Sabra Health Care, Inc., REIT

     1,491        34,233  

Sabre Corp.

     5,975        133,810  

Safety Insurance Group, Inc.

     150        15,200  

Sage Therapeutics, Inc. (K)

     900        126,261  

salesforce.com, Inc. (K)

     9,872        1,465,400  

Sally Beauty Holdings, Inc. (K)

     1,525        22,707  

Sanderson Farms, Inc.

     375        56,749  

Sanmina Corp. (K)

     1,975        63,417  

Saul Centers, Inc., REIT

     125        6,814  

ScanSource, Inc. (K)

     1,050        32,078  

Schweitzer-Mauduit International, Inc.

     2,000        74,880  
     Shares      Value  
COMMON STOCKS (continued)  
United States (continued)  

Science Applications International Corp.

     588        $   51,362  

Scotts Miracle-Gro Co.

     475        48,365  

SEI Investments Co.

     1,550        91,845  

Select Medical Holdings Corp. (K)

     2,350        38,940  

Selective Insurance Group, Inc.

     600        45,114  

Sempra Energy

     2,120        312,933  

Semtech Corp. (K)

     800        38,888  

Seneca Foods Corp., Class A (K)

     350        10,913  

Service Properties Trust, REIT

     2,000        51,580  

ServiceNow, Inc. (K)

     1,948        494,500  

Signature Bank

     1,175        140,083  

Signet Jewelers, Ltd.

     725        12,151  

Silgan Holdings, Inc.

     2,525        75,838  

Skechers U.S.A., Inc., Class A (K)

     1,575        58,826  

SkyWest, Inc.

     975        55,965  

Skyworks Solutions, Inc.

     408        32,334  

Slack Technologies, Inc., Class A (F) (K)

     3,590        85,191  

SLM Corp.

     5,000        44,125  

SMART Global Holdings, Inc. (K)

     1,525        38,857  

Snap-on, Inc.

     1,060        165,932  

Sonoco Products Co.

     700        40,747  

Southwest Airlines Co.

     2,056        111,045  

Southwest Gas Holdings, Inc.

     950        86,488  

Southwestern Energy Co. (K)

     5,775        11,146  

SpartanNash Co.

     1,900        22,477  

Spectrum Pharmaceuticals, Inc. (K)

     4,325        35,876  

Spire, Inc.

     625        54,525  

Splunk, Inc. (K)

     1,521        179,265  

Spok Holdings, Inc.

     1,000        11,940  

Sprouts Farmers Market, Inc. (K)

     225        4,352  

SPS Commerce, Inc. (K)

     450        21,182  

SPX Corp. (K)

     425        17,004  

SPX Flow, Inc. (K)

     500        19,730  

SRC Energy, Inc. (K)

     2,950        13,747  

Stamps.com, Inc. (K)

     175        13,029  

Standex International Corp.

     150        10,941  

Stanley Black & Decker, Inc.

     6,096        880,323  

Steel Dynamics, Inc.

     3,675        109,515  

Stepan Co.

     775        75,221  

Sterling Bancorp

     2,525        50,652  

Steven Madden, Ltd.

     950        34,001  

Stewart Information Services Corp.

     275        10,667  

Stifel Financial Corp.

     1,725        98,980  

Strategic Education, Inc.

     250        33,970  

Summit Hotel Properties, Inc., REIT

     1,225        14,210  

SunCoke Energy, Inc. (K)

     750        4,230  

SunTrust Banks, Inc.

     4,628        318,406  

Sykes Enterprises, Inc. (K)

     2,325        71,238  

Synaptics, Inc. (K)

     400        15,980  

Synchrony Financial

     6,270        213,744  

Syneos Health, Inc. (K)

     1,250        66,512  

SYNNEX Corp.

     500        56,450  

Synopsys, Inc. (K)

     2,515        345,184  

Synovus Financial Corp.

     1,900        67,944  

T-Mobile, Inc. (K)

     1,833        144,385  

Tailored Brands, Inc. (F)

     525        2,310  

Take-Two Interactive Software, Inc. (K)

     5,197        651,392  

Taubman Centers, Inc., REIT

     750        30,623  

TCF Financial Corp.

     3,328        126,697  

TD Ameritrade Holding Corp.

     9,165        428,005  

Tech Data Corp. (K)

     1,175        122,482  

TEGNA, Inc.

     6,525        101,333  

Teladoc Health, Inc. (F) (K)

     7,135        483,182  

Teledyne Technologies, Inc. (K)

     425        136,846  

Telephone & Data Systems, Inc.

     2,425        62,565  

Tempur Sealy International, Inc. (K)

     550        42,460  

Tenet Healthcare Corp. (K)

     1,500        33,180  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    34

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
United States (continued)  

Teradyne, Inc.

     11,986        $   694,109  

Terex Corp.

     2,075        53,888  

Tesla, Inc. (F) (K)

     468        112,727  

Tetra Tech, Inc.

     650        56,394  

TETRA Technologies, Inc. (K)

     1,550        3,116  

Texas Capital Bancshares, Inc. (K)

     600        32,790  

Texas Instruments, Inc.

     8,869        1,146,230  

Texas Roadhouse, Inc.

     775        40,703  

TherapeuticsMD, Inc. (F) (K)

     24,111        87,523  

Thermo Fisher Scientific, Inc.

     5,550        1,616,548  

Thor Industries, Inc.

     1,075        60,888  

Timken Co.

     2,425        105,512  

TiVo Corp.

     2,225        16,943  

TJX Cos., Inc.

     12,824        714,810  

Toll Brothers, Inc.

     3,550        145,727  

TopBuild Corp. (K)

     425        40,983  

Toro Co.

     900        65,970  

Tractor Supply Co.

     4,330        391,605  

Trade Desk, Inc., Class A (K)

     1,300        243,815  

Transocean, Ltd. (K)

     5,925        26,485  

TreeHouse Foods, Inc. (K)

     1,625        90,106  

TRI Pointe Group, Inc. (K)

     1,750        26,320  

Trimble, Inc. (K)

     2,300        89,263  

Triumph Group, Inc.

     525        12,012  

TrueBlue, Inc. (K)

     2,550        53,805  

TrustCo Bank Corp.

     4,875        39,731  

Trustmark Corp.

     725        24,730  

TTM Technologies, Inc. (K)

     1,000        12,195  

Tupperware Brands Corp.

     1,750        27,773  

Tyler Technologies, Inc. (K)

     575        150,937  

UGI Corp.

     4,150        208,620  

Ultra Clean Holdings, Inc. (K)

     925        13,537  

UMB Financial Corp.

     425        27,447  

Umpqua Holdings Corp.

     2,625        43,208  

UniFirst Corp.

     200        39,024  

Union Pacific Corp.

     4,201        680,478  

Unit Corp. (K)

     650        2,197  

United Airlines Holdings, Inc. (K)

     1,072        94,776  

United Community Banks, Inc.

     3,150        89,302  

United Natural Foods, Inc. (K)

     600        6,912  

United Technologies Corp.

     6,245        852,567  

United Therapeutics Corp. (K)

     525        41,869  

UnitedHealth Group, Inc.

     10,207        2,218,185  

Uniti Group, Inc., REIT (F)

     625        4,853  

Universal Corp.

     250        13,703  

Universal Display Corp.

     650        109,135  

Universal Forest Products, Inc.

     1,700        67,796  

Urban Edge Properties, REIT

     1,975        39,085  

Urban Outfitters, Inc. (K)

     1,725        48,455  

Urstadt Biddle Properties, Inc., Class A, REIT

     375        8,888  

US Concrete, Inc. (K)

     525        29,022  

Valley National Bancorp

     3,800        41,306  

Valmont Industries, Inc.

     250        34,610  

Valvoline, Inc.

     2,300        50,669  

Varex Imaging Corp. (K)

     450        12,843  

Veeco Instruments, Inc. (K)

     83        969  

Veeva Systems, Inc., Class A (K)

     1,842        281,255  

Ventas, Inc., REIT

     2,495        182,210  

Veritex Holdings, Inc.

     221        5,363  

Veritiv Corp. (K)

     800        14,464  

Verizon Communications, Inc.

     21,659        1,307,337  

Versum Materials, Inc.

     450        23,819  

Vertex Pharmaceuticals, Inc. (K)

     3,978        673,953  

Viacom, Inc., Class B

     700        16,821  

Viad Corp.

     600        40,290  

Viavi Solutions, Inc. (K)

     2,550        35,713  
     Shares      Value  
COMMON STOCKS (continued)  
United States (continued)  

VICI Properties, Inc., REIT

     4,014        $   90,917  

Virtusa Corp. (K)

     300        10,806  

Visa, Inc., Class A

     10,978        1,888,326  

Vishay Intertechnology, Inc.

     3,100        52,483  

Vonage Holdings Corp. (K)

     7,325        82,772  

Vulcan Materials Co.

     3,120        471,869  

Wabash National Corp.

     4,450        64,569  

Walker & Dunlop, Inc.

     850        47,541  

Walt Disney Co.

     3,462        451,168  

Waste Connections, Inc.

     9,787        900,404  

Waste Management, Inc.

     916        105,340  

Watsco, Inc.

     375        63,442  

Watts Water Technologies, Inc., Class A

     325        30,462  

Wayfair, Inc., Class A (F) (K)

     1,526        171,095  

Webster Financial Corp.

     1,075        50,385  

Weingarten Realty Investors, REIT

     500        14,565  

Wells Fargo & Co.

     19,812        999,317  

Wendy’s Co.

     2,200        43,956  

West Pharmaceutical Services, Inc.

     1,075        152,456  

WestRock Co.

     3,973        144,816  

WEX, Inc. (K)

     475        95,983  

Whiting Petroleum Corp. (F) (K)

     1,100        8,833  

William Lyon Homes, Class A (K)

     325        6,617  

Williams-Sonoma, Inc.

     875        59,482  

Winnebago Industries, Inc.

     350        13,423  

Wintrust Financial Corp.

     1,550        100,176  

Woodward, Inc.

     675        72,785  

World Acceptance Corp. (K)

     75        9,563  

World Fuel Services Corp.

     2,700        107,838  

World Wrestling Entertainment, Inc., Class A (F)

     475        33,796  

Worthington Industries, Inc.

     1,325        47,766  

WPX Energy, Inc. (K)

     5,975        63,275  

WR Berkley Corp.

     1,500        108,345  

Wyndham Destinations, Inc.

     2,850        131,157  

Xcel Energy, Inc.

     11,902        772,321  

Xenia Hotels & Resorts, Inc., REIT

     1,350        28,512  

Xilinx, Inc.

     2,470        236,873  

XPO Logistics, Inc. (F) (K)

     650        46,521  

Yelp, Inc. (K)

     875        30,406  

Yum! Brands, Inc.

     6,742        764,745  

Zebra Technologies Corp., Class A (K)

     2,530        522,116  

Zimmer Biomet Holdings, Inc.

     6,141        842,975  

Zscaler, Inc. (K)

     3,210        151,705  

Zumiez, Inc. (K)

     975        30,883  
     

 

 

 
        173,798,910  
     

 

 

 

Total Common Stocks
(Cost $271,820,661)

 

     290,904,837  
  

 

 

 
CONTINGENT VALUE RIGHT - 0.0%  
United States - 0.0%  

A. Schulman, Inc. (C) (D) (K) (L)

     1,325        0  
     

 

 

 

Total Contingent Value Right
(Cost $574)

 

     0  
  

 

 

 
PREFERRED STOCKS - 0.1%  
Brazil - 0.1%  

Banco Bradesco SA,

     

3.12% (M)

     27,273        222,650  

Gerdau SA,

     

2.55% (M)

     28,773        91,133  

Itau Unibanco Holding SA,

     

5.28% (M)

     39,729        334,952  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    35

 

      


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
PREFERRED STOCKS (continued)  
Brazil (continued)  

Petroleo Brasileiro SA,

     

4.37% (M)

     47,119        $   312,429  

Telefonica Brasil SA,

     

7.01% (M)

     8,792        116,255  
     

 

 

 
        1,077,419  
     

 

 

 
Germany - 0.0% (E)  

Henkel AG & Co. KGaA,

     

1.98% (M)

     5,292        523,736  
     

 

 

 

Total Preferred Stocks
(Cost $1,846,070)

 

     1,601,155  
  

 

 

 
EXCHANGE-TRADED FUND - 0.2%  
United States - 0.2%  

iShares MSCI India ETF (F)

     85,407        2,867,113  
     

 

 

 

Total Exchange-Traded Fund
(Cost $2,997,057)

 

     2,867,113  
  

 

 

 
INVESTMENT COMPANIES - 4.1%  
United States - 4.1%  

JPMorgan High Yield Fund

     1,941,646        13,999,267  

JPMorgan Value Advantage Fund

     1,159,971        41,874,935  
     

 

 

 

Total Investment Companies
(Cost $48,744,603)

 

     55,874,202  
  

 

 

 
     Principal      Value  
SHORT-TERM U.S. GOVERNMENT OBLIGATION - 0.1%  

U.S. Treasury Bill

     

1.81% (M), 11/05/2019

     $  2,000,000        1,996,571  
     

 

 

 

Total Short-Term U.S. Government Obligation
(Cost $1,996,534)

 

     1,996,571  
  

 

 

 
     Shares      Value  
OTHER INVESTMENT COMPANY - 0.9%  
Securities Lending Collateral - 0.9%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (M)

     12,899,795        $ 12,899,795  
     

 

 

 

Total Other Investment Company
(Cost $12,899,795)

 

     12,899,795  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 5.2%  

Fixed Income Clearing Corp., 1.05% (M), dated 09/30/2019, to be repurchased at $70,975,167 on 10/01/2019. Collateralized by U.S. Government Obligations, 1.13% - 1.50%, due 09/30/2021, and with a total value of $72,395,717.

     $  70,973,097        70,973,097  
     

 

 

 

Total Repurchase Agreement
(Cost $70,973,097)

 

     70,973,097  
  

 

 

 

Total Investments
(Cost $1,327,236,405)

 

     1,395,234,806  

Net Other Assets (Liabilities) - (1.4)%

        (19,796,221
     

 

 

 

Net Assets - 100.0%

        $  1,375,438,585  
     

 

 

 
 

 

FUTURES CONTRACTS:

 

Long Futures Contracts:

 

 

Description

   Number of
Contracts
   Expiration
Date
   Notional
Amount
   Value    Unrealized
Appreciation
   Unrealized
Depreciation

10-Year Australia Treasury Bond

       138        12/16/2019      $ 13,622,505      $ 13,724,573      $ 102,068      $ —  

10-Year U.S. Treasury Note

       590        12/19/2019        76,962,892        76,884,375        —          (78,517 )

E-Mini Russell 2000® Index

       2        12/20/2019        155,614        152,500        —          (3,114 )

FTSE 100 Index

       77        12/20/2019        6,887,719        6,990,352        102,633        —  

S&P 500® E-Mini Index

       161        12/20/2019        24,163,394        23,976,925        —          (186,469 )

S&P Midcap 400® E-Mini Index

       3        12/20/2019        586,331        581,400        —          (4,931 )

S&P/ASX 200 Index

       13        12/19/2019        1,461,822        1,465,755        3,933        —  

TOPIX Index

       3        12/12/2019        427,024        440,601        13,577        —  
                        

 

 

      

 

 

 

Total

                         $     222,211      $     (273,031 )
                        

 

 

      

 

 

 

Short Futures Contracts:

 

 

Description

   Number of
Contracts
  Expiration
Date
   Notional
Amount
  Value   Unrealized
Appreciation
   Unrealized
Depreciation

10-Year U.S. Treasury Ultra Note

       (50 )       12/19/2019      $ (7,047,562 )     $ (7,120,313 )     $ —        $ (72,751 )

30-Year U.S. Treasury Bond

       (23 )       12/19/2019        (3,677,861 )       (3,733,187 )       —          (55,326 )

E-Mini Russell 2000® Index

       (59 )       12/20/2019        (4,682,665 )       (4,498,750 )       183,915        —  

EURO STOXX 50® Index

       (176 )       12/20/2019        (6,732,040 )       (6,819,601 )       —          (87,561 )

German Euro Bund

       (54 )       12/06/2019        (10,375,893 )       (10,255,888 )       120,005        —  

MSCI Emerging Markets Index

       (332 )       12/20/2019        (16,961,424 )       (16,631,540 )       329,884        —  

S&P/ASX 200 Index

       (122 )       12/19/2019        (13,741,503 )       (13,755,551 )       —          (14,048 )

S&P/TSX 60 Index

       (91 )       12/19/2019        (13,713,142 )       (13,683,828 )       29,314        —  
                     

 

 

      

 

 

 

Total

                      $ 663,118      $ (229,686 )
                     

 

 

      

 

 

 

Total Futures Contracts

                      $     885,329      $     (502,717 )
                     

 

 

      

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    36         


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

INVESTMENTS BY INDUSTRY:

 

 

Industry

   Percentage of
Total Investments
  Value

U.S. Government Agency Obligations

       24.3 %       $    339,074,787

U.S. Government Obligations

       14.0       195,384,264

Asset-Backed Securities

       9.9       138,311,946

Mortgage-Backed Securities

       4.9       68,612,496

Banks

       4.5       62,293,846

U.S. Equity Funds

       3.0       41,874,935

Oil, Gas & Consumable Fuels

       2.1       29,465,739

Capital Markets

       1.9       26,474,929

Insurance

       1.5       20,602,499

Electric Utilities

       1.5       20,394,937

Software

       1.4       18,895,694

Pharmaceuticals

       1.3       18,262,299

IT Services

       1.2       17,454,195

U.S. Fixed Income Funds

       1.0       13,999,267

Semiconductors & Semiconductor Equipment

       1.0       13,680,241

Equity Real Estate Investment Trusts

       1.0       13,552,657

Technology Hardware, Storage & Peripherals

       0.9       12,958,796

Diversified Telecommunication Services

       0.9       12,048,269

Specialty Retail

       0.8       11,203,002

Media

       0.8       11,028,152

Internet & Direct Marketing Retail

       0.8       10,540,325

Health Care Providers & Services

       0.8       10,536,491

Airlines

       0.7       10,441,732

Diversified Financial Services

       0.7       10,071,596

Beverages

       0.7       9,946,182

Chemicals

       0.7       9,518,245

Interactive Media & Services

       0.7       9,407,081

Aerospace & Defense

       0.6       8,710,539

Foreign Government Obligations

       0.6       8,511,861

Machinery

       0.5       7,640,440

Food Products

       0.5       7,279,668

Health Care Equipment & Supplies

       0.5       7,141,176

Road & Rail

       0.5       7,129,794

Biotechnology

       0.4       5,900,204

Entertainment

       0.4       5,522,178

Consumer Finance

       0.4       5,304,989

Metals & Mining

       0.4       5,062,059

Automobiles

       0.4       4,966,814

Electrical Equipment

       0.3       4,510,920

Hotels, Restaurants & Leisure

       0.3       4,415,147

Electronic Equipment, Instruments & Components

       0.3       4,268,912

Food & Staples Retailing

       0.3       4,032,787

Trading Companies & Distributors

       0.3       3,993,918

Industrial Conglomerates

       0.2       3,505,051

Tobacco

       0.2       3,381,780

Textiles, Apparel & Luxury Goods

       0.2       3,349,518

Commercial Services & Supplies

       0.2       3,055,751

Wireless Telecommunication Services

       0.2       3,019,443

Household Durables

       0.2       3,017,142

Multi-Utilities

       0.2       2,889,290

Life Sciences Tools & Services

       0.2       2,884,616

International Equity Funds

       0.2       2,867,113

Real Estate Management & Development

       0.2       2,385,714

Gas Utilities

       0.2       2,364,508

Containers & Packaging

       0.2       2,314,465

Household Products

       0.2       2,280,998

Building Products

       0.2       2,231,820

Diversified Consumer Services

       0.2       2,126,617

Personal Products

       0.1       1,999,666

Construction Materials

       0.1       1,898,653

Auto Components

       0.1       1,795,487

Energy Equipment & Services

       0.1       1,517,811

Communications Equipment

       0.1       1,420,791

Professional Services

       0.1       1,234,657

Multiline Retail

       0.1       1,057,901

Air Freight & Logistics

       0.1       922,246

Health Care Technology

       0.1       905,890

Transportation Infrastructure

       0.1       900,502

Construction & Engineering

       0.1       821,565

Municipal Government Obligations

       0.0 (E)        688,753

Independent Power & Renewable Electricity Producers

       0.0 (E)        647,143

Water Utilities

       0.0 (E)        417,884

Paper & Forest Products

       0.0 (E)        344,675

Leisure Products

       0.0 (E)        294,425

Thrifts & Mortgage Finance

       0.0 (E)        207,373

Distributors

       0.0 (E)        114,686

Mortgage Real Estate Investment Trusts

       0.0 (E)        55,708

Marine

       0.0 (E)        19,693
    

 

 

     

 

 

 

Investments

       93.8       1,309,365,343

Short-Term Investments

       6.2       85,869,463
    

 

 

     

 

 

 

Total Investments

       100.0 %       $    1,395,234,806
    

 

 

     

 

 

 

 

The notes are an integral part of this report.

Transamerica Funds

    Page    37         


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (N)

 

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

ASSETS

          

Investments

 

Asset-Backed Securities

   $ —       $ 136,113,143      $ 2,198,803      $ 138,311,946  

Corporate Debt Securities

     —         207,533,929        —          207,533,929  

Foreign Government Obligations

     —         8,511,861        —          8,511,861  

Mortgage-Backed Securities

     —         68,612,496        —          68,612,496  

Municipal Government Obligations

     —         688,753        —          688,753  

U.S. Government Agency Obligations

     —         339,074,787        —          339,074,787  

U.S. Government Obligations

     —         195,384,264        —          195,384,264  

Common Stocks

     188,400,152       102,504,685        —          290,904,837  

Contingent Value Right

     —         —          0        0  

Preferred Stocks

     1,077,419       523,736        —          1,601,155  

Exchange-Traded Fund

     2,867,113       —          —          2,867,113  

Investment Companies

     55,874,202       —          —          55,874,202  

Short-Term U.S. Government Obligation

     —         1,996,571        —          1,996,571  

Other Investment Company

     12,899,795       —          —          12,899,795  

Repurchase Agreement

     —         70,973,097        —          70,973,097  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Investments

   $     261,118,681     $     1,131,917,322      $     2,198,803      $     1,395,234,806  
  

 

 

   

 

 

    

 

 

    

 

 

 

Other Financial Instruments

 

Futures Contracts (P)

   $ 885,329     $ —        $ —        $ 885,329  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ 885,329     $ —        $ —        $ 885,329  
  

 

 

   

 

 

    

 

 

    

 

 

 

LIABILITIES

 

Other Financial Instruments

 

Futures Contracts (P)

   $ (502,717   $ —        $ —        $ (502,717
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ (502,717   $ —        $ —        $ (502,717
  

 

 

   

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Securities are registered pursuant to Rule 144A of the Securities Act of 1933. Unless otherwise indicated, the securities are deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2019, the total value of 144A securities is $171,621,072, representing 12.5% of the Portfolio’s net assets.
(B)      Floating or variable rate securities. The rates disclosed are as of September 30, 2019. For securities based on a published reference rate and spread, the reference rate and spread are indicated within the description. Variable rate securities with a floor or ceiling feature are disclosed at the inherent rate, where applicable. Certain variable rate securities are not based on a published reference rate and spread, but are determined by the issuer or agent and are based on current market conditions; these securities do not indicate a reference rate and spread in the description.
(C)      Securities are Level 3 of the fair value hierarchy.
(D)      Fair valued as determined in good faith in accordance with procedures established by the Board. At September 30, 2019, the total value of securities is $2,414,847, representing 0.2% of the Portfolio’s net assets.
(E)      Percentage rounds to less than 0.1% or (0.1)%.
(F)      All or a portion of the securities are on loan. The total value of all securities on loan is $12,442,860. 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.
(G)      Perpetual maturity. The date displayed is the next call date.
(H)      When-issued, delayed-delivery and/or forward commitment (including TBAs) securities. Securities to be settled and delivered after September 30, 2019. Securities may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement.
(I)      Rounds to less than $1 or $(1).
(J)      All or a portion of these securities have been segregated by the custodian as collateral to cover margin requirements for open futures contracts. The total value of such securities is $11,341,323.
(K)      Non-income producing securities.
(L)      Security deemed worthless.
(M)      Rates disclosed reflect the yields at September 30, 2019.
(N)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(O)      Level 3 securities were not considered significant to the Portfolio.
(P)      Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).

 

The notes are an integral part of this report.

Transamerica Funds

    Page    38         


Transamerica JPMorgan Tactical Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

PORTFOLIO ABBREVIATIONS:

 

ADR

   American Depositary Receipt

ASX

   Australian Securities Exchange

CMT

   Constant Maturity Treasury

FTSE

   Financial Times Stock Exchange

GDR

   Global Depositary Receipt

LIBOR

   London Interbank Offered Rate

MTA

   Month Treasury Average

MTN

   Medium Term Note

REIT

   Real Estate Investment Trust

STOXX

   Deutsche Börse Group & SIX Group Index

STRIPS

   Separate Trading of Registered Interest and Principal of Securities

TOPIX

   Tokyo Price Index

TSX

   Toronto Stock Exchange

 

The notes are an integral part of this report.

Transamerica Funds

    Page    39         


Transamerica Legg Mason Dynamic Allocation – Balanced VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUNDS - 99.0%  
International Equity Fund - 3.9%  

iShares MSCI EAFE ETF

     668,501        $  43,592,950  
     

 

 

 
U.S. Equity Funds - 44.9%  

iShares Core S&P 500 ETF

     1,250,276        373,232,392  

SPDR S&P 500 ETF Trust

     295,940        87,826,114  

Vanguard Small-Cap ETF

     280,591        43,180,149  
     

 

 

 
        504,238,655  
     

 

 

 
U.S. Fixed Income Funds - 50.2%  

iShares 20+ Year Treasury Bond ETF (A)

     710,715        101,689,102  

iShares Core U.S. Aggregate Bond ETF

     894,420        101,221,512  

Vanguard Total Bond Market ETF

     4,265,347        360,123,247  
     

 

 

 
        563,033,861  
     

 

 

 

Total Exchange-Traded Funds
(Cost $970,157,416)

 

     1,110,865,466  
  

 

 

 
OTHER INVESTMENT COMPANY - 2.0%  
Securities Lending Collateral - 2.0%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio,
2.07% (B)

     22,308,800        22,308,800  
     

 

 

 

Total Other Investment Company
(Cost $22,308,800)

 

     22,308,800  
     

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 0.3%  

Fixed Income Clearing Corp., 1.05% (B), dated 09/30/2019, to be repurchased at $2,994,674 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $3,059,182.

     $  2,994,586        $   2,994,586  
     

 

 

 

Total Repurchase Agreement
(Cost $2,994,586)

 

     2,994,586  
  

 

 

 

Total Investments Excluding Purchased Options
(Cost $995,460,802)

 

     1,136,168,852  

Total Purchased Options - 0.7%
(Cost $8,503,301)

 

     8,381,638  
  

 

 

 

Total Investments
(Cost $1,003,964,103)

 

     1,144,550,490  

Net Other Assets (Liabilities) - (2.0)%

        (22,832,245
     

 

 

 

Net Assets - 100.0%

        $  1,121,718,245  
     

 

 

 
 

 

EXCHANGE-TRADED OPTIONS PURCHASED:

 

 

Description

   Exercise
Price
     Expiration
Date
     Notional
Amount
     Number of
Contracts
     Premiums
Paid
     Value  

Put - S&P 500® Index

     USD    2,300.00        12/18/2020        USD        16,372,070        55            $ 422,735      $ 341,275  

Put - S&P 500® Index

     USD    2,350.00        12/18/2020        USD        7,441,850        25              185,575        174,125  

Put - S&P 500® Index

     USD    2,400.00        12/18/2020        USD        52,390,624        176              1,451,743        1,358,720  

Put - S&P 500® Index

     USD    2,450.00        12/18/2020        USD        28,874,378        97              841,509        831,775  

Put - S&P 500® Index

     USD    2,475.00        12/18/2020        USD        6,548,828        22              212,586        198,770  

Put - S&P 500® Index

     USD    2,500.00        12/18/2020        USD        57,451,082        193              1,848,010        1,835,623  

Put - S&P 500® Index

     USD    2,525.00        12/18/2020        USD        5,655,806        19              203,763        189,715  

Put - S&P 500® Index

     USD    2,550.00        12/18/2020        USD        5,953,480        20              196,080        209,700  

Put - S&P 500® Index

     USD    2,575.00        12/18/2020        USD        32,744,140        110              1,213,080        1,212,750  

Put - S&P 500® Index

     USD    2,600.00        12/18/2020        USD        11,609,286        39              393,683        455,325  

Put - S&P 500® Index

     USD    2,625.00        12/18/2020        USD        32,744,140        110              1,334,410        1,334,080  

Put - S&P 500® Index

     USD    2,650.00        12/18/2020        USD        5,655,806        19              200,127        239,780  
                 

 

 

    

 

 

 

Total

            $     8,503,301      $     8,381,638  
                 

 

 

    

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    1         


Transamerica Legg Mason Dynamic Allocation – Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (C)

 

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

ASSETS

 

Investments

 

Exchange-Traded Funds

   $ 1,110,865,466      $ —        $ —        $ 1,110,865,466  

Other Investment Company

     22,308,800        —          —          22,308,800  

Repurchase Agreement

     —          2,994,586        —          2,994,586  

Exchange-Traded Options Purchased

     8,381,638        —          —          8,381,638  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     1,141,555,904      $     2,994,586      $     —        $     1,144,550,490  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      All or a portion of the security is on loan. The value of the security on loan is $21,862,624. The amount on loan indicated may not correspond with the security on loan identified because a security with pending sales are in the process of recall from the brokers.
(B)      Rates disclosed reflect the yields at September 30, 2019.
(C)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica Legg Mason Dynamic Allocation – Growth VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUNDS - 98.3%  
International Equity Fund - 5.9%  

iShares MSCI EAFE ETF

     445,342        $  29,040,752  
     

 

 

 

U.S. Equity Funds - 62.7%

 

iShares Core S&P 500 ETF

     764,562        228,237,048  

SPDR S&P 500 ETF Trust

     179,953        53,404,652  

Vanguard Small-Cap ETF (A)

     187,815        28,902,850  
     

 

 

 
        310,544,550  
     

 

 

 
U.S. Fixed Income Funds - 29.7%  

iShares 20+ Year Treasury Bond ETF

     168,767        24,147,182  

iShares Core U.S. Aggregate Bond ETF

     304,765        34,490,255  

Vanguard Total Bond Market ETF

     1,050,070        88,657,410  
     

 

 

 
        147,294,847  
     

 

 

 

Total Exchange-Traded Funds
(Cost $424,445,099)

 

       486,880,149  
     

 

 

 
OTHER INVESTMENT COMPANY - 0.0% (B)  

Securities Lending Collateral - 0.0% (B)

 

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (C)

     31,400        31,400  
     

 

 

 

Total Other Investment Company
(Cost $31,400)

 

     31,400  
     

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 0.4%  

Fixed Income Clearing Corp., 1.05% (C), dated 09/30/2019, to be repurchased at $2,125,058 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $2,172,318.

     $  2,124,996        $   2,124,996  
     

 

 

 

Total Repurchase Agreement
(Cost $2,124,996)

 

     2,124,996  
     

 

 

 

Total Investments Excluding Purchased Options
(Cost $426,601,495)

 

     489,036,545  

Total Purchased Options - 1.1%
(Cost $5,509,699)

 

     5,399,420  
     

 

 

 

Total Investments
(Cost $432,111,194)

 

     494,435,965  

Net Other Assets (Liabilities) - 0.2%

        941,995  
     

 

 

 

Net Assets - 100.0%

        $  495,377,960  
     

 

 

 
 

 

EXCHANGE-TRADED OPTIONS PURCHASED:

 

 

Description

   Exercise
Price
   Expiration
Date
   Notional
Amount
   Number of
Contracts
   Premiums
Paid
   Value

Put - S&P 500® Index

       USD    2,300.00        12/18/2020        USD        9,227,894        31          $ 238,223      $ 192,355

Put - S&P 500® Index

       USD    2,350.00        12/18/2020        USD        5,060,458        17            126,191        118,405

Put - S&P 500® Index

       USD    2,400.00        12/18/2020        USD        33,339,488        112            923,845        864,640

Put - S&P 500® Index

       USD    2,450.00        12/18/2020        USD        16,669,744        56            494,206        480,200

Put - S&P 500® Index

       USD    2,475.00        12/18/2020        USD        3,572,088        12            115,956        108,420

Put - S&P 500® Index

       USD    2,500.00        06/19/2020        USD        5,358,132        18            131,274        94,230

Put - S&P 500® Index

       USD    2,500.00        12/18/2020        USD        37,209,250        125            1,192,491        1,188,875

Put - S&P 500® Index

       USD    2,525.00        12/18/2020        USD        3,869,762        13            139,417        129,805

Put - S&P 500® Index

       USD    2,550.00        12/18/2020        USD        4,167,436        14            137,256        146,790

Put - S&P 500® Index

       USD    2,575.00        12/18/2020        USD        20,837,180        70            771,960        771,750

Put - S&P 500® Index

       USD    2,600.00        12/18/2020        USD        7,739,524        26            263,314        303,550

Put - S&P 500® Index

       USD    2,625.00        12/18/2020        USD        20,837,180        70            849,170        848,960

Put - S&P 500® Index

       USD    2,650.00        12/18/2020        USD        3,572,088        12            126,396        151,440
                             

 

 

      

 

 

 

Total

                         $     5,509,699      $     5,399,420
                             

 

 

      

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica Legg Mason Dynamic Allocation – Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (D)

 

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

ASSETS

 

Investments

           

Exchange-Traded Funds

   $ 486,880,149      $ —        $ —        $ 486,880,149  

Other Investment Company

     31,400        —          —          31,400  

Repurchase Agreement

     —          2,124,996        —          2,124,996  

Exchange-Traded Options Purchased

     5,399,420        —          —          5,399,420  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     492,310,969      $     2,124,996      $     —        $     494,435,965  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      All or a portion of the security is on loan. The value of the security on loan is $30,778. The amount on loan indicated may not correspond with the security on loan identified because a security with pending sales are in the process of recall from the brokers.
(B)      Percentage rounds to less than 0.1% or (0.1)%.
(C)      Rates disclosed reflect the yields at September 30, 2019.
(D)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica Levin Large Cap Value VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS - 97.7%  
Aerospace & Defense - 5.1%  

Textron, Inc.

     3,127        $  153,098  

United Technologies Corp.

     2,305        314,678  
     

 

 

 
        467,776  
     

 

 

 
Automobiles - 4.6%  

General Motors Co.

     11,174        418,801  
     

 

 

 
Banks - 11.2%  

Bank of America Corp.

     12,203        355,961  

Citigroup, Inc.

     5,595        386,503  

JPMorgan Chase & Co.

     2,358        277,513  
     

 

 

 
        1,019,977  
     

 

 

 
Beverages - 5.7%  

Cott Corp.

     19,199        239,412  

Keurig Dr. Pepper, Inc.

     10,286        281,013  
     

 

 

 
        520,425  
     

 

 

 
Biotechnology - 5.8%  

AbbVie, Inc.

     7,044        533,372  
     

 

 

 
Capital Markets - 2.6%  

Morgan Stanley

     5,495        234,472  
     

 

 

 
Chemicals - 4.3%  

DuPont de Nemours, Inc.

     5,545        395,414  
     

 

 

 
Communications Equipment - 5.3%  

CommScope Holding Co., Inc. (A)

     15,358        180,610  

Nokia OYJ, ADR

     60,164        304,430  
     

 

 

 
        485,040  
     

 

 

 
Diversified Telecommunication Services - 3.6%  

AT&T, Inc.

     8,750        331,100  
     

 

 

 
Equity Real Estate Investment Trusts - 2.0%  

SL Green Realty Corp.

     2,247        183,692  
     

 

 

 
Food & Staples Retailing - 3.2%  

Walmart, Inc.

     2,441        289,698  
     

 

 

 
Food Products - 9.2%  

Archer-Daniels-Midland Co.

     7,049        289,503  
     Shares      Value  
COMMON STOCKS (continued)  
Food Products (continued)  

Kraft Heinz Co.

     7,210        $   201,411  

TreeHouse Foods, Inc. (A)

     6,262        347,228  
     

 

 

 
        838,142  
     

 

 

 
Health Care Providers & Services - 2.7%  

Cigna Corp. (A)

     1,612        244,685  
     

 

 

 
Insurance - 8.1%  

American International Group, Inc.

     8,588        478,351  

Lincoln National Corp.

     4,412        266,132  
     

 

 

 
        744,483  
     

 

 

 
Life Sciences Tools & Services - 1.2%  

Bio-Rad Laboratories, Inc., Class A (A)

     343        114,130  
     

 

 

 
Multi-Utilities - 5.9%  

CenterPoint Energy, Inc.

     17,752        535,755  
     

 

 

 
Oil, Gas & Consumable Fuels - 8.9%  

EOG Resources, Inc.

     921        68,357  

Exxon Mobil Corp.

     2,717        191,847  

Occidental Petroleum Corp.

     8,610        382,887  

Williams Cos., Inc.

     7,139        171,764  
     

 

 

 
        814,855  
     

 

 

 
Semiconductors & Semiconductor Equipment - 4.8%  

Intel Corp.

     8,473        436,614  
     

 

 

 
Specialty Retail - 1.9%  

Lowe’s Cos., Inc.

     1,604        176,376  
     

 

 

 
Wireless Telecommunication Services - 1.6%  

Vodafone Group PLC, ADR

     7,138        142,118  
     

 

 

 

Total Common Stocks
(Cost $8,953,942)

 

     8,926,925  
  

 

 

 

Total Investments
(Cost $8,953,942)

 

     8,926,925  

Net Other Assets (Liabilities) - 2.3%

        207,686  
     

 

 

 

Net Assets - 100.0%

        $  9,134,611  
     

 

 

 
 

 

SECURITY VALUATION:

 

Valuation Inputs (B)

 

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

ASSETS

 

Investments

 

Common Stocks

   $ 8,926,925      $ —        $ —        $ 8,926,925  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     8,926,925      $     —        $     —        $     8,926,925  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing securities.
(B)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

PORTFOLIO ABBREVIATION:

 

ADR

   American Depositary Receipt

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    1         


Transamerica Madison Balanced Allocation VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUNDS - 6.1%  
International Equity Funds - 2.8%  

iShares Edge MSCI Min Vol EAFE ETF

     17,793        $  1,303,871  

Vanguard FTSE All-World ex-US ETF

     31,619        1,577,788  
     

 

 

 
        2,881,659  
     

 

 

 
U.S. Fixed Income Fund - 3.3%  

iShares 20+ Year Treasury Bond ETF

     23,395        3,347,356  
     

 

 

 

Total Exchange-Traded Funds
(Cost $5,722,188)

 

     6,229,015  
     

 

 

 
INVESTMENT COMPANIES - 89.4%  
International Equity Funds - 4.1%  

Transamerica International Equity (A)

     59,104        1,014,823  

Transamerica International Growth (A)

     439,373        3,163,485  
     

 

 

 
        4,178,308  
     

 

 

 
International Fixed Income Fund - 1.8%  

Transamerica Inflation Opportunities (A)

     172,981        1,785,159  
     

 

 

 
U.S. Equity Funds - 37.9%  

Madison Dividend Income Fund

     307,305        8,450,888  

Madison Investors Fund

     531,858        12,519,941  

Madison Mid Cap Fund

     419,116        4,828,221  

Transamerica JPMorgan Enhanced Index VP (A)

     25,449        509,735  

Transamerica Large Cap Value (A)

     97,170        1,077,616  

Transamerica Small/Mid Cap Value VP (A)

     5,662        104,072  

Transamerica WMC US Growth VP (A)

     363,301        11,142,434  
     

 

 

 
        38,632,907  
     

 

 

 
U.S. Fixed Income Funds - 45.6%  

Madison Core Bond Fund

     1,399,551        14,345,404  

Transamerica Core Bond (A)

     1,880,391        19,292,809  

Transamerica Short-Term Bond (A)

     1,278,000        12,895,016  
     

 

 

 
        46,533,229  
     

 

 

 

Total Investment Companies
(Cost $87,348,118)

 

     91,129,603  
     

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 4.6%  

Fixed Income Clearing Corp., 1.05% (B), dated 09/30/2019, to be repurchased at $4,688,967 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $4,783,086.

     $  4,688,831        4,688,831  
     

 

 

 

Total Repurchase Agreement
(Cost $4,688,831)

 

     4,688,831  
     

 

 

 

Total Investments
(Cost $97,759,137)

 

     102,047,449  

Net Other Assets (Liabilities) - (0.1)%

        (81,375
     

 

 

 

Net Assets - 100.0%

        $  101,966,074  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica Madison Balanced Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (C)

 

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

ASSETS

           

Investments

 

Exchange-Traded Funds

   $ 6,229,015      $ —        $ —        $ 6,229,015  

Investment Companies

     91,129,603        —          —          91,129,603  

Repurchase Agreement

     —          4,688,831        —          4,688,831  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     97,358,618      $     4,688,831      $     —        $     102,047,449  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Affiliated investment in the Class I2 shares of Transamerica Funds and/or investment in the Initial Class shares of Transamerica Series Trust. The Portfolio’s transactions and earnings are as follows:

 

Affiliated Investments

  Value
December 31, 2018
    Purchases
at Cost
    Proceeds
from Sales
    Net
Realized
Gain (Loss)
    Net Change in
Unrealized
Appreciation
(Depreciation)
    Value
September 30, 2019
    Shares as of
September 30, 2019
    Dividend
Income
     Net Capital
Gain
Distributions
 

Transamerica Core Bond

  $ 16,723,196     $ 2,760,182     $ (1,324,849   $ (14,924   $ 1,149,204     $ 19,292,809       1,880,391     $ 403,999      $ —    

Transamerica Inflation Opportunities

    3,032,071       18,271       (1,426,050     (10,381     171,248       1,785,159       172,981       18,271        —    

Transamerica International Equity

    4,047,318       250,000       (3,604,136     (507,466     829,107       1,014,823       59,104       —          —    

Transamerica International Growth

    4,110,598       250,000       (1,741,397     (596,199     1,140,483       3,163,485       439,373       —          —    

Transamerica JPMorgan Enhanced Index VP

    101,937       457,763       —         —         (49,965     509,735       25,449       64,817        —    

Transamerica Large Cap Value

    3,340,614       888,182       (3,535,606     (459,627     844,053       1,077,616       97,170       38,182        —    

Transamerica Short-Term Bond

    12,594,254       1,714,322       (1,702,224     (25,337     314,001       12,895,016       1,278,000       261,896        —    

Transamerica Small/Mid Cap Value VP

    470,423       8,941       (431,281     (30,495     86,484       104,072       5,662       8,941        —    

Transamerica WMC US Growth VP

    9,127,191       2,079,229       (1,267,284     149,115       1,054,183       11,142,434       363,301       954,230        —    
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

Total

  $     53,547,602     $     8,426,890     $     (15,032,827   $     (1,495,314   $     5,538,798     $     50,985,149       4,321,431     $     1,750,336      $ —    
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

 

(B)      Rate disclosed reflects the yield at September 30, 2019.
(C)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica Madison Conservative Allocation VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUNDS - 6.6%  
International Equity Funds - 2.0%  

iShares Edge MSCI Min Vol EAFE ETF

     8,732        $  639,881  

Vanguard FTSE All-World ex-US ETF

     12,834        640,416  
     

 

 

 
        1,280,297  
     

 

 

 
U.S. Fixed Income Fund - 4.6%  

iShares 20+ Year Treasury Bond ETF (A)

     19,727        2,822,539  
     

 

 

 

Total Exchange-Traded Funds
(Cost $3,688,317)

 

     4,102,836  
     

 

 

 
INVESTMENT COMPANIES - 91.0%  
International Equity Funds - 1.7%  

Transamerica International Equity (B)

     19,599        336,518  

Transamerica International Growth (B)

     95,370        686,665  
     

 

 

 
        1,023,183  
     

 

 

 
International Fixed Income Fund - 4.4%  

Transamerica Inflation Opportunities (B)

     265,191        2,736,769  
     

 

 

 
U.S. Equity Funds - 22.8%  

Madison Dividend Income Fund

     143,967        3,959,089  

Madison Investors Fund

     224,773        5,291,150  

Madison Mid Cap Fund

     72,595        836,290  

Transamerica Small/Mid Cap Value VP (B)

     3,344        61,458  

Transamerica WMC US Growth VP (B)

     126,406        3,876,872  
     

 

 

 
        14,024,859  
     

 

 

 
U.S. Fixed Income Funds - 62.1%  

Madison Core Bond Fund

     1,127,179        11,553,582  

Transamerica Core Bond (B)

     1,396,306        14,326,101  

Transamerica Short-Term Bond (B)

     1,231,341        12,424,226  
     

 

 

 
        38,303,909  
     

 

 

 

Total Investment Companies
(Cost $54,336,207)

 

     56,088,720  
     

 

 

 
OTHER INVESTMENT COMPANY - 4.2%  
Securities Lending Collateral - 4.2%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (C)

     2,567,994        2,567,994  
     

 

 

 

Total Other Investment Company
(Cost $2,567,994)

 

     2,567,994  
     

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 2.5%  

Fixed Income Clearing Corp., 1.05% (C), dated 09/30/2019, to be repurchased at $1,514,767 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $1,549,521.

     $  1,514,723        1,514,723  
     

 

 

 

Total Repurchase Agreement
(Cost $1,514,723)

 

     1,514,723  
     

 

 

 

Total Investments
(Cost $62,107,241)

 

     64,274,273  

Net Other Assets (Liabilities) - (4.3)%

        (2,623,289
     

 

 

 

Net Assets - 100.0%

        $  61,650,984  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica Madison Conservative Allocation VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (D)

 

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

ASSETS

           

Investments

 

Exchange-Traded Funds

   $ 4,102,836      $ —        $ —        $ 4,102,836  

Investment Companies

     56,088,720        —          —          56,088,720  

Other Investment Company

     2,567,994        —          —          2,567,994  

Repurchase Agreement

     —          1,514,723        —          1,514,723  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     62,759,550      $     1,514,723      $     —        $     64,274,273  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      All or a portion of the security is on loan. The value of the security on loan is $2,516,634. The amount on loan indicated may not correspond with the security on loan identified because a security with pending sales are in the process of recall from the brokers.
(B)      Affiliated investment in the Class I2 shares of Transamerica Funds and/or investment in the Initial Class shares of Transamerica Series Trust. The Portfolio’s transactions and earnings are as follows:

 

Affiliated Investments

  Value
December 31, 2018
    Purchases
at Cost
    Proceeds
from Sales
    Net
Realized
Gain (Loss)
    Net Change in
Unrealized
Appreciation
(Depreciation)
    Value
September 30, 2019
    Shares as of
September 30, 2019
    Dividend
Income
    Net Capital
Gain
Distributions
 

Transamerica Core Bond

  $ 13,188,643     $ 1,910,877     $ (1,630,620   $ (26,119   $ 883,320     $ 14,326,101       1,396,306     $ 310,877     $ —    

Transamerica Inflation Opportunities

    4,114,038       24,550       (1,614,863     (31,623     244,667       2,736,769       265,191       24,550       —    

Transamerica International Equity

    1,139,867       —         (875,662     (129,125     201,438       336,518       19,599       —         —    

Transamerica International Growth

    1,131,190       —         (564,600     (210,518     330,593       686,665       95,370       —         —    

Transamerica Large Cap Value

    618,285       517,831       (1,212,586     (86,489     162,959       —         —         6,306       —    

Transamerica Short-Term Bond

    12,284,892       1,159,282       (1,302,529     (16,626     299,207       12,424,226       1,231,341       257,057       —    

Transamerica Small/Mid Cap Value VP

    140,864       5,280       (99,171     (8,095     22,580       61,458       3,344       5,280       —    

Transamerica WMC US Growth VP

    3,115,619       1,007,012       (680,247     5,208       429,280       3,876,872       126,406       332,012       —    
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     35,733,398     $     4,624,832     $     (7,980,278   $     (503,387   $     2,574,044     $     34,448,609       3,137,557     $     936,082     $     —    
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

(C)      Rates disclosed reflect the yields at September 30, 2019.
(D)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica Madison Diversified Income VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS - 40.9%  
Aerospace & Defense - 1.7%  

General Dynamics Corp.

     8,200        $  1,498,386  

United Technologies Corp.

     11,200        1,529,024  
     

 

 

 
        3,027,410  
     

 

 

 
Banks - 3.4%  

Bank of America Corp.

     32,500        948,025  

JPMorgan Chase & Co.

     22,500        2,648,025  

US Bancorp

     45,000        2,490,300  
     

 

 

 
        6,086,350  
     

 

 

 
Beverages - 1.0%  

PepsiCo, Inc.

     12,700        1,741,170  
     

 

 

 
Biotechnology - 0.4%  

Amgen, Inc.

     4,000        774,040  
     

 

 

 
Capital Markets - 2.0%  

BlackRock, Inc.

     4,500        2,005,380  

Northern Trust Corp.

     15,500        1,446,460  
     

 

 

 
        3,451,840  
     

 

 

 
Chemicals - 1.1%  

Linde PLC

     10,500        2,034,060  
     

 

 

 
Communications Equipment - 1.2%  

Cisco Systems, Inc.

     41,500        2,050,515  
     

 

 

 
Diversified Telecommunication Services - 1.6%  

Verizon Communications, Inc.

     46,000        2,776,560  
     

 

 

 
Electric Utilities - 1.0%  

NextEra Energy, Inc.

     7,800        1,817,322  
     

 

 

 
Electrical Equipment - 0.5%  

Emerson Electric Co.

     13,000        869,180  
     

 

 

 
Electronic Equipment, Instruments & Components - 0.4%  

TE Connectivity, Ltd.

     8,500        792,030  
     

 

 

 
Food Products - 2.3%  

Hershey Co.

     10,200        1,580,898  

Nestle SA, ADR

     22,500        2,439,000  
     

 

 

 
        4,019,898  
     

 

 

 
Health Care Equipment & Supplies - 1.3%  

Medtronic PLC

     21,000        2,281,020  
     

 

 

 
Hotels, Restaurants & Leisure - 2.0%  

McDonald’s Corp.

     10,800        2,318,868  

Starbucks Corp.

     13,000        1,149,460  
     

 

 

 
        3,468,328  
     

 

 

 
Household Products - 1.0%  

Procter & Gamble Co.

     14,000        1,741,320  
     

 

 

 
Insurance - 2.1%  

Chubb, Ltd.

     10,500        1,695,120  

Travelers Cos., Inc.

     14,000        2,081,660  
     

 

 

 
        3,776,780  
     

 

 

 
IT Services - 1.6%  

Accenture PLC, Class A

     5,300        1,019,455  

Automatic Data Processing, Inc.

     5,400        871,668  

Paychex, Inc.

     11,500        951,855  
     

 

 

 
        2,842,978  
     

 

 

 
     Shares      Value  
COMMON STOCKS (continued)  
Machinery - 1.1%  

Caterpillar, Inc.

     14,800        $   1,869,388  
     

 

 

 
Media - 1.7%  

Comcast Corp., Class A

     67,000        3,020,360  
     

 

 

 
Multi-Utilities - 0.7%  

Dominion Energy, Inc.

     14,300        1,158,872  
     

 

 

 
Oil, Gas & Consumable Fuels - 2.3%  

Chevron Corp.

     15,500        1,838,300  

Exxon Mobil Corp.

     30,500        2,153,605  
     

 

 

 
        3,991,905  
     

 

 

 
Pharmaceuticals - 4.2%  

Bristol-Myers Squibb Co.

     25,000        1,267,750  

Johnson & Johnson

     13,000        1,681,940  

Merck & Co., Inc.

     23,000        1,936,140  

Novartis AG, ADR

     16,500        1,433,850  

Pfizer, Inc.

     32,500        1,167,725  
     

 

 

 
        7,487,405  
     

 

 

 
Road & Rail - 0.6%  

Union Pacific Corp.

     7,000        1,133,860  
     

 

 

 
Semiconductors & Semiconductor Equipment - 2.4%  

Analog Devices, Inc.

     15,000        1,675,950  

Texas Instruments, Inc.

     19,700        2,546,028  
     

 

 

 
        4,221,978  
     

 

 

 
Software - 0.5%  

Microsoft Corp.

     6,300        875,889  
     

 

 

 
Specialty Retail - 1.7%  

Home Depot, Inc.

     7,000        1,624,140  

TJX Cos., Inc.

     25,000        1,393,500  
     

 

 

 
        3,017,640  
     

 

 

 
Trading Companies & Distributors - 1.1%  

Fastenal Co.

     59,000        1,927,530  
     

 

 

 

Total Common Stocks
(Cost $56,766,940)

 

     72,255,628  
  

 

 

 
     Principal      Value  
ASSET-BACKED SECURITIES - 2.3%  

American Express Credit Account Master Trust

     

Series 2017-1, Class B,

     

2.10%, 09/15/2022

     $  500,000        499,664  

BMW Floorplan Master Owner Trust

     

Series 2018-1, Class A2,

     

1-Month LIBOR + 0.32%, 2.35% (A), 05/15/2023 (B)

     175,000        175,051  

CarMax Auto Owner Trust

     

Series 2018-3, Class A3,

     

3.13%, 06/15/2023

     200,000        203,495  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica Madison Diversified Income VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
ASSET-BACKED SECURITIES (continued)  

Chesapeake Funding II LLC

     

Series 2017-4A, Class A1,

     

2.12%, 11/15/2029 (B)

     $   280,401        $   280,315  

Series 2018-1A, Class A1,

     

3.04%, 04/15/2030 (B)

     356,912        360,787  

Series 2018-2A, Class A1,

     

3.23%, 08/15/2030 (B)

     120,782        122,392  

Series 2018-3A, Class B,

     

3.62%, 01/15/2031 (B)

     100,000        103,704  

CNH Equipment Trust

     

Series 2019-A, Class A4,

     

3.22%, 01/15/2026

     130,000        135,071  

Enterprise Fleet Financing LLC

     

Series 2017-3, Class A2,

     

2.13%, 05/22/2023 (B)

     335,968        335,759  

Series 2017-3, Class A3,

     

2.36%, 05/20/2023 (B)

     105,000        105,299  

Evergreen Credit Card Trust

     

Series 2019-1, Class B,

     

3.59%, 01/15/2023 (B)

     110,000        111,501  

John Deere Owner Trust

     

Series 2018-B, Class A3,

     

3.08%, 11/15/2022

     200,000        202,625  

Synchrony Credit Card Master Note Trust

     

Series 2017-1, Class B,

     

2.19%, 06/15/2023

     500,000        499,431  

Verizon Owner Trust

     

Series 2017-1A, Class A,

     

2.06%, 09/20/2021 (B)

     343,097        342,999  

Series 2018-A, Class A1A,

     

3.23%, 04/20/2023

     360,000        366,977  

Wheels SPV 2 LLC

     

Series 2019-1A, Class A2,

     

2.30%, 05/22/2028 (B)

     300,000        300,609  
     

 

 

 

Total Asset-Backed Securities
(Cost $4,091,107)

 

     4,145,679  
  

 

 

 
CORPORATE DEBT SECURITIES - 17.6%  
Aerospace & Defense - 0.1%  

Northrop Grumman Corp.

     

2.93%, 01/15/2025

     250,000        257,711  
     

 

 

 
Banks - 3.4%  

Bank of America Corp.

     

Fixed until 07/21/2022,
2.82% (A), 07/21/2023, MTN

     500,000        507,599  

Fixed until 10/01/2024,
3.09% (A), 10/01/2025, MTN

     300,000        308,658  

Bank of Montreal

     

1.90%, 08/27/2021, MTN

     250,000        249,628  

3.30%, 02/05/2024, MTN

     165,000        171,697  

Citigroup, Inc.

     

Fixed until 04/23/2028,
4.08% (A), 04/23/2029

     400,000        435,539  

Fifth Third Bank

     

3.35%, 07/26/2021

     250,000        255,092  

Huntington National Bank

     

3.55%, 10/06/2023

     500,000        524,006  

JPMorgan Chase & Co.

     

2.97%, 01/15/2023

     250,000        254,523  

3.13%, 01/23/2025

     400,000        414,184  

KeyCorp

     

5.10%, 03/24/2021, MTN

     750,000        781,302  

Mitsubishi UFJ Financial Group, Inc.

     

3.20%, 07/18/2029

     400,000        413,318  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Banks (continued)  

PNC Bank NA

     

2.45%, 07/28/2022

     $   250,000        $   252,600  

PNC Financial Services Group, Inc.

     

3.45%, 04/23/2029

     500,000        534,938  

Regions Financial Corp.

     

2.75%, 08/14/2022

     300,000        303,962  

3.20%, 02/08/2021

     250,000        253,085  

Zions Bancorp NA

     

3.50%, 08/27/2021

     250,000        255,460  
     

 

 

 
        5,915,591  
     

 

 

 
Biotechnology - 0.1%  

AbbVie, Inc.

     

3.75%, 11/14/2023

     225,000        236,623  
     

 

 

 
Capital Markets - 0.9%  

Cboe Global Markets, Inc.

     

3.65%, 01/12/2027

     235,000        249,937  

Goldman Sachs Group, Inc.

     

Fixed until 09/29/2024,
3.27% (A), 09/29/2025

     500,000        516,110  

Intercontinental Exchange, Inc.

     

2.35%, 09/15/2022

     300,000        302,580  

Morgan Stanley

     

3.88%, 01/27/2026, MTN

     250,000        268,346  

4.30%, 01/27/2045

     250,000        289,311  
     

 

 

 
        1,626,284  
     

 

 

 
Chemicals - 0.1%  

DuPont de Nemours, Inc.

     

4.73%, 11/15/2028

     175,000        200,171  
     

 

 

 
Consumer Finance - 0.7%  

American Express Co.

     

2.50%, 08/01/2022

     200,000        202,008  

4.20%, 11/06/2025

     400,000        439,576  

Capital One Financial Corp.

     

3.30%, 10/30/2024

     500,000        517,505  

General Motors Financial Co., Inc.

     

3.20%, 07/06/2021

     50,000        50,513  

Synchrony Financial

     

3.70%, 08/04/2026

     100,000        102,063  
     

 

 

 
        1,311,665  
     

 

 

 
Containers & Packaging - 0.4%  

WRKCo, Inc.

     

3.75%, 03/15/2025

     300,000        315,800  

3.90%, 06/01/2028

     325,000        342,916  
     

 

 

 
        658,716  
     

 

 

 
Diversified Financial Services - 0.1%  

Berkshire Hathaway, Inc.

     

3.13%, 03/15/2026

     100,000        105,527  
     

 

 

 
Diversified Telecommunication Services - 0.9%  

AT&T, Inc.

     

3.00%, 02/15/2022

     400,000        408,175  

4.75%, 05/15/2046

     75,000        83,173  

Verizon Communications, Inc.

     

3.88%, 02/08/2029

     250,000        274,341  

4.33%, 09/21/2028

     478,000        541,943  

4.40%, 11/01/2034

     300,000        343,183  
     

 

 

 
        1,650,815  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    2

 

      


Transamerica Madison Diversified Income VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Electric Utilities - 0.4%  

Duke Energy Corp.

     

3.75%, 09/01/2046

     $   250,000        $   257,389  

Interstate Power & Light Co.

     

3.50%, 09/30/2049

     225,000        226,093  

PacifiCorp

     

4.15%, 02/15/2050

     200,000        233,510  
     

 

 

 
        716,992  
     

 

 

 
Energy Equipment & Services - 0.2%  

Schlumberger Holdings Corp.

     

3.90%, 05/17/2028 (B)

     292,000        309,069  

4.00%, 12/21/2025 (B)

     20,000        21,351  
     

 

 

 
        330,420  
     

 

 

 
Equity Real Estate Investment Trusts - 0.8%  

Brixmor Operating Partnership, LP

     

3.65%, 06/15/2024

     250,000        260,020  

HCP, Inc.

     

3.25%, 07/15/2026

     450,000        462,930  

Simon Property Group, LP

     

3.38%, 03/15/2022

     750,000        774,525  
     

 

 

 
        1,497,475  
     

 

 

 
Food & Staples Retailing - 0.3%  

Walgreens Boots Alliance, Inc.

     

3.45%, 06/01/2026

     250,000        258,172  

4.50%, 11/18/2034

     300,000        319,844  
     

 

 

 
        578,016  
     

 

 

 
Food Products - 0.4%  

Bunge, Ltd. Finance Corp.

     

3.25%, 08/15/2026

     31,000        31,000  

ConAgra Brands, Inc.

     

4.60%, 11/01/2025

     250,000        274,929  

Mars, Inc.

     

3.95%, 04/01/2049 (B)

     300,000        341,962  
     

 

 

 
        647,891  
     

 

 

 
Health Care Providers & Services - 1.2%  

Anthem, Inc.

     

2.38%, 01/15/2025

     400,000        398,491  

Cigna Corp.

     

4.38%, 10/15/2028

     50,000        54,634  

4.90%, 12/15/2048

     100,000        114,408  

CVS Health Corp.

     

2.63%, 08/15/2024

     400,000        401,778  

5.13%, 07/20/2045

     250,000        283,365  

Humana, Inc.

     

2.50%, 12/15/2020

     250,000        250,570  

UnitedHealth Group, Inc.

     

3.70%, 08/15/2049

     500,000        529,381  
     

 

 

 
        2,032,627  
     

 

 

 
Hotels, Restaurants & Leisure - 0.2%  

McDonald’s Corp.

     

4.88%, 12/09/2045, MTN

     250,000        302,290  
     

 

 

 
Industrial Conglomerates - 0.1%  

Carlisle Cos., Inc.

     

3.50%, 12/01/2024

     200,000        207,608  
     

 

 

 
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Insurance - 0.6%  

Aflac, Inc.

     

3.63%, 11/15/2024

     $   300,000        $   319,379  

4.75%, 01/15/2049

     250,000        305,304  

American International Group, Inc.

     

4.75%, 04/01/2048

     300,000        350,357  
     

 

 

 
        975,040  
     

 

 

 
Internet & Direct Marketing Retail - 0.5%  

Amazon.com, Inc.

     

2.80%, 08/22/2024

     300,000        311,950  

Expedia Group, Inc.

     

3.25%, 02/15/2030 (B)

     600,000        598,289  
     

 

 

 
        910,239  
     

 

 

 
IT Services - 0.7%  

Fidelity National Information Services, Inc.

     

4.75%, 05/15/2048

     300,000        363,899  

Fiserv, Inc.

     

3.50%, 07/01/2029

     400,000        420,847  

PayPal Holdings, Inc.

     

2.40%, 10/01/2024

     450,000        452,440  
     

 

 

 
        1,237,186  
     

 

 

 
Media - 0.4%  

Comcast Corp.

     

4.15%, 10/15/2028

     350,000        392,604  

Discovery Communications LLC

     

5.00%, 09/20/2037

     250,000        268,751  
     

 

 

 
        661,355  
     

 

 

 
Oil, Gas & Consumable Fuels - 2.6%  

BP Capital Markets America, Inc.

     

3.12%, 05/04/2026

     200,000        208,520  

ConocoPhillips Co.

     

4.15%, 11/15/2034

     129,000        141,874  

Energy Transfer Operating, LP

     

5.25%, 04/15/2029

     100,000        112,872  

Enterprise Products Operating LLC

     

3.75%, 02/15/2025

     400,000        426,184  

5.20%, 09/01/2020

     300,000        308,254  

Exxon Mobil Corp.

     

4.11%, 03/01/2046

     225,000        266,349  

Kinder Morgan, Inc.

     

5.55%, 06/01/2045

     450,000        530,420  

Marathon Oil Corp.

     

2.70%, 06/01/2020

     250,000        250,490  

Marathon Petroleum Corp.

     

3.80%, 04/01/2028

     300,000        312,593  

MPLX, LP

     

4.80%, 02/15/2029

     150,000        165,593  

Occidental Petroleum Corp.

     

3.50%, 08/15/2029

     700,000        709,940  

Phillips 66

     

4.65%, 11/15/2034

     400,000        461,908  

Valero Energy Corp.

     

6.63%, 06/15/2037

     250,000        323,491  

Valero Energy Partners, LP

     

4.50%, 03/15/2028

     400,000        437,410  
     

 

 

 
        4,655,898  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    3

 

      


Transamerica Madison Diversified Income VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Pharmaceuticals - 0.5%  

Bristol-Myers Squibb Co.

     

3.40%, 07/26/2029 (B)

     $   325,000        $   347,139  

Zoetis, Inc.

     

3.00%, 09/12/2027

     500,000        513,033  
     

 

 

 
        860,172  
     

 

 

 
Road & Rail - 0.2%  

Norfolk Southern Corp.

     

3.25%, 12/01/2021

     400,000        408,329  
     

 

 

 
Semiconductors & Semiconductor Equipment - 0.9%  

Analog Devices, Inc.

     

5.30%, 12/15/2045

     175,000        218,025  

Intel Corp.

     

3.30%, 10/01/2021

     925,000        952,095  

3.73%, 12/08/2047

     400,000        446,075  
     

 

 

 
        1,616,195  
     

 

 

 
Software - 0.4%  

Citrix Systems, Inc.

     

4.50%, 12/01/2027

     70,000        75,675  

Oracle Corp.

     

4.00%, 07/15/2046

     325,000        363,390  

salesforce.com, Inc.

     

3.70%, 04/11/2028

     300,000        329,280  
     

 

 

 
        768,345  
     

 

 

 
Specialty Retail - 0.3%  

Lowe’s Cos., Inc.

     

4.55%, 04/05/2049

     400,000        460,375  
     

 

 

 
Technology Hardware, Storage & Peripherals - 0.1%  

Dell International LLC / EMC Corp.

     

8.35%, 07/15/2046 (B)

     75,000        98,921  
     

 

 

 
Trading Companies & Distributors - 0.1%  

Air Lease Corp.

     

3.63%, 04/01/2027

     200,000        206,213  
     

 

 

 

Total Corporate Debt Securities
(Cost $29,076,911)

 

     31,134,690  
  

 

 

 
MORTGAGE-BACKED SECURITIES - 0.2%  

Wells Fargo Commercial Mortgage Trust

     

Series 2015-C26, Class A2,

     

2.66%, 02/15/2048

     304,304        303,928  

WFRBS Commercial Mortgage Trust

     

Series 2014-LC14, Class A2,

     

2.86%, 03/15/2047

     13,726        13,713  
     

 

 

 

Total Mortgage-Backed Securities
(Cost $315,862)

 

     317,641  
  

 

 

 
MUNICIPAL GOVERNMENT OBLIGATIONS - 0.8%  
California - 0.1%  

Rancho Water District Financing Authority, Revenue Bonds,

     

Series A,

     

6.34%, 08/01/2040

     185,000        191,766  
     

 

 

 
Massachusetts - 0.0% (C)  

University of Massachusetts Building Authority, Revenue Bonds,

     

6.57%, 05/01/2039

     35,000        35,126  
     

 

 

 
     Principal      Value  
MUNICIPAL GOVERNMENT OBLIGATIONS (continued)  
New York - 0.6%  

Metropolitan Transportation Authority, Revenue Bonds,

     

6.55%, 11/15/2031

     $   340,000        $   441,721  

New York City Transitional Finance Authority Future Tax Secured Revenue, Revenue Bonds,

     

6.27%, 08/01/2039

     500,000        501,795  
     

 

 

 
        943,516  
     

 

 

 
Oregon - 0.1%  

Washington County School District No. 1, General Obligation Limited,

     

4.36%, 06/30/2034

     200,000        221,132  
     

 

 

 

Total Municipal Government Obligations
(Cost $1,443,643)

 

     1,391,540  
  

 

 

 
U.S. GOVERNMENT AGENCY OBLIGATIONS - 11.2%  

Federal Home Loan Mortgage Corp.

     

2.50%, 10/01/2034

     500,000        504,315  

3.00%, 09/01/2042 - 10/01/2046

     1,432,984        1,473,782  

3.50%, 11/01/2040 - 12/01/2047

     1,928,592        2,008,207  

4.00%, 04/01/2033 - 03/01/2047

     893,936        938,998  

4.50%, 02/01/2025 - 05/01/2048

     1,118,314        1,197,673  

5.50%, 01/01/2037

     48,645        55,044  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates

     

2.65%, 08/25/2026

     500,000        519,238  

2.98%, 11/25/2025

     350,000        366,688  

3.12%, 06/25/2027

     750,000        802,232  

Federal Home Loan Mortgage Corp. REMIC

     

5.00%, 07/15/2036

     179,545        197,620  

Federal National Mortgage Association

     

2.49% (A), 03/25/2023

     292,995        297,496  

2.50%, 10/01/2034

     500,000        504,315  

3.00%, 12/01/2028 - 03/01/2043

     2,809,848        2,891,089  

3.06% (A), 09/25/2027

     679,675        711,811  

3.20% (A), 11/25/2027

     500,000        526,975  

3.50%, 12/01/2031 - 08/01/2049

     3,066,124        3,185,163  

4.00%, 02/01/2035 - 11/01/2048

     2,535,106        2,673,710  

4.50%, 03/01/2039 - 07/01/2041

     113,372        122,801  

5.00%, 07/01/2035 (D)

     0        0  

Federal National Mortgage Association REMIC

     

2.50%, 04/25/2040

     63,959        64,016  

3.50%, 04/25/2031

     372,996        391,770  

FREMF Mortgage Trust

     

Series 2015-K721, Class B,

     

3.68% (A), 11/25/2047 (B)

     274,000        281,808  

Government National Mortgage Association

     

3.50%, 12/15/2042

     101,236        106,539  

4.00%, 12/15/2039

     11,062        11,804  

4.50%, 08/15/2040

     7,840        8,535  
     

 

 

 

Total U.S. Government Agency Obligations
(Cost $19,548,926)

 

     19,841,629  
  

 

 

 
U.S. GOVERNMENT OBLIGATIONS - 22.1%  
U.S. Treasury - 22.1%  

U.S. Treasury Bond

     

2.50%, 02/15/2045

     1,000,000        1,076,016  

2.75%, 08/15/2042 - 11/15/2042

     1,550,000        1,739,770  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    4

 

      


Transamerica Madison Diversified Income VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
U.S. GOVERNMENT OBLIGATIONS (continued)  
U.S. Treasury (continued)  

U.S. Treasury Bond (continued)

 

3.00%, 05/15/2047 - 02/15/2048

     $   2,000,000        $   2,372,266  

3.38%, 11/15/2048

     1,500,000        1,911,269  

3.75%, 08/15/2041

     600,000        781,851  

4.38%, 05/15/2041

     500,000        706,719  

U.S. Treasury Note

     

1.50%, 08/15/2026

     2,000,000        1,984,062  

1.63%, 08/15/2022

     2,725,000        2,728,619  

1.75%, 05/15/2022

     240,000        240,975  

2.00%, 07/31/2020 - 08/15/2025

     10,000,000        10,093,994  

2.13%, 03/31/2024

     2,430,000        2,488,757  

2.25%, 11/15/2025

     500,000        518,535  

2.38%, 05/15/2027

     2,250,000        2,370,849  

2.63%, 11/15/2020 - 02/15/2029

     4,350,000        4,561,385  

2.88%, 05/15/2028

     1,750,000        1,920,762  

3.13%, 05/15/2021

     3,500,000        3,577,246  
     

 

 

 

Total U.S. Government Obligations
(Cost $37,082,942)

 

     39,073,075  
  

 

 

 
REPURCHASE AGREEMENT - 4.9%  

Fixed Income Clearing Corp., 1.05% (E), dated 09/30/2019, to be repurchased at $8,617,856 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $8,793,903.

     8,617,605        8,617,605  
     

 

 

 

Total Repurchase Agreement
(Cost $8,617,605)

 

     8,617,605  
  

 

 

 

Total Investments
(Cost $156,943,936)

 

     176,777,487  

Net Other Assets (Liabilities) - (0.0)% (C)

        (84,196
     

 

 

 

Net Assets - 100.0%

        $  176,693,291  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    5

 

      


Transamerica Madison Diversified Income VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (F)

 

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

ASSETS

 

Investments

 

Common Stocks

   $ 72,255,628      $ —        $             —        $     72,255,628  

Asset-Backed Securities

     —          4,145,679        —          4,145,679  

Corporate Debt Securities

     —          31,134,690        —          31,134,690  

Mortgage-Backed Securities

     —          317,641        —          317,641  

Municipal Government Obligations

     —          1,391,540        —          1,391,540  

U.S. Government Agency Obligations

     —          19,841,629        —          19,841,629  

U.S. Government Obligations

     —          39,073,075        —          39,073,075  

Repurchase Agreement

     —          8,617,605        —          8,617,605  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     72,255,628      $     104,521,859      $             —        $     176,777,487  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Floating or variable rate securities. The rates disclosed are as of September 30, 2019. 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.
(B)      Securities are registered pursuant to Rule 144A of the Securities Act of 1933. Unless otherwise indicated, the securities are deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2019, the total value of 144A securities is $4,236,955, representing 2.4% of the Portfolio’s net assets.
(C)      Percentage rounds to less than 0.1% or (0.1)%.
(D)      Rounds to less than $1 or $(1).
(E)      Rate disclosed reflects the yield at September 30, 2019.
(F)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

PORTFOLIO ABBREVIATIONS:

 

ADR

   American Depositary Receipt

LIBOR

   London Interbank Offered Rate

MTN

   Medium Term Note

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    6         


Transamerica Managed Risk – Balanced ETF VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUNDS - 99.4%  
International Equity Funds - 16.7%  

DeltaShares® S&P EM 100 & Managed Risk ETF (A)

     479,000        $  22,330,884  

DeltaShares® S&P International Managed Risk ETF (A) (B)

     2,115,049        102,019,389  

Vanguard FTSE Developed Markets ETF

     17,316,865        711,376,814  

Vanguard FTSE Emerging Markets ETF

     3,751,841        151,049,119  
     

 

 

 
        986,776,206  
     

 

 

 
U.S. Equity Funds - 37.4%  

DeltaShares® S&P 400 Managed Risk ETF (A)

     920,383        47,483,019  

DeltaShares® S&P 500 Managed Risk ETF (A)

     3,726,403        211,652,238  

DeltaShares® S&P 600 Managed Risk ETF (A)

     311,845        16,321,312  

iShares Core S&P Total US Stock Market ETF

     7,338,670        492,204,597  

Schwab U.S. Broad Market ETF (B)

     6,502,399        461,800,377  

Vanguard Total Stock Market ETF (B)

     6,468,768        976,783,968  
     

 

 

 
        2,206,245,511  
     

 

 

 
U.S. Fixed Income Funds - 45.3%  

iShares Core U.S. Aggregate Bond ETF

     10,522,612        1,190,844,000  

Vanguard Total Bond Market ETF

     17,511,667        1,478,510,045  
     

 

 

 
        2,669,354,045  
     

 

 

 

Total Exchange-Traded Funds
(Cost $5,404,169,775)

 

     5,862,375,762  
     

 

 

 
OTHER INVESTMENT COMPANY - 1.8%  
Securities Lending Collateral - 1.8%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (C)

     109,125,350        109,125,350  
     

 

 

 

Total Other Investment Company
(Cost $109,125,350)

 

     109,125,350  
     

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 0.6%  

Fixed Income Clearing Corp., 1.05% (C), dated 09/30/2019, to be repurchased at $37,881,327 on 10/01/2019. Collateralized by U.S. Government Obligations, 1.13% -2.13%, due 09/30/2021, and with a total value of $38,640,762.

     $  37,880,222        37,880,222  
     

 

 

 

Total Repurchase Agreement
(Cost $37,880,222)

 

     37,880,222  
  

 

 

 

Total Investments
(Cost $5,551,175,347)

 

     6,009,381,334  

Net Other Assets (Liabilities) - (1.8)%

        (108,412,409
     

 

 

 

Net Assets - 100.0%

        $  5,900,968,925  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica Managed Risk – Balanced ETF VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (D)

 

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

ASSETS

           

Investments

 

Exchange-Traded Funds

   $ 5,862,375,762      $ —        $ —        $ 5,862,375,762  

Other Investment Company

     109,125,350        —          —          109,125,350  

Repurchase Agreement

     —          37,880,222        —          37,880,222  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     5,971,501,112      $     37,880,222      $     —        $     6,009,381,334  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Affiliated investment in the shares of DeltaShares® Exchange-Traded Funds. The Portfolio’s transactions and earnings are as follows:

 

Affiliated Investments

  Value
December 31, 2018
    Purchases
at Cost
    Proceeds
from Sales
    Net
Realized
Gain (Loss)
    Net Change in
Unrealized
Appreciation
(Depreciation)
    Value
September 30, 2019
    Shares as of
September 30, 2019
    Dividend
Income
     Net Capital
Gain
Distributions
 

DeltaShares® S&P 400 Managed Risk ETF

  $ 52,405,330     $ —       $ (8,455,645   $ 325,848     $ 3,207,486     $ 47,483,019       920,383     $ 478,333      $ —    

DeltaShares® S&P 500 Managed Risk ETF

    198,081,868       —         (8,208,358     698,413       21,080,315       211,652,238       3,726,403       2,728,375        —    

DeltaShares® S&P 600 Managed Risk ETF

    16,980,357       —         (1,312,671     92,543       561,083       16,321,312       311,845       143,663        —    

DeltaShares® S&P EM 100 & Managed Risk ETF

    —         23,809,797       —         —         (1,478,913     22,330,884       479,000       302,078        —    

DeltaShares® S&P International Managed Risk ETF

    112,766,180       —         (17,641,875     (787,161     7,682,245       102,019,389       2,115,049       2,827,508        —    
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

Total

  $     380,233,735     $     23,809,797     $     (35,618,549   $     329,643     $     31,052,216     $     399,806,842       7,552,680     $     6,479,957      $     —    
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

 

(B)      All or a portion of the securities are on loan. The total value of all securities on loan is $106,826,286. 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.
(C)      Rates disclosed reflect the yields at September 30, 2019.
(D)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica Managed Risk – Conservative ETF VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUNDS - 99.4%  
International Equity Funds - 6.6%  

DeltaShares® S&P EM 100 & Managed Risk ETF (A)

     37,000        $  1,724,933  

DeltaShares® S&P International Managed Risk ETF (A)

     167,067        8,058,477  

Vanguard FTSE Developed Markets ETF

     804,222        33,037,440  

Vanguard FTSE Emerging Markets ETF

     173,660        6,991,551  
     

 

 

 
        49,812,401  
     

 

 

 
U.S. Equity Funds - 18.2%  

DeltaShares® S&P 400 Managed Risk ETF (A)

     84,966        4,383,438  

DeltaShares® S&P 500 Managed Risk ETF (A)

     344,945        19,592,186  

DeltaShares® S&P 600 Managed Risk ETF (A)

     29,007        1,518,166  

iShares Core S&P Total US Stock Market ETF

     443,263        29,729,649  

Schwab U.S. Broad Market ETF

     393,842        27,970,659  

Vanguard Total Stock Market ETF

     353,106        53,319,006  
     

 

 

 
        136,513,104  
     

 

 

 
U.S. Fixed Income Funds - 74.6%  

iShares Core U.S. Aggregate Bond ETF

     1,647,905        186,493,409  

Schwab U.S. Aggregate Bond ETF (B)

     3,439,586        185,221,706  

Vanguard Total Bond Market ETF

     2,230,952        188,359,277  
     

 

 

 
        560,074,392  
     

 

 

 

Total Exchange-Traded Funds
(Cost $709,113,170)

 

     746,399,897  
     

 

 

 
OTHER INVESTMENT COMPANY - 1.1%  
Securities Lending Collateral - 1.1%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (C)

     8,409,500        8,409,500  
     

 

 

 

Total Other Investment Company
(Cost $8,409,500)

 

     8,409,500  
     

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 0.6%  

Fixed Income Clearing Corp., 1.05% (C), dated 09/30/2019, to be repurchased at $4,526,308 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $4,618,667.

     $  4,526,176        4,526,176  
     

 

 

 

Total Repurchase Agreement
(Cost $4,526,176)

 

     4,526,176  
     

 

 

 

Total Investments
(Cost $722,048,846)

 

     759,335,573  

Net Other Assets (Liabilities) - (1.1)%

        (7,936,769
     

 

 

 

Net Assets - 100.0%

        $  751,398,804  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica Managed Risk – Conservative ETF VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (D)

 

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

ASSETS

           

Investments

 

Exchange-Traded Funds

   $ 746,399,897      $ —        $ —        $ 746,399,897  

Other Investment Company

     8,409,500        —          —          8,409,500  

Repurchase Agreement

     —          4,526,176        —          4,526,176  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     754,809,397      $     4,526,176      $     —        $     759,335,573  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Affiliated investment in the shares of DeltaShares® Exchange-Traded Funds. The Portfolio’s transactions and earnings are as follows:

 

Affiliated Investments

  Value
December 31, 2018
    Purchases
at Cost
    Proceeds
from Sales
    Net
Realized
Gain (Loss)
    Net Change in
Unrealized
Appreciation
(Depreciation)
    Value
September 30, 2019
    Shares as of
September 30, 2019
    Dividend
Income
     Net Capital
Gain
Distributions
 

DeltaShares® S&P 400 Managed Risk ETF

  $ 4,633,507     $ —       $ (563,710   $ 21,723     $ 291,918     $ 4,383,438       84,966     $ 43,283      $ —    

DeltaShares® S&P 500 Managed Risk ETF

    19,006,166       —         (1,477,504     125,714       1,937,810       19,592,186       344,945       256,442        —    

DeltaShares® S&P 600 Managed Risk ETF

    1,563,063       —         (105,014     7,403       52,714       1,518,166       29,007       13,293        —    

DeltaShares® S&P EM 100 & Managed Risk ETF

    —         1,839,171       —         —         (114,238     1,724,933       37,000       23,334        —    

DeltaShares® S&P International Managed Risk ETF

    9,085,923       —         (1,582,016     (70,587     625,157       8,058,477       167,067       224,991        —    
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

Total

  $     34,288,659     $     1,839,171     $     (3,728,244   $     84,253     $     2,793,361     $     35,277,200       662,985     $     561,343      $     —    
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

 

(B)      All or a portion of the security is on loan. The value of the security on loan is $8,233,665. The amount on loan indicated may not correspond with the security on loan identified because a security with pending sales are in the process of recall from the brokers.
(C)      Rates disclosed reflect the yields at September 30, 2019.
(D)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica Managed Risk – Growth ETF VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUNDS - 99.4%  
International Equity Funds - 24.8%  

DeltaShares® S&P EM 100 & Managed Risk ETF (A)

     334,000        $  15,571,013  

DeltaShares® S&P International Managed Risk ETF (A) (B)

     1,476,681        71,227,708  

Vanguard FTSE Developed Markets ETF

     11,786,866        484,204,456  

Vanguard FTSE Emerging Markets ETF

     2,822,770        113,644,720  
     

 

 

 
        684,647,897  
     

 

 

 
U.S. Equity Funds - 55.9%  

DeltaShares® S&P 400 Managed Risk ETF (A) (B)

     674,838        34,815,230  

DeltaShares® S&P 500 Managed Risk ETF (A)

     2,600,608        147,709,333  

DeltaShares® S&P 600 Managed Risk ETF (A)

     231,763        12,129,989  

iShares Core S&P Total US Stock Market ETF

     4,635,823        310,924,648  

Schwab U.S. Broad Market ETF

     4,179,937        296,859,126  

Vanguard Total Stock Market ETF (B)

     4,918,503        742,693,953  
     

 

 

 
        1,545,132,279  
     

 

 

 
U.S. Fixed Income Funds - 18.7%  

iShares Core U.S. Aggregate Bond ETF

     2,262,233        256,016,909  

Vanguard Total Bond Market ETF

     3,072,812        259,437,517  
     

 

 

 
        515,454,426  
     

 

 

 

Total Exchange-Traded Funds
(Cost $2,655,527,106)

 

     2,745,234,602  
  

 

 

 
OTHER INVESTMENT COMPANY - 7.6%  
Securities Lending Collateral - 7.6%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (C)

     210,286,944        210,286,944  
     

 

 

 

Total Other Investment Company
(Cost $210,286,944)

 

     210,286,944  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 0.6%  

Fixed Income Clearing Corp., 1.05% (C), dated 09/30/2019, to be repurchased at $16,942,801 on 10/01/2019. Collateralized by a U.S. Government Obligation, 2.13%, due 09/30/2021, and with a value of $17,285,232.

     $  16,942,306        16,942,306  
     

 

 

 

Total Repurchase Agreement
(Cost $16,942,306)

 

     16,942,306  
  

 

 

 

Total Investments
(Cost $2,882,756,356)

 

     2,972,463,852  

Net Other Assets (Liabilities) - (7.6)%

        (210,273,027
     

 

 

 

Net Assets - 100.0%

        $  2,762,190,825  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica Managed Risk – Growth ETF VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (D)

 

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

ASSETS

           

Investments

 

Exchange-Traded Funds

   $ 2,745,234,602      $ —        $ —        $ 2,745,234,602  

Other Investment Company

     210,286,944        —          —          210,286,944  

Repurchase Agreement

     —          16,942,306        —          16,942,306  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     2,955,521,546      $     16,942,306      $     —        $     2,972,463,852  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Affiliated investment in the shares of DeltaShares® Exchange-Traded Funds. The Portfolio’s transactions and earnings are as follows:

 

Affiliated Investments

  Value
December 31, 2018
    Purchases
at Cost
    Proceeds
from Sales
    Net
Realized
Gain (Loss)
    Net Change in
Unrealized
Appreciation
(Depreciation)
    Value
September 30, 2019
    Shares as of
September 30, 2019
    Dividend
Income
     Net Capital
Gain
Distributions
 

DeltaShares® S&P 400 Managed Risk ETF

  $ 38,570,135     $ —       $ (6,354,545   $ 244,879     $ 2,354,761     $ 34,815,230       674,838     $ 351,345      $ —    

DeltaShares® S&P 500 Managed Risk ETF

    145,051,166       —         (13,239,164     1,323,384       14,573,947       147,709,333       2,600,608       1,978,997        —    

DeltaShares® S&P 600 Managed Risk ETF

    12,842,603       —         (1,207,657     85,140       409,903       12,129,989       231,763       107,724        —    

DeltaShares® S&P EM 100 & Managed Risk ETF

    —         16,602,238       —         —         (1,031,225     15,571,013       334,000       210,634        —    

DeltaShares® S&P International Managed Risk ETF

    78,370,767       —         (11,937,029     (532,617     5,326,587       71,227,708       1,476,681       1,970,782        —    
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

Total

  $     274,834,671     $     16,602,238     $     (32,738,395   $     1,120,786     $     21,633,973     $     281,453,273       5,317,890     $     4,619,482      $     —    
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

 

(B)      All or a portion of the securities are on loan. The total value of all securities on loan is $205,856,363. 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.
(C)      Rates disclosed reflect the yields at September 30, 2019.
(D)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica Market Participation Strategy VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Principal      Value  
U.S. GOVERNMENT AGENCY OBLIGATIONS - 31.0%  

Federal Home Loan Banks

     

1.88%, 11/29/2021

     $  14,000,000        $  14,056,994  

2.25%, 12/08/2023

     1,000,000        1,023,689  

3.25%, 11/16/2028

     24,000,000        26,745,529  

Federal Home Loan Mortgage Corp.

     

2.38%, 01/13/2022

     17,500,000        17,769,471  

2.75%, 06/19/2023

     27,000,000        28,091,564  

Federal National Mortgage Association

     

2.50%, 02/05/2024

     40,000,000        41,508,076  

6.25%, 05/15/2029

     1,500,000        2,073,844  
     

 

 

 

Total U.S. Government Agency Obligations
(Cost $126,636,523)

 

     131,269,167  
  

 

 

 
U.S. GOVERNMENT OBLIGATIONS - 52.8%  
U.S. Treasury - 52.8%  

U.S. Treasury Bond, Principal Only STRIPS

     

05/15/2023 - 08/15/2034

     248,500,000        223,471,601  
     

 

 

 

Total U.S. Government Obligations
(Cost $212,902,455)

 

     223,471,601  
  

 

 

 
SHORT-TERM U.S. GOVERNMENT OBLIGATION - 0.0% (A)  

U.S. Treasury Bill

     

1.95% (B), 12/19/2019 (C)

     200,000        199,162  
     

 

 

 

Total Short-Term U.S. Government Obligation
(Cost $199,162)

 

     199,162  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 0.8%  

Fixed Income Clearing Corp., 1.05% (B), dated 09/30/2019, to be repurchased at $3,209,721 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $3,278,407.

     $   3,209,628        $   3,209,628  
     

 

 

 

Total Repurchase Agreement
(Cost $3,209,628)

 

     3,209,628  
  

 

 

 

Total Investments Excluding Purchased Options
(Cost $342,947,768)

 

     358,149,558  

Total Purchased Options - 15.3%
(Cost $72,317,058)

 

     64,618,622  
  

 

 

 

Total Investments
(Cost $415,264,826)

 

     422,768,180  

Net Other Assets (Liabilities) - 0.1%

 

     233,893  
     

 

 

 

Net Assets - 100.0%

        $  423,002,073  
     

 

 

 
 

 

OVER-THE-COUNTER OPTIONS PURCHASED:

 

 

Description

   Counterparty    Exercise
Price
   Expiration
Date
   Notional
Amount
   Number of
Contracts
   Premiums
Paid
   Value

Call - S&P 500® - Flexible Exchange Option

       GSC        USD        2,850.00        07/20/2023        USD        208,371,800        700      $ 35,921,229      $ 32,368,329

Call - S&P 500® - Flexible Exchange Option

       GSC        USD        2,900.00        01/22/2024        USD        208,371,800        700        36,395,829        32,250,293
                                       

 

 

      

 

 

 

Total

                                        $     72,317,058      $     64,618,622
                                       

 

 

      

 

 

 

FUTURES CONTRACTS:

 

Long Futures Contracts:

 

Description

   Number of
Contracts
   Expiration
Date
   Notional
Amount
   Value    Unrealized
Appreciation
   Unrealized
Depreciation

S&P 500® E-Mini Index

       8        12/20/2019      $     1,203,535      $     1,191,400      $     —        $     (12,135 )

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    1         


Transamerica Market Participation Strategy VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (D)

 

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

ASSETS

          

Investments

 

U.S. Government Agency Obligations

   $ —       $ 131,269,167      $ —        $ 131,269,167  

U.S. Government Obligations

     —         223,471,601        —          223,471,601  

Short-Term U.S. Government Obligation

     —         199,162        —          199,162  

Repurchase Agreement

     —         3,209,628        —          3,209,628  

Over-the-Counter Options Purchased

     64,618,622       —          —          64,618,622  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Investments

   $     64,618,622     $     358,149,558      $     —        $     422,768,180  
  

 

 

   

 

 

    

 

 

    

 

 

 

LIABILITIES

 

Other Financial Instruments

 

Futures Contracts (E)

   $ (12,135   $ —        $ —        $ (12,135
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ (12,135   $ —        $ —        $ (12,135
  

 

 

   

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Percentage rounds to less than 0.1% or (0.1)%.
(B)      Rates disclosed reflect the yields at September 30, 2019.
(C)      All or a portion of the security has been segregated by the custodian as collateral to cover margin requirements for open futures contracts. The value of the security is $199,160.
(D)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(E)      Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).

COUNTERPARTY ABBREVIATION:

 

GSC

   Goldman Sachs & Co.

PORTFOLIO ABBREVIATION:

 

STRIPS

   Separate Trading of Registered Interest and Principal of Securities

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica Morgan Stanley Capital Growth VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS - 91.1%  
Biotechnology - 0.8%  

Alnylam Pharmaceuticals, Inc. (A)

     31,285        $  2,515,940  

Moderna, Inc. (A) (B)

     89,099        1,418,456  
     

 

 

 
        3,934,396  
     

 

 

 
Chemicals - 5.0%  

Ecolab, Inc.

     124,527        24,661,327  
     

 

 

 
Entertainment - 10.6%  

Netflix, Inc. (A)

     36,542        9,779,370  

Spotify Technology SA (A)

     160,968        18,350,352  

Walt Disney Co.

     181,588        23,664,548  
     

 

 

 
        51,794,270  
     

 

 

 
Health Care Equipment & Supplies - 7.3%  

DexCom, Inc. (A)

     61,760        9,217,062  

Intuitive Surgical, Inc. (A)

     48,463        26,166,628  
     

 

 

 
        35,383,690  
     

 

 

 
Health Care Providers & Services - 2.0%  

Convetrus, Inc. (A) (B)

     262,712        3,123,646  

Guardant Health, Inc. (A)

     103,305        6,593,958  
     

 

 

 
        9,717,604  
     

 

 

 
Health Care Technology - 3.2%  

Veeva Systems, Inc., Class A (A)

     100,903        15,406,879  
     

 

 

 
Household Durables - 2.0%  

Roku, Inc. (A) (B)

     96,633        9,833,374  
     

 

 

 
Interactive Media & Services - 11.0%  

Alphabet, Inc., Class C (A)

     11,312        13,789,328  

Facebook, Inc., Class A (A)

     38,884        6,924,463  

Snap, Inc., Class A (A) (B)

     455,413        7,195,525  

Twitter, Inc. (A)

     627,753        25,863,424  
     

 

 

 
        53,772,740  
     

 

 

 
Internet & Direct Marketing Retail - 12.1%  

Amazon.com, Inc. (A)

     19,776        34,329,356  

Chewy, Inc., Class A (A) (B)

     128,314        3,153,958  

Farfetch, Ltd., Class A (A)

     428,907        3,705,757  

MercadoLibre, Inc. (A)

     21,341        11,763,799  

Wayfair, Inc., Class A (A) (B)

     51,925        5,821,831  
     

 

 

 
        58,774,701  
     

 

 

 
IT Services - 12.5%  

Adyen NV (A) (C)

     10,030        6,607,423  

MongoDB, Inc. (A) (B)

     61,407        7,398,315  

Okta, Inc. (A)

     68,998        6,793,543  

Shopify, Inc., Class A (A)

     54,795        17,077,410  

Square, Inc., Class A (A)

     99,300        6,151,635  

Twilio, Inc., Class A (A)

     153,061        16,830,587  
     

 

 

 
        60,858,913  
     

 

 

 
Life Sciences Tools & Services - 4.7%  

Illumina, Inc. (A)

     74,812        22,759,307  
     

 

 

 
     Shares      Value  
COMMON STOCKS (continued)  
Road & Rail - 3.2%  

Uber Technologies, Inc. (A) (B)

     393,320        $   11,984,460  

Union Pacific Corp.

     21,968        3,558,377  
     

 

 

 
        15,542,837  
     

 

 

 
Semiconductors & Semiconductor Equipment - 1.6%  

NVIDIA Corp.

     45,237        7,874,404  
     

 

 

 
Software - 15.1%  

Atlassian Corp. PLC, Class A (A)

     55,627        6,977,851  

Coupa Software, Inc. (A)

     93,455        12,108,964  

ServiceNow, Inc. (A)

     67,266        17,075,474  

Slack Technologies, Inc., Class A (A) (B)

     656,291        15,573,786  

Trade Desk, Inc., Class A (A)

     30,408        5,703,020  

Workday, Inc., Class A (A)

     96,306        16,368,168  
     

 

 

 
        73,807,263  
     

 

 

 

Total Common Stocks
(Cost $406,096,413)

 

     444,121,705  
     

 

 

 
OTHER INVESTMENT COMPANY - 10.6%  
Securities Lending Collateral - 10.6%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (D)

     51,576,068        51,576,068  
     

 

 

 

Total Other Investment Company
(Cost $51,576,068)

 

     51,576,068  
     

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 5.2%  

Fixed Income Clearing Corp., 1.05% (D), dated 09/30/2019, to be repurchased at $25,112,347 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.13%, due 09/30/2021, and with a value of $25,616,938.

     $  25,111,615        25,111,615  
     

 

 

 

Total Repurchase Agreement
(Cost $25,111,615)

 

     25,111,615  
     

 

 

 

Total Investments Excluding Purchased Options
(Cost $482,784,096)

 

     520,809,388  

Total Purchased Options - 0.2%
(Cost $1,859,188)

 

     994,567  
     

 

 

 

Total Investments
(Cost $484,643,284)

 

     521,803,955  

Net Other Assets (Liabilities) - (7.1)%

        (34,720,497
     

 

 

 

Net Assets - 100.0%

        $  487,083,458  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica Morgan Stanley Capital Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

OVER-THE-COUNTER FOREIGN EXCHANGE OPTIONS PURCHASED:

 

 

Description

   Counterparty    Exercise
Price
   Expiration
Date
   Notional Amount/
Number of Contracts
   Premiums
Paid
   Value

Put - USD vs. CNH

       BNP        USD    7.58        01/17/2020        USD    79,645,315      $ 407,715      $ 192,105

Put - USD vs. CNH

       RBS        USD    7.85        06/16/2020        USD    99,714,731        514,528        403,246

Put - USD vs. CNH

       RBS        USD    8.00        10/21/2019        USD    74,992,337        440,955        825

Put - USD vs. CNH

       RBS        USD    8.09        09/21/2020        USD    91,901,001        495,990        398,391
                        

 

 

      

 

 

 

Total

                         $     1,859,188      $     994,567
                        

 

 

      

 

 

 

SECURITY VALUATION:

 

Valuation Inputs (E)

 

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

ASSETS

           

Investments

 

Common Stocks

   $ 437,514,282      $ 6,607,423      $ —        $ 444,121,705  

Other Investment Company

     51,576,068        —          —          51,576,068  

Repurchase Agreement

     —          25,111,615        —          25,111,615  

Over-the-Counter Foreign Exchange Options Purchased

     —          994,567        —          994,567  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     489,090,350      $     32,713,605      $     —        $     521,803,955  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing securities.
(B)      All or a portion of the securities are on loan. The total value of all securities on loan is $50,389,589. 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.
(C)      Security is registered pursuant to Rule 144A of the Securities Act of 1933. Unless otherwise indicated, the security is deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2019, the value of the 144A security is $6,607,423, representing 1.4% of the Portfolio’s net assets.
(D)      Rates disclosed reflect the yields at September 30, 2019.
(E)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

CURRENCY ABBREVIATIONS:

 

CNH

   Chinese Yuan Renminbi (offshore)

USD

   United States Dollar

COUNTERPARTY ABBREVIATIONS:

 

BNP

   BNP Paribas

RBS

   Royal Bank of Scotland PLC

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica Multi-Managed Balanced VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS - 59.5%  
Aerospace & Defense - 1.4%  

Boeing Co.

     10,790        $  4,105,271  

General Dynamics Corp.

     45,660        8,343,452  

Northrop Grumman Corp.

     11,440        4,287,597  

United Technologies Corp.

     58,840        8,032,837  
     

 

 

 
        24,769,157  
     

 

 

 
Airlines - 0.2%  

Delta Air Lines, Inc.

     40,730        2,346,048  

Southwest Airlines Co.

     19,400        1,047,794  

United Airlines Holdings, Inc. (A)

     10,020        885,868  
     

 

 

 
        4,279,710  
     

 

 

 
Auto Components - 0.1%  

BorgWarner, Inc.

     11,151        409,019  

Magna International, Inc.

     38,710        2,064,404  
     

 

 

 
        2,473,423  
     

 

 

 
Automobiles - 0.2%  

General Motors Co.

     84,330        3,160,688  
     

 

 

 
Banks - 2.9%  

Bank of America Corp.

     474,110        13,829,789  

Citigroup, Inc.

     204,020        14,093,701  

Citizens Financial Group, Inc.

     33,510        1,185,249  

Fifth Third Bancorp

     63,500        1,738,630  

KeyCorp

     294,800        5,259,232  

Regions Financial Corp.

     97,500        1,542,450  

SunTrust Banks, Inc.

     42,960        2,955,648  

Wells Fargo & Co.

     186,680        9,416,139  
     

 

 

 
        50,020,838  
     

 

 

 
Beverages - 1.3%  

Coca-Cola Co.

     286,010        15,570,384  

Constellation Brands, Inc., Class A

     13,360        2,769,261  

PepsiCo, Inc.

     29,680        4,069,128  
     

 

 

 
        22,408,773  
     

 

 

 
Biotechnology - 1.5%  

AbbVie, Inc.

     113,870        8,622,236  

Alexion Pharmaceuticals, Inc. (A)

     30,340        2,971,500  

Amgen, Inc.

     4,520        874,665  

Biogen, Inc. (A)

     15,900        3,701,838  

Celgene Corp. (A)

     41,170        4,088,181  

Regeneron Pharmaceuticals, Inc. (A)

     8,240        2,285,776  

Vertex Pharmaceuticals, Inc. (A)

     22,190        3,759,430  
     

 

 

 
        26,303,626  
     

 

 

 
Building Products - 0.2%  

Masco Corp.

     80,480        3,354,406  
     

 

 

 
Capital Markets - 1.9%  

Ameriprise Financial, Inc.

     13,900        2,044,690  

BlackRock, Inc.

     4,800        2,139,072  

Charles Schwab Corp.

     95,330        3,987,654  

Franklin Resources, Inc.

     74,200        2,141,412  

Intercontinental Exchange, Inc.

     102,720        9,477,975  

Invesco, Ltd.

     105,000        1,778,700  

Morgan Stanley

     220,990        9,429,643  
     Shares      Value  
COMMON STOCKS (continued)  
Capital Markets (continued)  

S&P Global, Inc.

     2,400        $   587,952  

TD Ameritrade Holding Corp.

     40,850        1,907,695  
     

 

 

 
        33,494,793  
     

 

 

 
Chemicals - 1.2%  

Celanese Corp.

     29,420        3,597,772  

Corteva, Inc.

     73,016        2,044,448  

Dow, Inc.

     56,860        2,709,379  

DuPont de Nemours, Inc.

     45,116        3,217,222  

Eastman Chemical Co.

     60,960        4,500,677  

Linde PLC

     16,150        3,128,578  

LyondellBasell Industries NV, Class A

     12,300        1,100,481  
     

 

 

 
        20,298,557  
     

 

 

 
Commercial Services & Supplies - 0.1%  

Cintas Corp.

     2,620        702,422  

Waste Management, Inc.

     8,600        989,000  
     

 

 

 
        1,691,422  
     

 

 

 
Communications Equipment - 0.2%  

Cisco Systems, Inc.

     50,190        2,479,888  

Motorola Solutions, Inc.

     4,290        731,059  
     

 

 

 
        3,210,947  
     

 

 

 
Consumer Finance - 0.6%  

American Express Co.

     12,510        1,479,683  

Capital One Financial Corp.

     72,410        6,587,862  

Synchrony Financial

     59,100        2,014,719  
     

 

 

 
        10,082,264  
     

 

 

 
Containers & Packaging - 0.3%  

Avery Dennison Corp.

     3,290        373,645  

Crown Holdings, Inc. (A)

     38,080        2,515,565  

Packaging Corp. of America

     13,100        1,389,910  

WestRock Co.

     37,550        1,368,698  
     

 

 

 
        5,647,818  
     

 

 

 
Diversified Consumer Services - 0.0% (B)  

H&R Block, Inc.

     16,840        397,761  
     

 

 

 
Diversified Financial Services - 1.0%  

Berkshire Hathaway, Inc., Class B (A)

     80,760        16,799,695  
     

 

 

 
Diversified Telecommunication Services - 0.8%  

AT&T, Inc.

     17,100        647,064  

Verizon Communications, Inc.

     204,100        12,319,476  
     

 

 

 
        12,966,540  
     

 

 

 
Electric Utilities - 1.9%  

American Electric Power Co., Inc.

     59,920        5,613,905  

Edison International

     78,400        5,912,928  

Entergy Corp.

     32,000        3,755,520  

Exelon Corp.

     21,050        1,016,925  

NextEra Energy, Inc.

     43,260        10,079,147  

Xcel Energy, Inc.

     112,030        7,269,627  
     

 

 

 
        33,648,052  
     

 

 

 
Electrical Equipment - 0.6%  

Eaton Corp. PLC

     120,780        10,042,857  
     

 

 

 
Entertainment - 0.9%  

Electronic Arts, Inc. (A)

     43,660        4,270,821  

Netflix, Inc. (A)

     26,100        6,984,882  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica Multi-Managed Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Entertainment (continued)  

Viacom, Inc., Class B

     7,000        $   168,210  

Walt Disney Co.

     32,570        4,244,523  
     

 

 

 
        15,668,436  
     

 

 

 
Equity Real Estate Investment Trusts - 1.5%  

AvalonBay Communities, Inc.

     23,030        4,959,050  

Boston Properties, Inc.

     8,650        1,121,559  

Digital Realty Trust, Inc.

     6,300        817,803  

Equinix, Inc.

     7,210        4,158,728  

Equity Residential

     17,660        1,523,352  

Federal Realty Investment Trust

     15,590        2,122,423  

Host Hotels & Resorts, Inc.

     71,220        1,231,394  

Mid-America Apartment Communities, Inc.

     4,600        598,046  

Prologis, Inc.

     59,480        5,068,885  

Public Storage

     4,440        1,088,999  

Ventas, Inc.

     23,370        1,706,711  

VICI Properties, Inc.

     37,819        856,600  
     

 

 

 
        25,253,550  
     

 

 

 
Food Products - 0.6%  

Conagra Brands, Inc.

     20,800        638,144  

General Mills, Inc.

     60,200        3,318,224  

Mondelez International, Inc., Class A

     126,640        7,005,725  
     

 

 

 
        10,962,093  
     

 

 

 
Health Care Equipment & Supplies - 1.8%  

Becton Dickinson and Co.

     4,600        1,163,616  

Boston Scientific Corp. (A)

     213,510        8,687,722  

Intuitive Surgical, Inc. (A)

     3,410        1,841,161  

Medtronic PLC

     111,620        12,124,165  

Zimmer Biomet Holdings, Inc.

     57,990        7,960,287  
     

 

 

 
        31,776,951  
     

 

 

 
Health Care Providers & Services - 1.6%  

Anthem, Inc.

     18,910        4,540,291  

Cigna Corp. (A)

     61,290        9,303,209  

McKesson Corp.

     7,930        1,083,714  

UnitedHealth Group, Inc.

     55,690        12,102,551  
     

 

 

 
        27,029,765  
     

 

 

 
Hotels, Restaurants & Leisure - 0.9%  

Hilton Worldwide Holdings, Inc.

     38,210        3,557,733  

McDonald’s Corp.

     14,800        3,177,708  

Royal Caribbean Cruises, Ltd.

     8,870        960,887  

Yum! Brands, Inc.

     63,480        7,200,537  
     

 

 

 
        14,896,865  
     

 

 

 
Household Durables - 0.2%  

Lennar Corp., Class A

     50,950        2,845,557  
     

 

 

 
Household Products - 0.7%  

Kimberly-Clark Corp.

     3,900        553,995  

Procter & Gamble Co.

     95,150        11,834,757  
     

 

 

 
        12,388,752  
     

 

 

 
Industrial Conglomerates - 0.6%  

Honeywell International, Inc.

     64,880        10,977,696  
     

 

 

 
Insurance - 1.4%  

Allstate Corp.

     26,680        2,899,582  

American International Group, Inc.

     73,570        4,097,849  

Arthur J. Gallagher & Co.

     17,300        1,549,561  

Everest Re Group, Ltd.

     5,540        1,474,139  

Hartford Financial Services Group, Inc.

     100,050        6,064,031  
     Shares      Value  
COMMON STOCKS (continued)  
Insurance (continued)  

Lincoln National Corp.

     10,810        $   652,059  

MetLife, Inc.

     134,190        6,328,400  

Progressive Corp.

     10,000        772,500  
     

 

 

 
        23,838,121  
     

 

 

 
Interactive Media & Services - 2.7%  

Alphabet, Inc., Class A (A)

     15,320        18,707,865  

Alphabet, Inc., Class C (A)

     14,060        17,139,140  

Facebook, Inc., Class A (A)

     59,450        10,586,856  
     

 

 

 
        46,433,861  
     

 

 

 
Internet & Direct Marketing Retail - 2.4%  

Amazon.com, Inc. (A)

     20,020        34,752,918  

Booking Holdings, Inc. (A)

     430        843,922  

Expedia Group, Inc.

     43,240        5,811,889  
     

 

 

 
        41,408,729  
     

 

 

 
IT Services - 3.8%  

Accenture PLC, Class A

     50,400        9,694,440  

Automatic Data Processing, Inc.

     70,670        11,407,551  

Cognizant Technology Solutions Corp., Class A

     64,300        3,875,040  

Fiserv, Inc. (A)

     22,116        2,290,996  

Mastercard, Inc., Class A

     71,760        19,487,863  

PayPal Holdings, Inc. (A)

     89,750        9,297,203  

Visa, Inc., Class A

     58,600        10,079,786  
     

 

 

 
        66,132,879  
     

 

 

 
Leisure Products - 0.1%  

Hasbro, Inc.

     13,000        1,542,970  
     

 

 

 
Life Sciences Tools & Services - 0.7%  

Illumina, Inc. (A)

     6,110        1,858,784  

Thermo Fisher Scientific, Inc.

     37,740        10,992,530  
     

 

 

 
        12,851,314  
     

 

 

 
Machinery - 1.5%  

Caterpillar, Inc.

     22,200        2,804,082  

Cummins, Inc.

     30,390        4,943,541  

Deere & Co.

     18,780        3,167,811  

Ingersoll-Rand PLC

     33,090        4,077,019  

PACCAR, Inc.

     30,590        2,141,606  

Parker-Hannifin Corp.

     16,000        2,889,760  

Snap-on, Inc.

     9,960        1,559,138  

Stanley Black & Decker, Inc.

     28,890        4,172,005  
     

 

 

 
        25,754,962  
     

 

 

 
Media - 1.9%  

Altice, Inc., Class A (A)

     66,060        1,894,601  

Charter Communications, Inc., Class A (A)

     22,030        9,079,003  

Comcast Corp., Class A

     381,610        17,202,979  

Discovery, Inc., Class A (A) (C)

     92,420        2,461,145  

Discovery, Inc., Class C (A)

     100,788        2,481,400  
     

 

 

 
        33,119,128  
     

 

 

 
Metals & Mining - 0.1%  

Freeport-McMoRan, Inc.

     54,490        521,469  

Newmont Goldcorp Corp.

     19,800        750,816  
     

 

 

 
        1,272,285  
     

 

 

 
Multi-Utilities - 0.2%  

Sempra Energy

     19,900        2,937,439  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    2

 

      


Transamerica Multi-Managed Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Oil, Gas & Consumable Fuels - 2.7%  

Chevron Corp.

     136,460        $   16,184,156  

Concho Resources, Inc.

     9,540        647,766  

Diamondback Energy, Inc.

     41,960        3,772,624  

EOG Resources, Inc.

     95,260        7,070,197  

Exxon Mobil Corp.

     41,320        2,917,605  

Marathon Petroleum Corp.

     104,060        6,321,645  

ONEOK, Inc.

     60,520        4,459,719  

Pioneer Natural Resources Co.

     39,150        4,923,895  
     

 

 

 
        46,297,607  
     

 

 

 
Pharmaceuticals - 2.5%  

Allergan PLC

     12,320        2,073,333  

Bristol-Myers Squibb Co.

     99,610        5,051,223  

Eli Lilly & Co.

     68,021        7,606,789  

Johnson & Johnson

     80,430        10,406,033  

Merck & Co., Inc.

     153,930        12,957,827  

Pfizer, Inc.

     131,430        4,722,280  
     

 

 

 
        42,817,485  
     

 

 

 
Road & Rail - 1.0%  

Kansas City Southern

     4,100        545,341  

Lyft, Inc., Class A (A) (C)

     20,400        833,136  

Norfolk Southern Corp.

     51,270        9,211,168  

Union Pacific Corp.

     39,530        6,403,070  
     

 

 

 
        16,992,715  
     

 

 

 
Semiconductors & Semiconductor Equipment - 2.6%  

Advanced Micro Devices, Inc. (A)

     108,100        3,133,819  

Analog Devices, Inc.

     75,820        8,471,368  

Intel Corp.

     30,860        1,590,216  

KLA Corp.

     13,600        2,168,520  

NVIDIA Corp.

     37,040        6,447,553  

NXP Semiconductors NV

     55,700        6,077,984  

Skyworks Solutions, Inc.

     3,800        301,150  

Teradyne, Inc.

     90,260        5,226,957  

Texas Instruments, Inc.

     83,580        10,801,879  
     

 

 

 
        44,219,446  
     

 

 

 
Software - 3.8%  

Intuit, Inc.

     9,590        2,550,365  

Microsoft Corp.

     393,860        54,758,356  

salesforce.com, Inc. (A)

     57,990        8,608,035  
     

 

 

 
        65,916,756  
     

 

 

 
Specialty Retail - 2.9%  

Advance Auto Parts, Inc.

     22,250        3,680,150  

AutoZone, Inc. (A)

     6,720        7,288,646  

Best Buy Co., Inc.

     70,630        4,872,764  

Home Depot, Inc.

     53,930        12,512,838  

Lowe’s Cos., Inc.

     77,660        8,539,494  

O’Reilly Automotive, Inc. (A)

     8,670        3,455,082  

Ross Stores, Inc.

     30,240        3,321,864  

TJX Cos., Inc.

     120,830        6,735,064  
     

 

 

 
        50,405,902  
     

 

 

 
Technology Hardware, Storage & Peripherals - 2.7%  

Apple, Inc.

     196,700        44,054,899  

HP, Inc.

     139,260        2,634,799  
     

 

 

 
        46,689,698  
     

 

 

 
     Shares      Value  
COMMON STOCKS (continued)  
Textiles, Apparel & Luxury Goods - 0.3%  

NIKE, Inc., Class B

     52,200        $   4,902,624  

Ralph Lauren Corp.

     11,000        1,050,170  
     

 

 

 
        5,952,794  
     

 

 

 
Tobacco - 0.8%  

Altria Group, Inc.

     79,550        3,253,595  

Philip Morris International, Inc.

     130,480        9,907,346  
     

 

 

 
        13,160,941  
     

 

 

 
Trading Companies & Distributors - 0.1%  

HD Supply Holdings, Inc. (A)

     37,470        1,467,887  
     

 

 

 
Wireless Telecommunication Services - 0.1%  

T-Mobile, Inc. (A)

     17,350        1,366,660  
     

 

 

 

Total Common Stocks
(Cost $862,463,962)

 

     1,027,430,571  
  

 

 

 
PREFERRED STOCKS - 0.0% (B)  
Banks - 0.0% (B)  

Citigroup Capital XIII,

     

3-Month LIBOR + 6.37%,
8.64% (D)

     15,621        428,484  
     

 

 

 
Electric Utilities - 0.0% (B)  

SCE Trust III,

     

Series H, Fixed until 03/15/2024,
5.75% (C) (D)

     1,280        31,578  
     

 

 

 

Total Preferred Stocks
(Cost $460,660)

 

     460,062  
  

 

 

 
     Principal      Value  
ASSET-BACKED SECURITIES - 3.2%  

321 Henderson Receivables VI LLC

     

Series 2010-1A, Class A,

     

5.56%, 07/15/2059 (E)

     $  582,916        640,029  

BlueMountain CLO, Ltd.

     

Series 2015-2A, Class A1R,

     

3-Month LIBOR + 0.93%, 3.23% (D), 07/18/2027 (E)

     936,000        936,262  

BXG Receivables Note Trust

     

Series 2015-A, Class A,

     

2.88%, 05/02/2030 (E)

     564,292        563,033  

CIFC Funding, Ltd.

     

Series 2013-2A, Class A1LR,

     

3-Month LIBOR + 1.21%, 3.51% (D), 10/18/2030 (E)

     3,380,000        3,379,997  

Series 2017-3A, Class A1,

     

3-Month LIBOR + 1.22%, 3.50% (D), 07/20/2030 (E)

     2,500,000        2,499,965  

Hilton Grand Vacations Trust

     

Series 2017-AA, Class A,

     

2.66%, 12/26/2028 (E)

     230,999        231,591  

ICG CLO, Ltd.

     

Series 2014-1A, Class A1R,

     

3-Month LIBOR + 1.22%, 3.50% (D), 01/20/2030 (E)

     1,100,000        1,097,510  

JG Wentworth XXII LLC

     

Series 2010-3A, Class A,

     

3.82%, 12/15/2048 (E)

     1,070,356        1,107,789  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    3

 

      


Transamerica Multi-Managed Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
ASSET-BACKED SECURITIES (continued)  

JGWPT XXVIII LLC

     

Series 2013-1A, Class A,

     

3.22%, 04/15/2067 (E)

     $   1,504,630        $   1,574,585  

Laurel Road Prime Student Loan Trust

     

Series 2018-B, Class A2FX,

     

3.54%, 05/26/2043 (E)

     1,035,000        1,072,489  

Longfellow Place CLO, Ltd.

     

Series 2013-1A, Class ARR,

     

3-Month LIBOR + 1.34%,
3.64% (D), 04/15/2029 (E)

     1,395,000        1,395,013  

Mill City Mortgage Loan Trust

     

Series 2016-1, Class A1,

     

2.50% (D), 04/25/2057 (E)

     350,235        350,771  

MVW Owner Trust

     

Series 2014-1A, Class A,

     

2.25%, 09/22/2031 (E)

     150,377        150,121  

Series 2019-1A, Class A,

     

2.89%, 11/20/2036 (E)

     630,424        641,818  

New Residential Advanced Receivables Trust

     

Series 2019-T2, Class AT2,

     

2.52%, 08/15/2053 (E)

     1,825,000        1,820,474  

Series 2019-T3, Class AT3,

     

2.51%, 10/20/2052 (E)

     2,600,000        2,605,509  

NRZ Advance Receivables Trust

     

Series 2016-T3, Class AT3,

     

2.83%, 10/15/2051 (E)

     140,000        139,885  

Octagon Investment Partners 33, Ltd.

     

Series 2017-1A, Class A1,

     

3-Month LIBOR + 1.19%,
3.47% (D), 01/20/2031 (E)

     1,400,000        1,398,055  

Ocwen Master Advance Receivables Trust

     

Series 2019-T1, Class AT1,

     

2.51%, 08/15/2050 (E)

     3,450,000        3,458,535  

Series 2019-T2, Class AT2,

     

2.42%, 08/15/2051 (E)

     3,450,000        3,458,303  

Orange Lake Timeshare Trust

     

Series 2015-AA, Class A,

     

2.88%, 09/08/2027 (E)

     199,377        200,126  

Series 2016-A, Class A,

     

2.61%, 03/08/2029 (E)

     1,222,832        1,228,806  

Series 2018-A, Class A,

     

3.10%, 11/08/2030 (E)

     218,809        222,325  

Series 2018-A, Class B,

     

3.35%, 11/08/2030 (E)

     179,024        181,874  

Series 2019-A, Class A,

     

3.06%, 04/09/2038 (E)

     539,118        547,166  

Palmer Square CLO, Ltd.

     

Series 2015-2A, Class A1AR,

     

3-Month LIBOR + 1.27%,
3.55% (D), 07/20/2030 (E)

     915,000        914,620  

Sierra Timeshare Conduit Receivables Funding LLC

     

Series 2017-1A, Class A,

     

2.91%, 03/20/2034 (E)

     256,082        258,397  

Sierra Timeshare Receivables Funding LLC

     

Series 2015-1A, Class A,

     

2.40%, 03/22/2032 (E)

     49,868        49,852  

Series 2015-1A, Class B,

     

3.05%, 03/22/2032 (E)

     51,946        51,934  

Series 2015-3A, Class A,

     

2.58%, 09/20/2032 (E)

     31,923        31,903  

Series 2016-2A, Class A,

     

2.33%, 07/20/2033 (E)

     242,257        241,647  
     Principal      Value  
ASSET-BACKED SECURITIES (continued)  

Sierra Timeshare Receivables Funding LLC (continued)

 

Series 2019-1A, Class A,

     

3.20%, 01/20/2036 (E)

     $   703,917        $   713,351  

SolarCity LMC LLC

     

Series 2014-2, Class A,

     

4.02%, 07/20/2044 (E)

     506,170        511,014  

SPS Servicer Advance Receivables Trust

     

Series 2016-T2, Class AT2,

     

2.75%, 11/15/2049 (E)

     514,286        514,015  

Towd Point Mortgage Trust

     

Series 2015-3, Class A1B,

     

3.00% (D), 03/25/2054 (E)

     853,805        856,128  

Series 2015-4, Class A1B,

     

2.75% (D), 04/25/2055 (E)

     1,177,966        1,177,353  

Series 2015-5, Class A1B,

     

2.75% (D), 05/25/2055 (E)

     520,337        522,154  

Series 2015-6, Class A1B,

     

2.75% (D), 04/25/2055 (E)

     382,210        382,786  

Series 2016-1, Class A1B,

     

2.75% (D), 02/25/2055 (E)

     599,385        600,337  

Series 2016-2, Class A1A,

     

2.75% (D), 08/25/2055 (E)

     1,333,914        1,339,181  

Series 2016-3, Class A1,

     

2.25% (D), 04/25/2056 (E)

     606,324        603,865  

Series 2016-4, Class A1,

     

2.25% (D), 07/25/2056 (E)

     864,557        859,423  

Series 2017-1, Class A1,

     

2.75% (D), 10/25/2056 (E)

     1,143,002        1,153,433  

Series 2017-2, Class A1,

     

2.75% (D), 04/25/2057 (E)

     935,070        942,170  

Series 2017-3, Class A1,

     

2.75% (D), 07/25/2057 (E)

     691,057        692,997  

Series 2017-6, Class A1,

     

2.75% (D), 10/25/2057 (E)

     1,751,362        1,768,060  

Series 2018-1, Class A1,

     

3.00% (D), 01/25/2058 (E)

     1,528,002        1,547,217  

Series 2018-4, Class A1,

     

3.00% (D), 06/25/2058 (E)

     1,779,037        1,823,512  

Series 2019-1, Class A1,

     

3.75% (D), 03/25/2058 (E)

     1,709,853        1,793,276  

VB-S1 Issuer LLC

     

Series 2018-1A, Class C,

     

3.41%, 02/15/2048 (E)

     3,055,000        3,092,577  

VSE VOI Mortgage LLC

     

Series 2016-A, Class A,

     

2.54%, 07/20/2033 (E)

     304,377        303,802  

Welk Resorts LLC

     

Series 2017-AA, Class A,

     

2.82%, 06/15/2033 (E)

     1,052,281        1,062,487  

Wellfleet CLO, Ltd.

     

Series 2016-2A, Class A1R,

     

3-Month LIBOR + 1.14%, 3.42% (D), 10/20/2028 (E)

     1,125,000        1,125,051  
     

 

 

 

Total Asset-Backed Securities
(Cost $55,453,259)

 

     55,834,573  
  

 

 

 
CORPORATE DEBT SECURITIES - 13.8%  
Aerospace & Defense - 0.2%  

Boeing Co.

     

3.50%, 03/01/2039

     1,455,000        1,534,462  

United Technologies Corp.

     

4.13%, 11/16/2028

     892,000        1,009,196  
     

 

 

 
        2,543,658  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    4

 

      


Transamerica Multi-Managed Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Air Freight & Logistics - 0.1%  

FedEx Corp.

     

3.30%, 03/15/2027

     $   991,000        $   1,016,243  
     

 

 

 
Airlines - 0.6%  

American Airlines Pass-Through Trust

     

3.20%, 12/15/2029

     734,075        753,235  

3.70%, 04/01/2028

     1,970,784        2,066,958  

Delta Air Lines Pass-Through Trust

     

4.75%, 11/07/2021

     784,091        793,736  

6.82%, 02/10/2024

     1,972,857        2,165,408  

Northwest Airlines Pass-Through Trust

     

7.03%, 05/01/2021

     544,117        546,021  

United Airlines Pass-Through Trust

     

3.75%, 03/03/2028

     2,069,382        2,179,059  

US Airways Pass-Through Trust

     

5.38%, 05/15/2023

     1,099,585        1,146,493  
     

 

 

 
        9,650,910  
     

 

 

 
Auto Components - 0.0% (B)  

BorgWarner, Inc.

     

3.38%, 03/15/2025

     780,000        809,894  
     

 

 

 
Automobiles - 0.1%  

General Motors Co.

     

4.88%, 10/02/2023

     330,000        353,992  

6.25%, 10/02/2043

     893,000        978,310  
     

 

 

 
        1,332,302  
     

 

 

 
Banks - 2.2%  

Banco Santander SA

     

2.71%, 06/27/2024

     2,200,000        2,224,149  

Bank of America Corp.

     

Fixed until 01/23/2025,
3.37% (D), 01/23/2026

     3,600,000        3,744,494  

Fixed until 12/20/2027,
3.42% (D), 12/20/2028

     1,931,000        2,016,738  

Barclays Bank PLC

     

10.18%, 06/12/2021 (E)

     2,135,000        2,387,862  

BNP Paribas SA

     

4.40%, 08/14/2028 (E)

     1,424,000        1,572,971  

BPCE SA

     

2.70%, 10/01/2029 (E) (F)

     2,042,000        2,028,377  

CIT Group, Inc.

     

4.13%, 03/09/2021

     125,000        127,188  

Citigroup, Inc.

     

Fixed until 04/24/2024,
3.35% (D), 04/24/2025

     1,584,000        1,641,198  

4.50%, 01/14/2022

     685,000        720,089  

Commerzbank AG

     

8.13%, 09/19/2023 (E)

     1,961,000        2,286,702  

Danske Bank A/S

     

Fixed until 12/20/2024,
3.24% (D), 12/20/2025 (E)

     1,619,000        1,632,010  

Discover Bank

     

3.45%, 07/27/2026

     2,060,000        2,124,170  

First Horizon National Corp.

     

3.50%, 12/15/2020

     1,034,000        1,045,404  

Intesa Sanpaolo SpA

     

5.02%, 06/26/2024 (E)

     615,000        632,860  

JPMorgan Chase & Co.

     

Fixed until 07/23/2023,
3.80% (D), 07/23/2024

     2,122,000        2,238,015  

4.13%, 12/15/2026

     1,888,000        2,060,061  

6.40%, 05/15/2038

     987,000        1,412,982  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Banks (continued)  

Lloyds Banking Group PLC

     

Fixed until 11/07/2022,
2.91% (D), 11/07/2023

     $   1,358,000        $   1,360,623  

National Australia Bank, Ltd.

     

Fixed until 08/02/2029,
3.93% (D), 08/02/2034 (E)

     1,460,000        1,498,817  

Royal Bank of Scotland Group PLC

     

Fixed until 06/25/2023,
4.52% (D), 06/25/2024

     665,000        699,337  

6.40%, 10/21/2019

     668,000        669,461  

Wells Fargo & Co.

     

4.10%, 06/03/2026, MTN

     2,602,000        2,787,214  

Fixed until 06/15/2024 (G),
5.90% (D),

     637,000        677,392  
     

 

 

 
        37,588,114  
     

 

 

 
Beverages - 0.4%  

Anheuser-Busch InBev Worldwide, Inc.

     

4.15%, 01/23/2025

     611,000        667,332  

4.44%, 10/06/2048

     1,419,000        1,606,266  

4.75%, 01/23/2029

     1,264,000        1,469,098  

Constellation Brands, Inc.

     

3.15%, 08/01/2029

     633,000        645,011  

3.70%, 12/06/2026

     301,000        318,499  

Pernod Ricard SA

     

4.45%, 01/15/2022 (E)

     711,000        745,905  

5.75%, 04/07/2021 (E)

     1,761,000        1,853,132  
     

 

 

 
        7,305,243  
     

 

 

 
Biotechnology - 0.1%  

AbbVie, Inc.

     

3.20%, 05/14/2026

     1,665,000        1,695,407  

Gilead Sciences, Inc.

     

4.15%, 03/01/2047

     311,000        345,989  
     

 

 

 
        2,041,396  
     

 

 

 
Capital Markets - 0.9%  

Ameriprise Financial, Inc.

     

3.00%, 03/22/2022

     515,000        524,549  

3.70%, 10/15/2024

     1,100,000        1,176,099  

Credit Suisse Group Funding Guernsey, Ltd.

     

3.75%, 03/26/2025

     1,088,000        1,142,692  

3.80%, 06/09/2023

     1,515,000        1,582,232  

Goldman Sachs Group, Inc.

     

5.25%, 07/27/2021

     2,056,000        2,166,763  

6.75%, 10/01/2037

     1,031,000        1,391,730  

Lazard Group LLC

     

4.50%, 09/19/2028

     1,477,000        1,610,892  

Morgan Stanley

     

3.70%, 10/23/2024, MTN

     1,976,000        2,092,329  

Fixed until 01/23/2029,
4.43% (D), 01/23/2030, MTN

     304,000        341,441  

5.00%, 11/24/2025

     922,000        1,033,184  

UBS AG

     

7.63%, 08/17/2022

     1,825,000        2,059,878  

UBS Group AG

     

Fixed until 08/13/2029,
3.13% (D), 08/13/2030 (E)

     432,000        434,943  
     

 

 

 
        15,556,732  
     

 

 

 
Chemicals - 0.1%  

Syngenta Finance NV

     

3.93%, 04/23/2021 (E)

     845,000        860,479  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    5

 

      


Transamerica Multi-Managed Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Commercial Services & Supplies - 0.2%  

CK Hutchison International 17 II, Ltd.

     

2.25%, 09/29/2020 (E)

     $   595,000        $   594,310  

ERAC Finance LLC

     

2.70%, 11/01/2023 (E)

     615,000        622,740  

3.85%, 11/15/2024 (E)

     720,000        765,594  

Hutchison Whampoa International 11, Ltd.

     

4.63%, 01/13/2022 (E)

     600,000        627,395  

Waste Management, Inc.

     

3.20%, 06/15/2026

     1,290,000        1,360,266  
     

 

 

 
        3,970,305  
     

 

 

 
Communications Equipment - 0.1%  

Nokia OYJ

     

3.38%, 06/12/2022

     1,142,000        1,159,130  
     

 

 

 
Construction & Engineering - 0.5%  

SBA Tower Trust

     

2.84%, 01/15/2050 (E)

     3,725,000        3,729,784  

2.88%, 07/15/2046 (E)

     1,477,000        1,481,989  

3.17%, 04/09/2047 (E)

     1,490,000        1,504,465  

3.45%, 03/15/2048 (E)

     1,660,000        1,709,193  
     

 

 

 
        8,425,431  
     

 

 

 
Construction Materials - 0.2%  

CRH America Finance, Inc.

     

4.50%, 04/04/2048 (E)

     900,000        968,288  

LafargeHolcim Finance LLC

     

4.75%, 09/22/2046 (E)

     1,290,000        1,374,861  

Martin Marietta Materials, Inc.

     

3.50%, 12/15/2027 (C)

     750,000        769,623  

4.25%, 12/15/2047

     373,000        376,479  
     

 

 

 
        3,489,251  
     

 

 

 
Consumer Finance - 0.4%  

Ally Financial, Inc.

     

3.88%, 05/21/2024

     876,000        906,485  

4.13%, 03/30/2020

     1,500,000        1,509,375  

American Express Co.

     

4.05%, 12/03/2042

     300,000        348,111  

BMW Capital LLC

     

2.80%, 04/11/2026 (E)

     1,775,000        1,797,764  

Capital One Financial Corp.

     

3.30%, 10/30/2024

     1,533,000        1,586,671  

Ford Motor Credit Co. LLC

     

4.54%, 08/01/2026

     1,036,000        1,035,039  
     

 

 

 
        7,183,445  
     

 

 

 
Containers & Packaging - 0.1%  

International Paper Co.

     

4.75%, 02/15/2022

     525,000        553,670  

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC

     

5.13%, 07/15/2023 (E)

     650,000        665,437  

5.75%, 10/15/2020

     1,254,994        1,257,630  
     

 

 

 
        2,476,737  
     

 

 

 
Diversified Consumer Services - 0.0% (B)  

President & Fellows of Harvard College

     

3.62%, 10/01/2037

     95,000        106,539  
     

 

 

 
Diversified Financial Services - 0.1%  

Aviation Capital Group LLC

     

7.13%, 10/15/2020 (E)

     1,811,000        1,894,728  
     

 

 

 
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Diversified Telecommunication Services - 0.5%  

AT&T, Inc.

     

3.40%, 05/15/2025

     $   2,055,000        $   2,144,073  

GTP Acquisition Partners I LLC

     

2.35%, 06/15/2045 (E)

     210,000        209,909  

Hughes Satellite Systems Corp.

     

7.63%, 06/15/2021

     1,155,000        1,244,513  

Sprint Capital Corp.

     

6.88%, 11/15/2028

     175,000        190,785  

Verizon Communications, Inc.

     

3.50%, 11/01/2024

     2,028,000        2,144,479  

5.50%, 03/16/2047

     1,977,000        2,609,281  
     

 

 

 
        8,543,040  
     

 

 

 
Electric Utilities - 0.6%  

American Electric Power Co., Inc.

     

2.95%, 12/15/2022

     1,000,000        1,020,200  

Appalachian Power Co.

     

3.40%, 06/01/2025

     550,000        572,715  

Cleveland Electric Illuminating Co.

     

5.95%, 12/15/2036

     114,000        145,378  

Duke Energy Corp.

     

3.75%, 04/15/2024 - 09/01/2046

     3,320,000        3,444,989  

Duke Energy Progress LLC

     

3.60%, 09/15/2047

     1,050,000        1,113,537  

Entergy Arkansas LLC

     

3.70%, 06/01/2024

     267,000        284,810  

Oncor Electric Delivery Co. LLC

     

4.10%, 06/01/2022

     1,512,000        1,587,770  

5.30%, 06/01/2042

     75,000        100,061  

PacifiCorp

     

3.60%, 04/01/2024

     966,000        1,022,201  

5.75%, 04/01/2037

     150,000        201,228  

Public Service Electric & Gas Co.

     

3.00%, 05/15/2025, MTN

     560,000        585,891  
     

 

 

 
        10,078,780  
     

 

 

 
Electronic Equipment, Instruments & Components - 0.2%  

Amphenol Corp.

     

2.80%, 02/15/2030

     612,000        595,044  

Arrow Electronics, Inc.

     

3.25%, 09/08/2024

     360,000        365,930  

3.88%, 01/12/2028

     467,000        478,724  

Keysight Technologies, Inc.

     

4.55%, 10/30/2024

     1,750,000        1,887,831  

4.60%, 04/06/2027

     195,000        214,583  
     

 

 

 
        3,542,112  
     

 

 

 
Energy Equipment & Services - 0.1%  

Schlumberger Holdings Corp.

     

3.90%, 05/17/2028 (E)

     1,363,000        1,442,676  

Schlumberger Investment SA

     

3.65%, 12/01/2023

     132,000        139,562  
     

 

 

 
        1,582,238  
     

 

 

 
Equity Real Estate Investment Trusts - 0.7%  

American Tower Trust #1

     

3.65%, 03/15/2048 (E)

     775,000        833,509  

CBL & Associates, LP

     

5.25%, 12/01/2023 (C)

     1,036,000        719,606  

EPR Properties

     

4.75%, 12/15/2026 (C)

     1,347,000        1,447,886  

HCP, Inc.

     

3.50%, 07/15/2029

     714,000        741,855  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    6

 

      


Transamerica Multi-Managed Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Equity Real Estate Investment Trusts (continued)  

Healthcare Trust of America Holdings, LP

     

3.10%, 02/15/2030

     $   838,000        $   835,372  

Highwoods Realty, LP

     

3.05%, 02/15/2030

     1,804,000        1,768,369  

Kilroy Realty, LP

     

4.25%, 08/15/2029

     1,120,000        1,214,378  

Life Storage, LP

     

4.00%, 06/15/2029

     732,000        783,062  

Service Properties Trust

     

5.00%, 08/15/2022

     1,250,000        1,306,103  

VEREIT Operating Partnership, LP

     

4.63%, 11/01/2025

     938,000        1,023,936  

WEA Finance LLC

     

4.13%, 09/20/2028 (E)

     1,315,000        1,421,798  
     

 

 

 
        12,095,874  
     

 

 

 
Food & Staples Retailing - 0.2%  

Sysco Corp.

     

3.30%, 07/15/2026

     1,023,000        1,065,662  

Walmart, Inc.

     

3.63%, 12/15/2047

     1,540,000        1,729,910  
     

 

 

 
        2,795,572  
     

 

 

 
Food Products - 0.1%  

Kraft Heinz Foods Co.

     

2.80%, 07/02/2020 (H)

     880,000        881,519  
     

 

 

 
Health Care Equipment & Supplies - 0.2%  

Abbott Laboratories

     

3.75%, 11/30/2026

     896,000        976,141  

Alcon Finance Corp.

     

2.75%, 09/23/2026 (E)

     600,000        604,930  

Boston Scientific Corp.

     

4.70%, 03/01/2049

     1,051,000        1,281,640  
     

 

 

 
        2,862,711  
     

 

 

 
Health Care Providers & Services - 0.3%  

Cigna Corp.

     

4.13%, 11/15/2025

     827,000        887,946  

CVS Health Corp.

     

2.13%, 06/01/2021

     1,337,000        1,335,653  

4.10%, 03/25/2025

     508,000        542,780  

HCA Healthcare, Inc.

     

6.25%, 02/15/2021

     645,000        675,380  

HCA, Inc.

     

4.13%, 06/15/2029

     447,000        468,762  

5.25%, 04/15/2025

     298,000        331,446  

Quest Diagnostics, Inc.

     

4.20%, 06/30/2029

     1,475,000        1,629,129  
     

 

 

 
        5,871,096  
     

 

 

 
Household Durables - 0.1%  

D.R. Horton, Inc.

     

4.38%, 09/15/2022

     1,318,000        1,381,694  
     

 

 

 
Industrial Conglomerates - 0.1%  

General Electric Co.

     

6.88%, 01/10/2039, MTN

     721,000        953,839  
     

 

 

 
Insurance - 0.5%  

Athene Global Funding

     

3.00%, 07/01/2022 (E)

     997,000        1,014,544  

CNA Financial Corp.

     

3.90%, 05/01/2029

     793,000        856,780  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Insurance (continued)  

Fidelity National Financial, Inc.

     

5.50%, 09/01/2022

     $   255,000        $   273,649  

Hartford Financial Services Group, Inc.

     

2.80%, 08/19/2029

     1,955,000        1,948,243  

Lincoln National Corp.

     

3.63%, 12/12/2026

     1,047,000        1,101,179  

Markel Corp.

     

3.35%, 09/17/2029

     481,000        485,975  

Reinsurance Group of America, Inc.

     

3.90%, 05/15/2029

     1,768,000        1,881,166  

RenaissanceRe Finance, Inc.

     

3.45%, 07/01/2027

     1,564,000        1,608,196  
     

 

 

 
        9,169,732  
     

 

 

 
Interactive Media & Services - 0.2%  

Baidu, Inc.

     

4.38%, 05/14/2024

     1,213,000        1,292,547  

Tencent Holdings, Ltd.

     

3.28%, 04/11/2024 (E)

     1,322,000        1,357,725  
     

 

 

 
        2,650,272  
     

 

 

 
Internet & Direct Marketing Retail - 0.1%  

Booking Holdings, Inc.

     

3.60%, 06/01/2026

     630,000        673,598  

Expedia Group, Inc.

     

3.25%, 02/15/2030 (E)

     638,000        636,180  

3.80%, 02/15/2028

     981,000        1,026,689  
     

 

 

 
        2,336,467  
     

 

 

 
IT Services - 0.1%  

DXC Technology Co.

     

4.75%, 04/15/2027

     389,000        406,866  

Fidelity National Information Services, Inc.

     

3.75%, 05/21/2029

     531,000        576,022  

Fiserv, Inc.

     

3.50%, 07/01/2029

     975,000        1,025,815  
     

 

 

 
        2,008,703  
     

 

 

 
Life Sciences Tools & Services - 0.0% (B)  

Thermo Fisher Scientific, Inc.

     

5.30%, 02/01/2044

     576,000        734,539  
     

 

 

 
Machinery - 0.0% (B)  

Doosan Heavy Industries & Construction Co., Ltd.

     

2.13%, 04/27/2020 (E)

     580,000        580,151  
     

 

 

 
Media - 0.3%  

CCO Holdings LLC / CCO Holdings Capital Corp.

     

5.75%, 01/15/2024 (H)

     1,327,000        1,356,858  

Clear Channel Worldwide Holdings, Inc.

     

5.13%, 08/15/2027 (E)

     525,000        546,971  

NBCUniversal Enterprise, Inc.

     

5.25%, 03/19/2021 (E) (G)

     473,000        487,190  

NBCUniversal Media LLC

     

4.38%, 04/01/2021

     1,830,000        1,894,589  

4.45%, 01/15/2043

     1,294,000        1,500,163  
     

 

 

 
        5,785,771  
     

 

 

 
Metals & Mining - 0.1%  

Anglo American Capital PLC

     

4.00%, 09/11/2027 (E)

     1,136,000        1,173,090  

4.75%, 04/10/2027 (E)

     365,000        393,612  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    7

 

      


Transamerica Multi-Managed Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Metals & Mining (continued)  

Freeport-McMoRan, Inc.

     

3.88%, 03/15/2023

     $   185,000        $   186,388  
     

 

 

 
        1,753,090  
     

 

 

 
Multi-Utilities - 0.3%  

Black Hills Corp.

     

4.25%, 11/30/2023

     1,108,000        1,178,792  

CMS Energy Corp.

     

3.88%, 03/01/2024

     87,000        91,697  

4.88%, 03/01/2044

     201,000        244,228  

Dominion Energy, Inc.

     

2.58%, 07/01/2020

     833,000        834,863  

DTE Electric Co.

     

4.30%, 07/01/2044

     1,519,000        1,789,715  

Public Service Enterprise Group, Inc.

     

2.65%, 11/15/2022

     650,000        659,082  
     

 

 

 
        4,798,377  
     

 

 

 
Oil, Gas & Consumable Fuels - 1.2%  

BP Capital Markets PLC

     

3.12%, 05/04/2026 (C)

     2,307,000        2,392,132  

Energy Transfer Operating, LP

     

4.90%, 02/01/2024

     659,000        709,750  

5.15%, 02/01/2043

     800,000        831,859  

5.95%, 10/01/2043

     740,000        837,511  

7.60%, 02/01/2024 (C)

     581,000        674,216  

Enterprise Products Operating LLC

     

4.25%, 02/15/2048

     1,642,000        1,774,532  

EOG Resources, Inc.

     

2.45%, 04/01/2020

     371,000        371,511  

Kinder Morgan Energy Partners, LP

     

4.15%, 02/01/2024

     1,295,000        1,376,771  

Nexen, Inc.

     

5.88%, 03/10/2035

     10,000        13,078  

Noble Energy, Inc.

     

3.25%, 10/15/2029 (F)

     1,696,000        1,679,057  

Occidental Petroleum Corp.

     

5.55%, 03/15/2026

     2,142,000        2,415,891  

Petroleos Mexicanos

     

6.50%, 01/23/2029

     656,000        667,086  

6.84%, 01/23/2030 (E) (F)

     1,509,000        1,563,173  

6.88%, 08/04/2026

     400,000        430,000  

7.69%, 01/23/2050 (C) (E)

     166,000        173,055  

Plains All American Pipeline, LP / PAA Finance Corp.

     

3.55%, 12/15/2029

     1,550,000        1,515,176  

Sabine Pass Liquefaction LLC

     

4.20%, 03/15/2028

     670,000        708,934  

Shell International Finance BV

     

2.50%, 09/12/2026

     1,826,000        1,855,654  

3.75%, 09/12/2046

     266,000        295,018  

TransCanada PipeLines, Ltd.

     

3.75%, 10/16/2023

     160,000        168,687  

4.63%, 03/01/2034

     145,000        164,741  

Western Midstream Operating, LP

     

5.38%, 06/01/2021

     259,000        266,351  

Williams Cos., Inc.

     

5.40%, 03/04/2044

     128,000        143,426  

7.88%, 09/01/2021

     109,000        120,002  
     

 

 

 
        21,147,611  
     

 

 

 
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Pharmaceuticals - 0.4%  

AstraZeneca PLC

     

2.38%, 06/12/2022

     $   1,036,000        $   1,043,360  

4.00%, 01/17/2029

     345,000        383,866  

4.38%, 08/17/2048

     967,000        1,149,713  

Bayer Finance LLC

     

3.00%, 10/08/2021 (E)

     992,000        1,004,318  

Bristol-Myers Squibb Co.

     

3.20%, 06/15/2026 (E)

     571,000        599,045  

Merck & Co., Inc.

     

3.40%, 03/07/2029

     667,000        723,534  

Takeda Pharmaceutical Co., Ltd.

     

5.00%, 11/26/2028 (E)

     1,291,000        1,511,238  
     

 

 

 
        6,415,074  
     

 

 

 
Road & Rail - 0.2%  

Burlington Northern Santa Fe LLC

     

3.00%, 03/15/2023

     508,000        523,620  

3.75%, 04/01/2024

     48,000        51,188  

CSX Corp.

     

3.80%, 11/01/2046

     703,000        738,510  

Park Aerospace Holdings, Ltd.

     

5.50%, 02/15/2024 (E)

     2,433,000        2,628,613  
     

 

 

 
        3,941,931  
     

 

 

 
Semiconductors & Semiconductor Equipment - 0.3%  

Intel Corp.

     

2.88%, 05/11/2024

     1,548,000        1,608,700  

KLA Corp.

     

4.10%, 03/15/2029

     980,000        1,081,202  

Lam Research Corp.

     

3.75%, 03/15/2026

     1,116,000        1,191,822  

NXP BV / NXP Funding LLC

     

4.88%, 03/01/2024 (E)

     537,000        582,053  

QUALCOMM, Inc.

     

3.25%, 05/20/2027

     700,000        730,942  

Sensata Technologies, Inc. Co.

     

4.38%, 02/15/2030 (E)

     154,000        153,808  
     

 

 

 
        5,348,527  
     

 

 

 
Software - 0.1%  

Microsoft Corp.

     

3.30%, 02/06/2027

     1,571,000        1,694,763  
     

 

 

 
Technology Hardware, Storage & Peripherals - 0.2%  

Apple, Inc.

     

2.85%, 02/23/2023

     1,376,000        1,416,518  

Dell International LLC / EMC Corp.

     

6.02%, 06/15/2026 (E)

     919,000        1,033,488  

Western Digital Corp.

     

4.75%, 02/15/2026 (C)

     1,485,000        1,527,694  
     

 

 

 
        3,977,700  
     

 

 

 
Tobacco - 0.1%  

Altria Group, Inc.

     

4.40%, 02/14/2026

     652,000        697,215  

4.80%, 02/14/2029

     691,000        756,941  

BAT Capital Corp.

     

2.76%, 08/15/2022

     1,019,000        1,027,998  
     

 

 

 
        2,482,154  
     

 

 

 
Transportation Infrastructure - 0.0% (B)  

Penske Truck Leasing Co., LP / PTL Finance Corp.

     

3.45%, 07/01/2024 (E)

     720,000        748,245  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    8

 

      


Transamerica Multi-Managed Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Wireless Telecommunication Services - 0.3%  

America Movil SAB de CV

     

3.13%, 07/16/2022

     $   1,016,000        $   1,042,256  

4.38%, 07/16/2042

     250,000        281,381  

Crown Castle Towers LLC

     

3.22%, 05/15/2042 (E)

     3,306,000        3,340,025  

3.72%, 07/15/2043 (E)

     40,000        41,254  

Sprint Corp.

     

7.25%, 09/15/2021

     330,000        352,143  

7.88%, 09/15/2023

     625,000        686,537  
     

 

 

 
        5,743,596  
     

 

 

 

Total Corporate Debt Securities
(Cost $229,846,121)

 

     239,315,715  
  

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 0.5%  
Brazil - 0.0% (B)  

Brazil Government International Bond

     

4.25%, 01/07/2025 (C)

     480,000        505,685  
     

 

 

 
Colombia - 0.1%  

Colombia Government International Bond

     

4.00%, 02/26/2024

     305,000        321,473  

4.50%, 01/28/2026

     1,125,000        1,228,500  
     

 

 

 
        1,549,973  
     

 

 

 
Indonesia - 0.1%  

Indonesia Government International Bond

     

4.75%, 01/08/2026 (E)

     1,160,000        1,279,000  

5.38%, 10/17/2023 (E)

     400,000        441,383  
     

 

 

 
        1,720,383  
     

 

 

 
Mexico - 0.1%  

Mexico Government International Bond

     

3.75%, 01/11/2028

     1,883,000        1,940,431  
     

 

 

 
Panama - 0.1%  

Panama Government International Bond

     

3.88%, 03/17/2028

     550,000        596,756  
     

 

 

 
Peru - 0.0% (B)  

Peru Government International Bond

     

7.35%, 07/21/2025

     160,000        202,482  
     

 

 

 
Poland - 0.0% (B)  

Republic of Poland Government International Bond

     

3.00%, 03/17/2023

     405,000        418,343  
     

 

 

 
Qatar - 0.0% (B)  

Qatar Government International Bond

     

3.88%, 04/23/2023 (E)

     200,000        211,500  
     

 

 

 
Saudi Arabia - 0.1%  

Saudi Arabia Government International Bond

     

2.38%, 10/26/2021 (E)

     705,000        705,874  
     

 

 

 

Total Foreign Government Obligations
(Cost $7,459,095)

 

     7,851,427  
  

 

 

 
MORTGAGE-BACKED SECURITIES - 4.1%  

Aventura Mall Trust

     

Series 2013-AVM, Class A,

     

3.87% (D), 12/05/2032 (E)

     1,300,000        1,315,273  

BB-UBS Trust

     

Series 2012-TFT, Class A,

     

2.89%, 06/05/2030 (E)

     1,630,000        1,628,972  

Series 2012-TFT, Class C,

     

3.58% (D), 06/05/2030 (E)

     1,390,000        1,377,458  
     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

BB-UBS Trust, Interest Only STRIPS

     

Series 2012-SHOW, Class XA,

     

0.73% (D), 11/05/2036 (E)

     $   3,935,000        $   117,220  

BBCMS Trust

     

Series 2013-TYSN, Class B,

     

4.04%, 09/05/2032 (E)

     755,000        761,997  

Series 2015-MSQ, Class B,

     

3.89%, 09/15/2032 (E)

     1,150,000        1,188,600  

Caesars Palace Las Vegas Trust

     

Series 2017-VICI, Class A,

     

3.53%, 10/15/2034 (E)

     1,800,000        1,871,180  

CGRBS Commercial Mortgage Trust

     

Series 2013-VN05, Class B,

     

3.70% (D), 03/13/2035 (E)

     2,550,000        2,696,448  

Citigroup Commercial Mortgage Trust

     

Series 2014-GC19, Class A3,

     

3.75%, 03/10/2047

     102,652        108,854  

Series 2014-GC19, Class A4,

     

4.02%, 03/10/2047

     285,000        305,472  

Citigroup Mortgage Loan Trust, Inc.

     

Series 2015-A, Class A1,

     

3.50% (D), 06/25/2058 (E)

     339,524        343,103  

Series 2018-RP1, Class A1,

     

3.00% (D), 09/25/2064 (E)

     1,007,567        1,015,495  

COMM Mortgage Trust

     

Series 2013-CR11, Class AM,

     

4.72% (D), 08/10/2050

     1,648,000        1,788,443  

Series 2013-GAM, Class A1,

     

1.71%, 02/10/2028 (E)

     59,765        59,378  

Series 2013-GAM, Class A2,

     

3.37%, 02/10/2028 (E)

     170,000        171,080  

Series 2013-WWP, Class B,

     

3.73%, 03/10/2031 (E)

     1,900,000        2,005,227  

Series 2014-UBS2, Class A5,

     

3.96%, 03/10/2047

     2,400,000        2,560,605  

Series 2015-3BP, Class A,

     

3.18%, 02/10/2035 (E)

     3,500,000        3,661,869  

Series 2016-GCT, Class C,

     

3.58% (D), 08/10/2029 (E)

     690,000        698,565  

Commercial Mortgage Pass-Through Certificates Trust

     

Series 2012-LTRT, Class A2,

     

3.40%, 10/05/2030 (E)

     1,690,000        1,716,941  

Core Industrial Trust

     

Series 2015-CALW, Class B,

     

3.25%, 02/10/2034 (E)

     1,135,000        1,161,201  

CSMC Trust

     

Series 2014-4R, Class 21A1,

     

1-Month LIBOR + 0.33%,
2.81% (D), 12/27/2035 (E)

     544,686        541,913  

Deutsche Alt-A Securities, Inc. Mortgage Loan Trust

 

  

Series 2007-RMP1, Class A2,

     

1-Month LIBOR + 0.15%,
2.17% (D), 12/25/2036

     132,219        118,412  

GS Mortgage Securities Corp. II

     

Series 2013-KING, Class E,

     

3.55% (D), 12/10/2027 (E)

     440,000        439,175  

GS Mortgage Securities Trust

     

Series 2013-G1, Class A2,

     

3.56% (D), 04/10/2031 (E)

     1,830,837        1,869,988  

Houston Galleria Mall Trust

     

Series 2015-HGLR, Class A1A2,

     

3.09%, 03/05/2037 (E)

     800,000        828,720  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    9

 

      


Transamerica Multi-Managed Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

Jefferies Resecuritization Trust

     

Series 2009-R7, Class 1A1,

     

4.25% (D), 02/26/2036 (E)

     $   11,076        $   11,099  

JPMorgan Chase Commercial Mortgage Securities Trust

     

Series 2010-C1, Class B,

     

5.95%, 06/15/2043 (E)

     420,000        424,566  

Series 2012-WLDN, Class A,

     

3.91%, 05/05/2030 (E)

     5,318,757        5,478,602  

MetLife Securitization Trust

     

Series 2019-1A, Class A1A,

     

3.75% (D), 04/25/2058 (E)

     304,736        314,792  

Morgan Stanley Bank of America Merrill Lynch Trust

     

Series 2012-C6, Class AS,

     

3.48%, 11/15/2045

     2,010,000        2,068,835  

Series 2013-C11, Class B,

     

4.50% (D), 08/15/2046

     945,000        998,394  

Morgan Stanley Capital Barclays Bank Trust

     

Series 2016-MART, Class A,

     

2.20%, 09/13/2031 (E)

     4,890,000        4,887,398  

Morgan Stanley Resecuritization Trust

     

Series 2014-R3, Class 2A,

     

3.00% (D), 07/26/2048 (E)

     490,852        488,970  

Motel 6 Trust

     

Series 2017-MTL6, Class C,

     

1-Month LIBOR + 1.40%,
3.43% (D), 08/15/2034 (E)

     3,836,726        3,836,700  

Nationstar Mortgage Loan Trust

     

Series 2013-A, Class A,

     

3.75% (D), 12/25/2052 (E)

     269,740        275,475  

New Residential Mortgage Loan Trust

     

Series 2014-1A, Class A,

     

3.75% (D), 01/25/2054 (E)

     239,849        248,204  

Series 2014-2A, Class A3,

     

3.75% (D), 05/25/2054 (E)

     900,877        916,061  

Series 2014-3A, Class AFX3,

     

3.75% (D), 11/25/2054 (E)

     237,906        245,997  

Series 2015-2A, Class A1,

     

3.75% (D), 08/25/2055 (E)

     525,062        543,774  

Series 2016-2A, Class A1,

     

3.75% (D), 11/26/2035 (E)

     569,941        588,451  

Series 2016-3A, Class A1B,

     

3.25% (D), 09/25/2056 (E)

     603,723        613,605  

Series 2016-4A, Class A1,

     

3.75% (D), 11/25/2056 (E)

     1,137,395        1,175,240  

Series 2017-1A, Class A1,

     

4.00% (D), 02/25/2057 (E)

     1,384,125        1,437,565  

Series 2017-2A, Class A3,

     

4.00% (D), 03/25/2057 (E)

     1,316,830        1,371,489  

Series 2017-3A, Class A1,

     

4.00% (D), 04/25/2057 (E)

     2,025,715        2,098,910  

Series 2017-4A, Class A1,

     

4.00% (D), 05/25/2057 (E)

     1,645,239        1,716,133  

Series 2018-1A, Class A1A,

     

4.00%, 12/25/2057 (D) (E)

     1,430,982        1,484,210  

Series 2019-4A, Class A1B,

     

3.50% (D), 12/25/2058 (E)

     3,430,900        3,525,525  

One Market Plaza Trust

     

Series 2017-1MKT, Class A,

     

3.61%, 02/10/2032 (E)

     2,169,000        2,246,919  

Palisades Center Trust

     

Series 2016-PLSD, Class A,

     

2.71%, 04/13/2033 (E)

     1,911,000        1,911,853  
     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

Provident Funding Mortgage Loan Trust

     

Series 2005-1, Class 3A1,

     

1-Month LIBOR + 0.58%,
2.60% (D), 05/25/2035

     $   156,903        $   158,416  

UBS-BAMLL Trust

     

Series 2012-WRM, Class A,

     

3.66%, 06/10/2030 (E)

     916,000        941,628  
     

 

 

 

Total Mortgage-Backed Securities
(Cost $69,701,297)

 

     70,360,400  
  

 

 

 
MUNICIPAL GOVERNMENT OBLIGATIONS - 0.3%  
California - 0.3%  

Los Angeles Community College District, General Obligation Unlimited,

     

6.60%, 08/01/2042

     55,000        88,212  

State of California, General Obligation Unlimited

     

7.30%, 10/01/2039

     765,000        1,197,347  

7.60%, 11/01/2040

     660,000        1,116,542  

7.70%, 11/01/2030

     580,000        615,293  

7.95%, 03/01/2036

     1,525,000        1,561,341  

University of California, Revenue Bonds,

     

Series AD,

     

4.86%, 05/15/2112

     50,000        65,585  
     

 

 

 
        4,644,320  
     

 

 

 
Georgia - 0.0% (B)  

Municipal Electric Authority of Georgia, Revenue Bonds,

     

Series A,

     

6.64%, 04/01/2057

     50,000        69,006  
     

 

 

 
New Jersey - 0.0% (B)  

New Jersey Turnpike Authority, Revenue Bonds,

     

Series F,

     

7.41%, 01/01/2040

     71,000        114,402  
     

 

 

 
New York - 0.0% (B)  

Metropolitan Transportation Authority, Revenue Bonds,

     

Series E,

     

6.81%, 11/15/2040

     60,000        86,791  

New York City Water & Sewer System, Revenue Bonds,

     

Series CC,

     

5.88%, 06/15/2044

     55,000        81,157  

New York State Dormitory Authority, Revenue Bonds,

     

Series H,

     

5.39%, 03/15/2040

     55,000        73,136  

Port Authority of New York & New Jersey, Revenue Bonds,

     

Series 181,

     

4.96%, 08/01/2046

     95,000        126,048  
     

 

 

 
        367,132  
     

 

 

 

Total Municipal Government Obligations
(Cost $5,064,375)

 

     5,194,860  
  

 

 

 
U.S. GOVERNMENT AGENCY OBLIGATIONS - 8.0%  

Federal Home Loan Mortgage Corp.

     

5.00%, 02/01/2024 - 08/01/2035

     561,066        619,666  

5.50%, 07/01/2037 - 06/01/2041

     121,717        136,663  

6.00%, 12/01/2037

     48,690        56,260  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    10

 

      


Transamerica Multi-Managed Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates

     

2.89%, 06/25/2027

     $   4,819,746        $   5,003,529  

3.01%, 07/25/2025

     7,159,000        7,527,859  

3.06% (D), 08/25/2024

     3,640,000        3,799,500  

3.49%, 01/25/2024

     2,260,000        2,388,358  

Federal National Mortgage Association

     

2.50%, TBA (F)

     7,099,000        7,159,314  

3.00%, TBA (F)

     46,237,000        46,973,220  

3.33% (D), 10/25/2023

     228,451        240,416  

3.50%, 07/01/2028 - 01/01/2029

     441,248        462,498  

3.50%, TBA (F)

     41,127,000        42,184,260  

4.00%, 06/01/2042

     138,388        147,831  

4.00%, TBA (F)

     15,810,000        16,404,728  

4.50%, 02/01/2025 - 06/01/2026

     234,082        245,801  

12-Month LIBOR + 1.52%,
4.58% (D), 02/01/2043

     61,347        63,609  

5.00%, 04/01/2039 - 11/01/2039

     1,803,527        2,000,042  

5.50%, 04/01/2037 - 12/01/2041

     919,226        1,046,453  

6.00%, 08/01/2036 - 06/01/2041

     1,672,930        1,925,858  

6.50%, 05/01/2040

     127,644        146,998  

Government National Mortgage Association, Interest Only STRIPS

     

0.78% (D), 02/16/2053

     721,491        35,351  
     

 

 

 

Total U.S. Government Agency Obligations
(Cost $137,856,281)

 

     138,568,214  
  

 

 

 
U.S. GOVERNMENT OBLIGATIONS - 9.7%  
U.S. Treasury - 8.9%  

U.S. Treasury Bond

     

2.25%, 08/15/2046

     3,411,000        3,497,874  

2.50%, 02/15/2045 - 05/15/2046

     12,009,000        12,926,965  

2.75%, 08/15/2042 - 11/15/2047

     8,614,600        9,720,583  

2.88%, 08/15/2045

     5,077,000        5,850,251  

3.00%, 05/15/2042 - 08/15/2048

     4,653,600        5,494,129  

3.13%, 02/15/2042 - 05/15/2048

     3,152,000        3,759,483  

3.50%, 02/15/2039

     7,751,500        9,709,965  

3.63%, 02/15/2044

     8,879,700        11,479,093  

4.50%, 02/15/2036

     2,833,600        3,906,162  

4.75%, 02/15/2037

     7,403,000        10,609,135  

5.25%, 02/15/2029

     3,464,000        4,538,517  

U.S. Treasury Note

     

1.00% (I), 11/30/2019

     2,031,000        2,027,493  

1.13%, 06/30/2021 - 09/30/2021

     2,832,000        2,803,788  

1.50%, 08/15/2026

     1,741,000        1,727,126  

1.63%, 05/15/2026 - 08/15/2029

     6,284,000        6,265,831  

2.00%, 01/31/2020 - 02/28/2021

     6,085,000        6,097,379  

2.25%, 11/15/2027

     3,684,200        3,853,875  

2.38%, 12/31/2020 - 05/15/2029

     14,039,000        14,426,806  

2.50%, 12/31/2020 - 05/15/2024

     12,508,000        12,880,872  

2.63%, 08/15/2020 - 02/15/2029

     6,277,000        6,447,856  

2.88%, 09/30/2023 - 05/15/2049

     10,931,200        12,020,968  

3.13%, 11/15/2028

     2,938,600        3,299,038  
     

 

 

 
        153,343,189  
     

 

 

 
U.S. Treasury Inflation-Protected Securities - 0.8%  

U.S. Treasury Inflation-Indexed Bond

     

1.75%, 01/15/2028

     1,676,532        1,881,768  
     Principal      Value  
U.S. GOVERNMENT OBLIGATIONS (continued)  
U.S. Treasury Inflation-Protected Securities (continued)  

U.S. Treasury Inflation-Indexed Bond (continued)

 

2.50%, 01/15/2029

     $   4,925,745        $   5,943,193  

U.S. Treasury Inflation-Indexed Note

     

0.63%, 01/15/2024

     6,483,987        6,581,831  
     

 

 

 
        14,406,792  
     

 

 

 

Total U.S. Government Obligations
(Cost $156,026,679)

 

     167,749,981  
  

 

 

 
COMMERCIAL PAPER - 5.4%  
Banks - 1.1%  

Banco Santander SA

     

2.22% (I), 11/08/2019

     6,500,000        6,485,043  

Concord Minutemen Capital Co.

     

2.37% (I), 10/01/2019

     3,000,000        3,000,000  

Macquarie Bank, Ltd.

     

2.17% (I), 12/20/2019

     6,000,000        5,971,600  

Skandinaviska Enskilda Banken AG

     

2.20% (I), 11/06/2019

     422,000        421,090  

Sumitomo Mitsui Banking Corp.

     

2.16% (I), 10/24/2019

     3,000,000        2,995,937  
     

 

 

 
        18,873,670  
     

 

 

 
Capital Markets - 0.2%  

Cedar Springs Capital Co. LLC

     

2.16% (I), 12/04/2019

     3,750,000        3,735,867  
     

 

 

 
Commercial Services & Supplies - 0.4%  

Charta LLC

     

2.29% (I), 10/25/2019

     6,000,000        5,991,000  
     

 

 

 
Consumer Finance - 0.3%  

Daimler Finance North America LLC

     

2.19% (I), 11/12/2019

     6,000,000        5,984,950  
     

 

 

 
Diversified Financial Services - 3.4%  

Alpine Securitization

     

2.19% (I), 11/21/2019

     5,100,000        5,084,466  

Atlantic Asset Securitization LLC

     

2.10% (I), 12/17/2019

     3,000,000        2,986,782  

Bennington Stark Capital Co. LLC

     

2.16% (I), 11/21/2019

     6,000,000        5,981,980  

2.21% (I), 11/12/2019

     700,000        698,228  

Crown Point Capital Co.

     

2.33% (I), 11/01/2019

     3,000,000        2,994,110  

Gotham Funding Corp.

     

2.18% (I), 12/13/2019

     6,000,000        5,973,963  

Le Fayette Asset Securitization LLC

     

2.15% (I), 12/03/2019

     4,800,000        4,782,276  

Lexington Parker Capital Co. LLC

     

2.34% (I), 10/02/2019

     4,000,000        3,999,744  

Liberty Funding LLC

     

2.12% (I), 11/21/2019

     4,500,000        4,486,740  

Mont Blanc Capital Corp.

     

2.32% (I), 11/05/2019

     1,200,000        1,197,352  

Old Line Funding LLC

     

2.16% (I), 10/18/2019

     6,300,000        6,293,693  

Ridgefield Funding Co.

     

2.19% (I), 11/19/2019

     4,060,000        4,048,119  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    11

 

      


Transamerica Multi-Managed Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
COMMERCIAL PAPER (continued)  
Diversified Financial Services (continued)  

Sheffield Receivable

     

2.18% (I), 11/19/2019

     $   7,000,000        $   6,979,611  

Victory Receivables

     

2.18% (I), 12/13/2019

     4,000,000        3,982,642  
     

 

 

 
        59,489,706  
     

 

 

 

Total Commercial Paper
(Cost $94,075,193)

 

     94,075,193  
  

 

 

 
SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 1.1%  

U.S. Treasury Bill

     

2.00% (I), 12/12/2019

     200,000        199,214  

2.01% (I), 11/07/2019

     1,730,000        1,726,492  

2.20% (I), 10/03/2019 (C)

     17,225,000        17,222,938  
     

 

 

 

Total Short-Term U.S. Government Obligations
(Cost $19,148,644)

 

     19,148,644  
  

 

 

 
     Shares      Value  
OTHER INVESTMENT COMPANY - 1.4%  
Securities Lending Collateral - 1.4%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio,
2.07% (I)

     23,674,267        23,674,267  
     

 

 

 

Total Other Investment Company
(Cost $23,674,267)

 

     23,674,267  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 1.2%  

Fixed Income Clearing Corp., 1.05% (I), dated 09/30/2019, to be repurchased at $20,631,082 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $21,045,578.

     $  20,630,480        $   20,630,480  
     

 

 

 

Total Repurchase Agreement
(Cost $20,630,480)

 

     20,630,480  
  

 

 

 

Total Investments
(Cost $1,681,860,313)

 

     1,870,294,387  

Net Other Assets (Liabilities) - (8.2)%

        (142,518,424
     

 

 

 

Net Assets - 100.0%

        $  1,727,775,963  
     

 

 

 
 

 

FUTURES CONTRACTS:

 

Long Futures Contracts:

 

 

Description

   Number of
Contracts
   Expiration
Date
   Notional
Amount
   Value    Unrealized
Appreciation
   Unrealized
Depreciation

S&P 500® E-Mini Index

   60    12/20/2019    $    9,006,024    $    8,935,500    $    —      $    (70,524)

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    12         


Transamerica Multi-Managed Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (J)

 

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

ASSETS

 

Investments

 

Common Stocks

   $ 1,027,430,571     $ —        $     —        $ 1,027,430,571  

Preferred Stocks

     460,062       —          —          460,062  

Asset-Backed Securities

     —         55,834,573        —          55,834,573  

Corporate Debt Securities

     —         239,315,715        —          239,315,715  

Foreign Government Obligations

     —         7,851,427        —          7,851,427  

Mortgage-Backed Securities

     —         70,360,400        —          70,360,400  

Municipal Government Obligations

     —         5,194,860        —          5,194,860  

U.S. Government Agency Obligations

     —         138,568,214        —          138,568,214  

U.S. Government Obligations

     —         167,749,981        —          167,749,981  

Commercial Paper

     —         94,075,193        —          94,075,193  

Short-Term U.S. Government Obligations

     —         19,148,644        —          19,148,644  

Other Investment Company

     23,674,267       —          —          23,674,267  

Repurchase Agreement

     —         20,630,480        —          20,630,480  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Investments

   $     1,051,564,900     $     818,729,487      $     —        $     1,870,294,387  
  

 

 

   

 

 

    

 

 

    

 

 

 

LIABILITIES

 

Other Financial Instruments

 

Futures Contracts (K)

   $ (70,524   $ —        $     —        $ (70,524
  

 

 

   

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ (70,524   $ —        $ —        $ (70,524
  

 

 

   

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing securities.
(B)      Percentage rounds to less than 0.1% or (0.1)%.
(C)      All or a portion of the securities are on loan. The total value of all securities on loan is $23,195,923. The amount of securities on loan indicated may not correspond with the securities on loan identified because securities with pending sales are in the process of recall from the brokers.
(D)      Floating or variable rate securities. The rates disclosed are as of September 30, 2019. 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.
(E)      Securities are registered pursuant to Rule 144A of the Securities Act of 1933. Unless otherwise indicated, the securities are deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2019, the total value of 144A securities is $178,476,505, representing 10.3% of the Portfolio’s net assets.
(F)      When-issued, delayed-delivery and/or forward commitment (including TBAs) securities. Securities to be settled and delivered after September 30, 2019. Securities may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement.
(G)      Perpetual maturity. The date displayed is the next call date.
(H)      Restricted securities. At September 30, 2019, the value of such securities held by the Portfolio are as follows:

 

Investments

  

Description

   Acquisition
Date
     Acquisition
Cost
     Value      Value as Percentage
of Net Assets
 

Corporate Debt Securities

  

Kraft Heinz Foods Co.
2.80%, 07/02/2020

     07/28/2016      $ 917,702      $ 881,519        0.0 %(B) 

Corporate Debt Securities

  

CCO Holdings LLC / CCO Holdings Capital Corp.
5.75%, 01/15/2024

     05/01/2019        1,361,834        1,356,858        0.1  
        

 

 

    

 

 

    

 

 

 

Total

         $     2,279,536      $     2,238,377        0.1
        

 

 

    

 

 

    

 

 

 

 

(I)      Rates disclosed reflect the yields at September 30, 2019.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    13         


Transamerica Multi-Managed Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS (continued):

 

(J)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(K)      Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).

PORTFOLIO ABBREVIATIONS:

 

LIBOR

   London Interbank Offered Rate

MTN

   Medium Term Note

STRIPS

   Separate Trading of Registered Interest and Principal of Securities

TBA

   To Be Announced

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    14         


Transamerica Multi-Manager Alternative Strategies VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUND - 1.1%  
U.S. Equity Fund - 1.1%  

SPDR S&P 500 ETF Trust

     167        $  49,560  
     

 

 

 

Total Exchange-Traded Fund
(Cost $47,580)

 

     49,560  
  

 

 

 
INVESTMENT COMPANIES - 94.6%  
International Alternative Funds - 31.3%  

Transamerica Global Multifactor Macro (A) (B)

     63,576        583,627  

Transamerica Unconstrained Bond (B)

     79,012        778,272  
     

 

 

 
        1,361,899  
     

 

 

 
International Equity Funds - 7.2%  

Transamerica Emerging Markets Equity (B)

     16,807        160,002  

Transamerica Global Real Estate Securities (B)

     10,065        151,383  
     

 

 

 
        311,385  
     

 

 

 
International Fixed Income Funds - 16.4%  

Transamerica Emerging Markets Debt (B)

     27,111        280,872  

Transamerica Inflation Opportunities (B)

     41,925        432,662  
     

 

 

 
        713,534  
     

 

 

 
U.S. Alternative Funds - 31.9%  

Transamerica Event Driven (B)

     46,516        483,764  

Transamerica Long/Short Strategy (B)

     72,346        452,165  

Transamerica Managed Futures Strategy (A) (B)

     60,426        453,196  
     

 

 

 
        1,389,125  
     

 

 

 
U.S. Fixed Income Funds - 5.1%  

Transamerica Core Bond (B)

     6,699        68,732  

Transamerica High Yield Bond (B)

     16,737        152,644  
     

 

 

 
        221,376  
     

 

 

 
U.S. Mixed Allocation Fund - 2.7%  

Transamerica MLP & Energy Income (B)

     17,907        119,800  
     

 

 

 

Total Investment Companies
(Cost $4,125,784)

 

     4,117,119  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 4.6%  

Fixed Income Clearing Corp., 1.05% (C), dated 09/30/2019, to be repurchased at $198,690 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $204,278.

     $  198,684        198,684  
     

 

 

 

Total Repurchase Agreement
(Cost $198,684)

 

     198,684  
  

 

 

 

Total Investments
(Cost $4,372,048)

 

     4,365,363  

Net Other Assets (Liabilities) - (0.3)%

        (13,309
     

 

 

 

Net Assets - 100.0%

        $  4,352,054  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica Multi-Manager Alternative Strategies VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (D)

 

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

ASSETS

           

Investments

 

Exchange-Traded Fund

   $ 49,560      $ —        $ —        $ 49,560  

Investment Companies

     4,117,119        —          —          4,117,119  

Repurchase Agreement

     —          198,684        —          198,684  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     4,166,679      $     198,684      $     —        $     4,365,363  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing securities.
(B)      Affiliated investment in the Class I2 shares of Transamerica Funds and/or investment in the Initial Class shares of Transamerica Series Trust. The Portfolio’s transactions and earnings are as follows:

 

Affiliated Investments

  Value
December 31, 2018
    Purchases
at Cost
    Proceeds
from Sales
    Net
Realized
Gain (Loss)
    Net Change in
Unrealized
Appreciation
(Depreciation)
    Value
September 30, 2019
    Shares as of
September 30, 2019
    Dividend
Income
     Net Capital
Gain
Distributions
 

Transamerica Core Bond

  $ 34,531     $ 31,131     $ —       $ —       $ 3,070     $ 68,732       6,699     $ 1,131      $ —    

Transamerica Emerging Markets Debt

    217,715       63,207       (10,558     (242     10,750       280,872       27,111       8,207        —    

Transamerica Emerging Markets Equity

    192,304       42,000       (80,000     (17,371     23,069       160,002       16,807       —          —    

Transamerica Event Driven

    359,994       97,000       —         —         26,770       483,764       46,516       —          —    

Transamerica Global Multifactor Macro

    432,224       165,000       (20,000     (1,731     8,134       583,627       63,576       —          —    

Transamerica Global Real Estate Securities

    109,783       18,240       —         —         23,360       151,383       10,065       1,240        —    

Transamerica High Yield Bond

    83,121       62,539       (44     —         7,028       152,644       16,737       5,472        —    

Transamerica Inflation Opportunities

    328,127       95,493       (15,000     135       23,907       432,662       41,925       3,493        —    

Transamerica Long/Short Strategy

    350,177       80,000       —         —         21,988       452,165       72,346       —          —    

Transamerica Managed Futures Strategy

    335,918       120,000       (20,000     (10,705     27,983       453,196       60,426       —          —    

Transamerica MLP & Energy Income

    78,204       34,430       (2,970     —         10,136       119,800       17,907       4,430        —    

Transamerica Unconstrained Bond

    586,367       203,999       (36,956     739       24,123       778,272       79,012       20,763        —    
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

Total

  $     3,108,465     $     1,013,039     $     (185,528   $     (29,175   $     210,318     $     4,117,119       459,127     $     44,736      $     —    
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

 

(C)      Rate disclosed reflects the yield at September 30, 2019.
(D)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica PIMCO Tactical – Balanced VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Principal      Value  
ASSET-BACKED SECURITIES - 3.3%  

Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates

     

Series 2004-R3, Class M1,

     

1-Month LIBOR + 0.78%,
2.80% (A), 05/25/2034

     $  352,002        $  353,398  

Arbor Realty Commercial Real Estate Notes, Ltd.

     

Series 2019-FL1, Class A,

     

1-Month LIBOR + 1.15%,
3.18% (A), 05/15/2037 (B)

     700,000        700,451  

Avery Point IV CLO, Ltd.

     

Series 2014-1A, Class AR,

     

3-Month LIBOR + 1.10%,
3.38% (A), 04/25/2026 (B)

     379,787        379,842  

Baring BDC Static CLO, Ltd.

     

Series 2019-1A, Class A1,

     

3-Month LIBOR + 1.02%,
3.32% (A), 04/15/2027 (B)

     682,382        682,558  

Crown Point CLO, Ltd.

     

Series 2018-5A, Class A,

     

3-Month LIBOR + 0.94%,
3.71% (A), 07/17/2028 (B)

     900,000        897,346  

CVP Cascade CLO, Ltd.

     

Series 2013-CLO1, Class A1R,

     

3-Month LIBOR + 1.15%,
3.47% (A), 01/16/2026 (B)

     1,082,693        1,082,992  

Dryden XXV Senior Loan Fund

     

Series 2012-25A, Class ARR,

     

3-Month LIBOR + 0.90%,
3.20% (A), 10/15/2027 (B)

     1,400,000        1,398,170  

FFMLT Trust

     

Series 2005-FF2, Class M4,

     

1-Month LIBOR + 0.89%,
2.90% (A), 03/25/2035

     196,219        197,189  

Figueroa CLO, Ltd.

     

Series 2013-2A, Class A1RR,

     

3-Month LIBOR + 0.85%,
3.01% (A), 06/20/2027 (B)

     465,030        464,817  

Flagship CLO VIII, Ltd.

     

Series 2014-8A, Class ARR,

     

3-Month LIBOR + 0.85%,
3.17% (A), 01/16/2026 (B)

     320,081        320,087  

Flagship VII, Ltd.

     

Series 2013-7A, Class A1R,

     

3-Month LIBOR + 1.12%,
3.40% (A), 01/20/2026 (B)

     178,655        178,680  

Ford Credit Auto Owner Trust

     

Series 2016-2, Class A,

     

2.03%, 12/15/2027 (B)

     2,200,000        2,198,693  
     Principal      Value  
ASSET-BACKED SECURITIES (continued)  

Fremont Home Loan Trust

     

Series 2005-1, Class M5,

     

1-Month LIBOR + 1.07%,
3.08% (A), 06/25/2035

     $   400,000        $   400,319  

Gallatin CLO IX, Ltd.

     

Series 2018-1A, Class A,

     

3-Month LIBOR + 1.05%,
3.33% (A), 01/21/2028 (B)

     500,000        498,866  

Halcyon Loan Advisors Funding, Ltd.

     

Series 2014-3A, Class AR,

     

3-Month LIBOR + 1.10%,
3.38% (A), 10/22/2025 (B)

     732,660        732,735  

JPMorgan Mortgage Acquisition Trust

     

Series 2007-CH5, Class A5,

     

1-Month LIBOR + 0.26%,
2.28% (A), 06/25/2037

     1,100,000        1,084,599  

Legacy Mortgage Asset Trust

     

Series 2019-GS3, Class A1,

     

3.75% (A), 04/25/2059 (B)

     853,023        863,598  

LoanCore Issuer, Ltd.

     

Series 2019-CRE2, Class A,

     

1-Month LIBOR + 1.13%,
3.16% (A), 05/15/2036 (B)

     700,000        700,221  

Loomis Sayles CLO II, Ltd.

     

Series 2015-2A, Class A1R,

     

3-Month LIBOR + 0.90%,
3.20% (A), 04/15/2028 (B)

     1,600,000        1,587,512  

Mountain View CLO, Ltd.

     

Series 2014-1A, Class ARR,

     

3-Month LIBOR + 0.80%,
3.10% (A), 10/15/2026 (B)

     715,080        715,076  

Northstar Education Finance, Inc.

     

Series 2012-1, Class A,

     

1-Month LIBOR + 0.70%,
2.72% (A), 12/26/2031 (B)

     31,397        31,197  

Palmer Square Loan Funding, Ltd.

     

Series 2018-4A, Class A1,

     

3-Month LIBOR + 0.90%,
3.06% (A), 11/15/2026 (B)

     579,479        579,588  

PHEAA Student Loan Trust

     

Series 2016-2A, Class A,

     

1-Month LIBOR + 0.95%,
2.97% (A), 11/25/2065 (B)

     446,218        447,331  

Saxon Asset Securities Trust

     

Series 2005-4, Class M2,

     

1-Month LIBOR + 0.45%,
2.47% (A), 11/25/2037

     500,000        487,355  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica PIMCO Tactical – Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
ASSET-BACKED SECURITIES (continued)  

SMB Private Education Loan Trust

     

Series 2016-B, Class A2B,

     

1-Month LIBOR + 1.45%,
3.48% (A), 02/17/2032 (B)

     $   1,257,509        $   1,280,977  

Zais CLO, Ltd.

     

Series 2014-1A, Class A1AR,

     

3-Month LIBOR + 1.15%,
3.45% (A), 04/15/2028 (B)

     700,000        699,291  
     

 

 

 

Total Asset-Backed Securities
(Cost $18,834,673)

 

     18,962,888  
  

 

 

 
CERTIFICATES OF DEPOSIT - 0.2%  
Banks - 0.2%  

Barclays Bank PLC

     

3-Month LIBOR + 0.40%,
2.68% (A) (C), 10/25/2019

     500,000        500,000  

Lloyds Bank Corporate Markets PLC

     

3-Month LIBOR + 0.50%,
2.81% (A) (C), 10/26/2020

     800,000        800,000  
     

 

 

 

Total Certificates of Deposit
(Cost $1,300,000)

 

     1,300,000  
  

 

 

 
CORPORATE DEBT SECURITIES - 29.2%  
Aerospace & Defense - 0.1%  

Spirit AeroSystems, Inc.

     

3.85%, 06/15/2026

     300,000        307,066  
     

 

 

 
Airlines - 0.8%  

American Airlines Pass-Through Trust

     

3.00%, 04/15/2030

     538,187        548,090  

3.25%, 04/15/2030

     179,416        182,898  

4.00%, 01/15/2027

     58,237        61,329  

British Airways Pass-Through Trust

     

3.35%, 12/15/2030 (B)

     300,000        306,193  

3.80%, 03/20/2033 (B)

     382,233        404,096  

Norwegian Air Shuttle Pass-Through Trust

     

4.88%, 11/10/2029 (B)

     1,674,688        1,628,132  

Spirit Airlines Pass-Through Trust

     

3.65%, 08/15/2031

     184,871        190,361  

United Airlines Pass-Through Trust

     

2.88%, 04/07/2030

     828,636        836,923  

3.10%, 04/07/2030

     828,636        838,249  
     

 

 

 
        4,996,271  
     

 

 

 
Banks - 7.1%  

AIB Group PLC

     

4.75%, 10/12/2023 (B)

     700,000        740,244  

Bank of America Corp.

     

2.63%, 10/19/2020, MTN

     950,000        956,029  

Fixed until 12/20/2027,
3.42% (A), 12/20/2028

     4,954,000        5,173,962  

Bank of Ireland Group PLC

     

4.50%, 11/25/2023 (B)

     700,000        732,939  

Bank of Montreal

     

1.75%, 06/15/2021 (B)

     1,600,000        1,595,502  

Barclays PLC

     

3.65%, 03/16/2025

     1,200,000        1,228,080  

4.34%, 01/10/2028

     600,000        630,445  

Fixed until 02/15/2022,
4.61% (A), 02/15/2023

     700,000        726,913  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Banks (continued)  

BNP Paribas SA

     

Fixed until 01/10/2024,
4.71% (A), 01/10/2025 (B)

     $   1,300,000        $   1,405,242  

Citigroup, Inc.

     

4.40%, 06/10/2025

     1,200,000        1,291,668  

Dexia Credit Local SA

     

1.88%, 09/15/2021 (B)

     2,500,000        2,498,865  

HSBC USA, Inc.

     

2.38%, 11/13/2019

     550,000        550,123  

2.75%, 08/07/2020

     1,770,000        1,780,239  

3-Month LIBOR + 0.61%,
2.79% (A), 11/13/2019

     460,000        460,344  

JPMorgan Chase & Co.

     

3.25%, 09/23/2022

     200,000        206,720  

3.90%, 07/15/2025

     215,000        231,806  

Lloyds Banking Group PLC

     

4.38%, 03/22/2028

     400,000        435,002  

4.55%, 08/16/2028

     1,400,000        1,543,480  

Mitsubishi UFJ Financial Group, Inc.

     

3-Month LIBOR + 1.88%,
4.02% (A), 03/01/2021

     987,000        1,007,686  

Mitsubishi UFJ Trust & Banking Corp.

 

  

2.65%, 10/19/2020 (B)

     200,000        201,297  

Mizuho Financial Group, Inc.

     

3-Month LIBOR + 1.00%,
3.14% (A), 09/11/2024

     600,000        604,090  

MUFG Bank, Ltd.

     

2.30%, 03/05/2020 (B)

     350,000        350,253  

Royal Bank of Scotland Group PLC

     

Fixed until 05/18/2028,
4.89% (A), 05/18/2029

     600,000        660,230  

Fixed until 08/15/2021 (D),
8.63% (A)

     1,000,000        1,070,850  

Santander Group Holdings PLC

     

2.88%, 10/16/2020

     1,660,000        1,665,206  

3.13%, 01/08/2021

     200,000        201,358  

Santander PLC

     

2.38%, 03/16/2020

     3,400,000        3,402,556  

Stichting AK Rabobank Certificaten

     

6.50%, 12/29/2049 (D) (E)

     EUR  700,000        960,039  

Sumitomo Mitsui Banking Corp.

     

2.65%, 07/23/2020, MTN

     $  1,790,000        1,797,558  

Sumitomo Mitsui Financial Group, Inc.

 

  

2.63%, 07/14/2026

     400,000        400,726  

3-Month LIBOR + 0.80%,
3.12% (A), 10/16/2023

     200,000        200,798  

UniCredit SpA

     

6.57%, 01/14/2022 (B)

     600,000        643,604  

7.83%, 12/04/2023 (B)

     700,000        816,823  

Wells Fargo & Co.

     

2.50%, 03/04/2021

     300,000        301,408  

2.55%, 12/07/2020, MTN

     160,000        160,859  

3.00%, 02/19/2025, MTN

     500,000        512,750  

Fixed until 05/22/2027,
3.58% (A), 05/22/2028, MTN

     500,000        529,687  

Wells Fargo Bank NA

     

3.55%, 08/14/2023

     1,400,000        1,469,959  

Westpac Banking Corp.

     

2.25%, 11/09/2020 (B)

     2,400,000        2,407,166  
     

 

 

 
        41,552,506  
     

 

 

 
Beverages - 0.2%  

Anheuser-Busch InBev Worldwide, Inc.

 

  

4.38%, 04/15/2038

     600,000        671,857  

Bacardi, Ltd.

     

4.70%, 05/15/2028 (B)

     300,000        327,650  

5.15%, 05/15/2038 (B)

     100,000        109,744  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    2

 

      


Transamerica PIMCO Tactical – Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Beverages (continued)  

Pernod Ricard SA

     

5.75%, 04/07/2021 (B)

     $   200,000        $   210,464  
     

 

 

 
        1,319,715  
     

 

 

 
Biotechnology - 0.1%  

Amgen, Inc.

     

4.40%, 05/01/2045

     500,000        565,042  
     

 

 

 
Building Products - 0.0% (F)  

Fortune Brands Home & Security, Inc.

     

4.00%, 06/15/2025

     140,000        147,996  
     

 

 

 
Capital Markets - 2.7%  

Brighthouse Holdings LLC

     

6.50% (G), 07/27/2037 (B) (D)

     300,000        294,000  

Credit Suisse Group AG

     

Fixed until 01/12/2028,
3.87% (A), 01/12/2029 (B)

     600,000        631,102  

Credit Suisse Group Funding Guernsey, Ltd.

     

3.75%, 03/26/2025

     2,900,000        3,045,777  

Deutsche Bank AG

     

3-Month LIBOR + 1.29%,
3.58% (A), 02/04/2021

     900,000        893,573  

4.25%, 10/14/2021

     100,000        101,587  

Goldman Sachs Group, Inc.

     

3.75%, 05/22/2025

     140,000        148,153  

3.85%, 07/08/2024, MTN

     4,700,000        4,975,337  

Lazard Group LLC

     

3.75%, 02/13/2025

     81,000        84,662  

4.38%, 03/11/2029

     100,000        108,562  

Moody’s Corp.

     

5.25%, 07/15/2044

     100,000        128,515  

Morgan Stanley

     

4.00%, 07/23/2025, MTN

     140,000        151,029  

5.50%, 07/24/2020, MTN

     4,100,000        4,210,463  

S&P Global, Inc.

     

4.40%, 02/15/2026

     80,000        89,354  

UBS Group Funding Switzerland AG

     

4.13%, 09/24/2025 (B)

     800,000        864,294  
     

 

 

 
        15,726,408  
     

 

 

 
Chemicals - 0.3%  

Huntsman International LLC

     

4.50%, 05/01/2029

     200,000        210,272  

5.13%, 11/15/2022

     200,000        213,232  

International Flavors & Fragrances, Inc.

     

3.40%, 09/25/2020

     600,000        606,860  

Sasol Financing LLC

     

5.88%, 03/27/2024

     300,000        324,091  

Syngenta Finance NV

     

5.18%, 04/24/2028 (B)

     400,000        425,177  
     

 

 

 
        1,779,632  
     

 

 

 
Commercial Services & Supplies - 0.2%  

ERAC Finance LLC

     

7.00%, 10/15/2037 (B)

     300,000        424,814  

RELX Capital, Inc.

     

4.00%, 03/18/2029

     600,000        654,883  
     

 

 

 
        1,079,697  
     

 

 

 
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Consumer Finance - 0.5%  

American Express Co.

     

2.50%, 07/30/2024

     $   600,000        $   604,639  

Discover Financial Services

     

4.50%, 01/30/2026

     300,000        325,955  

Ford Motor Credit Co. LLC

     

3-Month LIBOR + 0.93%,
3.06% (A), 09/24/2020, MTN

     800,000        799,978  

3-Month LIBOR + 0.81%,
3.10% (A), 04/05/2021

     200,000        197,658  

5.75%, 02/01/2021

     500,000        516,908  

Synchrony Financial

     

2.70%, 02/03/2020

     41,000        41,047  

5.15%, 03/19/2029

     100,000        110,863  

Volkswagen Group of America Finance LLC

     

2.70%, 09/26/2022 (B)

     500,000        502,400  
     

 

 

 
        3,099,448  
     

 

 

 
Containers & Packaging - 0.1%  

Trivium Packaging Finance BV

     

5.50%, 08/15/2026 (B)

     300,000        315,360  
     

 

 

 
Diversified Consumer Services - 0.6%  

Nationwide Building Society

     

3.90%, 07/21/2025 (B)

     3,200,000        3,411,077  
     

 

 

 
Diversified Financial Services - 1.0%  

AerCap Ireland Capital DAC / AerCap Global Aviation Trust

     

4.45%, 10/01/2025 - 04/03/2026

     1,600,000        1,706,222  

4.63%, 07/01/2022

     150,000        158,390  

GE Capital International Funding Unlimited Co.

     

2.34%, 11/15/2020

     500,000        498,794  

Helios Leasing I LLC

     

1.56%, 09/28/2024

     88,158        87,252  

Mitsubishi UFJ Lease & Finance Co., Ltd.

     

2.65%, 09/19/2022 (B) (H)

     700,000        702,176  

ORIX Corp.

     

3.25%, 12/04/2024

     900,000        932,909  

Protective Life Global Funding

     

2.70%, 11/25/2020 (B)

     1,590,000        1,599,563  

Tagua Leasing LLC

     

1.58%, 11/16/2024

     92,527        91,645  
     

 

 

 
        5,776,951  
     

 

 

 
Diversified Telecommunication Services - 0.7%  

AT&T, Inc.

     

3-Month LIBOR + 0.93%,
3.03% (A), 06/30/2020

     170,000        170,863  

3-Month LIBOR + 1.18%,
3.31% (A), 06/12/2024

     1,300,000        1,323,790  

3.40%, 05/15/2025

     50,000        52,167  

4.30%, 02/15/2030

     61,000        67,117  

4.35%, 03/01/2029

     800,000        883,591  

Bell Canada, Inc.

     

4.30%, 07/29/2049

     300,000        343,953  

Telstra Corp., Ltd.

     

4.80%, 10/12/2021 (B)

     200,000        209,611  

Verizon Communications, Inc.

     

4.33%, 09/21/2028

     1,041,000        1,180,258  
     

 

 

 
        4,231,350  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    3

 

      


Transamerica PIMCO Tactical – Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Electric Utilities - 1.8%  

AEP Texas, Inc.

     

3.95%, 06/01/2028

     $   800,000        $   883,144  

Appalachian Power Co.

     

3.40%, 06/01/2025

     1,430,000        1,489,059  

Avangrid, Inc.

     

3.80%, 06/01/2029

     700,000        752,007  

Enel Finance International NV

     

2.65%, 09/10/2024 (B)

     1,200,000        1,201,287  

Entergy LLC

     

2.85%, 06/01/2028

     1,300,000        1,333,755  

3.30%, 12/01/2022

     150,000        155,215  

IPALCO Enterprises, Inc.

     

3.70%, 09/01/2024

     600,000        621,296  

NextEra Energy Capital Holdings, Inc.

     

3.20%, 02/25/2022

     600,000        613,573  

Pacific Gas & Electric Co.

     

3.50%, 06/15/2025 (I)

     40,000        40,000  

4.25%, 08/01/2023 (B) (I)

     400,000        412,000  

Southern California Edison Co.

     

3.90%, 03/15/2043

     200,000        209,980  

4.00%, 04/01/2047

     900,000        965,180  

4.05%, 03/15/2042

     100,000        106,328  

Southwestern Electric Power Co.

     

6.20%, 03/15/2040

     1,000,000        1,345,658  

SP Group Treasury Pte, Ltd.

     

3.38%, 02/27/2029 (B)

     400,000        431,083  
     

 

 

 
        10,559,565  
     

 

 

 
Electronic Equipment, Instruments & Components - 0.1%  

Arrow Electronics, Inc.

     

3.25%, 09/08/2024

     500,000        508,236  
     

 

 

 
Energy Equipment & Services - 0.4%  

Energy Transfer Partners, LP / Regency Energy Finance Corp.

     

4.50%, 11/01/2023

     1,900,000        2,011,813  

Odebrecht Drilling Norbe VIII / IX, Ltd.

     

6.35%, 12/01/2021 (E)

     227,603        225,329  
     

 

 

 
        2,237,142  
     

 

 

 
Entertainment - 0.1%  

Walt Disney Co.

     

2.00%, 09/01/2029

     500,000        486,975  
     

 

 

 
Equity Real Estate Investment Trusts - 2.4%  

Alexandria Real Estate Equities, Inc.

     

3.95%, 01/15/2027

     300,000        321,184  

4.30%, 01/15/2026

     800,000        872,344  

4.50%, 07/30/2029

     700,000        791,639  

American Tower Corp.

     

3.38%, 10/15/2026

     1,400,000        1,455,987  

3.50%, 01/31/2023

     100,000        103,602  

4.00%, 06/01/2025

     1,250,000        1,336,036  

Brixmor Operating Partnership, LP

     

3-Month LIBOR + 1.05%,
3.30% (A), 02/01/2022

     800,000        797,749  

Crown Castle International Corp.

     

4.45%, 02/15/2026

     390,000        427,078  

5.25%, 01/15/2023

     1,600,000        1,742,030  

Essex Portfolio, LP

     

4.00%, 03/01/2029

     700,000        764,397  

Federal Realty Investment Trust

     

3.63%, 08/01/2046

     250,000        257,237  

National Retail Properties, Inc.

     

4.80%, 10/15/2048

     700,000        845,285  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Equity Real Estate Investment Trusts (continued)  

UDR, Inc.

     

3.00%, 08/15/2031

     $   100,000        $   100,102  

VEREIT Operating Partnership, LP

     

4.63%, 11/01/2025

     800,000        873,293  

Welltower, Inc.

     

3.95%, 09/01/2023

     300,000        317,768  

4.95%, 09/01/2048

     600,000        721,795  

Weyerhaeuser Co.

     

4.00%, 11/15/2029

     1,500,000        1,634,010  

WP Carey, Inc.

     

4.60%, 04/01/2024

     800,000        855,750  
     

 

 

 
        14,217,286  
     

 

 

 
Food & Staples Retailing - 0.0% (F)  

CVS Pass-Through Trust

     

4.16%, 08/11/2036 (B)

     84,266        87,875  
     

 

 

 
Food Products - 0.2%  

ConAgra Brands, Inc.

     

5.30%, 11/01/2038

     200,000        231,009  

Kraft Heinz Foods Co.

     

4.38%, 06/01/2046

     500,000        477,369  

4.88%, 02/15/2025 (B)

     547,000        563,124  
     

 

 

 
        1,271,502  
     

 

 

 
Gas Utilities - 0.2%  

Southern California Gas Co.

     

4.13%, 06/01/2048

     900,000        1,041,541  
     

 

 

 
Health Care Equipment & Supplies - 0.6%  

Boston Scientific Corp.

     

3.38%, 05/15/2022

     1,430,000        1,470,576  

Zimmer Biomet Holdings, Inc.

     

2.70%, 04/01/2020

     1,640,000        1,642,799  

3.15%, 04/01/2022

     80,000        81,545  

3.55%, 04/01/2025

     80,000        83,992  
     

 

 

 
        3,278,912  
     

 

 

 
Health Care Providers & Services - 0.6%  

AHS Hospital Corp.

     

5.02%, 07/01/2045

     600,000        796,424  

CHRISTUS Health

     

4.34%, 07/01/2028

     600,000        678,933  

CVS Health Corp.

     

5.05%, 03/25/2048

     700,000        794,450  

Hackensack Meridian Health, Inc.

     

4.50%, 07/01/2057

     300,000        371,631  

Northwell Healthcare, Inc.

     

3.98%, 11/01/2046

     700,000        766,326  
     

 

 

 
        3,407,764  
     

 

 

 
Hotels, Restaurants & Leisure - 0.2%  

McDonald’s Corp.

     

3.80%, 04/01/2028, MTN

     700,000        767,169  

Sands China, Ltd.

     

4.60%, 08/08/2023

     300,000        317,517  
     

 

 

 
        1,084,686  
     

 

 

 
Industrial Conglomerates - 0.1%  

General Electric Co.

     

5.55%, 01/05/2026, MTN

     400,000        452,355  
     

 

 

 
Insurance - 2.1%  

Berkshire Hathaway Finance Corp.

     

4.20%, 08/15/2048

     600,000        703,345  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    4

 

      


Transamerica PIMCO Tactical – Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Insurance (continued)  

First American Financial Corp.

     

4.30%, 02/01/2023

     $   100,000        $   103,782  

4.60%, 11/15/2024

     50,000        53,414  

Great-West Lifeco Finance, LP

     

4.05%, 05/17/2028 (B)

     300,000        333,059  

Jackson National Life Global Funding

     

2.60%, 12/09/2020 (B)

     1,580,000        1,590,519  

MetLife, Inc.

     

4.05%, 03/01/2045

     40,000        44,720  

Metropolitan Life Global Funding I

     

2.00%, 04/14/2020 (B)

     250,000        249,928  

2.50%, 12/03/2020 (B)

     1,820,000        1,829,896  

New York Life Insurance Co.

     

4.45%, 05/15/2069 (B)

     200,000        234,941  

Pacific Life Insurance Co.

     

Fixed until 10/24/2047,
4.30% (A), 10/24/2067 (B)

     1,500,000        1,586,895  

Pricoa Global Funding I

     

2.55%, 11/24/2020 (B)

     1,590,000        1,599,335  

Principal Life Global Funding II

     

2.20%, 04/08/2020 (B)

     1,300,000        1,301,529  

3.00%, 04/18/2026 (B)

     500,000        516,266  

Reinsurance Group of America, Inc.

     

3.90%, 05/15/2029

     200,000        212,802  

RenaissanceRe Holdings, Ltd.

     

3.60%, 04/15/2029

     400,000        423,867  

Teachers Insurance & Annuity Association of America

     

4.27%, 05/15/2047 (B)

     1,200,000        1,360,813  

Travelers Cos., Inc.

     

3.75%, 05/15/2046

     100,000        109,994  
     

 

 

 
        12,255,105  
     

 

 

 
Interactive Media & Services - 0.2%  

Tencent Holdings, Ltd.

     

3-Month LIBOR + 0.91%,
3.25% (A), 04/11/2024 (B)

     600,000        600,314  

3.98%, 04/11/2029 (B)

     800,000        856,006  
     

 

 

 
        1,456,320  
     

 

 

 
Machinery - 0.2%  

Wabtec Corp.

     

4.40%, 03/15/2024

     900,000        958,525  
     

 

 

 
Marine - 0.1%  

AP Moller - Maersk A/S

     

3.88%, 09/28/2025 (B)

     450,000        460,899  
     

 

 

 
Media - 0.8%  

CCO Holdings LLC / CCO Holdings Capital Corp.

     

4.75%, 03/01/2030 (B) (J)

     1,200,000        1,218,252  

Charter Communications Operating LLC / Charter Communications Operating Capital

     

4.20%, 03/15/2028

     800,000        841,329  

Comcast Corp.

     

4.40%, 08/15/2035

     50,000        58,240  

4.75%, 03/01/2044

     1,600,000        1,942,593  

Discovery Communications LLC

     

5.00%, 09/20/2037

     500,000        537,501  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Media (continued)  

SES SA

     

3.60%, 04/04/2023 (B)

     $   200,000        $   202,930  

Sky, Ltd.

     

3.13%, 11/26/2022 (B)

     80,000        82,595  
     

 

 

 
        4,883,440  
     

 

 

 
Metals & Mining - 0.0% (F)  

Newmont Goldcorp Corp.

     

2.80%, 10/01/2029

     100,000        98,828  
     

 

 

 
Multi-Utilities - 0.2%  

CenterPoint Energy, Inc.

     

Fixed until 09/01/2023 (D),
6.13% (A)

     900,000        947,250  
     

 

 

 
Oil, Gas & Consumable Fuels - 1.8%  

Antero Midstream Partners, LP / Antero Midstream Finance Corp.

     

5.75%, 03/01/2027 (B)

     700,000        583,625  

APT Pipelines, Ltd.

     

4.25%, 07/15/2027 (B)

     500,000        537,613  

Dolphin Energy, Ltd. LLC

     

5.50%, 12/15/2021 (E)

     400,000        424,492  

Energy Transfer Operating, LP

     

4.05%, 03/15/2025

     400,000        418,529  

4.75%, 01/15/2026

     100,000        108,415  

7.50%, 07/01/2038

     150,000        192,588  

Eni SpA

     

4.75%, 09/12/2028 (B)

     400,000        453,831  

Enterprise Products Operating LLC

     

4.80%, 02/01/2049

     1,000,000        1,164,371  

ONEOK, Inc.

     

4.35%, 03/15/2029

     1,200,000        1,283,693  

Pioneer Natural Resources Co.

     

7.50%, 01/15/2020

     650,000        659,023  

Rockies Express Pipeline LLC

     

4.95%, 07/15/2029 (B)

     200,000        199,036  

Sabine Pass Liquefaction LLC

     

5.75%, 05/15/2024

     1,700,000        1,894,840  

Sinopec Group Overseas Development, Ltd.

     

4.13%, 09/12/2025 (B)

     900,000        970,878  

Valero Energy Corp.

     

4.00%, 04/01/2029

     800,000        850,802  

Woodside Finance, Ltd.

     

3.65%, 03/05/2025 (B)

     40,000        41,227  

3.70%, 03/15/2028 (B)

     700,000        718,556  
     

 

 

 
        10,501,519  
     

 

 

 
Pharmaceuticals - 0.7%  

Baxalta, Inc.

     

3.60%, 06/23/2022

     15,000        15,393  

Bayer Finance II LLC

     

4.63%, 06/25/2038 (B)

     1,600,000        1,730,990  

Bristol-Myers Squibb Co.

     

3.20%, 06/15/2026 (B)

     900,000        944,204  

Shire Acquisitions Investments Ireland DAC

     

3.20%, 09/23/2026

     500,000        515,898  

Zoetis, Inc.

     

3.90%, 08/20/2028

     800,000        875,368  
     

 

 

 
        4,081,853  
     

 

 

 
Professional Services - 0.1%  

IHS Markit, Ltd.

     

4.75%, 08/01/2028

     500,000        555,750  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    5

 

      


Transamerica PIMCO Tactical – Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Road & Rail - 0.3%  

Fortress Transportation & Infrastructure Investors LLC

     

6.50%, 10/01/2025 (B)

     $   700,000        $   719,250  

Kansas City Southern

     

4.95%, 08/15/2045

     500,000        600,730  

Union Pacific Corp.

     

4.10%, 09/15/2067

     300,000        315,794  
     

 

 

 
        1,635,774  
     

 

 

 
Semiconductors & Semiconductor Equipment - 0.1%  

Broadcom, Inc.

     

3.13%, 04/15/2021 (B)

     900,000        908,633  
     

 

 

 
Software - 0.4%  

Microsoft Corp.

     

4.10%, 02/06/2037

     800,000        948,791  

Oracle Corp.

     

2.95%, 05/15/2025

     1,250,000        1,296,835  
     

 

 

 
        2,245,626  
     

 

 

 
Specialty Retail - 0.1%  

QVC, Inc.

     

4.45%, 02/15/2025

     300,000        311,274  

4.85%, 04/01/2024

     100,000        105,542  
     

 

 

 
        416,816  
     

 

 

 
Technology Hardware, Storage & Peripherals - 0.5%  

Apple, Inc.

     

2.90%, 09/12/2027

     400,000        416,460  

3.35%, 02/09/2027

     400,000        427,649  

4.65%, 02/23/2046

     400,000        502,961  

Dell International LLC / EMC Corp.

     

5.30%, 10/01/2029 (B)

     100,000        109,025  

8.10%, 07/15/2036 (B)

     1,100,000        1,403,116  
     

 

 

 
        2,859,211  
     

 

 

 
Tobacco - 0.1%  

BAT Capital Corp.

     

4.39%, 08/15/2037

     500,000        484,471  

Imperial Brands Finance PLC

     

3.75%, 07/21/2022 (B)

     200,000        205,894  
     

 

 

 
        690,365  
     

 

 

 
Trading Companies & Distributors - 0.1%  

BOC Aviation, Ltd.

     

3.50%, 10/10/2024 (B)

     400,000        410,432  
     

 

 

 
Transportation Infrastructure - 0.1%  

Sydney Airport Finance Co. Pty, Ltd.

     

3.38%, 04/30/2025 (B)

     350,000        360,306  
     

 

 

 
Wireless Telecommunication Services - 0.2%  

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC

     

4.74%, 09/20/2029 (B)

     600,000        637,806  

5.15%, 09/20/2029 (B)

     600,000        651,000  
     

 

 

 
        1,288,806  
     

 

 

 

Total Corporate Debt Securities
(Cost $161,863,451)

 

     169,957,816  
  

 

 

 
     Principal      Value  

FOREIGN GOVERNMENT OBLIGATIONS - 3.0%

 

Canada - 0.3%  

Province of Quebec

     

2.50%, 04/20/2026

     $   1,700,000        $   1,762,934  
     

 

 

 
Indonesia - 0.2%  

Indonesia Government International Bond

 

  

4.45%, 02/11/2024

     1,300,000        1,392,363  
     

 

 

 
Japan - 1.1%  

Japan Finance Organization for Municipalities

 

  

2.13%, 04/13/2021 - 10/25/2023 (B)

     3,900,000        3,916,098  

Tokyo Metropolitan Government

     

2.00%, 05/17/2021 (B)

     2,600,000        2,592,642  
     

 

 

 
        6,508,740  
     

 

 

 
Kuwait - 0.1%  

Kuwait International Government Bond

 

  

3.50%, 03/20/2027 (B)

     800,000        861,808  
     

 

 

 
Peru - 0.2%  

Peru Government International Bond

 

  

5.94%, 02/12/2029 (B)

     PEN  1,900,000        638,994  

8.20%, 08/12/2026 (B)

     1,200,000        451,837  
     

 

 

 
        1,090,831  
     

 

 

 
Qatar - 0.8%  

Qatar Government International Bond

     

2.38%, 06/02/2021 (E)

     $  4,100,000        4,105,125  

4.50%, 01/20/2022 (E)

     700,000        735,812  
     

 

 

 
        4,840,937  
     

 

 

 
Republic of Korea - 0.1%  

Export-Import Bank of Korea

     

1.93%, 02/24/2020, MTN (E) (K)

     CAD  400,000        301,752  
     

 

 

 
Republic of South Africa - 0.1%  

Republic of South Africa Government International Bond

     

4.85%, 09/30/2029

     $  300,000        298,845  
     

 

 

 
United Arab Emirates - 0.1%  

Abu Dhabi Government International Bond

 

  

3.13%, 10/11/2027 (B)

     700,000        734,994  
     

 

 

 

Total Foreign Government Obligations
(Cost $17,383,953)

 

     17,793,204  
  

 

 

 
LOAN ASSIGNMENT - 0.2%  
Capital Markets - 0.2%  

Zephyrus Capital Aviation Partners LLC

 

  

Term Loan,

     

TBD, 10/15/2038 (L) (M) (N)

     1,260,000        1,241,333  
     

 

 

 

Total Loan Assignment
(Cost $1,241,960)

 

     1,241,333  
  

 

 

 
MORTGAGE-BACKED SECURITIES - 3.3%  

Aggregator of Loans Backed by Assets PLC

 

  

Series 2015-1, Class A,

     

1-Month GBP LIBOR + 1.25%,
1.96% (A), 04/24/2049 (E)

     GBP  350,855        432,301  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    6

 

      


Transamerica PIMCO Tactical – Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

BAMLL Commercial Mortgage Securities Trust

     

Series 2019-RLJ, Class A,

     

1-Month LIBOR + 1.05%,
3.08% (A), 04/15/2036 (B)

     $  700,000        $   699,999  

Bear Stearns Alt-A Trust

     

Series 2005-5, Class 1A1,

     

1-Month LIBOR + 0.44%,
2.46% (A), 07/25/2035

     10,823        10,840  

BX Trust

     

Series 2017-APPL, Class A,

     

1-Month LIBOR + 0.88%,
2.91% (A), 07/15/2034 (B)

     2,462,217        2,460,658  

CHL Mortgage Pass-Through Trust

     

Series 2005-9, Class 1A1,

     

1-Month LIBOR + 0.60%,
2.62% (A), 05/25/2035

     50,518        47,236  

Citigroup Mortgage Loan Trust, Inc.

     

Series 2019-B, Class A1,

     

3.26% (A), 04/25/2066 (B)

     294,500        294,482  

COMM Mortgage Trust

     

Series 2018-HOME, Class A,

     

3.94% (A), 04/10/2033 (B)

     700,000        767,200  

Credit Suisse Mortgage Capital Certificates

     

Series 2019-RPL4, Class A1,

     

3.83%, 08/26/2058 (B)

     388,316        392,753  

DBUBS Mortgage Trust

     

Series 2017-BRBK, Class A,

     

3.45%, 10/10/2034 (B)

     1,600,000        1,681,016  

Dukinfield PLC

     

Series 1, Class A,

     

3-Month GBP LIBOR + 1.00%,
1.77% (A), 08/15/2045 (E)

     GBP  181,565        223,643  

Eurosail PLC

     

Series 2006-4X, Class A3C,

     

3-Month GBP LIBOR + 0.16%,
0.93% (A), 12/10/2044 (E)

     207,237        250,924  

HarborView Mortgage Loan Trust

     

Series 2005-4, Class 3A1,

     

4.39% (A), 07/19/2035

     $  101,722        96,247  

Independence Plaza Trust

     

Series 2018-INDP, Class A,

     

3.76%, 07/10/2035 (B)

     900,000        959,586  

La Hipotecaria El Salvadorian Mortgage Trust

     

Series 2016-1A, Class A,

     

3.36%, 01/15/2046 (B) (L)

     1,081,359        1,132,702  

Merrill Lynch Mortgage Investors Trust

     

Series 2003-B, Class A1,

     

1-Month LIBOR + 0.68%,
2.70% (A), 04/25/2028

     355,150        352,501  

Morgan Stanley Bank of America Merrill Lynch Trust

     

Series 2015-C25, Class A4,

     

3.37%, 10/15/2048

     1,600,000        1,695,060  

Morgan Stanley Bank of America Merrill Lynch Trust, Interest Only STRIPS

     

Series 2013-C8, Class XA,

     

1.12% (A), 12/15/2048

     1,777,507        45,749  
     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

MortgageIT Trust

     

Series 2005-2, Class 1A1,

     

1-Month LIBOR + 0.52%,
2.54% (A), 05/25/2035

     $   82,782        $   83,981  

Natixis Commercial Mortgage Securities Trust

     

Series 2019-10K, Class A,

     

3.62%, 05/15/2039 (B)

     1,000,000        1,085,600  

Southern Pacific Financing PLC

     

Series 2005-B, Class A,

     

3-Month GBP LIBOR + 0.18%,
0.95% (A), 06/10/2043 (E)

     GBP  292,395        357,291  

Structured Adjustable Rate Mortgage Loan Trust

     

Series 2005-4, Class 6A1,

     

1-Month LIBOR + 0.24%,
2.26% (A), 03/25/2035

     $  454,207        434,166  

Towd Point Mortgage Funding PLC

     

Series 2019-GR4A, Class A1,

     

3-Month GBP LIBOR + 1.03%,
1.80% (A), 10/20/2051 (B)

     GBP  1,887,564        2,321,728  

Uropa Securities PLC

     

Series 2008-1, Class A,

     

3-Month GBP LIBOR + 0.20%,
0.97% (A), 06/10/2059 (E)

     656,911        774,613  

Series 2008-1, Class B,

     

3-Month GBP LIBOR + 0.75%,
1.52% (A), 06/10/2059 (E)

     133,274        152,436  

Series 2008-1, Class M1,

     

3-Month GBP LIBOR + 0.35%,
1.12% (A), 06/10/2059 (E)

     159,785        185,327  

Series 2008-1, Class M2,

     

3-Month GBP LIBOR + 0.55%,
1.32% (A), 06/10/2059 (E)

     125,392        145,145  

WaMu Mortgage Pass-Through Certificates Trust

     

Series 2006-AR9, Class 2A,

     

1-COFI + 1.50%,
2.66% (A), 08/25/2046

     $  712,533        696,959  

Worldwide Plaza Trust

     

Series 2017-WWP, Class A,

     

3.53%, 11/10/2036 (B)

     1,500,000        1,616,163  
     

 

 

 

Total Mortgage-Backed Securities
(Cost $19,340,049)

 

     19,396,306  
  

 

 

 
MUNICIPAL GOVERNMENT OBLIGATIONS - 0.6%  
California - 0.2%  

Bay Area Toll Authority, Revenue Bonds,

     

Series S1,

     

6.92%, 04/01/2040

     200,000        302,734  

Los Angeles Community College District, General Obligation Unlimited,

     

6.60%, 08/01/2042

     200,000        320,772  

State of California, General Obligation Unlimited,

     

7.35%, 11/01/2039

     300,000        471,330  
     

 

 

 
        1,094,836  
     

 

 

 
Florida - 0.0% (F)  

County of Miami-Dade Aviation Revenue, Revenue Bonds,

     

Series C,

     

3.86%, 10/01/2029

     200,000        220,222  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    7

 

      


Transamerica PIMCO Tactical – Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
MUNICIPAL GOVERNMENT OBLIGATIONS (continued)  
Maryland - 0.1%  

County of Baltimore, General Obligation Unlimited,

     

3.30%, 07/01/2046

     $   450,000        $   485,037  
     

 

 

 
Michigan - 0.1%  

Michigan Tobacco Settlement Finance Authority, Revenue Bonds,

     

Series A,

     

7.31%, 06/01/2034

     360,000        364,644  
     

 

 

 
New York - 0.2%  

Port Authority of New York & New Jersey, Revenue Bonds,

     

4.46%, 10/01/2062

     700,000        890,001  
     

 

 

 
Utah - 0.0% (F)  

Utah State Board of Regents, Revenue Bonds,

     

Series 1,

     

1-Month LIBOR + 0.75%,
2.77% (A), 12/26/2031

     42,755        42,807  
     

 

 

 
West Virginia - 0.0% (F)  

Tobacco Settlement Finance Authority, Revenue Bonds,

     

Series A,

     

7.47%, 06/01/2047

     220,000        227,649  
     

 

 

 

Total Municipal Government Obligations
(Cost $2,892,121)

 

     3,325,196  
  

 

 

 
U.S. GOVERNMENT AGENCY OBLIGATIONS - 13.7%  

Federal Home Loan Mortgage Corp.

     

4.50%, 08/01/2048

     1,904,247        2,030,030  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates

     

1-Month LIBOR + 0.67%,
2.76% (A), 02/25/2023

     369,202        368,969  

3.34% (A), 04/25/2028

     1,700,000        1,830,810  

Federal Home Loan Mortgage Corp. REMIC

     

1-Month LIBOR + 0.40%,
2.43% (A), 02/15/2041 - 09/15/2045

     994,182        991,469  

1-Month LIBOR + 0.35%,
2.86% (A), 01/15/2038

     1,167,648        1,158,373  

Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS

     

2.17% (A), 01/15/2038

     1,167,648        80,871  

Federal Home Loan Mortgage Corp., Interest Only STRIPS

     

1-Month LIBOR + 5.89%,
3.86% (A), 09/15/2043

     1,487,207        269,152  

Federal National Mortgage Association

     

2.50%, TBA (J)

     800,000        795,033  

3.00%, TBA (J)

     11,100,000        11,252,224  

3.50%, 06/01/2045

     327,402        341,034  

3.50%, TBA (J)

     25,200,000        25,851,590  

3.70%, 09/01/2034

     916,527        1,032,264  

3.79%, 01/01/2029

     800,000        887,897  

4.00%, TBA (J)

     11,400,000        11,837,286  

4.50%, 04/01/2028 - 10/01/2041

     496,479        537,021  

4.50%, TBA (J)

     10,900,000        11,484,018  

5.50%, TBA (J)

     700,000        757,723  
     Principal      Value  
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)  

Federal National Mortgage Association REMIC

     

1-Month LIBOR + 0.55%,
2.57% (A), 02/25/2041

     $   341,015        $   342,828  

Federal National Mortgage Association REMIC, Interest Only STRIPS

     

3.00%, 03/25/2028

     718,251        56,377  

Government National Mortgage Association

     

1-Month LIBOR + 0.80%,
3.03% (A), 06/20/2066

     1,387,895        1,397,445  

1-Month LIBOR + 0.80%,
3.31% (A), 05/20/2066

     2,432,176        2,448,663  

3.50%, TBA (J)

     3,800,000        3,934,707  
     

 

 

 

Total U.S. Government Agency Obligations
(Cost $79,423,248)

 

     79,685,784  
  

 

 

 
U.S. GOVERNMENT OBLIGATIONS - 29.0%  
U.S. Treasury - 26.4%  

U.S. Treasury Bond

     

2.75%, 08/15/2047 (O)

     4,700,000        5,319,812  

2.88%, 11/15/2046 (O)

     1,598,000        1,849,061  

3.00%, 05/15/2042 - 11/15/2045

     3,870,000        4,525,601  

3.00%, 11/15/2044 - 02/15/2049 (O)

     7,690,000        9,089,360  

3.13%, 11/15/2041 - 05/15/2048 (O)

     24,670,000        29,553,846  

3.38%, 05/15/2044 (O)

     4,230,000        5,268,829  

4.25%, 05/15/2039 - 11/15/2040 (O)

     9,470,000        13,089,023  

4.38%, 05/15/2040 - 05/15/2041 (O)

     4,720,000        6,669,887  

4.50%, 08/15/2039 (O)

     15,300,000        21,760,066  

6.25%, 05/15/2030

     730,000        1,052,996  

U.S. Treasury Note

     

1.38%, 05/31/2021 (O) (P)

     740,000        735,838  

1.75%, 01/31/2023

     400,000        402,109  

1.88%, 03/31/2022 - 04/30/2022 (O)

     37,800,000        38,056,269  

1.88%, 07/31/2022 (O) (P)

     1,100,000        1,108,207  

2.00%, 06/30/2024

     1,000,000        1,019,414  

2.13%, 03/31/2024 (Q)

     800,000        819,344  

2.13%, 05/15/2025

     1,490,000        1,532,139  

2.25%, 11/15/2027 (O)

     290,000        303,356  

2.38%, 05/15/2029 (O)

     1,460,000        1,550,452  

2.75%, 04/30/2023 (O) (P)

     1,800,000        1,873,055  

2.75%, 05/31/2023 (O)

     2,700,000        2,812,219  

2.88%, 05/15/2028 (O)

     3,230,000        3,545,177  

3.00%, 09/30/2025 - 10/31/2025

     1,220,000        1,317,372  

3.13%, 11/15/2028 (O)

     550,000        617,461  
     

 

 

 
        153,870,893  
     

 

 

 
U.S. Treasury Inflation-Protected Securities - 2.6%  

U.S. Treasury Inflation-Indexed Bond

     

0.88%, 01/15/2029

     1,087,184        1,153,004  

1.00%, 02/15/2046 - 02/15/2048 (O)

     3,197,624        3,548,239  

U.S. Treasury Inflation-Indexed Note

     

0.13%, 04/15/2022

     738,458        730,697  

0.50%, 01/15/2028 (O)

     6,531,828        6,676,603  

0.75%, 07/15/2028 (O)

     2,585,837        2,712,921  
     

 

 

 
        14,821,464  
     

 

 

 

Total U.S. Government Obligations
(Cost $161,502,093)

 

     168,692,357  
  

 

 

 
SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 0.2%  

U.S. Treasury Bill

     

1.87% (C), 11/07/2019 (Q)

     513,000        512,029  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    8

 

      


Transamerica PIMCO Tactical – Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
SHORT-TERM U.S. GOVERNMENT OBLIGATIONS (continued)  

U.S. Treasury Bill (continued)

     

1.90% (C), 11/07/2019

     $   161,000        $   160,691  

1.91% (C), 10/22/2019 (Q)

     602,000        601,338  
     

 

 

 

Total Short-Term U.S. Government Obligations
(Cost $1,274,058)

 

     1,274,058  
  

 

 

 
     Shares      Value  
OTHER INVESTMENT COMPANY - 0.1%  
Securities Lending Collateral - 0.1%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (C)

     710,325        710,325  
     

 

 

 

Total Other Investment Company
(Cost $710,325)

 

     710,325  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENTS - 79.9%  

Deutsche Bank Securities, Inc., 2.08% (C), dated 09/30/2019, to be repurchased at $200,011,556 on 10/01/2019. Collatarized by a U.S. Government Obligation, 0.13%, due 04/15/2020, and with a value of $204,029,120.

     $  200,000,000        200,000,000  

Fixed Income Clearing Corp., 1.05% (C), dated 09/30/2019, to be repurchased at $11,647,533 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $11,882,979.

     11,647,193        11,647,193  
     Principal      Value  
REPURCHASE AGREEMENTS (continued)  

JPMorgan Securities LLC, 2.75% (C), dated 09/30/2019, to be repurchased at $200,015,278 on 10/01/2019. Collateralized by U.S. Government Obligations, 0.50% - 3.00%, due 09/30/2025 - 01/15/2028, and with a total value of $204,465,027.

     $   200,000,000        $   200,000,000  

RBC Capital Markets LLC, 2.25% (C), dated 09/30/2019, to be repurchased at $53,803,363 on 10/01/2019. Collateralized by U.S. Government Obligations, 2.13% - 2.38%, due 08/15/2021 - 04/30/2026, and with a total value of $54,989,079.

     53,800,000        53,800,000  
     

 

 

 

Total Repurchase Agreements
(Cost $465,447,193)

        465,447,193  
  

 

 

 

Total Investments Excluding Purchased Options
(Cost $931,213,124)

 

     947,786,460  

Total Purchased Options - 0.9%
(Cost $5,881,868)

        5,072,715  
  

 

 

 

Total Investments
(Cost $937,094,992)

        952,859,175  

Net Other Assets (Liabilities) - (63.6)%

        (370,593,150
     

 

 

 

Net Assets - 100.0%

        $  582,266,025  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    9

 

      


Transamerica PIMCO Tactical – Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Value     Value Including
Accrued Interest
 
REVERSE REPURCHASE AGREEMENTS - (20.7)%  

Bank of Nova Scotia, 2.29% (C), dated 08/01/2019, to be repurchased at $(10,749,026) on 10/02/2019. Collateralized by U.S. Government Obligations, 3.00% - 4.50%, due 08/15/2039 - 05/15/2047, and with a total value of $(10,983,859).

     $  (10,706,800     $  (10,748,345

Bank of Nova Scotia, 2.31% (C), dated 08/02/2019, to be repurchased at $(4,179,060) on 10/03/2019. Collateralized by U.S. Government Obligations, 2.75% - 3.00%, due 05/15/2045 - 08/15/2047, and with a total value of $(3,860,528).

     (4,162,500     (4,178,526

BofA Securities, Inc., 2.25% (C), dated 08/20/2019, to be repurchased at $(761,017) on 10/15/2019. Collateralized by a U.S. Government Obligation, 3.00%, due 02/15/2049, and with a value of $(753,713).

     (758,363     (760,354

BofA Securities, Inc., 2.30% (C), dated 08/21/2019, to be repurchased at $(4,220,134) on 10/07/2019. Collateralized by a U.S. Government Obligation, 3.38%, due 05/15/2044, and with a value of $(4,153,469).

     (4,207,500     (4,218,521

Deutsche Bank Securities, Inc., 2.25% (C), dated 09/03/2019, to be repurchased at $(2,215,621) on 10/01/2019. Collateralized by a U.S. Government Obligation, 3.13%, due 11/15/2041 and with a value of $(2,166,762).

     (2,211,750     (2,215,621

RBS Securities, Inc., 2.28% (C), dated 08/20/2019, to be repurchased at $(2,468,231) on 10/07/2019. Collateralized by a U.S. Government Obligation, 4.38%, due 05/15/2041, and with a value of $(2,431,601).

     (2,460,750     (2,467,296

RBS Securities, Inc., 2.33% (C), dated 09/27/2019, to be repurchased at $(1,564,792) on 10/11/2019. Collateralized by a U.S. Government Obligation, 4.38%, due 05/15/2041, and with a value of $(1,573,389).

     (1,563,375     (1,563,780
     Value     Value Including
Accrued Interest
 
REVERSE REPURCHASE AGREEMENTS (continued)  

RBS Securities, Inc., 2.50% (C), dated 09/26/2019, to be repurchased at $(20,244,511) on 10/03/2019. Collateralized by U.S. Government Obligations, 3.00% - 4.25%, due 11/15/2040 - 11/15/2044, with a total value of $(20,434,407).

     $   (20,234,675     $   (20,241,701

Wood Gundy, Inc., 2.26% (C), dated 09/18/2019, to be repurchased at $(3,196,233) on 10/16/2019. Collateralized by U.S. Government Obligations, 3.00% - 3.13%, due 11/15/2041 - 02/15/2048, and Cash with a total value of $(3,298,011).

     (3,190,625     (3,198,666

Wood Gundy, Inc., 2.26% (C), dated 09/04/2019, to be repurchased at $(4,591,073) on 10/16/2019. Collateralized by a U.S. Government Obligation, 3.00%, due 05/15/2042, and Cash with a total value of $(4,510,398).

     (4,579,000     (4,590,540

Wood Gundy, Inc., 2.26% (C), dated 08/16/2019, to be repurchased at $(25,162,867) on 10/16/2019. Collateralized by U.S. Government Obligations, 4.25% - 4.50%, due 05/15/2039 - 08/15/2039, and Cash with a total value of $(24,803,108).

     (25,066,875     (25,130,047

Wood Gundy, Inc., 2.33% (C), dated 09/17/2019, to be repurchased at $(4,545,645) on 10/08/2019. Collateralized by U.S. Government Obligations, 2.38% - 3.13% due 05/15/2029 - 02/15/2042, and Cash with a total value of $(4,698,812).

     (4,539,475     (4,541,496

Wood Gundy, Inc., 2.33% (C), dated 09/25/2019, to be repurchased at $(36,755,024) on 10/08/2019. Collateralized by U.S. Government Obligations, 1.88%, due 03/31/2022 - 04/30/2022, and Cash with a total value of $(36,757,980).

     (36,724,125     (36,740,478
    

 

 

 

Total Reverse Repurchase Agreements

       $  (120,595,371
    

 

 

 
 

 

EXCHANGE-TRADED OPTIONS PURCHASED:

 

 

Description

   Exercise
Price
     Expiration
Date
   Notional
Amount
     Number of
Contracts
   Premiums
Paid
     Value  

Put - S&P 500® Index

   USD      2,500.00      06/19/2020    USD      288,446,106      969    $     5,881,868      $     5,072,715  

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    10         


Transamerica PIMCO Tactical – Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

CENTRALLY CLEARED SWAP AGREEMENTS:

 

Credit Default Swap Agreements on Credit Indices – Sell Protection (R)

 

 

Reference Obligation

   Fixed Rate
Receivable
     Payment
Frequency
     Maturity
Date
     Notional
Amount (S)
     Value (T)     Premiums
Paid
(Received)
    Net Unrealized
Appreciation
(Depreciation)
 

MSCI Emerging Markets Index - Series 31

     1.00%        Quarterly        06/20/2024        USD        1,200,000      $     (54,177   $     (47,038   $     (7,139

MSCI Emerging Markets Index - Series 32

     1.00            Quarterly        12/20/2024        USD        100,000        (5,047     (4,915     (132

North America Investment Grade Index - Series 31

     1.00            Quarterly        12/20/2023        USD        23,000,000        (513,051     (194,686     (318,365
                 

 

 

   

 

 

   

 

 

 

Total

                  $     (572,275   $     (246,639   $     (325,636
                 

 

 

   

 

 

   

 

 

 

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)
 

3-Month USD-LIBOR

     Pay        3.00%      Semi-Annually/Quarterly      02/04/2023      USD      27,600,000      $     (857,616   $ —        $     (857,616

6-Month EUR-EURIBOR

     Receive        0.50          Semi-Annually/Annually      12/18/2029      EUR      4,900,000        346,462       90,303        256,159  

6-Month JPY-LIBOR

     Pay        0.75          Semi-Annually      03/20/2038      JPY      480,000,000        (479,891     61,682        (541,573
                    

 

 

   

 

 

    

 

 

 

Total

                  $     (991,045   $     151,985      $     (1,143,030
                    

 

 

   

 

 

    

 

 

 

OVER-THE-COUNTER SWAP AGREEMENTS:

 

Credit Default Swap Agreements on Corporate and Sovereign Issues – Sell Protection (R)

 

 

Reference Obligation

  Counterparty   Fixed Rate
Receivable
  Payment
Frequency
  Maturity
Date
  Implied Credit
Spread at
September 30, 2019 (U)
  Notional
Amount (S)
    Value (T)     Premiums
Paid
(Received)
    Net Unrealized
Appreciation
(Depreciation)
 

Brazil Government International Bond, 4.25%, 01/07/2025

  HSBC   1.00%   Quarterly   03/20/2020   0.44%   USD     1,100,000     $     2,584     $     2,602     $     (18

Credit Default Swap Agreements on Credit Indices – Sell Protection (R)

 

 

Reference Obligation

  

Counterparty

   Fixed Rate
Receivable
    Payment
Frequency
     Maturity
Date
     Notional
Amount (S)
     Value (T)      Premiums
Paid
(Received)
    Net Unrealized
Appreciation
(Depreciation)
 

North America CMBS Basket Index - Series AAA8

   GSI      0.50%       Monthly        10/17/2057        USD        3,200,000      $ 41,222      $ (135,211   $ 176,433  

North America CMBS Basket Index - Series AAA9

   GSI      0.50           Monthly        09/17/2058        USD        1,700,000        21,823        (99,267     121,090  
                   

 

 

    

 

 

   

 

 

 

Total

                    $     63,045      $     (234,478   $     297,523  
                   

 

 

    

 

 

   

 

 

 

OVER-THE-COUNTER SWAP AGREEMENTS (continued):

 

Total Return Swap Agreements (V)

 

 

Reference Entity

  Counterparty   Pay/
Receive
  Payment
Frequency
  Maturity
Date
  Notional
Amount
  Number of
Shares or Units
  Value   Premiums
Paid
(Received)
  Net Unrealized
Appreciation
(Depreciation)

iShares MSCI EAFE ETF

      JPM       Receive       Quarterly       05/13/2020       USD       1,251,855       221     $ 55,734     $ —       $ 55,734

iShares MSCI EAFE ETF

      CITI       Receive       Quarterly       05/20/2020       USD       55,718,546       9,664       1,517,142       —         1,517,142

iShares MSCI EAFE ETF

      GSI       Receive       Quarterly       06/17/2020       USD       2,245,895       377       (11,799 )       —         (11,799 )
                               

 

 

     

 

 

     

 

 

 

Total

                                $     1,561,077     $         —       $     1,561,077
                               

 

 

     

 

 

     

 

 

 

 

     Value

OTC Swap Agreements, at value (Assets)

     $     1,638,505

OTC Swap Agreements, at value (Liabilities)

     $ (11,799 )

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    11         


Transamerica PIMCO Tactical – Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

FUTURES CONTRACTS:

 

Long Futures Contracts:

 

 

Description

   Number of
Contracts
  Expiration
Date
  Notional
Amount
  Value   Unrealized
Appreciation
  Unrealized
Depreciation

30-Day Federal Funds Futures

       86       10/31/2019     $ 35,163,580     $ 35,174,126     $ 10,546     $ —  

90-Day Eurodollar

       213       12/16/2019       52,158,747       52,206,300       47,553       —  

10-Year U.S. Treasury Note

       249       12/19/2019       32,728,245       32,447,813       —         (280,432 )

E-Mini Russell 2000® Index

       382       12/20/2019       29,360,558       29,127,500       —         (233,058 )

Euro-BTP Italy Government Bond

       63       12/06/2019       9,822,854       10,014,376       191,522       —  

OTC Call Options Exercise Price EUR 201.00 on German Euro Bund Futures

       43       11/22/2019       509       469       —         (40 )

S&P 500® E-Mini Index

       1,770       12/20/2019           263,772,384           263,597,250       —         (175,134 )
                    

 

 

     

 

 

 

Total

                     $     249,621     $     (688,664 )
                    

 

 

     

 

 

 

Short Futures Contracts:

 

 

Description

   Number of
Contracts
  Expiration
Date
   Notional
Amount
  Value   Unrealized
Appreciation
   Unrealized
Depreciation

5-Year U.S. Treasury Note

       (28 )       12/31/2019      $     (3,356,172 )     $     (3,336,156 )     $     20,016      $     —  

10-Year U.S. Treasury Ultra Note

       (135 )       12/19/2019        (19,557,912 )       (19,224,844 )       333,068        —  

30-Year U.S. Treasury Bond

       (72 )       12/19/2019        (11,938,399 )       (11,686,500 )       251,899        —  

Euro OAT

       (35 )       12/06/2019        (6,580,745 )       (6,497,030 )       83,715        —  

German Euro Bund

       (45 )       12/06/2019        (8,647,314 )       (8,546,573 )       100,741        —  

U.K. Gilt

       (111 )       12/27/2019            (18,216,551 )           (18,321,075 )       —          (104,524 )

U.S. Treasury Ultra Bond

       (116 )       12/19/2019        (22,914,188 )       (22,261,125 )       653,063        —  
                     

 

 

      

 

 

 

Total

                      $     1,442,502      $     (104,524 )
                     

 

 

      

 

 

 

Total Futures Contracts

                      $ 1,692,123      $ (793,188 )
                     

 

 

      

 

 

 

FORWARD FOREIGN CURRENCY CONTRACTS:

 

 

Counterparty

     Settlement
Date
     Currency
Purchased
     Currency
Sold
       Unrealized
Appreciation
     Unrealized
Depreciation
 

BNP

       10/02/2019      USD      66,277      EUR      60,000        $ 869      $ —    

BNP

       10/02/2019      EUR      637,000      USD      699,991          —          (5,587

BNP

       01/16/2020      MXN      23,476,000      USD      1,177,497          —          (7,668

BOA

       10/02/2019      GBP      3,725,000      USD      4,589,831          —          (9,376

BOA

       11/04/2019      USD      4,596,035      GBP      3,725,000          9,192        —    

CITI

       10/02/2019      USD      285,961      CAD      381,000          —          (1,629

CITI

       10/02/2019      USD      5,531,580      GBP      4,533,000          —          (42,434

CITI

       10/02/2019      GBP      248,000      USD      308,969          —          (4,015

CITI

       10/02/2019      EUR      138,000      USD      152,624          —          (2,188

CITI

       10/15/2019      COP      933,568,500      USD      291,760          —          (23,683

CITI

       11/12/2019      USD      1,095,325      PEN      3,710,084          —          (3,595

CITI

       11/15/2019      USD      149,160      JPY      15,700,000          3,509        —    

CITI

       11/15/2019      JPY      163,400,000      USD      1,546,332          —          (30,450

GSB

       10/02/2019      EUR      171,000      USD      189,233          —          (2,824

GSB

       01/02/2020      USD      131,976      DKK      895,000          274        —    

HSBC

       10/02/2019      GBP      257,000      USD      316,397          —          (377

HSBC

       10/15/2019      USD      267,652      COP      933,568,500          —          (425

HSBC

       11/15/2019      JPY      300,600,000      USD      2,876,457          —          (87,754

HSBC

       01/15/2020      COP      933,568,500      USD      266,391          472        —    

JPM

       10/01/2019      USD      137,507      DKK      895,000          6,839        —    

SCB

       11/15/2019      RUB      90,328,281      USD      1,375,856          8,328        —    

SCB

       12/18/2019      INR      22,584,360      USD      310,711          5,281        —    

SCB

       12/18/2019      IDR      4,725,480,000      USD      325,178          4,906        —    
                     

 

 

    

 

 

 
Total                 $     39,670      $     (222,005
               

 

 

    

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    12         


Transamerica PIMCO Tactical – Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (W)

 

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

ASSETS

 

Investments

 

Asset-Backed Securities

     $ —       $ 18,962,888     $ —        $ 18,962,888

Certificates of Deposit

       —         1,300,000       —          1,300,000

Corporate Debt Securities

       —         169,957,816       —          169,957,816

Foreign Government Obligations

       —         17,793,204       —          17,793,204

Loan Assignment

       —         —         1,241,333        1,241,333

Mortgage-Backed Securities

       —         19,396,306       —          19,396,306

Municipal Government Obligations

       —         3,325,196       —          3,325,196

U.S. Government Agency Obligations

       —         79,685,784       —          79,685,784

U.S. Government Obligations

       —         168,692,357       —          168,692,357

Short-Term U.S. Government Obligations

       —         1,274,058       —          1,274,058

Other Investment Company

       710,325       —         —          710,325

Repurchase Agreements

       —         465,447,193       —          465,447,193

Exchange-Traded Options Purchased

       5,072,715       —         —          5,072,715
    

 

 

     

 

 

     

 

 

      

 

 

 

Total Investments

     $     5,783,040     $     945,834,802     $     1,241,333      $     952,859,175
    

 

 

     

 

 

     

 

 

      

 

 

 

Other Financial Instruments

 

Centrally Cleared Interest Rate Swap Agreements

     $ —       $ 346,462     $ —        $ 346,462

Over-the-Counter Credit Default Swap Agreements

       —         65,629       —          65,629

Over-the-Counter Total Return Swap Agreements

       —         1,572,876       —          1,572,876

Futures Contracts (Y)

       1,692,123       —         —          1,692,123

Forward Foreign Currency Contracts (Y)

       —         39,670       —          39,670
    

 

 

     

 

 

     

 

 

      

 

 

 

Total Other Financial Instruments

     $     1,692,123     $ 2,024,637     $         —        $ 3,716,760
    

 

 

     

 

 

     

 

 

      

 

 

 

LIABILITIES

 

Other Financial Instruments

 

Reverse Repurchase Agreements

     $ —       $ (120,595,371 )     $ —        $ (120,595,371 )

Centrally Cleared Credit Default Swap Agreements

       —         (572,275 )       —          (572,275 )

Centrally Cleared Interest Rate Swap Agreements

       —         (1,337,507 )       —          (1,337,507 )

Over-the-Counter Total Return Swap Agreements

       —         (11,799 )       —          (11,799 )

Futures Contracts (Y)

       (793,188 )       —         —          (793,188 )

Forward Foreign Currency Contracts (Y)

       —         (222,005 )       —          (222,005 )
    

 

 

     

 

 

     

 

 

      

 

 

 

Total Other Financial Instruments

     $ (793,188 )     $ (122,738,957 )     $ —        $     (123,532,145 )
    

 

 

     

 

 

     

 

 

      

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Floating or variable rate securities. The rates disclosed are as of September 30, 2019. 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.
(B)      Securities are registered pursuant to Rule 144A of the Securities Act of 1933. Unless otherwise indicated, the securities are deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2019, the total value of 144A securities is $91,111,044, representing 15.6% of the Portfolio’s net assets.
(C)      Rates disclosed reflect the yields at September 30, 2019.
(D)      Perpetual maturity. The date displayed is the next call date.
(E)      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 September 30, 2019, the total value of Regulation S securities is $9,274,229, representing 1.6% of the Portfolio’s net assets.
(F)      Percentage rounds to less than 0.1% or (0.1)%.
(G)      Step bond. Coupon rate changes in increments to maturity. The rate disclosed is as of September 30, 2019; the maturity date disclosed is the ultimate maturity date.
(H)      All or a portion of the security is on loan. The value of the security on loan is $695,727. The amount on loan indicated may not correspond with the security on loan identified because a security with pending sales are in the process of recall from the brokers.
(I)      Securities in default; partial receipt of interest payments and/or dividends declared at last payment date. At September 30, 2019, the total value of such securities is $452,000, representing 0.1% of the Portfolio’s net assets.
(J)      When-issued, delayed-delivery and/or forward commitment (including TBAs) securities. Securities to be settled and delivered after September 30, 2019. Securities may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement.
(K)      Restricted security. At September 30, 2019, 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
 

Foreign Government Obligations

  

Export-Import Bank of Korea
1.93%, 02/24/2020, MTN

     02/16/2017      $     306,244      $     301,752        0.1

 

(L)      Fair valued as determined in good faith in accordance with procedures established by the Board. At September 30, 2019, the total value of securities is $2,374,035, representing 0.4% of the Portfolio’s net assets.
(M)      Security is Level 3 of the fair value hierarchy.
(N)      All or a portion of the security represents an unsettled loan commitment at September 30, 2019 where the rate will be determined at time of settlement.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    13         


Transamerica PIMCO Tactical – Balanced VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS (continued):

 

(O)      Securities are subject to sale-buyback transactions.
(P)      All or a portion of these securities have been segregated by the custodian as collateral for centrally cleared swap agreements. The total value of such securities is $353,553.
(Q)      All or a portion of these securities have been segregated by the custodian as collateral to cover margin requirements for open futures contracts. The total value of such securities is $2,093,402.
(R)      If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (a) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced obligation or (b) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap agreement less the recovery value of the referenced obligation or underlying securities comprising the referenced obligation.
(S)      The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.
(T)      The quoted market prices and resulting values for credit default swap agreements on asset-backed securities and credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative had the notional amount of the swap agreement been closed/sold as of the period ended. Increasing market values, in absolute terms when compared to the notional amount of the swap agreement, represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.
(U)      Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues or sovereign issues of an emerging country as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. A credit spread identified as “Defaulted” indicates a credit event has occurred for the referenced entity or obligation.
(V)      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.
(W)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(X)      Level 3 securities were not considered significant to the Portfolio.
(Y)      Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).

CURRENCY ABBREVIATIONS:

 

CAD

   Canadian Dollar

COP

   Columbian Peso

DKK

   Danish Krone

EUR

   Euro

GBP

   Pound Sterling

IDR

   Indonesian Rupiah

INR

   Indian Rupee

JPY

   Japanese Yen

MXN

   Mexican Peso

PEN

   Peruvian Sol

RUB

   Russian Ruble

USD

   United States Dollar

COUNTERPARTY ABBREVIATIONS:

 

BNP

   BNP Paribas

BOA

   Bank of America, N.A.

CITI

   Citibank, N.A.

GSB

   Goldman Sachs Bank

GSI

   Goldman Sachs International

HSBC

   HSBC Bank USA

JPM

   JPMorgan Chase Bank, N.A.

SCB

   Standard Chartered Bank

PORTFOLIO ABBREVIATIONS:

 

BTP

   Buoni del Tesoro Poliennali (Italian Treasury Bonds)

CMBS

   Commercial Mortgage-Backed Securities

COFI

   11th District Monthly Weighted Average Cost of Funds Index

EAFE

   Europe, Australasia and Far East

ETF

   Exchange-Traded Fund

EURIBOR

   Euro Interbank Offer Rate

LIBOR

   London Interbank Offered Rate

MTN

   Medium Term Note

OAT

   Obligations Assimilables du Tresor (Treasury Obligations)

OTC

   Over-the-Counter

STRIPS

   Separate Trading of Registered Interest and Principal of Securities

TBA

   To Be Announced

TBD

   To Be Determined

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    14         


Transamerica PIMCO Tactical – Conservative VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Principal      Value  
ASSET-BACKED SECURITIES - 4.1%  

Arbor Realty Commercial Real Estate Notes, Ltd.

     

Series 2019-FL1, Class A,

     

1-Month LIBOR + 1.15%,
3.18% (A), 05/15/2037 (B)

     $  500,000        $  500,322  

Avery Point IV CLO, Ltd.

     

Series 2014-1A, Class AR,

     

3-Month LIBOR + 1.10%,
3.38% (A), 04/25/2026 (B)

     217,021        217,052  

Baring BDC Static CLO, Ltd.

     

Series 2019-1A, Class A1,

     

3-Month LIBOR + 1.02%,
3.32% (A), 04/15/2027 (B)

     389,933        390,033  

Bear Stearns Asset-Backed Securities Trust

     

Series 2005-SD1, Class 2M2,

     

1-Month LIBOR + 1.20%,
3.22% (A), 01/25/2045

     346,384        346,962  

Crown Point CLO, Ltd.

     

Series 2018-5A, Class A,

     

3-Month LIBOR + 0.94%,
3.71% (A), 07/17/2028 (B)

     600,000        598,231  

CVP Cascade CLO, Ltd.

     

Series 2013-CLO1, Class A1R,

     

3-Month LIBOR + 1.15%,
3.47% (A), 01/16/2026 (B)

     721,795        721,995  

Dryden XXV Senior Loan Fund

     

Series 2012-25A, Class ARR,

     

3-Month LIBOR + 0.90%,
3.20% (A), 10/15/2027 (B)

     900,000        898,824  

FFMLT Trust

     

Series 2005-FF2, Class M4,

     

1-Month LIBOR + 0.89%,
2.90% (A), 03/25/2035

     147,164        147,891  

Figueroa CLO, Ltd.

     

Series 2013-2A, Class A1RR,

     

3-Month LIBOR + 0.85%,
3.01% (A), 06/20/2027 (B)

     279,018        278,890  

Flagship CLO VIII, Ltd.

     

Series 2014-8A, Class ARR,

     

3-Month LIBOR + 0.85%,
3.17% (A), 01/16/2026 (B)

     240,061        240,065  

Flagship VII, Ltd.

     

Series 2013-7A, Class A1R,

     

3-Month LIBOR + 1.12%,
3.40% (A), 01/20/2026 (B)

     111,660        111,675  

Ford Credit Auto Owner Trust

     

Series 2016-2, Class A,

     

2.03%, 12/15/2027 (B)

     1,200,000        1,199,287  

Fremont Home Loan Trust

     

Series 2005-1, Class M5,

     

1-Month LIBOR + 1.07%,
3.08% (A), 06/25/2035

     300,000        300,240  
     Principal      Value  
ASSET-BACKED SECURITIES (continued)  

Gallatin CLO IX, Ltd.

     

Series 2018-1A, Class A,

     

3-Month LIBOR + 1.05%,
3.33% (A), 01/21/2028 (B)

     $   300,000        $   299,320  

Halcyon Loan Advisors Funding, Ltd.

     

Series 2014-3A, Class AR,

     

3-Month LIBOR + 1.10%,
3.38% (A), 10/22/2025 (B)

     450,867        450,914  

JPMorgan Mortgage Acquisition Trust

     

Series 2007-CH5, Class A5,

     

1-Month LIBOR + 0.26%,
2.28% (A), 06/25/2037

     700,000        690,199  

Legacy Mortgage Asset Trust

     

Series 2019-GS3, Class A1,

     

3.75% (A), 04/25/2059 (B)

     568,682        575,732  

LoanCore Issuer, Ltd.

     

Series 2019-CRE2, Class A,

     

1-Month LIBOR + 1.13%,
3.16% (A), 05/15/2036 (B)

     500,000        500,158  

Loomis Sayles CLO II, Ltd.

     

Series 2015-2A, Class A1R,

     

3-Month LIBOR + 0.90%,
3.20% (A), 04/15/2028 (B)

     1,000,000        992,195  

Mountain View CLO, Ltd.

     

Series 2014-1A, Class ARR,

     

3-Month LIBOR + 0.80%,
3.10% (A), 10/15/2026 (B)

     446,925        446,923  

Northstar Education Finance, Inc.

     

Series 2012-1, Class A,

     

1-Month LIBOR + 0.70%,
2.72% (A), 12/26/2031 (B)

     20,931        20,798  

Palmer Square Loan Funding, Ltd.

     

Series 2018-4A, Class A1,

     

3-Month LIBOR + 0.90%,
3.06% (A), 11/15/2026 (B)

     413,914        413,992  

PHEAA Student Loan Trust

     

Series 2016-2A, Class A,

     

1-Month LIBOR + 0.95%,
2.97% (A), 11/25/2065 (B)

     278,886        279,582  

Saxon Asset Securities Trust

     

Series 2005-4, Class M2,

     

1-Month LIBOR + 0.45%,
2.47% (A), 11/25/2037

     300,000        292,413  

SMB Private Education Loan Trust

     

Series 2016-B, Class A2B,

     

1-Month LIBOR + 1.45%,
3.48% (A), 02/17/2032 (B)

     661,847        674,198  

Zais CLO, Ltd.

     

Series 2014-1A, Class A1AR,

     

3-Month LIBOR + 1.15%,
3.45% (A), 04/15/2028 (B)

     500,000        499,493  
     

 

 

 

Total Asset-Backed Securities
(Cost $11,985,201)

 

     12,087,384  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica PIMCO Tactical – Conservative VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CERTIFICATE OF DEPOSIT - 0.1%  
Banks - 0.1%  

Lloyds Bank Corporate Markets PLC

     

3-Month LIBOR + 0.50%,
2.81% (A), 10/26/2020

     $   400,000        $   400,000  
     

 

 

 

Total Certificate of Deposit
(Cost $400,000)

        400,000  
     

 

 

 
CORPORATE DEBT SECURITIES - 35.7%  
Aerospace & Defense - 0.1%  

Spirit AeroSystems, Inc.

     

3.85%, 06/15/2026

     200,000        204,711  
     

 

 

 
Airlines - 1.0%  

American Airlines Pass-Through Trust

     

3.00%, 04/15/2030

     358,791        365,393  

3.25%, 04/15/2030

     89,708        91,449  

4.00%, 01/15/2027

     58,237        61,329  

British Airways Pass-Through Trust

     

3.35%, 12/15/2030 (B)

     200,000        204,129  

3.80%, 03/20/2033 (B)

     191,116        202,048  

Norwegian Air Shuttle Pass-Through Trust

     

4.88%, 11/10/2029 (B)

     969,556        942,603  

Southwest Airlines Co. Pass-Through Trust

     

6.65%, 08/01/2022

     80,191        84,941  

United Airlines Pass-Through Trust

     

2.88%, 04/07/2030

     460,354        464,957  

3.10%, 04/07/2030

     460,354        465,694  
     

 

 

 
        2,882,543  
     

 

 

 
Banks - 8.4%  

AIB Group PLC

     

4.75%, 10/12/2023 (B)

     400,000        422,996  

Banco de Credito del Peru

     

4.65%, 09/17/2024 (B)

     PEN  1,300,000        387,651  

Bank of America Corp.

     

2.63%, 10/19/2020, MTN

     $  560,000        563,554  

Fixed until 12/20/2027,
3.42% (A), 12/20/2028

     2,260,000        2,360,346  

Bank of Ireland Group PLC

     

4.50%, 11/25/2023 (B)

     400,000        418,822  

Bank of Montreal

     

1.75%, 06/15/2021 (B)

     900,000        897,470  

Barclays PLC

     

3.25%, 02/12/2027, MTN (C)

     GBP  400,000        511,665  

3.65%, 03/16/2025

     $  500,000        511,700  

4.34%, 01/10/2028

     400,000        420,297  

Fixed until 02/15/2022,
4.61% (A), 02/15/2023

     400,000        415,379  

BNP Paribas SA

     

Fixed until 01/10/2024,
4.71% (A), 01/10/2025 (B)

     900,000        972,860  

Citigroup, Inc.

     

4.40%, 06/10/2025

     300,000        322,917  

Dexia Credit Local SA

     

1.88%, 09/15/2021 (B)

     1,400,000        1,399,364  

HSBC USA, Inc.

     

2.38%, 11/13/2019

     180,000        180,040  

2.75%, 08/07/2020

     1,650,000        1,659,544  

3-Month LIBOR + 0.61%,
2.79% (A), 11/13/2019

     100,000        100,075  

JPMorgan Chase & Co.

     

3.25%, 09/23/2022

     200,000        206,720  

3.90%, 07/15/2025

     100,000        107,817  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Banks (continued)  

Lloyds Banking Group PLC

     

4.38%, 03/22/2028

     $   200,000        $   217,501  

4.55%, 08/16/2028

     1,000,000        1,102,486  

Mitsubishi UFJ Financial Group, Inc.

     

3-Month LIBOR + 1.88%,
4.02% (A), 03/01/2021

     535,000        546,213  

Mitsubishi UFJ Trust & Banking Corp.

     

2.65%, 10/19/2020 (B)

     200,000        201,297  

Mizuho Financial Group, Inc.

     

Fixed until 07/16/2024,
2.84% (A), 07/16/2025

     400,000        404,303  

3-Month LIBOR + 1.00%,
3.14% (A), 09/11/2024

     400,000        402,726  

MUFG Bank, Ltd.

     

2.30%, 03/05/2020 (B)

     200,000        200,145  

Royal Bank of Scotland Group PLC

     

Fixed until 05/18/2028,
4.89% (A), 05/18/2029

     400,000        440,154  

Fixed until 08/15/2021 (D),
8.63% (A)

     600,000        642,510  

Santander Group Holdings PLC

     

2.88%, 10/16/2020

     860,000        862,697  

3.13%, 01/08/2021

     100,000        100,679  

Santander PLC

     

2.38%, 03/16/2020

     1,700,000        1,701,278  

Standard Chartered PLC

     

3-Month LIBOR + 1.20%,
3.33% (A), 09/10/2022 (B)

     400,000        401,716  

Stichting AK Rabobank Certificaten

     

6.50%, 12/29/2049 (C) (D)

     EUR  400,000        548,594  

Sumitomo Mitsui Banking Corp.

     

2.65%, 07/23/2020, MTN

     $  860,000        863,631  

Sumitomo Mitsui Financial Group, Inc.

     

2.63%, 07/14/2026

     200,000        200,363  

3-Month LIBOR + 0.80%,
3.12% (A), 10/16/2023 (E)

     400,000        401,596  

UniCredit SpA

     

6.57%, 01/14/2022 (B)

     400,000        429,069  

7.83%, 12/04/2023 (B)

     400,000        466,756  

Wells Fargo & Co.

     

2.55%, 12/07/2020, MTN

     80,000        80,429  

3.00%, 02/19/2025, MTN

     200,000        205,100  

Fixed until 05/22/2027,
3.58% (A), 05/22/2028, MTN

     300,000        317,812  

Wells Fargo Bank NA

     

3.55%, 08/14/2023

     1,000,000        1,049,971  

Westpac Banking Corp.

     

2.25%, 11/09/2020 (B)

     700,000        702,090  
     

 

 

 
        24,348,333  
     

 

 

 
Beverages - 0.2%  

Anheuser-Busch InBev Worldwide, Inc.

     

4.38%, 04/15/2038

     400,000        447,905  

Bacardi, Ltd.

     

4.70%, 05/15/2028 (B)

     150,000        163,825  

5.15%, 05/15/2038 (B)

     100,000        109,744  
     

 

 

 
        721,474  
     

 

 

 
Biotechnology - 0.1%  

Amgen, Inc.

     

4.40%, 05/01/2045

     300,000        339,025  
     

 

 

 
Building Products - 0.1%  

Fortune Brands Home & Security, Inc.

     

4.00%, 06/15/2025

     410,000        433,416  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    2

 

      


Transamerica PIMCO Tactical – Conservative VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Capital Markets - 2.6%  

Brighthouse Holdings LLC

     

6.50% (F), 07/27/2037 (B) (D)

     $   200,000        $   196,000  

Credit Suisse Group AG

     

Fixed until 01/12/2028,
3.87% (A), 01/12/2029 (B)

     400,000        420,735  

4.28%, 01/09/2028 (B)

     400,000        429,588  

Credit Suisse Group Funding Guernsey, Ltd.

     

3.75%, 03/26/2025

     900,000        945,241  

Deutsche Bank AG

     

3-Month LIBOR + 1.29%,
3.58% (A), 02/04/2021

     600,000        595,715  

Goldman Sachs Group, Inc.

     

3.75%, 05/22/2025

     60,000        63,494  

3.85%, 07/08/2024, MTN

     2,300,000        2,434,740  

Intercontinental Exchange, Inc.

     

2.75%, 12/01/2020

     40,000        40,312  

Lazard Group LLC

     

3.75%, 02/13/2025

     30,000        31,356  

Morgan Stanley

     

4.00%, 07/23/2025, MTN

     60,000        64,727  

5.50%, 07/24/2020, MTN

     1,900,000        1,951,190  

S&P Global, Inc.

     

4.40%, 02/15/2026

     40,000        44,677  

UBS Group Funding Switzerland AG

     

4.13%, 09/24/2025 (B)

     400,000        432,147  
     

 

 

 
        7,649,922  
     

 

 

 
Chemicals - 0.5%  

Huntsman International LLC

     

4.50%, 05/01/2029

     300,000        315,407  

International Flavors & Fragrances, Inc.

     

3.40%, 09/25/2020

     400,000        404,574  

Sasol Financing LLC

     

5.88%, 03/27/2024

     200,000        216,061  

Syngenta Finance NV

     

5.18%, 04/24/2028 (B)

     400,000        425,177  
     

 

 

 
        1,361,219  
     

 

 

 
Commercial Services & Supplies - 0.3%  

ERAC Finance LLC

     

7.00%, 10/15/2037 (B)

     300,000        424,813  

RELX Capital, Inc.

     

4.00%, 03/18/2029

     300,000        327,442  
     

 

 

 
        752,255  
     

 

 

 
Consumer Finance - 0.6%  

American Express Co.

     

2.50%, 07/30/2024

     400,000        403,093  

Discover Financial Services

     

4.50%, 01/30/2026

     200,000        217,303  

Ford Motor Credit Co. LLC

     

3-Month LIBOR + 0.93%,
3.06% (A), 09/24/2020, MTN

     300,000        299,992  

5.75%, 02/01/2021

     400,000        413,526  

Synchrony Financial

     

2.70%, 02/03/2020

     15,000        15,017  

5.15%, 03/19/2029

     100,000        110,863  

Volkswagen Group of America Finance LLC

     

2.50%, 09/24/2021 (B)

     200,000        200,496  
     

 

 

 
        1,660,290  
     

 

 

 
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Diversified Consumer Services - 0.7%  

Nationwide Building Society

     

3.90%, 07/21/2025 (B)

     $   1,900,000        $   2,025,327  
     

 

 

 
Diversified Financial Services - 1.2%  

AerCap Ireland Capital DAC / AerCap Global Aviation Trust

     

4.45%, 10/01/2025 - 04/03/2026

     1,200,000        1,279,613  

Helios Leasing I LLC

     

1.56%, 09/28/2024

     88,158        87,252  

Mitsubishi UFJ Lease & Finance Co., Ltd.

     

2.65%, 09/19/2022 (B) (E)

     500,000        501,555  

ORIX Corp.

     

3.25%, 12/04/2024

     600,000        621,939  

Protective Life Global Funding

     

2.70%, 11/25/2020 (B)

     830,000        834,992  

Tagua Leasing LLC

     

1.58%, 11/16/2024

     92,527        91,645  
     

 

 

 
        3,416,996  
     

 

 

 
Diversified Telecommunication Services - 0.9%  

AT&T, Inc.

     

3-Month LIBOR + 0.93%,
3.03% (A), 06/30/2020

     40,000        40,203  

3-Month LIBOR + 1.18%,
3.31% (A), 06/12/2024

     500,000        509,150  

3.40%, 05/15/2025

     230,000        239,969  

4.13%, 02/17/2026

     150,000        162,034  

4.30%, 02/15/2030

     227,000        249,763  

4.35%, 03/01/2029

     500,000        552,244  

Bell Canada, Inc.

     

4.30%, 07/29/2049

     200,000        229,302  

Verizon Communications, Inc.

     

4.33%, 09/21/2028

     617,000        699,538  
     

 

 

 
        2,682,203  
     

 

 

 
Electric Utilities - 2.8%  

AEP Texas, Inc.

     

3.95%, 06/01/2028

     500,000        551,965  

Alabama Power Co.

     

3.45%, 10/01/2049

     300,000        309,404  

Appalachian Power Co.

     

3.40%, 06/01/2025

     650,000        676,845  

Avangrid, Inc.

     

3.80%, 06/01/2029

     500,000        537,147  

Enel Finance International NV

     

2.65%, 09/10/2024 (B)

     800,000        800,858  

Entergy LLC

     

2.85%, 06/01/2028 (E)

     1,100,000        1,128,562  

3.30%, 12/01/2022

     100,000        103,477  

IPALCO Enterprises, Inc.

     

3.70%, 09/01/2024

     300,000        310,648  

NextEra Energy Capital Holdings, Inc.

     

3.20%, 02/25/2022

     400,000        409,049  

Niagara Mohawk Power Corp.

     

4.12%, 11/28/2042 (B)

     200,000        223,719  

Pacific Gas & Electric Co.

     

3.50%, 06/15/2025 (G)

     20,000        20,000  

4.25%, 08/01/2023 (B) (G)

     300,000        309,000  

Pennsylvania Electric Co.

     

3.60%, 06/01/2029 (B)

     600,000        636,994  

Perusahaan Listrik Negara PT

     

4.88%, 07/17/2049 (B) (E)

     300,000        325,836  

Southern California Edison Co.

     

3.90%, 03/15/2043

     100,000        104,990  

4.00%, 04/01/2047

     600,000        643,454  

4.05%, 03/15/2042

     100,000        106,327  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    3

 

      


Transamerica PIMCO Tactical – Conservative VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Electric Utilities (continued)  

Southwestern Electric Power Co.

     

6.20%, 03/15/2040

     $   600,000        $   807,395  

SP Group Treasury Pte, Ltd.

     

3.38%, 02/27/2029 (B)

     250,000        269,427  
     

 

 

 
        8,275,097  
     

 

 

 
Electronic Equipment, Instruments & Components - 0.1%  

Arrow Electronics, Inc.

     

3.25%, 09/08/2024

     300,000        304,941  
     

 

 

 
Energy Equipment & Services - 0.4%  

Energy Transfer Partners, LP / Regency Energy Finance Corp.

     

5.88%, 03/01/2022

     850,000        909,087  

Odebrecht Drilling Norbe VIII / IX, Ltd.

     

6.35%, 12/01/2021 (C)

     136,562        135,197  
     

 

 

 
        1,044,284  
     

 

 

 
Entertainment - 0.1%  

Walt Disney Co.

     

2.00%, 09/01/2029

     300,000        292,185  
     

 

 

 
Equity Real Estate Investment Trusts - 3.2%  

Alexandria Real Estate Equities, Inc.

     

3.95%, 01/15/2027

     100,000        107,061  

4.30%, 01/15/2026

     1,090,000        1,188,569  

4.50%, 07/30/2029

     200,000        226,182  

American Tower Corp.

     

3.38%, 10/15/2026

     600,000        623,994  

4.00%, 06/01/2025

     300,000        320,649  

4.40%, 02/15/2026

     670,000        734,300  

Brixmor Operating Partnership, LP

     

3-Month LIBOR + 1.05%,
3.30% (A), 02/01/2022

     600,000        598,312  

Crown Castle International Corp.

     

4.45%, 02/15/2026

     200,000        219,014  

5.25%, 01/15/2023

     900,000        979,892  

Essex Portfolio, LP

     

4.00%, 03/01/2029

     500,000        545,998  

Federal Realty Investment Trust

     

3.63%, 08/01/2046

     150,000        154,342  

Kilroy Realty, LP

     

4.38%, 10/01/2025

     590,000        634,975  

Mid-America Apartments, LP

     

4.00%, 11/15/2025

     580,000        621,491  

National Retail Properties, Inc.

     

4.80%, 10/15/2048

     500,000        603,775  

Sabra Health Care, LP / Sabra Capital Corp.

     

4.80%, 06/01/2024

     400,000        422,084  

VEREIT Operating Partnership, LP

     

4.63%, 11/01/2025

     500,000        545,808  

Welltower, Inc.

     

4.95%, 09/01/2048

     300,000        360,898  

WP Carey, Inc.

     

4.60%, 04/01/2024

     400,000        427,875  
     

 

 

 
        9,315,219  
     

 

 

 
Food Products - 0.2%  

Kraft Heinz Foods Co.

     

4.38%, 06/01/2046

     300,000        286,422  

4.88%, 02/15/2025 (B)

     342,000        352,081  
     

 

 

 
        638,503  
     

 

 

 
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Gas Utilities - 0.6%  

Piedmont Natural Gas Co., Inc.

     

3.50%, 06/01/2029

     $   1,000,000        $   1,068,356  

Southern California Gas Co.

     

4.13%, 06/01/2048

     500,000        578,634  
     

 

 

 
        1,646,990  
     

 

 

 
Health Care Equipment & Supplies - 0.8%  

Boston Scientific Corp.

     

3.38%, 05/15/2022

     650,000        668,444  

Zimmer Biomet Holdings, Inc.

     

2.70%, 04/01/2020

     1,620,000        1,622,765  

3.15%, 04/01/2022

     30,000        30,579  

3.55%, 04/01/2025

     30,000        31,497  
     

 

 

 
        2,353,285  
     

 

 

 
Health Care Providers & Services - 0.8%  

AHS Hospital Corp.

     

5.02%, 07/01/2045

     400,000        530,949  

Anthem, Inc.

     

2.38%, 01/15/2025

     300,000        298,868  

CHRISTUS Health

     

4.34%, 07/01/2028

     300,000        339,467  

CVS Health Corp.

     

5.05%, 03/25/2048

     500,000        567,464  

Hackensack Meridian Health, Inc.

     

4.50%, 07/01/2057

     200,000        247,754  

Northwell Healthcare, Inc.

     

3.98%, 11/01/2046

     400,000        437,901  
     

 

 

 
        2,422,403  
     

 

 

 
Hotels, Restaurants & Leisure - 0.2%  

McDonald’s Corp.

     

3.80%, 04/01/2028, MTN

     400,000        438,382  
     

 

 

 
Industrial Conglomerates - 0.1%  

General Electric Co.

     

Fixed until 01/21/2021 (D),
5.00% (A)

     200,000        188,922  

5.55%, 01/05/2026, MTN

     100,000        113,089  
     

 

 

 
        302,011  
     

 

 

 
Insurance - 2.3%  

Berkshire Hathaway Finance Corp.

     

4.20%, 08/15/2048

     200,000        234,448  

First American Financial Corp.

     

4.60%, 11/15/2024

     20,000        21,365  

Great-West Lifeco Finance, LP

     

4.05%, 05/17/2028 (B)

     200,000        222,039  

Jackson National Life Global Funding

     

2.60%, 12/09/2020 (B)

     820,000        825,459  

MetLife, Inc.

     

4.05%, 03/01/2045

     20,000        22,360  

Metropolitan Life Global Funding I

     

2.00%, 04/14/2020 (B)

     150,000        149,957  

2.50%, 12/03/2020 (B)

     950,000        955,165  

New York Life Insurance Co.

     

4.45%, 05/15/2069 (B)

     100,000        117,471  

Pacific Life Insurance Co.

     

Fixed until 10/24/2047,
4.30% (A), 10/24/2067 (B)

     1,000,000        1,057,930  

Pricoa Global Funding I

     

2.55%, 11/24/2020 (B)

     830,000        834,873  

Principal Life Global Funding II

     

2.20%, 04/08/2020 (B)

     600,000        600,706  

3.00%, 04/18/2026 (B)

     300,000        309,760  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    4

 

      


Transamerica PIMCO Tactical – Conservative VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Insurance (continued)  

Reinsurance Group of America, Inc.

     

3.90%, 05/15/2029

     $   100,000        $   106,401  

RenaissanceRe Holdings, Ltd.

     

3.60%, 04/15/2029

     300,000        317,900  

Teachers Insurance & Annuity Association of America

     

4.27%, 05/15/2047 (B)

     800,000        907,209  

Travelers Cos., Inc.

     

3.75%, 05/15/2046

     100,000        109,994  
     

 

 

 
        6,793,037  
     

 

 

 
Interactive Media & Services - 0.4%  

Tencent Holdings, Ltd.

     

3-Month LIBOR + 0.91%,
3.25% (A), 04/11/2024 (B)

     400,000        400,209  

3.98%, 04/11/2029 (B)

     600,000        642,005  
     

 

 

 
        1,042,214  
     

 

 

 
Machinery - 0.2%  

Wabtec Corp.

     

4.40%, 03/15/2024

     600,000        639,017  
     

 

 

 
Marine - 0.1%  

AP Moller - Maersk A/S

     

3.88%, 09/28/2025 (B)

     300,000        307,266  
     

 

 

 
Media - 0.8%  

CCO Holdings LLC / CCO Holdings Capital Corp.

     

4.75%, 03/01/2030 (B) (H)

     700,000        710,647  

Charter Communications Operating LLC / Charter Communications Operating Capital

     

4.20%, 03/15/2028

     500,000        525,831  

Comcast Corp.

     

4.40%, 08/15/2035

     20,000        23,296  

4.75%, 03/01/2044

     500,000        607,060  

Discovery Communications LLC

     

5.00%, 09/20/2037

     300,000        322,501  

Sky, Ltd.

     

3.13%, 11/26/2022 (B)

     80,000        82,595  
     

 

 

 
        2,271,930  
     

 

 

 
Multi-Utilities - 0.5%  

CenterPoint Energy, Inc.

     

Fixed until 09/01/2023 (D),
6.13% (A)

     400,000        421,000  

DTE Electric Co.

     

3.70%, 06/01/2046

     1,000,000        1,073,823  
     

 

 

 
        1,494,823  
     

 

 

 
Oil, Gas & Consumable Fuels - 2.1%  

Antero Midstream Partners, LP / Antero Midstream Finance Corp.

     

5.75%, 03/01/2027 (B)

     400,000        333,500  

APT Pipelines, Ltd.

     

4.25%, 07/15/2027 (B)

     300,000        322,568  

BP Capital Markets America, Inc.

     

3.79%, 02/06/2024

     200,000        212,554  

Concho Resources, Inc.

     

3.75%, 10/01/2027

     300,000        311,808  

Dolphin Energy, Ltd. LLC

     

5.50%, 12/15/2021 (C)

     400,000        424,492  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Oil, Gas & Consumable Fuels (continued)  

Energy Transfer Operating, LP

     

4.05%, 03/15/2025

     $   200,000        $   209,265  

4.75%, 01/15/2026

     40,000        43,366  

7.50%, 07/01/2038

     100,000        128,392  

Eni SpA

     

4.75%, 09/12/2028 (B)

     200,000        226,915  

ONEOK, Inc.

     

4.35%, 03/15/2029

     700,000        748,821  

Petroleos Mexicanos

     

6.84%, 01/23/2030 (B)

     200,000        207,180  

Rockies Express Pipeline LLC

     

4.95%, 07/15/2029 (B)

     100,000        99,518  

Sabine Pass Liquefaction LLC

     

5.75%, 05/15/2024

     1,000,000        1,114,612  

Sinopec Group Overseas Development, Ltd.

     

4.13%, 09/12/2025 (B)

     500,000        539,377  

Valero Energy Corp.

     

4.00%, 04/01/2029

     500,000        531,751  

Woodside Finance, Ltd.

     

3.65%, 03/05/2025 (B)

     20,000        20,613  

3.70%, 03/15/2028 (B)

     500,000        513,255  
     

 

 

 
        5,987,987  
     

 

 

 
Pharmaceuticals - 0.8%  

Baxalta, Inc.

     

3.60%, 06/23/2022

     6,000        6,157  

Bayer Finance II LLC

     

4.63%, 06/25/2038 (B)

     1,000,000        1,081,869  

Bristol-Myers Squibb Co.

     

3.20%, 06/15/2026 (B)

     600,000        629,469  

Shire Acquisitions Investments Ireland DAC

     

3.20%, 09/23/2026

     300,000        309,539  

Zoetis, Inc.

     

3.90%, 08/20/2028

     400,000        437,684  
     

 

 

 
        2,464,718  
     

 

 

 
Professional Services - 0.1%  

IHS Markit, Ltd.

     

4.75%, 08/01/2028

     300,000        333,450  
     

 

 

 
Road & Rail - 0.4%  

Fortress Transportation & Infrastructure Investors LLC

     

6.50%, 10/01/2025 (B)

     400,000        411,000  

Kansas City Southern

     

4.95%, 08/15/2045

     500,000        600,729  

Union Pacific Corp.

     

4.10%, 09/15/2067

     200,000        210,530  
     

 

 

 
        1,222,259  
     

 

 

 
Semiconductors & Semiconductor Equipment - 0.4%  

Broadcom, Inc.

     

3.13%, 04/15/2021 (B)

     600,000        605,755  

Micron Technology, Inc.

     

4.19%, 02/15/2027

     400,000        411,555  
     

 

 

 
        1,017,310  
     

 

 

 
Software - 0.3%  

Microsoft Corp.

     

4.10%, 02/06/2037

     500,000        592,994  

Oracle Corp.

     

2.95%, 05/15/2025

     290,000        300,866  
     

 

 

 
        893,860  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    5

 

      


Transamerica PIMCO Tactical – Conservative VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Specialty Retail - 0.1%  

QVC, Inc.

     

4.45%, 02/15/2025

     $   100,000        $   103,758  

4.85%, 04/01/2024

     100,000        105,542  
     

 

 

 
        209,300  
     

 

 

 
Technology Hardware, Storage & Peripherals - 0.6%  

Apple, Inc.

     

2.90%, 09/12/2027

     300,000        312,345  

3.35%, 02/09/2027

     300,000        320,737  

4.65%, 02/23/2046

     200,000        251,480  

Dell International LLC / EMC Corp.

     

5.30%, 10/01/2029 (B)

     200,000        218,051  

8.10%, 07/15/2036 (B)

     600,000        765,336  
     

 

 

 
        1,867,949  
     

 

 

 
Tobacco - 0.1%  

BAT Capital Corp.

     

4.39%, 08/15/2037

     400,000        387,576  
     

 

 

 
Trading Companies & Distributors - 0.1%  

BOC Aviation, Ltd.

     

3.50%, 10/10/2024 (B)

     200,000        205,216  
     

 

 

 
Transportation Infrastructure - 0.1%  

Sydney Airport Finance Co. Pty, Ltd.

     

3.38%, 04/30/2025 (B)

     20,000        20,589  

3.90%, 03/22/2023 (B)

     200,000        209,511  
     

 

 

 
        230,100  
     

 

 

 
Water Utilities - 0.0% (I)  

American Water Capital Corp.

     

3.40%, 03/01/2025

     20,000        20,998  
     

 

 

 
Wireless Telecommunication Services - 0.3%  

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC

     

4.74%, 09/20/2029 (B)

     400,000        425,204  

5.15%, 09/20/2029 (B)

     400,000        434,000  
     

 

 

 
        859,204  
     

 

 

 

Total Corporate Debt Securities
(Cost $98,965,822)

        103,759,228  
  

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 3.5%  
Canada - 0.3%  

Province of Quebec

     

2.50%, 04/20/2026

     900,000        933,318  
     

 

 

 
Indonesia - 0.3%  

Indonesia Government International Bond

     

4.45%, 02/11/2024

     800,000        856,838  
     

 

 

 
Japan - 1.1%  

Japan Finance Organization for Municipalities

     

2.13%, 04/13/2021 - 10/25/2023 (B)

     1,800,000        1,808,445  

Tokyo Metropolitan Government

     

2.00%, 05/17/2021 (B)

     1,500,000        1,495,755  
     

 

 

 
        3,304,200  
     

 

 

 
Kuwait - 0.2%  

Kuwait International Government Bond

     

3.50%, 03/20/2027 (B)

     500,000        538,630  
     

 

 

 
     Principal      Value  
FOREIGN GOVERNMENT OBLIGATIONS (continued)  
Peru - 0.2%  

Peru Government International Bond

     

5.94%, 02/12/2029 (B)

     PEN  1,200,000        $   403,576  

8.20%, 08/12/2026 (B)

     600,000        225,918  
     

 

 

 
        629,494  
     

 

 

 
Qatar - 1.1%  

Qatar Government International Bond

     

2.38%, 06/02/2021 (C)

     $  2,800,000        2,803,500  

4.50%, 01/20/2022 (C)

     200,000        210,232  
     

 

 

 
        3,013,732  
     

 

 

 
Republic of South Africa - 0.1%  

Republic of South Africa Government International Bond

     

4.85%, 09/30/2029

     300,000        298,845  
     

 

 

 
United Arab Emirates - 0.2%  

Abu Dhabi Government International Bond

     

3.13%, 10/11/2027 (B)

     500,000        524,996  
     

 

 

 

Total Foreign Government Obligations
(Cost $9,849,105)

        10,100,053  
  

 

 

 
LOAN ASSIGNMENT - 0.3%  
Capital Markets - 0.3%  

Zephyrus Capital Aviation Partners LLC

     

Term Loan,

     

TBD, 10/15/2038 (J) (K) (L)

     810,000        798,000  
     

 

 

 

Total Loan Assignment
(Cost $798,408)

        798,000  
  

 

 

 
MORTGAGE-BACKED SECURITIES - 4.0%  

Aggregator of Loans Backed by Assets PLC

     

Series 2015-1, Class A,

     

1-Month GBP LIBOR + 1.25%,
1.96% (A), 04/24/2049 (C)

     GBP  200,489        247,029  

BAMLL Commercial Mortgage Securities Trust

     

Series 2019-RLJ, Class A,

     

1-Month LIBOR + 1.05%,
3.08% (A), 04/15/2036 (B)

     $  500,000        499,999  

Banc of America Mortgage Trust

     

Series 2004-D, Class 2A2,

     

4.84% (A), 05/25/2034

     10,247        10,374  

Bear Stearns Alt-A Trust

     

Series 2005-5, Class 1A1,

     

1-Month LIBOR + 0.44%,
2.46% (A), 07/25/2035

     8,298        8,311  

BX Trust

     

Series 2017-APPL, Class A,

     

1-Month LIBOR + 0.88%,
2.91% (A), 07/15/2034 (B)

     1,528,272        1,527,305  

CHL Mortgage Pass-Through Trust

     

Series 2004-J3, Class A7,

     

5.50%, 05/25/2034

     145,411        148,969  

COMM Mortgage Trust

     

Series 2018-HOME, Class A,

     

3.94% (A), 04/10/2033 (B)

     400,000        438,400  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    6

 

      


Transamerica PIMCO Tactical – Conservative VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

Credit Suisse Mortgage Capital Certificates

     

Series 2019-RPL4, Class A1,

     

3.83%, 08/26/2058 (B)

     $   291,237        $   294,565  

DBGS Mortgage Trust

     

Series 2019-1735, Class A,

     

3.84%, 04/10/2037 (B)

     200,000        219,940  

DBUBS Mortgage Trust

     

Series 2017-BRBK, Class A,

     

3.45%, 10/10/2034 (B)

     1,000,000        1,050,635  

Eurosail PLC

     

Series 2006-4X, Class A3C,

     

3-Month GBP LIBOR + 0.16%,
0.93% (A), 12/10/2044 (C)

     GBP  103,618        125,462  

HarborView Mortgage Loan Trust

     

Series 2005-4, Class 3A1,

     

4.39% (A), 07/19/2035

     $  67,814        64,165  

Independence Plaza Trust

     

Series 2018-INDP, Class A,

     

3.76%, 07/10/2035 (B)

     600,000        639,724  

La Hipotecaria El Salvadorian Mortgage Trust

     

Series 2016-1A, Class A,

     

3.36%, 01/15/2046 (B) (K)

     540,680        566,351  

Merrill Lynch Mortgage Investors Trust

     

Series 2003-B, Class A1,

     

1-Month LIBOR + 0.68%,
2.70% (A), 04/25/2028

     191,235        189,808  

Morgan Stanley Bank of America Merrill Lynch Trust

     

Series 2015-C25, Class A4,

     

3.37%, 10/15/2048

     900,000        953,471  

Morgan Stanley Bank of America Merrill Lynch Trust, Interest Only STRIPS

     

Series 2013-C8, Class XA,

     

1.12% (A), 12/15/2048

     1,635,307        42,089  

MortgageIT Trust

     

Series 2005-2, Class 1A1,

     

1-Month LIBOR + 0.52%,
2.54% (A), 05/25/2035

     43,826        44,460  

Natixis Commercial Mortgage Securities Trust

     

Series 2019-10K, Class A,

     

3.62%, 05/15/2039 (B)

     700,000        759,920  

Southern Pacific Financing PLC

     

Series 2005-B, Class A,

     

3-Month GBP LIBOR + 0.18%,
0.95% (A), 06/10/2043 (C)

     GBP 87,049        106,369  

Towd Point Mortgage Funding PLC

     

Series 2019-GR4A, Class A1,

     

3-Month GBP LIBOR + 1.03%,
1.80% (A), 10/20/2051 (B)

     1,132,538        1,393,037  

Uropa Securities PLC

     

Series 2008-1, Class A,

     

3-Month GBP LIBOR + 0.20%,
0.97% (A), 06/10/2059 (C)

     375,765        443,092  

Series 2008-1, Class B,

     

3-Month GBP LIBOR + 0.75%,
1.52% (A), 06/10/2059 (C)

     76,668        87,692  

Series 2008-1, Class M1,

     

3-Month GBP LIBOR + 0.35%,
1.12% (A), 06/10/2059 (C)

     91,715        106,376  

Series 2008-1, Class M2,

     

3-Month GBP LIBOR + 0.55%,
1.32% (A), 06/10/2059 (C)

     71,653        82,940  
     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

WaMu Mortgage Pass-Through Certificates Trust

     

Series 2006-AR9, Class 2A,

     

1-COFI + 1.50%,
2.66% (A), 08/25/2046

     $  502,965        $   491,971  

Worldwide Plaza Trust

     

Series 2017-WWP, Class A,

     

3.53%, 11/10/2036 (B)

     900,000        969,698  
     

 

 

 

Total Mortgage-Backed Securities
(Cost $11,460,565)

 

     11,512,152  
     

 

 

 
MUNICIPAL GOVERNMENT OBLIGATIONS - 0.8%  
California - 0.3%  

Bay Area Toll Authority, Revenue Bonds,

     

Series S1,

     

6.92%, 04/01/2040

     200,000        302,734  

Los Angeles Community College District, General Obligation Unlimited,

     

6.60%, 08/01/2042

     200,000        320,772  

State of California, General Obligation Unlimited,

     

7.35%, 11/01/2039

     300,000        471,330  
     

 

 

 
        1,094,836  
     

 

 

 
Florida - 0.1%  

County of Miami-Dade Aviation Revenue, Revenue Bonds,

     

Series C,

     

3.86%, 10/01/2029

     200,000        220,222  
     

 

 

 
Maryland - 0.1%  

County of Baltimore, General Obligation Unlimited,

     

3.30%, 07/01/2046

     200,000        215,572  
     

 

 

 
Michigan - 0.1%  

Michigan Tobacco Settlement Finance Authority, Revenue Bonds,

     

Series A,

     

7.31%, 06/01/2034

     225,000        227,903  
     

 

 

 
New York - 0.1%  

Port Authority of New York & New Jersey, Revenue Bonds,

     

4.46%, 10/01/2062

     400,000        508,572  
     

 

 

 
Utah - 0.0% (I)  

Utah State Board of Regents, Revenue Bonds,

     

Series 1,

     

1-Month LIBOR + 0.75%,
2.77% (A), 12/26/2031

     28,504        28,538  
     

 

 

 
West Virginia - 0.1%  

Tobacco Settlement Finance Authority, Revenue Bonds,

     

Series A,

     

7.47%, 06/01/2047

     185,000        191,432  
     

 

 

 

Total Municipal Government Obligations
(Cost $2,162,100)

 

     2,487,075  
     

 

 

 
U.S. GOVERNMENT AGENCY OBLIGATIONS - 15.7%  

Federal Home Loan Mortgage Corp.

     

4.50%, 08/01/2048

     1,181,698        1,259,753  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    7

 

      


Transamerica PIMCO Tactical – Conservative VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates

     

1-Month LIBOR + 0.67%,
2.76% (A), 02/25/2023

     $   110,761        $   110,691  

3.34% (A), 04/25/2028

     1,000,000        1,076,947  

Federal Home Loan Mortgage Corp. REMIC

     

1-Month LIBOR + 0.40%,
2.43% (A), 02/15/2041 - 09/15/2045

     306,069        305,256  

1-Month LIBOR + 0.35%,
2.86% (A), 01/15/2038

     644,219        639,102  

Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS

     

2.17% (A), 01/15/2038

     644,219        44,618  

Federal Home Loan Mortgage Corp., Interest Only STRIPS

     

1-Month LIBOR + 5.89%,
3.86% (A), 09/15/2043

     902,947        163,414  

Federal National Mortgage Association

     

2.50%, TBA (H)

     200,000        198,758  

3.00%, TBA (H)

     3,900,000        3,953,484  

3.50%, 06/01/2045

     261,921        272,827  

3.50%, TBA (H)

     20,900,000        21,440,846  

3.70%, 09/01/2034

     458,264        516,132  

4.00%, 09/01/2048 - 10/01/2048

     418,458        435,368  

4.00%, TBA (H)

     4,800,000        4,984,121  

4.50%, TBA (H)

     3,900,000        4,108,961  

5.50%, TBA (H)

     500,000        541,231  

Federal National Mortgage Association REMIC

     

1-Month LIBOR + 0.55%,
2.57% (A), 02/25/2041

     265,234        266,644  

Federal National Mortgage Association REMIC, Interest Only STRIPS

     

3.00%, 03/25/2028

     448,907        35,235  

Government National Mortgage Association

     

1-Month LIBOR + 0.80%,
3.03% (A), 06/20/2066

     780,691        786,063  

1-Month LIBOR + 0.80%,
3.31% (A), 05/20/2066

     1,341,890        1,350,987  

3.50%, TBA (H)

     3,200,000        3,313,438  
     

 

 

 

Total U.S. Government Agency Obligations
(Cost $45,630,345)

 

     45,803,876  
     

 

 

 
U.S. GOVERNMENT OBLIGATIONS - 39.0%  
U.S. Treasury - 35.8%  

U.S. Treasury Bond

     

3.00%, 02/15/2048 - 02/15/2049 (M)

     3,380,000        4,017,038  

3.13%, 11/15/2041

     3,220,000        3,836,957  

3.13%, 02/15/2042 - 05/15/2048 (M)

     15,780,000        18,928,128  

3.38%, 05/15/2044

     2,660,000        3,313,259  

4.25%, 05/15/2039 - 11/15/2040 (M)

     8,520,000        11,788,369  

4.38%, 05/15/2040 - 05/15/2041 (M)

     2,360,000        3,335,293  

4.50%, 08/15/2039 (M)

     16,630,000        23,651,628  

6.25%, 05/15/2030

     270,000        389,464  

U.S. Treasury Bond, Principal Only STRIPS

     

Zero Coupon, 08/15/2044

     300,000        175,793  

U.S. Treasury Note

     

1.88%, 03/31/2022 - 07/31/2022 (M)

     25,500,000        25,673,207  

2.00%, 12/31/2021 (M) (N)

     2,200,000        2,217,875  

2.00%, 11/30/2022

     103,000        104,295  

2.00%, 11/15/2026 (M)

     1,875,000        1,922,827  

2.13%, 05/15/2025

     1,150,000        1,182,523  

2.38%, 05/15/2029 (M)

     90,000        95,576  
     Principal      Value  
U.S. GOVERNMENT OBLIGATIONS (continued)  
U.S. Treasury (continued)  

U.S. Treasury Note (continued)

     

2.75%, 04/30/2023 (M) (N)

     $   900,000        $   936,527  

2.75%, 05/31/2023 (M)

     1,600,000        1,666,500  

2.88%, 05/15/2049

     50,000        58,314  

3.00%, 09/30/2025 - 10/31/2025

     770,000        831,435  
     

 

 

 
        104,125,008  
     

 

 

 
U.S. Treasury Inflation-Protected Securities - 3.2%  

U.S. Treasury Inflation-Indexed Bond

     

0.88%, 01/15/2029

     690,921        732,751  

1.00%, 02/15/2046 - 02/15/2048 (M)

     1,919,320        2,129,612  

U.S. Treasury Inflation-Indexed Note

     

0.13%, 04/15/2022

     421,976        417,541  

0.50%, 01/15/2028 (M)

     4,045,989        4,135,667  

0.75%, 07/15/2028 (M)

     1,655,753        1,737,127  
     

 

 

 
        9,152,698  
     

 

 

 

Total U.S. Government Obligations
(Cost $104,336,968)

 

     113,277,706  
     

 

 

 
SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 0.1%  

U.S. Treasury Bill

     

1.87% (O), 11/07/2019

     295,000        294,442  

1.91% (O), 10/22/2019

     17,000        16,981  
     

 

 

 

Total Short-Term U.S. Government Obligations
(Cost $311,423)

 

     311,423  
     

 

 

 
     Shares      Value  
OTHER INVESTMENT COMPANY - 0.3%  
Securities Lending Collateral - 0.3%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (O)

     910,490        910,490  
     

 

 

 

Total Other Investment Company
(Cost $910,490)

 

     910,490  
     

 

 

 
     Principal      Value  
REPURCHASE AGREEMENTS - 33.5%  

BNP Paribas, 2.25% (O), dated 09/30/2019, to be repurchased at $88,505,531 on 10/01/2019. Collateralized by a U.S. Government Obligation, 2.13%, due 12/31/2022, and with a value of $90,368,286.

     $  88,500,000        88,500,000  

Fixed Income Clearing Corp., 1.05% (O), dated 09/30/2019, to be repurchased at $4,255,703 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $4,344,636.

     4,255,578        4,255,578  

RBC Capital Markets LLC, 2.25% (O), dated 09/30/2019, to be repurchased at $4,600,288 on 10/01/2019. Collateralized by a U.S. Government Obligation, 2.38%, due 04/30/2026, and with a value of $4,704,560.

     4,600,000        4,600,000  
     

 

 

 

Total Repurchase Agreements
(Cost $97,355,578)

 

     97,355,578  
     

 

 

 

Total Investments Excluding Purchased Options
(Cost $384,166,005)

 

       398,802,965  
     

 

 

 

Total Purchased Options - 0.7%
(Cost $2,217,353)

        1,910,983  

Total Investments
(Cost $386,383,358)

        400,713,948  

Net Other Assets (Liabilities) - (37.8)%

        (109,964,757
     

 

 

 

Net Assets - 100.0%

        $  290,749,191  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    8

 

      


Transamerica PIMCO Tactical – Conservative VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Value     Value Including
Accrued Interest
 
REVERSE REPURCHASE AGREEMENTS - (27.2)%  

Bank of Nova Scotia, 2.29% (O), dated 08/01/2019, to be repurchased at $(9,892,776) on 10/02/2019. Collateralized by U.S. Government Obligations, 3.00% - 4.50%, due 08/15/2039 - 05/15/2048 and with a total value of $(10,333,701).

     $  (9,853,913     $  (9,892,149

Bank of Nova Scotia, 2.31% (O), dated 08/02/2019, to be repurchased at $(4,179,060) on 10/03/2019. Collateralized by U.S. Government Obligations, 3.00% - 3.13%, due 11/15/2041 - 05/15/2047, and with a total value of $(3,657,997).

     (4,162,500     (4,178,526

RBS Securities, Inc., 2.28% (O), dated 08/20/2019, to be repurchased at $(2,613,421) on 10/07/2019. Collateralized by a U.S. Government Obligation, 4.38%, due 05/15/2041, and with a value of $(2,574,636).

     (2,605,500     (2,612,431

RBS Securities, Inc., 2.50% (O), dated 09/26/2019, to be repurchased at $(12,227,241) on 10/03/2019. Collateralized by a U.S. Government Obligation, 3.13%, due 08/15/2044, and with a value of $(12,348,942).

       (12,221,300       (12,225,544
     Value     Value Including
Accrued Interest
 
REVERSE REPURCHASE AGREEMENTS (continued)  

Royal Bank of Canada, 2.28% (O), dated 08/13/2019, to be repurchased at $(13,872,644) on 10/11/2019. Collateralized by U.S. Government Obligation, 1.88%, due 03/31/2022, and with a value of $(13,695,525).

     $   (13,821,000     $   (13,863,891

Wood Gundy, Inc., 2.26% (O), dated 08/16/2019, to be repurchased at $(33,707,451) on 10/16/2019. Collateralized by U.S. Government Obligations, 3.38% - 4.50%, due 05/15/2039 - 05/15/2044, and Cash with a total value of $(33,650,457).

     (33,578,863     (33,675,831

Wood Gundy, Inc., 2.33% (O), dated 09/25/2019, to be repurchased at $(2,840,888) on 10/08/2019. Collateralized by a U.S. Government Obligation, 1.88%, due 04/30/2022, and Cash with a total value of $(2,894,470).

     (2,838,500     (2,839,602
    

 

 

 

Total Reverse Repurchase Agreements

 

    $  (79,287,974
    

 

 

 
 

 

EXCHANGE-TRADED OPTIONS PURCHASED:

 

 

Description

   Exercise
Price
   Expiration
Date
   Notional
Amount
   Number of
Contracts
   Premiums
Paid
   Value

Put - 5-Year U.S. Treasury Note Futures

       USD        109.25        11/22/2019        USD        9,532,000        80      $     688      $     80

Put - 10-Year U.S. Treasury Note Futures

       USD        114.50        11/22/2019        USD        3,648,680        28        241        28

Put - 10-Year U.S. Treasury Note Futures

       USD        115.00        11/22/2019        USD        13,031,000        100        860        100

Put - S&P 500® Index

       USD        2,500.00        06/19/2020        USD        108,651,010        365        2,215,564        1,910,775
                                  

 

 

      

 

 

 

Total

                                   $     2,217,353      $     1,910,983
                                  

 

 

      

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    9         


Transamerica PIMCO Tactical – Conservative VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

CENTRALLY CLEARED SWAP AGREEMENTS:

 

Credit Default Swap Agreements on Credit Indices – Sell Protection (P)

 

 

Reference Obligation

   Fixed Rate
Receivable
  Payment
Frequency
   Maturity
Date
   Notional
Amount (Q)
   Value (R)   Premiums
Paid
(Received)
  Net Unrealized
Appreciation
(Depreciation)

MSCI Emerging Markets Index - Series 31

       1.00 %       Quarterly        06/20/2024        USD        400,000      $ (18,059 )     $ (15,679 )     $ (2,380 )

North America Investment Grade Index - Series 31

       1.00       Quarterly        12/20/2023        USD        13,500,000        (301,139 )       (120,751 )       (180,388 )
                            

 

 

     

 

 

     

 

 

 

Total

                             $     (319,198 )     $     (136,430 )     $     (182,768 )
                            

 

 

     

 

 

     

 

 

 

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)

3-Month USD-LIBOR

       Pay        3.00 %       Semi-Annually/Quarterly        02/04/2023       USD       16,900,000     $     (525,134 )     $ —       $ (525,134 )

6-Month EUR-EURIBOR

       Receive        0.50       Semi-Annually/Annually        12/18/2029       EUR       3,100,000       219,191       57,131       162,060

6-Month JPY-LIBOR

       Pay        0.75       Semi-Annually        03/20/2038       JPY       290,000,000       (289,934 )       37,266       (327,200 )
                              

 

 

     

 

 

     

 

 

 

Total

                           $     (595,877 )     $     94,397     $     (690,274 )
                              

 

 

     

 

 

     

 

 

 

OVER-THE-COUNTER SWAP AGREEMENTS:

 

Credit Default Swap Agreements on Corporate and Sovereign Issues – Sell Protection (P)

 

 

Reference Obligation

  Counterparty   Fixed Rate
Receivable
  Payment
Frequency
  Maturity
Date
  Implied Credit
Spread at
September 30, 2019 (S)
  Notional
Amount (Q)
  Value (R)   Premiums
Paid
(Received)
  Net Unrealized
Appreciation
(Depreciation)

Brazil Government International Bond,
4.25%, 01/07/2025

      HSBC       1.00 %       Quarterly       03/20/2020       0.44 %       USD       900,000     $     2,114     $     2,129     $     (15 )

Credit Default Swap Agreements on Credit Indices – Sell Protection (P)

 

 

Reference Obligation

   Counterparty    Fixed Rate
Receivable
  Payment
Frequency
   Maturity
Date
   Notional
Amount (Q)
   Value (R)    Premiums
Paid
(Received)
  Net Unrealized
Appreciation
(Depreciation)

North America CMBS Basket Index - Series AAA8

       GSI        0.50 %       Monthly        10/17/2057        USD        1,700,000      $ 21,899      $ (71,865 )     $ 93,764

North America CMBS Basket Index - Series AAA9

       GSI        0.50       Monthly        09/17/2058        USD        900,000        11,553        (52,553 )       64,106
                                 

 

 

      

 

 

     

 

 

 

Total

                                  $     33,452      $     (124,418 )     $     157,870
                                 

 

 

      

 

 

     

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    10         


Transamerica PIMCO Tactical – Conservative VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

OVER-THE-COUNTER SWAP AGREEMENTS (continued):

 

Total Return Swap Agreements (T)

 

 

Reference Entity

  Counterparty   Pay/
Receive
  Payment
Frequency
  Maturity
Date
  Notional
Amount
  Number of
Shares or Units
  Value   Premiums
Paid
(Received)
  Net Unrealized
Appreciation
(Depreciation)

iShares MSCI EAFE ETF

      JPM       Receive       Quarterly       05/13/2020       USD       436,167       77     $     19,419     $     —       $     19,419

iShares MSCI EAFE ETF

      CITI       Receive       Quarterly       05/20/2020       USD       13,572,171       2,354       369,342       —         369,342

iShares MSCI EAFE ETF

      GSI       Receive       Quarterly       06/17/2020       USD       708,917       119       (3,732 )       —         (3,732 )
                               

 

 

     

 

 

     

 

 

 

Total

                                $     385,029     $     —       $     385,029
                               

 

 

     

 

 

     

 

 

 

 

     Value

OTC Swap Agreements, at value (Assets)

     $     424,327

OTC Swap Agreements, at value (Liabilities)

     $     (3,732 )

FUTURES CONTRACTS:

 

Long Futures Contracts:

 

 

Description

   Number of
Contracts
   Expiration
Date
   Notional
Amount
   Value    Unrealized
Appreciation
   Unrealized
Depreciation

30-Day Federal Funds Futures

       56        10/31/2019      $ 22,897,216      $ 22,904,082      $ 6,866      $ —  

90-Day Eurodollar

       132        12/16/2019            32,323,731            32,353,200        29,469        —  

5-Year U.S. Treasury Note

       101        12/31/2019        12,071,204        12,033,992        —          (37,212 )

10-Year U.S. Treasury Note

       147        12/19/2019        19,388,121        19,155,938        —          (232,183 )

E-Mini Russell 2000® Index

       191        12/20/2019        14,680,279        14,563,750        —          (116,529 )

Euro-BTP Italy Government Bond

       40        12/06/2019        6,237,453        6,358,334        120,881        —  

OTC Call Options Exercise Price EUR 201.00 on German Euro Bund Futures

       27        11/22/2019        320        295        —          (25 )

S&P 500® E-Mini Index

       677        12/20/2019            100,889,993            100,822,225        —          (67,768 )
                        

 

 

      

 

 

 

Total

                         $     157,216      $     (453,717 )
                        

 

 

      

 

 

 

Short Futures Contracts:

 

 

Description

   Number of
Contracts
   Expiration
Date
   Notional
Amount
   Value    Unrealized
Appreciation
   Unrealized
Depreciation

2-Year U.S. Treasury Note

       (56 )        12/31/2019      $     (12,041,224 )      $     (12,068,000 )      $ —        $ (26,776 )

10-Year U.S. Treasury Ultra Note

       (66 )        12/19/2019        (9,561,645 )        (9,398,812 )        162,833        —  

30-Year U.S. Treasury Bond

       (158 )        12/19/2019        (25,961,061 )        (25,645,375 )        315,686        —  

Euro OAT

       (23 )        12/06/2019        (4,329,389 )        (4,269,477 )        59,912        —  

German Euro Bund

       (28 )        12/06/2019        (5,380,555 )        (5,317,868 )        62,687        —  

U.K. Gilt

       (71 )        12/27/2019        (11,652,026 )        (11,718,886 )        —          (66,860 )

U.S. Treasury Ultra Bond

       (39 )        12/19/2019        (7,749,026 )        (7,484,344 )        264,682        —  
                        

 

 

      

 

 

 

Total

                         $ 865,800      $ (93,636 )
                        

 

 

      

 

 

 

Total Futures Contracts

                         $     1,023,016      $     (547,353 )
                        

 

 

      

 

 

 

FORWARD FOREIGN CURRENCY CONTRACTS:

 

 

Counterparty

     Settlement Date      Currency
Purchased
     Currency
Sold
     Unrealized
Appreciation
     Unrealized
Depreciation
 

BNP

       10/02/2019      USD      41,975      EUR      38,000      $ 551      $ —    

BNP

       10/02/2019      EUR      456,000      USD      501,093        —          (4,000

BNP

       01/16/2020      MXN      15,151,000      USD      759,936        —          (4,949

BOA

       10/02/2019      GBP      2,476,000      USD      3,050,852        —          (6,233

BOA

       11/04/2019      USD      3,054,975      GBP      2,476,000        6,110        —    

CITI

       10/02/2019      USD      3,331,565      GBP      2,730,000        —              (25,386

CITI

       10/02/2019      GBP      163,000      USD      201,775        —          (1,342

CITI

       10/02/2019      EUR      89,000      USD      98,432        —          (1,411

CITI

       10/15/2019      COP      581,278,500      USD      181,662        —          (14,746

CITI

       11/12/2019      USD      631,731      PEN      2,139,800        —          (2,073

CITI

       11/15/2019      USD      92,697      JPY      9,800,000        1,781        —    

CITI

       11/15/2019      JPY      106,800,000      USD      1,010,699        —          (19,902

CITI

       11/18/2019      USD      394,000      PEN      1,314,384        4,787        —    

GSB

       10/02/2019      EUR      108,000      USD      119,516        —          (1,783

HSBC

       10/15/2019      USD      166,651      COP      581,278,500        —          (265

HSBC

       11/15/2019      JPY      193,200,000      USD      1,848,741        —          (56,401

HSBC

       01/15/2020      COP      581,278,500      USD      165,866        294        —    

SCB

       11/15/2019      RUB      56,072,759      USD      854,085            5,170        —    

SCB

       12/18/2019      INR      14,061,960      USD      193,462        3,288        —    

SCB

       12/18/2019      IDR      2,942,280,000      USD      202,469        3,055        —    
                   

 

 

    

 

 

 
Total               $     25,036      $     (138,491
             

 

 

    

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    11         


Transamerica PIMCO Tactical – Conservative VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (U)

 

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

ASSETS

 

Investments

 

Asset-Backed Securities

   $ —       $ 12,087,384     $ —        $ 12,087,384  

Certificate of Deposit

     —         400,000       —          400,000  

Corporate Debt Securities

     —         103,759,228       —          103,759,228  

Foreign Government Obligations

     —         10,100,053       —          10,100,053  

Loan Assignment

     —         —         798,000        798,000  

Mortgage-Backed Securities

     —         11,512,152       —          11,512,152  

Municipal Government Obligations

     —         2,487,075       —          2,487,075  

U.S. Government Agency Obligations

     —         45,803,876       —          45,803,876  

U.S. Government Obligations

     —         113,277,706       —          113,277,706  

Short-Term U.S. Government Obligations

     —         311,423       —          311,423  

Other Investment Company

     910,490       —         —          910,490  

Repurchase Agreements

     —         97,355,578       —          97,355,578  

Exchange-Traded Options Purchased

     1,910,983       —         —          1,910,983  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total Investments

   $ 2,821,473     $ 397,094,475     $     798,000      $     400,713,948  
  

 

 

   

 

 

   

 

 

    

 

 

 

Other Financial Instruments

 

Centrally Cleared Interest Rate Swap Agreements

   $ —       $ 219,191     $ —        $ 219,191  

Over-the-Counter Credit Default Swap Agreements

     —         35,566       —          35,566  

Over-the-Counter Total Return Swap Agreements

     —         388,761       —          388,761  

Futures Contracts (W)

     1,023,016       —         —          1,023,016  

Forward Foreign Currency Contracts (W)

     —         25,036       —          25,036  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total Other Financial Instruments

   $     1,023,016     $ 668,554     $ —        $ 1,691,570  
  

 

 

   

 

 

   

 

 

    

 

 

 

LIABILITIES

 

Other Financial Instruments

 

Reverse Repurchase Agreements

   $ —       $ (79,287,974   $ —        $ (79,287,974

Centrally Cleared Credit Default Swap Agreements

     —         (319,198     —          (319,198

Centrally Cleared Interest Rate Swap Agreements

     —         (815,068     —          (815,068

Over-the-Counter Total Return Swap Agreements

     —         (3,732     —          (3,732

Futures Contracts (W)

     (547,353     —         —          (547,353

Forward Foreign Currency Contracts (W)

     —         (138,491     —          (138,491
  

 

 

   

 

 

   

 

 

    

 

 

 

Total Other Financial Instruments

   $ (547,353   $     (80,564,463   $ —        $ (81,111,816
  

 

 

   

 

 

   

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)

     Floating or variable rate securities. The rates disclosed are as of September 30, 2019. 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.
(B)      Securities are registered pursuant to Rule 144A of the Securities Act of 1933. Unless otherwise indicated, the securities are deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2019, the total value of 144A securities is $56,390,120, representing 19.4% of the Portfolio’s net assets.
(C)      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 September 30, 2019, the total value of Regulation S securities is $5,832,640, representing 2.0% of the Portfolio’s net assets.
(D)      Perpetual maturity. The date displayed is the next call date.
(E)      All or a portion of the securities are on loan. The total value of all securities on loan is $891,463. 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.
(F)      Step bond. Coupon rate changes in increments to maturity. The rate disclosed is as of September 30, 2019; the maturity date disclosed is the ultimate maturity date.
(G)      Securities in default; partial receipt of interest payments and/or dividends declared at last payment date. At September 30, 2019, the total value of such securities is $329,000, representing 0.1% of the Portfolio’s net assets.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    12         


Transamerica PIMCO Tactical – Conservative VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS (continued):

 

(H)      When-issued, delayed-delivery and/or forward commitment (including TBAs) securities. Securities to be settled and delivered after September 30, 2019. Securities may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement.
(I)      Percentage rounds to less than 0.1% or (0.1)%.
(J)      All or a portion of the security represents an unsettled loan commitment at September 30, 2019 where the rate will be determined at time of settlement.
(K)      Fair valued as determined in good faith in accordance with procedures established by the Board. At September 30, 2019, the total value of securities is $1,364,351, representing 0.5% of the Portfolio’s net assets.
(L)      Security is Level 3 of the fair value hierarchy.
(M)      Securities are subject to sale-buyback transactions.
(N)      All or a portion of these securities have been segregated by the custodian as collateral for centrally cleared swap agreements. The total value of such securities is $249,422.
(O)      Rates disclosed reflect the yields at September 30, 2019.
(P)      If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (a) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced obligation or (b) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap agreement less the recovery value of the referenced obligation or underlying securities comprising the referenced obligation.
(Q)      The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.
(R)      The quoted market prices and resulting values for credit default swap agreements on asset-backed securities and credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative had the notional amount of the swap agreement been closed/sold as of the period ended. Increasing market values, in absolute terms when compared to the notional amount of the swap agreement, represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.
(S)      Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues or sovereign issues of an emerging country as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. A credit spread identified as “Defaulted” indicates a credit event has occurred for the referenced entity or obligation.
(T)      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.
(U)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(V)      Level 3 securities were not considered significant to the Portfolio.
(W)      Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).

CURRENCY ABBREVIATIONS:

 

COP

   Columbian Peso

EUR

   Euro

GBP

   Pound Sterling

IDR

   Indonesian Rupiah

INR

   Indian Rupee

JPY

   Japanese Yen

MXN

   Mexican Peso

PEN

   Peruvian Sol

RUB

   Russian Ruble

USD

   United States Dollar

COUNTERPARTY ABBREVIATIONS:

 

BNP

   BNP Paribas

BOA

   Bank of America, N.A.

CITI

   Citibank, N.A.

GSB

   Goldman Sachs Bank

GSI

   Goldman Sachs International

HSBC

   HSBC Bank USA

JPM

   JPMorgan Chase Bank, N.A.

SCB

   Standard Chartered Bank

PORTFOLIO ABBREVIATIONS:

 

BTP

   Buoni del Tesoro Poliennali (Italian Treasury Bonds)

CMBS

   Commercial Mortgage-Backed Securities

COFI

   11th District Monthly Weighted Average Cost of Funds Index

EAFE

   Europe, Australasia and Far East

ETF

   Exchange-Traded Fund

EURIBOR

   Euro Interbank Offer Rate

LIBOR

   London Interbank Offered Rate

MTN

   Medium Term Note

OAT

   Obligations Assimilables du Tresor (Treasury Obligations)

OTC

   Over-the-Counter

STRIPS

   Separate Trading of Registered Interest and Principal of Securities

TBA

   To Be Announced

TBD

   To Be Determined

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    13         


Transamerica PIMCO Tactical – Growth VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Principal      Value  

ASSET-BACKED SECURITIES - 1.8%

 

Arbor Realty Commercial Real Estate Notes, Ltd.

     

Series 2019-FL1, Class A,

     

1-Month LIBOR + 1.15%,
3.18% (A), 05/15/2037 (B)

     $  300,000        $  300,193  

Avery Point IV CLO, Ltd.

     

Series 2014-1A, Class AR,

     

3-Month LIBOR + 1.10%,
3.38% (A), 04/25/2026 (B)

     135,638        135,658  

Baring BDC Static CLO, Ltd.

     

Series 2019-1A, Class A1,

     

3-Month LIBOR + 1.02%,
3.32% (A), 04/15/2027 (B)

     292,450        292,525  

Crown Point CLO, Ltd.

     

Series 2018-5A, Class A,

     

3-Month LIBOR + 0.94%,
3.71% (A), 07/17/2028 (B)

     400,000        398,820  

CVP Cascade CLO, Ltd.

     

Series 2013-CLO1, Class A1R,

     

3-Month LIBOR + 1.15%,
3.47% (A), 01/16/2026 (B)

     421,047        421,163  

Dryden XXV Senior Loan Fund

     

Series 2012-25A, Class ARR,

     

3-Month LIBOR + 0.90%,
3.20% (A), 10/15/2027 (B)

     500,000        499,346  

FFMLT Trust

     

Series 2005-FF2, Class M4,

     

1-Month LIBOR + 0.89%,
2.90% (A), 03/25/2035

     147,164        147,891  

Figueroa CLO, Ltd.

     

Series 2013-2A, Class A1RR,

     

3-Month LIBOR + 0.85%,
3.01% (A), 06/20/2027 (B)

     186,012        185,927  

Flagship CLO VIII, Ltd.

     

Series 2014-8A, Class ARR,

     

3-Month LIBOR + 0.85%,
3.17% (A), 01/16/2026 (B)

     240,061        240,065  

Flagship VII, Ltd.

     

Series 2013-7A, Class A1R,

     

3-Month LIBOR + 1.12%,
3.40% (A), 01/20/2026 (B)

     55,830        55,838  

Ford Credit Auto Owner Trust

     

Series 2016-2, Class A,

     

2.03%, 12/15/2027 (B)

     700,000        699,584  

Fremont Home Loan Trust

     

Series 2005-1, Class M5,

     

1-Month LIBOR + 1.07%,
3.08% (A), 06/25/2035

     200,000        200,160  

Halcyon Loan Advisors Funding, Ltd.

     

Series 2014-3A, Class AR,

     

3-Month LIBOR + 1.10%,
3.38% (A), 10/22/2025 (B)

     281,792        281,821  
     Principal      Value  

ASSET-BACKED SECURITIES (continued)

 

JPMorgan Mortgage Acquisition Trust

     

Series 2007-CH5, Class A5,

     

1-Month LIBOR + 0.26%,
2.28% (A), 06/25/2037

     $   400,000        $   394,400  

Legacy Mortgage Asset Trust

     

Series 2019-GS3, Class A1,

     

3.75% (A), 04/25/2059 (B)

     284,341        287,866  

LoanCore Issuer, Ltd.

     

Series 2019-CRE2, Class A,

     

1-Month LIBOR + 1.13%,
3.16% (A), 05/15/2036 (B)

       300,000          300,095  

Loomis Sayles CLO II, Ltd.

     

Series 2015-2A, Class A1R,

     

3-Month LIBOR + 0.90%,
3.20% (A), 04/15/2028 (B)

     600,000        595,317  

Mountain View CLO, Ltd.

     

Series 2014-1A, Class ARR,

     

3-Month LIBOR + 0.80%,
3.10% (A), 10/15/2026 (B)

     268,155        268,154  

Northstar Education Finance, Inc.

     

Series 2012-1, Class A,

     

1-Month LIBOR + 0.70%,
2.72% (A), 12/26/2031 (B)

     31,397        31,197  

Palmer Square Loan Funding, Ltd.

     

Series 2018-4A, Class A1,

     

3-Month LIBOR + 0.90%,
3.06% (A), 11/15/2026 (B)

     248,348        248,395  

PHEAA Student Loan Trust

     

Series 2016-2A, Class A,

     

1-Month LIBOR + 0.95%,
2.97% (A), 11/25/2065 (B)

     167,332        167,749  

Saxon Asset Securities Trust

     

Series 2005-4, Class M2,

     

1-Month LIBOR + 0.45%,
2.47% (A), 11/25/2037

     100,000        97,471  

SMB Private Education Loan Trust

     

Series 2016-B, Class A2B,

     

1-Month LIBOR + 1.45%,
3.48% (A), 02/17/2032 (B)

     397,108        404,519  

Zais CLO, Ltd.

     

Series 2014-1A, Class A1AR,

     

3-Month LIBOR + 1.15%,
3.45% (A), 04/15/2028 (B)

     300,000        299,696  
     

 

 

 

Total Asset-Backed Securities
(Cost $6,916,491)

        6,953,850  
     

 

 

 
CERTIFICATES OF DEPOSIT - 0.1%  
Banks - 0.1%  

Barclays Bank PLC

     

3-Month LIBOR + 0.40%,
2.68% (A), 10/25/2019

     300,000        300,000  

Lloyds Bank Corporate Markets PLC

     

3-Month LIBOR + 0.50%,
2.81% (A), 10/26/2020

     200,000        200,000  
     

 

 

 

Total Certificates of Deposit
(Cost $500,000)

        500,000  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica PIMCO Tactical – Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES - 16.8%  
Aerospace & Defense - 0.1%  

Spirit AeroSystems, Inc.

     

3.85%, 06/15/2026

     $   100,000        $   102,355  

3.95%, 06/15/2023

     100,000        103,704  
     

 

 

 
        206,059  
     

 

 

 
Airlines - 0.4%  

American Airlines Pass-Through Trust

     

3.00%, 04/15/2030

     179,396        182,697  

3.25%, 04/15/2030

     89,708        91,449  

4.00%, 01/15/2027

     58,237        61,329  

British Airways Pass-Through Trust

     

3.80%, 03/20/2033 (B)

     191,116        202,048  

Norwegian Air Shuttle Pass-Through Trust

     

4.88%, 11/10/2029 (B)

     616,990        599,838  

United Airlines Pass-Through Trust

     

2.88%, 04/07/2030

     276,212        278,974  

3.10%, 01/07/2030 - 04/07/2030

     365,659        371,003  
     

 

 

 
        1,787,338  
     

 

 

 
Banks - 4.1%  

AIB Group PLC

     

4.75%, 10/12/2023 (B)

     200,000        211,498  

Bank of America Corp.

     

2.63%, 10/19/2020, MTN

     290,000        291,841  

Fixed until 12/20/2027,
3.42% (A), 12/20/2028

     1,440,000        1,503,937  

Bank of Ireland Group PLC

     

4.50%, 11/25/2023 (B)

     300,000        314,117  

Bank of Montreal

     

1.75%, 06/15/2021 (B)

     500,000        498,595  

Barclays PLC

     

3.65%, 03/16/2025

     300,000        307,020  

4.34%, 01/10/2028

     200,000        210,148  

Fixed until 02/15/2022,
4.61% (A), 02/15/2023

     200,000        207,690  

BNP Paribas SA

     

Fixed until 01/10/2024,
4.71% (A), 01/10/2025 (B)

     400,000        432,382  

Citigroup, Inc.

     

4.40%, 06/10/2025

     750,000        807,292  

Citizens Financial Group, Inc.

     

2.85%, 07/27/2026

     300,000        303,032  

Dexia Credit Local SA

     

1.88%, 09/15/2021 (B)

     800,000        799,637  

HSBC Holdings PLC

     

3-Month LIBOR + 1.38%,
3.51% (A), 09/12/2026 (C)

     200,000        201,601  

HSBC USA, Inc.

     

2.38%, 11/13/2019

     120,000        120,027  

2.75%, 08/07/2020

     500,000        502,892  

3-Month LIBOR + 0.61%,
2.79% (A), 11/13/2019

     240,000        240,179  

JPMorgan Chase & Co.

     

3.25%, 09/23/2022

     100,000        103,360  

3.90%, 07/15/2025

     50,000        53,908  

Lloyds Banking Group PLC

     

4.38%, 03/22/2028

     200,000        217,501  

4.55%, 08/16/2028

     600,000        661,492  

Mitsubishi UFJ Financial Group, Inc.

     

3-Month LIBOR + 0.86%,
3.13% (A), 07/26/2023

     200,000        200,501  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Banks (continued)  

Mitsubishi UFJ Financial Group, Inc. (continued)

 

3-Month LIBOR + 1.88%,
4.02% (A), 03/01/2021

     $   329,000        $   335,895  

Mizuho Financial Group, Inc.

     

3-Month LIBOR + 1.00%,
3.14% (A), 09/11/2024

     200,000        201,363  

Royal Bank of Scotland Group PLC

     

3.88%, 09/12/2023

     300,000        309,716  

Fixed until 05/18/2028,
4.89% (A), 05/18/2029

     300,000        330,115  

Fixed until 08/15/2021 (D),
8.63% (A)

     300,000        321,255  

Santander Group Holdings PLC

     

2.88%, 10/16/2020

     490,000        491,537  

3.13%, 01/08/2021

     60,000        60,407  

Santander PLC

     

2.38%, 03/16/2020

     1,000,000        1,000,752  

Stichting AK Rabobank Certificaten

     

6.50%, 12/29/2049 (D) (E)

     EUR 200,000        274,297  

Sumitomo Mitsui Banking Corp.

     

2.65%, 07/23/2020, MTN

     $ 500,000        502,111  

Sumitomo Mitsui Financial Group, Inc.

     

2.63%, 07/14/2026

     100,000        100,182  

3-Month LIBOR + 0.80%,
3.12% (A), 10/16/2023

     300,000        301,197  

UniCredit SpA

     

7.83%, 12/04/2023 (B)

     350,000        408,412  

Wells Fargo & Co.

     

2.55%, 12/07/2020, MTN

     50,000        50,268  

3.00%, 02/19/2025, MTN

     100,000        102,550  

Fixed until 05/22/2027,
3.58% (A), 05/22/2028, MTN

     200,000        211,875  

Wells Fargo Bank NA

     

3.55%, 08/14/2023

     600,000        629,983  

Westpac Banking Corp.

     

2.25%, 11/09/2020 (B)

     1,900,000        1,905,673  
     

 

 

 
        15,726,238  
     

 

 

 
Beverages - 0.1%  

Anheuser-Busch InBev Worldwide, Inc.

     

4.38%, 04/15/2038

     200,000        223,952  

Bacardi, Ltd.

     

4.70%, 05/15/2028 (B)

     100,000        109,217  
     

 

 

 
        333,169  
     

 

 

 
Biotechnology - 0.1%  

Amgen, Inc.

     

4.40%, 05/01/2045

     200,000        226,017  
     

 

 

 
Building Products - 0.1%  

Fortune Brands Home & Security, Inc.

     

4.00%, 06/15/2025

     250,000        264,278  
     

 

 

 
Capital Markets - 1.2%  

Brighthouse Holdings LLC

     

6.50% (F), 07/27/2037 (B) (D)

     100,000        98,000  

Credit Suisse Group AG

     

Fixed until 01/12/2028,
3.87% (A), 01/12/2029 (B)

     250,000        262,959  

4.28%, 01/09/2028 (B)

     600,000        644,382  

Deutsche Bank AG

     

3-Month LIBOR + 1.29%,
3.58% (A), 02/04/2021

     300,000        297,858  

4.25%, 10/14/2021

     100,000        101,587  

Goldman Sachs Group, Inc.

     

3.75%, 05/22/2025

     40,000        42,329  

3.85%, 07/08/2024, MTN

     1,400,000        1,482,015  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    2

 

      


Transamerica PIMCO Tactical – Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Capital Markets (continued)  

Intercontinental Exchange, Inc.

     

2.75%, 12/01/2020

     $   30,000        $   30,234  

Lazard Group LLC

     

3.75%, 02/13/2025

     19,000        19,859  

Morgan Stanley

     

4.00%, 07/23/2025, MTN

     40,000        43,151  

5.50%, 07/24/2020, MTN

     1,200,000        1,232,331  

S&P Global, Inc.

     

4.40%, 02/15/2026

     30,000        33,508  

UBS Group Funding Switzerland AG

     

4.13%, 09/24/2025 (B)

     400,000        432,147  
     

 

 

 
        4,720,360  
     

 

 

 
Chemicals - 0.2%  

International Flavors & Fragrances, Inc.

     

3.40%, 09/25/2020

     200,000        202,287  

Sasol Financing LLC

     

5.88%, 03/27/2024

     300,000        324,091  

Syngenta Finance NV

     

5.18%, 04/24/2028 (B)

     200,000        212,588  
     

 

 

 
        738,966  
     

 

 

 
Commercial Services & Supplies - 0.1%  

ERAC Finance LLC

     

7.00%, 10/15/2037 (B)

     100,000        141,605  

RELX Capital, Inc.

     

4.00%, 03/18/2029

     200,000        218,294  
     

 

 

 
        359,899  
     

 

 

 
Consumer Finance - 0.3%  

American Express Co.

     

2.50%, 07/30/2024

     200,000        201,546  

Discover Financial Services

     

4.50%, 01/30/2026

     100,000        108,652  

Ford Motor Credit Co. LLC

     

3-Month LIBOR + 0.93%,
3.06% (A), 09/24/2020, MTN

     300,000        299,992  

5.75%, 02/01/2021

     200,000        206,763  

Synchrony Financial

     

2.70%, 02/03/2020

     9,000        9,010  

Volkswagen Group of America Finance LLC

     

4.00%, 11/12/2021 (B)

     200,000        206,694  
     

 

 

 
        1,032,657  
     

 

 

 
Diversified Consumer Services - 0.1%  

Nationwide Building Society

     

3.90%, 07/21/2025 (B)

     300,000        319,788  
     

 

 

 
Diversified Financial Services - 0.5%  

AerCap Ireland Capital DAC / AerCap Global Aviation Trust

     

4.45%, 10/01/2025

     700,000        746,193  

Helios Leasing I LLC

     

1.56%, 09/28/2024

     44,079        43,626  

Mitsubishi UFJ Lease & Finance Co., Ltd.

     

2.65%, 09/19/2022 (B) (C)

     300,000        300,933  

ORIX Corp.

     

3.25%, 12/04/2024

     300,000        310,970  

Protective Life Global Funding

     

2.70%, 11/25/2020 (B)

     510,000        513,067  

Tagua Leasing LLC

     

1.58%, 11/16/2024

     46,263        45,822  
     

 

 

 
        1,960,611  
     

 

 

 
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Diversified Telecommunication Services - 0.3%  

AT&T, Inc.

     

3-Month LIBOR + 0.93%,
3.03% (A), 06/30/2020

     $   100,000        $   100,508  

3-Month LIBOR + 1.18%,
3.31% (A), 06/12/2024

     400,000        407,320  

3.40%, 05/15/2025

     170,000        177,369  

4.35%, 03/01/2029

     300,000        331,346  

Bell Canada, Inc.

     

4.30%, 07/29/2049

     100,000        114,651  

Verizon Communications, Inc.

     

4.52%, 09/15/2048

     90,000        106,414  
     

 

 

 
        1,237,608  
     

 

 

 
Electric Utilities - 1.2%  

AEP Texas, Inc.

     

3.95%, 06/01/2028

     300,000        331,179  

Appalachian Power Co.

     

3.40%, 06/01/2025

     370,000        385,281  

Avangrid, Inc.

     

3.80%, 06/01/2029

     300,000        322,289  

Enel Finance International NV

     

2.65%, 09/10/2024 (B)

     400,000        400,429  

Entergy LLC

     

2.85%, 06/01/2028

     700,000        718,176  

IPALCO Enterprises, Inc.

     

3.70%, 09/01/2024

     200,000        207,099  

NextEra Energy Capital Holdings, Inc.

     

3.20%, 02/25/2022

     200,000        204,524  

Niagara Mohawk Power Corp.

     

4.12%, 11/28/2042 (B)

     100,000        111,859  

Pacific Gas & Electric Co.

     

2.45%, 08/15/2022 (G)

     500,000        493,750  

3.50%, 06/15/2025 (G)

     10,000        10,000  

Pennsylvania Electric Co.

     

3.60%, 06/01/2029 (B)

     400,000        424,663  

Southern California Edison Co.

     

3.90%, 03/15/2043

     100,000        104,990  

4.00%, 04/01/2047

     300,000        321,727  

Southwestern Electric Power Co.

     

6.20%, 03/15/2040

     400,000        538,263  
     

 

 

 
        4,574,229  
     

 

 

 
Electronic Equipment, Instruments & Components - 0.1%  

Arrow Electronics, Inc.

     

3.25%, 09/08/2024

     200,000        203,294  

Flex, Ltd.

     

4.75%, 06/15/2025 (C)

     100,000        107,694  
     

 

 

 
        310,988  
     

 

 

 
Energy Equipment & Services - 0.1%  

Energy Transfer Partners, LP / Regency Energy Finance Corp.

     

5.88%, 03/01/2022

     255,000        272,726  

Hanwha Energy Holdings Corp.

     

2.38%, 07/30/2022 (B)

     200,000        200,268  

Odebrecht Drilling Norbe VIII / IX, Ltd.

     

6.35%, 12/01/2021 (E)

     91,041        90,132  
     

 

 

 
        563,126  
     

 

 

 
Entertainment - 0.1%  

Walt Disney Co.

     

2.00%, 09/01/2029

     200,000        194,790  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    3

 

      


Transamerica PIMCO Tactical – Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Equity Real Estate Investment Trusts - 1.7%  

Alexandria Real Estate Equities, Inc.

     

3.95%, 01/15/2027

     $   100,000        $   107,061  

4.30%, 01/15/2026

     550,000        599,736  

4.50%, 07/30/2029

     200,000        226,183  

American Tower Corp.

     

3.38%, 10/15/2026

     400,000        415,996  

4.00%, 06/01/2025

     760,000        812,310  

4.40%, 02/15/2026

     400,000        438,388  

Brixmor Operating Partnership, LP

     

3-Month LIBOR + 1.05%,
3.30% (A), 02/01/2022

     400,000        398,875  

Crown Castle International Corp.

     

4.45%, 02/15/2026

     120,000        131,409  

5.25%, 01/15/2023

     600,000        653,261  

Essex Portfolio, LP

     

4.00%, 03/01/2029

     300,000        327,599  

Federal Realty Investment Trust

     

3.63%, 08/01/2046

     100,000        102,895  

Kilroy Realty, LP

     

4.38%, 10/01/2025

     350,000        376,680  

Mid-America Apartments, LP

     

4.00%, 11/15/2025

     350,000        375,037  

National Retail Properties, Inc.

     

4.80%, 10/15/2048

     300,000        362,265  

Sabra Health Care, LP / Sabra Capital Corp.

     

4.80%, 06/01/2024

     300,000        316,563  

VEREIT Operating Partnership, LP

     

4.63%, 11/01/2025

     300,000        327,485  

Welltower, Inc.

     

4.95%, 09/01/2048

     300,000        360,898  

WP Carey, Inc.

     

4.60%, 04/01/2024

     300,000        320,906  
     

 

 

 
        6,653,547  
     

 

 

 
Food Products - 0.1%  

Kraft Heinz Foods Co.

     

4.38%, 06/01/2046

     250,000        238,685  

4.88%, 02/15/2025 (B)

     137,000        141,038  
     

 

 

 
        379,723  
     

 

 

 
Gas Utilities - 0.2%  

Piedmont Natural Gas Co., Inc.

     

3.50%, 06/01/2029

     600,000        641,014  

Southern California Gas Co.

     

4.13%, 06/01/2048

     300,000        347,180  
     

 

 

 
        988,194  
     

 

 

 
Health Care Equipment & Supplies - 0.2%  

Boston Scientific Corp.

     

3.38%, 05/15/2022

     370,000        380,499  

Zimmer Biomet Holdings, Inc.

     

2.70%, 04/01/2020

     510,000        510,870  

3.15%, 04/01/2022

     20,000        20,386  

3.55%, 04/01/2025

     20,000        20,998  
     

 

 

 
        932,753  
     

 

 

 
Health Care Providers & Services - 0.3%  

AHS Hospital Corp.

     

5.02%, 07/01/2045

     200,000        265,474  

Anthem, Inc.

     

2.38%, 01/15/2025

     200,000        199,246  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Health Care Providers & Services (continued)  

CHRISTUS Health

     

4.34%, 07/01/2028

     $   200,000        $   226,311  

CVS Health Corp.

     

5.05%, 03/25/2048

     300,000        340,479  

Hackensack Meridian Health, Inc.

     

4.50%, 07/01/2057

     100,000        123,877  

Northwell Healthcare, Inc.

     

3.98%, 11/01/2046

     200,000        218,950  
     

 

 

 
        1,374,337  
     

 

 

 
Hotels, Restaurants & Leisure - 0.1%  

McDonald’s Corp.

     

3.80%, 04/01/2028, MTN

     300,000        328,787  
     

 

 

 
Industrial Conglomerates - 0.1%  

General Electric Co.

     

4.63%, 01/07/2021, MTN

     100,000        102,544  

5.55%, 01/05/2026, MTN

     200,000        226,177  
     

 

 

 
        328,721  
     

 

 

 
Insurance - 0.9%  

Berkshire Hathaway Finance Corp.

     

4.20%, 08/15/2048

     300,000        351,673  

First American Financial Corp.

     

4.60%, 11/15/2024

     10,000        10,683  

Great-West Lifeco Finance, LP

     

4.05%, 05/17/2028 (B)

     100,000        111,020  

Jackson National Life Global Funding

     

2.60%, 12/09/2020 (B)

     510,000        513,395  

MetLife, Inc.

     

4.05%, 03/01/2045

     10,000        11,180  

Metropolitan Life Global Funding I

     

2.00%, 04/14/2020 (B)

     150,000        149,957  

New York Life Insurance Co.

     

4.45%, 05/15/2069 (B)

     100,000        117,470  

Pacific Life Insurance Co.

     

Fixed until 10/24/2047,
4.30% (A), 10/24/2067 (B)

     600,000        634,758  

Pricoa Global Funding I

     

2.55%, 11/24/2020 (B)

     510,000        512,994  

Principal Life Global Funding II

     

2.20%, 04/08/2020 (B)

     300,000        300,353  

3.00%, 04/18/2026 (B)

     200,000        206,506  

Reinsurance Group of America, Inc.

     

3.90%, 05/15/2029

     100,000        106,401  

RenaissanceRe Holdings, Ltd.

     

3.60%, 04/15/2029

     100,000        105,967  

Teachers Insurance & Annuity Association of America

     

4.27%, 05/15/2047 (B)

     400,000        453,604  

Travelers Cos., Inc.

     

3.75%, 05/15/2046

     100,000        109,994  
     

 

 

 
        3,695,955  
     

 

 

 
Interactive Media & Services - 0.1%  

Tencent Holdings, Ltd.

     

3-Month LIBOR + 0.91%,
3.25% (A), 04/11/2024 (B)

     200,000        200,105  

3.98%, 04/11/2029 (B)

     400,000        428,003  
     

 

 

 
        628,108  
     

 

 

 
Machinery - 0.1%  

Wabtec Corp.

     

4.40%, 03/15/2024

     400,000        426,011  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    4

 

      


Transamerica PIMCO Tactical – Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Marine - 0.1%  

AP Moller - Maersk A/S

     

3.88%, 09/28/2025 (B)

     $   200,000        $   204,844  
     

 

 

 
Media - 0.5%  

CCO Holdings LLC / CCO Holdings Capital Corp.

     

4.75%, 03/01/2030 (B) (H)

     400,000        406,084  

Charter Communications Operating LLC / Charter Communications Operating Capital

     

4.20%, 03/15/2028

     300,000        315,499  

Comcast Corp.

     

4.40%, 08/15/2035

     10,000        11,648  

4.75%, 03/01/2044

     700,000        849,884  

Cox Communications, Inc.

     

4.60%, 08/15/2047 (B)

     10,000        10,975  

Discovery Communications LLC

     

5.00%, 09/20/2037

     200,000        215,000  

Sky, Ltd.

     

3.13%, 11/26/2022 (B)

     40,000        41,297  
     

 

 

 
        1,850,387  
     

 

 

 
Multi-Utilities - 0.3%  

CenterPoint Energy, Inc.

     

Fixed until 09/01/2023 (D),
6.13% (A)

     400,000        421,000  

DTE Electric Co.

     

3.70%, 06/01/2046

     600,000        644,294  
     

 

 

 
        1,065,294  
     

 

 

 
Oil, Gas & Consumable Fuels - 1.1%  

Antero Midstream Partners, LP / Antero Midstream Finance Corp.

     

5.75%, 03/01/2027 (B)

     200,000        166,750  

APT Pipelines, Ltd.

     

4.25%, 07/15/2027 (B)

     200,000        215,045  

BP Capital Markets America, Inc.

     

3.79%, 02/06/2024

     200,000        212,553  

Concho Resources, Inc.

     

3.75%, 10/01/2027

     200,000        207,872  

Dolphin Energy, Ltd. LLC

     

5.50%, 12/15/2021 (E)

     200,000        212,246  

Energy Transfer Operating, LP

     

4.05%, 03/15/2025

     100,000        104,632  

4.75%, 01/15/2026

     400,000        433,662  

7.50%, 07/01/2038

     50,000        64,196  

Eni SpA

     

4.75%, 09/12/2028 (B)

     200,000        226,915  

ONEOK, Inc.

     

4.35%, 03/15/2029

     400,000        427,898  

Rockies Express Pipeline LLC

     

4.95%, 07/15/2029 (B)

     100,000        99,518  

Sabine Pass Liquefaction LLC

     

5.75%, 05/15/2024

     600,000        668,767  

Sinopec Group Overseas Development, Ltd.

     

4.13%, 09/12/2025 (B)

     500,000        539,377  

Valero Energy Corp.

     

4.00%, 04/01/2029

     400,000        425,401  

Woodside Finance, Ltd.

     

3.65%, 03/05/2025 (B)

     10,000        10,307  

3.70%, 03/15/2028 (B)

     300,000        307,953  
     

 

 

 
        4,323,092  
     

 

 

 
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Paper & Forest Products - 0.1%  

Georgia-Pacific LLC

     

5.40%, 11/01/2020 (B)

     $   220,000        $   227,572  
     

 

 

 
Pharmaceuticals - 0.3%  

Baxalta, Inc.

     

3.60%, 06/23/2022

     3,000        3,079  

Bayer Finance II LLC

     

4.63%, 06/25/2038 (B)

     600,000        649,121  

Bristol-Myers Squibb Co.

     

3.20%, 06/15/2026 (B)

     300,000        314,735  

Shire Acquisitions Investments Ireland DAC

     

3.20%, 09/23/2026

     200,000        206,359  

Zoetis, Inc.

     

3.90%, 08/20/2028

     200,000        218,842  
     

 

 

 
        1,392,136  
     

 

 

 
Professional Services - 0.1%  

IHS Markit, Ltd.

     

4.75%, 08/01/2028

     200,000        222,300  
     

 

 

 
Road & Rail - 0.2%  

Fortress Transportation & Infrastructure Investors LLC

     

6.50%, 10/01/2025 (B)

     200,000        205,500  

Kansas City Southern

     

4.95%, 08/15/2045

     300,000        360,437  

Union Pacific Corp.

     

4.10%, 09/15/2067

     100,000        105,265  
     

 

 

 
        671,202  
     

 

 

 
Semiconductors & Semiconductor Equipment - 0.1%  

Broadcom, Inc.

     

3.13%, 04/15/2021 (B)

     300,000        302,878  
     

 

 

 
Software - 0.3%  

Microsoft Corp.

     

4.10%, 02/06/2037

     300,000        355,797  

Oracle Corp.

     

2.95%, 05/15/2025

     760,000        788,476  
     

 

 

 
        1,144,273  
     

 

 

 
Specialty Retail - 0.1%  

QVC, Inc.

     

4.45%, 02/15/2025

     100,000        103,758  

4.85%, 04/01/2024

     100,000        105,542  
     

 

 

 
        209,300  
     

 

 

 
Technology Hardware, Storage & Peripherals - 0.3%  

Apple, Inc.

     

2.90%, 09/12/2027

     200,000        208,230  

3.35%, 02/09/2027

     200,000        213,825  

4.65%, 02/23/2046

     100,000        125,740  

Dell International LLC / EMC Corp.

     

8.10%, 07/15/2036 (B)

     400,000        510,224  
     

 

 

 
        1,058,019  
     

 

 

 
Tobacco - 0.1%  

BAT Capital Corp.

     

4.39%, 08/15/2037

     100,000        96,894  

Imperial Brands Finance PLC

     

3.13%, 07/26/2024 (B)

     400,000        400,807  
     

 

 

 
        497,701  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    5

 

      


Transamerica PIMCO Tactical – Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Trading Companies & Distributors - 0.1%  

BOC Aviation, Ltd.

     

3.50%, 10/10/2024 (B)

     $   200,000        $   205,216  
     

 

 

 
Transportation Infrastructure - 0.0% (I)  

Sydney Airport Finance Co. Pty, Ltd.

     

3.38%, 04/30/2025 (B)

     10,000        10,294  

3.90%, 03/22/2023 (B)

     100,000        104,756  
     

 

 

 
        115,050  
     

 

 

 
Water Utilities - 0.1%  

American Water Capital Corp.

     

3.40%, 03/01/2025

     260,000        272,972  
     

 

 

 
Wireless Telecommunication Services - 0.1%  

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC

     

4.74%, 09/20/2029 (B)

     200,000        212,602  

5.15%, 09/20/2029 (B)

     200,000        217,000  
     

 

 

 
        429,602  
     

 

 

 

Total Corporate Debt Securities (Cost $61,372,985)

        64,484,095  
  

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 1.9%  
Canada - 0.2%  

Province of Quebec

     

2.50%, 04/20/2026

     600,000        622,212  
     

 

 

 
Indonesia - 0.1%  

Indonesia Government International Bond

     

4.45%, 02/11/2024

     500,000        535,524  
     

 

 

 
Japan - 0.7%  

Japan Finance Organization for Municipalities

     

2.13%, 04/13/2021 - 10/25/2023 (B)

     2,000,000        2,006,759  

Tokyo Metropolitan Government

     

2.00%, 05/17/2021 (B)

     900,000        897,453  
     

 

 

 
        2,904,212  
     

 

 

 
Kuwait - 0.1%  

Kuwait International Government Bond

     

3.50%, 03/20/2027 (B)

     300,000        323,178  
     

 

 

 
Peru - 0.1%  

Peru Government International Bond

     

5.94%, 02/12/2029 (B)

     PEN  600,000        201,788  

8.20%, 08/12/2026 (B)

     400,000        150,612  
     

 

 

 
        352,400  
     

 

 

 
Qatar - 0.5%  

Qatar Government International Bond

     

2.38%, 06/02/2021 (E)

     $  1,600,000        1,602,000  

4.50%, 01/20/2022 (E)

     200,000        210,232  
     

 

 

 
        1,812,232  
     

 

 

 
Republic of Korea - 0.1%  

Export-Import Bank of Korea

     

1.93%, 02/24/2020, MTN (E) (J)

     CAD  300,000        226,314  
     

 

 

 
United Arab Emirates - 0.1%  

Abu Dhabi Government International Bond

     

3.13%, 10/11/2027 (B)

     $  300,000        314,998  
     

 

 

 

Total Foreign Government Obligations (Cost $6,941,369)

        7,091,070  
  

 

 

 
     Principal      Value  
LOAN ASSIGNMENT - 0.1%  
Capital Markets - 0.1%  

Zephyrus Capital Aviation Partners LLC

     

Term Loan,

     

TBD, 10/15/2038 (K) (L) (M)

     $   450,000        $   443,333  
     

 

 

 

Total Loan Assignment
(Cost $443,583)

        443,333  
  

 

 

 
MORTGAGE-BACKED SECURITIES - 1.8%  

Aggregator of Loans Backed by Assets PLC

     

Series 2015-1, Class A,

     

1-Month GBP LIBOR + 1.25%,
1.96% (A), 04/24/2049 (E)

     GBP 100,244        123,515  

BAMLL Commercial Mortgage Securities Trust

     

Series 2019-RLJ, Class A,

     

1-Month LIBOR + 1.05%,
3.08% (A), 04/15/2036 (B)

     $ 300,000        300,000  

Bear Stearns Alt-A Trust

     

Series 2005-5, Class 1A1,

     

1-Month LIBOR + 0.44%,
2.46% (A), 07/25/2035

     7,937        7,949  

BX Trust

     

Series 2017-APPL, Class A,

     

1-Month LIBOR + 0.88%,
2.91% (A), 07/15/2034 (B)

     849,040        848,503  

COMM Mortgage Trust

     

Series 2018-HOME, Class A,

     

3.94% (A), 04/10/2033 (B)

     300,000        328,800  

Credit Suisse First Boston Mortgage Securities Corp.

     

Series 2004-AR7, Class 2A1,

     

4.43% (A), 11/25/2034

     45,220        46,867  

Credit Suisse Mortgage Capital Certificates

     

Series 2019-RPL4, Class A1,

     

3.83%, 08/26/2058 (B)

     194,158        196,377  

DBUBS Mortgage Trust

     

Series 2017-BRBK, Class A,

     

3.45%, 10/10/2034 (B)

     600,000        630,381  

Eurosail PLC

     

Series 2006-4X, Class A3C,

     

3-Month GBP LIBOR + 0.16%,
0.93% (A), 12/10/2044 (E)

     GBP 62,171        75,277  

HarborView Mortgage Loan Trust

     

Series 2005-4, Class 3A1,

     

4.39% (A), 07/19/2035

     $ 33,907        32,082  

Independence Plaza Trust

     

Series 2018-INDP, Class A,

     

3.76%, 07/10/2035 (B)

     400,000        426,483  

La Hipotecaria El Salvadorian Mortgage Trust

     

Series 2016-1A, Class A,

     

3.36%, 01/15/2046 (B) (L)

     308,960        323,629  

MASTR Alternative Loan Trust

     

Series 2003-9, Class 4A1,

     

5.25%, 11/25/2033

     133,296        140,208  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    6

 

      


Transamerica PIMCO Tactical – Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

Merrill Lynch Mortgage Investors Trust

     

Series 2003-B, Class A1,

     

1-Month LIBOR + 0.68%,
2.70% (A), 04/25/2028

     $   122,937        $   122,019  

Morgan Stanley Bank of America Merrill Lynch Trust

     

Series 2015-C25, Class A4,

     

3.37%, 10/15/2048

     500,000        529,706  

Morgan Stanley Bank of America Merrill Lynch Trust, Interest Only STRIPS

     

Series 2013-C8, Class XA,

     

1.12% (A), 12/15/2048

     711,003        18,300  

MortgageIT Trust

     

Series 2005-2, Class 1A1,

     

1-Month LIBOR + 0.52%,
2.54% (A), 05/25/2035

     29,217        29,640  

Natixis Commercial Mortgage Securities Trust

     

Series 2019-10K, Class A,

     

3.62%, 05/15/2039 (B)

     400,000        434,240  

Southern Pacific Financing PLC

     

Series 2005-B, Class A,

     

3-Month GBP LIBOR + 0.18%,
0.95% (A), 06/10/2043 (E)

     GBP 229,898        280,923  

Towd Point Mortgage Funding PLC

     

Series 2019-GR4A, Class A1,

     

3-Month GBP LIBOR + 1.03%,
1.80% (A), 10/20/2051 (B)

     660,647        812,605  

Uropa Securities PLC

     

Series 2008-1, Class A,

     

3-Month GBP LIBOR + 0.20%,
0.97% (A), 06/10/2059 (E)

     221,796        261,536  

Series 2008-1, Class B,

     

3-Month GBP LIBOR + 0.75%,
1.52% (A), 06/10/2059 (E)

     45,141        51,632  

Series 2008-1, Class M1,

     

3-Month GBP LIBOR + 0.35%,
1.12% (A), 06/10/2059 (E)

     53,739        62,330  

Series 2008-1, Class M2,

     

3-Month GBP LIBOR + 0.55%,
1.32% (A), 06/10/2059 (E)

     42,275        48,935  

WaMu Mortgage Pass-Through Certificates Trust

     

Series 2005-AR4, Class A5,

     

4.21% (A), 04/25/2035

     $ 25,881        26,686  

Series 2006-AR9, Class 2A,

     

1-COFI + 1.50%,
2.66% (A), 08/25/2046

     293,396        286,983  

Worldwide Plaza Trust

     

Series 2017-WWP, Class A,

     

3.53%, 11/10/2036 (B)

     500,000        538,721  
     

 

 

 

Total Mortgage-Backed Securities (Cost $6,965,398)

        6,984,327  
  

 

 

 
MUNICIPAL GOVERNMENT OBLIGATIONS - 0.4%  
California - 0.2%  

Bay Area Toll Authority, Revenue Bonds,

     

Series S1,

     

6.92%, 04/01/2040

     100,000        151,367  
     Principal      Value  
MUNICIPAL GOVERNMENT OBLIGATIONS (continued)  
California (continued)  

Los Angeles Community College District, General Obligation Unlimited,

     

6.60%, 08/01/2042

     $   100,000        $   160,386  

State of California, General Obligation Unlimited,

     

7.35%, 11/01/2039

     150,000        235,665  
     

 

 

 
        547,418  
     

 

 

 
Florida - 0.1%  

County of Miami-Dade Aviation Revenue, Revenue Bonds,

     

Series C,

     

3.86%, 10/01/2029

     200,000        220,222  
     

 

 

 
Maryland - 0.0% (I)  

County of Baltimore, General Obligation Unlimited,

     

3.30%, 07/01/2046

     100,000        107,786  
     

 

 

 
Michigan - 0.0% (I)  

Michigan Tobacco Settlement Finance Authority, Revenue Bonds,

     

Series A,

     

7.31%, 06/01/2034

     90,000        91,161  
     

 

 

 
New York - 0.1%  

Port Authority of New York & New Jersey, Revenue Bonds,

     

4.46%, 10/01/2062

     300,000        381,429  
     

 

 

 
Utah - 0.0% (I)  

Utah State Board of Regents, Revenue Bonds,

     

Series 1,

     

1-Month LIBOR + 0.75%,
2.77% (A), 12/26/2031

     42,755        42,807  
     

 

 

 
West Virginia - 0.0% (I)  

Tobacco Settlement Finance Authority, Revenue Bonds,

     

Series A,

     

7.47%, 06/01/2047

     100,000        103,477  
     

 

 

 

Total Municipal Government Obligations (Cost $1,295,203)

        1,494,300  
  

 

 

 
U.S. GOVERNMENT AGENCY OBLIGATIONS - 11.4%  

Federal Home Loan Mortgage Corp.

     

4.50%, 08/01/2048

     737,885        786,624  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates

     

1-Month LIBOR + 0.67%,
2.76% (A), 02/25/2023

     295,362        295,176  

3.34% (A), 04/25/2028

     600,000        646,168  

Federal Home Loan Mortgage Corp. REMIC

     

1-Month LIBOR + 0.40%,
2.43% (A), 02/15/2041 - 09/15/2045

     809,129        806,891  

1-Month LIBOR + 0.35%,
2.86% (A), 01/15/2038

     402,637        399,439  

3.50%, 01/15/2048

     637,842        698,985  

Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS

     

2.17% (A), 01/15/2038

     402,637        27,887  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    7

 

      


Transamerica PIMCO Tactical – Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)  

Federal Home Loan Mortgage Corp., Interest Only STRIPS

     

1-Month LIBOR + 5.89%,
3.86% (A), 09/15/2043

     $   531,145        $   96,126  

Federal National Mortgage Association

     

2.50%, TBA (H)

     400,000        397,516  

3.00%, TBA (H)

     8,200,000        8,312,454  

3.50%, 06/01/2045

     261,921        272,827  

3.50%, TBA (H)

     9,450,000        9,694,556  

3.70%, 09/01/2034

     274,958        309,679  

3.79%, 01/01/2029

     400,000        443,948  

4.00%, TBA (H)

     11,100,000        11,525,779  

4.50%, 03/01/2039 - 02/01/2041

     214,667        232,306  

4.50%, TBA (H)

     5,150,000        5,425,935  

5.50%, TBA (H)

     300,000        324,738  

Federal National Mortgage Association REMIC

     

1-Month LIBOR + 0.55%,
2.57% (A), 02/25/2041

     151,562        152,368  

Federal National Mortgage Association REMIC, Interest Only STRIPS

     

3.00%, 03/25/2028

     269,344        21,141  

Government National Mortgage Association

     

1-Month LIBOR + 0.80%,
3.03% (A), 06/20/2066

     520,460        524,042  

1-Month LIBOR + 0.80%,
3.31% (A), 05/20/2066

     838,681        844,367  

3.50%, TBA (H)

     1,400,000        1,449,629  
     

 

 

 

Total U.S. Government Agency Obligations (Cost $43,492,865)

 

     43,688,581  
     

 

 

 
U.S. GOVERNMENT OBLIGATIONS - 25.3%  
U.S. Treasury - 23.8%  

U.S. Treasury Bond

     

2.75%, 08/15/2047

     400,000        452,750  

2.88%, 11/15/2046 (N)

     1,200,000        1,388,531  

3.00%, 05/15/2042

     1,100,000        1,286,141  

3.00%, 11/15/2044 - 02/15/2049 (N)

     3,520,000        4,164,799  

3.13%, 11/15/2041 - 05/15/2048 (N)

     10,130,000        12,144,947  

3.38%, 05/15/2044 (N)

     1,430,000        1,781,188  

4.25%, 05/15/2039 - 11/15/2040 (N)

     5,750,000        7,955,709  

4.38%, 05/15/2040 - 05/15/2041 (N)

     2,010,000        2,840,240  

4.50%, 08/15/2039 (N)

     9,860,000        14,023,154  

6.25%, 05/15/2030 (N)

     800,000        1,153,969  

U.S. Treasury Note

     

1.63%, 05/31/2023 (N)

     330,000        330,645  

1.88%, 03/31/2022 - 07/31/2022 (N)

     14,000,000        14,095,257  

2.00%, 11/30/2022 - 06/30/2024

     1,015,000        1,030,502  

2.13%, 03/31/2024 (O)

     600,000        614,508  

2.13%, 05/15/2025

     540,000        555,272  

2.25%, 02/15/2027 - 11/15/2027 (N)

     20,350,000        21,248,717  

2.38%, 02/29/2024

     560,000        579,359  

2.38%, 05/15/2029 (N)

     600,000        637,172  

2.63%, 02/15/2029 (N)

     1,060,000        1,147,243  

2.75%, 04/30/2023 - 05/31/2023 (N)

     1,900,000        1,978,090  

2.88%, 05/15/2028 (N)

     1,120,000        1,229,287  

3.00%, 09/30/2025 - 10/31/2025

     420,000        453,427  
     

 

 

 
        91,090,907  
     

 

 

 
U.S. Treasury Inflation-Protected Securities - 1.5%  

U.S. Treasury Inflation-Indexed Bond

     

0.88%, 01/15/2029

     406,424        431,030  

1.00%, 02/15/2046 (N)

     757,939        838,842  

1.00%, 02/15/2048

     416,156        463,676  
     Principal      Value  
U.S. GOVERNMENT OBLIGATIONS (continued)  
U.S. Treasury Inflation-Protected Securities (continued)  

U.S. Treasury Inflation-Indexed Note

     

0.13%, 04/15/2022

     $   316,482        $   313,155  

0.38%, 07/15/2027

     115,368        117,097  

0.50%, 01/15/2028 (N)

     2,589,849        2,647,252  

0.75%, 07/15/2028 (N)

     930,280        975,999  
     

 

 

 
        5,787,051  
     

 

 

 

Total U.S. Government Obligations
(Cost $92,547,448)

        96,877,958  
     

 

 

 
SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 0.5%  

U.S. Treasury Bill

     

1.87% (P), 11/07/2019 (Q)

     251,000        250,525  

1.91% (P), 10/22/2019 (Q)

     633,000        632,304  

2.01% (P), 11/07/2019

     932,000        930,113  
     

 

 

 

Total Short-Term U.S. Government Obligations
(Cost $1,812,942)

 

     1,812,942  
     

 

 

 
     Shares      Value  
OTHER INVESTMENT COMPANY - 0.1%  
Securities Lending Collateral - 0.1%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio,
2.07% (P)

     425,150        425,150  
     

 

 

 

Total Other Investment Company
(Cost $425,150)

        425,150  
     

 

 

 
     Principal      Value  
REPURCHASE AGREEMENTS - 110.2%  

Deutsche Bank Securities, Inc., 2.08% (P), dated 10/01/2019, to be repurchased at $55,003,178 on 10/02/2019. Collateralized by a U.S. Government Obligation, 0.13%, due 04/15/2020, and with a value of $55,000,000.

     $  55,000,000        55,000,000  

Deutsche Bank Securities, Inc., 2.80% (P), dated 09/30/2019, to be repurchased at $50,003,889 on 10/01/2019. Collateralized by a U.S. Government Obligation, 3.00%, due 02/15/2047, and with a value of $51,314,492.

     50,000,000        50,000,000  

Fixed Income Clearing Corp., 1.05% (P), dated 09/30/2019, to be repurchased at $8,971,348 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $9,152,634.

     8,971,087        8,971,087  

JPMorgan Securities LLC, 2.08% (P), dated 09/30/2019, to be repurchased at $120,006,933 on 10/01/2019. Collateralized by a U.S. Government Obligation, 3.00%, due 09/30/2025, and with a value of $122,790,666.

     120,000,000        120,000,000  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    8

 

      


Transamerica PIMCO Tactical – Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

    

 

Principal

    Value  
REPURCHASE AGREEMENTS (continued)  

JPMorgan Securities LLC, 2.75% (P), dated 09/30/2019, to be repurchased at $150,011,458 on 10/01/2019. Collateralized by U.S. Government Obligations, 0.50% - 3.00%, due 09/30/2025 - 01/15/2028, and with a total value of $152,390,769.

     $   150,000,000       $   150,000,000  

RBC Capital Markets LLC, 2.25% (P), dated 09/30/2019, to be repurchased at $37,902,369 on 10/01/2019. Collateralized by U.S. Government Obligations, 2.13%, due 08/15/2021, and with a total value of $38,292,000.

     37,900,000       37,900,000  
    

 

 

 

Total Repurchase Agreements
(Cost $421,871,087)

 

    421,871,087  
    

 

 

 

Total Investments Excluding Purchased Options
(Cost $644,584,521)

 

    652,626,693  

Total Purchased Options - 1.2%
(Cost $5,110,973)

 

    4,407,870  
    

 

 

 

Total Investments
(Cost $649,695,494)

 

    657,034,563  

Net Other Assets (Liabilities) - (71.6)%

       (274,123,980
    

 

 

 

Net Assets - 100.0%

       $  382,910,583  
    

 

 

 
     Value     Value
Including
Accrued
Interest
 

REVERSE REPURCHASE AGREEMENTS - (19.5)%

 

Bank of Nova Scotia, 2.29% (P), dated 08/01/2019, to be repurchased at $(6,604,897) on 10/02/2019. Collateralized by U.S. Government Obligations, 3.00% - 3.13%, due 11/15/2041 - 05/15/2048, and with a total value of $(6,649,794)

     $  (6,578,950     $  (6,604,478

Bank of Nova Scotia, 2.31% (P), dated 08/02/2019, to be repurchased at $(3,203,946) on 10/03/2019. Collateralized by U.S. Government Obligations, 3.00% - 4.50%, due 08/15/2039 - 05/15/2047, and with a total value of $(3,103,027).

     (3,191,250     (3,203,536

Deutsche Bank Securities, Inc., 2.25% (P), dated 09/03/2019, to be repurchased at $(3,312,762) on 10/01/2019. Collateralized by U.S. Government Obligations, 3.00% - 4.38%, due 05/15/2041 -02/15/2049, and with a total value of $(3,244,074).

     (3,306,975     (3,312,762

RBS Securities, Inc., 2.33% (P), dated 09/27/2019, to be repurchased at $(3,797,938) on 10/11/2019. Collateralized by U.S. Government Obligations, 1.88% - 4.25%, due 03/31/2022 - 05/15/2039, and with a total value of $(3,809,925).

     (3,794,500     (3,795,482
     Value     Value
Including
Accrued
Interest
 

REVERSE REPURCHASE AGREEMENTS (continued)

 

RBS Securities, Inc., 2.48% (P), dated 09/24/2019, to be repurchased at $(8,314,007) on 10/01/2019. Collateralized by a U.S. Government Obligation, 2.25%, due 08/15/2027, and with a value of $(8,387,989).

     $   (8,310,000     $   (8,314,007

RBS Securities, Inc., 2.50% (P), dated 09/26/2019, to be repurchased at $(15,634,221) on 10/03/2019. Collateralized by U.S. Government Obligations, 2.25% - 3.13%, due 02/15/2027 - 08/15/2044, and with a total value of $(15,704,337).

     (15,626,625     (15,632,051

Royal Bank of Canada, 2.28% (P), dated 08/13/2019, to be repurchased at $(2,346,109) on 10/11/2019. Collateralized by a U.S. Government Obligation, 1.88%, due 03/31/2022, and with a value of $(2,316,155)

     (2,337,375     (2,344,629

Wood Gundy, Inc., 2.26% (P), dated 09/04/2019, to be repurchased at $(1,328,995) on 10/16/2019. Collateralized by a U.S. Government Obligation, 3.00%, due 05/15/2042, and Cash with a total value of $(1,312,062).

     (1,325,500     (1,329,209

Wood Gundy, Inc., 2.26% (P), dated 08/16/2019, to be repurchased at $(16,348,881) on 10/16/2019. Collateralized by U.S. Government Obligations, 3.38% - 4.50%, due 08/15/2039 - 05/15/2044 ,and Cash with a total value of $(16,181,504).

       (16,286,513       (16,332,083

Wood Gundy, Inc., 2.33% (P), dated 09/25/2019, to be repurchased at $(9,338,476) on 10/08/2019. Collateralized by U.S. Government Obligations, 1.88%, due 03/31/2022 - 04/30/2022, and Cash with a total value of $(9,403,907).

     (9,330,625     (9,335,878

Wood Gundy, Inc., 2.33% (P), dated 09/17/2019, to be repurchased at $(4,754,028) on 10/08/2019. Collateralized by U.S. Government Obligations, 2.38% - 3.38%, due 02/15/2029 - 11/15/2044, and Cash with a total value of $(4,937,548).

     (4,747,575     (4,750,248
    

 

 

 

Total Reverse Repurchase Agreements

       $  (74,954,363
    

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    9

 

      


Transamerica PIMCO Tactical – Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

EXCHANGE-TRADED OPTIONS PURCHASED:

 

 

Description

   Exercise
Price
     Expiration
Date
     Notional
Amount
     Number of
Contracts
   Premiums
Paid
     Value  

Put - S&P 500® Index

     USD  2,500.00        06/19/2020        USD        250,641,508      842      $    5,110,973        $    4,407,870  

CENTRALLY CLEARED SWAP AGREEMENTS:

 

Credit Default Swap Agreements on Credit Indices – Sell Protection (R)

 

 

Reference Obligation

   Fixed Rate
Receivable
  Payment
Frequency
   Maturity
Date
   Notional
Amount (S)
   Value (T)   Premiums
Paid
(Received)
  Net Unrealized
Appreciation
(Depreciation)

MSCI Emerging Markets Index - Series 31

       1.00 %       Quarterly        06/20/2024        USD        1,000,000      $ (45,148 )     $ (39,199 )     $ (5,949 )

MSCI Emerging Markets Index - Series 32

       1.00       Quarterly        12/20/2024        USD        100,000        (5,047 )       (4,915 )       (132 )

North America Investment Grade Index - Series 31

       1.00       Quarterly        12/20/2023        USD        8,100,000        (180,683 )       (70,973 )       (109,710 )
                            

 

 

     

 

 

     

 

 

 

Total

                             $     (230,878 )     $     (115,087 )     $     (115,791 )
                            

 

 

     

 

 

     

 

 

 

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)

3-Month USD-LIBOR

       Pay        3.00 %   Semi-Annually/Quarterly        02/04/2023        USD        11,200,000      $ (348,018 )     $ —        $ (348,018 )

6-Month EUR-EURIBOR

       Receive        0.50   Semi-Annually/Annually        12/18/2029        EUR        1,400,000        98,989       25,801        73,188

6-Month JPY-LIBOR

       Pay        0.75   Semi-Annually        03/20/2038        JPY        180,000,000        (179,959 )       23,129        (203,088 )
                               

 

 

     

 

 

      

 

 

 

Total

                                $     (428,988 )     $     48,930      $     (477,918 )
                               

 

 

     

 

 

      

 

 

 

OVER-THE-COUNTER SWAP AGREEMENTS:

 

Credit Default Swap Agreements on Corporate and Sovereign Issues – Sell Protection (R)

 

 

Reference Obligation

   Counterparty    Fixed Rate
Receivable
  Payment
Frequency
   Maturity
Date
   Implied Credit
Spread at
September 30, 2019 (U)
  Notional
Amount (S)
   Value (T)    Premiums
Paid
(Received)
   Net
Unrealized
Appreciation
(Depreciation)

Brazil Government International Bond, 4.25%, 01/07/2025

       HSBC        1.00 %       Quarterly        03/20/2020        0.44 %       USD        400,000      $     939      $     946      $     (7 )

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    10         


Transamerica PIMCO Tactical – Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

OVER-THE-COUNTER SWAP AGREEMENTS (continued):

 

Credit Default Swap Agreements on Credit Indices – Sell Protection (R)

 

 

Reference Obligation

   Counterparty    Fixed Rate
Receivable
  Payment
Frequency
   Maturity
Date
   Notional
Amount (S)
   Value (T)    Premiums
Paid
(Received)
  Net Unrealized
Appreciation
(Depreciation)

North America CMBS Basket Index - Series AAA8

       GSI        0.50 %       Monthly        10/17/2057        USD        900,000      $ 11,593      $ (38,032 )     $ 49,625

North America CMBS Basket Index - Series AAA9

       GSI        0.50       Monthly        09/17/2058        USD        600,000        7,703        (35,035 )       42,738
                                 

 

 

      

 

 

     

 

 

 

Total

                                  $     19,296      $     (73,067 )     $     92,363
                                 

 

 

      

 

 

     

 

 

 

Total Return Swap Agreements (V)

 

 

Reference Entity

   Counterparty    Pay/
Receive
   Payment
Frequency
   Maturity
Date
   Notional
Amount
   Number of
Shares or
Units
   Value   Premiums
Paid
(Received)
   Net Unrealized
Appreciation
(Depreciation)

iShares MSCI EAFE ETF

       JPM        Receive        Quarterly        05/13/2020        USD        2,407,414        425      $ 107,181     $ —        $ 107,181

iShares MSCI EAFE ETF

       CITI        Receive        Quarterly        05/20/2020        USD        53,798,608        9,331        1,464,012       —          1,464,012

iShares MSCI EAFE ETF

       GSI        Receive        Quarterly        06/17/2020        USD        1,733,569        291        (9,108 )       —          (9,108 )
                                       

 

 

     

 

 

      

 

 

 

Total

                                   $     1,562,085     $     —        $     1,562,085
                                       

 

 

     

 

 

      

 

 

 

 

     Value

OTC Swap Agreements, at value (Assets)

     $     1,591,428

OTC Swap Agreements, at value (Liabilities)

     $ (9,108 )

FUTURES CONTRACTS:

 

Long Futures Contracts:

 

 

Description

   Number of
Contracts
   Expiration 
Date
   Notional
Amount
   Value    Unrealized
Appreciation
   Unrealized
Depreciation

30-Day Federal Funds Futures

       34        10/31/2019      $ 13,901,875      $ 13,906,050      $ 4,175      $ —  

90-Day Eurodollar

       83        12/16/2019        20,324,770        20,343,300        18,530        —  

10-Year U.S. Treasury Note

       108        12/19/2019        14,195,291        14,073,750        —          (121,541 )

E-Mini Russell 2000® Index

       251        12/20/2019        19,291,885        19,138,750        —          (153,135 )

Euro-BTP Italy Government Bond

       25        12/06/2019        3,880,391        3,973,959        93,568        —  

OTC Call Options Exercise Price EUR 201.00 on German Euro Bund Futures

       6        11/22/2019        71        65        —          (6 )

S&P 500® E-Mini Index

       1,521        12/20/2019            226,667,177            226,514,925        —          (152,252 )
                        

 

 

      

 

 

 

Total

                         $     116,273      $     (426,934 )
                        

 

 

      

 

 

 

Short Futures Contracts:

 

 

Description

   Number of
Contracts
    Expiration
Date
     Notional
Amount
    Value      Unrealized
Appreciation
     Unrealized
Depreciation
 

5-Year U.S. Treasury Note

     (101)       12/31/2019        $    (12,058,394     $    (12,033,992      $        24,402        $            —    

10-Year U.S. Treasury Ultra Note

     (155)       12/19/2019        (22,452,278     (22,072,969      379,309        —    

30-Year U.S. Treasury Bond

     (97)       12/19/2019        (16,083,677     (15,744,313      339,364        —    

Euro OAT

     (10)       12/06/2019        (1,882,344     (1,856,294      26,050        —    

German Euro Bund

     (18)       12/06/2019        (3,458,927     (3,418,629      40,298        —    

U.K. Gilt

     (44)       12/27/2019        (7,220,978     (7,262,408      —          (41,430

U.S. Treasury Ultra Bond

     (42)       12/19/2019        (8,343,727     (8,060,062      283,665        —    
            

 

 

    

 

 

 

Total

               $    1,093,088        $      (41,430
            

 

 

    

 

 

 

Total Futures Contracts

               $    1,209,361        $    (468,364
            

 

 

    

 

 

 

FORWARD FOREIGN CURRENCY CONTRACTS:

 

 

Counterparty

   Settlement
Date
     Currency
Purchased
     Currency
Sold
     Unrealized
Appreciation
     Unrealized
Depreciation
 

BNP

     10/02/2019        EUR        390,000        USD        428,566        $        —          $      (3,421

BNP

     01/16/2020        MXN        9,193,000        USD        461,098        —          (3,003

BOA

     10/02/2019        GBP        1,423,000        USD        1,755,745        —          (5,949

BOA

     11/04/2019        USD        1,432,482        GBP        1,161,000            2,865            —    

CITI

     10/02/2019        USD        214,658        CAD        286,000        —          (1,223

CITI

     10/02/2019        USD        2,154,643        GBP        1,764,000        1,207        (15,671

CITI

     10/02/2019        GBP        102,000        USD        126,264        —          (840

CITI

     10/02/2019        EUR        53,000        USD        58,617        —          (840

CITI

     10/15/2019        COP        364,033,000        USD        113,768        —          (9,235

CITI

     11/12/2019        USD        353,769        PEN        1,198,288        —          (1,161

CITI

     11/15/2019        USD        57,699        JPY        6,100,000        1,109        —    

CITI

     11/15/2019        JPY        62,600,000        USD        592,413        —          (11,666

GSB

     10/02/2019        EUR        67,000        USD        74,144        —          (1,106

GSB

     01/02/2020        USD        105,434        DKK        715,000        219        —    

HSBC

     10/15/2019        USD        104,367        COP        364,033,000        —          (166

HSBC

     11/15/2019        JPY        119,300,000        USD        1,141,588        —          (34,827

HSBC

     01/15/2020        COP        364,033,000        USD        103,876        184        —    

JPM

     10/01/2019        USD        109,852        DKK        715,000        5,464        —    

SCB

     11/15/2019        RUB        35,153,542        USD        535,449        3,241        —    

SCB

     12/18/2019        INR        8,806,480        USD        121,158        2,059        —    

SCB

     12/18/2019        IDR        1,842,640,000        USD        126,799        1,913        —    
                 

 

 

    

 

 

 

Total

              $    18,261        $    (89,108
           

 

 

    

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    11         


Transamerica PIMCO Tactical – Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (W)

 

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

ASSETS

 

Investments

 

Asset-Backed Securities

   $ —       $ 6,953,850     $ —        $ 6,953,850  

Certificates of Deposit

     —         500,000       —          500,000  

Corporate Debt Securities

     —         64,484,095       —          64,484,095  

Foreign Government Obligations

     —         7,091,070       —          7,091,070  

Loan Assignment

     —         —         443,333        443,333  

Mortgage-Backed Securities

     —         6,984,327       —          6,984,327  

Municipal Government Obligations

     —         1,494,300       —          1,494,300  

U.S. Government Agency Obligations

     —         43,688,581       —          43,688,581  

U.S. Government Obligations

     —         96,877,958       —          96,877,958  

Short-Term U.S. Government Obligations

     —         1,812,942       —          1,812,942  

Other Investment Company

     425,150       —         —          425,150  

Repurchase Agreements

     —         421,871,087       —          421,871,087  

Exchange-Traded Options Purchased

     4,407,870       —         —          4,407,870  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total Investments

   $     4,833,020     $     651,758,210     $     443,333      $     657,034,563  
  

 

 

   

 

 

   

 

 

    

 

 

 

Other Financial Instruments

 

Centrally Cleared Interest Rate Swap Agreements

   $ —       $ 98,989     $ —        $ 98,989  

Over-the-Counter Credit Default Swap Agreements

     —         20,235       —          20,235  

Over-the-Counter Total Return Swap Agreements

     —         1,571,193       —          1,571,193  

Futures Contracts (Y)

     1,209,361       —         —          1,209,361  

Forward Foreign Currency Contracts (Y)

     —         18,261       —          18,261  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total Other Financial Instruments

   $ 1,209,361     $ 1,708,678     $ —        $ 2,918,039  
  

 

 

   

 

 

   

 

 

    

 

 

 

LIABILITIES

 

Other Financial Instruments

 

Reverse Repurchase Agreements

   $ —       $ (74,954,363   $ —        $ (74,954,363

Centrally Cleared Credit Default Swap Agreements

     —         (230,878     —          (230,878

Centrally Cleared Interest Rate Swap Agreements

     —         (527,977     —          (527,977

Over-the-Counter Total Return Swap Agreements

     —         (9,108     —          (9,108

Futures Contracts (Y)

     (468,364     —         —          (468,364

Forward Foreign Currency Contracts (Y)

     —         (89,108     —          (89,108
  

 

 

   

 

 

   

 

 

    

 

 

 

Total Other Financial Instruments

   $ (468,364   $ (75,811,434   $ —        $ (76,279,798
  

 

 

   

 

 

   

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Floating or variable rate securities. The rates disclosed are as of September 30, 2019. 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.
(B)      Securities are registered pursuant to Rule 144A of the Securities Act of 1933. Unless otherwise indicated, the securities are deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2019, the total value of 144A securities is $33,958,227, representing 8.9% of the Portfolio’s net assets.
(C)      All or a portion of the securities are on loan. The total value of all securities on loan is $416,529. The amount of securities on loan indicated may not correspond with the securities on loan identified because securities with pending sales are in the process of recall from the brokers.
(D)      Perpetual maturity. The date displayed is the next call date.
(E)      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 September 30, 2019, the total value of Regulation S securities is $3,519,369, representing 0.9% of the Portfolio’s net assets.
(F)      Step bond. Coupon rate changes in increments to maturity. The rate disclosed is as of September 30, 2019; the maturity date disclosed is the ultimate maturity date.
(G)      Securities in default; partial receipt of interest payments and/or dividends declared at last payment date. At September 30, 2019, the total value of such securities is $503,750, representing 0.1% of the Portfolio’s net assets.
(H)      When-issued, delayed-delivery and/or forward commitment (including TBAs) securities. Securities to be settled and delivered after September 30, 2019. Securities may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement.
(I)      Percentage rounds to less than 0.1% or (0.1)%.
(J)      Restricted security. At September 30, 2019, 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
 

Foreign Government Obligations

  

Export-Import Bank of Korea
1.93%, 02/24/2020, MTN

     02/16/2017      $     229,683      $     226,314        0.1

 

(K)      Security is Level 3 of the fair value hierarchy.
(L)      Fair valued as determined in good faith in accordance with procedures established by the Board. At September 30, 2019, the total value of securities is $766,962, representing 0.2% of the Portfolio’s net assets.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    12         


Transamerica PIMCO Tactical – Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS (continued):

 

(M)      All or a portion of the security represents an unsettled loan commitment at September 30, 2019 where the rate will be determined at time of settlement.
(N)      Securities are subject to sale-buyback transactions.
(O)      All or a portion of the security has been segregated by the custodian as collateral for centrally cleared swap agreements. The value of the security is $100,370.
(P)      Rates disclosed reflect the yields at September 30, 2019.
(Q)      All or a portion of these securities have been segregated by the custodian as collateral to cover margin requirements for open futures contracts. The total value of such securities is $1,244,140.
(R)      If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (a) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced obligation or (b) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap agreement less the recovery value of the referenced obligation or underlying securities comprising the referenced obligation.
(S)      The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.
(T)      The quoted market prices and resulting values for credit default swap agreements on asset-backed securities and credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative had the notional amount of the swap agreement been closed/sold as of the period ended. Increasing market values, in absolute terms when compared to the notional amount of the swap agreement, represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.
(U)      Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues or sovereign issues of an emerging country as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. A credit spread identified as “Defaulted” indicates a credit event has occurred for the referenced entity or obligation.
(V)      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.
(W)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(X)      Level 3 securities were not considered significant to the Portfolio.
(Y)      Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).

CURRENCY ABBREVIATIONS:

 

CAD

   Canadian Dollar

COP

   Columbian Peso

DKK

   Danish Krone

EUR

   Euro

GBP

   Pound Sterling

IDR

   Indonesian Rupiah

INR

   Indian Rupee

JPY

   Japanese Yen

MXN

   Mexican Peso

PEN

   Peruvian Sol

RUB

   Russian Ruble

USD

   United States Dollar

COUNTERPARTY ABBREVIATIONS:

 

BNP

   BNP Paribas

BOA

   Bank of America, N.A.

CITI

   Citibank, N.A.

GSB

   Goldman Sachs Bank

GSI

   Goldman Sachs International

HSBC

   HSBC Bank USA

JPM

   JPMorgan Chase Bank, N.A.

SCB

   Standard Chartered Bank

PORTFOLIO ABBREVIATIONS:

 

BTP

   Buoni del Tesoro Poliennali (Italian Treasury Bonds)

CMBS

   Commercial Mortgage-Backed Securities

COFI

   11th District Monthly Weighted Average Cost of Funds Index

EAFE

   Europe, Australasia and Far East

ETF

   Exchange-Traded Fund

EURIBOR

   Euro Interbank Offer Rate

LIBOR

   London Interbank Offered Rate

MTN

   Medium Term Note

OAT

   Obligations Assimilables du Tresor (Treasury Obligations)

OTC

   Over-the-Counter

STRIPS

   Separate Trading of Registered Interest and Principal of Securities

TBA

   To Be Announced

TBD

   To Be Determined

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    13         


Transamerica PIMCO Tactical – Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    14         


Transamerica PIMCO Total Return VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Principal      Value  
ASSET-BACKED SECURITIES - 12.0%  

ABFC Trust

     

Series 2004-OPT4, Class A1,

     

1-Month LIBOR + 0.62%,
2.64% (A), 04/25/2034

     $  129,387        $  129,546  

Adams Mill CLO, Ltd.

     

Series 2014-1A, Class A1R,

     

3-Month LIBOR + 1.10%,
3.40% (A), 07/15/2026 (B)

     3,259,655        3,260,578  

Ally Auto Receivables Trust

     

Series 2018-3, Class A2,

     

2.72%, 05/17/2021

     2,376,385        2,377,913  

AmeriCredit Automobile Receivables Trust

     

Series 2018-1, Class A2B,

     

1-Month LIBOR + 0.23%,
2.27% (A), 07/19/2021

     759,735        759,735  

Ameriquest Mortgage Securities Trust

     

Series 2006-R1, Class M1,

     

1-Month LIBOR + 0.39%,
2.41% (A), 03/25/2036

     171,621        171,386  

Apex Credit CLO, Ltd.

     

Series 2016-1A, Class ASR,

     

3-Month LIBOR + 1.05%,
3.31% (A), 10/27/2028 (B)

     6,700,000        6,699,638  

Apidos CLO XVI

     

Series 2013-16A, Class A1R,

     

3-Month LIBOR + 0.98%,
3.28% (A), 01/19/2025 (B)

     473,644        473,860  

Argent Securities, Inc. Asset-Backed Pass-Through Certificates

     

Series 2005-W4, Class A2D,

     

1-Month LIBOR + 0.38%,
2.40% (A), 02/25/2036

     2,688,612        2,224,720  

Aurium CLO

     

Series 2A, Class AR,

     

3-Month EURIBOR + 0.68%,
0.68% (A), 10/13/2029 (B) (C)

     EUR  3,600,000        3,924,033  

B&M CLO, Ltd.

     

Series 2014-1A, Class A1R,

     

3-Month LIBOR + 0.73%,
3.05% (A), 04/16/2026 (B)

     $  3,027,231        3,027,010  

Barings Euro CLO

     

Series 2016-1A, Class A1R,

     

3-Month EURIBOR + 0.68%,
0.68% (A), 07/27/2030 (B) (C)

     EUR  6,000,000        6,539,525  

Bear Stearns Asset-Backed Securities I Trust

     

Series 2005-AQ1, Class M2,

     

1-Month LIBOR + 0.65%,
2.67% (A), 03/25/2035

     $  651,304        654,481  

Series 2005-HE6, Class M2,

     

1-Month LIBOR + 1.01%,
3.02% (A), 06/25/2035

     230,711        230,840  

Series 2006-HE10, Class 21A3,

     

1-Month LIBOR + 0.24%,
2.26% (A), 12/25/2036

     12,935,731        11,375,430  

Series 2007-HE3, Class 1A2,

     

1-Month LIBOR + 0.20%,
2.22% (A), 04/25/2037

     470,456        745,251  
     Principal      Value  
ASSET-BACKED SECURITIES (continued)  

Bear Stearns Asset-Backed Securities Trust

     

Series 2002-2, Class A1,

     

1-Month LIBOR + 0.66%,
2.68% (A), 10/25/2032

     $  6,105        $  6,125  

Series 2004-1, Class M1,

     

1-Month LIBOR + 0.98%,
2.99% (A), 06/25/2034

     2,005,593        2,038,330  

Series 2006-SD3, Class 21A1,

     

4.35% (A), 07/25/2036

     77,380        77,632  

Benefit Street Partners CLO VII, Ltd.

     

Series 2015-VIIA, Class A1AR,

     

3-Month LIBOR + 0.78%,
3.08% (A), 07/18/2027 (B)

     4,500,000        4,499,919  

Cent CLO 19, Ltd.

     

Series 2013-19A, Class A1A,

     

3-Month LIBOR + 1.33%,
3.59% (A), 10/29/2025 (B)

     3,814,187        3,818,223  

Chase Issuance Trust

     

Series 2017-A1, Class A,

     

1-Month LIBOR + 0.30%,
2.33% (A), 01/15/2022

     7,000,000        7,003,838  

Chesapeake Funding II LLC

     

Series 2018-2A, Class A1,

     

3.23%, 08/15/2030 (B)

     6,441,696        6,527,587  

CIFC Funding, Ltd.

     

Series 2015-2A, Class AR,

     

3-Month LIBOR + 0.78%,
3.08% (A), 04/15/2027 (B)

     8,422,103        8,401,864  

Series 2015-5A, Class A1R,

     

3-Month LIBOR + 0.86%,
3.14% (A), 10/25/2027 (B)

     8,200,000        8,164,051  

CIT Mortgage Loan Trust

     

Series 2007-1, Class 1A,

     

1-Month LIBOR + 1.35%,
3.37% (A), 10/25/2037 (B)

     4,126,711        4,172,593  

Citigroup Mortgage Loan Trust Asset-Backed Pass-Through Certificate

     

Series 2004-OPT1, Class M3,

     

1-Month LIBOR + 0.95%,
2.96% (A), 10/25/2034

     4,631,000        4,632,174  

Citigroup Mortgage Loan Trust, Inc.

     

Series 2007-AMC1, Class A1,

     

1-Month LIBOR + 0.16%,
2.18% (A), 12/25/2036 (B)

     8,755,318        6,018,587  

Series 2007-AMC4, Class A2C,

     

1-Month LIBOR + 0.17%,
2.19% (A), 05/25/2037

     503,586        501,636  

Series 2007-FS1, Class 1A1,

     

4.60% (A), 10/25/2037 (B)

     3,065,842        3,159,483  

Countrywide Asset-Backed Certificates

     

Series 2006-20, Class 1A,

     

1-Month LIBOR + 0.14%,
2.16% (A), 04/25/2047

     3,918,417        3,820,580  

Series 2006-24, Class 1A,

     

1-Month LIBOR + 0.14%,
2.16% (A), 06/25/2047

     9,599,814        8,519,655  

Series 2006-24, Class 2A3,

     

1-Month LIBOR + 0.15%,
2.17% (A), 06/25/2047

     2,651,472        2,633,485  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica PIMCO Total Return VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
ASSET-BACKED SECURITIES (continued)  

Series 2007-2, Class 2A3,

     

1-Month LIBOR + 0.14%,
2.16% (A), 08/25/2037

     $  4,633,161        $  4,558,209  

CWABS, Inc. Asset-Backed Certificates Trust

     

Series 2004-9, Class MV4,

     

1-Month LIBOR + 1.58%,
3.59% (A), 11/25/2034

     2,500,000        2,470,968  

Dryden XXV Senior Loan Fund

     

Series 2012-25A, Class ARR,

     

3-Month LIBOR + 0.90%,
3.20% (A), 10/15/2027 (B)

     7,100,000        7,090,720  

Evergreen Credit Card Trust

     

Series 2019-2, Class A,

     

1.90%, 09/15/2024 (B)

     8,100,000        8,065,671  

Ford Credit Auto Owner Trust

     

Series 2014-2, Class A,

     

2.31%, 04/15/2026 (B)

     6,820,000        6,820,047  

Gallatin CLO IX, Ltd.

     

Series 2018-1A, Class A,

     

3-Month LIBOR + 1.05%,
3.33% (A), 01/21/2028 (B)

     6,700,000        6,684,804  

GSAMP Trust

     

Series 2005-HE1, Class M2,

     

1-Month LIBOR + 1.32%,
3.34% (A), 12/25/2034

     3,153,414        2,561,165  

Series 2007-HS1, Class A1,

     

1-Month LIBOR + 0.85%,
2.87% (A), 02/25/2047

     569,064        569,563  

Halcyon Loan Advisors Funding, Ltd.

     

Series 2014-3A, Class AR,

     

3-Month LIBOR + 1.10%,
3.38% (A), 10/22/2025 (B)

     4,226,882        4,227,317  

Home Equity Asset Trust

     

Series 2002-1, Class A4,

     

1-Month LIBOR + 0.60%,
2.62% (A), 11/25/2032

     1,283        1,253  

Series 2004-4, Class M1,

     

1-Month LIBOR + 0.78%,
2.80% (A), 10/25/2034

     3,523,628        3,515,476  

Home Equity Mortgage Loan Asset-Backed Trust

     

Series 2007-A, Class 1A,

     

1-Month LIBOR + 0.22%,
2.24% (A), 04/25/2037

     1,472,313        1,158,501  

KVK CLO, Ltd.

     

Series 2013-1A, Class AR,

     

3-Month LIBOR + 0.90%,
3.70% (A), 01/14/2028 (B)

     7,000,000        6,970,096  

LoanCore Issuer, Ltd.

     

Series 2018-CRE1, Class A,

     

1-Month LIBOR + 1.13%,
3.16% (A), 05/15/2028 (B)

     6,600,000        6,602,145  

Master Asset-Backed Securities Trust

     

Series 2007-HE2, Class A1,

     

1-Month LIBOR + 1.15%,
3.17% (A), 08/25/2037

     3,276,847        2,912,471  

Monarch Grove CLO Trust

     

Series 2018-1A, Class A1,

     

3-Month LIBOR + 0.88%,
3.16% (A), 01/25/2028 (B)

     5,700,000        5,674,949  
     Principal      Value  
ASSET-BACKED SECURITIES (continued)  

Morgan Stanley ABS Capital I, Inc. Trust

     

Series 2004-HE9, Class M2,

     

1-Month LIBOR + 0.93%,
2.95% (A), 11/25/2034

     $  1,349,193        $  1,343,284  

Series 2005-WMC6, Class M3,

     

1-Month LIBOR + 0.77%,
2.78% (A), 07/25/2035

     2,991,387        3,007,954  

Series 2007-HE5, Class A2C,

     

1-Month LIBOR + 0.25%,
2.27% (A), 03/25/2037

     2,805,640        1,528,108  

Mountain Hawk III CLO, Ltd.

     

Series 2014-3A, Class AR,

     

3-Month LIBOR + 1.20%,
3.50% (A), 04/18/2025 (B)

     3,053,742        3,054,117  

Navient Private Education Loan Trust

     

Series 2018-BA, Class A1,

     

1-Month LIBOR + 0.35%,
2.38% (A), 12/15/2059 (B)

     1,824,499        1,823,759  

Navient Student Loan Trust

     

Series 2017-3A, Class A1,

     

1-Month LIBOR + 0.30%,
2.32% (A), 07/26/2066 (B)

     847,105        847,266  

OCP CLO, Ltd.

     

Series 2015-9A, Class A1R,

     

3-Month LIBOR + 0.80%,
3.10% (A), 07/15/2027 (B)

     7,000,000        7,000,112  

Octagon Investment Partners XXIII, Ltd.

     

Series 2015-1A, Class A1R,

     

3-Month LIBOR + 0.85%,
3.15% (A), 07/15/2027 (B)

     4,100,000        4,088,975  

OneMain Direct Auto Receivables Trust

     

Series 2018-1A, Class A,

     

3.43%, 12/16/2024 (B)

     6,700,000        6,812,174  

Option One Mortgage Loan Trust

     

Series 2007-2, Class 1A1,

     

1-Month LIBOR + 0.14%,
2.16% (A), 03/25/2037

     5,387,046        4,005,948  

Series 2007-5, Class 1A1,

     

1-Month LIBOR + 0.22%,
2.24% (A), 05/25/2037

     8,129,246        5,906,966  

RASC Trust

     

Series 2005-KS11, Class M2,

     

1-Month LIBOR + 0.42%,
2.44% (A), 12/25/2035

     7,100,000        7,108,614  

Series 2006-EMX1, Class M1,

     

1-Month LIBOR + 0.41%,
2.43% (A), 01/25/2036

     1,414,510        1,412,030  

Series 2006-KS9, Class AI3,

     

1-Month LIBOR + 0.16%,
2.18% (A), 11/25/2036

     1,192,020        1,145,527  

SLM Student Loan Trust

     

Series 2003-11, Class A6,

     

3-Month LIBOR + 0.55%,
2.67% (A), 12/15/2025 (B)

     5,137,935        5,139,498  

Series 2005-3, Class A5,

     

3-Month LIBOR + 0.09%,
2.37% (A), 10/25/2024

     1,391,715        1,390,991  

Sofi Professional Loan Program LLC

     

Series 2018-A, Class A2A,

     

2.39%, 02/25/2042 (B)

     3,094,142        3,099,059  

Sofi Professional Loan Program Trust

     

Series 2018-B, Class A1FX,

     

2.64%, 08/25/2047 (B)

     3,758,015        3,767,037  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    2

 

      


Transamerica PIMCO Total Return VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
ASSET-BACKED SECURITIES (continued)  

Soundview Home Loan Trust

     

Series 2005-3, Class M3,

     

1-Month LIBOR + 0.83%,
2.84% (A), 06/25/2035

     $  98,908        $  98,691  

Series 2006-OPT2, Class A3,

     

1-Month LIBOR + 0.18%,
2.20% (A), 05/25/2036

     1,517,465        1,516,054  

Series 2007-WMC1, Class 3A1,

     

1-Month LIBOR + 0.11%,
2.13% (A), 02/25/2037

     1,230,661        451,372  

Structured Asset Investment Loan Trust

     

Series 2005-9, Class M1,

     

1-Month LIBOR + 0.42%,
2.44% (A), 11/25/2035

     6,000,000        5,969,495  

TICP CLO I, Ltd.

     

Series 2015-1A, Class AR,

     

3-Month LIBOR + 0.80%,
3.08% (A), 07/20/2027 (B)

     7,100,000        7,074,106  

TICP CLO III, Ltd.

     

Series 2018-3R, Class A,

     

3-Month LIBOR + 0.84%,
3.12% (A), 04/20/2028 (B)

     5,500,000        5,474,090  

Tralee CLO, Ltd.

     

Series 2018-5A, Class A1,

     

3-Month LIBOR + 1.11%,
3.39% (A), 10/20/2028 (B)

     7,900,000        7,889,438  

Trillium Credit Card Trust II

     

Series 2018-1A, Class A,

     

1-Month LIBOR + 0.25%,
2.73% (A), 02/27/2023 (B)

     11,100,000        11,101,148  

U.S. Small Business Administration

     

Series 2003-20I, Class 1,

     

5.13%, 09/01/2023

     21,318        22,180  

Series 2004-20C, Class 1,

     

4.34%, 03/01/2024

     181,079        186,992  

Series 2008-20L, Class 1,

     

6.22%, 12/01/2028

     535,319        589,077  

Venture XII CLO, Ltd.

     

Series 2012-12A, Class ARR,

     

3-Month LIBOR + 0.80%,
2.94% (A), 02/28/2026 (B)

     7,259,881        7,237,368  

Venture XVI CLO, Ltd.

     

Series 2014-16A, Class ARR,

     

3-Month LIBOR + 0.85%,
3.15% (A), 01/15/2028 (B)

     7,000,000        6,979,896  

Venture XX CLO, Ltd.

     

Series 2015-20A, Class AR,

     

3-Month LIBOR + 0.82%,
3.12% (A), 04/15/2027 (B)

     5,551,555        5,538,376  

Voya CLO, Ltd.

     

Series 2014-3A, Class A1R,

     

3-Month LIBOR + 0.72%,
3.00% (A), 07/25/2026 (B)

     4,689,648        4,689,658  

Wachovia Mortgage Loan Trust

     

Series 2005-WMC1, Class M2,

     

1-Month LIBOR + 0.69%,
2.71% (A), 10/25/2035

     1,651,000        1,560,013  
     Principal      Value  
ASSET-BACKED SECURITIES (continued)  

WaMu Asset-Backed Certificates Trust

     

Series 2007-HE2, Class 2A3,

     

1-Month LIBOR + 0.25%,
2.27% (A), 04/25/2037

     $   4,228,652        $   2,224,923  

Westlake Automobile Receivables Trust

     

Series 2018-3A, Class A2A,

     

2.98%, 01/18/2022 (B)

     3,021,329        3,029,287  
     

 

 

 

Total Asset-Backed Securities
(Cost $307,416,866)

 

     320,586,646  
  

 

 

 
CERTIFICATE OF DEPOSIT - 0.5%  
Banks - 0.5%  

Barclays Bank PLC

     

3-Month LIBOR + 0.40%,
2.68% (A), 10/25/2019

     13,500,000        13,500,000  
     

 

 

 

Total Certificate of Deposit
(Cost $13,500,000)

 

     13,500,000  
  

 

 

 
CORPORATE DEBT SECURITIES - 49.0%  
Aerospace & Defense - 0.3%  

United Technologies Corp.

     

3.65%, 08/16/2023

     6,900,000        7,301,799  
     

 

 

 
Airlines - 0.5%  

Continental Airlines Pass-Through Trust

     

4.15%, 10/11/2025

     1,726,485        1,818,161  

Delta Air Lines Pass-Through Trust

     

6.82%, 02/10/2024

     6,098,222        6,693,409  

Latam Airlines Pass-Through Trust

     

4.20%, 08/15/2029

     4,617,948        4,723,238  
     

 

 

 
        13,234,808  
     

 

 

 
Auto Components - 0.0% (D)  

ZF North America Capital, Inc.

     

4.50%, 04/29/2022 (B)

     800,000        818,626  
     

 

 

 
Automobiles - 0.8%  

BMW Finance NV

     

2.25%, 08/12/2022 (B)

     6,700,000        6,708,744  

Nissan Motor Acceptance Corp.

     

2.60%, 09/28/2022, MTN (E)

     6,130,000        6,150,189  

Volkswagen Bank GmbH

     

1.88%, 01/31/2024, MTN (E)

     EUR  2,300,000        2,642,207  

Volkswagen Group of America Finance LLC

     

3-Month LIBOR + 0.86%,
2.97% (A), 09/24/2021 (B)

     $  5,400,000        5,408,822  

Volkswagen International Finance NV

     

4.00%, 08/12/2020 (B)

     1,400,000        1,419,823  
     

 

 

 
        22,329,785  
     

 

 

 
Banks - 15.8%  

AIB Group PLC

     

4.75%, 10/12/2023 (B)

     6,600,000        6,979,438  

Banco Bilbao Vizcaya Argentaria SA

     

Fixed until 02/18/2020 (F),
6.75% (A) (E)

     EUR  3,600,000        3,995,627  

Banco Espirito Santo SA

     

2.63%, 05/08/2017, MTN (E) (G) (H)

     1,600,000        331,345  

4.00%, 01/21/2019, MTN (E) (G) (H)

     800,000        165,672  

Banco Santander SA

     

3.85%, 04/12/2023

     $  6,800,000        7,086,223  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    3

 

      


Transamerica PIMCO Total Return VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Banks (continued)  

Bank of America Corp.

     

Fixed until 12/20/2022,
3.00% (A), 12/20/2023

     $  16,197,000        $  16,541,471  

3-Month LIBOR + 1.00%,
3.28% (A), 04/24/2023

     8,500,000        8,566,782  

4.10%, 07/24/2023

     4,100,000        4,374,366  

Banque Federative du Credit Mutuel SA

     

3-Month LIBOR + 0.96%,
3.24% (A), 07/20/2023 (B)

     8,000,000        8,071,463  

Barclays Bank PLC

     

7.63%, 11/21/2022

     3,100,000        3,417,750  

10.18%, 06/12/2021 (B)

     5,520,000        6,173,769  

Barclays PLC

     

3-Month LIBOR + 1.63%,
3.96% (A), 01/10/2023

     5,200,000        5,220,495  

3-Month LIBOR + 2.11%,
4.29% (A), 08/10/2021

     5,200,000        5,304,249  

Fixed until 09/15/2023 (F),
7.75% (A)

     6,500,000        6,764,355  

Fixed until 09/15/2022 (F),
7.88% (A) (E)

     GBP  3,000,000        3,919,189  

BBVA USA

     

2.50%, 08/27/2024

     $  4,000,000        3,975,371  

CitiBank NA

     

3.05%, 05/01/2020

     9,500,000        9,548,122  

Citigroup, Inc.

     

2.70%, 10/27/2022

     6,800,000        6,900,710  

2.75%, 04/25/2022

     8,400,000        8,525,033  

2.90%, 12/08/2021

     3,700,000        3,754,591  

3-Month LIBOR + 1.38%,
3.48% (A), 03/30/2021

     1,100,000        1,116,414  

3-Month LIBOR + 1.43%,
3.57% (A), 09/01/2023

     4,300,000        4,373,757  

Cooperatieve Rabobank UA

     

3-Month LIBOR + 0.43%,
2.70% (A), 04/26/2021

     3,700,000        3,713,193  

4.38%, 08/04/2025

     7,400,000        7,991,712  

Fixed until 06/29/2021 (F),
6.63% (A) (E)

     EUR  3,200,000        3,800,847  

HSBC Holdings PLC

     

3-Month LIBOR + 0.65%,
2.78% (A), 09/11/2021

     $  6,500,000        6,508,878  

Fixed until 07/04/2029 (F),
4.75% (A), MTN (E)

     EUR  5,200,000        6,000,722  

ING Bank NV

     

2.63%, 12/05/2022 (B)

     $  3,600,000        3,679,560  

ING Groep NV

     

4.63%, 01/06/2026 (B)

     900,000        996,516  

Intesa Sanpaolo SpA

     

4.00%, 09/23/2029 (B)

     5,900,000        5,872,855  

JPMorgan Chase & Co.

     

2.40%, 06/07/2021

     7,500,000        7,535,658  

2.55%, 10/29/2020

     800,000        804,135  

3.90%, 07/15/2025

     7,100,000        7,654,983  

JPMorgan Chase Bank NA

     

Fixed until 04/26/2020,
3.09% (A), 04/26/2021

     17,200,000        17,284,627  

Lloyds Bank PLC

     

2.25%, 08/14/2022

     8,100,000        8,079,989  

7.50% (I), 04/02/2032, MTN (E)

     9,600,000        7,863,277  

Lloyds Banking Group PLC

     

Fixed until 03/17/2022,
2.86% (A), 03/17/2023

     5,400,000        5,416,908  

4.05%, 08/16/2023

     5,100,000        5,347,551  

Fixed until 06/27/2023 (F),
7.63% (A) (E)

     GBP  2,500,000        3,342,838  

Mitsubishi UFJ Financial Group, Inc.

     

3.41%, 03/07/2024

     $  5,100,000        5,309,361  

3.46%, 03/02/2023

     4,900,000        5,075,909  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Banks (continued)  

Mizuho Financial Group, Inc.

     

Fixed until 09/11/2023,
3.92% (A), 09/11/2024

     $   8,100,000        $   8,524,676  

Natwest Markets PLC

     

0.63%, 03/02/2022, MTN (E)

     EUR  5,800,000        6,390,694  

Regions Bank

     

Fixed until 08/13/2020,
3.37% (A), 08/13/2021

     $  6,800,000        6,859,514  

Royal Bank of Scotland Group PLC

     

Fixed until 05/15/2022,
3.50% (A), 05/15/2023

     5,000,000        5,066,550  

3.88%, 09/12/2023

     4,200,000        4,336,025  

Fixed until 06/25/2023,
4.52% (A), 06/25/2024

     5,000,000        5,258,172  

Fixed until 08/15/2021 (F),
8.63% (A)

     3,800,000        4,069,230  

Santander PLC

     

2.13%, 11/03/2020

     4,160,000        4,155,945  

3.75%, 11/15/2021

     8,100,000        8,362,344  

Skandinaviska Enskilda Banken AB

     

3-Month LIBOR + 0.43%,
2.55% (A), 05/17/2021 (B)

     6,700,000        6,716,817  

3.25%, 05/17/2021 (B)

     6,800,000        6,912,061  

Societe Generale SA

     

4.25%, 09/14/2023 (B)

     6,500,000        6,896,630  

Standard Chartered PLC

     

Fixed until 01/20/2022,
4.25% (A), 01/20/2023 (B)

     6,700,000        6,927,123  

Sumitomo Mitsui Banking Corp.

     

2.51%, 01/17/2020

     7,100,000        7,107,470  

3-Month LIBOR + 0.37%,
2.69% (A), 10/16/2020

     7,900,000        7,916,796  

Sumitomo Mitsui Financial Group, Inc.

     

3-Month LIBOR + 1.68%,
3.78% (A), 03/09/2021

     6,000,000        6,109,020  

Svenska Handelsbanken AB

     

3.35%, 05/24/2021, MTN

     7,000,000        7,146,726  

3.90%, 11/20/2023

     7,100,000        7,586,990  

Synchrony Bank

     

3.65%, 05/24/2021

     6,900,000        7,032,562  

Toronto-Dominion Bank

     

3.35%, 10/22/2021 (B) (J)

     8,100,000        8,336,723  

UniCredit SpA

     

6.57%, 01/14/2022 (B)

     7,000,000        7,508,708  

7.83%, 12/04/2023 (B)

     12,500,000        14,586,125  

Wells Fargo & Co.

     

2.10%, 07/26/2021

     4,000,000        3,995,966  

2.63%, 07/22/2022, MTN

     5,400,000        5,459,953  

3-Month LIBOR + 1.23%,
3.49% (A), 10/31/2023

     2,000,000        2,030,215  

Wells Fargo Bank NA

     

3-Month LIBOR + 0.51%,
2.79% (A), 10/22/2021

     5,800,000        5,818,398  

3.55%, 08/14/2023

     8,000,000        8,399,766  

3.63%, 10/22/2021

     4,000,000        4,115,848  
     

 

 

 
        421,012,758  
     

 

 

 
Beverages - 0.5%  

Constellation Brands, Inc.

     

4.25%, 05/01/2023

     700,000        748,342  

Keurig Dr. Pepper, Inc.

     

4.06%, 05/25/2023

     6,700,000        7,085,579  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    4

 

      


Transamerica PIMCO Total Return VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Beverages (continued)  

Molson Coors Brewing Co.

     

2.10%, 07/15/2021

     $   2,400,000        $   2,399,897  

Pernod Ricard SA

     

4.45%, 01/15/2022 (B)

     4,000,000        4,196,369  
     

 

 

 
        14,430,187  
     

 

 

 
Biotechnology - 0.7%  

AbbVie, Inc.

     

3.38%, 11/14/2021

     8,200,000        8,404,434  

3.75%, 11/14/2023

     2,700,000        2,839,473  

Celgene Corp.

     

2.25%, 08/15/2021

     3,800,000        3,800,151  

3.25%, 08/15/2022

     3,000,000        3,090,983  
     

 

 

 
        18,135,041  
     

 

 

 
Capital Markets - 5.4%  

Credit Suisse Group AG

     

Fixed until 09/11/2024,
2.59% (A), 09/11/2025 (B)

     6,400,000        6,336,650  

3-Month LIBOR + 1.24%,
3.37% (A), 06/12/2024 (B)

     6,600,000        6,642,428  

Fixed until 06/12/2023,
4.21% (A), 06/12/2024 (B)

     6,700,000        7,055,256  

Credit Suisse Group Funding Guernsey, Ltd.

     

3.45%, 04/16/2021

     3,700,000        3,760,954  

3.75%, 03/26/2025

     6,825,000        7,168,079  

3.80%, 06/09/2023

     5,600,000        5,848,513  

3-Month LIBOR + 2.29%,
4.59% (A), 04/16/2021

     5,300,000        5,440,604  

Deutsche Bank AG

     

2.70%, 07/13/2020

     7,000,000        6,985,671  

3.15%, 01/22/2021

     8,200,000        8,194,302  

3.30%, 11/16/2022

     4,500,000        4,472,934  

3.38%, 05/12/2021

     6,400,000        6,390,882  

3.70%, 05/30/2024 (J)

     8,200,000        8,212,670  

4.25%, 10/14/2021

     4,100,000        4,165,072  

5.00%, 02/14/2022

     5,300,000        5,492,268  

Goldman Sachs Group, Inc.

     

3-Month LIBOR + 0.75%,
2.90% (A), 02/23/2023

     7,100,000        7,093,649  

3-Month LIBOR + 0.78%,
3.04% (A), 10/31/2022

     4,900,000        4,914,377  

3.75%, 05/22/2025

     10,700,000        11,323,142  

Morgan Stanley

     

Fixed until 07/22/2024,
2.72% (A), 07/22/2025, MTN

     7,600,000        7,676,142  

3-Month LIBOR + 1.18%,
3.46% (A), 01/20/2022

     2,700,000        2,726,158  

Fixed until 04/24/2023,
3.74% (A), 04/24/2024

     1,800,000        1,879,845  

UBS AG

     

2.45%, 12/01/2020 (B)

     4,300,000        4,314,718  

UBS Group Funding Switzerland AG

     

3.00%, 04/15/2021 (B)

     11,000,000        11,132,090  

4.13%, 09/24/2025 (B)

     2,200,000        2,376,809  

4.25%, 03/23/2028 (B)

     4,900,000        5,344,770  
     

 

 

 
        144,947,983  
     

 

 

 
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Chemicals - 0.4%  

Sasol Financing LLC

     

5.88%, 03/27/2024

     $   5,300,000        $   5,725,605  

Syngenta Finance NV

     

4.44%, 04/24/2023 (B)

     5,000,000        5,225,072  
     

 

 

 
        10,950,677  
     

 

 

 
Construction & Engineering - 0.1%  

Odebrecht Offshore Drilling Finance, Ltd.

     

6.72%, 12/01/2022 (B)

     822,042        803,555  

PIK Rate 1.00%, Cash Rate 6.72%, 12/01/2026 (B) (K)

     3,503,753        916,652  

Odebrecht Oil & Gas Finance, Ltd.

     

Zero Coupon, 10/31/2019 (B) (F)

     500,930        4,383  
     

 

 

 
        1,724,590  
     

 

 

 
Consumer Finance - 6.1%  

Ally Financial, Inc.

     

8.00%, 03/15/2020

     9,140,000        9,333,677  

Altice Financing SA

     

6.63%, 02/15/2023 (B)

     1,000,000        1,026,250  

American Express Co.

     

3.38%, 05/17/2021

     6,600,000        6,731,955  

3.40%, 02/27/2023

     8,300,000        8,618,518  

Capital One Financial Corp.

     

2.40%, 10/30/2020

     6,900,000        6,919,676  

3-Month LIBOR + 0.45%,
2.72% (A), 10/30/2020

     7,000,000        7,010,934  

4.25%, 04/30/2025

     6,000,000        6,492,998  

Daimler Finance North America LLC

     

2.25%, 03/02/2020 (B)

     1,200,000        1,200,280  

2.55%, 08/15/2022 (B)

     8,000,000        8,030,260  

3.35%, 05/04/2021 (B)

     6,800,000        6,912,022  

3.40%, 02/22/2022 (B)

     8,000,000        8,184,101  

Ford Motor Credit Co. LLC

     

3-Month EURIBOR + 0.37%,
0.05% (A), 12/01/2021, MTN

     EUR  800,000        855,358  

3-Month LIBOR + 0.93%,
3.06% (A), 09/24/2020, MTN

     $  14,500,000        14,499,608  

3.20%, 01/15/2021

     6,500,000        6,508,691  

5.60%, 01/07/2022

     6,500,000        6,829,059  

5.75%, 02/01/2021

     6,500,000        6,719,797  

General Motors Financial Co., Inc.

     

3-Month EURIBOR + 0.55%,
0.15% (A), 03/26/2022, MTN (E)

     EUR  1,900,000        2,055,415  

3-Month LIBOR + 0.85%,
3.16% (A), 04/09/2021

     $  4,100,000        4,097,450  

3.20%, 07/13/2020

     7,000,000        7,038,530  

3-Month LIBOR + 0.93%,
3.23% (A), 04/13/2020

     8,400,000        8,420,461  

4.20%, 11/06/2021

     6,400,000        6,602,595  

Springleaf Finance Corp.

     

6.88%, 03/15/2025

     5,600,000        6,170,500  

Volkswagen Group of America Finance LLC

     

3-Month LIBOR + 0.77%,
2.95% (A), 11/13/2020 (B)

     6,700,000        6,722,585  

4.63%, 11/13/2025 (B)

     6,700,000        7,384,909  

4.75%, 11/13/2028 (B)

     6,700,000        7,453,443  
     

 

 

 
        161,819,072  
     

 

 

 
Diversified Consumer Services - 0.0% (D)  

Nationwide Building Society

     

2.35%, 01/21/2020 (B) (J)

     1,300,000        1,300,520  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    5

 

      


Transamerica PIMCO Total Return VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Diversified Financial Services - 2.2%  

AerCap Ireland Capital DAC / AerCap Global Aviation Trust

     

3.30%, 01/23/2023

     $   7,500,000        $   7,648,294  

4.13%, 07/03/2023

     5,400,000        5,663,928  

Aircastle, Ltd.

     

5.13%, 03/15/2021

     2,400,000        2,487,551  

Aviation Capital Group LLC

     

2.88%, 01/20/2022 (B)

     1,100,000        1,104,451  

3.88%, 05/01/2023 (B)

     3,900,000        4,033,026  

4.13%, 08/01/2025 (B)

     5,300,000        5,529,058  

Mitsubishi UFJ Lease & Finance Co., Ltd.

     

2.25%, 09/07/2021, MTN (E)

     4,100,000        4,082,373  

NTT Finance Corp.

     

1.90%, 07/21/2021, MTN (E)

     3,400,000        3,380,110  

Tayarra, Ltd.

     

3.63%, 02/15/2022

     2,999,769        3,063,037  

Washington Prime Group, LP

     

6.45%, 08/15/2024 (J)

     22,800,000        22,293,840  
     

 

 

 
        59,285,668  
     

 

 

 
Diversified Telecommunication Services - 1.1%  

AT&T, Inc.

     

3-Month LIBOR + 0.75%,
2.89% (A), 06/01/2021

     7,900,000        7,941,317  

3-Month LIBOR + 0.65%,
2.95% (A), 01/15/2020

     5,400,000        5,407,962  

3-Month LIBOR + 0.95%,
3.25% (A), 07/15/2021

     7,000,000        7,061,586  

3-Month LIBOR + 1.18%,
3.31% (A), 06/12/2024

     6,700,000        6,822,610  

3.40%, 06/15/2022

     2,100,000        2,164,695  
     

 

 

 
        29,398,170  
     

 

 

 
Electric Utilities - 1.6%  

Duke Energy Corp.

     

3.05%, 08/15/2022

     7,060,000        7,227,524  

Emera Finance, LP

     

2.70%, 06/15/2021

     1,214,000        1,221,133  

Evergy, Inc.

     

2.45%, 09/15/2024

     1,500,000        1,498,842  

FirstEnergy Corp.

     

3.90%, 07/15/2027

     3,100,000        3,303,322  

Florida Power & Light Co.

     

3.70%, 12/01/2047

     3,000,000        3,326,019  

Jersey Central Power & Light Co.

     

4.70%, 04/01/2024 (B)

     4,700,000        5,133,425  

Mississippi Power Co.

     

3-Month LIBOR + 0.65%,
2.75% (A), 03/27/2020

     8,100,000        8,103,097  

NextEra Energy Capital Holdings, Inc.

     

3.20%, 02/25/2022

     6,700,000        6,851,566  

Progress Energy, Inc.

     

4.40%, 01/15/2021

     4,400,000        4,503,712  

Southern Co.

     

2.75%, 06/15/2020

     1,800,000        1,806,575  
     

 

 

 
        42,975,215  
     

 

 

 
Equity Real Estate Investment Trusts - 2.7%  

Alexandria Real Estate Equities, Inc.

     

3.38%, 08/15/2031

     1,300,000        1,357,637  

4.30%, 01/15/2026

     4,100,000        4,470,763  

American Tower Corp.

     

3.38%, 05/15/2024

     7,800,000        8,107,163  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Equity Real Estate Investment Trusts (continued)  

AvalonBay Communities, Inc.

     

3.45%, 06/01/2025, MTN

     $   5,500,000        $   5,813,203  

Boston Properties, LP

     

3.40%, 06/21/2029

     6,500,000        6,799,254  

CBL & Associates, LP

     

5.95%, 12/15/2026 (J)

     7,100,000        4,987,750  

Crown Castle International Corp.

     

5.25%, 01/15/2023

     4,000,000        4,355,076  

Digital Realty Trust, LP

     

3.70%, 08/15/2027

     1,600,000        1,678,941  

HCP, Inc.

     

4.00%, 12/01/2022

     998,000        1,044,970  

Sabra Health Care, LP / Sabra Capital Corp.

     

3.90%, 10/15/2029 (L)

     900,000        886,500  

Service Properties Trust

     

4.25%, 02/15/2021

     1,900,000        1,925,807  

4.35%, 10/01/2024

     6,500,000        6,580,049  

Simon Property Group, LP

     

2.00%, 09/13/2024

     6,800,000        6,733,847  

Unibail-Rodamco-Westfield SE

     

1.00%, 03/14/2025, MTN (E)

     EUR  4,900,000        5,609,354  

WEA Finance LLC / Westfield UK & Europe Finance PLC

     

3.25%, 10/05/2020 (B)

     $  4,200,000        4,242,713  

Welltower, Inc.

     

4.25%, 04/15/2028

     5,900,000        6,472,692  
     

 

 

 
        71,065,719  
     

 

 

 
Food Products - 1.2%  

Campbell Soup Co.

     

3.30%, 03/15/2021

     2,900,000        2,941,835  

Conagra Brands, Inc.

     

3.80%, 10/22/2021

     2,761,000        2,849,507  

Kraft Heinz Foods Co.

     

3.38%, 06/15/2021

     8,000,000        8,103,797  

Mondelez International Holdings BV

     

2.00%, 10/28/2021 (B)

     2,600,000        2,594,269  

Mondelez International, Inc.

     

3.63%, 05/07/2023

     6,800,000        7,113,174  

Tyson Foods, Inc.

     

3-Month LIBOR + 0.45%,
2.60% (A), 08/21/2020

     8,800,000        8,799,952  
     

 

 

 
        32,402,534  
     

 

 

 
Gas Utilities - 0.5%  

Boston Gas Co.

     

3.00%, 08/01/2029 (B)

     6,150,000        6,334,556  

CenterPoint Energy Resources Corp.

     

3.55%, 04/01/2023

     6,900,000        7,165,966  
     

 

 

 
        13,500,522  
     

 

 

 
Health Care Equipment & Supplies - 0.1%  

Zimmer Biomet Holdings, Inc.

     

2.70%, 04/01/2020

     2,000,000        2,003,413  
     

 

 

 
Health Care Providers & Services - 0.8%  

Centene Corp.

     

5.38%, 06/01/2026 (B)

     700,000        732,375  

CVS Health Corp.

     

2.80%, 07/20/2020

     8,100,000        8,136,120  

3.50%, 07/20/2022

     1,500,000        1,549,082  

3.70%, 03/09/2023

     5,600,000        5,829,253  

4.00%, 12/05/2023

     400,000        422,668  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    6

 

      


Transamerica PIMCO Total Return VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Health Care Providers & Services (continued)  

HCA, Inc.

     

5.38%, 09/01/2026

     $   5,300,000        $   5,823,110  

5.88%, 02/01/2029

     100,000        112,323  
     

 

 

 
        22,604,931  
     

 

 

 
Hotels, Restaurants & Leisure - 1.2%  

GLP Capital, LP / GLP Financing II, Inc.

     

4.00%, 01/15/2030

     6,100,000        6,130,317  

Marriott International, Inc.

     

4.15%, 12/01/2023

     7,000,000        7,450,358  

Marriott Ownership Resorts, Inc. / ILG LLC

     

6.50%, 09/15/2026

     4,000,000        4,310,000  

McDonald’s Corp.

     

3-Month LIBOR + 0.43%,
2.69% (A), 10/28/2021, MTN

     6,600,000        6,601,308  

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.

     

5.50%, 03/01/2025 (B)

     6,200,000        6,527,360  
     

 

 

 
        31,019,343  
     

 

 

 
Household Products - 0.2%  

Reckitt Benckiser Treasury Services PLC

     

2.38%, 06/24/2022 (B)

     5,400,000        5,433,290  
     

 

 

 
Industrial Conglomerates - 0.2%  

General Electric Co.

     

0.38%, 05/17/2022

     EUR  1,800,000        1,950,532  

2.20%, 01/09/2020, MTN

     $  400,000        399,522  

4.65%, 10/17/2021, MTN

     2,300,000        2,392,519  
     

 

 

 
        4,742,573  
     

 

 

 
Insurance - 0.8%  

Allstate Corp.

     

3-Month LIBOR + 0.63%,
2.73% (A), 03/29/2023

     5,600,000        5,610,049  

Ambac LSNI LLC

     

3-Month LIBOR + 5.00%,
7.10% (A), 02/12/2023 (B)

     6,033,646        6,093,983  

American International Group, Inc.

     

3.75%, 07/10/2025

     2,200,000        2,324,448  

Jackson National Life Global Funding

     

2.38%, 09/15/2022 (B)

     6,500,000        6,535,821  
     

 

 

 
        20,564,301  
     

 

 

 
IT Services - 0.4%  

DXC Technology Co.

     

3-Month LIBOR + 0.95%,
3.08% (A), 03/01/2021

     5,231,000        5,227,980  

PayPal Holdings, Inc.

     

2.85%, 10/01/2029

     6,700,000        6,741,685  
     

 

 

 
        11,969,665  
     

 

 

 
Machinery - 0.2%  

Wabtec Corp.

     

3-Month LIBOR + 1.30%,
3.42% (A), 09/15/2021

     6,600,000        6,600,194  
     

 

 

 
Media - 0.4%  

Charter Communications Operating LLC / Charter Communications Operating Capital

     

3-Month LIBOR + 1.65%,
3.90% (A), 02/01/2024

     3,500,000        3,587,034  

4.46%, 07/23/2022

     3,800,000        4,000,719  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Media (continued)  

Discovery Communications LLC

     

2.80%, 06/15/2020

     $   500,000        $   501,709  

Time Warner Cable LLC

     

4.00%, 09/01/2021

     2,400,000        2,455,483  
     

 

 

 
        10,544,945  
     

 

 

 
Oil, Gas & Consumable Fuels - 0.7%  

Andeavor Logistics, LP / Tesoro Logistics Finance Corp.

     

5.50%, 10/15/2019

     6,100,000        6,106,418  

BP Capital Markets America, Inc.

     

3.79%, 02/06/2024

     1,600,000        1,700,429  

Enbridge, Inc.

     

3-Month LIBOR + 0.70%,
2.82% (A), 06/15/2020

     5,300,000        5,309,389  

Petrobras Global Finance BV

     

5.09%, 01/15/2030 (B)

     2,873,000        2,996,970  

Petroleos Mexicanos

     

6.84%, 01/23/2030 (B)

     3,100,000        3,211,290  
     

 

 

 
        19,324,496  
     

 

 

 
Pharmaceuticals - 1.1%  

Allergan Funding SCS

     

3.45%, 03/15/2022

     300,000        307,434  

Allergan Sales LLC

     

5.00%, 12/15/2021 (B)

     1,200,000        1,260,706  

Bayer Finance II LLC

     

3.50%, 06/25/2021 (B)

     2,000,000        2,040,055  

3.88%, 12/15/2023 (B)

     13,800,000        14,415,523  

4.25%, 12/15/2025 (B)

     3,800,000        4,059,751  

Shire Acquisitions Investments Ireland DAC

     

2.40%, 09/23/2021

     900,000        904,170  

Teva Pharmaceutical Finance II BV

     

1.25%, 03/31/2023 (E)

     EUR  2,800,000        2,549,830  

3.25%, 04/15/2022

     3,800,000        3,841,066  
     

 

 

 
        29,378,535  
     

 

 

 
Semiconductors & Semiconductor Equipment - 1.2%  

Broadcom Corp. / Broadcom Cayman Finance, Ltd.

     

3.00%, 01/15/2022

     $  5,959,000        6,016,652  

3.63%, 01/15/2024

     5,000,000        5,113,050  

Broadcom, Inc.

     

3.13%, 10/15/2022 (B)

     5,300,000        5,366,514  

Microchip Technology, Inc.

     

3.92%, 06/01/2021

     4,600,000        4,698,330  

NXP BV / NXP Funding LLC

     

4.13%, 06/01/2021 (B)

     10,200,000        10,465,489  
     

 

 

 
        31,660,035  
     

 

 

 
Software - 0.3%  

VMware, Inc.

     

2.95%, 08/21/2022

     7,100,000        7,199,445  
     

 

 

 
Technology Hardware, Storage & Peripherals - 0.3%  

Dell International LLC / EMC Corp.

     

5.45%, 06/15/2023 (B)

     6,500,000        7,073,810  
     

 

 

 
Tobacco - 0.8%  

BAT Capital Corp.

     

3.56%, 08/15/2027

     4,300,000        4,331,301  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    7

 

      


Transamerica PIMCO Total Return VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Tobacco (continued)  

BAT International Finance PLC

     

2.75%, 06/15/2020 (B)

     $   5,200,000        $   5,215,439  

Imperial Brands Finance PLC

     

2.95%, 07/21/2020 (B)

     6,200,000        6,222,533  

JT International Financial Services BV

     

3.50%, 09/28/2023, MTN (E)

     4,500,000        4,675,942  
     

 

 

 
        20,445,215  
     

 

 

 
Trading Companies & Distributors - 0.3%  

Air Lease Corp.

     

3.88%, 04/01/2021

     1,800,000        1,838,416  

4.25%, 02/01/2024, MTN

     5,000,000        5,294,342  

BOC Aviation, Ltd.

     

4.00%, 01/25/2024, MTN (E)

     1,400,000        1,459,528  
     

 

 

 
        8,592,286  
     

 

 

 
Wireless Telecommunication Services - 0.1%  

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC

     

3.36%, 03/20/2023 (B)

     3,600,000        3,613,500  
     

 

 

 

Total Corporate Debt Securities
(Cost $1,286,284,070)

 

     1,309,403,651  
  

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 5.9%  
Brazil - 2.1%  

Brazil Letras do Tesouro Nacional

     

Zero Coupon, 01/01/2020 - 04/01/2020

     BRL  233,900,000        55,125,383  
     

 

 

 
Japan - 1.3%  

Japan Bank for International Cooperation

     

2.88%, 07/21/2027

     $  8,500,000        9,024,312  

Japan Finance Organization for Municipalities

     

2.63%, 04/20/2022 (B)

     8,400,000        8,539,120  

3.38%, 09/27/2023 (B)

     10,500,000        11,034,423  

Japan Government Twenty Year Bond

     

0.30%, 06/20/2039

     JPY  760,000,000        7,169,410  
     

 

 

 
        35,767,265  
     

 

 

 
Kuwait - 0.1%  

Kuwait International Government Bond

     

2.75%, 03/20/2022 (B)

     $  1,300,000        1,316,250  
     

 

 

 
Qatar - 0.6%  

Qatar Government International Bond

     

4.50%, 04/23/2028 (E)

     7,300,000        8,317,635  

5.10%, 04/23/2048 (E)

     6,900,000        8,814,750  
     

 

 

 
        17,132,385  
     

 

 

 
Spain - 1.8%  

Spain Government Bond

     

1.40%, 07/30/2028 (E)

     EUR  11,000,000        13,400,325  

1.45%, 04/30/2029 (E)

     7,400,000        9,088,532  

1.85%, 07/30/2035 (E)

     4,500,000        5,849,338  

0.60%, 10/31/2029, MTN (E)

     17,500,000        19,937,731  
     

 

 

 
        48,275,926  
     

 

 

 

Total Foreign Government Obligations
(Cost $155,386,450)

 

     157,617,209  
  

 

 

 
     Principal      Value  
LOAN ASSIGNMENT - 0.2%  
Hotels, Restaurants & Leisure - 0.2%  

Wyndham Hotels & Resorts, Inc.

     

Term Loan B,

     

1-Month LIBOR + 1.75%,
3.79% (A), 05/30/2025

     $  4,257,000        $   4,275,624  
     

 

 

 

Total Loan Assignment
(Cost $4,257,000)

 

     4,275,624  
  

 

 

 
MORTGAGE-BACKED SECURITIES - 6.9%  

Adjustable Rate Mortgage Trust

     

Series 2005-10, Class 1A21,

     

4.32% (A), 01/25/2036

     116,369        110,016  

Series 2005-4, Class 1A1,

     

3.17% (A), 08/25/2035

     90,362        71,424  

Series 2005-5, Class 2A1,

     

4.60% (A), 09/25/2035

     73,151        70,260  

Alternative Loan Trust

     

Series 2003-J3, Class 2A1,

     

6.25%, 12/25/2033

     25,056        25,754  

Series 2005-14, Class 2A1,

     

1-Month LIBOR + 0.21%,
2.23% (A), 05/25/2035

     148,124        141,633  

Series 2005-56, Class 5A2,

     

1-Month LIBOR + 0.77%,
2.79% (A), 11/25/2035

     329,003        317,761  

Series 2005-62, Class 2A1,

     

12-MTA + 1.00%,
3.45% (A), 12/25/2035

     13,682        12,589  

Series 2005-80CB, Class 1A1,

     

6.00%, 02/25/2036

     3,822,383        3,644,295  

Series 2005-J12, Class 2A1,

     

1-Month LIBOR + 0.54%,
2.56% (A), 08/25/2035

     3,988,660        2,662,755  

Series 2006-OA12, Class A1B,

     

1-Month LIBOR + 0.19%,
2.23% (A), 09/20/2046

     2,507,692        2,179,185  

Series 2006-OA21, Class A1,

     

1-Month LIBOR + 0.19%,
2.23% (A), 03/20/2047

     2,053,340        1,776,250  

Series 2007-9T1, Class 1A10,

     

6.00%, 05/25/2037

     904,703        632,910  

Series 2007-HY4, Class 1A1,

     

3.94% (A), 06/25/2037

     1,261,029        1,096,173  

American Home Mortgage Assets Trust

     

Series 2007-1, Class A1,

     

12-MTA + 0.70%,
3.15% (A), 02/25/2047

     3,435,273        2,127,430  

Ashford Hospitality Trust

     

Series 2018-AHT1, Class A,

     

1-Month LIBOR + 1.00%,
3.03% (A), 05/15/2035 (B)

     7,500,000        7,490,604  

Banc of America Funding Trust

     

Series 2005-D, Class A1,

     

4.81% (A), 05/25/2035

     2,487,933        2,546,241  

Series 2006-D, Class 5A1,

     

4.35% (A), 05/20/2036

     229,340        217,712  

Series 2006-J, Class 4A1,

     

4.65% (A), 01/20/2047

     49,105        47,627  

BBCMS Trust

     

Series 2015-STP, Class A,

     

3.32%, 09/10/2028 (B)

     4,390,117        4,424,807  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    8

 

      


Transamerica PIMCO Total Return VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

BCAP LLC Trust

     

Series 2013-RR12, Class 1A3,

     

1-Month LIBOR + 0.50%,
2.65% (A), 05/26/2035 (B)

     $   47,281        $   46,968  

Bear Stearns Alt-A Trust

     

Series 2005-8, Class 21A1,

     

4.18% (A), 10/25/2035

     1,783,024        1,712,337  

Series 2006-6, Class 31A1,

     

4.05% (A), 11/25/2036

     2,967,761        2,748,075  

Series 2006-6, Class 32A1,

     

3.83% (A), 11/25/2036

     563,791        467,485  

Series 2006-8, Class 3A1,

     

1-Month LIBOR + 0.16%,
2.18% (A), 02/25/2034

     292,879        289,411  

Series 2006-R1, Class 2E21,

     

3.94% (A), 08/25/2036

     500,482        422,417  

Bear Stearns ARM Trust

     

Series 2003-5, Class 2A1,

     

4.43% (A), 08/25/2033

     241,296        240,580  

Series 2003-8, Class 2A1,

     

4.89% (A), 01/25/2034

     23,652        24,643  

Series 2003-8, Class 4A1,

     

4.67% (A), 01/25/2034

     64,448        66,462  

Series 2003-9, Class 2A1,

     

4.62% (A), 02/25/2034

     39,251        40,469  

Series 2004-10, Class 22A1,

     

4.60% (A), 01/25/2035

     68,300        69,355  

Series 2006-4, Class 1A1,

     

4.67% (A), 10/25/2036

     137,402        134,839  

Bear Stearns Structured Products, Inc. Trust

     

Series 2007-R6, Class 1A1,

     

4.08% (A), 01/26/2036

     234,724        208,353  

Series 2007-R6, Class 2A1,

     

3.61% (A), 12/26/2046

     184,006        159,445  

Business Mortgage Finance 7 PLC

     

Series 7X, Class A1,

     

3-Month GBP LIBOR + 1.00%,
2.77% (A), 02/15/2041 (E)

     GBP  1,804,237        2,195,771  

CHL Mortgage Pass-Through Trust

     

Series 2002-30, Class M,

     

4.70% (A), 10/19/2032

     $  26,659        25,459  

Series 2004-12, Class 11A1,

     

3.80% (A), 08/25/2034

     22,806        21,699  

Series 2005-HY10, Class 5A1,

     

3.84% (A), 02/20/2036

     79,889        69,651  

Series 2006-OA5, Class 2A2,

     

1-Month LIBOR + 0.30%,
2.32% (A), 04/25/2046

     24,293        1,047  

Citigroup Commercial Mortgage Trust

     

Series 2016-P5, Class AAB,

     

2.84%, 10/10/2049

     7,200,000        7,373,864  

Series 2017-1500, Class A,

     

1-Month LIBOR + 0.85%,
2.88% (A), 07/15/2032 (B)

     6,800,000        6,802,086  

Citigroup Mortgage Loan Trust, Inc.

     

Series 2005-6, Class A1,

     

1-Year CMT + 2.10%,
4.68% (A), 09/25/2035

     131,319        134,681  

Series 2005-6, Class A2,

     

1-Year CMT + 2.15%,
4.55% (A), 09/25/2035

     81,420        83,420  
     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

Credit Suisse First Boston Mortgage Securities Corp.

     

Series 2003-AR15, Class 2A1,

     

4.20% (A), 06/25/2033

     $   174,686        $   176,034  

CSMC Trust

     

Series 2008-3R, Class 1A2,

     

3.99% (A), 07/26/2037 (B)

     832,442        723,345  

DBGS Mortgage Trust

     

Series 2019-1735, Class A,

     

3.84%, 04/10/2037 (B)

     6,500,000        7,148,051  

Deutsche Alt-A Securities, Inc. Mortgage Loan Trust

     

Series 2005-AR1, Class 2A1,

     

3.40% (A), 08/25/2035

     74,429        70,941  

Eurosail PLC

     

Series 2007-3X, Class A3C,

     

3-Month GBP LIBOR + 0.95%,
1.73% (A), 06/13/2045 (E)

     GBP  1,707,503        2,074,545  

First Horizon Mortgage Pass-Through Trust

     

Series 2005-AR3, Class 2A1,

     

4.60% (A), 08/25/2035

     $  23,119        19,253  

GS Mortgage Securities Corp. Trust

     

Series 2016-RENT, Class A,

     

3.20%, 02/10/2029 (B)

     6,000,000        6,041,142  

GS Mortgage Securities Trust

     

Series 2016-GS3, Class AAB,

     

2.78%, 10/10/2049

     4,400,000        4,509,390  

Series 2016-GS3, Class WMA,

     

3.72% (A), 10/10/2049 (B)

     2,000,000        2,084,693  

GSR Mortgage Loan Trust

     

Series 2004-12, Class 1A1,

     

1-Month LIBOR + 0.34%,
2.36% (A), 12/25/2034

     212,345        207,156  

Series 2005-8F, Class 2A6,

     

5.50%, 11/25/2035

     3,061,608        3,092,845  

Series 2005-AR6, Class 2A1,

     

4.48% (A), 09/25/2035

     106,164        109,037  

Series 2006-AR1, Class 2A1,

     

4.38% (A), 01/25/2036

     2,260        2,300  

HarborView Mortgage Loan Trust

     

Series 2006-7, Class 2A1A,

     

1-Month LIBOR + 0.20%,
2.26% (A), 09/19/2046

     269,447        250,034  

Hawksmoor Mortgages

     

Series 2019-1A, Class A,

     

SONIA + 1.05%,
1.76% (A), 05/25/2053 (B)

     GBP  25,500,000        31,369,691  

Hilton Trust

     

Series 2016-SFP, Class A,

     

2.83%, 11/05/2035 (B)

     $  8,600,000        8,580,745  

IndyMac INDX Mortgage Loan Trust

     

Series 2006-AR35, Class 2A1A,

     

1-Month LIBOR + 0.17%,
2.19% (A), 01/25/2037

     5,806,577        5,637,206  

Series 2006-R1, Class A3,

     

3.74% (A), 12/25/2035

     2,945,973        2,760,887  

MASTR Alternative Loan Trust

     

Series 2006-2, Class 2A1,

     

1-Month LIBOR + 0.40%,
2.42% (A), 03/25/2036

     220,782        39,153  

Merrill Lynch Mortgage Investors Trust

     

Series 2005-3, Class 4A,

     

1-Month LIBOR + 0.25%,
2.27% (A), 11/25/2035

     835        838  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    9

 

      


Transamerica PIMCO Total Return VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

Morgan Stanley Bank of America Merrill Lynch Trust

     

Series 2015-C20, Class ASB,

     

3.07%, 02/15/2048

     $   6,000,000        $   6,165,349  

Series 2015-C27, Class ASB,

     

3.56%, 12/15/2047

     5,300,000        5,550,319  

Morgan Stanley Mortgage Loan Trust

     

Series 2007-14AR, Class 1A3,

     

4.22% (A), 10/25/2037

     903,614        856,467  

NACC Reperforming Loan REMIC Trust

     

Series 2004-R1, Class A1,

     

6.50%, 03/25/2034 (B)

     357,640        353,492  

RALI Trust

     

Series 2005-QA13, Class 2A1,

     

4.78% (A), 12/25/2035

     1,679,203        1,541,737  

Series 2005-QO3, Class A1,

     

1-Month LIBOR + 0.80%,
2.82% (A), 10/25/2045

     191,295        173,730  

Series 2007-QO2, Class A1,

     

1-Month LIBOR + 0.15%,
2.17% (A), 02/25/2047

     3,569,872        1,960,619  

Reperforming Loan REMIC Trust

     

Series 2003-R4, Class 2A,

     

4.95% (A), 01/25/2034 (B)

     286,163        277,452  

Series 2004-R1, Class 2A,

     

6.50%, 11/25/2034 (B)

     144,121        143,979  

Series 2005-R2, Class 1AF1,

     

1-Month LIBOR + 0.34%,
2.36% (A), 06/25/2035 (B)

     295,572        283,274  

Series 2006-R1, Class AF1,

     

1-Month LIBOR + 0.34%,
2.36% (A), 01/25/2036 (B)

     2,839,066        2,762,302  

Residential Asset Securitization Trust

     

Series 2007-A2, Class 2A2,

     

6.50%, 04/25/2037

     3,887,801        1,821,781  

RFMSI Trust

     

Series 2003-S9, Class A1,

     

6.50%, 03/25/2032

     3,019        3,125  

Series 2005-SA4, Class 1A21,

     

4.34% (A), 09/25/2035

     383,535        316,619  

RMAC Securities No. 1 PLC

     

Series 2007-NS1X, Class A2B,

     

3-Month LIBOR + 0.15%,
2.28% (A), 06/12/2044 (E)

     7,068,330        6,641,226  

Sequoia Mortgage Trust

     

Series 2004-12, Class A1,

     

1-Month LIBOR + 0.54%,
2.58% (A), 01/20/2035

     411,450        404,244  

Series 2010, Class 2A1,

     

1-Month LIBOR + 0.76%,
2.80% (A), 10/20/2027

     8,854        8,608  

Structured Adjustable Rate Mortgage Loan Trust

     

Series 2004-12, Class 3A1,

     

4.22% (A), 09/25/2034

     48,556        49,406  

Series 2004-20, Class 3A1,

     

4.04% (A), 01/25/2035

     59,217        59,775  

Series 2005-1, Class 1A1,

     

4.13% (A), 02/25/2035

     195,011        198,880  

Series 2005-17, Class 3A1,

     

4.16% (A), 08/25/2035

     36,365        36,960  

Series 2005-18, Class 3A1,

     

4.18% (A), 09/25/2035

     973,146        845,338  

Series 2006-8, Class 1A2,

     

3.72% (A), 09/25/2036

     2,786,918        2,167,136  
     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

Structured Asset Mortgage Investments II Trust

     

Series 2005-AR5, Class A1,

     

1-Month LIBOR + 0.25%,
2.31% (A), 07/19/2035

     $   45,133        $   44,852  

Series 2005-AR5, Class A2,

     

1-Month LIBOR + 0.25%,
2.31% (A), 07/19/2035

     29,775        29,414  

Series 2005-AR5, Class A3,

     

1-Month LIBOR + 0.25%,
2.31% (A), 07/19/2035

     76,133        75,719  

Series 2005-AR8, Class A1A,

     

1-Month LIBOR + 0.28%,
2.30% (A), 02/25/2036

     141,746        136,490  

Structured Asset Mortgage Investments Trust

     

Series 2002-AR3, Class A1,

     

1-Month LIBOR + 0.66%,
2.72% (A), 09/19/2032

     10,610        10,495  

Towd Point Mortgage Funding PLC

     

Series 2019-GR4A, Class A1,

     

3-Month GBP LIBOR + 1.03%,
1.80% (A), 10/20/2051 (B)

     GBP  14,628,620        17,993,394  

WaMu Mortgage Pass-Through Certificates Trust

     

Series 2003-AR9, Class 2A,

     

4.40% (A), 09/25/2033

     $  661,451        679,666  

Series 2005-AR13, Class A1A1,

     

1-Month LIBOR + 0.29%,
2.31% (A), 10/25/2045

     1,818,133        1,803,342  

Series 2006-AR10, Class 1A1,

     

3.72% (A), 09/25/2036

     553,196        533,028  

Series 2006-AR7, Class 2A,

     

12-MTA + 0.98%,
3.43% (A), 07/25/2046

     123,937        120,800  

Series 2007-HY1, Class 1A1,

     

3.89% (A), 02/25/2037

     293,263        272,711  

Series 2007-HY4, Class 2A2,

     

3.47% (A), 04/25/2037

     2,369,865        2,208,694  

Wells Fargo Mortgage-Backed Securities Trust

     

Series 2004-CC, Class A1,

     

4.98% (A), 01/25/2035

     54,500        56,246  

Series 2005-AR2, Class 1A1,

     

5.07% (A), 03/25/2035

     889,123        894,357  
     

 

 

 

Total Mortgage-Backed Securities
(Cost $184,272,325)

 

     185,312,255  
  

 

 

 
MUNICIPAL GOVERNMENT OBLIGATIONS - 0.3%  
California - 0.1%  

Metropolitan Water District of Southern California, Revenue Bonds,

     

Series A,

     

6.95%, 07/01/2040

     3,000,000        3,108,120  
     

 

 

 
Illinois - 0.1%  

State of Illinois, General Obligation Unlimited,

     

6.63%, 02/01/2035

     2,000,000        2,357,220  
     

 

 

 
Kentucky - 0.0% (D)  

Kentucky State Property & Building Commission, Revenue Bonds

     

Series C,

     

4.30%, 11/01/2019

     500,000        500,790  

4.40%, 11/01/2020

     600,000        613,272  
     

 

 

 
        1,114,062  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    10

 

      


Transamerica PIMCO Total Return VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
MUNICIPAL GOVERNMENT OBLIGATIONS (continued)  
West Virginia - 0.1%  

Tobacco Settlement Finance Authority, Revenue Bonds,

     

Series A,

     

7.47%, 06/01/2047

     $   2,160,000        $   2,235,103  
     

 

 

 

Total Municipal Government Obligations
(Cost $8,619,297)

 

     8,814,505  
  

 

 

 
U.S. GOVERNMENT AGENCY OBLIGATIONS - 51.2%  

Federal Home Loan Mortgage Corp.

     

3.50%, 03/01/2048 - 08/01/2049

     3,294,000        3,433,429  

12-Month LIBOR + 1.35%,
3.82% (A), 09/01/2035

     37,518        38,833  

4.00%, 12/01/2047 - 01/01/2049

     16,389,683        17,063,068  

4.00%, 09/01/2048 - 10/01/2048 (L)

     4,321,326        4,487,281  

12-Month LIBOR + 1.87%,
4.33% (A), 09/01/2035

     280,077        295,206  

1-Year CMT + 2.22%,
4.67% (A), 08/01/2023

     7,658        7,857  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Interest Only STRIPS

     

1.37% (A), 08/25/2022

     16,947,606        535,058  

Federal Home Loan Mortgage Corp. REMIC

     

1-Month LIBOR + 0.35%,
2.38% (A), 12/15/2029

     15,795        15,528  

1-Month LIBOR + 0.40%,
2.43% (A), 06/15/2041

     4,839,905        4,841,901  

Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates

     

12-MTA + 1.20%,
3.65% (A), 10/25/2044

     612,235        618,846  

12-MTA + 1.40%,
3.85% (A), 07/25/2044

     295,775        305,208  

6.50%, 07/25/2043

     43,532        51,801  

Federal National Mortgage Association

     

3.00%, 08/01/2049

     3,190,504        3,248,019  

3.00%, TBA (L)

     208,400,000        211,301,874  

3.50%, 04/01/2045 - 05/01/2049

     7,820,138        8,154,246  

3.50%, TBA (L)

     351,440,000        360,521,511  

12-MTA + 1.20%,
3.68% (A), 06/01/2043

     69,529        70,941  

6-Month LIBOR + 1.38%,
3.76% (A), 08/01/2035

     215,456        221,716  

4.00%, 12/01/2040 - 11/01/2048

     18,021,696        18,798,904  

4.00%, 09/01/2048 - 10/01/2048 (L)

     10,655,932        11,088,083  

4.00%, TBA (L)

     57,200,000        59,380,750  

1-Year CMT + 1.81%,
4.07% (A), 08/01/2035

     7,364        7,655  

6-Month LIBOR + 1.61%,
4.11% (A), 08/01/2036

     46,544        48,222  

1-Year CMT + 2.04%,
4.11% (A), 09/01/2035

     312,182        323,211  

12-Month LIBOR + 1.36%,
4.23% (A), 12/01/2034

     4,190        4,332  

6-Month LIBOR + 1.75%,
4.46% (A), 05/01/2035

     207,101        214,711  

1-Year CMT + 2.18%,
4.48% (A), 10/01/2035

     3,473        3,637  
     Principal      Value  
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)  

Federal National Mortgage Association (continued)

 

4.50%, 07/01/2041 - 11/01/2048

     $   16,073,399        $   17,016,918  

1-Year CMT + 2.16%,
4.53% (A), 07/01/2032

     3,128        3,190  

1-Year CMT + 2.24%,
4.71% (A), 01/01/2036

     2,593,483        2,737,121  

1-Year CMT + 2.22%,
4.73% (A), 01/01/2028

     14,108        14,776  

5.00%, 12/01/2022 - 06/01/2037

     182,111        193,745  

5.00%, TBA (L)

     11,000,000        11,334,626  

5.50%, 01/01/2025 - 09/01/2027

     80,538        84,413  

Federal National Mortgage Association REMIC

     

1-Month LIBOR + 0.45%,
2.68% (A), 09/25/2046

     3,440,122        3,441,332  

Government National Mortgage Association

     

1-Month LIBOR + 0.37%,
2.60% (A), 06/20/2061 - 10/20/2066

     1,473,602        1,473,105  

1-Month LIBOR + 0.58%,
2.81% (A), 06/20/2065

     4,595,287        4,586,903  

1-Month LIBOR + 0.60%,
2.83% (A), 07/20/2065 - 10/20/2065

     35,181,100        35,162,868  

1-Month LIBOR + 0.62%,
2.85% (A), 09/20/2065

     5,563,314        5,561,898  

1-Month LIBOR + 0.68%,
2.91% (A), 03/20/2062

     43,878        43,921  

1-Month LIBOR + 0.75%,
2.98% (A), 08/20/2067

     3,473,923        3,509,965  

1-Month LIBOR + 0.77%,
3.00% (A), 10/20/2066

     7,314,994        7,357,013  

3.00%, TBA (L)

     23,000,000        23,591,167  

1-Month LIBOR + 0.78%,
3.01% (A), 09/20/2066

     10,549,567        10,611,892  

1-Month LIBOR + 0.80%,
3.03% (A), 06/20/2066

     5,551,578        5,589,781  

1-Month LIBOR + 0.60%,
3.11% (A), 04/20/2065

     4,668,147        4,663,981  

1-Month LIBOR + 0.95%,
3.18% (A), 12/20/2066

     2,719,374        2,753,514  

1-Month LIBOR + 0.70%,
3.21% (A), 10/20/2065

     365,331        365,999  

3.50%, TBA (L)

     148,300,000        153,429,287  

12-Month LIBOR + 0.80%,
3.63% (A), 09/20/2067

     4,902,543        4,984,872  

4.00%, 10/20/2044 - 06/20/2049

     22,600,632        23,639,762  

4.00%, TBA (L)

     176,700,000        183,725,572  

4.50%, 06/20/2048 - 04/20/2049

     11,985,801        12,552,491  

4.50%, TBA (L)

     56,400,000        58,895,955  

5.00%, 02/20/2049 - 06/20/2049

     18,532,473        19,613,458  

5.00%, TBA (L)

     61,450,000        64,734,696  
     

 

 

 

Total U.S. Government Agency Obligations
(Cost $1,364,598,087)

 

     1,366,756,049  
  

 

 

 
U.S. GOVERNMENT OBLIGATIONS - 31.2%  
U.S. Treasury - 22.7%  

U.S. Treasury Bond

     

2.75%, 08/15/2042 - 11/15/2042 (M)

     27,300,000        30,640,277  

2.88%, 05/15/2043 - 08/15/2045 (M)

     38,300,000        44,053,488  

3.00%, 11/15/2044 - 02/15/2048 (M)

     74,500,000        87,767,285  

3.13%, 02/15/2043 - 08/15/2044 (M)

     59,400,000        71,146,336  

3.38%, 05/15/2044 (M)

     35,800,000        44,591,977  

3.63%, 08/15/2043 - 02/15/2044 (M)

     24,100,000        31,110,383  

3.75%, 11/15/2043 (M)

     12,400,000        16,310,359  

4.25%, 05/15/2039 (M)

     2,000,000        2,754,688  

4.38%, 11/15/2039 - 05/15/2040

     1,800,000        2,528,664  

4.50%, 08/15/2039 (M)

     3,100,000        4,408,902  

4.63%, 02/15/2040

     1,100,000        1,592,379  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    11

 

      


Transamerica PIMCO Total Return VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
U.S. GOVERNMENT OBLIGATIONS (continued)  
U.S. Treasury (continued)  

U.S. Treasury Note

     

1.75%, 09/30/2022 (N) (O) (P)

     $   5,600,000        $   5,627,781  

1.75%, 06/30/2024 (M)

     19,600,000        19,766,141  

1.88%, 07/31/2022 (M) (N) (O) (P)

     32,500,000        32,742,481  

1.88%, 08/31/2022 (N) (O)

     16,300,000        16,436,895  

2.00%, 10/31/2022 (P)

     200,000        202,461  

2.13%, 09/30/2024 (M) (P)

     65,900,000        67,632,449  

2.25%, 10/31/2024 (M) (P) (Q)

     14,500,000        14,974,082  

2.25%, 08/15/2027 (M) (O) (P)

     81,200,000        84,888,891  

2.63%, 02/15/2029 (M)

     26,300,000        28,464,613  
     

 

 

 
        607,640,532  
     

 

 

 
U.S. Treasury Inflation-Protected Securities - 8.5%  

U.S. Treasury Inflation-Indexed Bond

     

0.75%, 02/15/2042

     13,851,880        14,560,145  

0.75%, 02/15/2045 (M)

     1,198,450        1,250,931  

0.88%, 01/15/2029 - 02/15/2047 (M)

     65,920,568        70,110,185  

1.00%, 02/15/2048 - 02/15/2049 (M)

     16,192,590        18,056,267  

1.38%, 02/15/2044 (M)

     3,302,460        3,932,806  

U.S. Treasury Inflation-Indexed Note

     

0.13%, 04/15/2022 (M) (N) (O)

     29,854,802        29,541,016  

0.38%, 01/15/2027

     8,071,884        8,155,270  

0.63%, 01/15/2026 (M)

     12,417,165        12,719,465  

0.75%, 07/15/2028 (M)

     64,901,445        68,091,091  
     

 

 

 
        226,417,176  
     

 

 

 

Total U.S. Government Obligations
(Cost $788,240,257)

 

     834,057,708  
     

 

 

 
     Shares      Value  
OTHER INVESTMENT COMPANY - 1.0%  
Securities Lending Collateral - 1.0%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (R)

     27,324,025        27,324,025  
     

 

 

 

Total Other Investment Company
(Cost $27,324,025)

 

     27,324,025  
     

 

 

 
     Principal     Value  
REPURCHASE AGREEMENT - 0.2%  

Fixed Income Clearing Corp., 1.05% (R), dated 09/30/2019, to be repurchased at $4,159,454 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.13%, due 09/30/2021, and with a value of $4,244,753.

     $  4,159,333       $   4,159,333  
    

 

 

 

Total Repurchase Agreement
(Cost $4,159,333)

 

    4,159,333  
    

 

 

 

Total Investments Excluding Purchased Options/Swaptions
(Cost $4,144,057,710)

 

    4,231,807,005  

Total Purchased Options/Swaptions - 0.0% (D)
(Cost $613,919)

 

    8,278  
    

 

 

 

Total Investments Before Securities Sold Short
(Cost $4,144,671,629)

 

    4,231,815,283  
    

 

 

 
TBA SHORT COMMITMENTS - (4.4)%  
U.S. GOVERNMENT AGENCY OBLIGATION - (4.4)%  

Federal National Mortgage Association

    

3.50%, TBA (L)

       (69,720,000       (71,512,022

4.00%, TBA (L)

     (29,100,000     (30,194,660

4.50%, TBA (L)

     (16,000,000     (16,857,275
    

 

 

 

Total U.S. Government Agency Obligations (Proceeds $(118,193,503))

 

    (118,563,957
    

 

 

 

Total TBA Short Commitments (Proceeds $(118,193,503))

 

    (118,563,957
    

 

 

 

Net Other Assets (Liabilities), Net of Securities Sold Short - (54.0)%

       (1,441,847,098
    

 

 

 

Net Assets - 100.0%

       $  2,671,404,228  
    

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    12

 

      


Transamerica PIMCO Total Return VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Value     Value Including
Accrued Interest
 
REVERSE REPURCHASE AGREEMENTS - (14.6)%  

Bank of Montreal, 2.19% (R), dated 08/09/2019, to be repurchased at $(9,655,480) on 11/12/2019. Collateralized by U.S. Government Obligations, 3.63%, due 08/15/2043 - 02/15/2044, and with a total value of $(9,663,948).

     $  (9,600,000     $  (9,630,952

Bank of Montreal, 2.23% (R), dated 09/12/2019, to be repurchased at $(39,030,989) on 10/11/2019. Collateralized by U.S. Government Obligations, 3.00% - 3.63%, due 08/15/2043 - 05/15/2045, and with a total value of $(39,314,703).

     (38,961,000     (39,006,855

Bank of Montreal, 2.26% (R), dated 08/27/2019, to be repurchased at $(11,674,398) on 10/22/2019. Collateralized by U.S. Government Obligations, 2.63% - 3.63%, due 02/15/2029 - 08/15/2043, and with a total value of $(11,428,844).

     (11,633,500     (11,659,061

Bank of Montreal, 2.31% (R), dated 09/18/2019, to be repurchased at $(10,281,553) on 10/08/2019. Collateralized by a U.S. Government Obligations, 3.00% - 3.63%, due 08/15/2043 - 11/15/2044, and with a total value of $(10,483,023).

     (10,268,375     (10,276,941

Bank of Montreal, 2.33% (R), dated 07/24/2019, to be repurchased at $(13,222,827) on 10/22/2019. Collateralized by a U.S. Government Obligations, 1.88% - 3.63%, due 07/31/2022 - 08/15/2043, and with a total value of $(13,047,885).

     (13,146,250     (13,204,959

Bank of Montreal, 2.37% (R), dated 07/16/2019, to be repurchased at $(4,835,611) on 10/16/2019. Collateralized by U.S. Government Obligations, 2.88% - 4.25%, due 05/15/2039 - 08/15/2043, and with a total value of $(5,219,942).

     (4,806,500     (4,830,865

Bank of Nova Scotia, 2.29% (R), dated 08/01/2019, to be repurchased at $(6,799,210) on 10/02/2019. Collateralized by a U.S. Government Obligation, 2.88% - 3.00%, due 05/15/2043 - 05/15/2047, and with a value of $(7,071,441).

     (6,772,500     (6,798,779
     Value     Value Including
Accrued Interest
 
REVERSE REPURCHASE AGREEMENTS (continued)  

Bank of Nova Scotia, 2.31% (R), dated 08/02/2019, to be repurchased at $(182,901,448) on 10/03/2019. Collateralized by U.S. Government Obligations, 2.13% - 3.38%, due 09/30/2024 - 05/15/2047, and with a total value of $(190,666,314).

     $   (182,176,688     $   (182,878,068

BNP Paribas, (0.45)% (R), dated 09/24/2019, to be repurchased at $(9,216,928) on 10/08/2019. Collateralized by a U.S. Government Agency Obligation, 1.45%, due 04/30/2029, and with a value of $(9,224,127).

     (9,138,150     (9,137,346

BofA Securities, Inc., 2.20% (R), dated 09/18/2019, to be repurchased at $(15,148,126) on 10/16/2019. Collateralized by U.S. Government Obligations, 2.63% - 2.75%, due 02/15/2029 - 08/15/2042, and with a total value of $(15,115,765).

     (15,122,250     (15,134,264

BofA Securities, Inc., 2.40% (R), dated 09/23/2019, to be repurchased at $(8,738,447) on 10/03/2019. Collateralized by U.S. Government Obligations, 1.75% - 2.75%, due 06/30/2024 - 08/15/2042, and with a total value of $(8,701,458).

     (8,732,625     (8,737,282

Deutsche Bank Securities, Inc., 2.25% (R), dated 09/17/2019, to be repurchased at $(8,975,014) on 10/08/2019. Collateralized by U.S. Government Obligations, 1.13% - 3.38%, due 08/31/2021 - 05/15/2044, and with a total value of $(9,033,376).

     (8,963,250     (8,971,093

RBS Securities, Inc., 2.50% (R), dated 09/26/2019, to be repurchased at $(71,322,779) on 10/03/2019. Collateralized by U.S. Government Obligations, 2.25%, due 08/15/2027, and Cash with a total value of $(71,299,365).

     (71,288,125     (71,312,878
    

 

 

 

Total Reverse Repurchase Agreements

 

    $  (391,579,343
    

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    13

 

      


Transamerica PIMCO Total Return VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

EXCHANGE-TRADED OPTIONS PURCHASED:

 

 

Description

   Exercise
Price
   Expiration
Date
   Notional
Amount
   Number of
Contracts
   Premiums
Paid
   Value

Call - 30-Year U.S. Treasury Note Futures

       USD        215.00        11/22/2019        USD        85,000        85      $     731      $     85

Call - 30-Year U.S. Treasury Note Futures

       USD        220.00        11/22/2019        USD        69,000        69        593        69

Call - U.S. Treasury Note Futures

       USD        190.00        11/22/2019        USD        6,167,780        38        327        38

Call - U.S. Treasury Note Futures

       USD        191.00        11/22/2019        USD        973,860        6        52        6

Call - U.S. Treasury Note Futures

       USD        193.00        11/22/2019        USD        40,739,810        251        2,158        251

Call - U.S. Treasury Note Futures

       USD        222.00        11/22/2019        USD        12,010,940        74        636        74

Call - U.S. Treasury Note Futures

       USD        225.00        11/22/2019        USD        13,309,420        82        705        82

Put - 2-Year U.S. Treasury Note Futures

       USD        104.13        11/22/2019        USD        28,446,000        132        1,135        132

Put - 2-Year U.S. Treasury Note Futures

       USD        104.38        11/22/2019        USD        34,049,000        158        1,359        158

Put - 5-Year U.S. Treasury Note Futures

       USD        108.00        11/22/2019        USD        126,060,700        1,058        9,099        1,058

Put - 5-Year U.S. Treasury Note Futures

       USD        108.25        11/22/2019        USD        127,847,950        1,073        9,228        1,073

Put - 5-Year U.S. Treasury Note Futures

       USD        108.50        11/22/2019        USD        131,422,450        1,103        9,486        1,103

Put - 5-Year U.S. Treasury Note Futures

       USD        109.25        11/22/2019        USD        1,310,650        11        95        11

Put - 5-Year U.S. Treasury Note Futures

       USD        109.50        11/22/2019        USD        8,697,950        73        628        73

Put - 5-Year U.S. Treasury Note Futures

       USD        110.00        11/22/2019        USD        6,195,800        52        447        52

Put - 5-Year U.S. Treasury Note Futures

       USD        111.25        11/22/2019        USD        58,026,050        487        4,188        487

Put - 5-Year U.S. Treasury Note Futures

       USD        111.50        11/22/2019        USD        13,463,950        113        972        113

Put - 10-Year U.S. Treasury Note Futures

       USD        115.00        11/22/2019        USD        75,449,490        579        4,979        579

Put - 10-Year U.S. Treasury Note Futures

       USD        115.50        11/22/2019        USD        153,505,180        1,178        10,131        1,178

Put - 10-Year U.S. Treasury Note Futures

       USD        116.50        11/22/2019        USD        114,412,180        878        7,551        878

Put - 10-Year U.S. Treasury Note Futures

       USD        118.50        11/22/2019        USD        1,042,480        8        69        8

Put - 10-Year U.S. Treasury Note Futures

       USD        119.00        11/22/2019        USD        32,577,500        250        2,150        250
                                  

 

 

      

 

 

 

Total

                                   $     66,719      $     7,758
                                  

 

 

      

 

 

 

OVER-THE-COUNTER INTEREST RATE SWAPTIONS PURCHASED:

 

 

Description

   Counterparty    Floating Rate Index    Pay/Receive
Floating Rate
   Exercise
Rate
  Expiration
Date
   Notional Amount/
Number of Contracts
   Premiums
Paid
   Value

Put - 30-Year

       GSB        3-Month USD-LIBOR        Pay        2.94 %       12/12/2019        USD        2,300,000      $ 110,400      $ 122

Put - 30-Year

       MLI        3-Month USD-LIBOR        Pay        2.95       12/09/2019        USD        9,100,000        436,800        398
                                      

 

 

      

 

 

 

Total

                                       $     547,200      $     520
                                      

 

 

      

 

 

 

EXCHANGE-TRADED OPTIONS WRITTEN:

 

Description

   Exercise
Price
   Expiration
Date
   Notional
Amount
   Number of
Contracts
   Premiums
(Received)
  Value

Call - 10-Year U.S. Treasury Note Futures

       USD        131.00        10/25/2019        USD        34,792,770        267      $     (110,538 )     $     (112,642 )

Put - 5-Year U.S. Treasury Note Futures

       USD        118.50        10/25/2019        USD        19,064,000        160        (34,800 )       (27,501 )
                                  

 

 

     

 

 

 

Total

                                   $ (145,338 )     $ (140,143 )
                                  

 

 

     

 

 

 

OVER-THE-COUNTER OPTIONS WRITTEN:

 

Description

   Counterparty    Exercise
Price
   Expiration
Date
   Notional
Amount
   Number of
Contracts
   Premiums
(Received)
  Value

Call - Federal National Mortgage Association, 3.00%, TBA

       JPM        USD        102.13        11/06/2019        USD        1,430,304,000        14,100,000      $ (44,062 )     $ (20,581 )

Call - Federal National Mortgage Association, 3.00%, TBA

       JPM        USD        102.19        11/06/2019        USD        1,420,160,000        14,000,000        (41,016 )       (18,463 )
                                       

 

 

     

 

 

 

Total

                                        $     (85,078 )     $     (39,044 )
                                       

 

 

     

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    14         


Transamerica PIMCO Total Return VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

OVER-THE-COUNTER FOREIGN EXCHANGE OPTIONS WRITTEN:

 

 

Description

   Counterparty    Exercise
Price
   Expiration
Date
   Notional Amount/
Number of Contracts
   Premiums
(Received)
  Value

Call - USD vs. MXN

       CITI        USD        20.32        10/15/2019        USD        23,968,000      $ (247,110 )     $ (27,227 )

Call - USD vs. MXN

       BOA        USD        20.35        10/10/2019        USD        5,732,000        (60,146 )       (2,316 )

Put - USD vs. MXN

       JPM        USD        19.85        10/03/2019        USD        19,400,000        (104,566 )       (139,331 )
                                  

 

 

     

 

 

 

Total

                                   $     (411,822 )     $     (168,874 )
                                  

 

 

     

 

 

 

OVER-THE-COUNTER INTEREST RATE SWAPTIONS WRITTEN:

 

Description

   Counterparty    Floating Rate Index    Pay/Receive
Floating Rate
   Exercise
Rate
  Expiration
Date
   Notional Amount/
Number of Contracts
   Premiums
(Received)
  Value

Put - 5-Year

       MLI        3-Month USD-LIBOR        Pay        2.75 %       12/09/2019        USD        40,100,000      $ (438,001 )     $ (103 )

Put - 5-Year

       GSB        3-Month USD-LIBOR        Pay        2.75       12/12/2019        USD        10,100,000        (110,182 )       (31 )
                                      

 

 

     

 

 

 

Total

                                       $     (548,183 )     $     (134 )
                                      

 

 

     

 

 

 
                                  Premiums
(Received)
  Value

TOTAL WRITTEN OPTIONS AND SWAPTIONS

 

     $     (1,190,421 )     $     (348,195 )

CENTRALLY CLEARED SWAP AGREEMENTS:

 

Credit Default Swap Agreements on Corporate and Sovereign Issues – Sell Protection (S)

 

 

Reference Obligation

   Fixed Rate
Receivable
  Payment
Frequency
   Maturity
Date
   Implied Credit
Spread at
September 30, 2019 (T)
   Notional
Amount (U)
   Value (V)   Premiums
Paid
(Received)
  Net Unrealized
Appreciation
(Depreciation)

General Electric Co., 2.70%, 10/09/2022

       1.00 %       Quarterly        12/20/2023        0.99        USD        3,600,000      $ 3,965     $ (114,636 )     $ 118,601

General Electric Co., 2.70%, 10/09/2022

       1.00       Quarterly        06/20/2024        1.16        USD        5,400,000        (16,582 )       (84,959 )       68,377

General Electric Co., 2.70%, 10/09/2022

       1.00       Quarterly        12/20/2024        1.30        USD        1,600,000        (22,268 )       (26,817 )       4,549

MetLife, Inc.,
4.75%, 02/08/2021

       1.00       Quarterly        12/20/2021        0.24        USD        4,500,000        77,020       61,890       15,130

Tesco PLC,
6.00%, 12/14/2029

       1.00       Quarterly        06/20/2022        0.52        EUR        9,700,000        147,472       26,966       120,506
                                 

 

 

     

 

 

     

 

 

 

Total

                             $     189,607     $     (137,556 )     $     327,163
                            

 

 

     

 

 

     

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    15         


Transamerica PIMCO Total Return VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

CENTRALLY CLEARED SWAP AGREEMENTS (continued):

 

Credit Default Swap Agreements on Credit Indices – Sell Protection (S)

 

Reference Obligation

   Fixed Rate
Receivable
  Payment
Frequency
   Maturity
Date
   Notional
Amount (U)
   Value (V)   Premiums
Paid
(Received)
  Net Unrealized
Appreciation
(Depreciation)

North America Investment Grade Index - Series 31

   1.00%   Quarterly        12/20/2023        USD        6,000,000      $     (175,239 )     $     (90,133 )       $    (85,106 )

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)

3-Month USD-LIBOR

       Pay        2.25 %       Semi-Annually/Quarterly        06/20/2028        USD        49,600,000      $ (3,150,110 )     $ 2,396,978     $ (5,547,088 )

3-Month USD-LIBOR

       Pay        2.50       Semi-Annually/Quarterly        12/20/2027        USD        30,000,000        (2,429,444 )       593,572       (3,023,016 )

3-Month USD-LIBOR

       Receive        2.80       Quarterly/Semi-Annually        08/22/2023        USD        45,600,000        2,228,366       (673 )       2,229,039

3-Month USD-LIBOR

       Pay        2.91       Semi-Annually/Quarterly        08/22/2048        USD        12,500,000        (3,487,471 )       —         (3,487,471 )

3-Month USD-LIBOR

       Pay        2.93       Semi-Annually/Quarterly        08/22/2048        USD        4,600,000        (1,310,565 )       —         (1,310,565 )

3-Month USD-LIBOR

       Pay        2.94       Semi-Annually/Quarterly        08/22/2048        USD        4,000,000        (1,149,074 )       —         (1,149,074 )

6-Month GBP-LIBOR

       Pay        0.75       Semi-Annually        03/18/2025        GBP        31,400,000        (323,486 )       34,125       (357,611 )

6-Month GBP-LIBOR

       Pay        0.75       Semi-Annually        03/18/2030        GBP        16,800,000        (221,965 )       173,093       (395,058 )

6-Month GBP-LIBOR

       Pay        0.75       Semi-Annually        03/18/2050        GBP        13,600,000        (213,670 )       330,439       (544,109 )

6-Month GBP-LIBOR

       Pay        1.00       Semi-Annually        12/18/2029        GBP        9,000,000        (388,827 )       38,639       (427,466 )

6-Month GBP-LIBOR

       Pay        1.25       Semi-Annually        12/18/2049        GBP        12,200,000        (2,290,178 )       (254,534 )       (2,035,644 )

6-Month JPY-LIBOR

       Receive        0.00       Semi-Annually        09/24/2026        JPY        995,000,000        15,590       1,365       14,225

6-Month JPY-LIBOR

       Receive        0.06       Semi-Annually        09/18/2026        JPY        2,180,000,000        83,340       (974 )       84,314

6-Month JPY-LIBOR

       Receive        0.06       Semi-Annually        09/19/2026        JPY        818,000,000        31,380       —         31,380

6-Month JPY-LIBOR

       Receive        0.06       Semi-Annually        09/19/2026        JPY        818,000,000        30,840       —         30,840

6-Month JPY-LIBOR

       Receive        0.07       Semi-Annually        09/18/2026        JPY        1,360,000,000        46,761       —         46,761

6-Month JPY-LIBOR

       Receive        0.09       Semi-Annually        09/20/2026        JPY        409,000,000        9,251       —         9,251

6-Month JPY-LIBOR

       Receive        0.09       Semi-Annually        09/17/2026        JPY        1,360,000,000        30,072       —         30,072

6-Month JPY-LIBOR

       Receive        0.09       Semi-Annually        09/13/2026        JPY        820,000,000        16,043       —         16,043

6-Month JPY-LIBOR

       Receive        0.10       Semi-Annually        09/13/2026        JPY        1,640,000,000        28,917       —         28,917

6-Month JPY-LIBOR

       Receive        0.10       Semi-Annually        08/28/2039        JPY        320,000,000        (52,842 )       —         (52,842 )

6-Month JPY-LIBOR

       Receive        0.12       Semi-Annually        08/22/2039        JPY        1,950,000,000        (251,643 )       178,944       (430,587 )

6-Month JPY-LIBOR

       Receive        0.12       Semi-Annually        08/22/2039        JPY        1,130,000,000        (144,774 )       27,143       (171,917 )

6-Month JPY-LIBOR

       Pay        0.30       Semi-Annually        03/18/2026        JPY        10,270,000,000        (2,683,123 )       (495,932 )       (2,187,191 )

6-Month JPY-LIBOR

       Pay        0.30       Semi-Annually        03/18/2026        JPY        12,240,000,000        (3,216,595 )       (481,077 )       (2,735,518 )

6-Month JPY-LIBOR

       Pay        0.30       Semi-Annually        09/20/2027        JPY        2,830,000,000        (833,209 )       (27,387 )       (805,822 )

6-Month JPY-LIBOR

       Pay        0.30       Semi-Annually        03/20/2028        JPY        1,710,000,000        (515,766 )       102,493       (618,259 )

6-Month JPY-LIBOR

       Receive        0.38       Semi-Annually        06/18/2028        JPY        7,090,000,000        2,681,390       251,553       2,429,837

6-Month JPY-LIBOR

       Pay        0.40       Semi-Annually        06/18/2028        JPY        1,040,000,000        (409,938 )       (753 )       (409,185 )

6-Month JPY-LIBOR

       Pay        0.45       Semi-Annually        03/20/2029        JPY        1,150,000,000        (511,156 )       (74,810 )       (436,346 )

6-Month JPY-LIBOR

       Pay        0.71       Semi-Annually        10/31/2038        JPY        930,000,000        (890,691 )       56,646       (947,337 )

6-Month JPY-LIBOR

       Pay        0.75       Semi-Annually        03/20/2038        JPY        2,850,000,000        (2,849,353 )       83,317       (2,932,670 )

6-Month JPY-LIBOR

       Pay        0.75       Semi-Annually        12/20/2038        JPY        3,970,000,000        (4,098,146 )       228,474       (4,326,620 )

6-Month JPY-LIBOR

       Pay        0.79       Semi-Annually        11/12/2038        JPY        470,000,000        (517,300 )       1,534       (518,834 )

6-Month JPY-LIBOR

       Pay        0.80       Semi-Annually        10/22/2038        JPY        320,000,000        (361,853 )       —         (361,853 )

6-Month JPY-LIBOR

       Receive        1.00       Semi-Annually        03/21/2048        JPY        110,000,000        203,639       267,990       (64,351 )
                                 

 

 

     

 

 

     

 

 

 

Total

                             $   (26,895,590 )     $   3,430,165     $   (30,325,755 )
                                 

 

 

     

 

 

     

 

 

 

 

The notes are an integral part of this report.

Transamerica Funds

    Page    16         


Transamerica PIMCO Total Return VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

OVER-THE-COUNTER SWAP AGREEMENTS:

 

Credit Default Swap Agreements on Corporate and Sovereign Issues – Sell Protection (S)

 

 

Reference Obligation

  Counterparty   Fixed Rate
Receivable
  Payment
Frequency
  Maturity
Date
  Implied Credit
Spread at
September 30, 2019 (T)
  Notional
Amount (U)
  Value (V)   Premiums
Paid
(Received)
   Net Unrealized
Appreciation
(Depreciation)

Brazil Government International Bond, 4.25%, 01/07/2025

      HSBC       1.00 %       Quarterly       03/20/2020       0.44       USD       5,400,000     $ 12,682     $ 12,771      $ (89 )

Petrobras Global Finance BV, 8.38%, 12/10/2018

      GSI       1.00       Quarterly       12/20/2019       0.17       USD       900,000       1,526       (4,217 )        5,743

Petrobras Global Finance BV, 8.38%, 12/10/2018

      BNP       1.00       Quarterly       03/20/2020       0.22       USD       200,000       656       (3,476 )        4,132

Petrobras Global Finance BV, 8.38%, 12/10/2018

      HSBC       1.00       Quarterly       03/20/2020       0.22       USD       100,000       328       (1,648 )        1,976

Petrobras International Finance Co. SA, 8.38%, 12/10/2018

      BCI       1.00       Quarterly       12/20/2019       0.17       USD       1,400,000       2,374       (7,957 )        10,331

Petrobras International Finance Co. SA, 8.38%, 12/10/2018

      BNP       1.00       Quarterly       12/20/2019       0.17       USD       1,000,000       1,696       (4,046 )        5,742

Republic of South Africa Government International Bond, 5.50%, 03/09/2020

      GSI       1.00       Quarterly       06/20/2024       1.80       USD       6,400,000       (223,775 )       (240,707 )        16,932
                               

 

 

     

 

 

      

 

 

 

Total

                            $     (204,513 )     $     (249,280 )      $     44,767
                           

 

 

     

 

 

      

 

 

 

Credit Default Swap Agreements on Credit Indices – Sell Protection (S)

 

 

Reference Obligation

   Counterparty    Fixed Rate
Receivable
  Payment
Frequency
   Maturity
Date
   Notional
Amount (U)
   Value (V)   Premiums
Paid
(Received)
  Net Unrealized
Appreciation
(Depreciation)

Home Equity ABS Index - Series 6-2

       BCI        0.11 %       Monthly        05/25/2046        USD        4,748,391      $     (343,711 )     $     (965,885 )     $     622,174

 

     Value

OTC Swap Agreements, at value (Assets)

     $ 19,262

OTC Swap Agreements, at value (Liabilities)

     $     (567,486 )

FUTURES CONTRACTS:

 

Long Futures Contracts:

 

 

Description

   Number of
Contracts
   Expiration
Date
   Notional
Amount
   Value    Unrealized
Appreciation
   Unrealized
Depreciation

2-Year U.S. Treasury Note

       290        12/31/2019      $ 62,627,862      $ 62,495,000      $ —        $ (132,862 )

5-Year U.S. Treasury Note

       3,970        12/31/2019            475,320,397            473,019,299        —              (2,301,098 )

10-Year U.S. Treasury Note

       1,919        12/19/2019        252,068,793        250,069,687        —          (1,999,106 )

Euro-BTP Italy Government Bond

       1,371        12/06/2019        206,245,956        208,609,888            2,363,932        —  

German Euro BUXL

       50        12/06/2019        12,088,386        11,853,210        —          (235,176 )

OTC Call Options Exercise Price EUR 185.50 on German Euro Bund Futures

       100        11/22/2019        1,184        1,090        —          (94 )

OTC Call Options Exercise Price EUR 192.00 on German Euro Bund Futures

       298        11/22/2019        3,443        3,248        —          (195 )

OTC Call Options Exercise Price EUR 200.00 on German Euro Bund Futures

       150        11/22/2019        1,718        1,635        —          (83 )

OTC Put Options Exercise Price EUR 100.00 on German Euro Bund Futures

       188        11/22/2019        2,153        2,049        —          (104 )

OTC Put Options Exercise Price EUR 101.00 on German Euro Bund Futures

       100        11/22/2019        1,184        1,090        —          (94 )
                        

 

 

      

 

 

 

Total

                         $     2,363,932      $     (4,668,812 )
                        

 

 

      

 

 

 

Short Futures Contracts:

 

 

Description

   Number of
Contracts
  Expiration
Date
   Notional
Amount
  Value   Unrealized
Appreciation
   Unrealized
Depreciation

3-Month EURIBOR

       (890 )       09/14/2020      $     (244,112,975 )     $     (243,835,650 )     $ 277,325      $ —  

3-Month EURIBOR

       (1,202 )       12/14/2020        (329,647,628 )       (329,347,866 )       299,762        —  

3-Year Australia Treasury Bond

       (129 )       12/16/2019        (10,033,463 )       (10,073,037 )       —          (39,574 )

10-Year Australia Treasury Bond

       (765 )       12/16/2019        (75,635,786 )       (76,081,870 )       —          (446,084 )

30-Year U.S. Treasury Bond

       (605 )       12/19/2019        (96,913,321 )       (98,199,063 )       —          (1,285,742 )

Euro OAT

       (552 )       12/06/2019        (103,905,630 )       (102,467,451 )       1,438,179        —  

German Euro BOBL

       (542 )       12/06/2019        (80,306,814 )       (80,135,655 )       171,159        —  

German Euro Bund

       (188 )       12/06/2019        (35,739,208 )       (35,705,683 )       33,525        —  

German Euro Schatz Index

       (158 )       12/06/2019        (19,367,691 )       (19,344,591 )       23,100        —  

OTC Put Options Exercise Price EUR 171.50 on German Euro Bund Futures

       (355 )       10/25/2019        (135,192 )       (42,563 )       92,629        —  

OTC Put Options Exercise Price EUR 173.50 on German Euro Bund Futures

       (304 )       10/25/2019        (139,563 )       (162,359 )       —          (22,796 )

OTC Put Options Exercise Price EUR 174.00 on German Euro Bund Futures

       (128 )       10/25/2019        (75,266 )       (94,869 )       —          (19,603 )

U.K. Gilt

       (15 )       12/27/2019        (2,461,027 )       (2,475,821 )       —          (14,794 )
                     

 

 

      

 

 

 

Total

                      $ 2,335,679      $ (1,828,593 )
                     

 

 

      

 

 

 

Total Futures Contracts

                      $     4,699,611      $     (6,497,405 )
                     

 

 

      

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    17         


Transamerica PIMCO Total Return VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

FORWARD FOREIGN CURRENCY CONTRACTS:

 

 

Counterparty

     Settlement Date      Currency
Purchased
     Currency
Sold
     Unrealized
Appreciation
     Unrealized
Depreciation
 

BCLY

       10/09/2019      MXN      28,578,000      USD      1,473,364      $ —        $ (27,466

BCLY

       11/15/2019      USD      98,884,129      EUR      87,471,000            3,214,098        —    

BCLY

       11/15/2019      JPY      351,500,000      USD      3,269,280        —          (8,372

BNP

       10/09/2019      USD      8,492,452      MXN      166,582,000        64,268        —    

BNP

       10/11/2019      RUB      27,530,243      USD      421,000        2,855        —    

BNP

       11/15/2019      USD      881,896      AUD      1,296,000        5,794        —    

BNP

       11/15/2019      USD      2,344,423      EUR      2,113,000        33,362        —    

BNP

       11/15/2019      GBP      1,894,000      USD      2,351,693        —          (18,608

BNP

       12/18/2019      USD      319,407      THB      9,785,669        —          (1,041

BNP

       01/03/2020      USD      12,106,032      BRL      46,400,000        1,001,325        —    

BNP

       01/03/2020      BRL      45,200,000      USD      11,838,659        —          (1,021,143

BNP

       04/02/2020      USD      28,503,448      BRL      117,400,000        557,307        —    

BOA

       10/02/2019      USD      35,796,988      GBP      29,052,000        73,128        —    

BOA

       11/04/2019      GBP      29,052,000      USD      35,845,374        —          (71,690

BOA

       11/15/2019      USD      2,357,062      EUR      2,115,000        43,814        —    

BOA

       11/15/2019      USD      67,512,921      GBP      55,654,000        —              (1,043,301

CITI

       10/02/2019      USD      1,326,978      CAD      1,768,000        —          (7,559

CITI

       10/02/2019      GBP      29,052,000      USD      35,453,669        270,191        —    

CITI

       10/17/2019      RUB      12,825,004      USD      200,854        —          (3,569

CITI

       11/05/2019      MXN      125,190,000      USD      6,346,147        —          (41,633

CITI

       11/15/2019      USD      1,328,784      AUD      1,963,000        1,786        —    

CITI

       11/15/2019      USD      38,883,414      EUR      34,894,000        718,650        —    

CITI

       11/15/2019      USD      22,280,156      GBP      18,018,000        85,058        —    

CITI

       11/15/2019      USD      31,157,644      JPY      3,295,900,000        581,178        —    

CITI

       11/15/2019      JPY      2,578,300,000      USD      24,413,358        —          (494,154

CITI

       11/15/2019      EUR      12,181,000      USD      13,487,506        —          (164,729

CITI

       11/15/2019      GBP      17,348,000      USD      21,229,996        159,341        (19,563

CITI

       11/15/2019      AUD      3,708,000      USD      2,520,264        —          (13,637

CITI

       01/03/2020      USD      65,047,273      BRL      263,500,000        1,984,983        —    

CITI

       04/02/2020      USD      14,316,566      BRL      59,000,000        272,083        —    

DUB

       03/18/2020      USD      31,442,562      CNH      226,527,937        —          (152,879

GSB

       10/02/2019      CAD      1,442,000      USD      1,087,362        1,101        —    

GSB

       10/16/2019      MXN      629,000      USD      32,165        —          (382

HSBC

       10/09/2019      USD      32,109      MXN      629,000        285        —    

HSBC

       10/09/2019      MXN      629,000      USD      32,164        —          (340

HSBC

       10/11/2019      USD      888,000      RUB      58,202,362        —          (8,083

HSBC

       10/16/2019      USD      32,128      MXN      629,000        345        —    

HSBC

       11/15/2019      USD      20,802,149      JPY      2,189,500,000        489,890        —    

HSBC

       11/15/2019      JPY      11,929,300,000      USD      114,104,858        —          (3,435,286

HSBC

       11/15/2019      AUD      2,937,000      USD      2,021,611        —          (36,185

HSBC

       11/15/2019      EUR      33,144,000      USD      36,696,288        —          (445,560

HSBC

       03/18/2020      USD      10,468,734      CNH      75,510,980        —          (63,312

JPM

       10/09/2019      USD      9,635,474      MXN      189,048,000        70,627        —    

JPM

       10/09/2019      MXN      52,990,000      USD      2,719,241        —          (38,222

JPM

       10/15/2019      RUB      27,901,722      USD      426,000        3,330        —    

JPM

       11/15/2019      USD      2,988,183      EUR      2,686,000        50,413        —    

JPM

       11/15/2019      USD      33,305,514      GBP      27,171,000        —          (164,517

JPM

       11/15/2019      JPY      2,119,800,000      USD      20,147,534        —          (481,890

JPM

       11/15/2019      EUR      1,343,000      USD      1,476,759        —          (7,873

JPM

       12/16/2019      USD      193,459      ILS      678,000        —          (2,397

JPM

       01/03/2020      BRL      207,200,000      USD      54,427,856        —          (4,839,597

JPM

       01/22/2020      MXN      378,729,000      USD      18,845,520        10,098        —    

RBS

       03/18/2020      USD      42,239,841      CNH      304,646,404        —          (251,331
                   

 

 

    

 

 

 
Total               $     9,695,310      $     (12,864,319
             

 

 

    

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    18         


Transamerica PIMCO Total Return VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (W)

 

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

ASSETS

 

Investments

 

Asset-Backed Securities

   $ —       $ 320,586,646     $ —        $ 320,586,646  

Certificate of Deposit

     —         13,500,000       —          13,500,000  

Corporate Debt Securities

     —         1,309,403,651       —          1,309,403,651  

Foreign Government Obligations

     —         157,617,209       —          157,617,209  

Loan Assignment

     —         4,275,624       —          4,275,624  

Mortgage-Backed Securities

     —         185,312,255       —          185,312,255  

Municipal Government Obligations

     —         8,814,505       —          8,814,505  

U.S. Government Agency Obligations

     —         1,366,756,049       —          1,366,756,049  

U.S. Government Obligations

     —         834,057,708       —          834,057,708  

Other Investment Company

     27,324,025       —         —          27,324,025  

Repurchase Agreement

     —         4,159,333       —          4,159,333  

Exchange-Traded Options Purchased

     7,758       —         —          7,758  

Over-the-Counter Interest Rate Swaptions Purchased

     —         520       —          520  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total Investments

   $     27,331,783     $     4,204,483,500     $ —        $     4,231,815,283  
  

 

 

   

 

 

   

 

 

    

 

 

 
  

 

 

   

 

 

   

 

 

    

 

 

 

Other Financial Instruments

 

Centrally Cleared Credit Default Swap Agreements

   $ —       $ 228,457     $ —        $ 228,457  

Centrally Cleared Interest Rate Swap Agreements

     —         5,405,589       —          5,405,589  

Over-the-Counter Credit Default Swap Agreements

     —         19,262       —          19,262  

Futures Contracts (X)

     4,699,611       —         —          4,699,611  

Forward Foreign Currency Contracts (X)

     —         9,695,310       —          9,695,310  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total Other Financial Instruments

   $ 4,699,611     $ 15,348,618     $ —        $ 20,048,229  
  

 

 

   

 

 

   

 

 

    

 

 

 
  

 

 

   

 

 

   

 

 

    

 

 

 

LIABILITIES

 

Securities Sold Short

 

U.S. Government Agency Obligation

   $ —       $ (118,563,957   $ —        $ (118,563,957
  

 

 

   

 

 

   

 

 

    

 

 

 

Total Securities Sold Short

   $ —       $ (118,563,957   $     —        $ (118,563,957
  

 

 

   

 

 

   

 

 

    

 

 

 

Other Financial Instruments

 

Reverse Repurchase Agreements

   $ —       $ (391,579,343   $ —        $ (391,579,343

Exchange-Traded Options Written

     (140,143     —         —          (140,143

Over-the-Counter Options Written

     —         (39,044     —          (39,044

Over-the-Counter Foreign Exchange Options Written

     —         (168,874     —          (168,874

Over-the-Counter Interest Rate Swaptions Written

     —         (134     —          (134

Centrally Cleared Credit Default Swap Agreements

     —         (214,089     —          (214,089

Centrally Cleared Interest Rate Swap Agreements

     —         (32,301,179     —          (32,301,179

Over-the-Counter Credit Default Swap Agreements

     —         (567,486     —          (567,486

Futures Contracts (X)

     (6,497,405     —         —          (6,497,405

Forward Foreign Currency Contracts (X)

     —         (12,864,319     —          (12,864,319
  

 

 

   

 

 

   

 

 

    

 

 

 

Total Other Financial Instruments

   $ (6,637,548   $     (437,734,468   $ —        $     (444,372,016
  

 

 

   

 

 

   

 

 

    

 

 

 
  

 

 

   

 

 

   

 

 

    

 

 

 

Transfers

 

Investments

   Transfers from
Level 1 to Level 3
     Transfers from
Level 3 to Level 1
     Transfers from
Level 2 to Level 3
     Transfers from
Level 3 to Level 2 (C)
 

Asset-Backed Securities (C)

   $     —      $     —      $     —        $     10,463,558  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Floating or variable rate securities. The rates disclosed are as of September 30, 2019. 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.
(B)      Securities are registered pursuant to Rule 144A of the Securities Act of 1933. Unless otherwise indicated, the securities are deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2019, the total value of 144A securities is $659,696,714, representing 24.7% of the Portfolio’s net assets.
(C)      Transferred from Level 3 to 2 due to utilizing observable inputs. As of prior reporting period the security utilized significant unobservable inputs.
(D)      Percentage rounds to less than 0.1% or (0.1)%.
(E)      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 September 30, 2019, the total value of Regulation S securities is $144,735,012, representing 5.4% of the Portfolio’s net assets.
(F)      Perpetual maturity. The date displayed is the next call date.
(G)      Non-income producing securities.
(H)      Securities in default; no interest payments received and/or dividends declared during the last 12 months. At September 30, 2019, the total value of such securities is $497,017, representing less than 0.1% of the Portfolio’s net assets.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    19         


Transamerica PIMCO Total Return VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS (continued):

 

(I)      Step bond. Coupon rate changes in increments to maturity. The rate disclosed is as of September 30, 2019; the maturity date disclosed is the ultimate maturity date.
(J)      All or a portion of the securities are on loan. The total value of all securities on loan is $26,783,548. 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.
(K)      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.
(L)      When-issued, delayed-delivery and/or forward commitment (including TBAs) securities. Securities to be settled and delivered after September 30, 2019. Securities may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement.
(M)      Securities are subject to sale-buyback transactions.
(N)      All or a portion of these securities have been segregated by the custodian as collateral for centrally cleared swap agreements. The total value of such securities is $20,229,711.
(O)      All or a portion of these securities have been segregated by the custodian as collateral to cover margin requirements for open futures contracts. The total value of such securities is $11,845,846.
(P)      All or a portion of these securities have been segregated by the custodian as collateral for open over-the-counter options and/or swaptions, swap agreements and forward foreign currency contracts. The total value of such securities is $11,166,244.
(Q)      All or a portion of the security has been segregated by the custodian as collateral for open TBA commitment transactions. The value of the security is $1,025,467.
(R)      Rates disclosed reflect the yields at September 30, 2019.
(S)      If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (a) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced obligation or (b) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap agreement less the recovery value of the referenced obligation or underlying securities comprising the referenced obligation.
(T)      Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues or sovereign issues of an emerging country as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. A credit spread identified as “Defaulted” indicates a credit event has occurred for the referenced entity or obligation.
(U)      The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.
(V)      The quoted market prices and resulting values for credit default swap agreements on asset-backed securities and credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative had the notional amount of the swap agreement been closed/sold as of the period ended. Increasing market values, in absolute terms when compared to the notional amount of the swap agreement, represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.
(W)      The Portfolio recognizes transfers in and out of Level 3 as of September 30, 2019. Please reference the Security Valuation section of the Notes to Financial Statements for more information regarding security valuation and pricing inputs.
(X)      Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).

CURRENCY ABBREVIATIONS:

 

AUD

   Australian Dollar

BRL

   Brazilian Real

CAD

   Canadian Dollar

CNH

   Chinese Yuan Renminbi (offshore)

EUR

   Euro

GBP

   Pound Sterling

ILS

   Israel New Shekel

JPY

   Japanese Yen

MXN

   Mexican Peso

RUB

   Russian Ruble

THB

   Thai Baht

USD

   United States Dollar

COUNTERPARTY ABBREVIATIONS:

 

BCI

   Barclays Capital, Inc.

BCLY

   Barclays Bank PLC

BNP

   BNP Paribas

BOA

   Bank of America, N.A.

CITI

   Citibank, N.A.

DUB

   Deutsche Bank AG

GSB

   Goldman Sachs Bank

GSI

   Goldman Sachs International

HSBC

   HSBC Bank USA

JPM

   JPMorgan Chase Bank, N.A.

MLI

   Merrill Lynch International

RBS

   Royal Bank of Scotland PLC

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    20         


Transamerica PIMCO Total Return VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

PORTFOLIO ABBREVIATIONS:

 

ABS

   Asset-Backed Securities

BOBL

   Bundesobligationen (German Federal Government Securities)

BTP

   Buoni del Tesoro Poliennali (Italian Treasury Bonds)

BUXL

   Bundesanleihen (German Long-Term Debt)

CMT

   Constant Maturity Treasury

EURIBOR

   Euro Interbank Offer Rate

LIBOR

   London Interbank Offered Rate

MTA

   Month Treasury Average

MTN

   Medium Term Note

OAT

   Obligations Assimilables du Tresor (Treasury Obligations)

OTC

   Over-the-Counter

Schatz

   Bundesschatzanweisungen (German Federal Government 2-Year Securities)

SONIA

   Sterling Overnight Interbank Average

STRIPS

   Separate Trading of Registered Interest and Principal of Securities

TBA

   To Be Announced

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    21         


Transamerica PineBridge Inflation Opportunities VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Principal      Value  
ASSET-BACKED SECURITY - 0.2%  

STORE Master Funding I-VII

     

Series 2018-1A, Class A1,

     

3.96%, 10/20/2048 (A)

     $  392,424        $  415,260  
     

 

 

 

Total Asset-Backed Security
(Cost $392,323)

 

     415,260  
     

 

 

 
CORPORATE DEBT SECURITIES - 20.3%  
Banks - 11.9%  

BAC Capital Trust XIV

     

3-Month LIBOR + 0.40%,
4.00% (B), 10/16/2019 (C)

     779,000        681,236  

Bank of America Corp.

     

CPI-YoY + 1.10%,
2.75% (B), 11/19/2024, MTN

     5,000,000        4,956,250  

4.18%, 11/25/2027, MTN

     626,000        675,777  

Fixed until 04/24/2037,
4.24% (B), 04/24/2038

     891,000        1,017,958  

Barclays Bank PLC

     

CPI-YoY + 1.00%,
2.65% (B), 05/22/2023, MTN (D)

     2,600,000        2,598,700  

BBVA Bancomer SA

     

Fixed until 01/18/2028,
5.13% (B), 01/18/2033 (A)

     334,000        318,135  

Citigroup, Inc.

     

1.38*CPI-YoY, Zero Coupon (B),
03/27/2025, MTN

     1,000,000        977,100  

CPI-YoY + 2.50%,
4.31% (B), 03/30/2020, MTN

     2,000,000        1,979,000  

4.65%, 07/23/2048

     865,000        1,058,595  

Corestates Capital II

     

3-Month LIBOR + 0.65%,
2.95% (B), 01/15/2027 (A)

     244,000        225,700  

Credit Agricole SA

     

Fixed until 01/10/2028,
4.00% (B), 01/10/2033 (A)

     751,000        776,677  

Danske Bank A/S

     

5.38%, 01/12/2024 (A)

     200,000        219,686  

HSBC Holdings PLC

     

Fixed until 05/22/2027 (C),
6.00% (B)

     336,000        345,583  

Intesa Sanpaolo SpA

     

4.00%, 09/23/2029 (A)

     830,000        826,181  

Royal Bank of Scotland Group PLC

     

Fixed until 03/08/2022,
2.00% (B), 03/08/2023, MTN (E)

     EUR  400,000        452,291  

Fixed until 03/22/2024,
4.27% (B), 03/22/2025

     $  300,000        313,803  

Fixed until 06/25/2023,
4.52% (B), 06/25/2024

       1,133,000        1,191,502  

Fixed until 08/15/2021 (C),
8.63% (B)

     234,000        250,579  

UniCredit SpA

     

Fixed until 06/19/2027,
5.86% (B), 06/19/2032 (A)

     241,000        247,812  

6.57%, 01/14/2022 (A)

     350,000        375,435  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Banks (continued)  

UniCredit SpA (continued)

     

Fixed until 04/02/2029,
7.30% (B), 04/02/2034 (A)

     $   211,000        $   238,128  

Wachovia Capital Trust II

     

3-Month LIBOR + 0.50%,
2.80% (B), 01/15/2027

     354,000        327,450  
     

 

 

 
        20,053,578  
     

 

 

 
Building Products - 0.5%  

Masco Corp.

     

3.50%, 11/15/2027

     827,000        839,773  
     

 

 

 
Capital Markets - 0.5%  

Goldman Sachs Group, Inc.

     

Fixed until 11/10/2022 (C),
5.00% (B)

     759,000        745,110  
     

 

 

 
Chemicals - 0.3%  

Dow Chemical Co.

     

4.80%, 05/15/2049 (A)

     447,000        494,037  
     

 

 

 
Consumer Finance - 0.1%  

Navient Corp.

     

CPI-YoY + 2.15%,
3.80% (B), 12/15/2020, MTN

     189,000        189,473  
     

 

 

 
Electric Utilities - 0.2%  

FirstEnergy Corp.

     

3.90%, 07/15/2027

     268,000        285,578  
     

 

 

 
Equity Real Estate Investment Trusts - 0.3%  

Alexandria Real Estate Equities, Inc.

     

3.80%, 04/15/2026

     473,000        503,225  
     

 

 

 
Health Care Providers & Services - 0.6%  

CVS Health Corp.

     

4.78%, 03/25/2038

     932,000        1,020,711  
     

 

 

 
Insurance - 0.5%  

Hartford Financial Services Group, Inc.

     

3-Month LIBOR + 2.13%,
4.28% (B), 02/12/2067 (A)

     1,051,000        893,676  
     

 

 

 
Machinery - 0.1%  

CNH Industrial NV

     

3.85%, 11/15/2027, MTN

     197,000        203,011  
     

 

 

 
Metals & Mining - 1.5%  

Anglo American Capital PLC

     

4.00%, 09/11/2027 (A)

     229,000        236,477  

Glencore Funding LLC

     

4.00%, 04/16/2025 (A)

     248,000        258,003  

Newcrest Finance Pty, Ltd.

     

4.20%, 10/01/2022 (A)

     1,050,000        1,097,029  

5.75%, 11/15/2041 (A)

     515,000        616,005  

Newmont Goldcorp Corp.

     

2.80%, 10/01/2029

     330,000        326,131  
     

 

 

 
        2,533,645  
     

 

 

 
Multi-Utilities - 0.1%  

WEC Energy Group, Inc.

     

3-Month LIBOR + 2.11%,
4.27% (B), 05/15/2067

     242,000        203,582  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica PineBridge Inflation Opportunities VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Oil, Gas & Consumable Fuels - 2.9%  

Cenovus Energy, Inc.

     

4.25%, 04/15/2027

     $   474,000        $   492,809  

Enable Midstream Partners, LP

     

4.95%, 05/15/2028

     260,000        270,031  

Enbridge, Inc.

     

Fixed until 07/15/2027,
5.50% (B), 07/15/2077

     874,000        879,656  

Energy Transfer Operating, LP

     

5.80%, 06/15/2038

     318,000        363,919  

Fixed until 02/15/2023 (C),
6.25% (B)

     755,000        700,262  

EnLink Midstream LLC

     

5.38%, 06/01/2029

     126,000        120,330  

EnLink Midstream Partners, LP

     

4.85%, 07/15/2026

     406,000        385,700  

Fixed until 12/15/2022 (C),
6.00% (B)

     142,000        101,530  

Enterprise Products Operating LLC

     

Fixed until 08/16/2027,
5.25% (B), 08/16/2077

     278,000        275,627  

MPLX, LP

     

4.25%, 12/01/2027 (A)

     380,000        402,036  

Fixed until 02/15/2023 (C),
6.88% (B)

     381,000        380,543  

Noble Energy, Inc.

     

3.85%, 01/15/2028

     260,000        269,820  

Petroleos Mexicanos

     

7.69%, 01/23/2050 (A) (F)

     215,000        224,138  
     

 

 

 
        4,866,401  
     

 

 

 
Transportation Infrastructure - 0.8%  

Heathrow Funding, Ltd.

     

1.37%, 03/28/2032 (E)

     GBP  603,398        973,495  

Penske Truck Leasing Co., LP / PTL Finance Corp.

     

3.35%, 11/01/2029 (A)

     $  330,000        328,731  
     

 

 

 
        1,302,226  
     

 

 

 

Total Corporate Debt Securities
(Cost $33,486,363)

 

     34,134,026  
     

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 21.6%  
Australia - 3.4%  

Australia Government Bond

     

0.75%, 11/21/2027 (E)

     AUD  7,500,000        5,680,161  
     

 

 

 
Canada - 3.3%  

Canada Government Real Return Bond

 

4.25%, 12/01/2021

     CAD  6,760,039        5,527,685  
     

 

 

 
France - 1.4%  

France Government Bond OAT

     

2.10%, 07/25/2023 (E)

     EUR  1,940,584        2,391,728  
     

 

 

 
Japan - 1.1%  

Japan Government CPI Linked Bond

     

0.10%, 03/10/2028

     JPY  186,529,950        1,798,450  
     

 

 

 
Mexico - 1.2%  

Mexico Udibonos

     

Series S,

     

2.50%, 12/10/2020

     MXN  17,678,865        888,028  

4.50%, 12/04/2025

     20,058,277        1,093,387  
     

 

 

 
        1,981,415  
     

 

 

 
     Principal      Value  
FOREIGN GOVERNMENT OBLIGATIONS (continued)  
New Zealand - 2.1%  

New Zealand Government Inflation-Linked Bond

     

2.00%, 09/20/2025 (E)

     NZD  4,750,000        $   3,596,675  
     

 

 

 
Spain - 6.7%  

Spain Government Inflation-Linked Bond

 

0.30%, 11/30/2021

     EUR  7,274,680        8,192,443  

0.55%, 11/30/2019 (E)

     425        465  

1.00%, 11/30/2030 (E)

     2,294,798        3,002,910  
     

 

 

 
        11,195,818  
     

 

 

 
United Kingdom - 2.4%  

U.K. Gilt Inflation-Linked

     

0.13%, 03/22/2044 (E)

     GBP  1,851,026        4,070,269  
     

 

 

 

Total Foreign Government Obligations
(Cost $36,872,035)

 

     36,242,201  
     

 

 

 
MORTGAGE-BACKED SECURITIES - 1.6%  

BANK

     

Series 2019-BN19, Class A3,

     

3.18%, 08/15/2061

     $  1,000,000        1,060,163  

Benchmark Mortgage Trust

     

Series 2018-B1, Class A2,

     

3.57%, 01/15/2051

     230,000        238,820  

CSAIL Commercial Mortgage Trust

     

Series 2019-C17, Class A2,

     

3.00%, 09/15/2052

     1,350,000        1,395,776  
     

 

 

 

Total Mortgage-Backed Securities
(Cost $2,661,242)

 

     2,694,759  
     

 

 

 
U.S. GOVERNMENT OBLIGATIONS - 54.7%  
U.S. Treasury Inflation-Protected Securities - 54.7%  

U.S. Treasury Inflation-Indexed Bond

     

0.63%, 02/15/2043

     2,789,750        2,842,513  

0.75%, 02/15/2042 - 02/15/2045

     5,597,648        5,856,525  

1.00%, 02/15/2046

     2,652,137        2,935,228  

1.38%, 02/15/2044

     2,586,927        3,080,698  

2.00%, 01/15/2026

     2,585,240        2,866,838  

2.38%, 01/15/2025 - 01/15/2027

     7,231,205        8,154,838  

2.50%, 01/15/2029

     597,480        720,894  

3.63%, 04/15/2028

     951,738        1,219,592  

U.S. Treasury Inflation-Indexed Note

     

0.13%, 04/15/2020 - 07/15/2024

     27,902,252        27,710,656  

0.25%, 01/15/2025 - 07/15/2029

     4,417,074        4,442,883  

0.38%, 07/15/2025 - 01/15/2027

     10,657,695        10,777,395  

0.50%, 01/15/2028

     5,429,322        5,549,660  

0.63%, 01/15/2024 - 01/15/2026

     7,310,738        7,468,367  

0.75%, 07/15/2028

     5,416,971        5,683,193  

1.25%, 07/15/2020

     2,470,461        2,480,433  
     

 

 

 

Total U.S. Government Obligations
(Cost $88,901,205)

 

     91,789,713  
     

 

 

 
     Shares      Value  
PREFERRED STOCKS - 0.3%  
Banks - 0.3%  

Banco Santander SA,

     

Series 6, 3-Month LIBOR +
0.52%, 4.00% (B) (F)

     3,500        81,480  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    2

 

      


Transamerica PineBridge Inflation Opportunities VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
PREFERRED STOCKS (continued)  
Banks (continued)  

US Bancorp,

     

Series A, 3-Month LIBOR +
1.02%, 3.50% (B) (F) (G)

     500        $   425,000  
     

 

 

 

Total Preferred Stocks
(Cost $500,925)

 

     506,480  
     

 

 

 
     Principal      Value  
SHORT-TERM INVESTMENT COMPANY - 0.3%  
Money Market Fund - 0.3%  

State Street Institutional U.S. Government Money Market Fund, 1.88% (H)

     $  567,578        567,578  
     

 

 

 

Total Short-Term Investment Company
(Cost $567,578)

 

     567,578  
     

 

 

 
     Shares      Value  
OTHER INVESTMENT COMPANY - 0.2%  
Securities Lending Collateral - 0.2%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio,
2.07% (H)

     316,680        $   316,680  
     

 

 

 

Total Other Investment Company
(Cost $316,680)

 

     316,680  
     

 

 

 

Total Investments
(Cost $163,698,351)

 

     166,666,697  

Net Other Assets (Liabilities) - 0.8%

        1,278,224  
     

 

 

 

Net Assets - 100.0%

        $  167,944,921  
     

 

 

 
 

 

FORWARD FOREIGN CURRENCY CONTRACTS:

 

 

Counterparty

     Settlement Date      Currency
Purchased
     Currency
Sold
     Unrealized
Appreciation
     Unrealized
Depreciation
 

JPMS

       10/10/2019      USD      5,504,053      AUD      7,900,000      $ 169,907      $ —    

JPMS

       10/10/2019      USD      5,643,053      CAD      7,394,225        60,920        —    

JPMS

       10/10/2019      USD      17,489,107      EUR      15,500,000        581,588        —    

JPMS

       10/10/2019      USD      5,007,368      GBP      4,000,000        87,057        —    

JPMS

       10/10/2019      USD      1,790,300      JPY      193,539,385        —          (882

JPMS

       10/10/2019      USD      1,929,249      MXN      37,000,000        57,591        —    

JPMS

       10/10/2019      USD      3,608,089      NZD      5,450,000        194,498        —    

JPMS

       10/10/2019      EUR      2,640,000      USD      2,908,821        —          (29,089

JPMS

       10/10/2019      CAD      2,300,000      USD      1,751,619        —          (15,276
                   

 

 

    

 

 

 
Total               $     1,151,561      $     (45,247
             

 

 

    

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    3         


Transamerica PineBridge Inflation Opportunities VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs

 

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

ASSETS

 

Investments

 

Asset-Backed Security

   $ —        $ 415,260     $         —        $ 415,260  

Corporate Debt Securities

     —          34,134,026       —          34,134,026  

Foreign Government Obligations

     —          36,242,201       —          36,242,201  

Mortgage-Backed Securities

     —          2,694,759       —          2,694,759  

U.S. Government Obligations

     —          91,789,713       —          91,789,713  

Preferred Stocks

     81,480        425,000       —          506,480  

Short-Term Investment Company

     567,578        —         —          567,578  

Other Investment Company

     316,680        —         —          316,680  
  

 

 

    

 

 

   

 

 

    

 

 

 

Total Investments

   $     965,738      $     165,700,959     $ —        $     166,666,697  
  

 

 

    

 

 

   

 

 

    

 

 

 

Other Financial Instruments

 

Forward Foreign Currency Contracts (I)

   $ —        $ 1,151,561     $ —        $ 1,151,561  
  

 

 

    

 

 

   

 

 

    

 

 

 

Total Other Financial Instruments

   $ —        $ 1,151,561     $ —        $ 1,151,561  
  

 

 

    

 

 

   

 

 

    

 

 

 

LIABILITIES

 

Other Financial Instruments

 

Forward Foreign Currency Contracts (I)

   $ —        $ (45,247   $ —        $ (45,247
  

 

 

    

 

 

   

 

 

    

 

 

 

Total Other Financial Instruments

   $ —        $ (45,247   $ —        $ (45,247
  

 

 

    

 

 

   

 

 

    

 

 

 

Transfers

 

Investments

   Transfers from
Level 1 to Level 3
     Transfers from
Level 3 to Level 1
     Transfers from
Level 2 to Level 3
     Transfers from
Level 3 to Level 2
 

Corporate Debt Securities (D)

   $                 —      $                 —      $                 —      $     2,598,700  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Securities are registered pursuant to Rule 144A of the Securities Act of 1933. Unless otherwise indicated, the securities are deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2019, the total value of 144A securities is $8,193,146, representing 4.9% of the Portfolio’s net assets.
(B)      Floating or variable rate securities. The rates disclosed are as of September 30, 2019. For securities based on a published reference rate and spread, the reference rate and spread are indicated within the description. Variable rate securities with a floor or ceiling feature are disclosed at the inherent rate, where applicable. Certain variable rate securities are not based on a published reference rate and spread, but are determined by the issuer or agent and are based on current market conditions; these securities do not indicate a reference rate and spread in the description.
(C)      Perpetual maturity. The date displayed is the next call date.
(D)      Transferred from Level 3 to 2 due to utilizing observable inputs. As of prior reporting period the security utilized significant unobservable inputs.
(E)      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 September 30, 2019, the total value of Regulation S securities is $20,167,994, representing 12.0% of the Portfolio’s net assets.
(F)      All or a portion of the securities are on loan. The total value of all securities on loan is $310,433. 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.
(G)      Fair valued as determined in good faith in accordance with procedures established by the Board. At September 30, 2019, the value of the security is $425,000, representing 0.3% of the Portfolio’s net assets.
(H)      Rate disclosed reflects the yield at September 30, 2019.
(I)      Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    4         


Transamerica PineBridge Inflation Opportunities VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

CURRENCY ABBREVIATIONS:

 

AUD

   Australian Dollar

CAD

   Canadian Dollar

EUR

   Euro

GBP

   Pound Sterling

JPY

   Japanese Yen

MXN

   Mexican Peso

NZD

   New Zealand Dollar

USD

   United States Dollar

COUNTERPARTY ABBREVIATION:

 

JPMS

   JPMorgan Securities LLC

PORTFOLIO ABBREVIATIONS:

 

CPI-YoY

   US Consumer Price Index Urban Consumers Year Over Year

LIBOR

   London Interbank Offered Rate

MTN

   Medium Term Note

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    5         


Transamerica ProFund UltraBear VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
SHORT-TERM INVESTMENT COMPANIES - 73.4%  
Money Market Funds - 73.4%  

BlackRock Liquidity Funds T-Fund Portfolio, 1.87% (A)

     3,330,663        $  3,330,663  

Dreyfus Treasury Obligations Cash Management Fund, 1.84% (A)

     3,331,241        3,331,241  

State Street Institutional U.S. Government Money Market Fund, 1.88% (A)

     3,330,662        3,330,662  

UBS Select Treasury Preferred Fund, 1.91% (A)

     3,330,662        3,330,662  
     

 

 

 

Total Short-Term Investment Companies
(Cost $13,323,228)

 

     13,323,228  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 18.3%  

Fixed Income Clearing Corp., 1.05% (A), dated 09/30/2019, to be repurchased at $3,330,759 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $3,397,984.

     $  3,330,662        $   3,330,662  
     

 

 

 

Total Repurchase Agreement
(Cost $3,330,662)

 

     3,330,662  
  

 

 

 

Total Investments
(Cost $16,653,890)

 

     16,653,890  

Net Other Assets (Liabilities) - 8.3%

        1,504,887  
     

 

 

 

Net Assets - 100.0%

        $  18,158,777  
     

 

 

 
 

 

FUTURES CONTRACTS:

 

Short Futures Contracts:

 

Description

   Number of
Contracts
  Expiration
Date
   Notional
Amount
  Value   Unrealized
Appreciation
   Unrealized
Depreciation

S&P 500® E-Mini Index

       (243 )       12/20/2019      $     (36,488,651 )     $     (36,188,775 )     $     299,876      $     —  

SECURITY VALUATION:

 

Valuation Inputs (B)

 

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

ASSETS

           

Investments

 

Short-Term Investment Companies

   $ 13,323,228      $ —        $ —        $ 13,323,228  

Repurchase Agreement

     —          3,330,662        —          3,330,662  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     13,323,228      $     3,330,662      $ —        $     16,653,890  
  

 

 

    

 

 

    

 

 

    

 

 

 

Other Financial Instruments

 

Futures Contracts (C)

   $ 299,876      $ —        $ —        $ 299,876  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ 299,876      $ —        $     —        $ 299,876  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Rate disclosed reflects the yield at September 30, 2019.
(B)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(C)      Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    1         


Transamerica QS Investors Active Asset Allocation – Conservative VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUNDS - 96.6%  
International Equity Funds - 8.1%  

iShares Edge MSCI Min Vol EAFE ETF (A)

     45,221        $  3,313,795  

Vanguard FTSE All-World ex-US ETF

     398,230        19,871,677  

Vanguard Total International Stock ETF (A)

     128,241        6,624,930  
     

 

 

 
        29,810,402  
     

 

 

 
International Fixed Income Fund - 6.0%  

Vanguard Total International Bond ETF

     375,847        22,111,079  
     

 

 

 
U.S. Equity Funds - 23.4%  

iShares Core S&P 500 ETF

     66,725        19,918,747  

iShares Edge MSCI Min Vol USA ETF

     51,777        3,318,906  

iShares Russell 1000 ETF

     343,124        56,457,623  

Vanguard Small-Cap Growth ETF (A)

     18,316        3,334,245  

Vanguard Small-Cap Value ETF (A)

     25,790        3,323,041  
     

 

 

 
        86,352,562  
     

 

 

 
U.S. Fixed Income Funds - 59.1%  

iShares Core U.S. Aggregate Bond ETF

     456,799        51,695,943  

iShares TIPS Bond ETF

     63,320        7,363,483  

SPDR Bloomberg Barclays Convertible Securities ETF

     210,500        11,040,725  

Vanguard Total Bond Market ETF

     1,750,036        147,755,539  
     

 

 

 
        217,855,690  
     

 

 

 

Total Exchange-Traded Funds
(Cost $347,194,523)

 

     356,129,733  
  

 

 

 
     Shares      Value  
OTHER INVESTMENT COMPANY - 3.2%  
Securities Lending Collateral - 3.2%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (B)

     11,844,225        $     11,844,225  
     

 

 

 

Total Other Investment Company
(Cost $11,844,225)

 

     11,844,225  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 0.5%  

Fixed Income Clearing Corp., 1.05% (B), dated 09/30/2019, to be repurchased at $2,007,466 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $2,047,759.

     $  2,007,407        2,007,407  
     

 

 

 

Total Repurchase Agreement
(Cost $2,007,407)

 

     2,007,407  
  

 

 

 

Total Investments
(Cost $361,046,155)

 

     369,981,365  

Net Other Assets (Liabilities) - (0.3)%

        (1,166,999
     

 

 

 

Net Assets - 100.0%

        $  368,814,366  
     

 

 

 
 

 

SECURITY VALUATION:

 

Valuation Inputs (C)

 

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

ASSETS

           

Investments

 

Exchange-Traded Funds

   $ 356,129,733      $ —        $ —        $ 356,129,733  

Other Investment Company

     11,844,225        —          —          11,844,225  

Repurchase Agreement

     —          2,007,407        —          2,007,407  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     367,973,958      $     2,007,407      $     —        $     369,981,365  
  

 

 

    

 

 

    

 

 

    

 

 

 

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 $11,604,683. The amount of securities on loan indicated may not correspond with the securities on loan identified because securities with pending sales are in the process of recall from the brokers.
(B)      Rates disclosed reflect the yields at September 30, 2019.
(C)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    1         


Transamerica QS Investors Active Asset Allocation – Moderate Growth VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUNDS - 65.3%  
International Equity Funds - 9.9%  

iShares Edge MSCI Min Vol EAFE ETF (A)

     39,995        $  2,930,834  

Vanguard FTSE All-World ex-US ETF

     825,599        41,197,390  

Vanguard Total International Stock ETF (A)

     284,791        14,712,303  
     

 

 

 
        58,840,527  
     

 

 

 
International Fixed Income Fund - 4.1%  

Vanguard Total International Bond ETF (A)

     411,099        24,184,954  
     

 

 

 
U.S. Equity Funds - 24.8%  

iShares Core S&P 500 ETF

     88,981        26,562,608  

iShares Edge MSCI Min Vol USA ETF

     46,058        2,952,318  

iShares Russell 1000 ETF

     645,607        106,228,176  

Vanguard Small-Cap Growth ETF (A)

     48,587        8,844,777  

Vanguard Small-Cap Value ETF (A)

     22,803        2,938,166  
     

 

 

 
        147,526,045  
     

 

 

 
U.S. Fixed Income Funds - 26.5%  

iShares Core U.S. Aggregate Bond ETF

     266,520        30,162,068  

iShares TIPS Bond ETF

     54,268        6,310,826  

SPDR Bloomberg Barclays Convertible Securities ETF (A)

     239,298        12,551,180  

Vanguard Total Bond Market ETF

     1,287,190        108,677,452  
     

 

 

 
        157,701,526  
     

 

 

 

Total Exchange-Traded Funds
(Cost $377,550,180)

 

     388,253,052  
     

 

 

 
     Shares      Value  
OTHER INVESTMENT COMPANY - 3.3%  
Securities Lending Collateral - 3.3%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (B)

     19,869,296        $   19,869,296  
     

 

 

 

Total Other Investment Company
(Cost $19,869,296)

 

     19,869,296  
     

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 31.6%  

Fixed Income Clearing Corp., 1.05% (B), dated 09/30/2019, to be repurchased at $188,492,794 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $192,260,128.

     $  188,487,297        188,487,297  
     

 

 

 

Total Repurchase Agreement
(Cost $188,487,297)

 

     188,487,297  
     

 

 

 

Total Investments
(Cost $585,906,773)

 

     596,609,645  

Net Other Assets (Liabilities) - (0.2)%

        (911,085
     

 

 

 

Net Assets - 100.0%

        $  595,698,560  
     

 

 

 
 

 

SECURITY VALUATION:

 

Valuation Inputs (C)

 

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

ASSETS

           

Investments

 

Exchange-Traded Funds

   $ 388,253,052      $ —        $ —        $ 388,253,052  

Other Investment Company

     19,869,296        —          —          19,869,296  

Repurchase Agreement

     —          188,487,297        —          188,487,297  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     408,122,348      $     188,487,297      $     —        $     596,609,645  
  

 

 

    

 

 

    

 

 

    

 

 

 

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 $19,465,237. The amount of securities on loan indicated may not correspond with the securities on loan identified because securities with pending sales are in the process of recall from the brokers.
(B)      Rates disclosed reflect the yields at September 30, 2019.
(C)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    1         


Transamerica QS Investors Active Asset Allocation – Moderate VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
EXCHANGE-TRADED FUNDS - 78.9%  
International Equity Funds - 8.6%  

iShares Edge MSCI Min Vol EAFE ETF (A)

     109,315        $  8,010,603  

Vanguard FTSE All-World ex-US ETF

     1,772,973        88,471,353  

Vanguard Total International Stock ETF (A)

     466,982        24,124,290  
     

 

 

 
        120,606,246  
     

 

 

 
International Fixed Income Fund - 5.9%  

Vanguard Total International Bond ETF

     1,422,247        83,670,791  
     

 

 

 
U.S. Equity Funds - 20.0%  

iShares Core S&P 500 ETF

     162,093        48,388,002  

iShares Edge MSCI Min Vol USA ETF (A)

     125,854        8,067,242  

iShares Russell 1000 ETF (A)

     1,226,053        201,734,761  

Vanguard Small-Cap Growth ETF (A)

     88,407        16,093,610  

Vanguard Small-Cap Value ETF (A)

     62,331        8,031,349  
     

 

 

 
        282,314,964  
     

 

 

 
U.S. Fixed Income Funds - 44.4%  

iShares Core U.S. Aggregate Bond ETF

     983,672        111,322,160  

iShares TIPS Bond ETF (A)

     238,832        27,773,773  

SPDR Bloomberg Barclays Convertible Securities ETF (A)

     797,581        41,833,124  

Vanguard Total Bond Market ETF

     5,263,187        444,370,878  
     

 

 

 
        625,299,935  
     

 

 

 

Total Exchange-Traded Funds
(Cost $1,080,023,767)

 

     1,111,891,936  
  

 

 

 
     Shares      Value  
OTHER INVESTMENT COMPANY - 4.5%  
Securities Lending Collateral - 4.5%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (B)

     63,871,608        $   63,871,608  
     

 

 

 

Total Other Investment Company
(Cost $63,871,608)

 

     63,871,608  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 18.8%  

Fixed Income Clearing Corp., 1.05% (B), dated 09/30/2019, to be repurchased at $264,305,129 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $269,586,685.

     $  264,297,420        264,297,420  
     

 

 

 

Total Repurchase Agreement
(Cost $264,297,420)

 

     264,297,420  
  

 

 

 

Total Investments
(Cost $1,408,192,795)

 

     1,440,060,964  

Net Other Assets (Liabilities) - (2.2)%

 

     (31,557,177
     

 

 

 

Net Assets - 100.0%

        $  1,408,503,787  
     

 

 

 
 

 

SECURITY VALUATION:

 

Valuation Inputs (C)

 

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

ASSETS

           

Investments

 

Exchange-Traded Funds

   $ 1,111,891,936      $ —        $ —        $ 1,111,891,936  

Other Investment Company

     63,871,608        —          —          63,871,608  

Repurchase Agreement

     —          264,297,420        —          264,297,420  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     1,175,763,544      $     264,297,420      $     —        $     1,440,060,964  
  

 

 

    

 

 

    

 

 

    

 

 

 

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 $62,570,089. The amount of securities on loan indicated may not correspond with the securities on loan identified because securities with pending sales are in the process of recall from the brokers.
(B)      Rates disclosed reflect the yields at September 30, 2019.
(C)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    1         


Transamerica Small/Mid Cap Value VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS - 96.7%  
Aerospace & Defense - 1.3%  

Aerojet Rocketdyne Holdings, Inc. (A)

     35,050        $  1,770,376  

Cubic Corp.

     26,650        1,876,959  

Curtiss-Wright Corp.

     11,000        1,423,070  

Elbit Systems, Ltd. (B)

     10,400        1,713,608  
     

 

 

 
        6,784,013  
     

 

 

 
Airlines - 2.0%  

Alaska Air Group, Inc.

     86,800        5,634,188  

JetBlue Airways Corp. (A)

     288,500        4,832,375  
     

 

 

 
        10,466,563  
     

 

 

 
Auto Components - 0.8%  

Dana, Inc.

     54,500        786,980  

Gentex Corp.

     22,000        605,770  

Stoneridge, Inc. (A)

     39,400        1,220,218  

Visteon Corp. (A)

     22,500        1,857,150  
     

 

 

 
        4,470,118  
     

 

 

 
Banks - 6.4%  

Atlantic Union Bankshares Corp.

     35,000        1,303,575  

Bank of Princeton

     26,300        764,278  

Berkshire Hills Bancorp, Inc.

     64,112        1,877,841  

CIT Group, Inc.

     114,700        5,197,057  

Evans Bancorp, Inc.

     5,250        196,350  

First Citizens BancShares, Inc., Class A

     11,407        5,378,971  

First Community Bankshares, Inc.

     56,104        1,816,086  

Hanmi Financial Corp.

     47,100        884,538  

Hope Bancorp, Inc.

     75,572        1,083,702  

Lakeland Bancorp, Inc.

     135,500        2,090,765  

Sandy Spring Bancorp, Inc.

     68,000        2,292,280  

Signature Bank

     27,700        3,302,394  

Sterling Bancorp

     91,600        1,837,496  

Umpqua Holdings Corp.

     100,000        1,646,000  

United Community Banks, Inc.

     61,000        1,729,350  

Washington Trust Bancorp, Inc.

     20,353        983,253  

Webster Financial Corp.

     14,750        691,333  

Western Alliance Bancorp

     19,450        896,256  
     

 

 

 
        33,971,525  
     

 

 

 
Beverages - 1.5%  

Molson Coors Brewing Co., Class B

     135,300        7,779,750  
     

 

 

 
Biotechnology - 0.9%  

United Therapeutics Corp. (A)

     57,300        4,569,675  
     

 

 

 
Building Products - 1.3%  

American Woodmark Corp. (A)

     15,050        1,338,095  

Continental Building Products, Inc. (A)

     107,500        2,933,675  

Gibraltar Industries, Inc. (A)

     10,900        500,746  

Insteel Industries, Inc.

     15,700        322,321  

Masonite International Corp. (A)

     13,150        762,700  

PGT Innovations, Inc. (A)

     73,600        1,271,072  
     

 

 

 
        7,128,609  
     

 

 

 
Capital Markets - 2.1%  

E*TRADE Financial Corp.

     137,026        5,986,666  

Legg Mason, Inc.

     45,200        1,726,188  

Piper Jaffray Cos.

     23,150        1,747,362  
     Shares      Value  
COMMON STOCKS (continued)  
Capital Markets (continued)  

Stifel Financial Corp.

     29,400        $   1,686,972  

Waddell & Reed Financial, Inc., Class A (B)

     4,600        79,028  
     

 

 

 
        11,226,216  
     

 

 

 
Chemicals - 2.6%  

Chase Corp.

     4,700        514,133  

Corteva, Inc. (A)

     147,000        4,116,000  

Huntsman Corp.

     40,800        949,008  

Methanex Corp.

     15,900        563,973  

Mosaic Co.

     161,300        3,306,650  

Trinseo SA

     38,300        1,644,985  

Westlake Chemical Corp.

     38,600        2,529,072  
     

 

 

 
        13,623,821  
     

 

 

 
Commercial Services & Supplies - 0.7%  

HNI Corp.

     9,650        342,575  

Knoll, Inc.

     50,200        1,272,570  

Tetra Tech, Inc.

     24,900        2,160,324  
     

 

 

 
        3,775,469  
     

 

 

 
Communications Equipment - 0.6%  

Harmonic, Inc. (A)

     103,300        679,714  

KVH Industries, Inc. (A)

     188,682        2,009,463  

NETGEAR, Inc. (A)

     15,050        484,911  
     

 

 

 
        3,174,088  
     

 

 

 
Construction & Engineering - 1.1%  

Comfort Systems, Inc.

     44,450        1,966,023  

EMCOR Group, Inc.

     33,400        2,876,408  

Granite Construction, Inc.

     35,550        1,142,222  
     

 

 

 
        5,984,653  
     

 

 

 
Construction Materials - 0.3%  

US Concrete, Inc. (A)

     28,700        1,586,536  
     

 

 

 
Consumer Finance - 0.5%  

Ally Financial, Inc.

     72,600        2,407,416  
     

 

 

 
Distributors - 1.1%  

LKQ Corp. (A)

     193,400        6,082,430  
     

 

 

 
Diversified Consumer Services - 0.3%  

American Public Education, Inc. (A)

     38,100        851,154  

K12, Inc. (A)

     29,900        789,360  
     

 

 

 
        1,640,514  
     

 

 

 
Diversified Financial Services - 0.9%  

Jefferies Financial Group, Inc.

     252,598        4,647,803  
     

 

 

 
Diversified Telecommunication Services - 0.6%  

GCI Liberty, Inc., Class A (A)

     52,300        3,246,261  
     

 

 

 
Electric Utilities - 2.6%  

FirstEnergy Corp.

     132,900        6,409,767  

PPL Corp.

     235,700        7,422,193  
     

 

 

 
        13,831,960  
     

 

 

 
Electrical Equipment - 0.6%  

Acuity Brands, Inc.

     8,250        1,112,018  

LSI Industries, Inc.

     78,000        407,160  

Regal Beloit Corp.

     25,400        1,850,390  
     

 

 

 
        3,369,568  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica Small/Mid Cap Value VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Electronic Equipment, Instruments & Components - 0.9%  

Coherent, Inc. (A)

     6,350        $   976,122  

Daktronics, Inc.

     13,900        102,651  

Methode Electronics, Inc.

     56,990        1,917,144  

OSI Systems, Inc. (A)

     2,750        279,290  

Vishay Intertechnology, Inc.

     78,700        1,332,391  
     

 

 

 
        4,607,598  
     

 

 

 
Energy Equipment & Services - 0.7%  

Baker Hughes a GE Co.

     103,900        2,410,480  

Helmerich & Payne, Inc.

     25,600        1,025,792  
     

 

 

 
        3,436,272  
     

 

 

 
Entertainment - 1.4%  

Lions Gate Entertainment Corp., Class B

     54,579        477,020  

Viacom, Inc., Class B

     288,000        6,920,640  
     

 

 

 
        7,397,660  
     

 

 

 
Equity Real Estate Investment Trusts - 7.4%  

Apple Hospitality, Inc.

     121,600        2,016,128  

Brandywine Realty Trust

     112,900        1,710,435  

Brixmor Property Group, Inc.

     206,400        4,187,856  

Chatham Lodging Trust

     51,300        931,095  

Colony Capital, Inc.

     547,200        3,294,144  

Community Healthcare Trust, Inc.

     49,200        2,191,860  

DiamondRock Hospitality Co.

     194,000        1,988,500  

Gaming and Leisure Properties, Inc.

     105,600        4,038,144  

JBG SMITH Properties

     128,100        5,022,801  

Lexington Realty Trust

     176,400        1,808,100  

Outfront Media, Inc.

     44,500        1,236,210  

Physicians Realty Trust

     107,500        1,908,125  

Piedmont Office Realty Trust, Inc., Class A

     40,000        835,200  

Sabra Health Care, Inc.

     64,900        1,490,104  

Summit Hotel Properties, Inc.

     184,700        2,142,520  

VEREIT, Inc.

     432,300        4,227,894  
     

 

 

 
        39,029,116  
     

 

 

 
Food & Staples Retailing - 1.1%  

US Foods Holding Corp. (A)

     131,300        5,396,430  

Village Super Market, Inc., Class A

     14,600        386,170  
     

 

 

 
        5,782,600  
     

 

 

 
Food Products - 3.5%  

General Mills, Inc.

     76,000        4,189,120  

J.M. Smucker Co.

     23,400        2,574,468  

Kraft Heinz Co.

     125,000        3,491,875  

Post Holdings, Inc. (A)

     77,968        8,252,133  

Sanderson Farms, Inc.

     1,600        242,128  
     

 

 

 
        18,749,724  
     

 

 

 
Health Care Equipment & Supplies - 1.9%  

AngioDynamics, Inc. (A)

     36,000        663,120  

Meridian Bioscience, Inc.

     111,500        1,058,135  

OraSure Technologies, Inc. (A)

     136,300        1,018,161  

Zimmer Biomet Holdings, Inc.

     51,400        7,055,678  
     

 

 

 
        9,795,094  
     

 

 

 
Health Care Providers & Services - 4.7%  

AmerisourceBergen Corp.

     74,900        6,166,517  

AMN Healthcare Services, Inc. (A)

     26,800        1,542,608  

Cardinal Health, Inc.

     85,992        4,057,962  

Cross Country Healthcare, Inc. (A)

     161,500        1,663,450  

DaVita, Inc. (A)

     40,400        2,305,628  
     Shares      Value  
COMMON STOCKS (continued)  
Health Care Providers & Services (continued)  

Encompass Health Corp.

     32,000        $   2,024,960  

Laboratory Corp. of America Holdings (A)

     43,000        7,224,000  
     

 

 

 
        24,985,125  
     

 

 

 
Health Care Technology - 0.1%  

Omnicell, Inc. (A)

     9,700        701,019  
     

 

 

 
Hotels, Restaurants & Leisure - 1.8%  

Aramark

     112,100        4,885,318  

Bloomin’ Brands, Inc.

     39,300        743,949  

Churchill Downs, Inc.

     18,600        2,296,263  

Stars Group, Inc. (A) (B)

     101,000        1,512,980  
     

 

 

 
        9,438,510  
     

 

 

 
Household Durables - 1.0%  

Ethan Allen Interiors, Inc.

     49,400        943,540  

Helen of Troy, Ltd. (A)

     12,700        2,002,282  

La-Z-Boy, Inc.

     44,000        1,477,960  

Turtle Beach Corp. (A) (B)

     50,500        589,335  

ZAGG, Inc. (A) (B)

     42,800        268,356  
     

 

 

 
        5,281,473  
     

 

 

 
Household Products - 0.3%  

Spectrum Brands Holdings, Inc. (C)

     27,915        1,471,676  
     

 

 

 
Insurance - 8.8%              

Alleghany Corp. (A)

     8,100        6,461,856  

Allstate Corp.

     60,000        6,520,800  

Arch Capital Group, Ltd. (A)

     143,100        6,007,338  

Fidelity National Financial, Inc.

     133,083        5,910,216  

Loews Corp.

     114,900        5,915,052  

Markel Corp. (A)

     4,200        4,963,980  

Selective Insurance Group, Inc.

     40,183        3,021,360  

United Fire Group, Inc.

     48,239        2,266,268  

Willis Towers Watson PLC

     29,300        5,654,021  
     

 

 

 
        46,720,891  
     

 

 

 
Interactive Media & Services - 0.1%  

IAC / InterActiveCorp (A)

     2,350        512,230  
     

 

 

 
Internet & Direct Marketing Retail - 1.5%  

Expedia Group, Inc.

     35,364        4,753,275  

Qurate Retail, Inc., Series A (A)

     307,700        3,173,926  
     

 

 

 
        7,927,201  
     

 

 

 
IT Services - 0.7%  

KBR, Inc.

     86,000        2,110,440  

Leidos Holdings, Inc.

     21,000        1,803,480  
     

 

 

 
        3,913,920  
     

 

 

 
Leisure Products - 0.2%  

MasterCraft Boat Holdings, Inc. (A)

     82,800        1,235,790  
     

 

 

 
Machinery - 2.6%  

Altra Industrial Motion Corp.

     48,700        1,348,746  

Columbus McKinnon Corp.

     43,613        1,588,822  

Douglas Dynamics, Inc.

     32,750        1,459,667  

Gencor Industries, Inc. (A)

     84,500        981,045  

Miller Industries, Inc.

     6,300        209,790  

Mueller Industries, Inc.

     37,550        1,076,934  

Oshkosh Corp.

     15,050        1,140,790  

Trinity Industries, Inc.

     246,000        4,841,280  

Watts Water Technologies, Inc., Class A

     10,250        960,733  
     

 

 

 
        13,607,807  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    2

 

      


Transamerica Small/Mid Cap Value VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Media - 4.5%  

Discovery, Inc., Class C (A)

     134,644        $   3,314,935  

DISH Network Corp., Class A (A)

     141,100        4,807,277  

Fox Corp., Class A

     120,700        3,806,275  

Liberty Media Corp. - Liberty SiriusXM, Class C (A)

     97,444        4,088,750  

MSG Networks, Inc., Class A (A)

     137,100        2,223,762  

News Corp., Class A

     415,400        5,782,368  
     

 

 

 
        24,023,367  
     

 

 

 
Metals & Mining - 0.7%  

Commercial Metals Co.

     92,800        1,612,864  

Kaiser Aluminum Corp.

     15,000        1,484,550  

Schnitzer Steel Industries, Inc., Class A

     21,100        435,926  
     

 

 

 
        3,533,340  
     

 

 

 
Mortgage Real Estate Investment Trusts - 2.0%  

Annaly Capital Management, Inc.

     1,197,789        10,540,543  
     

 

 

 
Multi-Utilities - 2.6%  

CenterPoint Energy, Inc.

     348,700        10,523,766  

NorthWestern Corp.

     44,450        3,335,972  
     

 

 

 
        13,859,738  
     

 

 

 
Multiline Retail - 1.3%  

Dollar Tree, Inc. (A)

     59,900        6,838,184  
     

 

 

 
Oil, Gas & Consumable Fuels - 3.0%  

Antero Resources Corp. (A)

     773,600        2,336,272  

Delek Holdings, Inc.

     40,044        1,453,597  

Diamondback Energy, Inc.

     10,059        904,405  

EQT Corp.

     226,400        2,408,896  

Magnolia Oil & Gas Corp., Class A (A) (B)

     137,000        1,520,700  

REX American Resources Corp. (A)

     19,300        1,473,169  

Williams Cos., Inc.

     238,600        5,740,716  
     

 

 

 
        15,837,755  
     

 

 

 
Paper & Forest Products - 0.5%  

Domtar Corp.

     35,950        1,287,370  

Mercer International, Inc.

     37,000        463,980  

P.H. Glatfelter Co.

     46,500        715,635  
     

 

 

 
        2,466,985  
     

 

 

 
Personal Products - 0.5%  

Coty, Inc., Class A

     238,800        2,509,788  
     

 

 

 
Pharmaceuticals - 0.9%  

Jazz Pharmaceuticals PLC (A)

     9,550        1,223,737  

Perrigo Co. PLC

     60,800        3,398,112  
     

 

 

 
        4,621,849  
     

 

 

 
Professional Services - 1.3%  

ASGN, Inc. (A)

     30,500        1,917,230  

FTI Consulting, Inc. (A)

     8,450        895,616  

Heidrick & Struggles International, Inc.

     47,850        1,306,305  

ICF International, Inc.

     31,000        2,618,570  
     

 

 

 
        6,737,721  
     

 

 

 
Real Estate Management & Development - 0.3%  

Newmark Group, Inc., Class A

     155,400        1,407,924  
     

 

 

 
Road & Rail - 0.3%  

AMERCO

     4,500        1,755,180  
     

 

 

 
Semiconductors & Semiconductor Equipment - 3.0%  

AXT, Inc. (A)

     136,000          484,160  

Brooks Automation, Inc.

     34,400        1,273,832  

Cohu, Inc.

     128,021        1,728,924  

Entegris, Inc.

     41,900        1,971,814  

MagnaChip Semiconductor Corp. (A) (B)

     112,600        1,141,764  

MaxLinear, Inc. (A)

     12,800        286,464  

MKS Instruments, Inc.

     22,050        2,034,774  

Qorvo, Inc. (A)

     53,900        3,996,146  
     Shares      Value  
COMMON STOCKS (continued)  
Semiconductors & Semiconductor Equipment (continued)  

Silicon Motion Technology Corp., ADR

     44,250        $   1,564,237  

Tower Semiconductor, Ltd. (A)

     6,400        123,136  

Universal Display Corp.

     7,400        1,242,460  
     

 

 

 
        15,847,711  
     

 

 

 
Software - 1.8%  

CDK Global, Inc.

     117,800          5,665,002  

LogMeIn, Inc.

     21,950        1,557,572  

SS&C Technologies Holdings, Inc.

     48,300        2,490,831  
     

 

 

 
        9,713,405  
     

 

 

 
Specialty Retail - 3.0%  

Abercrombie & Fitch Co., Class A

     65,400        1,020,240  

American Eagle Outfitters, Inc.

     124,100        2,012,902  

Caleres, Inc.

     14,800        346,468  

Foot Locker, Inc.

     132,900        5,735,964  

L Brands, Inc.

     170,430        3,338,724  

Urban Outfitters, Inc. (A)

     65,000        1,825,850  

Williams-Sonoma, Inc. (B)

     21,700        1,475,166  
     

 

 

 
        15,755,314  
     

 

 

 
Technology Hardware, Storage & Peripherals - 0.6%  

NCR Corp. (A)

     101,700        3,209,652  
     

 

 

 
Textiles, Apparel & Luxury Goods - 1.0%  

Capri Holdings, Ltd. (A)

     60,350        2,001,206  

Deckers Outdoor Corp. (A)

     8,950        1,318,872  

Steven Madden, Ltd.

     51,000        1,825,290  
     

 

 

 
        5,145,368  
     

 

 

 
Thrifts & Mortgage Finance - 1.6%  

Dime Community Bancshares, Inc.

     73,700        1,577,917  

Provident Financial Services, Inc.

     53,300        1,307,449  

TrustCo Bank Corp.

     123,700        1,008,155  

United Financial Bancorp, Inc.

     133,081        1,813,894  

Washington Federal, Inc.

     80,100        2,962,899  
     

 

 

 
        8,670,314  
     

 

 

 
Trading Companies & Distributors - 0.9%  

AerCap Holdings NV (A)

     89,600        4,905,600  
     

 

 

 

Total Common Stocks
(Cost $456,941,113)

 

     511,740,432  
     

 

 

 
OTHER INVESTMENT COMPANY - 1.3%  
Securities Lending Collateral - 1.3%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (D)

     7,135,518        7,135,518  
     

 

 

 

Total Other Investment Company
(Cost $7,135,518)

 

     7,135,518  
     

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 3.5%  

Fixed Income Clearing Corp., 1.05% (D), dated 09/30/2019, to be repurchased at $18,585,694 on 10/01/2019. Collateralized by U.S. Government Obligations, 1.50% - 2.13%, due 09/30/2021, and with a total value of $18,962,204.

     $  18,585,152        18,585,152  
     

 

 

 

Total Repurchase Agreement
(Cost $18,585,152)

 

     18,585,152  
     

 

 

 

Total Investments
(Cost $482,661,783)

 

     537,461,102  

Net Other Assets (Liabilities) - (1.5)%

        (8,138,614
     

 

 

 

Net Assets - 100.0%

        $  529,322,488  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    3

 

      


Transamerica Small/Mid Cap Value VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (E)

 

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

ASSETS

           

Investments

 

Common Stocks

   $ 511,740,432      $ —        $ —        $ 511,740,432  

Other Investment Company

     7,135,518        —          —          7,135,518  

Repurchase Agreement

     —          18,585,152        —          18,585,152  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     518,875,950      $     18,585,152      $     —        $     537,461,102  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing securities.
(B)      All or a portion of the securities are on loan. The total value of all securities on loan is $6,937,172. 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.
(C)      When-issued, delayed-delivery and/or forward commitment (including TBAs) security. Security to be settled and delivered after September 30, 2019. Security may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement.
(D)      Rates disclosed reflect the yields at September 30, 2019.
(E)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

PORTFOLIO ABBREVIATION:

 

ADR

   American Depositary Receipt

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    4         


Transamerica T. Rowe Price Small Cap VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS - 98.2%  
Aerospace & Defense - 3.9%  

Aerojet Rocketdyne Holdings, Inc. (A)

     159,790        $  8,070,993  

Curtiss-Wright Corp.

     41,070        5,313,226  

HEICO Corp., Class A

     64,246        6,251,778  

Hexcel Corp.

     65,495        5,379,104  

Moog, Inc., Class A

     52,499        4,258,719  

Teledyne Technologies, Inc. (A)

     20,649        6,648,772  
     

 

 

 
        35,922,592  
     

 

 

 
Air Freight & Logistics - 0.4%  

XPO Logistics, Inc. (A) (B)

     52,502        3,757,568  
     

 

 

 
Auto Components - 0.7%  

Cooper-Standard Holdings, Inc. (A)

     15,044        614,999  

LCI Industries

     31,839        2,924,412  

Visteon Corp. (A)

     36,657        3,025,669  
     

 

 

 
        6,565,080  
     

 

 

 
Banks - 1.8%  

Ameris Bancorp

     73,272        2,948,465  

Carolina Financial Corp.

     66,127        2,350,154  

CenterState Bank Corp.

     129,581        3,108,000  

First Bancorp

     87,850        3,153,815  

Signature Bank

     16,116        1,921,350  

Western Alliance Bancorp

     65,914        3,037,317  
     

 

 

 
        16,519,101  
     

 

 

 
Beverages - 0.8%  

Boston Beer Co., Inc., Class A (A)

     12,585        4,581,947  

Coca-Cola Consolidated, Inc.

     10,900        3,312,183  
     

 

 

 
        7,894,130  
     

 

 

 
Biotechnology - 6.6%  

Acadia Pharmaceuticals, Inc. (A)

     103,027        3,707,942  

Acceleron Pharma, Inc. (A)

     33,461        1,322,044  

Agios Pharmaceuticals, Inc. (A) (B)

     42,848        1,388,275  

Aimmune Therapeutics, Inc. (A) (B)

     37,586        787,051  

Alkermes PLC (A)

     25,243        492,491  

Alnylam Pharmaceuticals, Inc. (A)

     4,700        377,974  

Amicus Therapeutics, Inc. (A)

     74,937        600,995  

Bluebird Bio, Inc. (A) (B)

     12,662        1,162,625  

Blueprint Medicines Corp. (A)

     34,843        2,559,915  

CRISPR Therapeutics AG (A) (B)

     32,448        1,330,044  

Emergent BioSolutions, Inc. (A)

     72,895        3,810,951  

Enanta Pharmaceuticals, Inc. (A)

     9,793        588,363  

Exact Sciences Corp. (A)

     50,266        4,542,538  

Exelixis, Inc. (A)

     40,200        710,937  

FibroGen, Inc. (A)

     44,294        1,637,992  

Genomic Health, Inc. (A)

     35,479        2,406,186  

Global Blood Therapeutics, Inc. (A)

     41,685        2,022,556  

Immunomedics, Inc. (A)

     76,604        1,015,769  

Insmed, Inc. (A)

     75,700        1,335,348  

Ionis Pharmaceuticals, Inc. (A)

     17,400        1,042,434  

Ironwood Pharmaceuticals, Inc. (A)

     79,491        682,430  

Ligand Pharmaceuticals, Inc. (A) (B)

     27,433        2,730,681  

Madrigal Pharmaceuticals, Inc. (A) (B)

     4,229        364,624  

Mirati Therapeutics, Inc. (A)

     19,932        1,552,902  

Neurocrine Biosciences, Inc. (A)

     22,963        2,069,196  

PTC Therapeutics, Inc. (A)

     44,329        1,499,207  

Repligen Corp. (A)

     51,285        3,933,047  

Sage Therapeutics, Inc. (A)

     31,614        4,435,128  
     Shares      Value  
COMMON STOCKS (continued)  
Biotechnology (continued)  

Sarepta Therapeutics, Inc. (A)

     22,901        $   1,724,903  

Seattle Genetics, Inc. (A)

     21,275        1,816,885  

Spark Therapeutics, Inc. (A)

     25,534        2,476,287  

Ultragenyx Pharmaceutical, Inc. (A)

     46,063        1,970,575  

uniQure NV (A)

     29,958        1,179,147  

Xencor, Inc. (A)

     50,697        1,710,010  
     

 

 

 
        60,987,452  
     

 

 

 
Building Products - 1.1%  

AAON, Inc.

     39,142        1,798,184  

Lennox International, Inc.

     22,157        5,383,486  

Patrick Industries, Inc. (A)

     69,818        2,993,796  

Resideo Technologies, Inc. (A)

     35,500        509,425  
     

 

 

 
        10,684,891  
     

 

 

 
Capital Markets - 1.4%  

Cboe Global Markets, Inc.

     37,915        4,356,813  

E*TRADE Financial Corp.

     20,748        906,480  

FactSet Research Systems, Inc.

     7,317        1,777,811  

MarketAxess Holdings, Inc.

     19,098        6,254,595  
     

 

 

 
        13,295,699  
     

 

 

 
Chemicals - 3.5%  

AdvanSix, Inc. (A)

     57,326        1,474,425  

Chase Corp.

     30,200        3,303,578  

HB Fuller Co.

     29,900        1,392,144  

Ingevity Corp. (A)

     64,012        5,430,778  

Innospec, Inc.

     55,118        4,913,218  

Minerals Technologies, Inc.

     28,053        1,489,334  

NewMarket Corp.

     8,427        3,978,302  

PolyOne Corp.

     67,137        2,192,023  

Quaker Chemical Corp.

     22,233        3,515,927  

Scotts Miracle-Gro Co.

     29,800        3,034,236  

Stepan Co.

     16,200        1,572,372  
     

 

 

 
        32,296,337  
     

 

 

 
Commercial Services & Supplies - 2.4%  

Advanced Disposal Services, Inc. (A)

     104,370        3,399,331  

Casella Waste Systems, Inc., Class A (A)

     157,313        6,755,020  

IAA, Inc. (A)

     33,100        1,381,263  

Rollins, Inc.

     82,944        2,825,902  

UniFirst Corp.

     24,516        4,783,562  

US Ecology, Inc.

     44,350        2,835,739  
     

 

 

 
        21,980,817  
     

 

 

 
Communications Equipment - 0.4%  

Plantronics, Inc.

     13,400        500,088  

Ubiquiti, Inc. (B)

     25,644        3,032,659  
     

 

 

 
        3,532,747  
     

 

 

 
Construction & Engineering - 0.1%  

Comfort Systems, Inc.

     10,800        477,684  
     

 

 

 
Construction Materials - 0.4%  

Eagle Materials, Inc.

     40,377        3,634,334  
     

 

 

 
Consumer Finance - 0.4%  

Green Dot Corp., Class A (A)

     42,168        1,064,742  

PRA Group, Inc. (A)

     22,500        760,275  

SLM Corp.

     196,147        1,730,997  
     

 

 

 
        3,556,014  
     

 

 

 
Containers & Packaging - 0.4%  

Berry Global Group, Inc. (A)

     103,385        4,059,929  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica T. Rowe Price Small Cap VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Distributors - 0.9%  

Pool Corp.

     41,864        $   8,443,969  
     

 

 

 
Diversified Consumer Services - 3.7%  

Bright Horizons Family Solutions, Inc. (A)

     60,125        9,169,062  

frontdoor, Inc. (A)

     75,963        3,689,523  

Grand Canyon Education, Inc. (A)

     47,018        4,617,168  

Service Corp. International

     130,735        6,250,440  

ServiceMaster Global Holdings, Inc. (A)

     117,130        6,547,567  

Strategic Education, Inc.

     20,404        2,772,496  

WW International, Inc. (A)

     31,000        1,172,420  
     

 

 

 
        34,218,676  
     

 

 

 
Diversified Telecommunication Services - 0.4%  

GCI Liberty, Inc., Class A (A)

     68,534        4,253,905  
     

 

 

 
Electrical Equipment - 0.7%  

Atkore International Group, Inc. (A)

     92,132        2,796,206  

Generac Holdings, Inc. (A)

     47,810        3,745,436  
     

 

 

 
        6,541,642  
     

 

 

 
Electronic Equipment, Instruments & Components - 3.3%  

Cognex Corp.

     57,948        2,846,985  

Coherent, Inc. (A)

     27,796        4,272,801  

ePlus, Inc. (A)

     12,948        985,213  

Littelfuse, Inc.

     30,433        5,396,075  

Novanta, Inc. (A)

     65,306        5,336,806  

OSI Systems, Inc. (A)

     46,099        4,681,815  

Tech Data Corp. (A)

     11,765        1,226,384  

Zebra Technologies Corp., Class A (A)

     27,592        5,694,161  
     

 

 

 
        30,440,240  
     

 

 

 
Energy Equipment & Services - 0.5%  

Apergy Corp. (A)

     85,877        2,322,973  

Computer Modelling Group, Ltd.

     21,300        98,232  

Dril-Quip, Inc. (A)

     32,932        1,652,528  

Exterran Corp. (A)

     22,021        287,594  

RPC, Inc. (B)

     61,155        343,080  
     

 

 

 
        4,704,407  
     

 

 

 
Entertainment - 0.8%  

Live Nation Entertainment, Inc. (A)

     43,062        2,856,733  

Take-Two Interactive Software, Inc. (A)

     35,959        4,507,101  
     

 

 

 
        7,363,834  
     

 

 

 
Equity Real Estate Investment Trusts - 3.6%  

Americold Realty Trust

     139,607        5,175,231  

CoreSite Realty Corp.

     39,827        4,852,920  

CubeSmart

     84,185        2,938,057  

CyrusOne, Inc.

     63,901        5,054,569  

Equity Lifestyle Properties, Inc.

     26,318        3,516,085  

First Industrial Realty Trust, Inc.

     104,983        4,153,127  

PS Business Parks, Inc.

     14,700        2,674,665  

Terreno Realty Corp.

     95,553        4,881,803  
     

 

 

 
        33,246,457  
     

 

 

 
Food & Staples Retailing - 1.7%  

Casey’s General Stores, Inc.

     43,187        6,960,017  

Performance Food Group Co. (A)

     137,278        6,316,161  

Sprouts Farmers Market, Inc. (A)

     137,300        2,655,382  
     

 

 

 
        15,931,560  
     

 

 

 
     Shares      Value  
COMMON STOCKS (continued)  
Food Products - 1.5%  

J&J Snack Foods Corp.

     26,711        $   5,128,512  

John B Sanfilippo & Son, Inc.

     21,646        2,091,003  

Post Holdings, Inc. (A)

     42,906        4,541,171  

TreeHouse Foods, Inc. (A)

     38,055        2,110,150  
     

 

 

 
        13,870,836  
     

 

 

 
Health Care Equipment & Supplies - 5.5%  

Avanos Medical, Inc. (A)

     18,700        700,502  

Cantel Medical Corp.

     49,800        3,725,040  

Cooper Cos., Inc.

     6,954        2,065,338  

Globus Medical, Inc., Class A (A)

     67,751        3,463,431  

Haemonetics Corp. (A)

     52,733        6,651,741  

ICU Medical, Inc. (A)

     30,352        4,844,179  

Inogen, Inc. (A)

     10,490        502,576  

Insulet Corp. (A)

     19,500        3,216,135  

Lantheus Holdings, Inc. (A)

     120,499        3,020,307  

LivaNova PLC (A)

     39,200        2,892,568  

Masimo Corp. (A)

     48,391        7,200,097  

NuVasive, Inc. (A)

     53,805        3,410,161  

Penumbra, Inc. (A) (B)

     25,555        3,436,892  

West Pharmaceutical Services, Inc.

     39,858        5,652,661  
     

 

 

 
        50,781,628  
     

 

 

 
Health Care Providers & Services - 4.3%  

Addus HomeCare Corp. (A)

     39,500        3,131,560  

Amedisys, Inc. (A)

     32,091        4,204,242  

AMN Healthcare Services, Inc. (A)

     16,548        952,503  

BioTelemetry, Inc. (A)

     47,637        1,940,255  

Chemed Corp.

     18,079        7,549,248  

CorVel Corp. (A)

     28,655        2,169,183  

Encompass Health Corp.

     50,902        3,221,079  

Ensign Group, Inc.

     102,361        4,854,982  

Molina Healthcare, Inc. (A)

     58,484        6,416,864  

US Physical Therapy, Inc.

     30,556        3,989,086  

WellCare Health Plans, Inc. (A)

     7,406        1,919,413  
     

 

 

 
        40,348,415  
     

 

 

 
Health Care Technology - 0.7%  

Omnicell, Inc. (A)

     59,085        4,270,073  

Tabula Rasa HealthCare, Inc. (A) (B)

     37,381        2,053,712  
     

 

 

 
        6,323,785  
     

 

 

 
Hotels, Restaurants & Leisure - 5.8%  

Boyd Gaming Corp.

     152,900        3,661,955  

Cheesecake Factory, Inc.

     35,268        1,469,970  

Choice Hotels International, Inc.

     46,771        4,160,748  

Churchill Downs, Inc.

     64,674        7,984,329  

Denny’s Corp. (A)

     198,318        4,514,709  

Domino’s Pizza, Inc.

     12,353        3,021,420  

Hilton Grand Vacations, Inc. (A)

     110,821        3,546,272  

Marriott Vacations Worldwide Corp.

     6,844        709,107  

Papa John’s International, Inc. (B)

     37,328        1,954,121  

Penn National Gaming, Inc. (A)

     190,053        3,539,737  

Ruth’s Hospitality Group, Inc.

     107,469        2,193,980  

Six Flags Entertainment Corp.

     40,388        2,051,306  

Texas Roadhouse, Inc.

     83,159        4,367,511  

Vail Resorts, Inc.

     28,043        6,381,465  

Wendy’s Co.

     232,901        4,653,362  
     

 

 

 
        54,209,992  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    2

 

      


Transamerica T. Rowe Price Small Cap VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Household Durables - 0.9%  

Cavco Industries, Inc. (A)

     11,878        $   2,281,645  

Helen of Troy, Ltd. (A)

     41,642        6,565,278  
     

 

 

 
        8,846,923  
     

 

 

 
Independent Power & Renewable Electricity Producers - 0.5%  

Ormat Technologies, Inc.

     60,147        4,468,321  
     

 

 

 
Insurance - 1.3%  

Heritage Insurance Holdings, Inc.

     24,611        367,934  

Kemper Corp.

     30,500        2,377,475  

Primerica, Inc.

     57,822        7,356,693  

Universal Insurance Holdings, Inc.

     66,100        1,982,339  
     

 

 

 
        12,084,441  
     

 

 

 
IT Services - 4.9%  

Booz Allen Hamilton Holding Corp.

     96,189        6,831,343  

Broadridge Financial Solutions, Inc.

     14,143        1,759,813  

CACI International, Inc., Class A (A)

     13,600        3,145,136  

Cardtronics PLC, Class A (A)

     71,500        2,162,160  

CoreLogic, Inc. (A)

     82,800        3,831,156  

Euronet Worldwide, Inc. (A)

     67,889        9,932,161  

Gartner, Inc. (A)

     17,356        2,481,734  

MAXIMUS, Inc.

     85,070        6,572,508  

Science Applications International Corp.

     39,863        3,482,033  

WEX, Inc. (A)

     27,566        5,570,262  
     

 

 

 
        45,768,306  
     

 

 

 
Leisure Products - 0.3%  

Brunswick Corp.

     57,864        3,015,872  
     

 

 

 
Life Sciences Tools & Services - 2.9%  

Bio-Rad Laboratories, Inc., Class A (A)

     12,208        4,062,090  

Bruker Corp.

     38,584        1,694,995  

Cambrex Corp. (A)

     52,767        3,139,637  

Charles River Laboratories International, Inc. (A)

     45,987        6,087,299  

Medpace Holdings, Inc. (A)

     63,275        5,317,631  

PRA Health Sciences, Inc. (A)

     68,362        6,783,561  
     

 

 

 
        27,085,213  
     

 

 

 
Machinery - 4.5%  

Albany International Corp., Class A

     29,300        2,641,688  

Douglas Dynamics, Inc.

     63,533        2,831,666  

EnPro Industries, Inc.

     25,668        1,762,108  

Gardner Denver Holdings, Inc. (A)

     113,406        3,208,256  

Graco, Inc.

     88,435        4,071,548  

IDEX Corp.

     9,650        1,581,442  

John Bean Technologies Corp.

     43,610        4,336,142  

Lincoln Electric Holdings, Inc.

     23,533        2,041,723  

Lydall, Inc. (A)

     52,663        1,311,835  

Middleby Corp. (A)

     11,200        1,309,280  

Milacron Holdings Corp. (A)

     93,621        1,560,662  

Nordson Corp.

     22,252        3,254,578  

Standex International Corp.

     8,000        583,520  

Toro Co.

     85,384        6,258,647  

Woodward, Inc.

     51,798        5,585,378  
     

 

 

 
        42,338,473  
     

 

 

 
Media - 1.9%  

Cable One, Inc.

     7,639        9,584,653  

Gray Television, Inc. (A)

     130,387        2,127,916  
     Shares      Value  
COMMON STOCKS (continued)  
Media (continued)  

MSG Networks, Inc., Class A (A) (B)

     101,900        $   1,652,818  

Nexstar Media Group, Inc., Class A

     40,095        4,102,119  
     

 

 

 
        17,467,506  
     

 

 

 
Metals & Mining - 0.1%  

Worthington Industries, Inc.

     33,641        1,212,758  
     

 

 

 
Oil, Gas & Consumable Fuels - 1.3%  

Matador Resources Co. (A)

     166,197        2,747,236  

PBF Energy, Inc., Class A

     108,600        2,952,834  

PDC Energy, Inc. (A)

     69,056        1,916,304  

WPX Energy, Inc. (A)

     412,249        4,365,717  
     

 

 

 
        11,982,091  
     

 

 

 
Personal Products - 0.1%  

Nu Skin Enterprises, Inc., Class A

     15,298        650,624  
     

 

 

 
Pharmaceuticals - 2.3%  

Aerie Pharmaceuticals, Inc. (A) (B)

     28,923        555,900  

Assertio Therapeutics, Inc. (A)

     85,100        108,928  

Catalent, Inc. (A)

     119,090        5,675,829  

Horizon Therapeutics PLC (A)

     130,943        3,565,578  

Innoviva, Inc. (A)

     66,016        695,809  

Jazz Pharmaceuticals PLC (A)

     8,100        1,037,934  

MyoKardia, Inc. (A)

     30,120        1,570,758  

Nektar Therapeutics (A) (B)

     32,400        590,166  

Pacira BioSciences, Inc. (A)

     26,806        1,020,504  

Phibro Animal Health Corp., Class A

     50,185        1,070,446  

Prestige Consumer Healthcare, Inc. (A)

     78,252        2,714,562  

Supernus Pharmaceuticals, Inc. (A)

     63,027        1,731,982  

Theravance Biopharma, Inc. (A) (B)

     39,581        771,038  

WaVe Life Sciences, Ltd. (A) (B)

     12,852        263,852  
     

 

 

 
        21,373,286  
     

 

 

 
Professional Services - 2.0%  

ASGN, Inc. (A)

     78,353        4,925,270  

Exponent, Inc.

     92,444        6,461,836  

Insperity, Inc.

     57,000        5,621,340  

TransUnion

     21,622        1,753,760  
     

 

 

 
        18,762,206  
     

 

 

 
Road & Rail - 0.9%  

Landstar System, Inc.

     40,885        4,602,833  

Old Dominion Freight Line, Inc.

     20,668        3,512,940  
     

 

 

 
        8,115,773  
     

 

 

 
Semiconductors & Semiconductor Equipment - 4.7%  

Advanced Energy Industries, Inc. (A)

     47,444        2,723,760  

Cabot Microelectronics Corp.

     24,513        3,461,481  

Cirrus Logic, Inc. (A)

     56,380        3,020,840  

Entegris, Inc.

     141,180        6,643,931  

Ichor Holdings, Ltd. (A)

     36,900        892,242  

MaxLinear, Inc. (A)

     154,585        3,459,612  

Mellanox Technologies, Ltd. (A)

     60,436        6,623,181  

MKS Instruments, Inc.

     58,400        5,389,152  

Monolithic Power Systems, Inc.

     30,398        4,730,841  

Nanometrics, Inc. (A)

     65,901        2,149,691  

Versum Materials, Inc.

     95,318        5,045,182  
     

 

 

 
        44,139,913  
     

 

 

 
Software - 8.2%  

ACI Worldwide, Inc. (A)

     131,501        4,119,269  

Aspen Technology, Inc. (A)

     35,543        4,374,632  

Blackbaud, Inc.

     63,839        5,767,215  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    3

 

      


Transamerica T. Rowe Price Small Cap VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Software (continued)  

Ceridian HCM Holding, Inc. (A)

     52,300        $   2,582,051  

CommVault Systems, Inc. (A)

     53,300        2,383,043  

CyberArk Software, Ltd. (A)

     23,700        2,365,734  

Descartes Systems Group, Inc. (A)

     47,364        1,909,243  

Envestnet, Inc. (A)

     76,309        4,326,720  

Fair Isaac Corp. (A)

     27,758        8,425,108  

Fortinet, Inc. (A)

     22,698        1,742,299  

j2 Global, Inc.

     32,876        2,985,798  

LogMeIn, Inc.

     22,177        1,573,680  

Manhattan Associates, Inc. (A)

     54,077        4,362,392  

Pegasystems, Inc.

     65,667        4,468,639  

Proofpoint, Inc. (A)

     45,022        5,810,089  

PTC, Inc. (A)

     13,975        952,816  

Qualys, Inc. (A)

     49,661        3,752,882  

RealPage, Inc. (A)

     78,933        4,961,728  

Sapiens International Corp. NV

     15,330        301,081  

SS&C Technologies Holdings, Inc.

     81,377        4,196,612  

Tyler Technologies, Inc. (A)

     17,087        4,485,338  
     

 

 

 
        75,846,369  
     

 

 

 
Specialty Retail - 1.3%  

Aaron’s, Inc.

     37,280        2,395,613  

Burlington Stores, Inc. (A)

     28,008        5,596,558  

Children’s Place, Inc. (B)

     9,413        724,707  

Murphy, Inc. (A)

     40,042        3,415,583  
     

 

 

 
        12,132,461  
     

 

 

 
Technology Hardware, Storage & Peripherals - 0.3%  

NCR Corp. (A)

     85,407        2,695,445  
     

 

 

 
Textiles, Apparel & Luxury Goods - 0.8%  

Carter’s, Inc.

     42,119        3,841,674  

Steven Madden, Ltd.

     115,528        4,134,747  
     

 

 

 
        7,976,421  
     

 

 

 
Thrifts & Mortgage Finance - 0.4%  

MGIC Investment Corp.

     110,000        1,383,800  

Radian Group, Inc.

     88,158        2,013,529  
     

 

 

 
        3,397,329  
     

 

 

 
Trading Companies & Distributors - 0.7%  

Beacon Roofing Supply, Inc. (A)

     31,745        1,064,410  

Univar Solutions, Inc. (A)

     75,488        1,567,131  

Watsco, Inc.

     21,074        3,565,299  
     

 

 

 
        6,196,840  
     

 

 

 
Water Utilities - 0.2%  

Middlesex Water Co.

     25,300        1,643,488  
     

 

 

 

Total Common Stocks
(Cost $735,059,596)

 

     913,043,780  
     

 

 

 
OTHER INVESTMENT COMPANY - 2.5%  
Securities Lending Collateral - 2.5%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (C)

     23,581,331        23,581,331  
     

 

 

 

Total Other Investment Company
(Cost $23,581,331)

 

     23,581,331  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 1.9%  

Fixed Income Clearing Corp., 1.05% (C), dated 09/30/2019, to be repurchased at $17,287,898 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.13%, due 09/30/2021, and with a value of $17,637,000.

     $  17,287,394        $   17,287,394  
     

 

 

 

Total Repurchase Agreement
(Cost $17,287,394)

 

     17,287,394  
     

 

 

 

Total Investments
(Cost $775,928,321)

 

     953,912,505  

Net Other Assets (Liabilities) - (2.6)%

        (24,534,477
     

 

 

 

Net Assets - 100.0%

        $  929,378,028  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    4

 

      


Transamerica T. Rowe Price Small Cap VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (D)

 

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

ASSETS

           

Investments

 

Common Stocks

   $ 913,043,780      $ —        $ —        $ 913,043,780  

Other Investment Company

     23,581,331        —          —          23,581,331  

Repurchase Agreement

     —          17,287,394        —          17,287,394  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     936,625,111      $     17,287,394      $     —        $     953,912,505  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing securities.
(B)      All or a portion of the securities are on loan. The total value of all securities on loan is $23,035,394. 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.
(C)      Rates disclosed reflect the yields at September 30, 2019.
(D)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    5         


Transamerica Torray Concentrated Growth VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS - 95.5%  
Biotechnology - 5.0%  

BioMarin Pharmaceutical, Inc. (A)

     81,591        $  5,499,234  

Genmab A/S, ADR (A)

     270,516        5,480,654  
     

 

 

 
        10,979,888  
     

 

 

 
Capital Markets - 3.5%  

Charles Schwab Corp.

     184,673        7,724,872  
     

 

 

 
Chemicals - 3.8%  

Sherwin-Williams Co.

     15,351        8,441,054  
     

 

 

 
Electronic Equipment, Instruments & Components - 3.1%  

Amphenol Corp., Class A

     69,896        6,744,964  
     

 

 

 
Equity Real Estate Investment Trusts - 5.2%  

American Tower Corp.

     51,271        11,337,556  
     

 

 

 
Health Care Equipment & Supplies - 7.7%  

Cooper Cos., Inc.

     23,156        6,877,332  

Danaher Corp.

     68,732        9,926,963  
     

 

 

 
        16,804,295  
     

 

 

 
Health Care Providers & Services - 2.7%  

Centene Corp. (A)

     134,769        5,830,107  
     

 

 

 
Industrial Conglomerates - 4.2%  

Roper Technologies, Inc.

     26,017        9,277,662  
     

 

 

 
Interactive Media & Services - 7.2%  

Alphabet, Inc., Class A (A)

     8,045        9,824,071  

Facebook, Inc., Class A (A)

     33,370        5,942,530  
     

 

 

 
        15,766,601  
     

 

 

 
Internet & Direct Marketing Retail - 3.7%  

Amazon.com, Inc. (A)

     4,649        8,070,246  
     

 

 

 
IT Services - 12.4%  

Accenture PLC, Class A

     36,882        7,094,253  

Fiserv, Inc. (A)

     97,189        10,067,808  

Visa, Inc., A Shares

     57,884        9,956,627  
     

 

 

 
        27,118,688  
     

 

 

 
Life Sciences Tools & Services - 4.3%  

Lonza Group AG, ADR

     277,985        9,394,503  
     

 

 

 
Oil, Gas & Consumable Fuels - 1.5%  

EOG Resources, Inc.

     43,736        3,246,086  
     

 

 

 
Pharmaceuticals - 3.2%  

Roche Holding AG, ADR

     192,011        6,998,801  
     

 

 

 
Professional Services - 4.3%  

Verisk Analytics, Inc.

     60,390        9,550,075  
     

 

 

 
Software - 11.5%  

Adobe, Inc. (A)

     30,516        8,430,045  

Check Point Software Technologies, Ltd. (A)

     53,569        5,865,805  

Microsoft Corp.

     79,153        11,004,642  
     

 

 

 
        25,300,492  
     

 

 

 
Specialty Retail - 4.1%  

O’Reilly Automotive, Inc. (A)

     22,850        9,105,953  
     

 

 

 
     Shares      Value  
COMMON STOCKS (continued)  
Technology Hardware, Storage & Peripherals - 4.6%  

Apple, Inc.

     45,190        $   10,121,204  
     

 

 

 
Textiles, Apparel & Luxury Goods - 3.5%  

NIKE, Inc., Class B

     82,523        7,750,560  
     

 

 

 

Total Common Stocks
(Cost $130,238,711)

 

     209,563,607  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 4.5%  

Fixed Income Clearing Corp., 1.05% (B), dated 09/30/2019, to be repurchased at $9,811,162 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.50%, due 09/30/2021, and with a value of $10,009,604.

     $  9,810,876        9,810,876  
     

 

 

 

Total Repurchase Agreement
(Cost $9,810,876)

 

     9,810,876  
  

 

 

 

Total Investments
(Cost $140,049,587)

 

     219,374,483  

Net Other Assets (Liabilities) - 0.0% (C)

        5,808  
     

 

 

 

Net Assets - 100.0%

        $  219,380,291  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica Torray Concentrated Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (D)

 

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

ASSETS

           

Investments

 

Common Stocks

   $ 209,563,607      $ —      $ —        $ 209,563,607  

Repurchase Agreement

     —          9,810,876        —          9,810,876  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     209,563,607      $     9,810,876      $     —        $     219,374,483  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing securities.
(B)      Rate disclosed reflects the yield at September 30, 2019.
(C)      Percentage rounds to less than 0.1% or (0.1)%.
(D)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

PORTFOLIO ABBREVIATION:

 

ADR

   American Depositary Receipt

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica TS&W International Equity VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS - 96.6%  
Australia - 3.6%  

BHP Group PLC, ADR

     17,200        $  736,848  

Challenger, Ltd.

     157,277        782,356  

Macquarie Group, Ltd.

     21,200        1,875,616  

Qantas Airways, Ltd.

     456,000        1,935,919  

Santos, Ltd.

     198,200        1,034,082  
     

 

 

 
        6,364,821  
     

 

 

 
Belgium - 1.9%  

Groupe Bruxelles Lambert SA

     17,600        1,690,033  

KBC Group NV

     26,000        1,689,554  
     

 

 

 
        3,379,587  
     

 

 

 
Brazil - 0.9%  

Embraer SA, ADR

     93,200        1,607,700  
     

 

 

 
China - 0.5%  

Baidu, Inc., ADR (A)

     9,300        955,668  
     

 

 

 
Denmark - 1.1%  

AP Moller - Maersk A/S, Class B

     1,400        1,583,136  

Maersk Drilling A/S (A)

     6,170        346,063  
     

 

 

 
        1,929,199  
     

 

 

 
France - 9.0%  

Airbus SE

     3,400        441,735  

Arkema SA

     14,693        1,369,572  

Dassault Aviation SA

     400        565,902  

Engie SA

     196,000        3,200,181  

Rexel SA

     81,600        873,212  

Sanofi

     33,968        3,149,213  

TOTAL SA (B)

     36,100        1,884,141  

Veolia Environnement SA

     118,700        3,009,312  

Vivendi SA

     46,200        1,267,957  
     

 

 

 
        15,761,225  
     

 

 

 
Germany - 12.6%  

Allianz SE

     11,241        2,620,118  

Bayer AG

     24,626        1,736,352  

Deutsche Boerse AG

     11,100        1,734,918  

Fresenius SE & Co. KGaA

     47,400        2,216,112  

HeidelbergCement AG

     38,500        2,782,992  

Infineon Technologies AG

     111,300        2,003,095  

Merck KGaA

     13,200        1,486,932  

SAP SE

     20,400        2,398,710  

Siemens AG

     24,507        2,624,396  

Talanx AG (A)

     25,800        1,114,705  

TUI AG

     119,800        1,392,594  
     

 

 

 
        22,110,924  
     

 

 

 
Hong Kong - 3.1%  

China Mobile, Ltd.

     176,500        1,460,380  

CK Asset Holdings, Ltd.

     218,900        1,483,036  

CK Hutchison Holdings, Ltd.

     279,000        2,463,325  
     

 

 

 
        5,406,741  
     

 

 

 
Ireland - 3.1%  

AIB Group PLC

     388,500        1,153,466  

DCC PLC

     19,800        1,727,527  
     Shares      Value  
COMMON STOCKS (continued)  
Ireland (continued)  

Ryanair Holdings PLC, ADR (A)

     7,585        $   503,492  

Smurfit Kappa Group PLC

     66,721        1,985,327  
     

 

 

 
        5,369,812  
     

 

 

 
Italy - 2.7%  

Eni SpA

     131,696        2,014,470  

Mediobanca Banca di Credito Finanziario SpA

     152,118        1,661,327  

Prysmian SpA

     52,335        1,123,738  
     

 

 

 
        4,799,535  
     

 

 

 
Japan - 26.4%  

Astellas Pharma, Inc.

     145,200        2,066,037  

Daiwa Securities Group, Inc. (B)

     359,500        1,600,585  

Denka Co., Ltd.

     25,760        707,819  

FANUC Corp.

     9,500        1,787,098  

Fujitsu, Ltd.

     13,910        1,113,443  

Hitachi, Ltd.

     71,640        2,665,505  

Japan Airlines Co., Ltd.

     62,300        1,850,706  

JXTG Holdings, Inc. (B)

     569,200        2,592,130  

Kirin Holdings Co., Ltd.

     56,300        1,191,347  

Kuraray Co., Ltd.

     125,700        1,542,695  

Kyocera Corp.

     24,400        1,513,082  

Matsumotokiyoshi Holdings Co., Ltd. (B)

     11,400        416,990  

MS&AD Insurance Group Holdings, Inc.

     25,400        822,197  

Nintendo Co., Ltd.

     2,400        888,305  

Olympus Corp.

     152,900        2,058,935  

ORIX Corp.

     204,200        3,042,462  

Rakuten, Inc.

     147,300        1,450,862  

Sega Sammy Holdings, Inc. (B)

     117,100        1,637,505  

Seven & i Holdings Co., Ltd.

     80,300        3,068,667  

SoftBank Group Corp.

     13,400        525,466  

Sony Corp.

     70,500        4,138,391  

Square Enix Holdings Co., Ltd. (B)

     38,900        1,888,786  

Sumitomo Mitsui Financial Group, Inc. (B)

     90,200        3,082,442  

Toshiba Corp.

     76,850        2,345,480  

Toyota Industries Corp. (B)

     39,500        2,264,971  
     

 

 

 
        46,261,906  
     

 

 

 
Luxembourg - 0.7%  

ArcelorMittal

     87,500        1,230,854  
     

 

 

 
Netherlands - 6.0%  

ASML Holding NV

     7,800        1,931,991  

EXOR NV

     6,000        402,061  

Heineken Holding NV

     25,643        2,553,196  

Koninklijke Philips NV

     71,165        3,296,568  

NXP Semiconductors NV

     20,700        2,258,784  
     

 

 

 
        10,442,600  
     

 

 

 
Norway - 0.9%  

Mowi ASA

     65,100        1,501,980  
     

 

 

 
Republic of Korea - 0.7%  

Samsung Electronics Co., Ltd.

     30,000        1,230,197  
     

 

 

 
Singapore - 1.3%  

DBS Group Holdings, Ltd.

     124,000        2,242,883  
     

 

 

 
Spain - 0.8%  

Siemens Gamesa Renewable Energy SA (B)

     99,200        1,346,132  
     

 

 

 
Sweden - 0.7%  

Investor AB, B Shares

     23,678        1,157,195  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica TS&W International Equity VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Switzerland - 7.5%  

ABB, Ltd.

     123,700        $   2,430,497  

Glencore PLC (A)

     206,300        620,823  

Nestle SA

     37,779        4,098,703  

Novartis AG

     28,180        2,443,462  

Roche Holding AG

     4,000        1,164,070  

UBS Group AG (A)

     209,800        2,381,678  
     

 

 

 
        13,139,233  
     

 

 

 
United Kingdom - 13.1%  

Aviva PLC

     492,660        2,418,759  

Barratt Developments PLC

     109,500        872,439  

British Land Co. PLC, REIT

     263,100        1,891,796  

HSBC Holdings PLC

     239,900        1,848,751  

IG Group Holdings PLC

     80,800        598,669  

Imperial Brands PLC

     89,399        2,009,566  

Inchcape PLC

     163,387        1,268,635  

Informa PLC

     126,504        1,325,226  

Persimmon PLC

     55,200        1,472,804  

Savills PLC

     45,000        486,902  

Tesco PLC

     887,200        2,628,964  

Unilever PLC

     35,793        2,152,053  

Vodafone Group PLC

     1,381,744        2,752,255  

Whitbread PLC

     23,300        1,230,167  
     

 

 

 
        22,956,986  
     

 

 

 

Total Common Stocks
(Cost $171,811,269)

 

     169,195,178  
  

 

 

 
OTHER INVESTMENT COMPANY - 7.8%  
Securities Lending Collateral - 7.8%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (C)

     13,671,717        13,671,717  
     

 

 

 

Total Other Investment Company
(Cost $13,671,717)

 

     13,671,717  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 2.5%  

Fixed Income Clearing Corp., 1.05% (C), dated 09/30/2019, to be repurchased at $4,354,801 on 10/01/2019. Collateralized by a U.S. Government Obligation, 2.13%, due 09/30/2021, and with a value of $4,444,918.

     $  4,354,674        4,354,674  
     

 

 

 

Total Repurchase Agreement
(Cost $4,354,674)

 

     4,354,674  
  

 

 

 

Total Investments
(Cost $189,837,660)

 

     187,221,569  

Net Other Assets (Liabilities) - (6.9)%

        (12,125,041
     

 

 

 

Net Assets - 100.0%

        $  175,096,528  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    2

 

      


Transamerica TS&W International Equity VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

INVESTMENTS BY INDUSTRY:

 

 

Industry

   Percentage of
Total Investments
  Value

Pharmaceuticals

       6.4 %       $    12,046,066

Banks

       6.2       11,678,423

Industrial Conglomerates

       4.9       9,160,728

Capital Markets

       4.4       8,191,466

Oil, Gas & Consumable Fuels

       4.0       7,524,823

Diversified Financial Services

       3.8       7,074,107

Insurance

       3.7       6,975,779

Household Durables

       3.5       6,483,634

Multi-Utilities

       3.3       6,209,493

Semiconductors & Semiconductor Equipment

       3.3       6,193,870

Food & Staples Retailing

       3.3       6,114,621

Food Products

       3.0       5,600,683

Health Care Equipment & Supplies

       2.9       5,355,503

Electrical Equipment

       2.6       4,900,367

Wireless Telecommunication Services

       2.5       4,738,101

Airlines

       2.3       4,290,117

Electronic Equipment, Instruments & Components

       2.2       4,178,587

Entertainment

       2.2       4,045,048

Beverages

       2.0       3,744,543

Chemicals

       1.9       3,620,086

Construction Materials

       1.5       2,782,992

Hotels, Restaurants & Leisure

       1.4       2,622,761

Aerospace & Defense

       1.4       2,615,337

Metals & Mining

       1.4       2,588,525

Software

       1.3       2,398,710

Auto Components

       1.2       2,264,971

Health Care Providers & Services

       1.2       2,216,112

Personal Products

       1.1       2,152,053

Tobacco

       1.1       2,009,566

Containers & Packaging

       1.1       1,985,327

Real Estate Management & Development

       1.0       1,969,938

Equity Real Estate Investment Trusts

       1.0       1,891,796

Machinery

       0.9       1,787,098

Leisure Products

       0.9       1,637,505

Marine

       0.8       1,583,136

Internet & Direct Marketing Retail

       0.8       1,450,862

Media

       0.7       1,325,226

Distributors

       0.7       1,268,635

Technology Hardware, Storage & Peripherals

       0.7       1,230,197

IT Services

       0.6       1,113,443

Interactive Media & Services

       0.5       955,668

Trading Companies & Distributors

       0.5       873,212

Energy Equipment & Services

       0.2       346,063
    

 

 

     

 

 

 

Investments

       90.4       169,195,178

Short-Term Investments

       9.6       18,026,391
    

 

 

     

 

 

 

Total Investments

       100.0 %       $    187,221,569
    

 

 

     

 

 

 

SECURITY VALUATION:

 

Valuation Inputs (D)

 

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

ASSETS

           

Investments

 

Common Stocks

   $ 6,062,492      $ 163,132,686      $ —        $ 169,195,178  

Other Investment Company

     13,671,717        —          —          13,671,717  

Repurchase Agreement

     —          4,354,674        —          4,354,674  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     19,734,209      $     167,487,360      $     —        $     187,221,569  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    3         


Transamerica TS&W International Equity VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing securities.
(B)      All or a portion of the securities are on loan. The total value of all securities on loan is $13,000,109. 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.
(C)      Rates disclosed reflect the yields at September 30, 2019.
(D)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

PORTFOLIO ABBREVIATIONS:

 

ADR

   American Depositary Receipt

REIT

   Real Estate Investment Trust

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    4         


Transamerica U.S. Equity Index VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS - 98.9%  
Aerospace & Defense - 2.7%  

Arconic, Inc.

     2,546        $  66,196  

Boeing Co.

     3,609        1,373,116  

General Dynamics Corp.

     1,579        288,531  

Huntington Ingalls Industries, Inc.

     266        56,336  

L3 Harris Technologies, Inc.

     1,507        314,420  

Lockheed Martin Corp.

     1,678        654,521  

Northrop Grumman Corp.

     1,062        398,027  

Raytheon Co.

     1,880        368,837  

Textron, Inc.

     1,530        74,909  

TransDigm Group, Inc.

     329        171,300  

United Technologies Corp.

     5,476        747,584  
     

 

 

 
        4,513,777  
     

 

 

 
Air Freight & Logistics - 0.6%  

CH Robinson Worldwide, Inc.

     897        76,048  

Expeditors International of Washington, Inc.

     1,152        85,582  

FedEx Corp.

     1,589        231,311  

United Parcel Service, Inc., Class B

     4,714        564,831  
     

 

 

 
        957,772  
     

 

 

 
Airlines - 0.4%  

Alaska Air Group, Inc.

     805        52,252  

American Airlines Group, Inc.

     2,524        68,072  

Delta Air Lines, Inc.

     3,906        224,986  

Southwest Airlines Co.

     3,265        176,343  

United Airlines Holdings, Inc. (A)

     1,491        131,819  
     

 

 

 
        653,472  
     

 

 

 
Auto Components - 0.1%  

Aptiv PLC

     1,696        148,264  

BorgWarner, Inc.

     1,352        49,592  
     

 

 

 
        197,856  
     

 

 

 
Automobiles - 0.3%  

Ford Motor Co.

     25,939        237,601  

General Motors Co.

     8,530        319,705  

Harley-Davidson, Inc.

     1,069        38,452  
     

 

 

 
        595,758  
     

 

 

 
Banks - 5.4%  

Bank of America Corp.

     56,553        1,649,651  

BB&T Corp.

     5,171        275,976  

Citigroup, Inc.

     15,250        1,053,470  

Citizens Financial Group, Inc.

     2,994        105,898  

Comerica, Inc.

     945        62,361  

Fifth Third Bancorp

     4,930        134,983  

First Republic Bank

     1,113        107,627  

Huntington Bancshares, Inc.

     6,846        97,692  

JPMorgan Chase & Co.

     21,585        2,540,339  

KeyCorp

     6,772        120,813  

M&T Bank Corp.

     890        140,593  

People’s United Financial, Inc.

     2,594        40,557  

PNC Financial Services Group, Inc.

     3,006        421,321  

Regions Financial Corp.

     6,735        106,548  

SunTrust Banks, Inc.

     2,938        202,134  

SVB Financial Group (A)

     344        71,879  

US Bancorp

     9,660        534,584  
     Shares      Value  
COMMON STOCKS (continued)  
Banks (continued)  

Wells Fargo & Co.

     27,067        $   1,365,260  

Zions Bancorp NA

     1,176        52,356  
     

 

 

 
        9,084,042  
     

 

 

 
Beverages - 1.9%  

Brown-Forman Corp., Class B

     1,205        75,650  

Coca-Cola Co.

     25,979        1,414,297  

Constellation Brands, Inc., Class A

     1,107        229,459  

Molson Coors Brewing Co., Class B

     1,237        71,127  

Monster Beverage Corp. (A)

     2,561        148,692  

PepsiCo, Inc.

     9,438        1,293,950  
     

 

 

 
        3,233,175  
     

 

 

 
Biotechnology - 2.1%  

AbbVie, Inc.

     9,981        755,761  

Alexion Pharmaceuticals, Inc. (A)

     1,513        148,183  

Amgen, Inc.

     4,048        783,329  

Biogen, Inc. (A)

     1,255        292,189  

Celgene Corp. (A)

     4,784        475,051  

Gilead Sciences, Inc.

     8,548        541,772  

Incyte Corp. (A)

     1,182        87,740  

Regeneron Pharmaceuticals, Inc. (A)

     529        146,745  

Vertex Pharmaceuticals, Inc. (A)

     1,735        293,944  
     

 

 

 
        3,524,714  
     

 

 

 
Building Products - 0.3%  

A.O. Smith Corp.

     913        43,559  

Allegion PLC

     601        62,294  

Fortune Brands Home & Security, Inc.

     930        50,871  

Johnson Controls International PLC

     5,267        231,169  

Masco Corp.

     1,892        78,858  
     

 

 

 
        466,751  
     

 

 

 
Capital Markets - 2.6%  

Affiliated Managers Group, Inc.

     304        25,338  

Ameriprise Financial, Inc.

     857        126,065  

Bank of New York Mellon Corp.

     5,790        261,766  

BlackRock, Inc.

     793        353,393  

Cboe Global Markets, Inc.

     754        86,642  

Charles Schwab Corp.

     7,852        328,449  

CME Group, Inc.

     2,417        510,809  

E*TRADE Financial Corp.

     1,561        68,200  

Franklin Resources, Inc.

     1,892        54,603  

Goldman Sachs Group, Inc.

     2,185        452,798  

Intercontinental Exchange, Inc.

     3,783        349,057  

Invesco, Ltd.

     2,672        45,264  

MarketAxess Holdings, Inc.

     247        80,892  

Moody’s Corp.

     1,077        220,602  

Morgan Stanley

     8,478        361,756  

MSCI, Inc.

     572        124,553  

Nasdaq, Inc.

     748        74,314  

Northern Trust Corp.

     1,450        135,314  

Raymond James Financial, Inc.

     794        65,473  

S&P Global, Inc.

     1,663        407,402  

State Street Corp.

     2,515        148,863  

T. Rowe Price Group, Inc.

     1,590        181,657  
     

 

 

 
        4,463,210  
     

 

 

 
Chemicals - 1.9%  

Air Products & Chemicals, Inc.

     1,488        330,128  

Albemarle Corp.

     705        49,012  

Celanese Corp.

     835        102,112  

CF Industries Holdings, Inc.

     1,410        69,372  

Corteva, Inc. (A)

     4,957        138,796  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica U.S. Equity Index VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Chemicals (continued)  

Dow, Inc. (A)

     4,919        $   234,390  

DuPont de Nemours, Inc.

     5,032        358,832  

Eastman Chemical Co.

     887        65,487  

Ecolab, Inc.

     1,690        334,688  

FMC Corp.

     880        77,158  

International Flavors & Fragrances, Inc.

     707        86,742  

Linde PLC

     3,649        706,884  

LyondellBasell Industries NV, Class A

     1,788        159,972  

Mosaic Co.

     2,320        47,560  

PPG Industries, Inc.

     1,564        185,350  

Sherwin-Williams Co.

     554        304,628  
     

 

 

 
        3,251,111  
     

 

 

 
Commercial Services & Supplies - 0.4%  

Cintas Corp.

     560        150,136  

Copart, Inc. (A)

     1,317        105,795  

Republic Services, Inc.

     1,379        119,352  

Rollins, Inc.

     964        32,844  

Waste Management, Inc.

     2,634        302,910  
     

 

 

 
        711,037  
     

 

 

 
Communications Equipment - 1.1%  

Arista Networks, Inc. (A)

     360        86,011  

Cisco Systems, Inc.

     28,658        1,415,992  

F5 Networks, Inc. (A)

     384        53,921  

Juniper Networks, Inc.

     2,212        54,747  

Motorola Solutions, Inc.

     1,096        186,770  
     

 

 

 
        1,797,441  
     

 

 

 
Construction & Engineering - 0.1%  

Jacobs Engineering Group, Inc.

     897        82,075  

Quanta Services, Inc.

     931        35,192  
     

 

 

 
        117,267  
     

 

 

 
Construction Materials - 0.1%  

Martin Marietta Materials, Inc.

     408        111,833  

Vulcan Materials Co.

     893        135,057  
     

 

 

 
        246,890  
     

 

 

 
Consumer Finance - 0.7%  

American Express Co.

     4,592        543,142  

Capital One Financial Corp.

     3,175        288,861  

Discover Financial Services

     2,102        170,451  

Synchrony Financial

     4,129        140,758  
     

 

 

 
        1,143,212  
     

 

 

 
Containers & Packaging - 0.4%  

Amcor PLC (A)

     10,965        106,909  

Avery Dennison Corp.

     539        61,214  

Ball Corp.

     2,177        158,507  

International Paper Co.

     2,596        108,565  

Packaging Corp. of America

     604        64,084  

Sealed Air Corp.

     1,009        41,884  

WestRock Co.

     1,647        60,033  
     

 

 

 
        601,196  
     

 

 

 
Distributors - 0.1%  

Genuine Parts Co.

     967        96,303  

LKQ Corp. (A)

     2,015        63,372  
     

 

 

 
        159,675  
     

 

 

 
Diversified Consumer Services - 0.0% (B)  

H&R Block, Inc.

     1,374        32,454  
     

 

 

 
     Shares      Value  
COMMON STOCKS (continued)  
Diversified Financial Services - 1.6%  

Berkshire Hathaway, Inc., Class B (A)

     13,237        $   2,753,561  
     

 

 

 
Diversified Telecommunication Services - 2.2%  

AT&T, Inc.

     49,326        1,866,496  

CenturyLink, Inc.

     6,302        78,649  

Verizon Communications, Inc.

     27,920        1,685,251  
     

 

 

 
        3,630,396  
     

 

 

 
Electric Utilities - 2.2%  

Alliant Energy Corp.

     1,603        86,450  

American Electric Power Co., Inc.

     3,333        312,269  

Duke Energy Corp.

     4,918        471,439  

Edison International

     2,417        182,290  

Entergy Corp.

     1,316        154,446  

Evergy, Inc.

     1,596        106,230  

Eversource Energy

     2,184        186,666  

Exelon Corp.

     6,558        316,817  

FirstEnergy Corp.

     3,574        172,374  

NextEra Energy, Inc.

     3,299        768,634  

Pinnacle West Capital Corp.

     740        71,832  

PPL Corp.

     4,875        153,514  

Southern Co.

     7,055        435,787  

Xcel Energy, Inc.

     3,471        225,233  
     

 

 

 
        3,643,981  
     

 

 

 
Electrical Equipment - 0.5%  

AMETEK, Inc.

     1,541        141,494  

Eaton Corp. PLC

     2,780        231,157  

Emerson Electric Co.

     4,152        277,603  

Rockwell Automation, Inc.

     790        130,192  
     

 

 

 
        780,446  
     

 

 

 
Electronic Equipment, Instruments & Components - 0.5%  

Amphenol Corp., Class A

     2,008        193,772  

CDW Corp.

     958        118,064  

Corning, Inc.

     5,168        147,391  

FLIR Systems, Inc.

     902        47,436  

IPG Photonics Corp. (A)

     240        32,544  

Keysight Technologies, Inc. (A)

     1,266        123,119  

TE Connectivity, Ltd.

     2,224        207,232  
     

 

 

 
        869,558  
     

 

 

 
Energy Equipment & Services - 0.4%  

Baker Hughes a GE Co.

     4,277        99,226  

Halliburton Co.

     5,704        107,521  

Helmerich & Payne, Inc.

     730        29,251  

National Oilwell Varco, Inc.

     2,478        52,534  

Schlumberger, Ltd.

     9,335        318,977  

TechnipFMC PLC

     2,645        63,850  
     

 

 

 
        671,359  
     

 

 

 
Entertainment - 1.8%  

Activision Blizzard, Inc.

     5,177        273,967  

Electronic Arts, Inc. (A)

     1,951        190,847  

Netflix, Inc. (A)

     2,956        791,085  

Take-Two Interactive Software, Inc. (A)

     749        93,879  

Viacom, Inc., Class B

     2,265        54,428  

Walt Disney Co.

     12,160        1,584,691  
     

 

 

 
        2,988,897  
     

 

 

 
Equity Real Estate Investment Trusts - 3.1%  

Alexandria Real Estate Equities, Inc.

     737        113,528  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    2

 

      


Transamerica U.S. Equity Index VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Equity Real Estate Investment Trusts (continued)  

American Tower Corp.

     2,988        $   660,736  

Apartment Investment & Management Co., Class A

     1,005        52,401  

AvalonBay Communities, Inc.

     924        198,965  

Boston Properties, Inc.

     988        128,104  

Crown Castle International Corp.

     2,806        390,062  

Digital Realty Trust, Inc.

     1,406        182,513  

Duke Realty Corp.

     2,318        78,743  

Equinix, Inc.

     573        330,506  

Equity Residential

     2,359        203,487  

Essex Property Trust, Inc.

     435        142,093  

Extra Space Storage, Inc.

     867        101,283  

Federal Realty Investment Trust

     471        64,122  

HCP, Inc.

     3,315        118,113  

Host Hotels & Resorts, Inc.

     4,860        84,029  

Iron Mountain, Inc.

     1,834        59,403  

Kimco Realty Corp.

     2,710        56,585  

Macerich Co.

     644        20,344  

Mid-America Apartment Communities, Inc.

     755        98,158  

Prologis, Inc.

     4,260        363,037  

Public Storage

     1,014        248,704  

Realty Income Corp.

     2,148        164,709  

Regency Centers Corp.

     1,099        76,370  

SBA Communications Corp.

     749        180,621  

Simon Property Group, Inc.

     2,079        323,596  

SL Green Realty Corp.

     544        44,472  

UDR, Inc.

     1,938        93,954  

Ventas, Inc.

     2,515        183,670  

Vornado Realty Trust

     1,142        72,711  

Welltower, Inc.

     2,735        247,928  

Weyerhaeuser Co.

     5,028        139,276  
     

 

 

 
        5,222,223  
     

 

 

 
Food & Staples Retailing - 1.6%  

Costco Wholesale Corp.

     2,969        855,398  

Kroger Co.

     5,392        139,006  

Sysco Corp.

     3,464        275,042  

Walgreens Boots Alliance, Inc.

     5,120        283,187  

Walmart, Inc.

     9,600        1,139,328  
     

 

 

 
        2,691,961  
     

 

 

 
Food Products - 1.2%  

Archer-Daniels-Midland Co.

     3,645        149,700  

Campbell Soup Co.

     1,234        57,899  

Conagra Brands, Inc.

     3,221        98,820  

General Mills, Inc.

     3,994        220,149  

Hershey Co.

     986        152,820  

Hormel Foods Corp.

     1,874        81,950  

J.M. Smucker Co.

     747        82,185  

Kellogg Co.

     1,625        104,569  

Kraft Heinz Co.

     4,200        117,327  

Lamb Weston Holdings, Inc.

     933        67,848  

McCormick & Co., Inc.

     831        129,885  

Mondelez International, Inc., Class A

     9,734        538,485  

Tyson Foods, Inc., Class A

     1,989        171,333  
     

 

 

 
        1,972,970  
     

 

 

 
Gas Utilities - 0.1%  

Atmos Energy Corp.

     798        90,884  
     

 

 

 
Health Care Equipment & Supplies - 3.6%  

Abbott Laboratories

     11,931        998,267  

ABIOMED, Inc. (A)

     306        54,434  

Align Technology, Inc. (A)

     491        88,832  

Baxter International, Inc.

     3,446        301,422  
     Shares      Value  
COMMON STOCKS (continued)  
Health Care Equipment & Supplies (continued)  

Becton Dickinson and Co.

     1,822        $   460,893  

Boston Scientific Corp. (A)

     9,402        382,567  

Cooper Cos., Inc.

     328        97,416  

Danaher Corp.

     4,310        622,493  

DENTSPLY SIRONA, Inc.

     1,464        78,046  

Edwards Lifesciences Corp. (A)

     1,404        308,754  

Hologic, Inc. (A)

     1,804        91,084  

IDEXX Laboratories, Inc. (A)

     581        157,991  

Intuitive Surgical, Inc. (A)

     778        420,066  

Medtronic PLC

     9,057        983,771  

ResMed, Inc.

     970        131,057  

Stryker Corp.

     2,166        468,506  

Teleflex, Inc.

     302        102,604  

Varian Medical Systems, Inc. (A)

     600        71,454  

Zimmer Biomet Holdings, Inc.

     1,359        186,550  
     

 

 

 
        6,006,207  
     

 

 

 
Health Care Providers & Services - 2.4%  

AmerisourceBergen Corp.

     987        81,260  

Anthem, Inc.

     1,727        414,653  

Cardinal Health, Inc.

     1,973        93,106  

Centene Corp. (A)

     2,694        116,542  

Cigna Corp. (A)

     2,549        386,913  

CVS Health Corp.

     8,778        553,628  

DaVita, Inc. (A)

     737        42,061  

HCA Healthcare, Inc.

     1,760        211,939  

Henry Schein, Inc. (A)

     953        60,515  

Humana, Inc.

     894        228,569  

Laboratory Corp. of America Holdings (A)

     631        106,008  

McKesson Corp.

     1,248        170,552  

Quest Diagnostics, Inc.

     891        95,364  

UnitedHealth Group, Inc.

     6,397        1,390,196  

Universal Health Services, Inc., Class B

     544        80,920  

WellCare Health Plans, Inc. (A)

     323        83,712  
     

 

 

 
        4,115,938  
     

 

 

 
Health Care Technology - 0.1%  

Cerner Corp.

     2,149        146,497  
     

 

 

 
Hotels, Restaurants & Leisure - 1.9%  

Carnival Corp.

     2,703        118,148  

Chipotle Mexican Grill, Inc. (A)

     169        142,039  

Darden Restaurants, Inc.

     829        98,004  

Hilton Worldwide Holdings, Inc.

     1,890        175,978  

Marriott International, Inc., Class A

     1,845        229,463  

McDonald’s Corp.

     5,127        1,100,818  

MGM Resorts International

     3,451        95,662  

Norwegian Cruise Line Holdings, Ltd. (A)

     1,415        73,254  

Royal Caribbean Cruises, Ltd.

     1,160        125,663  

Starbucks Corp.

     8,080        714,434  

Wynn Resorts, Ltd.

     618        67,189  

Yum! Brands, Inc.

     2,014        228,448  
     

 

 

 
        3,169,100  
     

 

 

 
Household Durables - 0.4%  

D.R. Horton, Inc.

     2,218        116,911  

Garmin, Ltd.

     956        80,964  

Leggett & Platt, Inc.

     883        36,150  

Lennar Corp., Class A

     1,920        107,232  

Mohawk Industries, Inc. (A)

     397        49,256  

Newell Brands, Inc.

     2,518        47,137  

NVR, Inc. (A)

     23        85,499  

PulteGroup, Inc.

     1,633        59,686  

Whirlpool Corp.

     406        64,294  
     

 

 

 
        647,129  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    3

 

      


Transamerica U.S. Equity Index VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Household Products - 1.8%  

Church & Dwight Co., Inc.

     1,668        $   125,500  

Clorox Co.

     849        128,938  

Colgate-Palmolive Co.

     5,791        425,696  

Kimberly-Clark Corp.

     2,323        329,982  

Procter & Gamble Co.

     16,894        2,101,276  
     

 

 

 
        3,111,392  
     

 

 

 
Independent Power & Renewable Electricity Producers - 0.1%  

AES Corp.

     4,377        71,520  

NRG Energy, Inc.

     1,708        67,637  
     

 

 

 
        139,157  
     

 

 

 
Industrial Conglomerates - 1.3%  

3M Co.

     3,883        638,365  

General Electric Co.

     58,904        526,602  

Honeywell International, Inc.

     4,857        821,805  

Roper Technologies, Inc.

     702        250,333  
     

 

 

 
        2,237,105  
     

 

 

 
Insurance - 2.4%  

Aflac, Inc.

     4,997        261,443  

Allstate Corp.

     2,179        236,814  

American International Group, Inc.

     5,871        327,015  

Aon PLC

     1,592        308,163  

Arthur J. Gallagher & Co.

     1,256        112,500  

Assurant, Inc.

     382        48,063  

Chubb, Ltd.

     3,077        496,751  

Cincinnati Financial Corp.

     1,025        119,587  

Everest Re Group, Ltd.

     260        69,183  

Globe Life, Inc.

     647        61,957  

Hartford Financial Services Group, Inc.

     2,441        147,949  

Lincoln National Corp.

     1,290        77,813  

Loews Corp.

     1,703        87,670  

Marsh & McLennan Cos., Inc.

     3,418        341,971  

MetLife, Inc.

     5,373        253,391  

Principal Financial Group, Inc.

     1,716        98,052  

Progressive Corp.

     3,946        304,829  

Prudential Financial, Inc.

     2,661        239,357  

Travelers Cos., Inc.

     1,758        261,397  

Unum Group

     1,395        41,459  

Willis Towers Watson PLC

     871        168,077  
     

 

 

 
        4,063,441  
     

 

 

 
Interactive Media & Services - 4.8%  

Alphabet, Inc., Class A (A)

     2,022        2,469,145  

Alphabet, Inc., Class C (A)

     2,040        2,486,760  

Facebook, Inc., Class A (A)

     16,179        2,881,156  

TripAdvisor, Inc. (A)

     614        23,750  

Twitter, Inc. (A)

     5,116        210,779  
     

 

 

 
        8,071,590  
     

 

 

 
Internet & Direct Marketing Retail - 3.4%  

Amazon.com, Inc. (A)

     2,794        4,850,132  

Booking Holdings, Inc. (A)

     287        563,269  

eBay, Inc.

     5,214        203,242  

Expedia Group, Inc.

     944        126,883  
     

 

 

 
        5,743,526  
     

 

 

 
IT Services - 5.5%  

Accenture PLC, Class A

     4,301        827,297  

Akamai Technologies, Inc. (A)

     1,092        99,787  

Alliance Data Systems Corp.

     258        33,058  
     Shares      Value  
COMMON STOCKS (continued)  
IT Services (continued)  

Automatic Data Processing, Inc.

     2,929        $   472,799  

Broadridge Financial Solutions, Inc.

     771        95,936  

Cognizant Technology Solutions Corp., Class A

     3,728        224,668  

DXC Technology Co.

     1,720        50,740  

Fidelity National Information Services, Inc.

     4,141        549,759  

Fiserv, Inc. (A)

     3,853        399,132  

FleetCor Technologies, Inc. (A)

     584        167,480  

Gartner, Inc. (A)

     608        86,938  

Global Payments, Inc.

     2,025        321,975  

International Business Machines Corp.

     5,980        869,612  

Jack Henry & Associates, Inc.

     520        75,904  

Leidos Holdings, Inc.

     916        78,666  

Mastercard, Inc., Class A

     6,027        1,636,752  

Paychex, Inc.

     2,159        178,700  

PayPal Holdings, Inc. (A)

     7,943        822,815  

VeriSign, Inc. (A)

     689        129,966  

Visa, Inc., Class A

     11,658        2,005,293  

Western Union Co.

     2,659        61,609  
     

 

 

 
        9,188,886  
     

 

 

 
Leisure Products - 0.1%  

Hasbro, Inc.

     792        94,003  
     

 

 

 
Life Sciences Tools & Services - 1.0%  

Agilent Technologies, Inc.

     2,055        157,475  

Illumina, Inc. (A)

     992        301,786  

IQVIA Holdings, Inc. (A)

     1,206        180,152  

Mettler-Toledo International, Inc. (A)

     166        116,930  

PerkinElmer, Inc.

     710        60,471  

Thermo Fisher Scientific, Inc.

     2,703        787,303  

Waters Corp. (A)

     433        96,659  
     

 

 

 
        1,700,776  
     

 

 

 
Machinery - 1.5%  

Caterpillar, Inc.

     3,798        479,725  

Cummins, Inc.

     1,044        169,827  

Deere & Co.

     2,126        358,614  

Dover Corp.

     963        95,876  

Flowserve Corp.

     853        39,844  

Fortive Corp.

     1,993        136,640  

IDEX Corp.

     512        83,906  

Illinois Tool Works, Inc.

     1,987        310,946  

Ingersoll-Rand PLC

     1,599        197,013  

PACCAR, Inc.

     2,338        163,683  

Parker-Hannifin Corp.

     867        156,589  

Pentair PLC

     1,060        40,068  

Snap-on, Inc.

     355        55,572  

Stanley Black & Decker, Inc.

     1,004        144,988  

Wabtec Corp.

     1,173        84,292  

Xylem, Inc.

     1,192        94,907  
     

 

 

 
        2,612,490  
     

 

 

 
Media - 1.4%  

CBS Corp., Class B

     2,230        90,025  

Charter Communications, Inc., Class A (A)

     1,091        449,623  

Comcast Corp., Class A

     30,618        1,380,259  

Discovery, Inc., Class A (A)

     914        24,340  

Discovery, Inc., Class C (A)

     2,306        56,774  

DISH Network Corp., Class A (A)

     1,501        51,139  

Fox Corp., Class A

     2,254        71,080  

Fox Corp., Class B (A)

     953        30,057  

Interpublic Group of Cos., Inc.

     2,487        53,620  

News Corp., Class A

     2,591        36,067  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    4

 

      


Transamerica U.S. Equity Index VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Media (continued)  

News Corp., Class B

     800        $   11,436  

Omnicom Group, Inc.

     1,411        110,481  
     

 

 

 
        2,364,901  
     

 

 

 
Metals & Mining - 0.2%  

Freeport-McMoRan, Inc.

     9,603        91,900  

Newmont Goldcorp Corp.

     5,427        205,792  

Nucor Corp.

     1,992        101,413  
     

 

 

 
        399,105  
     

 

 

 
Multi-Utilities - 1.1%  

Ameren Corp.

     1,659        132,803  

CenterPoint Energy, Inc.

     3,324        100,318  

CMS Energy Corp.

     1,915        122,464  

Consolidated Edison, Inc.

     2,198        207,645  

Dominion Energy, Inc.

     5,548        449,610  

DTE Energy Co.

     1,237        164,472  

NiSource, Inc.

     2,456        73,484  

Public Service Enterprise Group, Inc.

     3,347        207,782  

Sempra Energy

     1,853        273,521  

WEC Energy Group, Inc.

     2,088        198,569  
     

 

 

 
        1,930,668  
     

 

 

 
Multiline Retail - 0.5%  

Dollar General Corp.

     1,735        275,761  

Dollar Tree, Inc. (A)

     1,597        182,313  

Kohl’s Corp.

     1,042        51,746  

Macy’s, Inc.

     2,081        32,339  

Nordstrom, Inc.

     643        21,650  

Target Corp.

     3,449        368,732  
     

 

 

 
        932,541  
     

 

 

 
Oil, Gas & Consumable Fuels - 4.1%  

Apache Corp.

     2,374        60,774  

Cabot Oil & Gas Corp.

     2,726        47,896  

Chevron Corp.

     12,815        1,519,859  

Cimarex Energy Co.

     604        28,956  

Concho Resources, Inc.

     1,312        89,085  

ConocoPhillips

     7,493        426,951  

Devon Energy Corp.

     2,656        63,903  

Diamondback Energy, Inc.

     1,079        97,013  

EOG Resources, Inc.

     3,917        290,720  

Exxon Mobil Corp.

     28,562        2,016,763  

Hess Corp.

     1,747        105,659  

HollyFrontier Corp.

     1,012        54,284  

Kinder Morgan, Inc.

     13,141        270,836  

Marathon Oil Corp.

     5,388        66,111  

Marathon Petroleum Corp.

     4,443        269,912  

Noble Energy, Inc.

     3,228        72,501  

Occidental Petroleum Corp.

     6,037        268,465  

ONEOK, Inc.

     2,733        201,395  

Phillips 66

     3,028        310,067  

Pioneer Natural Resources Co.

     1,096        137,844  

Valero Energy Corp.

     2,743        233,813  

Williams Cos., Inc.

     8,022        193,009  
     

 

 

 
        6,825,816  
     

 

 

 
Personal Products - 0.2%  

Coty, Inc., Class A

     2,092        21,987  

Estee Lauder Cos., Inc., Class A

     1,493        297,032  
     

 

 

 
        319,019  
     

 

 

 
Pharmaceuticals - 4.3%  

Allergan PLC

     2,214        372,594  
     Shares      Value  
COMMON STOCKS (continued)  
Pharmaceuticals (continued)  

Bristol-Myers Squibb Co.

     11,041        $   559,889  

Eli Lilly & Co.

     5,735        641,345  

Johnson & Johnson

     17,816        2,305,034  

Merck & Co., Inc.

     17,284        1,454,967  

Mylan NV (A)

     3,238        64,048  

Nektar Therapeutics (A)

     1,038        18,907  

Perrigo Co. PLC

     835        46,668  

Pfizer, Inc.

     37,338        1,341,555  

Zoetis, Inc.

     3,224        401,678  
     

 

 

 
        7,206,685  
     

 

 

 
Professional Services - 0.3%  

Equifax, Inc.

     816        114,787  

IHS Markit, Ltd. (A)

     2,655        177,566  

Nielsen Holdings PLC

     2,289        48,641  

Robert Half International, Inc.

     767        42,691  

Verisk Analytics, Inc.

     1,104        174,587  
     

 

 

 
        558,272  
     

 

 

 
Real Estate Management & Development - 0.1%  

CBRE Group, Inc., Class A (A)

     2,226        118,000  
     

 

 

 
Road & Rail - 1.0%  

CSX Corp.

     5,387        373,158  

JB Hunt Transport Services, Inc.

     556        61,521  

Kansas City Southern

     679        90,314  

Norfolk Southern Corp.

     1,778        319,435  

Union Pacific Corp.

     4,756        770,377  
     

 

 

 
        1,614,805  
     

 

 

 
Semiconductors & Semiconductor Equipment - 3.9%  

Advanced Micro Devices, Inc. (A)

     7,185        208,293  

Analog Devices, Inc.

     2,493        278,543  

Applied Materials, Inc.

     6,235        311,127  

Broadcom, Inc.

     2,687        741,800  

Intel Corp.

     29,905        1,541,005  

KLA Corp.

     1,051        167,582  

Lam Research Corp.

     976        225,563  

Maxim Integrated Products, Inc.

     1,796        104,006  

Microchip Technology, Inc.

     1,576        146,426  

Micron Technology, Inc. (A)

     7,450        319,232  

NVIDIA Corp.

     4,111        715,602  

Qorvo, Inc. (A)

     764        56,643  

QUALCOMM, Inc.

     8,206        625,954  

Skyworks Solutions, Inc.

     1,159        91,851  

Texas Instruments, Inc.

     6,302        814,470  

Xilinx, Inc.

     1,705        163,510  
     

 

 

 
        6,511,607  
     

 

 

 
Software - 6.6%  

Adobe, Inc. (A)

     3,277        905,271  

ANSYS, Inc. (A)

     568        125,732  

Autodesk, Inc. (A)

     1,453        214,608  

Cadence Design Systems, Inc. (A)

     1,891        124,957  

Citrix Systems, Inc.

     796        76,830  

Fortinet, Inc. (A)

     937        71,924  

Intuit, Inc.

     1,756        466,991  

Microsoft Corp.

     51,351        7,139,329  

Oracle Corp.

     14,862        817,856  

salesforce.com, Inc. (A)

     5,920        878,765  

Symantec Corp.

     3,858        91,165  

Synopsys, Inc. (A)

     995        136,564  
     

 

 

 
        11,049,992  
     

 

 

 
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    5

 

      


Transamerica U.S. Equity Index VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Specialty Retail - 2.4%  

Advance Auto Parts, Inc.

     472        $   78,069  

AutoZone, Inc. (A)

     166        180,047  

Best Buy Co., Inc.

     1,566        108,038  

CarMax, Inc. (A)

     1,118        98,384  

Gap, Inc.

     1,268        22,012  

Home Depot, Inc.

     7,393        1,715,324  

L Brands, Inc.

     1,357        26,584  

Lowe’s Cos., Inc.

     5,210        572,892  

O’Reilly Automotive, Inc. (A)

     517        206,030  

Ross Stores, Inc.

     2,462        270,451  

Tiffany & Co.

     692        64,100  

TJX Cos., Inc.

     8,160        454,838  

Tractor Supply Co.

     791        71,538  

Ulta Salon Cosmetics & Fragrance, Inc. (A)

     390        97,753  
     

 

 

 
        3,966,060  
     

 

 

 
Technology Hardware, Storage & Peripherals - 4.2%  

Apple, Inc.

     28,569        6,398,599  

Hewlett Packard Enterprise Co.

     8,724        132,343  

HP, Inc.

     10,002        189,238  

NetApp, Inc.

     1,571        82,493  

Seagate Technology PLC

     1,650        88,753  

Western Digital Corp.

     1,959        116,835  

Xerox Holdings Corp. (A)

     1,270        37,986  
     

 

 

 
        7,046,247  
     

 

 

 
Textiles, Apparel & Luxury Goods - 0.7%  

Capri Holdings, Ltd. (A)

     889        29,479  

Hanesbrands, Inc.

     2,141        32,800  

NIKE, Inc., Class B

     8,450        793,624  

PVH Corp.

     500        44,115  
     Shares      Value  
COMMON STOCKS (continued)  
Textiles, Apparel & Luxury Goods (continued)  

Ralph Lauren Corp.

     352        $   33,606  

Tapestry, Inc.

     1,931        50,303  

Under Armour, Inc., Class A (A)

     1,111        22,153  

Under Armour, Inc., Class C (A)

     1,153        20,904  

VF Corp.

     2,161        192,307  
     

 

 

 
        1,219,291  
     

 

 

 
Tobacco - 0.8%  

Altria Group, Inc.

     12,609        515,708  

Philip Morris International, Inc.

     10,503        797,493  
     

 

 

 
        1,313,201  
     

 

 

 
Trading Companies & Distributors - 0.2%  

Fastenal Co.

     3,870        126,433  

United Rentals, Inc. (A)

     504        62,818  

WW Grainger, Inc.

     286        84,985  
     

 

 

 
        274,236  
     

 

 

 
Water Utilities - 0.1%  

American Water Works Co., Inc.

     1,196        148,579  
     

 

 

 
Wireless Telecommunication Services - 0.1%  

T-Mobile, Inc. (A)

     2,134        168,095  
     

 

 

 

Total Common Stocks
(Cost $156,284,388)

 

     166,081,403  
  

 

 

 

Total Investments
(Cost $156,284,388)

 

     166,081,403  

Net Other Assets (Liabilities) - 1.1%

        1,867,757  
     

 

 

 

Net Assets - 100.0%

        $  167,949,160  
     

 

 

 
 

 

FUTURES CONTRACTS:

 

Long Futures Contracts:

 

Description

   Number of
Contracts
   Expiration
Date
   Notional
Amount
   Value    Unrealized
Appreciation
   Unrealized
Depreciation

S&P 500® E-Mini Index

       8        12/20/2019      $     1,187,129      $     1,191,400      $     4,271      $     —  

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    6         


Transamerica U.S. Equity Index VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

SECURITY VALUATION:

 

Valuation Inputs (C)

 

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

ASSETS

           

Investments

 

Common Stocks

   $ 166,081,403      $ —        $ —        $ 166,081,403  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     166,081,403      $     —        $     —        $     166,081,403  
  

 

 

    

 

 

    

 

 

    

 

 

 

Other Financial Instruments

 

Futures Contracts (D)

   $ 4,271      $ —        $ —        $ 4,271  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ 4,271      $ —        $ —        $ 4,271  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing securities.
(B)      Percentage rounds to less than 0.1% or (0.1)%.
(C)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(D)      Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    7         


Transamerica WMC US Growth II VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS - 98.9%  
Aerospace & Defense - 1.4%  

Raytheon Co.

     851        $  166,958  
     

 

 

 
Beverages - 2.6%  

Constellation Brands, Inc., Class A

     828        171,628  

Monster Beverage Corp. (A)

     2,306        133,886  
     

 

 

 
        305,514  
     

 

 

 
Biotechnology - 2.3%  

Neurocrine Biosciences, Inc. (A)

     1,031        92,903  

Seattle Genetics, Inc. (A)

     1,083        92,488  

Vertex Pharmaceuticals, Inc. (A)

     533        90,301  
     

 

 

 
        275,692  
     

 

 

 
Building Products - 1.2%  

Fortune Brands Home & Security, Inc.

     2,495        136,477  
     

 

 

 
Capital Markets - 1.0%  

Intercontinental Exchange, Inc.

     1,338        123,457  
     

 

 

 
Chemicals - 1.9%  

PPG Industries, Inc.

     1,172        138,894  

Sherwin-Williams Co.

     150        82,480  
     

 

 

 
        221,374  
     

 

 

 
Commercial Services & Supplies - 0.9%  

Copart, Inc. (A)

     1,263        101,457  
     

 

 

 
Consumer Finance - 1.9%  

American Express Co.

     1,110        131,291  

Capital One Financial Corp.

     1,024        93,163  
     

 

 

 
        224,454  
     

 

 

 
Diversified Telecommunication Services - 1.3%  

Verizon Communications, Inc.

     2,625        158,445  
     

 

 

 
Electrical Equipment - 1.8%  

AMETEK, Inc.

     1,343        123,315  

Eaton Corp. PLC

     1,135        94,375  
     

 

 

 
        217,690  
     

 

 

 
Electronic Equipment, Instruments & Components - 0.9%  

CDW Corp.

     893        110,053  
     

 

 

 
Entertainment - 2.2%  

Activision Blizzard, Inc.

     2,509        132,776  

Walt Disney Co.

     991        129,147  
     

 

 

 
        261,923  
     

 

 

 
Equity Real Estate Investment Trusts - 1.3%  

American Tower Corp.

     719        158,992  
     

 

 

 
Food & Staples Retailing - 1.9%  

Costco Wholesale Corp.

     768        221,269  
     

 

 

 
Health Care Equipment & Supplies - 4.9%  

Baxter International, Inc.

     2,234        195,408  

Boston Scientific Corp. (A)

     3,316        134,928  
     Shares      Value  
COMMON STOCKS (continued)  
Health Care Equipment & Supplies (continued)  

Edwards Lifesciences Corp. (A)

     561        $   123,370  

Teleflex, Inc.

     368        125,028  
     

 

 

 
        578,734  
     

 

 

 
Health Care Providers & Services - 2.0%  

UnitedHealth Group, Inc.

     1,122        243,833  
     

 

 

 
Hotels, Restaurants & Leisure - 1.2%  

Hilton Worldwide Holdings, Inc.

     1,533        142,738  
     

 

 

 
Household Products - 1.3%  

Colgate-Palmolive Co.

     2,169        159,443  
     

 

 

 
Insurance - 0.9%  

Allstate Corp.

     994        108,028  
     

 

 

 
Interactive Media & Services - 10.1%  

Alphabet, Inc., Class A (A)

     464        566,609  

Alphabet, Inc., Class C (A)

     170        207,230  

Facebook, Inc., Class A (A)

     2,429        432,556  
     

 

 

 
        1,206,395  
     

 

 

 
Internet & Direct Marketing Retail - 6.7%  

Amazon.com, Inc. (A)

     366        635,343  

Booking Holdings, Inc. (A)

     57        111,869  

Wayfair, Inc., Class A (A) (B)

     505        56,620  
     

 

 

 
        803,832  
     

 

 

 
IT Services - 10.0%  

EPAM Systems, Inc. (A)

     474        86,420  

FleetCor Technologies, Inc. (A)

     726        208,202  

Global Payments, Inc.

     1,208        192,072  

GoDaddy, Inc., Class A (A)

     2,542        167,721  

Mastercard, Inc., Class A

     1,351        366,891  

PayPal Holdings, Inc. (A)

     1,703        176,414  
     

 

 

 
        1,197,720  
     

 

 

 
Life Sciences Tools & Services - 1.6%  

Thermo Fisher Scientific, Inc.

     635        184,956  
     

 

 

 
Machinery - 3.5%  

Illinois Tool Works, Inc.

     904        141,467  

Middleby Corp. (A)

     624        72,945  

Nordson Corp.

     830        121,396  

Snap-on, Inc.

     550        86,097  
     

 

 

 
        421,905  
     

 

 

 
Oil, Gas & Consumable Fuels - 0.4%  

Continental Resources, Inc. (A)

     1,552        47,786  
     

 

 

 
Pharmaceuticals - 0.8%  

Allergan PLC

     582        97,945  
     

 

 

 
Professional Services - 1.4%  

Equifax, Inc.

     579        81,448  

IHS Markit, Ltd. (A)

     1,227        82,062  
     

 

 

 
        163,510  
     

 

 

 
Road & Rail - 1.2%  

Norfolk Southern Corp.

     548        98,454  

Uber Technologies, Inc. (A) (B)

     1,283        39,093  
     

 

 

 
        137,547  
     

 

 

 
Semiconductors & Semiconductor Equipment - 3.3%  

Advanced Micro Devices, Inc. (A)

     4,340        125,817  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica WMC US Growth II VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Semiconductors & Semiconductor Equipment (continued)  

Marvell Technology Group, Ltd.

     3,956        $   98,781  

Micron Technology, Inc. (A)

     2,410        103,269  

ON Semiconductor Corp. (A)

     3,601        69,175  
     

 

 

 
        397,042  
     

 

 

 
Software - 14.6%  

Adobe, Inc. (A)

     702        193,928  

DocuSign, Inc. (A)

     1,585        98,143  

Guidewire Software, Inc. (A)

     1,005        105,907  

Microsoft Corp.

     5,435        755,628  

salesforce.com, Inc. (A)

     1,558        231,270  

ServiceNow, Inc. (A)

     552        140,125  

SS&C Technologies Holdings, Inc.

     2,434        125,521  

Workday, Inc., Class A (A)

     504        85,660  
     

 

 

 
        1,736,182  
     

 

 

 
Specialty Retail - 1.4%  

TJX Cos., Inc.

     2,982        166,217  
     

 

 

 
Technology Hardware, Storage & Peripherals - 5.8%  

Apple, Inc.

     3,101        694,531  
     

 

 

 
Textiles, Apparel & Luxury Goods - 5.2%  

NIKE, Inc., Class B

     2,707        254,242  

PVH Corp.

     1,375        121,316  

Under Armour, Inc., Class C (A)

     5,849        106,042  

VF Corp.

     1,596        142,028  
     

 

 

 
        623,628  
     

 

 

 

Total Common Stocks
(Cost $8,015,074)

 

     11,795,727  
  

 

 

 
     Shares      Value  
OTHER INVESTMENT COMPANY - 0.7%  
Securities Lending Collateral - 0.7%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (C)

     88,073        $   88,073  
     

 

 

 

Total Other Investment Company
(Cost $88,073)

 

     88,073  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 1.2%  

Fixed Income Clearing Corp., 1.05% (C), dated 09/30/2019, to be repurchased at $144,343 on 10/01/2019. Collateralized by a U.S. Government Obligation, 2.13%, due 09/30/2021, and with a value of $151,359.

     $  144,338        144,338  
     

 

 

 

Total Repurchase Agreement
(Cost $144,338)

 

     144,338  
  

 

 

 

Total Investments
(Cost $8,247,485)

 

     12,028,138  

Net Other Assets (Liabilities) - (0.8)%

        (90,074
     

 

 

 

Net Assets - 100.0%

        $  11,938,064  
     

 

 

 
 

 

SECURITY VALUATION:

 

Valuation Inputs (D)

 

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

ASSETS

 

Investments

 

Common Stocks

     $ 11,795,727      $ —        $             —        $ 11,795,727

Other Investment Company

       88,073        —          —          88,073

Repurchase Agreement

       —          144,338        —          144,338
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Investments

     $     11,883,800      $     144,338      $ —        $     12,028,138
    

 

 

      

 

 

      

 

 

      

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing securities.
(B)      All or a portion of the securities are on loan. The total value of all securities on loan is $86,113. 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.
(C)      Rates disclosed reflect the yields at September 30, 2019.
(D)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


Transamerica WMC US Growth VP

 

SCHEDULE OF INVESTMENTS

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS - 98.6%  
Aerospace & Defense - 1.4%  

Raytheon Co.

     205,932        $  40,401,799  
     

 

 

 
Beverages - 2.6%  

Constellation Brands, Inc., Class A

     199,137        41,277,117  

Monster Beverage Corp. (A)

     549,765        31,919,356  
     

 

 

 
        73,196,473  
     

 

 

 
Biotechnology - 2.3%  

Neurocrine Biosciences, Inc. (A)

     248,592        22,400,625  

Seattle Genetics, Inc. (A)

     255,005        21,777,427  

Vertex Pharmaceuticals, Inc. (A)

     126,126        21,368,267  
     

 

 

 
        65,546,319  
     

 

 

 
Building Products - 1.1%  

Fortune Brands Home & Security, Inc.

     594,169        32,501,044  
     

 

 

 
Capital Markets - 1.0%  

Intercontinental Exchange, Inc.

     316,504        29,203,824  
     

 

 

 
Chemicals - 1.8%  

PPG Industries, Inc.

     277,279        32,860,334  

Sherwin-Williams Co.

     36,469        20,053,209  
     

 

 

 
        52,913,543  
     

 

 

 
Commercial Services & Supplies - 0.8%  

Copart, Inc. (A)

     293,742        23,596,295  
     

 

 

 
Consumer Finance - 1.9%  

American Express Co.

     266,768        31,553,319  

Capital One Financial Corp.

     244,511        22,245,611  
     

 

 

 
        53,798,930  
     

 

 

 
Diversified Telecommunication Services - 1.3%  

Verizon Communications, Inc.

     620,963        37,481,327  
     

 

 

 
Electrical Equipment - 1.8%  

AMETEK, Inc.

     312,747        28,716,430  

Eaton Corp. PLC

     273,660        22,754,829  
     

 

 

 
        51,471,259  
     

 

 

 
Electronic Equipment, Instruments & Components - 0.9%  

CDW Corp.

     213,040        26,255,050  
     

 

 

 
Entertainment - 2.2%  

Activision Blizzard, Inc.

     607,412        32,144,243  

Walt Disney Co.

     238,545        31,087,184  
     

 

 

 
        63,231,427  
     

 

 

 
Equity Real Estate Investment Trusts - 1.3%  

American Tower Corp.

     170,185        37,633,009  
     

 

 

 
Food & Staples Retailing - 1.8%  

Costco Wholesale Corp.

     183,996        53,011,088  
     

 

 

 
Health Care Equipment & Supplies - 4.8%  

Baxter International, Inc.

     528,454        46,223,871  

Boston Scientific Corp. (A)

     784,353        31,915,324  
     Shares      Value  
COMMON STOCKS (continued)  
Health Care Equipment & Supplies (continued)  

Edwards Lifesciences Corp. (A)

     132,949        $   29,236,815  

Teleflex, Inc.

     86,184        29,281,014  
     

 

 

 
        136,657,024  
     

 

 

 
Health Care Providers & Services - 2.1%  

UnitedHealth Group, Inc.

     275,432        59,856,882  
     

 

 

 
Hotels, Restaurants & Leisure - 1.2%  

Hilton Worldwide Holdings, Inc.

     362,634        33,764,852  
     

 

 

 
Household Products - 1.3%  

Colgate-Palmolive Co.

     525,286        38,613,774  
     

 

 

 
Insurance - 0.9%  

Allstate Corp.

     231,107        25,116,709  
     

 

 

 
Interactive Media & Services - 10.2%  

Alphabet, Inc., Class A (A)

     112,895        137,860,600  

Alphabet, Inc., Class C (A)

     41,766        50,912,754  

Facebook, Inc., Class A (A)

     586,601        104,461,906  
     

 

 

 
        293,235,260  
     

 

 

 
Internet & Direct Marketing Retail - 6.8%  

Amazon.com, Inc. (A)

     88,367        153,397,159  

Booking Holdings, Inc. (A)

     13,681        26,850,467  

Wayfair, Inc., Class A (A) (B)

     123,114        13,803,542  
     

 

 

 
        194,051,168  
     

 

 

 
IT Services - 10.0%  

EPAM Systems, Inc. (A)

     114,122        20,806,723  

FleetCor Technologies, Inc. (A)

     175,433        50,310,676  

Global Payments, Inc.

     286,698        45,584,982  

GoDaddy, Inc., Class A (A)

     615,100        40,584,298  

Mastercard, Inc., Class A

     324,888        88,229,834  

PayPal Holdings, Inc. (A)

     409,612        42,431,707  
     

 

 

 
        287,948,220  
     

 

 

 
Life Sciences Tools & Services - 1.5%  

Thermo Fisher Scientific, Inc.

     152,479        44,412,558  
     

 

 

 
Machinery - 3.5%  

Illinois Tool Works, Inc.

     214,299        33,535,651  

Middleby Corp. (A)

     149,056        17,424,646  

Nordson Corp.

     196,399        28,725,318  

Snap-on, Inc.

     131,036        20,512,375  
     

 

 

 
        100,197,990  
     

 

 

 
Oil, Gas & Consumable Fuels - 0.4%  

Continental Resources, Inc. (A)

     386,829        11,910,465  
     

 

 

 
Pharmaceuticals - 0.8%  

Allergan PLC

     138,253        23,266,597  
     

 

 

 
Professional Services - 1.4%  

Equifax, Inc.

     142,177        20,000,039  

IHS Markit, Ltd. (A)

     298,640        19,973,043  
     

 

 

 
        39,973,082  
     

 

 

 
Road & Rail - 1.1%  

Norfolk Southern Corp.

     127,535        22,912,938  

Uber Technologies, Inc. (A) (B)

     309,062        9,417,119  
     

 

 

 
        32,330,057  
     

 

 

 
Semiconductors & Semiconductor Equipment - 3.3%  

Advanced Micro Devices, Inc. (A)

     1,035,197        30,010,361  
 

 

The notes are an integral part of this report.

Transamerica Series Trust

 

 

Page    1

 

      


Transamerica WMC US Growth VP

 

SCHEDULE OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

     Shares      Value  
COMMON STOCKS (continued)  
Semiconductors & Semiconductor Equipment (continued)  

Marvell Technology Group, Ltd.

     945,257        $   23,603,067  

Micron Technology, Inc. (A)

     560,842        24,032,080  

ON Semiconductor Corp. (A)

     847,499        16,280,456  
     

 

 

 
        93,925,964  
     

 

 

 
Software - 14.6%  

Adobe, Inc. (A)

     168,625        46,582,656  

DocuSign, Inc. (A)

     384,233        23,791,707  

Guidewire Software, Inc. (A)

     239,609        25,249,997  

Microsoft Corp.

     1,323,138        183,955,876  

salesforce.com, Inc. (A)

     375,553        55,747,087  

ServiceNow, Inc. (A)

     130,960        33,244,196  

SS&C Technologies Holdings, Inc.

     586,040        30,222,083  

Workday, Inc., Class A (A)

     120,954        20,557,342  
     

 

 

 
        419,350,944  
     

 

 

 
Specialty Retail - 1.4%  

TJX Cos., Inc.

     710,130        39,582,646  
     

 

 

 
Technology Hardware, Storage & Peripherals - 5.9%  

Apple, Inc.

     755,653        169,243,602  
     

 

 

 
Textiles, Apparel & Luxury Goods - 5.2%  

NIKE, Inc., Class B

     653,006        61,330,324  

PVH Corp.

     330,197        29,133,281  

Under Armour, Inc., Class C (A)

     1,393,245        25,259,532  

VF Corp.

     380,699        33,878,404  
     

 

 

 
        149,601,541  
     

 

 

 

Total Common Stocks
(Cost $1,977,967,113)

 

       2,833,280,722  
  

 

 

 
     Shares      Value  
OTHER INVESTMENT COMPANY - 0.8%  
Securities Lending Collateral - 0.8%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.07% (C)

     23,517,083        $   23,517,083  
     

 

 

 

Total Other Investment Company
(Cost $23,517,083)

 

     23,517,083  
  

 

 

 
     Principal      Value  
REPURCHASE AGREEMENT - 1.0%  

Fixed Income Clearing Corp., 1.05% (C), dated 09/30/2019, to be repurchased at $28,715,790 on 10/01/2019. Collateralized by a U.S. Government Obligation, 1.13%, due 09/30/2021, and with a value of $29,292,756.

     $  28,714,952        28,714,952  
     

 

 

 

Total Repurchase Agreement
(Cost $28,714,952)

 

     28,714,952  
  

 

 

 

Total Investments
(Cost $2,030,199,148)

 

     2,885,512,757  

Net Other Assets (Liabilities) - (0.4)%

        (11,716,965
     

 

 

 

Net Assets - 100.0%

        $  2,873,795,792  
     

 

 

 
 

 

SECURITY VALUATION:

 

Valuation Inputs (D)

 

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

ASSETS

 

Investments

 

Common Stocks

   $ 2,833,280,722      $ —        $ —        $ 2,833,280,722  

Other Investment Company

     23,517,083        —          —          23,517,083  

Repurchase Agreement

     —          28,714,952        —          28,714,952  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments

   $     2,856,797,805      $     28,714,952      $             —        $     2,885,512,757  
  

 

 

    

 

 

    

 

 

    

 

 

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Non-income producing securities.
(B)      All or a portion of the securities are on loan. The total value of all securities on loan is $22,988,346. 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.
(C)      Rates disclosed reflect the yields at September 30, 2019.
(D)      There were no transfers in or out of Level 3 during the period ended September 30, 2019. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.

 

The notes are an integral part of this report.

Transamerica Series Trust

    Page    2         


 

NOTES TO SCHEDULES OF INVESTMENTS

At September 30, 2019

(unaudited)

 

1. ORGANIZATION

Transamerica Series Trust (“TST”) is an open-end management investment company registered under the Investment Company Act of 1940, as amended (the “1940 Act”). TST applies investment company accounting and reporting guidance. TST serves as a funding vehicle for variable life insurance, variable annuity, and group annuity products. The portfolios (each, a “Portfolio” and collectively, the “Portfolios”) are a series of TST and are as follows:

 

Portfolio    Portfolio

Transamerica 60/40 Allocation VP (“60/40 Allocation VP”)(A)

Transamerica Aegon High Yield Bond VP (“Aegon High Yield Bond VP”)

Transamerica Aegon U.S. Government Securities VP (“Aegon U.S. Government Securities VP”)

Transamerica American Funds Managed Risk VP (“American Funds Managed Risk VP”)

Transamerica Barrow Hanley Dividend Focused VP (“Barrow Hanley Dividend Focused VP”)

Transamerica BlackRock Equity Smart Beta 100 VP (“BlackRock Equity Smart Beta 100 VP”)(A)

Transamerica BlackRock Global Allocation Managed Risk – Balanced VP (“BlackRock Global Allocation Managed Risk – Balanced VP”)(A)

Transamerica BlackRock Global Allocation Managed Risk – Growth VP (“BlackRock Global Allocation Managed Risk – Growth VP”)(A)

Transamerica BlackRock Global Allocation VP (“BlackRock Global Allocation VP”)(B)

Transamerica BlackRock Global Real Estate Securities VP (“BlackRock Global Real Estate Securities VP”)

Transamerica BlackRock Smart Beta 40 VP (“BlackRock Smart Beta 40 VP”)

Transamerica BlackRock Smart Beta 50 VP (“BlackRock Smart Beta 50 VP”)(A)

Transamerica BlackRock Smart Beta 75 VP (“BlackRock Smart Beta 75 VP”)(A)

Transamerica BlackRock Tactical Allocation VP (“BlackRock Tactical Allocation VP”)(A)

Transamerica Greystone International Growth VP (“Greystone International Growth VP”)

Transamerica International Equity Index VP (“International Equity Index VP”)

Transamerica Janus Balanced VP (“Janus Balanced VP”)

Transamerica Janus Mid-Cap Growth VP (“Janus Mid-Cap Growth VP”)

Transamerica Jennison Growth VP (“Jennison Growth VP”)

Transamerica JPMorgan Asset Allocation – Conservative VP (“JPMorgan Asset Allocation – Conservative VP”)(A)

Transamerica JPMorgan Asset Allocation – Growth VP (“JPMorgan Asset Allocation – Growth VP”)(A)

Transamerica JPMorgan Asset Allocation – Moderate Growth VP (“JPMorgan Asset Allocation – Moderate Growth VP”)(A)

Transamerica JPMorgan Asset Allocation – Moderate VP (“JPMorgan Asset Allocation – Moderate VP”)(A)

Transamerica JPMorgan Core Bond VP (“JPMorgan Core Bond VP”)

Transamerica JPMorgan Enhanced Index VP (“JPMorgan Enhanced Index VP”)

Transamerica Legg Mason Dynamic Allocation – Balanced VP (“Legg Mason Dynamic Allocation – Balanced VP”)(A)

Transamerica Legg Mason Dynamic Allocation – Growth VP (“Legg Mason Dynamic Allocation – Growth VP”)(A)

Transamerica Levin Large Cap Value VP (“Levin Large Cap Value VP”)

Transamerica Madison Balanced Allocation VP (“Madison Balanced Allocation VP”)(A)

Transamerica Madison Conservative Allocation VP (“Madison Conservative Allocation VP”)(A)

Transamerica Madison Diversified Income VP (“Madison Diversified Income VP”)

Transamerica Managed Risk – Balanced ETF VP (“Managed Risk – Balanced ETF VP”)(A)

Transamerica Managed Risk – Conservative ETF VP (“Managed Risk – Conservative ETF VP”)(A)

Transamerica Managed Risk – Growth ETF VP (“Managed Risk – Growth ETF VP”)(A)

Transamerica Market Participation Strategy VP (“Market Participation Strategy VP”)

Transamerica Morgan Stanley Capital Growth VP (“Morgan Stanley Capital Growth VP”)

Transamerica Multi-Managed Balanced VP (“Multi-Managed Balanced VP”)

Transamerica Multi-Manager Alternative Strategies VP (“Multi-Manager Alternative Strategies VP”)(A)

Transamerica PIMCO Tactical – Balanced VP (“PIMCO Tactical – Balanced VP”)

Transamerica PIMCO Tactical – Conservative VP (“PIMCO Tactical – Conservative VP”)

Transamerica PIMCO Tactical – Growth VP (“PIMCO Tactical – Growth VP”)

Transamerica PIMCO Total Return VP (“PIMCO Total Return VP”)

Transamerica PineBridge Inflation Opportunities VP (“PineBridge Inflation Opportunities VP”)

Transamerica ProFund UltraBear VP (“ProFund UltraBear
VP”)(A)

Transamerica QS Investors Active Asset Allocation – Conservative VP (“QS Investors Active Asset Allocation – Conservative VP”)(A)

Transamerica QS Investors Active Asset Allocation – Moderate Growth VP (“QS Investors Active Asset Allocation – Moderate Growth VP”)(A)

Transamerica QS Investors Active Asset Allocation – Moderate VP (“QS Investors Active Asset Allocation – Moderate
VP”)(A)

Transamerica Small/Mid Cap Value VP (“Small/Mid Cap Value VP”)

Transamerica T. Rowe Price Small Cap VP (“T. Rowe Price Small Cap VP”)

Transamerica Torray Concentrated Growth VP (“Torray Concentrated Growth VP”)

 

 

Transamerica Series Trust

  Page    1       


 

NOTES TO SCHEDULES OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

1. ORGANIZATION (continued)

 

Transamerica JPMorgan International Moderate Growth VP (“JPMorgan International Moderate Growth VP”)(A)

Transamerica JPMorgan Mid Cap Value VP (“JPMorgan Mid Cap Value VP”)

Transamerica JPMorgan Tactical Allocation VP (“JPMorgan Tactical Allocation VP”)

Transamerica TS&W International Equity VP (“TS&W International Equity VP”)

Transamerica U.S. Equity Index VP (“U.S. Equity Index VP”)

Transamerica WMC US Growth II VP (“WMC US Growth II VP”)

Transamerica WMC US Growth VP (“WMC US Growth VP”)

 

 

(A)    Asset Allocation Portfolio
(B)    Transamerica Cayman BlackRock Global Allocation, Ltd. is a wholly-owned subsidiary which acts as an investment vehicle for Transamerica BlackRock Global Allocation VP. Please reference the Basis for Consolidation section of the Notes to Schedule of Investments for more information.

Transamerica BlackRock Global Real Estate Securities VP, Transamerica Market Participation Strategy VP, and Transamerica ProFund UltraBear VP are “non-diversified” Funds, as defined under the 1940 Act.

Transamerica Asset Management, Inc. (“TAM”) serves as investment manager for the Portfolios pursuant to an investment management agreement. TAM provides continuous and regular investment management services to the Portfolios. TAM supervises the Portfolios’ investments, conducts its investment program and provides supervisory, compliance and administrative services to the Portfolios.

TAM currently acts as a “manager of managers” and hires sub-advisers to furnish day-to-day investment advice and recommendations. TAM may, in the future, determine to provide all aspects of the day-to-day management of a Portfolio without the use of a sub-adviser. When acting as a manager of managers, TAM provides investment management services that include, without limitation, the design and development of the Portfolios and their investment strategies and the ongoing review and evaluation of those investment strategies including recommending changes in strategy where it believes appropriate or advisable; the selection of one or more sub-advisers for the Portfolios employing a combination of quantitative and qualitative screens, research, analysis and due diligence; negotiation of sub-advisory agreements and fees; oversight and monitoring of sub-advisers and recommending changes to sub-advisers where it believes appropriate or advisable; recommending portfolio combinations and liquidations where it believes appropriate or advisable; selection and oversight of transition managers, as needed; regular supervision of the Portfolios’ investments; regular review and evaluation of sub-adviser performance; daily monitoring of the sub-advisers’ buying and selling of securities for the Portfolios; regular review of holdings; ongoing trade oversight and analysis; regular monitoring to ensure adherence to investment process; regular calls and periodic on-site visits with sub-advisers; portfolio construction and asset allocation when using multiple sub-advisers for a portfolio; risk management oversight and analysis; oversight of negotiation of investment documentation and agreements; design, development, implementation and regular monitoring of the valuation process; periodic due diligence reviews of pricing vendors and vendor methodology; design, development, implementation and regular monitoring of the compliance process; respond to regulatory inquiries and determine appropriate litigation strategy, as needed; review of proxies voted by sub-advisers; oversight of preparation, and review, of materials for meetings of the Portfolios’ Board of Trustees (the “Board”), participation in these meetings and preparation of regular communications with the Board; oversight of preparation, and review, of prospectuses, shareholder reports and other disclosure materials and regulatory filings for the Portfolios; oversight of other service providers to the Portfolios, such as the custodian, the transfer agent, the Portfolios’ independent accounting firm and legal counsel; supervision of the performance of recordkeeping and shareholder relations functions for the Portfolios; and oversight of cash management services. TAM uses a variety of quantitative and qualitative tools to carry out its investment management services. TAM, not the Portfolios, is responsible for paying the sub-adviser(s) for their services, and sub-advisory fees are TAM’s expense.

TAM’s investment management services also include the provision of supervisory and administrative services to the Portfolio. These services include performing certain administrative services for the Portfolio and supervising and overseeing the administrative, clerical, recordkeeping and bookkeeping services provided to the Portfolio by State Street Bank and Trust Company (“State Street”), to whom TAM has outsourced the provision of certain services as described below; to the extent agreed upon by TAM and the Portfolio from time to time, monitoring and verifying the custodian’s daily calculation of the Net Asset Values (“NAV”); shareholder relations functions; compliance services; valuation services; assisting in due diligence and in the oversight and monitoring of certain activities of sub-advisers and certain aspects of Portfolio investments; assisting with Portfolio combinations and liquidations; oversight of the preparation and filing, and review, of all returns and reports, in connection with federal, state and local taxes; oversight and review of regulatory reporting; supervising and coordinating the Portfolios’ custodian and dividend disbursing agent and monitoring their services to the Portfolios; assisting the Portfolios in preparing reports to shareholders; acting as liaison with the Portfolios’ independent public accountants and providing, upon request, analyses, fiscal year summaries and other audit related services; assisting in the preparation of agendas and supporting documents for and minutes of meetings of trustees and committees of trustees; assisting in the preparation of regular communications with the trustees; and providing personnel and office space, telephones and other office equipment as necessary in order for TAM to perform supervisory and administrative services to the Portfolios.

2. BASIS FOR CONSOLIDATION

Transamerica Cayman BlackRock Global Allocation, Ltd. (the “Subsidiary”) is organized under the laws of the Cayman Islands as a wholly-owned subsidiary which acts as an investment vehicle for Transamerica BlackRock Global Allocation VP. The principal purpose of investment of the Subsidiaries is to allow the Portfolio noted above to gain exposure to the commodity markets within the limitations of the federal tax law requirements applicable to regulated investment companies.

 

Transamerica Series Trust

  Page    2       


 

NOTES TO SCHEDULES OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

2. BASIS FOR CONSOLIDATION (continued)

 

At September 30, 2019, the net assets of the Subsidiary as a percentage of the Portfolio’s net assets is as follows:

 

Portfolio    Subsidiary    Subsidiary
Net Assets
     Percentage
of Net
Assets
 

BlackRock Global Allocation VP

   Transamerica Cayman Blackrock Global Allocation, Ltd.      $  8,730,107        0.54

3. SIGNIFICANT ACCOUNTING POLICIES

The following is a summary of significant accounting policies followed by the Portfolios.

Foreign currency denominated investments: The accounting records of the Portfolios are maintained in U.S. dollars. Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars based on the closing exchange rate each day. The cost of foreign securities purchased and any realized gains or losses are translated at the prevailing exchange rates in effect on the date of the respective transaction. The Portfolios combine fluctuations from currency exchange rates and fluctuations in value when computing net realized and unrealized gains or losses from investments.

Net foreign currency gains and losses resulting from changes in exchange rates include, foreign currency fluctuations between trade date and settlement date of investment security transactions, gains and losses on forward foreign currency contracts, and the difference between the receivable amounts of interest and dividends recorded in the accounting records in U.S. dollars and the amounts actually received.

Foreign currency denominated assets may involve risks not typically associated with domestic transactions. These risks include revaluation of currencies, adverse fluctuations in foreign currency values, and possible adverse political, social, and economic developments, including those particular to a specific industry, country or region.

Security transactions and investment income: Asset Allocation Portfolios security transactions are accounted for on the trade date. Security gains and losses are calculated on a first-in, first-out basis. Interest income, if any, is accrued as earned. Dividend income and capital gain distributions from underlying investments, if any, are recorded on the ex-dividend date. Income or short-term capital gain distributions received from underlying investments, if any, are recorded as Dividend income from investments within the Statement of Operations. Long-term capital gain distributions received from underlying investments, if any, are recorded as Net realized gain (loss) on Capital gain distributions received from investments within the Statement of Operations.

All Portfolios, with the exception of the Asset Allocation Portfolios, security transactions are accounted for on the trade date. Security gains and losses are calculated on a first-in, first-out basis. Dividend income, if any, is recorded on the ex-dividend date or, in the case of foreign securities, as soon as the Portfolio is informed of the ex-dividend dates, net of foreign taxes. Interest income, if any, including accretion of discounts and amortization of premiums, is recorded on the accrual basis commencing on the settlement date.

4. SECURITY VALUATION

All investments in securities are recorded at their estimated fair value. The Portfolios value their investments at the official close of the New York Stock Exchange (“NYSE”) each day the NYSE is open for business.

The Portfolios utilize various methods to measure the fair value of their 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 the Portfolio’s own assumptions used in determining the fair value of 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 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 Portfolios’ investments at September 30, 2019, is disclosed within the Security Valuation section of each Portfolio’s Schedule of Investments or Consolidated Schedule of Investments.

 

Transamerica Series Trust

  Page    3       


 

NOTES TO SCHEDULES OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

4. SECURITY VALUATION (continued)

 

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 Portfolios’ significant categories of assets and liabilities measured at fair value on a recurring basis are as follows:

Contingent value rights (“CVR”): CVRs for which quotations are not readily available are valued at fair value as determined in good faith by the Valuation Committee under the supervision of the Board. CVRs 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 relating to the issuer. Depending on the relative significance of observable valuation inputs, these investments may be classified in either Level 2 or Level 3 of the fair value hierarchy.

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.

Exchange-traded funds (“ETF”): ETFs are stated at the last reported sale price or closing price on the day of valuation taken from the primary exchange where the ETF is principally traded. ETFs are generally categorized in Level 1 of the fair value hierarchy.

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.

Investment companies: Certain investment companies are valued at the NAV of the underlying Portfolios as the practical expedient. These investment companies are not included within the fair value hierarchy. Certain other investment companies are valued at the actively traded NAV of the underlying portfolios and no valuation adjustments are applied. These investment companies are categorized in Level 1 of the fair value hierarchy.

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.

Commercial paper: Commercial paper is valued using amortized cost, which approximates fair value. The values are generally categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

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.

Loan assignments: Loan assignments are normally valued using an income approach, which projects future cash flows and converts those future cash flows to a present value using a discount rate. The resulting present value reflects the likely fair value of the loan. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise are categorized in Level 3.

 

Transamerica Series Trust

  Page    4       


 

NOTES TO SCHEDULES OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

4. SECURITY VALUATION (continued)

 

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.

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.

Securities lending collateral: Securities lending collateral is invested in a money market fund which is valued at the NAV and no valuation adjustments are applied. Securities lending collateral is categorized in Level 1 of the fair value hierarchy.

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.

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.

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.

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 Portfolios 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.

5. SECURITIES AND OTHER INVESTMENTS

Contingent value rights: The Portfolios may invest in CVRs, which is a type of right given to investors of an acquired company (or a company facing major restructuring) that ensures additional benefit if a specified event occurs. A CVR often has an expiration date that relates to the time the contingent event must occur. CVRs generally lack liquidity since most are non-transferable and a large number of legal and other issues can arise when negotiating and implementing these instruments.

CVRs held at September 30, 2019, if any, are identified within the Schedule of Investments or Consolidated Schedule of Investments.

 

Transamerica Series Trust

  Page    5       


 

NOTES TO SCHEDULES OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

5. SECURITIES AND OTHER INVESTMENTS (continued)

 

Loan participations and assignments: The Portfolios may invest in direct debt instruments which are interests in amounts owed to lenders or lending syndicates by corporate, governmental, or other borrowers, either in the form of participations at the time the loan is originated (“Participations”) or buying an interest in the loan in the secondary market from a financial institution or institutional investor (“Assignments”). Participations and Assignments in commercial loans may be secured or unsecured. These investments may include standby financing commitments, including revolving credit facilities that obligate the Portfolios to supply additional cash to the borrowers on demand. Loan Participations and Assignments involve risks of insolvency of the lending banks or other financial intermediaries. As such, the Portfolios assume the credit risks associated with the corporate borrowers and may assume the credit risks associated with the interposed banks or other financial intermediaries.

Each Portfolio, based on its ability to invest in Loan Participations and Assignments, may be contractually obligated to receive approval from the agent banks and/or borrowers prior to the sale of these investments. The Portfolios that participate in such syndications, or that can buy a portion of the loans, become part lenders. Loans are often administered by agent banks acting as agents for all holders.

The agent banks administer the terms of the loans, as specified in the loan agreements. In addition, the agent banks are normally responsible for the collection of principal and interest payments from the corporate borrowers and the apportionment of these payments to the credit of all institutions that are parties to the loan agreements. Unless the Portfolios have direct recourse against the corporate borrowers under the terms of the loans or other indebtedness, the Portfolios may have to rely on the agent banks or other financial intermediaries to apply appropriate credit remedies against corporate borrowers.

The Portfolios held no unsecured loan participations at September 30, 2019. Open secured loan participations and assignments at September 30, 2019, if any, are included within the Schedule of Investments or Consolidated Schedule of Investments.

Payment in-kind (“PIK”) securities: PIKs give the issuer the option of making interest payments in either cash or additional debt securities at each interest payment date. Those additional debt securities usually have the same terms, including maturity dates and interest rates, and associated risks as the original bonds.

PIKs held at September 30, 2019, if any, are identified within the Schedule of Investments or Consolidated Schedule of Investments.

Real estate investment trusts (“REIT”): REITs are pooled investment vehicles which invest primarily in income producing real estate, or real estate related loans or interests. Distributions received by REITs are classified at management’s estimate of the dividend income, return of capital and capital gains. Estimates are based on information available at year-end, which includes the previous fiscal year’s classification. The actual amounts of dividend income, return of capital, and capital gains are only determined by each REIT after the fiscal year end and may differ from the estimated amounts. Upon notification from the REITs, some of the distributions received may be re-classified and recorded as a return of capital or capital gains. There are certain additional risks involved in investing in REITs. These include, but are not limited to, economic conditions, changes in zoning laws, real estate values, property taxes, and interest rates.

REITs held at September 30, 2019, if any, are identified within the Schedule of Investments or Consolidated Schedule of Investments.

Restricted securities: The Portfolios may invest in unregulated restricted securities. Restricted securities are subject to legal or contractual restrictions on resale. Restricted securities generally may be resold in transactions exempt from registration under the Securities Act of 1933.

Restricted securities held at September 30, 2019, if any, are identified within the Schedule of Investments or Consolidated Schedule of Investments.

Treasury inflation-protected securities (“TIPS”): Certain Portfolios may invest in TIPS, which are fixed income securities whose principal value is periodically adjusted according to the rate of inflation/deflation. If the index measuring inflation/deflation rises or falls, the principal value of TIPS will be adjusted upward or downward, and consequently the interest payable on these securities (calculated with respect to a larger or smaller principal amount) will be increased or reduced, respectively. Repayment of the original bond principal upon maturity (as adjusted for inflation) is guaranteed in the case of U.S. Treasury inflation-indexed bonds and notes. For bonds and notes that do not provide a similar guarantee, the adjusted principal value of the bond repaid at maturity may be less than the original principal.

TIPS held at September 30, 2019, if any, are included within the Schedule of Investments or Consolidated Schedule of Investments.

When-issued, delayed-delivery, forward, and to be announced (“TBA”) commitment transactions: The Portfolios may purchase or sell securities on a when-issued, delayed-delivery, forward and TBA commitment basis. When-issued and forward commitment transactions are made conditionally because a security, although authorized, has not yet been issued in the market. Settlement of such transactions normally occurs within a month or more after the purchase or sale commitment is made. The Portfolios engage in when-issued and forward commitment transactions to obtain an advantageous price and yield at the time of the transaction. The Portfolios engage in when-issued and forward commitment transactions for the purpose of acquiring securities, but may enter into a separate agreement to sell the securities before the settlement date. Since the value of securities purchased may fluctuate prior to settlement, the Portfolios may be required to pay more at settlement than the security is worth. In addition, the Portfolios are not entitled to any of the interest earned prior to settlement.

Delayed-delivery transactions involve a commitment by the Portfolios to purchase or sell securities for a predetermined price or yield, with payment and delivery taking place beyond the customary settlement period. When delayed-delivery transactions are outstanding, the Portfolios will segregate with their custodian either cash, U.S. government securities, or other liquid assets at least equal to the value or purchase commitments until payment is made. When purchasing a security on a delayed-delivery basis, the Portfolios assume the rights and risks of ownership of the security, including the risk of price and yield fluctuations. These transactions also involve a risk to the Portfolios if the other

 

Transamerica Series Trust

  Page    6       


 

NOTES TO SCHEDULES OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

5. SECURITIES AND OTHER INVESTMENTS (continued)

 

party to the transaction defaults on its obligation to make payment or delivery, and the Portfolios are delayed or prevented from completing the transaction. The Portfolios may dispose of or renegotiate a delayed-delivery transaction after it is entered into, which may result in a realized gain or loss. When the Portfolios sell a security on a delayed-delivery basis, the Portfolios do not participate in future gains and losses on the security.

TBA commitments are entered into to purchase or sell securities for a fixed price at a future date, typically not to exceed 45 days. TBAs are considered securities in themselves, and involve a risk of loss if the value of the security to be purchased declines, or the value of the security sold increases, prior to settlement date, in addition to the risk of decline in the value of a Portfolio’s other assets. Unsettled TBA commitments are valued at the current value of the underlying securities. TBA collateral requirements are typically calculated by netting the mark-to-market amount for each transaction and comparing that amount to the value of the collateral currently pledged by a Portfolio and the counterparty. Cash collateral that has been pledged to cover the obligations of a Portfolio and cash collateral received from the counterparty, if any, is reported separately in the Statements of Assets and Liabilities as Cash collateral pledged at broker for TBA commitments or Cash collateral at broker for TBA commitments, respectively. Non-cash collateral pledged by a Portfolio, if any, is disclosed within the Schedule of Investments. Typically, a Portfolio is permitted to sell, re-pledge or use the collateral it receives; however, the counterparty is not permitted. To the extent amounts due to a Portfolio are not fully collateralized, contractually or otherwise, a Portfolio bears the risk of loss from counterparty non-performance.

When-issued, delayed-delivery, forward and TBA commitment transactions held at September 30, 2019, if any, are identified within the Schedule of Investments or Consolidated Schedule of Investments.

6. BORROWINGS AND OTHER FINANCING TRANSACTIONS

The Portfolios may engage in borrowing transactions as a means of raising cash to satisfy redemption requests, for other temporary or emergency purposes or, to the extent permitted by their investment policies, to raise additional cash to be invested in other securities or instruments. When the Portfolios invest borrowing proceeds in other securities, the Portfolios will bear the risk that the market value of the securities in which such proceeds are invested goes down and is insufficient to repay the borrowed proceeds. The Portfolios may borrow on a secured or on an unsecured basis. If the Portfolios enter into a secured borrowing arrangement, a portion of the Portfolios’ assets will be used as collateral. The 1940 Act requires the Portfolios to maintain asset coverage of at least 300% of the amount of their borrowings. Asset coverage means the ratio that the value of the Portfolios’ total assets, minus liabilities other than borrowings, bears to the aggregate amount of all borrowings. Although complying with this requirement has the effect of limiting the amount that the Portfolios may borrow, it does not otherwise mitigate the risks of entering into borrowing transactions.

Interfund lending: The Portfolio, along with other funds and portfolios advised by TAM, may participate in an interfund lending program pursuant to exemptive relief granted by the Securities and Exchange Commission on January 18, 2017. This program allows the Portfolio to lend to and borrow from other funds and portfolios advised by TAM. Interfund lending transactions are subject to the conditions of the exemptive relief which place limits on the amount of lending or borrowing a Portfolio may participate in under the program. Interest earned or paid on an interfund lending transaction will be based on the average of certain current market rates. As of September 30, 2019, the Portfolio has not utilized the program.

Repurchase agreements: In a repurchase agreement, the Portfolios purchase a security and simultaneously commit to resell that security to the seller at an agreed-upon price on an agreed-upon date. Securities purchased subject to a repurchase agreement are held at the Portfolios’ custodian, or designated sub-custodian related to tri-party repurchase agreements, and, pursuant to the terms of the repurchase agreement, must be collateralized by securities with an aggregate market value greater than or equal to 100% of the resale price. The Portfolios will bear the risk of value fluctuations until the securities can be sold and may encounter delays and incur costs in liquidating the securities. In the event of bankruptcy or insolvency of the seller, delays and costs may be incurred.

Repurchase agreements are subject to netting agreements, which are agreements between the Portfolios and their counterparties that provide for the net settlement of all transactions and collateral with the Portfolios, through a single payment, in the event of default or termination. Amounts presented within the Schedule of Investments or Consolidated Schedule of Investments are shown on a gross basis. The value of the related collateral for each repurchase agreement, as reflected within the Schedule of Investments or Consolidated Schedule of Investments, exceeds the value of each repurchase agreement at September 30, 2019.

Repurchase agreements at September 30, 2019, if any, are included within the Schedule of Investments or Consolidated Schedule of Investments.

Reverse repurchase agreements: The Portfolios may enter into reverse repurchase agreements in which the Portfolios sell portfolio securities and agree to repurchase them from the buyer at a specified date and price. The Portfolios may utilize reverse repurchase agreements when it is anticipated that the interest income to be earned from the investment of the proceeds of the transaction is greater than the interest expense of the transaction. Reverse repurchase agreements are considered to be a form of borrowing. Pursuant to the terms of the reverse repurchase agreements, the Portfolios’ custodian must segregate assets with an aggregate market value greater than or equal to 100% of the repurchase price. In periods of increased demand for the security, the Portfolios may receive a fee for use of the security by the counterparty, which may result in interest income to the Portfolios. Reverse repurchase agreements involve leverage risk and also the risk that the market value of the securities that the Portfolios are obligated to repurchase under the agreement may decline below the repurchase price. The Portfolios are subject to the risk that the buyer under the agreement may file for bankruptcy, become insolvent, or otherwise default on its obligations to the Portfolios. In the event of a default by the counterparty, there may be delays, costs and risks of loss involved in the Portfolios exercising their rights under the agreement, or those rights may be limited by other contractual agreements.

 

Transamerica Series Trust

  Page    7       


 

NOTES TO SCHEDULES OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

6. BORROWINGS AND OTHER FINANCING TRANSACTIONS (continued)

 

For the period ended September 30, 2019, the Portfolios’ average borrowings are as follows. Funds not listed in the subsequent table do not have any reverse repurchase agreements during the period.

 

Portfolio    Average
Daily
Borrowing
     Number
of Days
Outstanding
     Weighted
Average
Interest Rate
 

PIMCO Tactical – Balanced VP

   $   150,347,140        273        2.52

PIMCO Tactical – Conservative VP

     110,695,653        273        2.52  

PIMCO Tactical – Growth VP

     57,485,481        273        2.50  

PIMCO Total Return VP

     336,443,174        273        2.52  

Open reverse repurchase agreements at September 30, 2019, if any, are included within the Schedule of Investments or Consolidated Schedule of Investments.

Sale-buyback: The Portfolios may enter into sale-buyback financing transactions. The Portfolios account for sale-buyback financing transactions as borrowing transactions and realize gains and losses on these transactions at the end of the roll period. Sale-buyback financing transactions involve sales by the Portfolios of securities and simultaneously contracts to repurchase the same or substantially similar securities at an agreed upon price and date.

The Portfolios forgo principal and interest paid during the roll period on the securities sold in a sale-buyback financing transaction. The Portfolios are compensated by the difference between the current sales price and the price for the future purchase (often referred to as the “price drop”), as well as by any interest earned on the proceeds of the securities sold. Sale-buyback financing transactions may be renewed with a new sale and a repurchase price and a cash settlement made at each renewal without physical delivery of the securities subject to the contract. Sale-buyback financing transactions expose the Portfolios to risks such as, the buyer under the agreement may file for bankruptcy, become insolvent, or otherwise default on its obligations to the Portfolios, the market value of the securities the Portfolios are obligated to repurchase under the agreement may decline below the repurchase price. The Portfolios’ obligations under a sale-buyback typically would be offset by liquid assets equal in value to the amount of the Portfolios’ forward commitment to repurchase the subject security. Sale-buyback financing transactions accounted for as borrowing transactions are excluded from the Portfolios’ portfolio turnover rates.

For the period ended September 30, 2019, the Portfolios’ average borrowings are as follows. Funds not listed in the subsequent table do not have any sale-buybacks during the period.

 

Portfolio    Average
Daily
Borrowing
     Number
of Days
Outstanding
     Weighted
Average
Interest Rate
 

PIMCO Tactical – Balanced VP

   $   15,066,165        258        2.38

PIMCO Tactical – Conservative VP

     6,859,653        233        2.45  

PIMCO Tactical – Growth VP

     7,369,484        246        2.41  

PIMCO Total Return VP

     12,386,555        150        2.25  

Open sale-buyback financing transactions at September 30, 2019, if any, are identified within the Schedule of Investments or Consolidated Schedule of Investments.

Securities lending: Securities are lent to qualified financial institutions and brokers. State Street serves as securities lending agent to the Portfolios pursuant to a Securities Lending Agreement. The lending of securities exposes the Portfolios to risks such as; the borrowers may fail to return the loaned securities, or may not be able to provide additional collateral, the Portfolios may experience delays in recovery of the loaned securities or delays in access to collateral, or the Funds may experience losses related to the investment collateral. To minimize certain risks, loan counterparties pledge cash collateral with a value of at least 102% of the current value of the loaned securities for securities traded on U.S. exchanges and a value of at least 105% for all other securities loaned. The lending agent has agreed to indemnify the Funds in the case of default of any securities borrower.

Cash collateral received is invested in the State Street Navigator Securities Lending Trust – Government Money Market Portfolio, a money market mutual fund registered under the 1940 Act.

The value of loaned securities and related collateral outstanding at September 30, 2019, if any, are shown on a gross basis within the Schedule of Investments.

Short sales: A short sale is a transaction in which the Portfolios sell securities they do not own, but have borrowed, in anticipation of a decline in the fair market value of the securities. The Portfolios are obligated to replace the borrowed securities at the market price at the time of replacement. The Portfolios’ obligation to replace the securities borrowed in connection with a short sale is fully secured by collateral deposited with the custodian. In addition, the Portfolios consider the short sale to be a borrowing by the Portfolios that is subject to the asset coverage requirements of the 1940 Act. Short sales represent an aggressive trading practice with a high risk/return potential, and short sales involve special considerations. Risks of short sales include that possible losses from short sales may be unlimited (e.g., if the price of stocks sold short rises), whereas losses from direct purchases of securities are limited to the total amount invested, and the Portfolios may be unable to replace borrowed securities sold short.

 

Transamerica Series Trust

  Page    8       


 

NOTES TO SCHEDULES OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

6. BORROWINGS AND OTHER FINANCING TRANSACTIONS (continued)

 

Open short sale transactions at September 30, 2019, if any, are included within the Schedule of Investments or Consolidated Schedule of Investments.

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of September 30, 2019. Portfolios not listed in the subsequent table have not entered into secured borrowing transactions.

 

     Remaining Contractual Maturity of the Agreements  
      Overnight and
Continuous
     Less Than
30 Days
     Between
30 & 90 Days
     Greater Than
90 Days
     Total  

Aegon High Yield Bond VP

 

Securities Lending Transactions

 

Corporate Debt Securities

   $ 11,324,398      $   —      $   —      $   —      $   11,324,398  

 

 

Total Borrowings

   $   11,324,398      $      $      $      $ 11,324,398  

 

 

Barrow Hanley Dividend Focused VP

 

Securities Lending Transactions

 

Common Stocks

   $ 873,474      $      $      $      $ 873,474  

 

 

Total Borrowings

   $ 873,474      $      $      $      $ 873,474  

 

 

BlackRock Global Allocation VP

 

Securities Lending Transactions

 

Common Stocks

   $ 13,316,757      $      $      $      $ 13,316,757  

Corporate Debt Securities

     5,220,102                             5,220,102  

U.S. Government Obligations

     41,317,705                             41,317,705  

Short-Term U.S. Government Obligations

     8,251,634                             8,251,634  

 

 

Total Securities Lending Transactions

   $ 68,106,198      $      $      $      $ 68,106,198  

 

 

Total Borrowings

   $ 68,106,198      $      $      $      $ 68,106,198  

 

 

BlackRock Global Real Estate Securities VP

 

Securities Lending Transactions

 

Common Stocks

   $ 24,201,615      $      $      $      $ 24,201,615  

 

 

Total Borrowings

   $ 24,201,615      $      $      $      $ 24,201,615  

 

 

BlackRock Smart Beta 40 VP

 

Securities Lending Transactions

 

Exchange-Traded Funds

   $ 43,480,360      $      $      $      $ 43,480,360  

 

 

Total Borrowings

   $ 43,480,360      $      $      $      $ 43,480,360  

 

 

BlackRock Smart Beta 50 VP

 

Securities Lending Transactions

 

Exchange-Traded Funds

   $ 4,072,534      $      $      $      $ 4,072,534  

 

 

Total Borrowings

   $ 4,072,534      $      $      $      $ 4,072,534  

 

 

BlackRock Smart Beta 75 VP

 

Securities Lending Transactions

 

Exchange-Traded Funds

   $ 5,795,300      $      $      $      $ 5,795,300  

 

 

Total Borrowings

   $ 5,795,300      $      $      $      $ 5,795,300  

 

 

Greystone International Growth VP

 

Securities Lending Transactions

 

Common Stocks

   $ 34,562,240      $      $      $      $ 34,562,240  

 

 

Total Borrowings

   $ 34,562,240      $      $      $      $ 34,562,240  

 

 

 

Transamerica Series Trust

  Page    9       


 

NOTES TO SCHEDULES OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

6. BORROWINGS AND OTHER FINANCING TRANSACTIONS (continued)

 

     Remaining Contractual Maturity of the Agreements  
      Overnight and
Continuous
     Less Than
30 Days
     Between
30 & 90 Days
     Greater Than
90 Days
     Total  

Janus Balanced VP

 

Securities Lending Transactions

 

Corporate Debt Securities

   $ 5,611,560      $      $      $      $ 5,611,560  

U.S. Government Obligations

     2,249,228                             2,249,228  

 

 

Total Securities Lending Transactions

   $ 7,860,788      $      $      $      $ 7,860,788  

 

 

Total Borrowings

   $ 7,860,788      $      $      $      $ 7,860,788  

 

 

Janus Mid-Cap Growth VP

 

Securities Lending Transactions

 

Common Stocks

   $ 16,312,303      $      $      $      $ 16,312,303  

 

 

Total Borrowings

   $ 16,312,303      $      $      $      $ 16,312,303  

 

 

Jennison Growth VP

 

Securities Lending Transactions

 

Common Stocks

   $ 17,705,617      $      $      $      $ 17,705,617  

 

 

Total Borrowings

   $ 17,705,617      $      $      $      $   17,705,617  

 

 

JPMorgan Core Bond VP

 

Securities Lending Transactions

 

Corporate Debt Securities

   $ 1,476,073      $      $      $      $ 1,476,073  

Foreign Government Obligations

     52,815                             52,815  

U.S. Government Obligations

     2,488,062                             2,488,062  

 

 

Total Securities Lending Transactions

   $ 4,016,950      $      $      $      $ 4,016,950  

 

 

Total Borrowings

   $ 4,016,950      $      $      $      $ 4,016,950  

 

 

JPMorgan Enhanced Index VP

 

Securities Lending Transactions

 

Common Stocks

   $ 3,322,471      $      $      $      $ 3,322,471  

 

 

Total Borrowings

   $ 3,322,471      $      $      $      $ 3,322,471  

 

 

JPMorgan Mid Cap Value VP

 

Securities Lending Transactions

 

Common Stocks

   $ 3,997,686      $      $      $      $ 3,997,686  

 

 

Total Borrowings

   $ 3,997,686      $      $      $      $ 3,997,686  

 

 

JPMorgan Tactical Allocation VP

 

Securities Lending Transactions

 

Corporate Debt Securities

   $ 1,311,351      $      $      $      $ 1,311,351  

Foreign Government Obligations

     51,925                             51,925  

U.S. Government Obligations

     2,749,139                             2,749,139  

Common Stocks

     8,717,389                             8,717,389  

Exchange-Traded Funds

     69,991                             69,991  

 

 

Total Securities Lending Transactions

   $ 12,899,795      $      $      $      $ 12,899,795  

 

 

Total Borrowings

   $ 12,899,795      $      $      $      $ 12,899,795  

 

 

Legg Mason Dynamic Allocation – Balanced VP

 

Securities Lending Transactions

 

Exchange-Traded Funds

   $ 22,308,800      $      $      $      $ 22,308,800  

 

 

Total Borrowings

   $ 22,308,800      $      $      $      $ 22,308,800  

 

 

Legg Mason Dynamic Allocation – Growth VP

 

Securities Lending Transactions

 

Exchange-Traded Funds

   $ 31,400      $      $      $      $ 31,400  

 

 

Total Borrowings

   $ 31,400      $      $      $      $ 31,400  

 

 

 

Transamerica Series Trust

  Page    10       


 

NOTES TO SCHEDULES OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

6. BORROWINGS AND OTHER FINANCING TRANSACTIONS (continued)

 

     Remaining Contractual Maturity of the Agreements  
      Overnight and
Continuous
     Less Than
30 Days
     Between
30 & 90 Days
     Greater Than
90 Days
     Total  

Madison Conservative Allocation VP

 

Securities Lending Transactions

 

Exchange-Traded Funds

   $ 2,567,994      $      $      $      $ 2,567,994  

 

 

Total Borrowings

   $ 2,567,994      $      $      $      $ 2,567,994  

 

 

Managed Risk – Balanced ETF VP

 

Securities Lending Transactions

 

Exchange-Traded Funds

   $ 109,125,350      $      $      $      $ 109,125,350  

 

 

Total Borrowings

   $ 109,125,350      $      $      $      $   109,125,350  

 

 

Managed Risk – Conservative ETF VP

 

Securities Lending Transactions

 

Exchange-Traded Funds

   $ 8,409,500      $      $      $      $ 8,409,500  

 

 

Total Borrowings

   $ 8,409,500      $      $      $      $ 8,409,500  

 

 

Managed Risk – Growth ETF VP

 

Securities Lending Transactions

 

Exchange-Traded Funds

   $ 210,286,944      $      $      $      $ 210,286,944  

 

 

Total Borrowings

   $   210,286,944      $      $      $      $ 210,286,944  

 

 

Morgan Stanley Capital Growth VP

 

Securities Lending Transactions

 

Common Stocks

   $ 51,576,068      $      $      $      $ 51,576,068  

 

 

Total Borrowings

   $ 51,576,068      $      $      $      $ 51,576,068  

 

 

Multi-Managed Balanced VP

 

Securities Lending Transactions

 

Common Stocks

   $ 3,185,156      $      $      $      $ 3,185,156  

Preferred Stocks

     10,088                             10,088  

Corporate Debt Securities

     2,653,809                             2,653,809  

Foreign Government Obligations

     217,556                             217,556  

Short-Term U.S. Government Obligations

     17,607,658                             17,607,658  

 

 

Total Securities Lending Transactions

   $ 23,674,267      $      $      $      $ 23,674,267  

 

 

Total Borrowings

   $ 23,674,267      $      $      $      $ 23,674,267  

 

 

PIMCO Tactical – Balanced VP

 

Securities Lending Transactions

 

Corporate Debt Securities

   $ 710,325      $      $      $   —      $ 710,325  

 

 

Reverse Repurchase Agreements

 

U.S. Government Obligations

   $      $ 120,219,373      $   —      $      $ 120,219,373  

Cash

     375,998                             375,998  

 

 

Total Reverse Repurchase Agreements

   $ 375,998      $ 120,219,373      $      $      $ 120,595,371  

 

 

Total Borrowings

   $ 1,086,323      $   120,219,373      $      $      $ 121,305,696  

 

 

PIMCO Tactical – Conservative VP

 

Securities Lending Transactions

 

Corporate Debt Securities

   $ 910,490      $      $      $      $ 910,490  

 

 

Reverse Repurchase Agreements

 

U.S. Government Obligations

   $      $ 78,617,723      $      $      $ 78,617,723  

Cash

     670,251                             670,251  

 

 

Total Reverse Repurchase Agreements

   $ 670,251      $ 78,617,723      $      $      $ 79,287,974  

 

 

Total Borrowings

   $ 1,580,741      $ 78,617,723      $      $      $ 80,198,464  

 

 

 

Transamerica Series Trust

  Page    11       


 

NOTES TO SCHEDULES OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

6. BORROWINGS AND OTHER FINANCING TRANSACTIONS (continued)

 

     Remaining Contractual Maturity of the Agreements  
      Overnight and
Continuous
     Less Than
30 Days
     Between
30 & 90 Days
     Greater Than
90 Days
     Total  

PIMCO Tactical – Growth VP

 

Securities Lending Transactions

 

Corporate Debt Securities

   $ 425,150      $      $      $      $ 425,150  

 

 

Reverse Repurchase Agreements

 

U.S. Government Obligations

   $ 11,626,769      $ 63,010,982      $      $      $ 74,637,751  

Cash

     316,612                             316,612  

 

 

Total Reverse Repurchase Agreements

   $ 11,943,381      $ 63,010,982      $      $      $ 74,954,363  

 

 

Total Borrowings

   $ 12,368,531      $ 63,010,982      $      $      $ 75,379,513  

 

 

PIMCO Total Return VP

 

Securities Lending Transactions

 

Corporate Debt Securities

   $   27,324,025      $      $      $      $ 27,324,025  

 

 

Reverse Repurchase Agreements

 

U.S. Government Obligations

   $      $ 381,635,298      $ 9,630,952      $      $ 391,266,250  

Cash

     313,093                             313,093  

 

 

Total Reverse Repurchase Agreements

   $ 313,093      $ 381,635,298      $ 9,630,952      $      $ 391,579,343  

 

 

Sale Buy-back Transactions

 

U.S. Government Obligations

   $ 12,530,058      $      $      $      $ 12,530,058  

 

 

Total Borrowings

   $ 40,167,176      $   381,635,298      $   9,630,952      $   —      $   431,433,426  

 

 

PineBridge Inflation Opportunities VP

 

Securities Lending Transactions

 

Corporate Debt Securities

   $ 225,288      $      $      $      $ 225,288  

Preferred Stocks

     91,392                             91,392  

 

 

Total Securities Lending Transactions

   $ 316,680      $      $      $      $ 316,680  

 

 

Total Borrowings

   $ 316,680      $      $      $      $ 316,680  

 

 

QS Investors Active Asset Allocation – Conservative VP

 

Securities Lending Transactions

 

Exchange-Traded Funds

   $ 11,844,225      $      $      $      $ 11,844,225  

 

 

Total Borrowings

   $ 11,844,225      $      $      $      $ 11,844,225  

 

 

QS Investors Active Asset Allocation – Moderate Growth VP

 

Securities Lending Transactions

 

Exchange-Traded Funds

   $ 19,869,296      $      $      $      $ 19,869,296  

 

 

Total Borrowings

   $ 19,869,296      $      $      $      $ 19,869,296  

 

 

QS Investors Active Asset Allocation – Moderate VP

 

Securities Lending Transactions

 

Exchange-Traded Funds

   $ 63,871,608      $      $      $      $ 63,871,608  

 

 

Total Borrowings

   $ 63,871,608      $      $      $      $ 63,871,608  

 

 

Small/Mid Cap Value VP

 

Securities Lending Transactions

 

Common Stocks

   $ 7,135,518      $      $      $      $ 7,135,518  

 

 

Total Borrowings

   $ 7,135,518      $      $      $      $ 7,135,518  

 

 

T. Rowe Price Small Cap VP

 

Securities Lending Transactions

 

Common Stocks

   $ 23,581,331      $      $      $      $ 23,581,331  

 

 

Total Borrowings

   $ 23,581,331      $      $      $      $ 23,581,331  

 

 

TS&W International Equity VP

 

Securities Lending Transactions

 

Common Stocks

   $ 13,671,717      $      $      $      $ 13,671,717  

 

 

Total Borrowings

   $ 13,671,717      $      $      $      $ 13,671,717  

 

 

 

Transamerica Series Trust

  Page    12       


 

NOTES TO SCHEDULES OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

6. BORROWINGS AND OTHER FINANCING TRANSACTIONS (continued)

 

     Remaining Contractual Maturity of the Agreements  
      Overnight and
Continuous
     Less Than
30 Days
     Between
30 & 90 Days
     Greater Than
90 Days
     Total  

WMC US Growth II VP

 

Securities Lending Transactions

 

Common Stocks

   $ 88,073      $      $      $      $ 88,073  

 

 

Total Borrowings

   $ 88,073      $      $      $      $ 88,073  

 

 

WMC US Growth VP

 

Securities Lending Transactions

 

Common Stocks

   $ 23,517,083      $      $      $      $ 23,517,083  

 

 

Total Borrowings

   $ 23,517,083      $      $      $      $   23,517,083  

 

 

7. RISK EXPOSURES AND THE USE OF DERIVATIVE INSTRUMENTS

The Portfolios’ investment objectives allow the Portfolios to use various types of derivative contracts, including option contracts, swap agreements, futures contracts, and forward foreign currency contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or OTC.

Market Risk Factors: In pursuit of the Portfolios’ investment objectives, the Portfolios may seek to use derivatives to increase or decrease their exposure to certain market risks, including:

Interest rate risk: Interest rate risk relates to the fluctuations in the value of fixed income securities due to changes in the prevailing levels of market interest rates.

Foreign exchange rate risk: Foreign exchange rate risk relates to fluctuations in the value of an asset or liability due to changes in the currency exchange rates.

Equity risk: Equity risk relates to the change in value of equity securities as they relate to increases or decreases in the general market.

Credit risk: Credit risk relates to the ability of the issuer of a financial instrument to make further principal or interest payments on an obligation or commitment that it has to the Portfolios.

Commodity risk: Commodity risk relates to the change in value of commodities or commodity indices as they relate to increases or decreases in the commodities market. Commodities are physical assets that have tangible properties. Examples of these types of assets are crude oil, heating oil, metals, livestock, and agricultural products.

The Portfolios are also exposed to additional risks from investing in derivatives, such as liquidity and counterparty credit risk. Liquidity risk is the risk that the Portfolios will be unable to sell or close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligations to the Portfolios. Investing in derivatives may also involve greater risks than investing directly in the underlying assets, such as losses in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

The Portfolios’ exposure to market risk factors and certain other associated risks are summarized by derivative type as follows:

Option contracts: The Portfolios are subject to equity risk, interest rate risk, and foreign exchange rate risk in the normal course of pursuing their investment objectives. The Portfolios may enter into option contracts to manage exposure to various market fluctuations. The Portfolios may purchase or write call and put options on securities and derivative instruments in which each Portfolio owns or may invest. Options are valued at the average of the bid and ask price established each day at the close of the board of trade or exchange on which they are traded. Options are marked-to-market daily to reflect the current value of the option. The primary risks associated with options are an imperfect correlation between the change in value of the securities held and the prices of the option contracts, the possibility of an illiquid market, and an inability of the counterparty to meet the contract terms. Options can be traded through an exchange or through privately negotiated arrangements with a dealer in an OTC transaction. Options traded on an exchange are generally cleared through a clearinghouse such as the Options Clearing Corp.

Options on exchange-traded funds and/or securities: The Portfolios may purchase or write options on ETFs and/or securities. Purchasing or writing options on ETFs and/or securities gives the Portfolios the right, but not the obligation to buy or sell a specified ETF and/or security as an underlying instrument for the option contract.

Options on foreign currency: The Portfolios may purchase or write foreign currency options. Purchasing or writing options on foreign currency gives the Portfolios the right, but not the obligation to buy or sell the currency and will specify the amount of currency and a rate of exchange that may be exercised by a specified date.

Options on futures: The Portfolios may purchase or write options on futures. Purchasing or writing options on futures gives the Portfolios the right, but not obligation to buy or sell a position on a futures contract at the specified option exercise price at any time during the period of the option.

 

Transamerica Series Trust

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NOTES TO SCHEDULES OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

7. RISK EXPOSURES AND THE USE OF DERIVATIVE INSTRUMENTS (continued)

 

Options on indices: The Portfolios may purchase or write options on indices. Purchasing or writing an option on indices gives the Portfolios the right, but not the obligation to buy or sell the cash from the underlying index. The exercise of the option will result in a cash transfer and gain or loss depends on the change in the underlying index.

Interest rate swaptions: The Portfolios may purchase or write interest rate swaption agreements which are options to enter into a pre-defined swap agreement by some specific date in the future. The writer of the swaption becomes the counterparty to the swap if the buyer exercises. The interest rate swaption agreement will specify whether the buyer of the swaption will be a fixed-rate receiver or a fixed-rate payer upon exercise.

Purchased options: Purchasing call options tends to increase exposure to the underlying instrument. Purchasing put options tends to decrease exposure to the underlying instrument. The Portfolios pay premiums, which are treated as an investment and subsequently marked-to-market to reflect the current value of the option. The risk associated with purchasing put and call options is limited to the premium paid. Premiums paid from options which expire are treated as realized losses. Premiums paid for purchasing options which are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying instrument to determine the realized gain or loss.

Written options: Writing call options tends to decrease exposure to the underlying instrument. Writing put options tends to increase exposure to the underlying instrument. When the Portfolios write a covered call or put option, the premium received is marked-to-market to reflect the current market value of the option written. Premiums received from written options which expire unexercised are treated as realized gains. Premiums received from writing options which are exercised or closed are added to the proceeds or offset against amounts paid on the underlying instrument to determine the realized gain or loss. In writing an option, the Portfolios bear the market risk of an unfavorable change in the price of the security or currency underlying the written option. Exercise of an option written by the Portfolios could result in the Portfolios selling or buying a security or currency at a price different from the current market value.

Open option contracts at September 30, 2019, if any, are included within the Schedule of Investments or Consolidated Schedule of Investments.

Swap agreements: Swap agreements are bilaterally negotiated agreements between the Portfolios and a counterparty to exchange or swap investments, cash flows, assets, foreign currencies, or market-linked returns at specified, future intervals. Swap agreements can be executed in a bilateral privately negotiated arrangement with a dealer in an OTC transaction or executed on a regular market. Certain swaps regardless of the venue of execution are required to be cleared through a clearinghouse (“centrally cleared swap agreements”). Centrally cleared swap agreements listed or traded on a multilateral platform, are valued at the daily settlement price determined by the corresponding exchange. For centrally cleared credit default swap agreements the clearing exchange requires all members to provide applicable levels across complete term levels. Centrally cleared interest rate swap agreements are valued using a pricing model that references the underlying rates including but not limited to the overnight index swap rate and London Interbank Offered Rate (“LIBOR”) forward rate to calculate the daily settlement price. The Portfolios may enter into credit default, cross-currency, interest rate, total return, including contracts for difference (“CFD”), and other forms of swap agreements to manage exposure to credit, currency, interest rate, and commodity risks. In connection with these agreements, securities or cash may be identified as collateral or margin in accordance with the terms of the respective swap agreements to provide assets of value and recourse in the event of default or bankruptcy/insolvency. Centrally cleared swap agreements are marked-to-market daily based upon values from third party vendors, which may include a registered exchange, or quotations from market makers to the extent available.

Credit default swap agreements: The Portfolios are subject to credit risk in the normal course of pursuing their investment objectives. The Portfolios enter into credit default swap agreements to manage their exposure to the market or certain sectors of the market to reduce their risk exposure to defaults of corporate and sovereign issuers, or to create exposure to corporate or sovereign issuers to which they are not otherwise exposed. Credit default swap agreements involve the exchange of a fixed rate premium for protection against the loss in value of an underlying security in the event of a defined credit event, such as payment default or bankruptcy (buy protection).

Under a credit default swap agreement, one party acts as a guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying security at par if the defined credit event occurs (sell protection). The Portfolios’ maximum risk of loss from counterparty risk, either as the protection seller or as the protection buyer, is the notional amount of the contract. This risk is mitigated by having a master netting arrangement between the Portfolios and the counterparty, and by the posting of collateral.

Certain Portfolios sell credit default swap agreements, which exposes them to risk of loss from credit risk related events specified in the contracts. Although contract-specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default, or repudiation/moratorium. If a defined credit event had occurred during the period, the swap agreements’ credit-risk-related contingent features would have been triggered, and the Portfolios would have been required to pay the notional amounts for the credit default swap agreements with a sell protection less the value of the contracts’ related reference obligations.

Cross-currency swap agreements: The Portfolios are subject to foreign currency exchange rate risk in the normal course of pursuing their investment objectives. The Portfolios enter into cross-currency swap agreements to gain or reduce exposure to foreign currencies or to hedge against foreign currency exchange rate and/or interest rate risk. Cross-currency swap agreements are interest rate swap agreements in which two parties agree to exchange cash flows based on the notional amounts of two different currencies. The Portfolios with cross currency swap agreements can elect to pay a fixed rate and receive a floating rate, or, receive a fixed rate and pay a floating rate on the notional amounts of two different currencies. The notional amounts are typically determined based on the spot exchange rates at the inception of the trade. Cross-currency swap agreements can also involve an exchange of notional amounts at the start, during and/or at expiration of the contract, either at the current spot rate or another specified rate.

 

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NOTES TO SCHEDULES OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

7. RISK EXPOSURES AND THE USE OF DERIVATIVE INSTRUMENTS (continued)

 

Interest rate swap agreements: The Portfolios are subject to interest rate risk exposure in the normal course of pursuing their investment objectives. Because the Portfolios hold fixed rate bonds, the value of these bonds may decrease if interest rates rise. To help hedge against this risk, the Portfolios enter into interest rate swap agreements. Under an interest rate swap agreement, two parties will exchange cash flows based on a notional principal amount. Portfolios with interest rate agreements can elect to pay a fixed rate and receive a floating rate, or receive a fixed rate and pay a floating rate, on a notional principal amount. The risks of interest rate swap agreements include changes in market conditions which will affect the value of the contract or the cash flows, and the possible inability of the counterparty to fulfill its obligations under the agreement. The Portfolios’ maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from/paid to the counterparties over the contracts’ remaining lives, to the extent that amount is positive. This risk is mitigated by having a master netting arrangement between the Portfolios and the counterparty, and by the posting of collateral.

Total return swap agreements: The Portfolios are subject to commodity risk, equity risk, and other risks related to the underlying investments of the swap agreement, including CFDs, in the normal course of pursuing their investment objectives. The value of the commodity-linked investments held by the Portfolios can be affected by a variety of factors, including, but not limited to, overall market movements and other factors affecting the value of particular industries or commodities, such as weather, disease, embargoes, acts of war or terrorism, or political and regulatory developments. Commodity-linked derivatives are available from a relatively small number of issuers, subjecting a Portfolio’s investments in commodity-linked derivatives to counterparty risk, which is the risk that the issuer of the commodity-linked derivative will not fulfill its contractual obligations. Total return swap agreements on commodities involve commitments whereby cash flows are exchanged based on the price of a commodity in exchange for either a fixed or floating price or rate. One party would receive payments based on the market value of the commodity involved and pay a fixed amount. Total return swap agreements on indices involve commitments to pay interest in exchange for a market-linked return. One counterparty pays out the total return of a specific reference entity, which may be an equity, index, or bond, and in return receives a regular stream of payments.

Open OTC and centrally cleared swap agreements at September 30, 2019, if any, are listed within the Schedule of Investments or Consolidated Schedule of Investments.

Futures contracts: The Portfolios are subject to equity and commodity risk, interest rate risk, and foreign exchange rate risk in the normal course of pursuing their investment objectives. The Portfolios use futures contracts to gain exposure to, or hedge against, changes in the value of equities and commodities, interest rates, or foreign currencies. A futures contract represents a commitment for the future purchase or sale of an asset at a specified price on a specified date. Upon entering into such contracts, the Portfolios are required to deposit with the broker, either in cash or in securities, an initial margin in an amount equal to a certain percentage of the contract amount. Subsequent payments (variation margin) are paid or received by the Portfolios, depending on the daily fluctuations in the value of the contract, and are recorded for financial statement purposes as unrealized gains or losses by the Portfolios. Upon entering into such contracts, the Portfolios bear the risk of equity and commodity prices, interest rates, or exchange rates moving unexpectedly, in which case, the Portfolios may not achieve the anticipated benefits of the futures contracts and may realize losses. With futures, there is minimal counterparty credit risk to the Portfolios since futures are exchange-traded and the exchange’s clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default. Futures contracts are generally entered into on a regulated futures exchange and cleared through a clearinghouse associated with the exchange.

Open futures contracts at September 30, 2019, if any, are listed within the Schedule of Investments or Consolidated Schedule of Investments.

Forward foreign currency contracts: The Portfolios are subject to foreign exchange rate risk exposure in the normal course of pursuing their investment objectives. The Portfolios may enter into forward foreign currency contracts to hedge against exchange rate risk arising from investments in securities denominated in foreign currencies. Forward foreign currency contracts are marked-to-market daily, with the change in value recorded as an unrealized gain or loss. When the contracts are settled, a realized gain or loss is incurred. Risks may arise from changes in market value of the underlying currencies and from the possible inability of counterparties to meet the terms of their contracts. Forward foreign currency contracts are traded in the OTC inter-bank currency dealer market.

Open forward foreign currency contracts at September 30, 2019, if any, are listed within the Schedule of Investments or Consolidated Schedule of Investments.

8. RISK FACTORS

Investing in the Portfolios involves certain key risks related to the Portfolios’ trading activity. Please reference the Portfolios’ prospectuses for a more complete discussion of the following risk(s), as well as other risks of investing in the Portfolios.

Emerging market risk: Investments in the securities of issuers located in or principally doing business in emerging markets are subject to heightened foreign investments risks. Emerging market countries tend to have economic, political and legal systems and regulatory and accounting standards that are less fully developed, and that can be expected to be less stable. For example, the economies of such countries can be subject to rapid and unpredictable rates of inflation or deflation. Emerging market securities are often particularly sensitive to market movements because their market prices tend to reflect speculative expectations. Low trading volumes may result in a lack of liquidity and in extreme price volatility. The Portfolio may be required to establish special custody or other arrangements before investing in emerging market countries. An investment in emerging market securities should be considered speculative.

 

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NOTES TO SCHEDULES OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

8. RISK FACTORS (continued)

 

Fixed income risk: The value of fixed income securities may go up or down, sometimes rapidly and unpredictably, due to general market conditions, such as real or perceived adverse economic or political conditions, inflation, changes in interest rates, lack of liquidity in the bond markets or adverse investor sentiment. In addition, the value of a fixed income security may decline if the issuer or other obligor of the security fails to pay principal and/or interest, otherwise defaults or has its credit rating downgraded or is perceived to be less creditworthy, or the credit quality or value of any underlying assets declines. If the value of fixed-income securities owned by the Portfolio fall, the value of your investment will go down. The value of your investment will generally go down when interest rates rise. Interest rates have been at historically low levels in the U.S., so the Portfolio faces a heightened risk that interest rates may rise. A general rise in interest rates may cause investors to move out of fixed-income securities on a large scale, which could adversely affect the price and liquidity of fixed-income securities. A rise in rates tends to have a greater impact on the prices of longer term or duration securities.

Foreign investment risk: Investing in securities of foreign issuers or issuers with significant exposure to foreign markets involves additional risk. Foreign countries in which the Portfolio may invest may have markets that are less liquid, less regulated, less transparent and more volatile than U.S. markets. The value of the Portfolio’s investments may decline because of factors affecting the particular issuer as well as foreign markets and issuers generally, such as unfavorable or unsuccessful government actions, reduction of government or central bank support, political or financial instability or other adverse economic or political developments. Lack of information and weaker accounting standards also may affect the value of these securities.

Growth risk: Returns on growth stocks may not move in tandem with returns on other categories of stocks or the market as a whole. Growth stocks typically are particularly sensitive to market movements because their market prices tend to reflect future expectations. When it appears those expectations may not be met, the prices of growth securities typically fall. Growth stocks as a group may be out of favor and underperform the overall equity market for a long period of time, for example, while the market favors “value” stocks.

High-yield debt risk: High-yield debt securities, commonly referred to as “junk” bonds, are securities that are rated below “investment grade” or, if unrated, determined to be below investment grade by the sub-adviser. Changes in interest rates, the market’s perception of the issuers, the creditworthiness of the issuers and negative perceptions of the junk bond market generally may significantly affect the value of these bonds. Junk bonds are considered speculative, have a higher risk of default, tend to be less liquid and may be more difficult to value than higher grade securities. Junk bonds tend to be volatile and more susceptible to adverse events, credit downgrades and negative sentiments.

Real estate investment trusts (“REIT”) and real estate risk: Investing in real estate investment trusts involves unique risks. When the Fund invests in REITs, it is subject to risks generally associated with investing in real estate. A REIT’s performance depends on the types and locations of the properties it owns, how well it manages those properties and cash flow. REITs may have lower trading volumes and may be subject to more abrupt or erratic price movements than the overall securities markets. In addition to its own expenses, the Fund will indirectly bear its proportionate share of any management and other expenses paid by REITs in which it invests. U.S. REITs are subject to a number of highly technical tax-related rules and requirements; and a U.S. REIT’s failure to qualify for the favorable U.S. federal income tax treatment generally available to U.S. REITs could result in corporate-level taxation, significantly reducing the return on an investment to the Portfolio.

Small and medium capitalization risk: Small or medium capitalization companies may be more at risk than larger capitalization companies because, among other things, they may have limited product lines, operating history, market or financial resources, or because they may depend on a limited management group. The prices of securities of small and medium capitalization companies generally are more volatile than those of larger capitalization companies and are more likely to be adversely affected than large capitalization companies by changes in earnings results and investor expectations or poor economic or market conditions. Securities of small and medium capitalization companies may underperform large capitalization companies, may be harder to sell at times and at prices the portfolio managers believe appropriate and may offer greater potential for losses.

9. CHANGE IN ACCOUNTING PRINCIPLE

In March 2017, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update No. 2017-08 (“ASU 2017-08”), “Receivables – Nonrefundable Fees and Other Costs (Subtopic 310-20), Premium Amortization on Purchased Callable Debt Securities”. ASU 2017-08 amends the amortization period for certain purchased callable debt securities held at a premium, shortening such period to the earliest call date. The amendments are effective for fiscal years, and interim periods within those fiscal years, beginning after December 15, 2018.

A reclassification for Aegon High Yield Bond VP and Madison Diversified Income VP amounting to $200,673 and $79,522, respectfully, has been made as a decrease to Investments, at cost within the Schedule of Investments. The reclassification has no effect on the net assets.

10. NEW ACCOUNTING PRONOUNCEMENT

In August 2018, FASB issued Accounting Standards Update No. 2018-13 (“ASU 2018-13”), “Fair Value Measurement (Topic 820: Disclosure Framework), Changes to the Disclosure Requirements for Fair Value Measurement”. ASU 2018-13 eliminates the requirement to disclose the amount of and reasons for transfers between Level 1 and Level 2 of the fair value hierarchy, the timing of transfers between levels of the fair value hierarchy and the valuation processes for Level 3 fair value measurements. ASU 2018-13 does not eliminate the requirement to disclose the range and weighted average used to develop significant unobservable inputs for Level 3 fair value measurements, or the reporting of changes in unrealized gains and losses for recurring Level 3 fair value measurements. ASU 2018-13 requires that information is provided about the measurement uncertainty of Level 3 fair value measurements as of the reporting date. The amendment is effective for fiscal years, and interim periods within those fiscal years, beginning after December 15, 2019. Management has evaluated and has early adopted the disclosure requirements and the impact is reflected within the Portfolios’ financial statements.

 

Transamerica Series Trust

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NOTES TO SCHEDULES OF INVESTMENTS (continued)

At September 30, 2019

(unaudited)

 

11. SUBSEQUENT EVENTS

The Board has approved a Portfolio name change for BlackRock Smart Beta 40 VP to Transamerica BlackRock iShares Edge 40 VP, BlackRock Smart Beta 50 VP to Transamerica BlackRock iShares Edge 50 VP, BlackRock Smart Beta 75 VP to Transamerica BlackRock iShares Edge 75 VP and BlackRock Smart Beta 100 VP to Transamerica BlackRock iShares Edge 100 VP. This will be effective on or about November 1, 2019.

The Board approved the reorganization of Madison Conservative Allocation VP into JPMorgan Asset Allocation – Conservative VP, Madison Balanced Allocation VP into JPMorgan Asset Allocation – Moderate VP, Jennison Growth VP into Morgan Stanley Capital Growth VP and Torray Concentrated Growth VP into WMC US Growth VP, which are scheduled to occur following the close of business on or about November 1, 2019.

 

Transamerica Series Trust

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