# EDGAR Filing Document

**Accession Number:** 0000778207
**File Stem:** 0001410368-26-051052
**Filing Date:** 2026-5
**Character Count:** 871340
**Document Hash:** 2b639577a59f587c71f06decd1554fad
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051052.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051052

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TRANSAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000778207

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04419
- **FILM NUMBER:** 261016562

**BUSINESS ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202
- **BUSINESS PHONE:** 720-482-8836

**MAIL ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AEGON/TRANSAMERICA SERIES TRUST
- **DATE OF NAME CHANGE:** 20050511

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AEGON/TRANSAMERICA SERIES FUND INC
- **DATE OF NAME CHANGE:** 20010501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WRL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Transamerica Morgan Stanley Global Allocation VP (Series ID: S000025459)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000076205 | Initial      |  |
| C000076206 | Service      |  |

## Nport-Ex

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS**

**At March 31, 2026**

**(unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS - 45.0%**  | **COMMON STOCKS - 45.0%**  | **COMMON STOCKS - 45.0%**  |
| **Australia - 1.0%**  | **Australia - 1.0%**  | **Australia - 1.0%**  |
| ANZ Group Holdings Ltd. | 17618 | $437235 |
| APA Group | 8040 | 55195 |
| Aristocrat Leisure Ltd. | 3277 | 102490 |
| ASX Ltd. | 1180 | 42580 |
| BHP Group Ltd. | 29983 | 1042407 |
| Brambles Ltd. | 8071 | 125850 |
| CAR Group Ltd. <sup>(A)</sup> <br>| 2242 | 35269 |
| Cochlear Ltd. | 389 | 45385 |
| Coles Group Ltd. | 8031 | 121680 |
| Commonwealth Bank of Australia | 9777 | 1131244 |
| Computershare Ltd. | 3095 | 60624 |
| CSL Ltd. | 2907 | 282360 |
| Evolution Mining Ltd. | 12104 | 105392 |
| Fortescue Ltd. | 10151 | 142245 |
| Goodman Group, REIT | 11278 | 198733 |
| Insurance Australia Group Ltd. | 13875 | 70266 |
| Lottery Corp. Ltd. | 13237 | 49135 |
| Lynas Rare Earths Ltd. <sup>(B)</sup> <br>| 5374 | 70300 |
| Macquarie Group Ltd. | 2127 | 296337 |
| Medibank Pvt Ltd. | 16238 | 48847 |
| National Australia Bank Ltd. | 18119 | 518050 |
| Northern Star Resources Ltd. | 8166 | 114711 |
| Origin Energy Ltd. | 10231 | 87389 |
| Pro Medicus Ltd. | 329 | 26536 |
| Qantas Airways Ltd. | 4375 | 25265 |
| QBE Insurance Group Ltd. | 8841 | 129500 |
| Quintis Australia Pty. Ltd. <sup>(C)(D)(E)</sup> <br>| 1725383 | 1 |
| REA Group Ltd. | 311 | 33564 |
| Rio Tinto Ltd. | 2188 | 243696 |
| Santos Ltd. | 19263 | 105792 |
| Scentre Group, REIT | 30996 | 71000 |
| SGH Ltd. | 1209 | 33708 |
| Sigma Healthcare Ltd. | 30805 | 56323 |
| Sonic Healthcare Ltd. | 2772 | 39111 |
| South32 Ltd. | 26709 | 78687 |
| Stockland, REIT | 14725 | 43788 |
| Suncorp Group Ltd. | 6378 | 71068 |
| Telstra Group Ltd. | 23620 | 86861 |
| Transurban Group | 18465 | 178486 |
| Vicinity Ltd., REIT | 23757 | 38355 |
| Washington H Soul Pattinson & Co. Ltd. | 2014 | 56138 |
| Wesfarmers Ltd. | 6676 | 335831 |
| Westpac Banking Corp. | 20155 | 548868 |
| WiseTech Global Ltd. | 1177 | 30875 |
| Woodside Energy Group Ltd. | 11213 | 271161 |
| Woolworths Group Ltd. | 7293 | 183208 |
|  |  | 7871546 |
| **Austria - 0.0% \*** | **Austria - 0.0% \*** | **Austria - 0.0% \*** |
| BAWAG Group AG <sup>(F)</sup> <br>| 380 | 56879 |
| Erste Group Bank AG | 1533 | 163902 |
| OMV AG | 738 | 53911 |
| Raiffeisen Bank International AG | 661 | 27780 |
| Verbund AG | 341 | 25876 |
|  |  | 328348 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Belgium - 0.1%**  | **Belgium - 0.1%**  | **Belgium - 0.1%**  |
| Ageas SA | 815 | $59394 |
| Anheuser-Busch InBev SA | 5441 | 375578 |
| D'ieteren Group | 118 | 21577 |
| Elia Group SA <sup>(B)</sup> <br>| 240 | 36562 |
| Financiere de Tubize SA <sup>(A)</sup> <br>| 109 | 26709 |
| Groupe Bruxelles Lambert NV | 437 | 39272 |
| KBC Group NV | 1265 | 152795 |
| Lotus Bakeries NV <sup>(A)</sup> <br>| 2 | 22516 |
| Sofina SA <sup>(A)</sup> <br>| 91 | 21878 |
| Syensqo SA <sup>(A)</sup> <br>| 401 | 22934 |
| UCB SA <sup>(A)</sup> <br>| 688 | 205566 |
|  |  | 984781 |
| **Bermuda - 0.0% \*** | **Bermuda - 0.0% \*** | **Bermuda - 0.0% \*** |
| Arch Capital Group Ltd. <sup>(B)</sup> <br>| 1679 | 161167 |
| Everest Group Ltd. | 191 | 62429 |
|  |  | 223596 |
| **Canada - 2.0%**  | **Canada - 2.0%**  | **Canada - 2.0%**  |
| Agnico Eagle Mines Ltd. | 2845 | 577487 |
| Alamos Gold, Inc., Class A | 2365 | 105219 |
| Alimentation Couche-Tard, Inc. | 4228 | 239650 |
| AltaGas Ltd. | 1694 | 58756 |
| ARC Resources Ltd. <sup>(A)</sup> <br>| 3316 | 69009 |
| AtkinsRealis Group, Inc. | 982 | 63179 |
| Bank of Montreal | 4232 | 573211 |
| Bank of Nova Scotia | 7214 | 500276 |
| Barrick Mining Corp. | 9749 | 398412 |
| BCE, Inc. <sup>(A)</sup> <br>| 419 | 10572 |
| Bombardier, Inc., Class B <sup>(B)</sup> <br>| 503 | 88957 |
| Brookfield Corp. | 12419 | 503241 |
| CAE, Inc. <sup>(B)</sup> <br>| 1767 | 46007 |
| Cameco Corp. | 2539 | 276112 |
| Canadian Imperial Bank of Commerce | 5441 | 515665 |
| Canadian National Railway Co. | 2966 | 305278 |
| Canadian Natural Resources Ltd. <sup>(A)</sup> <br>| 11892 | 580110 |
| Canadian Pacific Kansas City Ltd. | 5116 | 402594 |
| Canadian Tire Corp. Ltd., Class A <sup>(A)</sup> <br>| 285 | 38328 |
| Canadian Utilities Ltd., Class A | 748 | 26272 |
| CCL Industries, Inc., Class B | 803 | 50312 |
| Celestica, Inc. <sup>(B)</sup> <br>| 671 | 189285 |
| Cenovus Energy, Inc. | 8047 | 213569 |
| CGI, Inc. | 1114 | 81442 |
| Constellation Software, Inc. | 118 | 207142 |
| Descartes Systems Group, Inc. <sup>(B)</sup> <br>| 505 | 36171 |
| Dollarama, Inc. | 1554 | 190723 |
| Element Fleet Management Corp. | 2368 | 51357 |
| Emera, Inc. | 1681 | 87137 |
| Empire Co. Ltd., Class A | 710 | 25433 |
| Enbridge, Inc. <sup>(A)</sup> <br>| 12242 | 663625 |
| Fairfax Financial Holdings Ltd. | 118 | 201062 |
| First Quantum Minerals Ltd. <sup>(B)</sup> <br>| 4139 | 98960 |
| FirstService Corp. | 236 | 32831 |
| Fortis, Inc. | 2835 | 158166 |
| Franco-Nevada Corp. | 1105 | 273609 |
| George Weston Ltd. | 982 | 69377 |
| GFL Environmental, Inc. | 1388 | 57901 |

---

**Transamerica Series Trust**

**Page 1**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| Gildan Activewear, Inc. | 1037 | $57750 |
| Great-West Lifeco, Inc. | 1587 | 74325 |
| Hydro One Ltd. <sup>(A)(F)</sup> <br>| 1872 | 77310 |
| iA Financial Corp., Inc. | 531 | 58929 |
| IGM Financial, Inc. <sup>(A)</sup> <br>| 481 | 22918 |
| Imperial Oil Ltd. | 993 | 130066 |
| Intact Financial Corp. | 1007 | 182478 |
| Ivanhoe Mines Ltd., Class A <sup>(A)(B)</sup> <br>| 4526 | 38685 |
| Keyera Corp. | 1301 | 50325 |
| Kinross Gold Corp. | 6950 | 212482 |
| Loblaw Cos. Ltd. | 3428 | 156282 |
| Lululemon Athletica, Inc. <sup>(B)</sup> <br>| 492 | 75325 |
| Lundin Gold, Inc. | 617 | 47152 |
| Lundin Mining Corp. | 3888 | 96955 |
| Magna International, Inc. | 1565 | 87402 |
| Manulife Financial Corp. | 9872 | 340066 |
| Metro, Inc. | 1154 | 78957 |
| National Bank of Canada <sup>(A)</sup> <br>| 2260 | 292447 |
| Nutrien Ltd. <sup>(A)</sup> <br>| 2715 | 204947 |
| Open Text Corp. | 1462 | 32580 |
| Pan American Silver Corp. | 2413 | 132003 |
| Pembina Pipeline Corp. | 3321 | 148658 |
| Power Corp. of Canada <sup>(A)</sup> <br>| 3175 | 152850 |
| Rogers Communications, Inc., Class B | 2083 | 80110 |
| Royal Bank of Canada | 8193 | 1324450 |
| Saputo, Inc. | 1384 | 43238 |
| Shopify, Inc., Class A <sup>(B)</sup> <br>| 7415 | 879822 |
| Stantec, Inc. | 677 | 58526 |
| Sun Life Financial, Inc. | 3184 | 199472 |
| Suncor Energy, Inc. | 6849 | 453006 |
| TC Energy Corp. <sup>(A)</sup> <br>| 5824 | 364696 |
| Teck Resources Ltd., Class B | 2716 | 140769 |
| TELUS Corp. | 2905 | 37338 |
| TFI International, Inc. <sup>(A)</sup> <br>| 450 | 48982 |
| Thomson Reuters Corp. | 933 | 84212 |
| TMX Group Ltd. | 1637 | 58050 |
| Toromont Industries Ltd. | 466 | 65242 |
| Toronto-Dominion Bank | 9881 | 922823 |
| Tourmaline Oil Corp. | 2080 | 99552 |
| Waste Connections, Inc. | 1147 | 186319 |
| Wheaton Precious Metals Corp. | 2585 | 339315 |
| Whitecap Resources, Inc. <sup>(A)</sup> <br>| 6926 | 78167 |
| WSP Global, Inc. | 778 | 121082 |
|  |  | 16402500 |
| **Chile - 0.0% \*** | **Chile - 0.0% \*** | **Chile - 0.0% \*** |
| Antofagasta PLC | 2079 | 91551 |
| **China - 0.0% \*** | **China - 0.0% \*** | **China - 0.0% \*** |
| Yangzijiang Shipbuilding Holdings Ltd. | 15180 | 44630 |
| **Czech Republic - 0.0% \*** | **Czech Republic - 0.0% \*** | **Czech Republic - 0.0% \*** |
| CSG NV <sup>(B)</sup> <br>| 1098 | 29621 |
| **Denmark - 0.2%**  | **Denmark - 0.2%**  | **Denmark - 0.2%**  |
| AP Moller - Maersk AS, Class A | 16 | 38928 |
| AP Moller - Maersk AS, Class B | 22 | 54632 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Denmark (continued)** | **Denmark (continued)** | **Denmark (continued)** |
| Carlsberg AS, Class B | 510 | $63360 |
| Coloplast AS, Class B | 683 | 46102 |
| Danske Bank AS | 3574 | 172641 |
| Demant AS <sup>(B)</sup> <br>| 507 | 15206 |
| DSV AS | 1106 | 261908 |
| Genmab AS <sup>(B)</sup> <br>| 332 | 87966 |
| Novo Nordisk AS, Class B | 17824 | 636571 |
| Novonesis Novozymes, Class B | 1950 | 115368 |
| Orsted AS <sup>(B)(F)</sup> <br>| 2839 | 68503 |
| Pandora AS | 433 | 30386 |
| Rockwool AS, B Shares | 526 | 14329 |
| Tryg AS | 1805 | 43023 |
| Vestas Wind Systems AS | 5285 | 155439 |
|  |  | 1804362 |
| **Finland - 0.2%**  | **Finland - 0.2%**  | **Finland - 0.2%**  |
| Elisa OYJ | 780 | 37793 |
| Fortum OYJ <sup>(A)</sup> <br>| 2426 | 61354 |
| Kesko OYJ, B Shares | 1483 | 32705 |
| Kone OYJ, Class B | 1864 | 118024 |
| Metso OYJ | 3579 | 60976 |
| Neste OYJ | 2306 | 74498 |
| Nokia OYJ | 29245 | 229724 |
| Nordea Bank Abp <sup>(A)</sup> <br>| 16634 | 282148 |
| Orion OYJ, Class B <sup>(A)</sup> <br>| 588 | 47371 |
| Sampo OYJ, A Shares | 13036 | 138653 |
| Stora Enso OYJ, R Shares <sup>(A)</sup> <br>| 3160 | 36762 |
| UPM-Kymmene OYJ <sup>(A)</sup> <br>| 2823 | 87447 |
| Wartsila OYJ Abp | 2730 | 100060 |
|  |  | 1307515 |
| **France - 1.3%**  | **France - 1.3%**  | **France - 1.3%**  |
| Accor SA | 1009 | 47373 |
| Aeroports de Paris SA | 186 | 22488 |
| Air Liquide SA | 3104 | 638334 |
| Airbus SE | 3195 | 593899 |
| Alstom SA <sup>(B)</sup> <br>| 1788 | 50137 |
| Amundi SA <sup>(F)</sup> <br>| 336 | 28487 |
| AXA SA | 8955 | 406159 |
| Ayvens SA <sup>(F)</sup> <br>| 1893 | 21924 |
| BioMerieux | 223 | 23662 |
| BNP Paribas SA | 5414 | 506817 |
| Bollore SE | 3814 | 21592 |
| Bouygues SA | 1030 | 58824 |
| Bureau Veritas SA | 1913 | 56826 |
| Capgemini SE | 804 | 93395 |
| Carrefour SA | 3145 | 57817 |
| Cie de Saint-Gobain SA | 2387 | 193297 |
| &nbsp;&nbsp; Cie Generale des Etablissements Michelin <br> SCA<br>| 3512 | 118492 |
| Covivio SA, REIT | 299 | 17712 |
| Credit Agricole SA | 5701 | 104971 |
| Danone SA | 3494 | 278821 |
| Dassault Aviation SA | 104 | 38370 |
| Dassault Systemes SE | 3599 | 71842 |
| Eiffage SA | 365 | 55330 |
| Engie SA | 9875 | 316282 |

---

**Transamerica Series Trust**

**Page 2**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **France (continued)** | **France (continued)** | **France (continued)** |
| EssilorLuxottica SA | 1633 | $374481 |
| Gecina SA, REIT | 247 | 19357 |
| Getlink SE | 1577 | 33849 |
| Hermes International SCA | 174 | 323599 |
| Ipsen SA | 203 | 37636 |
| Kering SA | 406 | 120416 |
| Klepierre SA, REIT | 1153 | 43206 |
| Legrand SA | 1407 | 214181 |
| L'Oreal SA | 1300 | 524935 |
| LVMH Moet Hennessy Louis Vuitton SE | 1359 | 727438 |
| Orange SA | 9958 | 203438 |
| Pernod Ricard SA | 1122 | 83285 |
| Publicis Groupe SA | 1225 | 100303 |
| Renault SA <sup>(A)</sup> <br>| 1031 | 34583 |
| Rexel SA | 1182 | 45468 |
| Safran SA | 1900 | 613595 |
| Sanofi SA | 5869 | 561146 |
| Sartorius Stedim Biotech | 162 | 31121 |
| Schneider Electric SE | 2969 | 786207 |
| Societe Generale SA | 3724 | 265839 |
| Sodexo SA | 477 | 24314 |
| Thales SA | 491 | 143072 |
| TotalEnergies SE | 10794 | 1009453 |
| Unibail-Rodamco-Westfield, REIT <sup>(B)</sup> <br>| 654 | 71737 |
| Veolia Environnement SA | 3372 | 127293 |
| Vinci SA | 2638 | 391356 |
|  |  | 10734159 |
| **Germany - 1.1%**  | **Germany - 1.1%**  | **Germany - 1.1%**  |
| adidas AG | 913 | 144206 |
| Allianz SE | 2042 | 848036 |
| BASF SE | 4858 | 294232 |
| Bayer AG | 5262 | 239543 |
| Bayerische Motoren Werke AG | 1521 | 137128 |
| Beiersdorf AG | 522 | 46205 |
| Brenntag SE | 654 | 43299 |
| Commerzbank AG | 3903 | 138902 |
| Continental AG | 591 | 40713 |
| CTS Eventim AG & Co. KGaA | 335 | 19229 |
| Daimler Truck Holding AG | 2466 | 118203 |
| Delivery Hero SE <sup>(B)(F)</sup> <br>| 1090 | 19465 |
| Deutsche Bank AG | 9760 | 283325 |
| Deutsche Boerse AG | 998 | 289653 |
| Deutsche Lufthansa AG | 3226 | 26832 |
| Deutsche Post AG | 4951 | 256087 |
| Deutsche Telekom AG | 19731 | 728654 |
| E.ON SE | 12037 | 263790 |
| Evonik Industries AG | 1375 | 26621 |
| Fresenius Medical Care AG | 1188 | 52962 |
| Fresenius SE & Co. KGaA | 2284 | 117003 |
| GEA Group AG | 784 | 55459 |
| Hannover Rueck SE | 324 | 100290 |
| Heidelberg Materials AG | 722 | 148837 |
| Henkel AG & Co. KGaA | 557 | 39787 |
| Hensoldt AG | 329 | 28749 |
| HOCHTIEF AG | 82 | 36282 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| Infineon Technologies AG | 6954 | $305436 |
| Knorr-Bremse AG | 392 | 44018 |
| LEG Immobilien SE | 408 | 26456 |
| Mercedes-Benz Group AG | 3857 | 233561 |
| Merck KGaA | 695 | 86437 |
| MTU Aero Engines AG | 286 | 102478 |
| &nbsp;&nbsp; Muenchener Rueckversicherungs-<br> Gesellschaft AG<br>| 699 | 435802 |
| Nemetschek SE | 309 | 22751 |
| Rational AG | 27 | 19411 |
| Rheinmetall AG | 243 | 405719 |
| RWE AG | 3365 | 224343 |
| SAP SE | 5607 | 952037 |
| Scout24 SE <sup>(F)</sup> <br>| 399 | 30438 |
| Siemens AG | 4087 | 971719 |
| Siemens Energy AG | 4181 | 687439 |
| Siemens Healthineers AG <sup>(F)</sup> <br>| 1824 | 76530 |
| Symrise AG | 719 | 60867 |
| Talanx AG | 345 | 42110 |
| Vonovia SE | 4108 | 102372 |
| Zalando SE <sup>(B)(F)</sup> <br>| 1197 | 28432 |
|  |  | 9401848 |
| **Hong Kong - 0.3%**  | **Hong Kong - 0.3%**  | **Hong Kong - 0.3%**  |
| AIA Group Ltd. | 63374 | 685773 |
| BOC Hong Kong Holdings Ltd. | 22076 | 120498 |
| CK Asset Holdings Ltd. | 11555 | 65517 |
| CK Hutchison Holdings Ltd. | 16028 | 121827 |
| CK Infrastructure Holdings Ltd. | 3780 | 30153 |
| CLP Holdings Ltd. | 9850 | 92330 |
| Futu Holdings Ltd., ADR <sup>(B)</sup> <br>| 345 | 47182 |
| Galaxy Entertainment Group Ltd. | 11823 | 52773 |
| Henderson Land Development Co. Ltd. | 8817 | 32519 |
| HKT Trust & HKT Ltd. | 22632 | 35271 |
| Hong Kong & China Gas Co. Ltd. | 67259 | 60901 |
| Hong Kong Exchanges & Clearing Ltd. | 7256 | 359598 |
| Hong Kong Land Holdings Ltd. | 6531 | 50746 |
| Jardine Matheson Holdings Ltd. | 976 | 69442 |
| Link, REIT | 16285 | 74808 |
| MTR Corp. Ltd. <sup>(A)</sup> <br>| 9301 | 37934 |
| Power Assets Holdings Ltd. | 8311 | 64708 |
| Prudential PLC | 13846 | 190230 |
| Sino Land Co. Ltd. | 21954 | 32170 |
| SITC International Holdings Co. Ltd. | 7983 | 34696 |
| Sun Hung Kai Properties Ltd. | 8655 | 142609 |
| Swire Pacific Ltd., Class A | 2085 | 22695 |
| Techtronic Industries Co. Ltd. | 8755 | 113999 |
| WH Group Ltd. <sup>(F)</sup> <br>| 50201 | 65687 |
| Wharf Holdings Ltd. <sup>(A)</sup> <br>| 6425 | 17732 |
| Wharf Real Estate Investment Co. Ltd. | 10010 | 28876 |
|  |  | 2650674 |
| **Ireland - 0.5%**  | **Ireland - 0.5%**  | **Ireland - 0.5%**  |
| Accenture PLC, Class A | 2797 | 554617 |
| AerCap Holdings NV | 923 | 126617 |
| AIB Group PLC | 11735 | 122279 |
| Allegion PLC | 387 | 56227 |

---

**Transamerica Series Trust**

**Page 3**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Ireland (continued)** | **Ireland (continued)** | **Ireland (continued)** |
| Aptiv PLC <sup>(B)</sup> <br>| 1012 | $70273 |
| Bank of Ireland Group PLC | 5360 | 95625 |
| CRH PLC | 3075 | 323244 |
| Eaton Corp. PLC | 1780 | 636653 |
| Experian PLC | 4962 | 170629 |
| Kerry Group PLC, Class A | 909 | 71866 |
| Kingspan Group PLC | 856 | 71336 |
| Medtronic PLC | 5730 | 496505 |
| Ryanair Holdings PLC | 4704 | 129784 |
| Smurfit WestRock PLC | 2336 | 93090 |
| TE Connectivity PLC | 1367 | 285730 |
| Trane Technologies PLC | 1004 | 418407 |
|  |  | 3722882 |
| **Israel - 0.2%**  | **Israel - 0.2%**  | **Israel - 0.2%**  |
| Azrieli Group Ltd. | 229 | 30494 |
| Bank Hapoalim BM | 6744 | 157259 |
| Bank Leumi Le-Israel BM | 7992 | 177388 |
| Check Point Software Technologies Ltd. <sup>(B)</sup> <br>| 463 | 66140 |
| CyberArk Software Ltd. <sup>(B)(C)(D)</sup> <br>| 306 | 13770 |
| Elbit Systems Ltd. | 150 | 125799 |
| ICL Group Ltd. | 4176 | 21502 |
| Israel Discount Bank Ltd., Class A | 6596 | 66038 |
| Mizrahi Tefahot Bank Ltd. | 841 | 60929 |
| Monday.com Ltd. <sup>(B)</sup> <br>| 233 | 16103 |
| Nice Ltd. <sup>(B)</sup> <br>| 333 | 36739 |
| Nova Ltd. <sup>(B)</sup> <br>| 160 | 69026 |
| Phoenix Financial Ltd. | 1229 | 64884 |
| Teva Pharmaceutical Industries Ltd., ADR <sup>(B)</sup> <br>| 6187 | 186352 |
| Tower Semiconductor Ltd. <sup>(B)</sup> <br>| 1344 | 230262 |
|  |  | 1322685 |
| **Italy - 0.4%**  | **Italy - 0.4%**  | **Italy - 0.4%**  |
| Banca Mediolanum SpA | 1210 | 24167 |
| Banca Monte dei Paschi di Siena SpA | 10725 | 92069 |
| Banco BPM SpA | 6060 | 83073 |
| BPER Banca SpA | 7872 | 101316 |
| Buzzi SpA | 410 | 20416 |
| Davide Campari-Milano NV | 3362 | 23821 |
| ENEL SpA | 44005 | 476842 |
| Eni SpA <sup>(A)</sup> <br>| 11084 | 318364 |
| Ferrari NV | 692 | 231156 |
| FinecoBank Banca Fineco SpA | 3276 | 71699 |
| Generali | 4570 | 182290 |
| Intesa Sanpaolo SpA | 75010 | 447460 |
| Italgas SpA | 3254 | 37724 |
| Leonardo SpA | 2146 | 143966 |
| Moncler SpA | 1264 | 75095 |
| Poste Italiane SpA <sup>(F)</sup> <br>| 2445 | 56917 |
| Prysmian SpA | 1514 | 172861 |
| &nbsp;&nbsp; Recordati Industria Chimica e Farmaceutica <br> SpA<br>| 624 | 35370 |
| Snam SpA | 10884 | 82451 |
| Telecom Italia SpA <sup>(B)</sup> <br>| 61548 | 42627 |
| Terna - Rete Elettrica Nazionale | 7654 | 87266 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Italy (continued)** | **Italy (continued)** | **Italy (continued)** |
| UniCredit SpA | 7476 | $525899 |
| Unipol Assicurazioni SpA | 1935 | 44385 |
|  |  | 3377234 |
| **Luxembourg - 0.0% \*** | **Luxembourg - 0.0% \*** | **Luxembourg - 0.0% \*** |
| ArcelorMittal SA | 2293 | 116192 |
| CVC Capital Partners PLC <sup>(A)(F)</sup> <br>| 1170 | 15079 |
| Eurofins Scientific SE | 645 | 46714 |
| Tenaris SA | 2026 | 59715 |
|  |  | 237700 |
| **Macau - 0.0% \*** | **Macau - 0.0% \*** | **Macau - 0.0% \*** |
| Sands China Ltd. | 14522 | 30540 |
| **Mexico - 0.0% \*** | **Mexico - 0.0% \*** | **Mexico - 0.0% \*** |
| Fresnillo PLC | 1169 | 51122 |
| **Netherlands - 0.7%**  | **Netherlands - 0.7%**  | **Netherlands - 0.7%**  |
| ABN AMRO Bank NV <sup>(G)</sup> <br>| 3151 | 98737 |
| Adyen NV <sup>(B)(F)</sup> <br>| 140 | 137643 |
| Akzo Nobel NV | 944 | 53683 |
| Argenx SE <sup>(B)</sup> <br>| 339 | 243250 |
| ASM International NV | 258 | 189959 |
| ASML Holding NV | 2134 | 2760601 |
| BE Semiconductor Industries NV | 393 | 81288 |
| Euronext NV <sup>(A)(F)</sup> <br>| 413 | 66115 |
| EXOR NV | 514 | 39003 |
| Ferrovial SE | 2741 | 175581 |
| Heineken Holding NV | 708 | 50205 |
| Heineken NV | 1576 | 120773 |
| ING Groep NV, Series N | 15873 | 405556 |
| JDE Peet's NV | 940 | 34594 |
| Koninklijke Ahold Delhaize NV | 4886 | 227537 |
| Koninklijke KPN NV | 20843 | 115711 |
| Koninklijke Philips NV | 4244 | 114493 |
| Magnum Ice Cream Co. NV <sup>(B)</sup> <br>| 2735 | 40180 |
| Nebius Group NV <sup>(B)</sup> <br>| 1176 | 122022 |
| NN Group NV | 1425 | 110454 |
| NXP Semiconductors NV | 1171 | 230523 |
| Prosus NV | 7117 | 320657 |
| Qiagen NV | 1111 | 44618 |
| Randstad NV <sup>(A)</sup> <br>| 621 | 16014 |
| Stellantis NV | 10941 | 76623 |
| Universal Music Group NV | 5977 | 114923 |
| Wolters Kluwer NV | 1251 | 93439 |
|  |  | 6084182 |
| **New Zealand - 0.0% \*** | **New Zealand - 0.0% \*** | **New Zealand - 0.0% \*** |
| Auckland International Airport Ltd. | 8664 | 39681 |
| Contact Energy Ltd. | 4509 | 23967 |
| Fisher & Paykel Healthcare Corp. Ltd. | 3020 | 64888 |
| Infratil Ltd. <sup>(A)</sup> <br>| 4707 | 31512 |
| Meridian Energy Ltd. | 6749 | 21447 |
| Xero Ltd. <sup>(B)</sup> <br>| 989 | 51259 |
|  |  | 232754 |
| **Norway - 0.1%**  | **Norway - 0.1%**  | **Norway - 0.1%**  |
| Aker BP ASA | 1710 | 63770 |

---

**Transamerica Series Trust**

**Page 4**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Norway (continued)** | **Norway (continued)** | **Norway (continued)** |
| DNB Bank ASA | 4651 | $144676 |
| Equinor ASA | 4124 | 179051 |
| Gjensidige Forsikring ASA | 1050 | 27326 |
| Kongsberg Gruppen ASA | 2307 | 98340 |
| Mowi ASA | 2485 | 56358 |
| Norsk Hydro ASA | 7386 | 78186 |
| Orkla ASA | 3691 | 46390 |
| Salmar ASA | 354 | 20656 |
| Telenor ASA | 3258 | 57301 |
| Yara International ASA | 875 | 50966 |
|  |  | 823020 |
| **Poland - 0.0% \*** | **Poland - 0.0% \*** | **Poland - 0.0% \*** |
| InPost SA <sup>(B)</sup> <br>| 1373 | 23932 |
| **Portugal - 0.0% \*** | **Portugal - 0.0% \*** | **Portugal - 0.0% \*** |
| Banco Comercial Portugues SA, Class R | 39659 | 38139 |
| EDP SA | 16980 | 88809 |
| Galp Energia SGPS SA | 2273 | 55198 |
| Jeronimo Martins SGPS SA | 1532 | 36407 |
|  |  | 218553 |
| **Republic of South Africa - 0.0% \*** | **Republic of South Africa - 0.0% \*** | **Republic of South Africa - 0.0% \*** |
| Valterra Platinum Ltd. | 916 | 74685 |
| **Russian Federation - 0.0%**  | **Russian Federation - 0.0%**  | **Russian Federation - 0.0%**  |
| Evraz PLC <sup>(B)(C)(D)(H)</sup> <br>| 6267 | 0 |
| **Singapore - 0.2%**  | **Singapore - 0.2%**  | **Singapore - 0.2%**  |
| CapitaLand Ascendas, REIT | 22922 | 44036 |
| &nbsp;&nbsp; CapitaLand Integrated Commercial Trust, <br> REIT<br>| 35872 | 63893 |
| CapitaLand Investment Ltd. | 13697 | 28977 |
| DBS Group Holdings Ltd. | 12400 | 548775 |
| Grab Holdings Ltd., Class A <sup>(B)</sup> <br>| 14149 | 51785 |
| Keppel Ltd. | 8500 | 77814 |
| Oversea-Chinese Banking Corp. Ltd. | 19877 | 339657 |
| Sea Ltd., ADR <sup>(B)</sup> <br>| 2264 | 187482 |
| Sembcorp Industries Ltd. <sup>(A)</sup> <br>| 5232 | 26980 |
| Singapore Airlines Ltd. <sup>(A)</sup> <br>| 9184 | 47145 |
| Singapore Exchange Ltd. | 5000 | 75912 |
| Singapore Technologies Engineering Ltd. | 9114 | 76629 |
| Singapore Telecommunications Ltd. | 43702 | 167915 |
| United Overseas Bank Ltd. | 7341 | 209262 |
| Wilmar International Ltd. | 11358 | 34011 |
|  |  | 1980273 |
| **Spain - 0.5%**  | **Spain - 0.5%**  | **Spain - 0.5%**  |
| Acciona SA <sup>(A)</sup> <br>| 131 | 33736 |
| &nbsp;&nbsp; ACS Actividades de Construccion y <br> Servicios SA<br>| 936 | 113381 |
| Aena SME SA <sup>(A)(F)</sup> <br>| 4010 | 118284 |
| Amadeus IT Group SA | 2414 | 135828 |
| Banco Bilbao Vizcaya Argentaria SA | 30449 | 642299 |
| Banco de Sabadell SA <sup>(A)</sup> <br>| 26778 | 94185 |
| Banco Santander SA | 78686 | 863108 |
| Bankinter SA <sup>(A)</sup> <br>| 3637 | 56226 |
| CaixaBank SA | 20706 | 243279 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Spain (continued)** | **Spain (continued)** | **Spain (continued)** |
| Cellnex Telecom SA <sup>(B)(F)</sup> <br>| 2496 | $80001 |
| EDP Renovaveis SA <sup>(A)</sup> <br>| 1715 | 27137 |
| Endesa SA | 1698 | 70812 |
| Grifols SA <sup>(A)</sup> <br>| 1595 | 16511 |
| Iberdrola SA | 34494 | 787231 |
| Indra Sistemas SA | 414 | 22605 |
| Industria de Diseno Textil SA | 5868 | 333972 |
| Mapfre SA | 4877 | 21500 |
| Naturgy Energy Group SA | 1441 | 43139 |
| Redeia Corp. SA <sup>(A)</sup> <br>| 2163 | 36402 |
| Repsol SA | 5981 | 170409 |
| Telefonica SA <sup>(A)</sup> <br>| 19517 | 85610 |
|  |  | 3995655 |
| **Sweden - 0.5%**  | **Sweden - 0.5%**  | **Sweden - 0.5%**  |
| AddTech AB, B Shares | 1389 | 46600 |
| Alfa Laval AB <sup>(A)</sup> <br>| 1547 | 82983 |
| Assa Abloy AB, Class B | 5315 | 188870 |
| Atlas Copco AB, A Shares | 14334 | 247035 |
| Atlas Copco AB, B Shares | 8361 | 127932 |
| Beijer Ref AB <sup>(A)</sup> <br>| 2181 | 29674 |
| Boliden AB <sup>(B)</sup> <br>| 1487 | 76293 |
| Epiroc AB, Class A | 3468 | 83928 |
| Epiroc AB, Class B | 2056 | 43480 |
| EQT AB | 2616 | 79171 |
| Essity AB, Class B | 3215 | 82492 |
| Evolution AB <sup>(A)(F)</sup> <br>| 709 | 43828 |
| Fastighets AB Balder, B Shares <sup>(B)</sup> <br>| 3785 | 22046 |
| H&M Hennes & Mauritz AB, B Shares <sup>(A)</sup> <br>| 2603 | 48160 |
| Hexagon AB, B Shares | 11062 | 105214 |
| Holmen AB, B Shares <sup>(A)</sup> <br>| 377 | 13421 |
| Industrivarden AB, A Shares | 572 | 28109 |
| Industrivarden AB, C Shares <sup>(A)</sup> <br>| 823 | 40252 |
| Indutrade AB | 1448 | 32794 |
| Investment AB Latour, B Shares | 777 | 16506 |
| Investor AB, B Shares | 9670 | 361911 |
| L E Lundbergforetagen AB, B Shares <sup>(A)</sup> <br>| 402 | 22591 |
| Lifco AB, B Shares <sup>(A)</sup> <br>| 1239 | 36882 |
| Nibe Industrier AB, B Shares <sup>(A)</sup> <br>| 8013 | 32664 |
| Saab AB, Class B <sup>(A)</sup> <br>| 1710 | 111523 |
| Sagax AB, Class B <sup>(A)</sup> <br>| 1162 | 21358 |
| Sandvik AB | 5600 | 211420 |
| Securitas AB, B Shares | 2610 | 43506 |
| &nbsp;&nbsp; Skandinaviska Enskilda Banken AB, <br> Class A <sup>(A)</sup> <br>| 8018 | 145933 |
| Skanska AB, B Shares <sup>(A)</sup> <br>| 1794 | 47870 |
| SKF AB, B Shares | 1788 | 42345 |
| Spotify Technology SA <sup>(B)</sup> <br>| 842 | 408294 |
| Svenska Cellulosa AB SCA, Class B <sup>(A)</sup> <br>| 3247 | 37318 |
| Svenska Handelsbanken AB, A Shares <sup>(A)</sup> <br>| 7707 | 100178 |
| Swedbank AB, A Shares | 4500 | 151590 |
| Swedish Orphan Biovitrum AB <sup>(B)</sup> <br>| 1047 | 43377 |
| Tele2 AB, B Shares | 2893 | 59470 |
| &nbsp;&nbsp; Telefonaktiebolaget LM Ericsson, <br> B Shares <sup>(A)</sup> <br>| 14955 | 167928 |
| Telia Co. AB <sup>(A)</sup> <br>| 12524 | 63820 |

---

**Transamerica Series Trust**

**Page 5**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Sweden (continued)** | **Sweden (continued)** | **Sweden (continued)** |
| Trelleborg AB, B Shares | 1074 | $39572 |
| Volvo AB, B Shares | 8435 | 272207 |
|  |  | 3860545 |
| **Switzerland - 1.4%**  | **Switzerland - 1.4%**  | **Switzerland - 1.4%**  |
| ABB Ltd. | 8321 | 658104 |
| Alcon AG | 2694 | 199658 |
| Amcor PLC | 2062 | 81965 |
| Amrize Ltd. <sup>(B)</sup> <br>| 2247 | 125877 |
| Avolta AG | 468 | 27661 |
| Banque Cantonale Vaudoise | 161 | 25974 |
| Barry Callebaut AG <sup>(A)</sup> <br>| 19 | 32910 |
| Belimo Holding AG | 52 | 41328 |
| BKW AG | 113 | 22074 |
| Chocoladefabriken Lindt & Spruengli AG | 6 | 213044 |
| Chubb Ltd. | 1698 | 553429 |
| Cie Financiere Richemont SA, Class A | 2883 | 499549 |
| Coca-Cola HBC AG | 1175 | 66035 |
| DSM-Firmenich AG | 957 | 67962 |
| EMS-Chemie Holding AG | 39 | 30362 |
| Galderma Group AG | 981 | 188201 |
| Garmin Ltd. | 742 | 172151 |
| Geberit AG | 182 | 121227 |
| Givaudan SA | 50 | 167834 |
| Glencore PLC <sup>(B)</sup> <br>| 53489 | 400363 |
| Helvetia Baloise Holding AG | 422 | 108403 |
| Holcim AG | 2747 | 223031 |
| Julius Baer Group Ltd. | 1103 | 80228 |
| Kuehne & Nagel International AG <sup>(A)</sup> <br>| 256 | 57725 |
| Logitech International SA | 812 | 73482 |
| Lonza Group AG | 373 | 235481 |
| Nestle SA | 13739 | 1347439 |
| Novartis AG | 10102 | 1526923 |
| Partners Group Holding AG | 121 | 128052 |
| Roche Holding AG | 3924 | 1547033 |
| Sandoz Group AG | 2208 | 170488 |
| Schindler Holding AG | 343 | 109921 |
| SGS SA | 897 | 94344 |
| Sika AG | 819 | 133052 |
| Sonova Holding AG | 268 | 59995 |
| STMicroelectronics NV | 3669 | 121308 |
| Straumann Holding AG <sup>(A)</sup> <br>| 594 | 60915 |
| Swatch Group AG | 154 | 33415 |
| Swiss Life Holding AG | 151 | 163313 |
| Swiss Prime Site AG | 432 | 72936 |
| Swiss Re AG <sup>(A)</sup> <br>| 1592 | 263210 |
| Swisscom AG | 139 | 115949 |
| UBS Group AG | 16621 | 638774 |
| VAT Group AG <sup>(F)</sup> <br>| 145 | 87733 |
| Zurich Insurance Group AG | 780 | 547639 |
|  |  | 11696497 |
| **United Kingdom - 2.0%**  | **United Kingdom - 2.0%**  | **United Kingdom - 2.0%**  |
| 3i Group PLC | 5297 | 170931 |
| Admiral Group PLC | 1410 | 58788 |
| Airtel Africa PLC <sup>(F)</sup> <br>| 5006 | 22833 |
| Anglo American PLC | 6007 | 252758 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| Aon PLC, Class A | 908 | $293084 |
| Associated British Foods PLC | 1713 | 42546 |
| AstraZeneca PLC | 8432 | 1639492 |
| Autotrader Group PLC <sup>(F)</sup> <br>| 4506 | 28002 |
| Aviva PLC | 16441 | 130655 |
| BAE Systems PLC | 15955 | 464597 |
| Barclays PLC | 74671 | 384911 |
| Barratt Redrow PLC | 7190 | 24772 |
| BP PLC | 84938 | 681627 |
| British American Tobacco PLC | 11849 | 685519 |
| BT Group PLC | 31604 | 88054 |
| Bunzl PLC | 1740 | 51957 |
| Centrica PLC | 24786 | 69714 |
| CNH Industrial NV | 3942 | 43362 |
| Coca-Cola Europacific Partners PLC | 1145 | 103817 |
| Compass Group PLC | 9171 | 253093 |
| Diageo PLC | 12234 | 226053 |
| Endeavour Mining PLC | 1030 | 60804 |
| Entain PLC | 3264 | 24236 |
| GSK PLC | 22068 | 602878 |
| Haleon PLC | 48515 | 240034 |
| Halma PLC | 2054 | 103364 |
| HSBC Holdings PLC | 93064 | 1504761 |
| Imperial Brands PLC | 4088 | 165411 |
| Informa PLC | 7015 | 69397 |
| InterContinental Hotels Group PLC | 787 | 102625 |
| International Consolidated Airlines Group SA | 6294 | 29245 |
| Intertek Group PLC | 841 | 40608 |
| J Sainsbury PLC | 9259 | 41545 |
| JD Sports Fashion PLC | 13134 | 12284 |
| Kingfisher PLC | 9100 | 34183 |
| Land Securities Group PLC, REIT | 3809 | 27880 |
| Legal & General Group PLC | 30634 | 99868 |
| Lloyds Banking Group PLC | 316192 | 386454 |
| London Stock Exchange Group PLC | 2441 | 286388 |
| M&G PLC | 12379 | 44567 |
| Marks & Spencer Group PLC | 11007 | 49418 |
| Melrose Industries PLC | 6781 | 45128 |
| National Grid PLC | 26973 | 453230 |
| NatWest Group PLC | 43146 | 315922 |
| Next PLC | 624 | 104686 |
| NMC Health PLC <sup>(B)(C)(D)(H)</sup> <br>| 77617 | 0 |
| Pearson PLC | 3059 | 40068 |
| Pentair PLC | 748 | 65158 |
| Reckitt Benckiser Group PLC | 3458 | 232878 |
| RELX PLC | 9872 | 323529 |
| Rentokil Initial PLC | 13745 | 84961 |
| Rio Tinto PLC | 6060 | 556980 |
| Rolls-Royce Holdings PLC | 45538 | 682303 |
| Sage Group PLC | 5118 | 56754 |
| Schroders PLC | 3943 | 29983 |
| Segro PLC, REIT | 6989 | 59556 |
| Severn Trent PLC | 1467 | 59999 |
| Shell PLC | 30839 | 1462527 |
| Smith & Nephew PLC | 4405 | 69091 |
| Smiths Group PLC | 1719 | 51876 |

---

**Transamerica Series Trust**

**Page 6**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| Spirax Group PLC | 400 | $35340 |
| SSE PLC | 6446 | 221404 |
| Standard Chartered PLC | 10332 | 212653 |
| Standard Life PLC | 3815 | 34261 |
| Tesco PLC | 34182 | 214046 |
| Unilever PLC | 11884 | 660489 |
| United Utilities Group PLC | 3694 | 64295 |
| Verisure PLC <sup>(B)</sup> <br>| 1390 | 14297 |
| Vodafone Group PLC | 99887 | 149794 |
| Whitbread PLC | 917 | 27867 |
| Willis Towers Watson PLC | 444 | 129071 |
| Wise PLC, Class A <sup>(B)</sup> <br>| 3606 | 43099 |
|  |  | 16143760 |
| **United States - 32.2%**  | **United States - 32.2%**  | **United States - 32.2%**  |
| 3M Co. | 2430 | 352909 |
| Abbott Laboratories | 7868 | 807808 |
| AbbVie, Inc. | 7793 | 1694900 |
| ABIOMED, Inc. <sup>(B)(C)(D)</sup> <br>| 56 | 57 |
| Adobe, Inc. <sup>(B)</sup> <br>| 1873 | 455289 |
| Advanced Micro Devices, Inc. <sup>(B)</sup> <br>| 7528 | 1531421 |
| AECOM | 612 | 51910 |
| Affirm Holdings, Inc. <sup>(B)</sup> <br>| 1318 | 60391 |
| Aflac, Inc. | 2296 | 251894 |
| Agilent Technologies, Inc. | 1275 | 145324 |
| Air Products & Chemicals, Inc. | 1007 | 292523 |
| Airbnb, Inc., Class A <sup>(B)</sup> <br>| 1972 | 249024 |
| Alexandria Real Estate Equities, Inc., REIT | 710 | 32958 |
| Alliant Energy Corp. | 1148 | 82380 |
| Allstate Corp. | 1185 | 245698 |
| Alnylam Pharmaceuticals, Inc. <sup>(B)</sup> <br>| 590 | 195213 |
| Alphabet, Inc., Class A | 26390 | 7588708 |
| Alphabet, Inc., Class C | 22187 | 6364563 |
| Altria Group, Inc. | 7523 | 496443 |
| Amazon.com, Inc. <sup>(B)</sup> <br>| 43302 | 9018508 |
| Ameren Corp. | 1209 | 132893 |
| American Electric Power Co., Inc. | 2379 | 311839 |
| American Express Co. | 2701 | 816998 |
| American Financial Group, Inc. | 300 | 38313 |
| American Homes 4 Rent, Class A, REIT | 1506 | 42048 |
| American International Group, Inc. | 2506 | 188576 |
| American Tower Corp., REIT | 2063 | 356033 |
| American Water Works Co., Inc. | 864 | 117582 |
| Ameriprise Financial, Inc. | 442 | 196425 |
| AMETEK, Inc. | 1048 | 224649 |
| Amgen, Inc. | 2384 | 838810 |
| Amphenol Corp., Class A | 5697 | 719816 |
| Analog Devices, Inc. | 2245 | 714224 |
| Annaly Capital Management, Inc., REIT | 2894 | 61208 |
| Apollo Global Management, Inc. | 2164 | 241113 |
| Apple, Inc. | 68607 | 17411771 |
| Applied Materials, Inc. | 3632 | 1241381 |
| AppLovin Corp., Class A <sup>(B)</sup> <br>| 1077 | 428646 |
| Archer-Daniels-Midland Co. | 2134 | 155120 |
| Ares Management Corp., Class A | 1045 | 114010 |
| Arista Networks, Inc. <sup>(B)</sup> <br>| 4802 | 589590 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Arthur J Gallagher & Co. | 1148 | $248634 |
| Astera Labs, Inc. <sup>(B)</sup> <br>| 633 | 69377 |
| AT&T, Inc. | 31691 | 918722 |
| Atlassian Corp., Class A <sup>(B)</sup> <br>| 784 | 53508 |
| Atmos Energy Corp. | 716 | 132260 |
| Autodesk, Inc. <sup>(B)</sup> <br>| 906 | 216896 |
| Automatic Data Processing, Inc. | 1854 | 376696 |
| AutoZone, Inc. <sup>(B)</sup> <br>| 74 | 249956 |
| AvalonBay Communities, Inc., REIT | 651 | 106341 |
| Avery Dennison Corp. | 347 | 59920 |
| Axon Enterprise, Inc. <sup>(B)</sup> <br>| 348 | 147792 |
| Baker Hughes Co. | 4436 | 270818 |
| Ball Corp. | 1159 | 68508 |
| Bank of America Corp. | 33402 | 1628347 |
| Bank of New York Mellon Corp. | 3278 | 388869 |
| Baxter International, Inc. | 2322 | 39010 |
| Becton Dickinson & Co. | 1285 | 202041 |
| Bentley Systems, Inc., Class B <sup>(A)</sup> <br>| 732 | 25708 |
| Berkshire Hathaway, Inc., Class B <sup>(B)</sup> <br>| 6213 | 2977270 |
| Best Buy Co., Inc. | 919 | 59000 |
| Biogen, Inc. <sup>(B)</sup> <br>| 653 | 119714 |
| Blackrock, Inc. | 686 | 659733 |
| Blackstone, Inc. | 3473 | 399360 |
| Block, Inc. <sup>(B)</sup> <br>| 2146 | 129146 |
| Bloom Energy Corp., Class A <sup>(B)</sup> <br>| 1104 | 149581 |
| Boeing Co. <sup>(B)</sup> <br>| 3586 | 713722 |
| Booking Holdings, Inc. | 147 | 618917 |
| Booz Allen Hamilton Holding Corp. | 559 | 43619 |
| Boston Scientific Corp. <sup>(B)</sup> <br>| 6624 | 415656 |
| Bristol-Myers Squibb Co. | 8990 | 545243 |
| Broadcom, Inc. | 20579 | 6369406 |
| Broadridge Financial Solutions, Inc. | 522 | 84815 |
| Brookfield Asset Management Ltd., Class A | 2457 | 109241 |
| Brookfield Renewable Corp. | 819 | 32640 |
| Brown & Brown, Inc. | 1296 | 84512 |
| Brown-Forman Corp., Class B | 799 | 21126 |
| Builders FirstSource, Inc. <sup>(B)</sup> <br>| 506 | 41659 |
| Bunge Global SA | 628 | 79882 |
| Burlington Stores, Inc. <sup>(B)</sup> <br>| 287 | 93384 |
| BXP, Inc., REIT | 701 | 36382 |
| Cadence Design Systems, Inc. <sup>(B)</sup> <br>| 1231 | 342058 |
| Capital One Financial Corp. | 3074 | 560790 |
| Cardinal Health, Inc. | 1063 | 224623 |
| Carlisle Cos., Inc. | 193 | 64389 |
| Carlyle Group, Inc. | 1119 | 54148 |
| Carnival Corp. | 4948 | 128054 |
| Carrier Global Corp. | 3401 | 191510 |
| Carvana Co. <sup>(B)</sup> <br>| 650 | 204347 |
| Caterpillar, Inc. | 2165 | 1533816 |
| Cavco Industries, Inc. <sup>(B)</sup> <br>| 318 | 154004 |
| Cboe Global Markets, Inc. | 459 | 129011 |
| CBRE Group, Inc., Class A <sup>(B)</sup> <br>| 1384 | 187477 |
| CDW Corp. | 599 | 72491 |
| Cencora, Inc. | 821 | 257909 |
| Centene Corp. <sup>(B)</sup> <br>| 23061 | 755017 |
| CenterPoint Energy, Inc. | 2931 | 126502 |

---

**Transamerica Series Trust**

**Page 7**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Century Communities, Inc. | 1044 | $59905 |
| CF Industries Holdings, Inc. | 714 | 92706 |
| CH Robinson Worldwide, Inc. | 533 | 88515 |
| Champion Homes, Inc. <sup>(B)</sup> <br>| 2274 | 169117 |
| Charles Schwab Corp. | 8036 | 755223 |
| Charter Communications, Inc., Class A <sup>(B)</sup> <br>| 389 | 83977 |
| Cheniere Energy, Inc. | 978 | 277517 |
| Chevron Corp. | 8631 | 1785754 |
| Chipotle Mexican Grill, Inc. <sup>(B)</sup> <br>| 6234 | 199550 |
| Church & Dwight Co., Inc. | 1086 | 101346 |
| Ciena Corp. <sup>(B)</sup> <br>| 638 | 247691 |
| Cigna Group | 6551 | 1747479 |
| Cincinnati Financial Corp. | 717 | 112820 |
| Cintas Corp. | 1603 | 271131 |
| Cisco Systems, Inc. | 17719 | 1374817 |
| Citigroup, Inc. | 8815 | 999709 |
| Citizens Financial Group, Inc. | 2079 | 124678 |
| Clorox Co. | 543 | 56271 |
| Cloudflare, Inc., Class A <sup>(B)</sup> <br>| 1465 | 302288 |
| CME Group, Inc. | 1620 | 478467 |
| CMS Energy Corp. | 1331 | 103259 |
| Coca-Cola Co. | 18272 | 1389586 |
| &nbsp;&nbsp; Cognizant Technology Solutions Corp., <br> Class A<br>| 2223 | 136381 |
| Coinbase Global, Inc., Class A <sup>(B)</sup> <br>| 963 | 168149 |
| Colgate-Palmolive Co. | 3407 | 290379 |
| Comcast Corp., Class A | 16510 | 474002 |
| Comfort Systems USA, Inc. | 163 | 224775 |
| ConocoPhillips | 5560 | 733920 |
| Consolidated Edison, Inc. | 1605 | 181654 |
| Constellation Brands, Inc., Class A | 659 | 98850 |
| Constellation Energy Corp. | 1404 | 392067 |
| Cooper Cos., Inc. <sup>(B)</sup> <br>| 899 | 64279 |
| Copart, Inc. <sup>(B)</sup> <br>| 4097 | 136020 |
| Corebridge Financial, Inc. | 1394 | 33261 |
| CoreWeave, Inc., Class A <sup>(A)(B)</sup> <br>| 969 | 75068 |
| Corning, Inc. | 3758 | 510975 |
| Corpay, Inc. <sup>(B)</sup> <br>| 309 | 89916 |
| Corteva, Inc. | 3050 | 255315 |
| CoStar Group, Inc. <sup>(B)</sup> <br>| 1926 | 77695 |
| Costco Wholesale Corp. | 1970 | 1962967 |
| Coterra Energy, Inc. | 3399 | 119441 |
| Credo Technology Group Holding Ltd. <sup>(B)</sup> <br>| 723 | 67868 |
| Crowdstrike Holdings, Inc., Class A <sup>(B)</sup> <br>| 1186 | 463026 |
| Crown Castle, Inc., REIT | 1899 | 154408 |
| CSX Corp. | 8428 | 345969 |
| Cummins, Inc. | 634 | 341105 |
| CVS Health Corp. | 21307 | 1530269 |
| D.R. Horton, Inc. | 12437 | 1706605 |
| Danaher Corp. | 2927 | 554959 |
| Darden Restaurants, Inc. | 528 | 103509 |
| Datadog, Inc., Class A <sup>(B)</sup> <br>| 1453 | 171527 |
| Deckers Outdoor Corp. <sup>(B)</sup> <br>| 681 | 68161 |
| Deere & Co. | 1149 | 647232 |
| Dell Technologies, Inc., Class C | 1209 | 198433 |
| Delta Air Lines, Inc. | 795 | 52852 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Devon Energy Corp. | 2683 | $135009 |
| Dexcom, Inc. <sup>(B)</sup> <br>| 1797 | 112852 |
| Diamondback Energy, Inc. | 824 | 162979 |
| Dick's Sporting Goods, Inc. | 305 | 60478 |
| Digital Realty Trust, Inc., REIT | 1532 | 276082 |
| Docusign, Inc. <sup>(B)</sup> <br>| 918 | 43522 |
| Dollar General Corp. | 979 | 116237 |
| Dollar Tree, Inc. <sup>(B)</sup> <br>| 885 | 96916 |
| Dominion Energy, Inc. | 3872 | 239367 |
| Domino's Pizza, Inc. | 144 | 51666 |
| DoorDash, Inc., Class A <sup>(B)</sup> <br>| 1763 | 264714 |
| Dover Corp. | 631 | 131532 |
| Dow, Inc. | 3131 | 130406 |
| DraftKings, Inc., Class A <sup>(B)</sup> <br>| 2025 | 43781 |
| Dream Finders Homes, Inc., Class A <sup>(B)</sup> <br>| 1176 | 16370 |
| DTE Energy Co. | 929 | 135838 |
| Duke Energy Corp. | 3461 | 453183 |
| DuPont de Nemours, Inc. | 1913 | 87615 |
| Dynatrace, Inc. <sup>(B)</sup> <br>| 1364 | 50441 |
| eBay, Inc. | 2019 | 183769 |
| EchoStar Corp., Class A <sup>(B)</sup> <br>| 653 | 76447 |
| Ecolab, Inc. | 1149 | 305657 |
| Edison International | 1737 | 127114 |
| Edwards Lifesciences Corp. <sup>(B)</sup> <br>| 2627 | 210370 |
| Electronic Arts, Inc. | 1073 | 218753 |
| Elevance Health, Inc. | 5992 | 1754158 |
| Eli Lilly & Co. | 3597 | 3308413 |
| EMCOR Group, Inc. | 209 | 154307 |
| Emerson Electric Co. | 2607 | 341569 |
| Entegris, Inc. | 690 | 80896 |
| Entergy Corp. | 1999 | 224608 |
| EOG Resources, Inc. | 2415 | 349137 |
| EQT Corp. | 2737 | 174183 |
| Equifax, Inc. | 555 | 99939 |
| Equinix, Inc., REIT | 431 | 422483 |
| Equitable Holdings, Inc. | 1408 | 52251 |
| Equity LifeStyle Properties, Inc., REIT | 831 | 51871 |
| Equity Residential, REIT | 1653 | 97775 |
| Erie Indemnity Co., Class A | 116 | 29152 |
| Essential Utilities, Inc. | 1237 | 49814 |
| Essex Property Trust, Inc., REIT | 296 | 71632 |
| Estee Lauder Cos., Inc., Class A | 1100 | 78947 |
| Evergy, Inc. | 1028 | 84214 |
| Everpure, Inc., Class A <sup>(B)</sup> <br>| 1451 | 85667 |
| Eversource Energy | 1658 | 114866 |
| Exelon Corp. | 4472 | 219217 |
| Expand Energy Corp. | 1051 | 115379 |
| Expedia Group, Inc. | 540 | 124681 |
| Expeditors International of Washington, Inc. | 608 | 87084 |
| Extra Space Storage, Inc., REIT | 938 | 123000 |
| Exxon Mobil Corp. | 18892 | 3205217 |
| F5, Inc. <sup>(B)</sup> <br>| 266 | 76962 |
| Fair Isaac Corp. <sup>(B)</sup> <br>| 108 | 115294 |
| Fastenal Co. | 5128 | 237939 |
| FedEx Corp. | 1005 | 357961 |
| Ferguson Enterprises, Inc. | 899 | 209701 |

---

**Transamerica Series Trust**

**Page 8**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Fidelity National Financial, Inc. | 1155 | $53569 |
| Fidelity National Information Services, Inc. | 2364 | 110895 |
| Fifth Third Bancorp | 4300 | 199778 |
| First Citizens BancShares, Inc., Class A | 42 | 79156 |
| First Solar, Inc. <sup>(B)</sup> <br>| 474 | 93501 |
| FirstEnergy Corp. | 2449 | 124066 |
| Fiserv, Inc. <sup>(B)</sup> <br>| 2444 | 136375 |
| Flex Ltd. <sup>(B)</sup> <br>| 1712 | 112068 |
| Flutter Entertainment PLC <sup>(B)</sup> <br>| 881 | 89818 |
| Ford Motor Co. | 18025 | 208008 |
| Fortinet, Inc. <sup>(B)</sup> <br>| 2970 | 242708 |
| Fortive Corp. | 1543 | 85297 |
| Fox Corp., Class A | 951 | 55538 |
| Fox Corp., Class B | 694 | 36851 |
| Freeport-McMoRan, Inc. | 6614 | 388771 |
| Gaming & Leisure Properties, Inc., REIT | 1271 | 56394 |
| Gartner, Inc. <sup>(B)</sup> <br>| 343 | 54311 |
| GE HealthCare Technologies, Inc. | 2052 | 146061 |
| GE Vernova, Inc. | 1262 | 1101600 |
| Gen Digital, Inc. | 2378 | 44778 |
| General Dynamics Corp. | 1024 | 351457 |
| General Electric Co. | 4826 | 1369474 |
| General Mills, Inc. | 2379 | 88546 |
| General Motors Co. | 4407 | 328321 |
| Genuine Parts Co. | 619 | 65459 |
| Gilead Sciences, Inc. | 5382 | 750089 |
| Global Payments, Inc. | 1103 | 74232 |
| GoDaddy, Inc., Class A <sup>(B)</sup> <br>| 621 | 51338 |
| Goldman Sachs Group, Inc. | 1477 | 1249527 |
| Graco, Inc. | 746 | 63149 |
| Green Brick Partners, Inc. <sup>(B)</sup> <br>| 1247 | 80369 |
| Halliburton Co. | 3831 | 149371 |
| Hartford Insurance Group, Inc. | 1274 | 172283 |
| HCA Healthcare, Inc. | 733 | 346885 |
| Healthpeak Properties, Inc., REIT | 3066 | 50374 |
| HEICO Corp. | 194 | 53195 |
| HEICO Corp., Class A | 338 | 71348 |
| Hershey Co. | 657 | 136584 |
| Hewlett Packard Enterprise Co. | 5761 | 137169 |
| Hilton Worldwide Holdings, Inc. | 1096 | 333272 |
| Hologic, Inc. <sup>(B)</sup> <br>| 1003 | 75817 |
| Home Depot, Inc. | 4445 | 1461916 |
| Honeywell International, Inc. | 2840 | 641925 |
| Hormel Foods Corp. | 1316 | 29807 |
| Howmet Aerospace, Inc. | 1735 | 399848 |
| HP, Inc. | 4188 | 80451 |
| Hubbell, Inc. | 248 | 121704 |
| HubSpot, Inc. <sup>(B)</sup> <br>| 234 | 57119 |
| Humana, Inc. | 5081 | 880995 |
| Huntington Bancshares, Inc. | 9620 | 150553 |
| Hyatt Hotels Corp., Class A <sup>(A)</sup> <br>| 202 | 29046 |
| IDEX Corp. | 348 | 65963 |
| IDEXX Laboratories, Inc. <sup>(B)</sup> <br>| 362 | 203404 |
| Illinois Tool Works, Inc. | 1247 | 324582 |
| Illumina, Inc. <sup>(B)</sup> <br>| 667 | 82214 |
| Incyte Corp. <sup>(B)</sup> <br>| 742 | 69837 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Ingersoll Rand, Inc. | 1820 | $145818 |
| Insmed, Inc. <sup>(B)</sup> <br>| 962 | 157306 |
| Installed Building Products, Inc. | 928 | 246059 |
| Insulet Corp. <sup>(B)</sup> <br>| 323 | 67778 |
| Intel Corp. <sup>(B)</sup> <br>| 20635 | 910623 |
| Interactive Brokers Group, Inc., Class A | 2143 | 143731 |
| Intercontinental Exchange, Inc. | 2564 | 403266 |
| International Business Machines Corp. | 4264 | 1033551 |
| International Flavors & Fragrances, Inc. | 1139 | 82634 |
| International Paper Co. | 2245 | 80147 |
| Intuit, Inc. | 1228 | 530963 |
| Intuitive Surgical, Inc. <sup>(B)</sup> <br>| 1638 | 755102 |
| Invitation Homes, Inc., REIT | 2611 | 64883 |
| IonQ, Inc. <sup>(A)(B)</sup> <br>| 1485 | 42813 |
| IQVIA Holdings, Inc. <sup>(B)</sup> <br>| 746 | 127223 |
| Iron Mountain, Inc., REIT | 1332 | 136050 |
| J.M. Smucker Co. | 487 | 46966 |
| Jabil, Inc. | 498 | 132284 |
| Jack Henry & Associates, Inc. | 325 | 51363 |
| Jacobs Solutions, Inc. | 549 | 69877 |
| JB Hunt Transport Services, Inc. | 343 | 72682 |
| Johnson & Johnson | 10690 | 2613064 |
| Johnson Controls International PLC | 2957 | 387219 |
| JPMorgan Chase & Co. | 12826 | 3772896 |
| KB Home | 2651 | 137189 |
| Kenvue, Inc. | 8610 | 148436 |
| Keurig Dr. Pepper, Inc. | 5794 | 152556 |
| KeyCorp | 4467 | 89563 |
| Keysight Technologies, Inc. <sup>(B)</sup> <br>| 793 | 223919 |
| Kimberly-Clark Corp. | 1483 | 143065 |
| Kimco Realty Corp., REIT | 3042 | 68354 |
| Kinder Morgan, Inc. | 8997 | 301669 |
| KKR & Co., Inc. | 3036 | 280830 |
| KLA Corp. | 601 | 884918 |
| Kraft Heinz Co. | 3966 | 89195 |
| Kroger Co. | 2782 | 201306 |
| L3 Harris Technologies, Inc. | 832 | 287165 |
| Labcorp Holdings, Inc. | 372 | 99253 |
| Lam Research Corp. | 5797 | 1238587 |
| Las Vegas Sands Corp. | 1389 | 74839 |
| Leidos Holdings, Inc. | 553 | 86003 |
| Lennar Corp., Class A | 9833 | 853898 |
| Lennox International, Inc. | 136 | 63122 |
| LGI Homes, Inc. <sup>(B)</sup> <br>| 832 | 32889 |
| &nbsp;&nbsp; Liberty Media Corp. - Liberty Formula One, <br> Class C <sup>(B)</sup> <br>| 900 | 76518 |
| Linde PLC | 2084 | 1033164 |
| Live Nation Entertainment, Inc. <sup>(B)</sup> <br>| 709 | 108130 |
| Lockheed Martin Corp. | 937 | 566313 |
| Loews Corp. | 793 | 84645 |
| Lowe's Cos., Inc. | 2531 | 598025 |
| LPL Financial Holdings, Inc. | 387 | 116421 |
| LyondellBasell Industries NV, Class A | 1139 | 91758 |
| M&T Bank Corp. | 736 | 152146 |
| M/I Homes, Inc. <sup>(B)</sup> <br>| 1070 | 131022 |
| Marathon Petroleum Corp. | 1406 | 343317 |

---

**Transamerica Series Trust**

**Page 9**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Markel Group, Inc. <sup>(B)</sup> <br>| 57 | $109102 |
| Marriott International, Inc., Class A | 1073 | 350946 |
| Marsh & McLennan Cos., Inc. | 2209 | 383151 |
| Martin Marietta Materials, Inc. | 273 | 160710 |
| Marvell Technology, Inc. | 3854 | 381739 |
| Masco Corp. | 948 | 57231 |
| Mastercard, Inc., Class A | 3854 | 1925690 |
| McCormick & Co., Inc. | 1122 | 56594 |
| McDonald's Corp. | 3168 | 984583 |
| McKesson Corp. | 558 | 482871 |
| Merck & Co., Inc. | 10915 | 1312965 |
| Meritage Homes Corp. | 2875 | 177790 |
| Meta Platforms, Inc., Class A | 10068 | 5760205 |
| MetLife, Inc. | 2677 | 189317 |
| Mettler-Toledo International, Inc. <sup>(B)</sup> <br>| 94 | 118553 |
| Microchip Technology, Inc. | 2490 | 160879 |
| Micron Technology, Inc. | 5159 | 1742917 |
| Microsoft Corp. | 32503 | 12031636 |
| &nbsp;&nbsp; Mid-America Apartment Communities, Inc., <br> REIT<br>| 532 | 64968 |
| Molina Healthcare, Inc. <sup>(B)</sup> <br>| 5209 | 694360 |
| Mondelez International, Inc., Class A | 5680 | 327395 |
| MongoDB, Inc. <sup>(B)</sup> <br>| 387 | 94726 |
| Monolithic Power Systems, Inc. | 226 | 247097 |
| Monster Beverage Corp. <sup>(B)</sup> <br>| 3321 | 240640 |
| Moody's Corp. | 734 | 320207 |
| Motorola Solutions, Inc. | 738 | 320270 |
| MSCI, Inc. | 349 | 188114 |
| Nasdaq, Inc. | 2107 | 178863 |
| Natera, Inc. <sup>(B)</sup> <br>| 632 | 126394 |
| NetApp, Inc. | 909 | 93073 |
| Netflix, Inc. <sup>(B)</sup> <br>| 17034 | 1637819 |
| Neurocrine Biosciences, Inc. <sup>(B)</sup> <br>| 443 | 58361 |
| Newmont Corp. | 4853 | 525337 |
| News Corp., Class A | 1692 | 42182 |
| NextEra Energy, Inc. | 9290 | 862855 |
| NIKE, Inc., Class B | 5537 | 292464 |
| NiSource, Inc. | 2109 | 98406 |
| Nordson Corp. | 245 | 65185 |
| Norfolk Southern Corp. | 1008 | 289296 |
| Northern Trust Corp. | 898 | 125334 |
| Northrop Grumman Corp. | 604 | 412073 |
| NRG Energy, Inc. | 904 | 132111 |
| Nucor Corp. | 1044 | 176540 |
| Nutanix, Inc., Class A <sup>(B)</sup> <br>| 1188 | 45156 |
| NVIDIA Corp. | 113380 | 19773472 |
| NVR, Inc. <sup>(B)</sup> <br>| 127 | 836908 |
| Occidental Petroleum Corp. | 3258 | 211770 |
| Oklo, Inc. <sup>(B)</sup> <br>| 555 | 27522 |
| Okta, Inc. <sup>(B)</sup> <br>| 798 | 62811 |
| Old Dominion Freight Line, Inc. | 838 | 163745 |
| Omnicom Group, Inc. | 1446 | 108898 |
| ON Semiconductor Corp. <sup>(B)</sup> <br>| 1915 | 118577 |
| ONEOK, Inc. | 2860 | 258515 |
| Oracle Corp. | 8101 | 1191738 |
| O'Reilly Automotive, Inc. <sup>(B)</sup> <br>| 3738 | 345055 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Otis Worldwide Corp. | 1767 | $136200 |
| PACCAR, Inc. | 2370 | 273735 |
| Packaging Corp. of America | 408 | 86586 |
| Palantir Technologies, Inc., Class A <sup>(B)</sup> <br>| 10379 | 1518240 |
| Palo Alto Networks, Inc. <sup>(B)</sup> <br>| 4356 | 698354 |
| Parker-Hannifin Corp. | 580 | 519239 |
| Paychex, Inc. | 1471 | 135509 |
| Paycom Software, Inc. | 237 | 28805 |
| PayPal Holdings, Inc. | 4049 | 183136 |
| PepsiCo, Inc. | 6102 | 947580 |
| Pfizer, Inc. | 25380 | 712670 |
| PG&E Corp. | 9912 | 174154 |
| Philip Morris International, Inc. | 6993 | 1156223 |
| Phillips 66 | 1823 | 332114 |
| Pinnacle Financial Partners, Inc. | 734 | 63227 |
| Pinterest, Inc., Class A <sup>(B)</sup> <br>| 2825 | 51811 |
| PNC Financial Services Group, Inc. | 1874 | 389961 |
| PPG Industries, Inc. | 1026 | 109659 |
| PPL Corp. | 3309 | 126404 |
| Principal Financial Group, Inc. | 1034 | 93174 |
| Procter & Gamble Co. | 10371 | 1497987 |
| Progressive Corp. | 2635 | 522362 |
| Prologis, Inc., REIT | 4156 | 549340 |
| Prudential Financial, Inc. | 1650 | 161188 |
| PTC, Inc. <sup>(B)</sup> <br>| 544 | 77515 |
| Public Service Enterprise Group, Inc. | 2262 | 183109 |
| Public Storage, REIT | 703 | 190429 |
| PulteGroup, Inc. | 8878 | 1044142 |
| Qnity Electronics, Inc. | 964 | 111226 |
| QUALCOMM, Inc. | 4942 | 636431 |
| Quanta Services, Inc. | 686 | 376628 |
| Quest Diagnostics, Inc. | 500 | 97990 |
| Raymond James Financial, Inc. | 894 | 129442 |
| RB Global, Inc. <sup>(A)</sup> <br>| 1082 | 103767 |
| Realty Income Corp., REIT | 4052 | 247901 |
| Reddit, Inc., Class A <sup>(B)</sup> <br>| 479 | 64497 |
| Regency Centers Corp., REIT | 773 | 58485 |
| Regeneron Pharmaceuticals, Inc. | 463 | 357732 |
| Regions Financial Corp. | 4254 | 111114 |
| Reliance, Inc. | 239 | 72637 |
| Republic Services, Inc. | 971 | 212668 |
| ResMed, Inc. | 661 | 148381 |
| Restaurant Brands International, Inc. | 1737 | 128536 |
| Rivian Automotive, Inc., Class A <sup>(B)</sup> <br>| 3624 | 54541 |
| Robinhood Markets, Inc., Class A <sup>(B)</sup> <br>| 3514 | 243520 |
| ROBLOX Corp., Class A <sup>(B)</sup> <br>| 2705 | 152995 |
| Rocket Cos., Inc., Class A <sup>(B)</sup> <br>| 4056 | 57798 |
| Rocket Lab Corp. <sup>(B)</sup> <br>| 2214 | 142183 |
| Rockwell Automation, Inc. | 519 | 186259 |
| Rollins, Inc. | 1300 | 69433 |
| Roper Technologies, Inc. | 490 | 173391 |
| Ross Stores, Inc. | 1463 | 316930 |
| Royal Caribbean Cruises Ltd. | 1197 | 329390 |
| Royalty Pharma PLC, Class A | 1828 | 87689 |
| RPM International, Inc. | 578 | 57453 |
| RTX Corp. | 5970 | 1151613 |

---

**Transamerica Series Trust**

**Page 10**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| S&P Global, Inc. | 1401 | $595901 |
| Salesforce, Inc. | 4387 | 818921 |
| Samsara, Inc., Class A <sup>(B)</sup> <br>| 1588 | 50324 |
| SBA Communications Corp., REIT | 469 | 80720 |
| Seagate Technology Holdings PLC | 976 | 382358 |
| Sempra | 2912 | 282959 |
| ServiceNow, Inc. <sup>(B)</sup> <br>| 4730 | 494521 |
| Sherwin-Williams Co. | 1066 | 341706 |
| Simon Property Group, Inc., REIT | 1457 | 271774 |
| SLB Ltd. | 6778 | 348321 |
| Smithfield Foods, Inc. | 6 | 168 |
| Snap, Inc., Class A <sup>(B)</sup> <br>| 5012 | 23055 |
| Snap-on, Inc. | 237 | 86083 |
| Snowflake, Inc., Class A <sup>(B)</sup> <br>| 1524 | 229850 |
| SoFi Technologies, Inc. <sup>(B)</sup> <br>| 5896 | 93628 |
| Solventum Corp. <sup>(B)</sup> <br>| 732 | 47800 |
| Southern Co. | 4893 | 472272 |
| SS&C Technologies Holdings, Inc. | 995 | 67232 |
| Starbucks Corp. | 5137 | 460224 |
| State Street Corp. | 1323 | 167439 |
| Steel Dynamics, Inc. | 638 | 114840 |
| STERIS PLC | 446 | 98624 |
| Strategy, Inc., Class A <sup>(B)</sup> <br>| 1226 | 153005 |
| Stryker Corp. | 1548 | 508657 |
| Sun Communities, Inc., REIT | 562 | 70790 |
| Sunbelt Rentals Holdings, Inc. | 2271 | 142780 |
| Super Micro Computer, Inc. <sup>(B)</sup> <br>| 2421 | 55126 |
| Synchrony Financial | 1803 | 122640 |
| Synopsys, Inc. <sup>(B)</sup> <br>| 867 | 343748 |
| Sysco Corp. | 2117 | 151006 |
| T. Rowe Price Group, Inc. | 1019 | 91853 |
| Take-Two Interactive Software, Inc. <sup>(B)</sup> <br>| 836 | 165110 |
| Tapestry, Inc. | 978 | 138006 |
| Targa Resources Corp. | 959 | 240450 |
| Target Corp. | 2081 | 252217 |
| Taylor Morrison Home Corp. <sup>(B)</sup> <br>| 3972 | 231329 |
| Teledyne Technologies, Inc. <sup>(B)</sup> <br>| 213 | 128867 |
| Teradyne, Inc. | 769 | 227978 |
| Tesla, Inc. <sup>(B)</sup> <br>| 13075 | 4860631 |
| Texas Instruments, Inc. | 4174 | 810340 |
| Texas Pacific Land Corp. | 260 | 123386 |
| Textron, Inc. | 806 | 70573 |
| Thermo Fisher Scientific, Inc. | 1712 | 841499 |
| TJX Cos., Inc. | 4973 | 794188 |
| T-Mobile U.S., Inc. | 2252 | 472988 |
| Toast, Inc., Class A <sup>(B)</sup> <br>| 2100 | 55671 |
| Toll Brothers, Inc. | 3887 | 530459 |
| TopBuild Corp. <sup>(B)</sup> <br>| 1139 | 400131 |
| Tractor Supply Co. | 2367 | 107225 |
| Trade Desk, Inc., Class A <sup>(B)</sup> <br>| 2019 | 45811 |
| Tradeweb Markets, Inc., Class A | 521 | 61301 |
| TransDigm Group, Inc. | 257 | 297853 |
| TransUnion | 877 | 60680 |
| Travelers Cos., Inc. | 1007 | 293722 |
| Tri Pointe Homes, Inc. <sup>(B)</sup> <br>| 3489 | 163041 |
| Trimble, Inc. <sup>(B)</sup> <br>| 1095 | 71427 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Truist Financial Corp. | 6107 | $280739 |
| Twilio, Inc., Class A <sup>(B)</sup> <br>| 697 | 87697 |
| Tyler Technologies, Inc. <sup>(B)</sup> <br>| 194 | 66422 |
| Tyson Foods, Inc., Class A | 1272 | 81497 |
| U.S. Bancorp | 7390 | 384354 |
| Uber Technologies, Inc. <sup>(B)</sup> <br>| 8865 | 637659 |
| UDR, Inc., REIT | 1433 | 48407 |
| Ulta Beauty, Inc. <sup>(B)</sup> <br>| 205 | 107156 |
| Union Pacific Corp. | 2681 | 650464 |
| United Airlines Holdings, Inc. <sup>(B)</sup> <br>| 404 | 37196 |
| United Parcel Service, Inc., Class B | 3327 | 327310 |
| United Rentals, Inc. | 300 | 218568 |
| United Therapeutics Corp. <sup>(B)</sup> <br>| 194 | 115038 |
| UnitedHealth Group, Inc. | 9059 | 2451275 |
| Universal Health Services, Inc., Class B | 250 | 44743 |
| Valero Energy Corp. | 1408 | 347889 |
| Veeva Systems, Inc., Class A <sup>(B)</sup> <br>| 704 | 123665 |
| Ventas, Inc., REIT | 2043 | 167077 |
| Veralto Corp. | 1138 | 100622 |
| VeriSign, Inc. | 376 | 93383 |
| Verisk Analytics, Inc. | 613 | 116317 |
| Verizon Communications, Inc. | 18653 | 936381 |
| Vertex Pharmaceuticals, Inc. <sup>(B)</sup> <br>| 1120 | 500125 |
| Vertiv Holdings Co., Class A | 1718 | 430496 |
| VICI Properties, Inc., REIT | 4731 | 129251 |
| Visa, Inc., Class A | 7651 | 2312438 |
| Vistra Corp. | 1577 | 237070 |
| Vulcan Materials Co. | 596 | 162291 |
| W.R. Berkley Corp. | 1369 | 90737 |
| Walmart, Inc. | 19282 | 2396367 |
| Walt Disney Co. | 8124 | 782991 |
| Warner Bros Discovery, Inc. <sup>(B)</sup> <br>| 10855 | 298078 |
| Waste Management, Inc. | 1777 | 408337 |
| Waters Corp. <sup>(B)</sup> <br>| 448 | 133414 |
| Watsco, Inc. <sup>(A)</sup> <br>| 157 | 57115 |
| WEC Energy Group, Inc. | 1436 | 166246 |
| Wells Fargo & Co. | 15414 | 1227109 |
| Welltower, Inc., REIT | 3013 | 595700 |
| West Pharmaceutical Services, Inc. | 320 | 80205 |
| Western Digital Corp. | 1566 | 423587 |
| Westinghouse Air Brake Technologies Corp. | 781 | 195180 |
| Weyerhaeuser Co., REIT | 3257 | 79569 |
| Williams Cos., Inc. | 5505 | 400654 |
| Williams-Sonoma, Inc. | 562 | 102469 |
| Workday, Inc., Class A <sup>(B)</sup> <br>| 1020 | 132518 |
| WP Carey, Inc., REIT | 971 | 65989 |
| WW Grainger, Inc. | 199 | 217071 |
| Xcel Energy, Inc. | 2664 | 211628 |
| Xylem, Inc. | 1126 | 134557 |
| Yum! Brands, Inc. | 1227 | 190774 |
| Zebra Technologies Corp., Class A <sup>(B)</sup> <br>| 240 | 50179 |
| Zillow Group, Inc., Class C <sup>(B)</sup> <br>| 782 | 32359 |
| Zimmer Biomet Holdings, Inc. | 897 | 81107 |
| Zoetis, Inc. | 1969 | 232755 |

---

**Transamerica Series Trust**

**Page 11**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Zoom Communications, Inc., Class A <sup>(B)</sup> <br>| 1165 | $93654 |
| Zscaler, Inc. <sup>(B)</sup> <br>| 540 | 75757 |
|  |  | 266917903 |
| **Uruguay - 0.1%**  | **Uruguay - 0.1%**  | **Uruguay - 0.1%**  |
| MercadoLibre, Inc. <sup>(B)</sup> <br>| 204 | 352720 |
| &nbsp;&nbsp; **Total Common Stocks** <br>**(Cost $321,145,952)**<br>|  | 373021773 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **FOREIGN GOVERNMENT OBLIGATIONS - 24.6%**  | **FOREIGN GOVERNMENT OBLIGATIONS - 24.6%**  | **FOREIGN GOVERNMENT OBLIGATIONS - 24.6%**  |
| **Australia - 0.7%**  | **Australia - 0.7%**  | **Australia - 0.7%**  |
| Australia Government Bonds |  |  |
| 1.25%, 05/21/2032 | AUD 2,690,000 | 1512037 |
| Treasury Corp. of Victoria |  |  |
| 1.50%, 09/10/2031 | 1740000 | 993197 |
| 2.00%, 09/17/2035 | 4240000 | 2144076 |
| 2.25%, 11/20/2041 | 3070000 | 1294696 |
|  |  | 5944006 |
| **Austria - 0.1%**  | **Austria - 0.1%**  | **Austria - 0.1%**  |
| Republic of Austria Government Bonds |  |  |
| 0.25%, 10/20/2036 <sup>(G)</sup> <br>| EUR 1,210,000 | 1014605 |
| **Belgium - 0.3%**  | **Belgium - 0.3%**  | **Belgium - 0.3%**  |
| Kingdom of Belgium Government <br> Bonds |  |  |
| 1.70%, 06/22/2050 <sup>(G)</sup> <br>| 820000 | 586804 |
| 3.45%, 06/22/2043 <sup>(G)</sup> <br>| 1420000 | 1513312 |
|  |  | 2100116 |
| **Brazil - 2.9%**  | **Brazil - 2.9%**  | **Brazil - 2.9%**  |
| Brazil Letras do Tesouro Nacional |  |  |
| 0.00%, 01/01/2029 | BRL 175,677,000 | 23861901 |
| **Canada - 1.3%**  | **Canada - 1.3%**  | **Canada - 1.3%**  |
| British Columbia Investment <br> Management Corp. |  |  |
| 4.00%, 06/02/2035 | CAD 2,550,000 | 1839021 |
| Canada Government Bonds |  |  |
| 3.25%, 12/01/2034 | 780000 | 554842 |
| 3.50%, 12/01/2057 | 2220000 | 1484548 |
| Province of Alberta |  |  |
| 3.38%, 04/02/2035 <sup>(G)</sup> <br>| EUR 610,000 | 700458 |
| Province of British Columbia |  |  |
| 2.20%, 06/18/2030 | CAD 340,000 | 234642 |
| Province of Ontario |  |  |
| 2.05%, 06/02/2030 | 1790000 | 1228796 |
| 3.25%, 07/03/2035 <sup>(G)</sup> <br>| EUR 360,000 | 409899 |
| Province of Quebec |  |  |
| 0.00%, 10/29/2030 <sup>(G)</sup> <br>| 1330000 | 1338567 |
| 1.90%, 09/01/2030 | CAD 3,090,000 | 2099627 |
| 3.25%, 05/22/2035 <sup>(G)</sup> <br>| EUR 580,000 | 658881 |
|  |  | 10549281 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** |
| **Chile - 0.3%**  | **Chile - 0.3%**  | **Chile - 0.3%**  |
| Chile Government International Bonds |  |  |
| 3.75%, 01/14/2032 | EUR 1,030,000 | $1181979 |
| 3.80%, 07/01/2035 | 360000 | 404834 |
| 3.88%, 07/09/2031 - 04/14/2036 | 1084000 | 1238646 |
|  |  | 2825459 |
| **China - 3.7%**  | **China - 3.7%**  | **China - 3.7%**  |
| China Government Bonds |  |  |
| 1.43%, 01/25/2030 | CNY 26,140,000 | 3782508 |
| 2.04%, 11/25/2034 | 19980000 | 2958720 |
| 2.40%, 07/15/2028 | 12960000 | 1923820 |
| 2.69%, 08/15/2032 | 20190000 | 3100899 |
| 2.80%, 11/15/2032 | 20420000 | 3176986 |
| 3.12%, 10/25/2052 | 2780000 | 460671 |
| 3.13%, 11/21/2029 | 3720000 | 574385 |
| 3.27%, 11/19/2030 | 67760000 | 10677773 |
| 3.53%, 10/18/2051 | 3700000 | 653301 |
| 3.81%, 09/14/2050 | 19000000 | 3469045 |
|  |  | 30778108 |
| **Czech Republic - 0.1%**  | **Czech Republic - 0.1%**  | **Czech Republic - 0.1%**  |
| Czech Republic Government Bonds |  |  |
| 1.20%, 03/13/2031 | CZK 15,920,000 | 642399 |
| **Denmark - 0.1%**  | **Denmark - 0.1%**  | **Denmark - 0.1%**  |
| Denmark Government Bonds |  |  |
| 2.25%, 11/15/2033 | DKK 3,590,000 | 536604 |
| **Estonia - 0.1%**  | **Estonia - 0.1%**  | **Estonia - 0.1%**  |
| Estonia Government International <br> Bonds |  |  |
| 3.25%, 01/17/2034 <sup>(G)</sup> <br>| EUR 710,000 | 805985 |
| **France - 2.0%**  | **France - 2.0%**  | **France - 2.0%**  |
| Agence Francaise de Developpement <br> EPIC |  |  |
| 1.50%, 10/31/2034 <sup>(G)</sup> <br>| 900000 | 866588 |
| French Republic Government Bonds <br> OAT |  |  |
| 0.00%, 11/25/2029 <sup>(G)</sup> <br>| 7320000 | 7596263 |
| 2.70%, 02/25/2031 <sup>(G)</sup> <br>| 6420000 | 7271405 |
| SNCF Reseau |  |  |
| 1.88%, 03/30/2034 <sup>(G)</sup> <br>| 800000 | 804192 |
|  |  | 16538448 |
| **Germany - 2.5%**  | **Germany - 2.5%**  | **Germany - 2.5%**  |
| Bundesobligation |  |  |
| 1.30%, 10/15/2027 <sup>(G)</sup> <br>| 8670000 | 9828914 |
| Bundesrepublik Deutschland <br> Bundesanleihe |  |  |
| 0.00%, 08/15/2031 <sup>(G)</sup> <br>| 5540000 | 5540564 |
| 0.25%, 02/15/2029 <sup>(G)</sup> <br>| 940000 | 1016500 |
| 2.50%, 08/15/2054 <sup>(G)</sup> <br>| 1420000 | 1360135 |
| 4.25%, 07/04/2039 <sup>(G)</sup> <br>| 2220000 | 2848610 |
|  |  | 20594723 |
| **Greece - 0.0% \*** | **Greece - 0.0% \*** | **Greece - 0.0% \*** |
| Hellenic Republic Government Bonds |  |  |
| 4.38%, 07/18/2038 <sup>(G)</sup> <br>| 110000 | 131225 |

---

**Transamerica Series Trust**

**Page 12**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** |
| **Hungary - 0.2%**  | **Hungary - 0.2%**  | **Hungary - 0.2%**  |
| Hungary Government Bonds |  |  |
| 3.00%, 08/21/2030 | HUF 82,630,000 | $210339 |
| Hungary Government International <br> Bonds |  |  |
| 6.25%, 09/22/2032 <sup>(G)</sup> <br>| $1510000 | 1574487 |
|  |  | 1784826 |
| **Indonesia - 0.1%**  | **Indonesia - 0.1%**  | **Indonesia - 0.1%**  |
| Indonesia Treasury Bonds |  |  |
| 8.38%, 03/15/2034 | IDR 16,822,000,000 | 1078214 |
| **Italy - 0.9%**  | **Italy - 0.9%**  | **Italy - 0.9%**  |
| Italy Buoni Poliennali Del Tesoro |  |  |
| 2.50%, 12/01/2032 <sup>(G)</sup> <br>| EUR 930,000 | 1013024 |
| 3.85%, 07/01/2034 <sup>(G)</sup> <br>| 440000 | 513488 |
| 4.00%, 11/15/2030 <sup>(G)</sup> <br>| 2700000 | 3222814 |
| 4.30%, 10/01/2054 <sup>(G)</sup> <br>| 190000 | 210879 |
| 4.45%, 09/01/2043 <sup>(G)</sup> <br>| 710000 | 832520 |
| 4.50%, 10/01/2053 <sup>(G)</sup> <br>| 1280000 | 1470190 |
|  |  | 7262915 |
| **Japan - 2.9%**  | **Japan - 2.9%**  | **Japan - 2.9%**  |
| Japan Government Ten Year Bonds |  |  |
| 0.80%, 03/20/2034 | JPY 477,500,000 | 2715887 |
| 0.90%, 09/20/2034 | 419550000 | 2380415 |
| 1.40%, 03/20/2035 | 853150000 | 5004505 |
| Japan Government Thirty Year Bonds |  |  |
| 0.40%, 09/20/2049 | 629700000 | 2006605 |
| 0.70%, 12/20/2051 | 243300000 | 781847 |
| Japan Government Twenty Year Bonds |  |  |
| 0.40%, 03/20/2040 | 759450000 | 3453498 |
| 0.60%, 06/20/2037 | 203600000 | 1042805 |
| 2.50%, 06/20/2045 | 40000000 | 225626 |
| Japan Government Two Year Bonds |  |  |
| 1.00%, 12/01/2027 | 1051000000 | 6590099 |
|  |  | 24201287 |
| **Lithuania - 0.4%**  | **Lithuania - 0.4%**  | **Lithuania - 0.4%**  |
| Lithuania Government International <br> Bonds |  |  |
| 3.50%, 07/03/2031 <sup>(G)</sup> <br>| EUR 2,220,000 | 2577866 |
| Republic of Lithuania |  |  |
| 3.50%, 07/03/2031 <sup>(G)</sup> <br>| 500000 | 580600 |
|  |  | 3158466 |
| **Luxembourg - 0.2%**  | **Luxembourg - 0.2%**  | **Luxembourg - 0.2%**  |
| European Financial Stability Facility |  |  |
| 3.00%, 09/04/2034 <sup>(G)</sup> <br>| 1110000 | 1256478 |
| **Malaysia - 0.3%**  | **Malaysia - 0.3%**  | **Malaysia - 0.3%**  |
| Malaysia Government Bonds |  |  |
| 3.58%, 07/15/2032 | MYR 4,930,000 | 1219374 |
| 3.89%, 08/15/2029 | 3510000 | 881519 |
|  |  | 2100893 |
| **Mexico - 0.3%**  | **Mexico - 0.3%**  | **Mexico - 0.3%**  |
| Mexico Bonos |  |  |
| 7.75%, 11/23/2034 | MXN 6,000,000 | 306116 |
| 8.50%, 05/31/2029 | 18000000 | 1003051 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** |
| **Mexico (continued)** | **Mexico (continued)** | **Mexico (continued)** |
| Mexico Government International <br> Bonds |  |  |
| 3.50%, 09/19/2029 | EUR 605,000 | $686816 |
| 3.88%, 05/16/2031 | 770000 | 867689 |
|  |  | 2863672 |
| **Netherlands - 0.2%**  | **Netherlands - 0.2%**  | **Netherlands - 0.2%**  |
| Netherlands Government Bonds |  |  |
| 0.00%, 07/15/2030 <sup>(G)</sup> <br>| 1460000 | 1501370 |
| 2.75%, 01/15/2047 <sup>(G)</sup> <br>| 540000 | 558705 |
|  |  | 2060075 |
| **New Zealand - 0.3%**  | **New Zealand - 0.3%**  | **New Zealand - 0.3%**  |
| New Zealand Government Bonds |  |  |
| 4.25%, 05/15/2036 | NZD 16,000 | 8835 |
| 4.50%, 05/15/2035 | 654000 | 371574 |
| New Zealand Local Government <br> Funding Agency Bonds |  |  |
| 4.40%, 09/08/2027 | AUD 3,150,000 | 2157543 |
|  |  | 2537952 |
| **Norway - 0.0% \*** | **Norway - 0.0% \*** | **Norway - 0.0% \*** |
| Norway Government Bonds |  |  |
| 3.75%, 06/12/2035 <sup>(G)</sup> <br>| NOK 1,770,000 | 174666 |
| **Poland - 0.2%**  | **Poland - 0.2%**  | **Poland - 0.2%**  |
| Republic of Poland Government Bonds |  |  |
| 1.75%, 04/25/2032 | PLN 2,860,000 | 626354 |
| Republic of Poland Government <br> International Bonds |  |  |
| 2.88%, 01/15/2031 <sup>(G)</sup> <br>| EUR 610,000 | 690955 |
|  |  | 1317309 |
| **Portugal - 0.1%**  | **Portugal - 0.1%**  | **Portugal - 0.1%**  |
| Portugal Obrigacoes do Tesouro OT |  |  |
| 3.63%, 06/12/2054 <sup>(G)</sup> <br>| 400000 | 431017 |
| **Republic of Korea - 0.1%**  | **Republic of Korea - 0.1%**  | **Republic of Korea - 0.1%**  |
| Korea Development Bank |  |  |
| 0.80%, 07/19/2026 | $1210000 | 1197748 |
| **Romania - 0.1%**  | **Romania - 0.1%**  | **Romania - 0.1%**  |
| Romania Government International <br> Bonds |  |  |
| 5.25%, 03/10/2030 <sup>(G)</sup> <br>| EUR 770,000 | 904223 |
| 6.50%, 10/07/2045 <sup>(A)</sup><sup>(F)</sup> <br>| 240000 | 265351 |
|  |  | 1169574 |
| **Saudi Arabia - 0.2%**  | **Saudi Arabia - 0.2%**  | **Saudi Arabia - 0.2%**  |
| Saudi Government International Bonds |  |  |
| 3.38%, 03/05/2032 <sup>(F)</sup> <br>| 1010000 | 1131582 |
| 5.13%, 01/13/2028 <sup>(F)</sup> <br>| $610000 | 615451 |
|  |  | 1747033 |
| **Singapore - 0.1%**  | **Singapore - 0.1%**  | **Singapore - 0.1%**  |
| Singapore Government Bonds |  |  |
| 2.63%, 08/01/2032 | SGD 1,080,000 | 864790 |

---

**Transamerica Series Trust**

**Page 13**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** |
| **Slovakia - 0.2%**  | **Slovakia - 0.2%**  | **Slovakia - 0.2%**  |
| Slovakia Government Bonds |  |  |
| 3.75%, 02/27/2040 <sup>(G)</sup> <br>| EUR 1,360,000 | $1505695 |
| **Spain - 1.1%**  | **Spain - 1.1%**  | **Spain - 1.1%**  |
| Spain Government Bonds |  |  |
| 2.70%, 10/31/2048 <sup>(G)</sup> <br>| 722000 | 671534 |
| 3.45%, 10/31/2034 <sup>(G)</sup> <br>| 2960000 | 3440989 |
| 3.50%, 05/31/2029 | 3790000 | 4471252 |
| 4.00%, 10/31/2054 <sup>(G)</sup> <br>| 230000 | 260236 |
|  |  | 8844011 |
| **Supranational - 1.0%**  | **Supranational - 1.0%**  | **Supranational - 1.0%**  |
| Banque Ouest Africaine de <br> Developpement |  |  |
| 4.70%, 10/22/2031 <sup>(G)</sup> <br>| $530000 | 485705 |
| Corporacion Andina de Fomento |  |  |
| 5.00%, 01/24/2029 - 01/22/2030 | 1620000 | 1661639 |
| 5.30%, 02/19/2029 | AUD 8,730,000 | 5925809 |
|  |  | 8073153 |
| **Sweden - 0.1%**  | **Sweden - 0.1%**  | **Sweden - 0.1%**  |
| Sweden Government Bonds |  |  |
| 2.25%, 05/11/2035 <sup>(G)</sup> <br>| SEK 4,590,000 | 463284 |
| **Switzerland - 0.2%**  | **Switzerland - 0.2%**  | **Switzerland - 0.2%**  |
| Swiss Confederation Government <br> Bonds |  |  |
| 0.25%, 06/23/2035 <sup>(G)</sup> <br>| CHF 1,220,000 | 1513261 |
| **Thailand - 0.2%**  | **Thailand - 0.2%**  | **Thailand - 0.2%**  |
| Thailand Government Bonds |  |  |
| 1.59%, 12/17/2035 | THB 25,170,000 | 721405 |
| 2.00%, 12/17/2031 | 44180000 | 1355915 |
|  |  | 2077320 |
| **United Kingdom - 1.1%**  | **United Kingdom - 1.1%**  | **United Kingdom - 1.1%**  |
| U.K. Gilt |  |  |
| 0.38%, 10/22/2030 <sup>(G)</sup> <br>| GBP 2,470,000 | 2739055 |
| 0.63%, 10/22/2050 <sup>(G)</sup> <br>| 4000000 | 1839670 |
| 3.75%, 10/22/2053 <sup>(G)</sup> <br>| 1260000 | 1244632 |
| 4.25%, 07/31/2034 <sup>(G)</sup> <br>| 1920000 | 2445244 |
| 4.50%, 06/07/2028 <sup>(G)</sup> <br>| 750000 | 994886 |
|  |  | 9263487 |
| &nbsp;&nbsp; **Total Foreign Government** <br> **Obligations** <br>**(Cost $213,743,727)**<br>|  | 203269986 |
| **U.S. GOVERNMENT OBLIGATIONS - 8.8%**  | **U.S. GOVERNMENT OBLIGATIONS - 8.8%**  | **U.S. GOVERNMENT OBLIGATIONS - 8.8%**  |
| **U.S. Treasury - 4.4%**  | **U.S. Treasury - 4.4%**  | **U.S. Treasury - 4.4%**  |
| U.S. Treasury Bonds |  |  |
| 1.13%, 05/15/2040 | $4230000 | 2664570 |
| 1.75%, 08/15/2041 | 4870000 | 3255861 |
| 4.88%, 08/15/2045 | 2710000 | 2701108 |
| U.S. Treasury Notes |  |  |
| 1.38%, 11/15/2031 | 2330000 | 2020547 |
| 1.88%, 02/15/2032 | 4070000 | 3609104 |
| 2.38%, 03/31/2029 | 860000 | 824827 |
| 3.38%, 05/15/2033 | 3030000 | 2886430 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **U.S. GOVERNMENT OBLIGATIONS (continued)** | **U.S. GOVERNMENT OBLIGATIONS (continued)** | **U.S. GOVERNMENT OBLIGATIONS (continued)** |
| **U.S. Treasury (continued)** | **U.S. Treasury (continued)** | **U.S. Treasury (continued)** |
| U.S. Treasury Notes (continued) |  |  |
| 4.13%, 09/30/2027 - 08/31/2030 | $16140000 | $16247959 |
| 4.25%, 11/15/2034 | 2060000 | 2059437 |
|  |  | 36269843 |
| **U.S. Treasury Inflation-Protected Securities - 4.4%**  | **U.S. Treasury Inflation-Protected Securities - 4.4%**  | **U.S. Treasury Inflation-Protected Securities - 4.4%**  |
| U.S. Treasury Inflation-Protected <br> Indexed Notes |  |  |
| 1.88%, 07/15/2035 | 36396700 | 36217799 |
|  |  | 36217799 |
| &nbsp;&nbsp; **Total U.S. Government Obligations** <br>**(Cost $74,053,744)**<br>|  | 72487642 |
| **CORPORATE DEBT SECURITIES - 6.6%**  | **CORPORATE DEBT SECURITIES - 6.6%**  | **CORPORATE DEBT SECURITIES - 6.6%**  |
| **Australia - 0.3%**  | **Australia - 0.3%**  | **Australia - 0.3%**  |
| Australia & New Zealand Banking <br> Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/25/2030, <br>2.57% <sup>(I)</sup>, 11/25/2035 <sup>(F)</sup> <br>| 1750000 | 1564099 |
| NBN Co. Ltd. |  |  |
| 2.63%, 05/05/2031 <sup>(F)</sup> <br>| 1015000 | 925623 |
| Quintis Australia Pty. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; PIK Rate 7.50%, Cash Rate 7.50%, <br>10/01/2026 <sup>(C)</sup><sup>(D)</sup><sup>(F)</sup><sup>(J)</sup> <br>| 237012 | 46928 |
| &nbsp;&nbsp;&nbsp; PIK Rate 12.00%, Cash Rate 12.00%, <br>10/01/2028 <sup>(C)</sup><sup>(D)</sup><sup>(F)</sup><sup>(J)</sup> <br>| 3336317 | 0 |
|  |  | 2536650 |
| **Denmark - 0.1%**  | **Denmark - 0.1%**  | **Denmark - 0.1%**  |
| Danske Bank AS |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/04/2030, <br>5.02% <sup>(I)</sup>, 03/04/2031 <sup>(F)</sup> <br>| 800000 | 805181 |
| **France - 0.4%**  | **France - 0.4%**  | **France - 0.4%**  |
| AXA SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/28/2029, <br>3.25% <sup>(I)</sup>, 05/28/2049 <sup>(G)</sup> <br>| EUR 1,300,000 | 1474095 |
| BPCE SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 06/01/2028, <br>5.75% <sup>(I)</sup>, 06/01/2033 <sup>(G)</sup> <br>| 1100000 | 1319540 |
| Orange SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/01/2026 <sup>(K)</sup>, <br>5.00% <sup>(G)</sup><sup>(I)</sup> <br>| 255000 | 296893 |
|  |  | 3090528 |
| **Germany - 0.2%**  | **Germany - 0.2%**  | **Germany - 0.2%**  |
| Allianz SE |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/08/2030, <br>2.12% <sup>(I)</sup>, 07/08/2050 <sup>(G)</sup> <br>| 200000 | 214305 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/25/2033, <br>5.82% <sup>(I)</sup>, 07/25/2053 <sup>(G)</sup> <br>| 900000 | 1132830 |
|  |  | 1347135 |
| **Ireland - 0.1%**  | **Ireland - 0.1%**  | **Ireland - 0.1%**  |
| AIB Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/28/2034, <br>5.87% <sup>(I)</sup>, 03/28/2035 <sup>(F)</sup> <br>| $1175000 | 1214200 |

---

**Transamerica Series Trust**

**Page 14**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Japan - 0.2%**  | **Japan - 0.2%**  | **Japan - 0.2%**  |
| Sumitomo Mitsui Financial Group, Inc. |  |  |
| 2.13%, 07/08/2030 | $1500000 | $1348918 |
| **Jersey, Channel Islands - 0.2%**  | **Jersey, Channel Islands - 0.2%**  | **Jersey, Channel Islands - 0.2%**  |
| Galaxy Pipeline Assets Bidco Ltd. |  |  |
| 2.63%, 03/31/2036 <sup>(F)</sup> <br>| 1575000 | 1339872 |
| **Luxembourg - 0.2%**  | **Luxembourg - 0.2%**  | **Luxembourg - 0.2%**  |
| Blackstone Property Partners Europe <br> Holdings SARL |  |  |
| 1.25%, 04/26/2027 <sup>(G)</sup> <br>| EUR 1,000,000 | 1128256 |
| Medtronic Global Holdings SCA |  |  |
| 1.00%, 07/02/2031 | 450000 | 457359 |
| 1.13%, 03/07/2027 | 340000 | 386799 |
|  |  | 1972414 |
| **Netherlands - 0.3%**  | **Netherlands - 0.3%**  | **Netherlands - 0.3%**  |
| Alliander NV |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/27/2032 <sup>(K)</sup>, <br>4.50% <sup>(A)</sup><sup>(G)</sup><sup>(I)</sup> <br>| 250000 | 289877 |
| JT International Financial Services BV |  |  |
| 3.63%, 04/11/2034 <sup>(G)</sup> <br>| 700000 | 784286 |
| Thermo Fisher Scientific Finance I BV |  |  |
| 2.00%, 10/18/2051 | 100000 | 72239 |
| Upjohn Finance BV |  |  |
| 1.91%, 06/23/2032 <sup>(G)</sup> <br>| 1400000 | 1411547 |
|  |  | 2557949 |
| **Singapore - 0.1%**  | **Singapore - 0.1%**  | **Singapore - 0.1%**  |
| Pfizer Investment Enterprises Pte. Ltd. |  |  |
| 5.34%, 05/19/2063 | $575000 | 522288 |
| **Spain - 0.1%**  | **Spain - 0.1%**  | **Spain - 0.1%**  |
| CaixaBank SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/05/2031, <br>4.00% <sup>(I)</sup>, 03/05/2037 <sup>(G)</sup> <br>| EUR 1,000,000 | 1129931 |
| **United Kingdom - 0.3%**  | **United Kingdom - 0.3%**  | **United Kingdom - 0.3%**  |
| National Grid Electricity Distribution <br> West Midlands PLC |  |  |
| 5.75%, 04/16/2032 <sup>(G)</sup> <br>| GBP 950,000 | 1269685 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/23/2030, <br>5.12% <sup>(I)</sup>, 05/23/2031<br>| $1525000 | 1540197 |
|  |  | 2809882 |
| **United States - 4.1%**  | **United States - 4.1%**  | **United States - 4.1%**  |
| Aon North America, Inc. |  |  |
| 5.45%, 03/01/2034 | 1350000 | 1378666 |
| AT&T, Inc. |  |  |
| 1.80%, 09/05/2026 | EUR 220,000 | 253391 |
| 2.90%, 12/04/2026 | GBP 200,000 | 261132 |
| 3.50%, 09/15/2053 | $750000 | 491802 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/15/2033, <br>5.87% <sup>(I)</sup>, 09/15/2034<br>| 975000 | 1020982 |
| Bank of New York Mellon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 06/06/2035, <br>5.32% <sup>(I)</sup>, 06/06/2036<br>| 1000000 | 1013969 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Boeing Co. |  |  |
| 5.81%, 05/01/2050 | $750000 | $725045 |
| 6.30%, 05/01/2029 | 425000 | 446180 |
| Charles Schwab Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/19/2033, <br>5.85% <sup>(I)</sup>, 05/19/2034<br>| 1045000 | 1097528 |
| &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter <br>Communications Operating Capital |  |  |
| 3.50%, 03/01/2042 | 425000 | 290930 |
| 5.38%, 05/01/2047 | 1300000 | 1046095 |
| Chubb INA Holdings LLC |  |  |
| 0.88%, 06/15/2027 | EUR 1,000,000 | 1128339 |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/25/2032, <br>3.06% <sup>(I)</sup>, 01/25/2033<br>| $1050000 | 949554 |
| Enterprise Products Operating LLC |  |  |
| 5.20%, 01/15/2036 | 525000 | 527816 |
| Foundry JV Holdco LLC |  |  |
| 5.50%, 01/25/2031 <sup>(F)</sup> <br>| 875000 | 893441 |
| GLP Capital LP/GLP Financing II, Inc. |  |  |
| 5.63%, 03/01/2036 | 600000 | 583559 |
| Goldman Sachs Group, Inc. |  |  |
| 0.75%, 03/23/2032 <sup>(G)</sup> <br>| EUR 1,260,000 | 1224413 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/25/2034, <br>5.85% <sup>(I)</sup>, 04/25/2035<br>| $750000 | 778255 |
| Honeywell Aerospace, Inc. |  |  |
| 5.73%, 03/16/2056 <sup>(F)</sup> <br>| 750000 | 741338 |
| Hyundai Capital America |  |  |
| 5.30%, 06/24/2029 <sup>(F)</sup> <br>| 1325000 | 1345761 |
| Jefferies Financial Group, Inc. |  |  |
| 2.63%, 10/15/2031 | 775000 | 674005 |
| 5.50%, 02/15/2036 | 200000 | 191959 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/17/2032, <br>0.60% <sup>(I)</sup>, 02/17/2033 <sup>(G)</sup> <br>| EUR 1,000,000 | 965820 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/23/2033, <br>6.25% <sup>(I)</sup>, 10/23/2034<br>| $2700000 | 2903077 |
| Las Vegas Sands Corp. |  |  |
| 5.63%, 06/15/2028 | 450000 | 455860 |
| 5.90%, 06/01/2027 | 550000 | 557149 |
| 6.00%, 08/15/2029 - 06/14/2030 | 529000 | 543835 |
| Meta Platforms, Inc. |  |  |
| 5.63%, 11/15/2055 | 600000 | 562434 |
| Micron Technology, Inc. |  |  |
| 6.05%, 11/01/2035 | 300000 | 323713 |
| Nuveen LLC |  |  |
| 5.85%, 04/15/2034 <sup>(F)</sup> <br>| 475000 | 490729 |
| ONEOK, Inc. |  |  |
| 5.05%, 11/01/2034 | 1175000 | 1142917 |
| Oracle Corp. |  |  |
| 5.70%, 02/04/2036 | 750000 | 721116 |
| 5.88%, 09/26/2045 | 500000 | 431370 |
| PNC Financial Services Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/20/2033, <br>6.88% <sup>(I)</sup>, 10/20/2034<br>| 1775000 | 1960967 |

---

**Transamerica Series Trust**

**Page 15**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Prologis Euro Finance LLC |  |  |
| 1.88%, 01/05/2029 | EUR 950,000 | $1050230 |
| Stellantis Financial Services U.S. Corp. |  |  |
| 5.40%, 09/15/2030 <sup>(F)</sup> <br>| $825000 | 810102 |
| Thermo Fisher Scientific, Inc. |  |  |
| 0.88%, 10/01/2031 | EUR 100,000 | 100687 |
| 1.88%, 10/01/2049 | 400000 | 288796 |
| U.S. Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 06/10/2033, <br>5.84% <sup>(I)</sup>, 06/12/2034<br>| $1178000 | 1229514 |
| Verizon Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/15/2032, <br>4.25% <sup>(I)</sup>, 08/15/2056<br>| EUR 340,000 | 379766 |
| Vistra Operations Co. LLC |  |  |
| 5.70%, 12/30/2034 <sup>(F)</sup> <br>| $400000 | 402405 |
| Vontier Corp. |  |  |
| 2.40%, 04/01/2028 | 925000 | 886614 |
| Williams Cos., Inc. |  |  |
| 4.63%, 06/30/2030 | 1025000 | 1024069 |
|  |  | 34295330 |
| &nbsp;&nbsp; **Total Corporate Debt Securities** <br>**(Cost $59,759,824)**<br>|  | 54970278 |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS - 4.1%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 4.1%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 4.1%**  |
| Federal Home Loan Mortgage Corp. |  |  |
| 2.50%, 06/01/2050 - 01/01/2053 | 2767066 | 2341250 |
| 5.50%, 12/01/2054 | 1570958 | 1578883 |
| Federal National Mortgage Association |  |  |
| 2.50%, 02/01/2052 - 12/01/2052 | 5555073 | 4695390 |
| 3.00%, 01/01/2053 | 10199169 | 8967598 |
| 3.50%, 01/01/2051 | 3717007 | 3436919 |
| 5.50%, 08/01/2055 | 3182811 | 3202540 |
| 6.00%, 10/01/2055 | 1595346 | 1626762 |
| Uniform Mortgage-Backed Security, <br> TBA |  |  |
| 3.00%, 04/01/2056 <sup>(L)</sup> <br>| 250000 | 219545 |
| 4.00%, 05/01/2056 <sup>(L)</sup> <br>| 2310000 | 2177825 |
| 4.50%, 04/01/2056 <sup>(L)</sup> <br>| 1990000 | 1920361 |
| 5.00%, 04/01/2056 <sup>(L)</sup> <br>| 3705000 | 3653599 |
| &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $35,104,586)** | &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $35,104,586)** | 33820672 |
| **MORTGAGE-BACKED SECURITIES - 2.5%**  | **MORTGAGE-BACKED SECURITIES - 2.5%**  | **MORTGAGE-BACKED SECURITIES - 2.5%**  |
| **Ireland - 0.0% \*** | **Ireland - 0.0% \*** | **Ireland - 0.0% \*** |
| Berg Finance DAC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A, <br>3-Month EURIBOR + 1.05%, <br>3.08% <sup>(I)</sup>, 04/22/2033 <sup>(G)</sup> <br>| EUR 148,305 | 171372 |
| **United Kingdom - 0.1%**  | **United Kingdom - 0.1%**  | **United Kingdom - 0.1%**  |
| &nbsp;&nbsp; Landmark Mortgage Securities No. <br> 3 PLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 3, Class C, <br>SONIA + 2.22%, <br>5.96% <sup>(I)</sup>, 04/17/2044 <sup>(G)</sup> <br>| GBP 892,112 | 1133097 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| **United States - 2.4%**  | **United States - 2.4%**  | **United States - 2.4%**  |
| A&D Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM4, Class A1A, <br>5.23% <sup>(I)</sup>, 10/25/2070 <sup>(F)</sup> <br>| $1234656 | $1232335 |
| &nbsp;&nbsp; BAMLL Commercial Mortgage Securities <br> Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-ISQ, Class A, <br>2.85%, 08/14/2034 <sup>(F)</sup> <br>| 1000000 | 830000 |
| BAMLL Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-BHP, Class A, <br>1-Month Term SOFR + 2.35%, <br>6.02% <sup>(I)</sup>, 08/15/2039 <sup>(F)</sup> <br>| 1500000 | 1500208 |
| &nbsp;&nbsp; Bayview Opportunity Master Fund VIa <br> Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-3, Class A1, <br>3.00% <sup>(I)</sup>, 01/25/2052 <sup>(F)</sup> <br>| 1476800 | 1278863 |
| BPR Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-SSP, Class A, <br>1-Month Term SOFR + 3.00%, <br>6.67% <sup>(I)</sup>, 05/15/2039 <sup>(F)</sup> <br>| 2000000 | 2000000 |
| BX Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-OC11, Class D, <br>3.94% <sup>(I)</sup>, 12/09/2041 <sup>(F)</sup> <br>| 576000 | 544516 |
| Citigroup Mortgage Loan Trust, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-4, Class A2, <br>5.50% <sup>(I)</sup>, 10/25/2055 <sup>(F)</sup> <br>| 769505 | 765687 |
| &nbsp;&nbsp;&nbsp; Series 2025-3, Class A1, <br>6.00% <sup>(I)</sup>, 06/25/2055 <sup>(F)</sup> <br>| 477287 | 480568 |
| GCAT Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-INV1, Class 2A2, <br>6.50% <sup>(I)</sup>, 01/25/2054 <sup>(F)</sup> <br>| 710859 | 727797 |
| &nbsp;&nbsp; GS Mortgage-Backed Securities Corp. <br> Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-PJ2, Class A6, <br>3.00% <sup>(I)</sup>, 06/25/2052 <sup>(F)</sup> <br>| 741589 | 644479 |
| GS Mortgage-Backed Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-PJ8, Class A1, <br>6.00% <sup>(I)</sup>, 02/25/2056 <sup>(F)</sup> <br>| 616330 | 620567 |
| Hundred Acre Wood Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-INV3, Class A3, <br>2.50% <sup>(I)</sup>, 12/25/2051 <sup>(F)</sup> <br>| 1107103 | 920992 |
| JPMorgan Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-INV6, Class A2, <br>3.00% <sup>(I)</sup>, 04/25/2052 <sup>(F)</sup> <br>| 1264600 | 1097422 |
| &nbsp;&nbsp;&nbsp; Series 2022-INV3, Class A3B, <br>3.00% <sup>(I)</sup>, 09/25/2052 <sup>(F)</sup> <br>| 1097056 | 952796 |
| JW Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-MRCO, Class A, <br>1-Month Term SOFR + 1.62%, <br>5.29% <sup>(I)</sup>, 06/15/2039 <sup>(F)</sup> <br>| 1500000 | 1500000 |
| &nbsp;&nbsp; Ladder Capital Commercial Mortgage <br> Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2013-GCP, Class A1, <br>3.57%, 02/15/2036 <sup>(F)</sup> <br>| 274671 | 268232 |
| OBX Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-INV1, Class A1, <br>3.00% <sup>(I)</sup>, 01/25/2052 <sup>(F)</sup> <br>| 1023439 | 888859 |
| &nbsp;&nbsp;&nbsp; Series 2020-EXP1, Class 1A8, <br>3.50% <sup>(I)</sup>, 02/25/2060 <sup>(F)</sup> <br>| 146426 | 131896 |

---

**Transamerica Series Trust**

**Page 16**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Olympic Tower Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-OT, Class A, <br>3.57%, 05/10/2039 <sup>(F)</sup> <br>| $1400000 | $1341023 |
| PRKCM Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-AFC1, Class A1, <br>6.60% <sup>(I)</sup>, 02/25/2058 <sup>(F)</sup> <br>| 957973 | 955190 |
| WMRK Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-WMRK, Class B, <br>1-Month Term SOFR + 3.44%, <br>7.11% <sup>(I)</sup>, 11/15/2027 <sup>(F)</sup> <br>| 1049693 | 1049693 |
|  |  | 19731123 |
| &nbsp;&nbsp; **Total Mortgage-Backed Securities** <br>**(Cost $22,158,096)**<br>|  | 21035592 |
| **ASSET-BACKED SECURITIES - 0.4%**  | **ASSET-BACKED SECURITIES - 0.4%**  | **ASSET-BACKED SECURITIES - 0.4%**  |
| **United States - 0.4%**  |  |  |
| &nbsp;&nbsp; DataBank Issuer II LLC <br>Series 2025-1A, Class A2, <br>5.18%, 09/27/2055 <sup>(F)</sup> <br>| 1060000 | 1028213 |
| &nbsp;&nbsp; Retained Vantage Data Centers <br> Issuer LLC <br>Series 2023-1A, Class A2A, <br>5.00%, 09/15/2048 <sup>(F)</sup> <br>| 1500000 | 1495741 |
| &nbsp;&nbsp; SLM Private Education Loan Trust <br>Series 2010-C, Class A5, <br>1-Month Term SOFR + 4.86%, <br>8.54% <sup>(I)</sup>, 10/15/2041 <sup>(F)</sup> <br>| 572356 | 600351 |
| &nbsp;&nbsp; SMB Private Education Loan Trust <br>Series 2019-A, Class A2A, <br>3.44%, 07/15/2036 <sup>(F)</sup> <br>| 35220 | 34950 |
| &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $3,115,620)** | &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $3,115,620)** | 3159255 |
| **MUNICIPAL GOVERNMENT OBLIGATION - 0.1%**  | **MUNICIPAL GOVERNMENT OBLIGATION - 0.1%**  | **MUNICIPAL GOVERNMENT OBLIGATION - 0.1%**  |
| **Michigan - 0.1%**  | **Michigan - 0.1%**  | **Michigan - 0.1%**  |
| &nbsp;&nbsp; University of Michigan, Revenue Bonds, <br> Series A,<br>|  |  |
| 4.45%, 04/01/2122 | 650000 | 503819 |
| &nbsp;&nbsp; **Total Municipal Government** <br> **Obligation** <br>**(Cost $650,000)**<br>|  | 503819 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **PREFERRED STOCKS - 0.0% \*** | **PREFERRED STOCKS - 0.0% \*** | **PREFERRED STOCKS - 0.0% \*** |
| **Germany - 0.0% \*** | **Germany - 0.0% \*** | **Germany - 0.0% \*** |
| Bayerische Motoren Werke AG, |  |  |
| 5.52% <sup>(M)</sup> <br>| 297 | 26725 |
| Dr. Ing. h.c. F. Porsche AG, |  |  |
| 5.90% <sup>(M)</sup><sup>(G)</sup> <br>| 612 | 27397 |
| Henkel AG & Co. KGaA, |  |  |
| 3.06% <sup>(M)</sup> <br>| 858 | 65751 |
| Porsche Automobil Holding SE, |  |  |
| 6.10% <sup>(M)</sup> <br>| 827 | 29690 |
| Sartorius AG, |  |  |
| 0.35% <sup>(M)</sup> <br>| 141 | 34534 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **PREFERRED STOCKS (continued)** | **PREFERRED STOCKS (continued)** | **PREFERRED STOCKS (continued)** |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| Volkswagen AG, |  |  |
| 7.28% <sup>(M)</sup> <br>| 1109 | $110751 |
|  |  | 294848 |
| **Italy - 0.0% \*** | **Italy - 0.0% \*** | **Italy - 0.0% \*** |
| Telecom Italia SpA, |  |  |
| 0.00% <sup>(M)</sup><sup>(B)</sup> <br>| 32530 | 26478 |
| &nbsp;&nbsp; **Total Preferred Stocks** <br>**(Cost $598,331)**<br>|  | 321326 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CONVERTIBLE BONDS - 0.0%**  | **CONVERTIBLE BONDS - 0.0%**  | **CONVERTIBLE BONDS - 0.0%**  |
| **India - 0.0%**  | **India - 0.0%**  | **India - 0.0%**  |
| REI Agro Ltd. |  |  |
| 5.50%, 11/13/2014 <sup>(B)</sup><sup>(C)</sup><sup>(D)</sup><sup>(F)</sup><sup>(H)</sup><sup>(N)</sup> <br>| $697000 | 0 |
| 5.50%, 11/13/2014 <sup>(B)</sup><sup>(C)</sup><sup>(D)</sup><sup>(G)</sup><sup>(H)</sup><sup>(N)</sup> <br>| 259000 | 0 |
| &nbsp;&nbsp; **Total Convertible Bonds** <br>**(Cost $542,530)**<br>|  | 0 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **WARRANT - 0.0%**  | **WARRANT - 0.0%**  | **WARRANT - 0.0%**  |
| **Canada - 0.0%**  | **Canada - 0.0%**  | **Canada - 0.0%**  |
| &nbsp;&nbsp; Constellation Software, Inc. <br>Exercise Price CAD 0, <br>Expiration Date 03/31/2040<sup>(B)</sup><sup>(C)</sup><sup>(D)</sup><sup>(O)</sup> <br>| 203 | 0 |
| &nbsp;&nbsp; **Total Warrant** <br>**(Cost $0)**<br>|  | 0 |
| **RIGHTS - 0.0% \*** |  |  |
| **Singapore - 0.0% \*** |  |  |
| &nbsp;&nbsp; CapitaLand Ascendas REIT <br>Exercise Price SGD 2.35, <br>Expiration Date 04/15/2026<sup>(B)</sup><sup>(D)</sup> <br>| 641 | 60 |
| **Italy - 0.0%**  |  |  |
| &nbsp;&nbsp; Telecom Italia SpA <br>Exercise Price EUR 0.51, <br>Expiration Date 04/30/2026<sup>(B)</sup><sup>(D)</sup><sup>(O)</sup> <br>| 68466 | 0 |
| &nbsp;&nbsp; **Total Rights** <br>**(Cost $0)**<br>|  | 60 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **SHORT-TERM U.S. GOVERNMENT OBLIGATION - 0.2%**  | **SHORT-TERM U.S. GOVERNMENT OBLIGATION - 0.2%**  | **SHORT-TERM U.S. GOVERNMENT OBLIGATION - 0.2%**  |
| &nbsp;&nbsp; U.S. Treasury Bills <br>3.67% <sup>(M)</sup>, 06/16/2026 <sup>(P)</sup> <br>| 2000000 | 1984787 |
| &nbsp;&nbsp; **Total Short-Term U.S. Government Obligation** <br>**(Cost $1,984,880)** | &nbsp;&nbsp; **Total Short-Term U.S. Government Obligation** <br>**(Cost $1,984,880)** | 1984787 |

---

**Transamerica Series Trust**

**Page 17**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **OTHER INVESTMENT COMPANY - 0.3%**  | **OTHER INVESTMENT COMPANY - 0.3%**  | **OTHER INVESTMENT COMPANY - 0.3%**  |
| **Securities Lending Collateral - 0.3%**  | **Securities Lending Collateral - 0.3%**  | **Securities Lending Collateral - 0.3%**  |
| &nbsp;&nbsp; State Street Navigator Securities Lending <br> Trust - Government Money Market Portfolio, <br> 3.64% <sup>(M)</sup> <br>| 2257027 | $2257027 |
| &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $2,257,027)** | &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $2,257,027)** | 2257027 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **REPURCHASE AGREEMENT - 5.3%**  | **REPURCHASE AGREEMENT - 5.3%**  | **REPURCHASE AGREEMENT - 5.3%**  |
| &nbsp;&nbsp; Fixed Income Clearing Corp., <br>1.35% <sup>(M)</sup>, dated 03/31/2026, to be <br> repurchased at $44,000,778 on 04/01/2026. <br> Collateralized by a U.S. Government <br> Obligation, 3.75%, due 06/30/2027, and <br> with a value of $44,879,220. <sup>(Q)</sup> <br>| $43999128 | 43999128 |
| &nbsp;&nbsp; **Total Repurchase Agreement** <br>**(Cost $43,999,128)** | &nbsp;&nbsp; **Total Repurchase Agreement** <br>**(Cost $43,999,128)** | 43999128 |
| &nbsp;&nbsp; **Total Investments** <br>**(Cost $779,113,445)** | &nbsp;&nbsp; **Total Investments** <br>**(Cost $779,113,445)** | 810831345 |
| **Net Other Assets (Liabilities) - 2.1%** | **Net Other Assets (Liabilities) - 2.1%** | 17334388 |
| **Net Assets - 100.0%** | **Net Assets - 100.0%** | **$828165733** |

---

**OVER-THE-COUNTER SWAP AGREEMENTS:**

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swap Agreements** <sup>(R)</sup>  | **Total Return Swap Agreements** <sup>(R)</sup>  | **Total Return Swap Agreements** <sup>(R)</sup>  | **Total Return Swap Agreements** <sup>(R)</sup>  | **Total Return Swap Agreements** <sup>(R)</sup>  | **Total Return Swap Agreements** <sup>(R)</sup>  | **Total Return Swap Agreements** <sup>(R)</sup>  | **Total Return Swap Agreements** <sup>(R)</sup>  | **Total Return Swap Agreements** <sup>(R)</sup>  | **Total Return Swap Agreements** <sup>(R)</sup>  | **Total Return Swap Agreements** <sup>(R)</sup>  |
| **Reference Entity** | **Counterparty** | **Pay/** <br>**Receive**<br>| **Payment** <br>**Frequency**<br>| **Maturity** <br>**Date**<br>| **Notional** <br>**Amount** | **Notional** <br>**Amount** | **Number of** <br>**Shares or** <br> **Units**<br>| **Value** | **Premiums** <br>**Paid** <br>**(Received)**<br>| **Net Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| 1-Day USD-SOFR | BCLY | Receive | Semi-<br> Annually<br>| 09/20/2026 | USD | 17836000 | 78659 | $(130700)<br>| $1 | $(130701)<br>|
| 1-Day USD-SOFR | JPM | Receive | Quarterly | 09/20/2026 | USD | 36075000 | 91331 | (568464)<br>|  | (568464)<br>|
| 1-Day USD-SOFR | JPM | Receive | Quarterly | 10/01/2026 | USD | 8840000 | 13152 | (81430)<br>| 2 | (81432)<br>|
| 1-Day USD-SOFR | BCLY | Receive | Quarterly | 10/01/2026 | USD | 26487000 | 11477 | 145471 |  | 145471 |
| 1-Day USD-SOFR | JPM | Receive | Quarterly | 10/01/2026 | USD | 38964000 | 57478 | (327675)<br>|  | (327675)<br>|
| 1-Day USD-SOFR | BCLY | Pay | Quarterly | 03/31/2027 | USD | 81555000 | (134621)<br>| (13036)<br>|  | (13036)<br>|
| &nbsp;&nbsp; 3-Month EUR-<br> EURIBOR<br>| BNP | Receive | Quarterly | 09/20/2026 | EUR | 7713000 | 31763 | (212095)<br>|  | (212095)<br>|
| &nbsp;&nbsp; Bloomberg Global-<br> Aggregate Total <br> Return Index <br>| BCLY | Pay | Terciary | 09/30/2026 | USD | 128106000 | (211117)<br>| 1170523 | (2)<br>| 1170525 |
| &nbsp;&nbsp; Bloomberg Global-<br> Aggregate Total <br> Return Index Value <br> Hedged USD<br>| BCLY | Pay | Quarterly | 09/30/2026 | USD | 33448000 | (55129)<br>| 299751 |  | 299751 |
| &nbsp;&nbsp; Bloomberg U.S. MBS <br> Index Total Return <br> Value Unhedged <br> USD<br>| BCLY | Receive | Quarterly | 10/01/2026 | USD | 23452000 | 10041 | (161469)<br>| 1 | (161470)<br>|
| &nbsp;&nbsp; MSCI Australia Net <br> Total Return Index<br>| UBS | Pay | Quarterly | 04/10/2026 | USD | 3469892 | (549)<br>| (92941)<br>|  | (92941)<br>|
| &nbsp;&nbsp; MSCI Australia Net <br> Total Return Index<br>| JPM | Pay | Quarterly | 06/22/2026 | USD | 9467960 | (1375)<br>| 489193 |  | 489193 |
| &nbsp;&nbsp; MSCI Daily Total <br> Return Net Japan <br> Index<br>| BCLY | Receive | Quarterly | 05/11/2026 | USD | 35764730 | 2976 | (3571408)<br>| (1)<br>| (3571407)<br>|
| &nbsp;&nbsp; MSCI Daily Total <br> Return NET USA <br> Index<br>| BNP | Receive | Quarterly | 10/02/2026 | USD | 3991746 | 202 | (342513)<br>|  | (342513)<br>|

---

**Transamerica Series Trust**

**Page 18**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

**OVER-THE-COUNTER SWAP AGREEMENTS (continued):**

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swap Agreements** <sup>(R)</sup> | **Total Return Swap Agreements** <sup>(R)</sup> | **Total Return Swap Agreements** <sup>(R)</sup> | **Total Return Swap Agreements** <sup>(R)</sup> | **Total Return Swap Agreements** <sup>(R)</sup> | **Total Return Swap Agreements** <sup>(R)</sup> | **Total Return Swap Agreements** <sup>(R)</sup> | **Total Return Swap Agreements** <sup>(R)</sup> | **Total Return Swap Agreements** <sup>(R)</sup> | **Total Return Swap Agreements** <sup>(R)</sup> | **Total Return Swap Agreements** <sup>(R)</sup> |
| **Reference Entity** | **Counterparty** | **Pay/**<br> **Receive**<br>| **Payment**<br> **Frequency**<br>| **Maturity**<br> **Date**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Number of**<br> **Shares or** <br> **Units**<br>| **Value** | **Premiums**<br> **Paid**<br> **(Received)**<br>| **Net Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| &nbsp;&nbsp; MSCI Daily Total <br> Return NET USA <br> Index<br>| BNP | Receive | Quarterly | 12/21/2026 | USD | 20617849 | 1081 | $(903497)<br>| $— | $(903497)<br>|
| &nbsp;&nbsp; MSCI Emerging Net <br> Total Return Index<br>| BCLY | Receive | Quarterly | 06/08/2026 | USD | 71240824 | 88650 | (3528963)<br>|  | (3528963)<br>|
| &nbsp;&nbsp; MSCI Europe Net <br> Total Return Index<br>| UBS | Pay | Quarterly | 06/23/2026 | USD | 31157075 | (2539)<br>| 1018598 |  | 1018598 |
| &nbsp;&nbsp; MSCI Europe Net <br> Total Return Index<br>| UBS | Pay | Quarterly | 06/23/2026 | USD | 8050036 | (656)<br>| 263175 |  | 263175 |
| &nbsp;&nbsp; MSCI USA Gross <br> Return Index<br>| CITI | Receive | Quarterly | 05/07/2026 | USD | 29491751 | 923 | (1829755)<br>|  | (1829755)<br>|
| &nbsp;&nbsp; MSCI USA Gross <br> Return Index<br>| UBS | Receive | Quarterly | 10/23/2026 | USD | 18895882 | 592 | (1196504)<br>|  | (1196504)<br>|
| MSCI World Index | UBS | Pay | Quarterly | 04/10/2026 | USD | 4673450 | (325)<br>| 259014 |  | 259014 |
| MSCI World Index | UBS | Pay | Quarterly | 06/23/2026 | USD | 14998107 | (1075)<br>| 293750 |  | 293750 |
| &nbsp;&nbsp; S&P 1000 Total <br> Return Index<br>| JPM | Receive | Quarterly | 06/23/2026 | USD | 6788220 | 239 | 85457 |  | 85457 |
| **Total** |  |  |  |  |  |  |  | **$(8935518)**<br>| **$1** | **$(8935519)**<br>|

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Bilateral Equity Basket Total Return Swaps** | **Bilateral Equity Basket Total Return Swaps** | **Bilateral Equity Basket Total Return Swaps** | **Bilateral Equity Basket Total Return Swaps** | **Bilateral Equity Basket Total Return Swaps** | **Bilateral Equity Basket Total Return Swaps** | **Bilateral Equity Basket Total Return Swaps** | **Bilateral Equity Basket Total Return Swaps** | **Bilateral Equity Basket Total Return Swaps** | **Bilateral Equity Basket Total Return Swaps** |
| **Reference Entity** | **Counterparty** | **Pay/** <br>**Receive**<br>| **Expiration** <br>**Date**<br>| **Notional** <br>**Amount** | **Notional** <br>**Amount** | **Notional Amount** <br>**as a Percentage** <br>**of Net Assets**<br>| **Value** | **Premiums** <br>**Paid** <br>**(Received)**<br>| **Net Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| &nbsp;&nbsp; BNP Paribas OW Europe <br> Utilities<sup>(a)</sup> <br>| BNP | Receive | 08/06/2026 | USD | 18788832 | 2.3<br> %<br>| $255960 | $— | $255960 |
| &nbsp;&nbsp; BNP Paribas OW Europe <br> Utilities<sup>(a)</sup> <br>| BNP | Receive | 08/06/2026 | USD | 9552330 | 1.2 | (156566)<br>|  | (156566)<br>|
| &nbsp;&nbsp; BNP Paribas OW Japanese <br> Banks<sup>(b)</sup> <br>| BNP | Receive | 07/30/2026 | USD | 8205083 | 1.0 | (401052)<br>|  | (401052)<br>|
| JPMorgan OW AI Defense<sup>(c)</sup> <br>| JPM | Receive | 12/21/2026 | USD | 24754202 | 3.0 | (2062535)<br>|  | (2062535)<br>|
| JPMorgan OW US Policy<sup>(d)</sup> <br>| JPM | Receive | 12/21/2026 | USD | 9873072 | 1.2 | (42498)<br>|  | (42498)<br>|
| &nbsp;&nbsp; JPMorgan OW US Regional <br> Banks<br>| JPM | Receive | 12/21/2026 | USD | 5411349 | 0.7 | 240568 |  | 240568 |
| &nbsp;&nbsp; JPMorgan UW US Large Cap <br> Reduced Technology<br>| JPM | Pay | 06/23/2026 | USD | 6776567 | 0.8 | 147127 |  | 147127 |
| UBS OW European Banks<sup>(e)</sup> <br>| UBS | Receive | 06/23/2026 | USD | 12611893 | 1.5 | (391016)<br>|  | (391016)<br>|
| UBS OW German Stimulus<sup>(f)</sup> <br>| UBS | Receive | 06/23/2026 | USD | 20736265 | 2.5 | (739618)<br>|  | (739618)<br>|
| **Total** |  |  |  |  |  |  | **$(3149630)**<br>| **$—** | **$(3149630)**<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
|  | **Value** |
| **OTC Swap Agreements, at value (Assets)** | **$4668587** |
| **OTC Swap Agreements, at value (Liabilities)** | **$(16753735)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> *The significant reference entities underlying the corresponding total return swap as of March 31, 2026, are as follows:*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| **Common Stocks - Long** | **Shares** | **Value** | **Percentage of** <br>**Basket Value**<br>|
| **Electric Utilities** |  |  |  |
| Acciona SA | 36 | $9210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.91% |
| BKW AG | 31 | 5950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.59 |
| EDP SA | 4575 | 23890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.36 |
| Elia Group SA | 63 | 9604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.95 |
| Endesa SA | 463 | 19260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.91 |
| ENEL SpA | 11836 | 128055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12.67 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Common Stocks - Long** | **Shares** | **Value** | **Percentage of**<br> **Basket Value**<br>|
| Fortum OYJ | 653 | $16479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.63% |
| Iberdrola SA | 9360 | 213276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21.10 |
| Redeia Corp. SA | 588 | 9886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.98 |
| SSE PLC | 1755 | 60173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.95 |

---

**Transamerica Series Trust**

**Page 19**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | | |
|:---|:---|:---|:---|
| **Common Stocks - Long** | **Shares** | **Value** | **Percentage of**<br> **Basket Value**<br>|
| &nbsp;&nbsp; Terna - Rete Elettrica <br> Nazionale<br>| 2045 | $23283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.30% |
| Verbund AG | 98 | 7454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.74 |
|  |  | 526520 |  |
| **Gas Utilities** |  |  |  |
| Naturgy Energy Group SA | 353 | 10561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.04 |
| Snam SpA | 2928 | 22143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.19 |
|  |  | 32704 |  |
| **Independent Power &** <br> **Renewable Electricity** <br> **Producers**<br>|  |  |  |
| EDP Renovaveis SA | 459 | 7245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.72 |
| Orsted AS | 769 | 18534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.83 |
| RWE AG | 919 | 61192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.05 |
|  |  | 86971 |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **Common Stocks - Long** | **Shares** | **Value** | **Percentage of**<br> **Basket Value**<br>|
| **Multi-Utilities** |  |  |  |
| Centrica PLC | 6855 | $19251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.90% |
| E.ON SE | 3265 | 71449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.07 |
| Engie SA | 2658 | 85004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.41 |
| National Grid PLC | 7217 | 121089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11.98 |
| Veolia Environnement SA | 917 | 34551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.42 |
|  |  | 331344 |  |
| **Water Utilities** |  |  |  |
| Severn Trent PLC | 395 | 16122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.59 |
| United Utilities Group PLC | 990 | 17207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.70 |
|  |  | 33329 |  |
| **Total Common** <br>**Stocks - Long**<br>|  | **$1010868** |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(b)</sup> *The significant reference entities underlying the corresponding total return swap as of March 31, 2026, are as follows:*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| **Common Stocks - Long** | **Shares** | **Value** | **Percentage of** <br>**Basket Value**<br>|
| **Banks** |  |  |  |
| 77 Bank Ltd.. | 195439 | $3757558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.89% |
| Chiba Bank Ltd. | 336039 | 4219775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.36 |
| Chugin Financial Group, Inc. | 195755 | 3408939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.53 |
| Fukuoka Financial Group, Inc. | 111320 | 4127146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.27 |
| Gunma Bank Ltd.. | 297605 | 3861665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.99 |
| Hachijuni Nagano Bank Ltd. | 312080 | 3783442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.91 |
| Hirogin Holdings, Inc. | 312686 | 3381604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50 |
| &nbsp;&nbsp; Hokuhoku Financial Group, <br> Inc.<br>| 105079 | 3858732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.99 |
| Iyogin Holdings, Inc. | 208424 | 3711510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.84 |
| Japan Post Bank Co. Ltd. | 607642 | 9624013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.95 |
| Kyushu Financial Group, Inc. | 471436 | 3342624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.46 |
| Mebuki Financial Group, Inc. | 538267 | 4039961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.18 |
| Mizuho Financial Group, Inc. | 232150 | 8890202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.19 |
| &nbsp;&nbsp; Nishi-Nippon Financial <br> Holdings, Inc.<br>| 148541 | 3463307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.58 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Common Stocks - Long** | **Shares** | **Value** | **Percentage of**<br> **Basket Value**<br>|
| Resona Holdings, Inc. | 573844 | $6218573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.43% |
| &nbsp;&nbsp; Shizuoka Financial Group, <br> Inc.<br>| 273188 | 4404180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.55 |
| &nbsp;&nbsp; Sumitomo Mitsui Trust Group, <br> Inc.<br>| 190523 | 5875695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.08 |
| &nbsp;&nbsp; Yamaguchi Financial Group, <br> Inc.<br>| 223500 | 3383785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50 |
| &nbsp;&nbsp; Yokohama Financial Group, <br> Inc.<br>| 497210 | 4297986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.44 |
|  |  | 87650697 |  |
| **Financial Services** |  |  |  |
| &nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.<br>| 287169 | 9044167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.35 |
| **Total Common** <br>**Stocks - Long**<br>|  | **$96694864** |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(c)</sup> *The significant reference entities underlying the corresponding total return swap as of March 31, 2026, are as follows:*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| **Common Stocks - Long** | **Shares** | **Value** | **Percentage of** <br>**Basket Value**<br>|
| **Aerospace & Defense** |  |  |  |
| AeroVironment , Inc. | 460 | $84158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.74% |
| BAE Systems PLC | 29325 | 852632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.47 |
| Chemring Group PLC | 18367 | 123313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.08 |
| Cohort PLC | 7578 | 121586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.07 |
| DroneShield Ltd. | 47233 | 123906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.09 |
| Elbit Systems Ltd. | 488 | 414049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63 |
| &nbsp;&nbsp; Electro Optic Systems <br> Holdings Ltd.<br>| 21536 | 118771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.04 |
| Hensoldt AG | 1124 | 98059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.86 |
| &nbsp;&nbsp; Huntington Ingalls Industries, <br> Inc.<br>| 505 | 191859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.68 |
| Karman Holdings, Inc. | 2047 | 163885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.44 |
| &nbsp;&nbsp; Kratos Defense & Security <br> Solutions, Inc.<br>| 1586 | 111800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.98 |
| L3 Harris Technologies, Inc. | 1876 | 647472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.67 |
| Leonardo DRS, Inc. | 3234 | 143984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.26 |
| Leonardo SpA | 5900 | 395206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.46 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Common Stocks - Long** | **Shares** | **Value** | **Percentage of**<br> **Basket Value**<br>|
| Lockheed Martin Corp. | 1736 | $1049305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.19% |
| Mercury Systems, Inc. | 1888 | 137660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.21 |
| Northrop Grumman Corp. | 1417 | 966769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.47 |
| Red Cat Holdings, Inc. | 14874 | 194703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.71 |
| Rheinmetall AG | 374 | 622888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.46 |
| RTX Corp. | 5185 | 1000191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.76 |
| Saab AB, Class B | 5657 | 367566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.22 |
| Thales SA | 1936 | 563350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.94 |
|  |  | 8493112 |  |
| **Communications** <br> **Equipment**<br>|  |  |  |
| Ondas, Inc. | 19159 | 173196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.52 |
| **Electronic Equipment,** <br> **Instruments & Components**<br>|  |  |  |
| IPG Photonics Corp. | 1833 | 209990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.84 |
| &nbsp;&nbsp; Next Vision Stabilized <br> Systems Ltd.<br>| 3095 | 299619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.63 |

---

**Transamerica Series Trust**

**Page 20**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | | |
|:---|:---|:---|:---|
| **Common Stocks - Long** | **Shares** | **Value** | **Percentage of**<br> **Basket Value**<br>|
| nLight, Inc. | 4885 | $278515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.44% |
| Teledyne Technologies, Inc. | 488 | 295035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.58 |
| TTM Technologies, Inc. | 2587 | 252071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.21 |
|  |  | 1335230 |  |
| **IT Services** |  |  |  |
| BigBear.ai Holdings, Inc. | 22395 | 78831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.69 |
| **Professional Services** |  |  |  |
| BlackSky Technology, Inc. | 7407 | 186372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.63 |
| &nbsp;&nbsp; CACI International, Inc., <br> Class A<br>| 290 | 157914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.38 |
| Leidos Holdings, Inc. | 1362 | 211872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.86 |
| Parsons Corp | 1751 | 94842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.83 |
| &nbsp;&nbsp; Science Applications <br> International Corp.<br>| 1439 | 136602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.20 |
|  |  | 787602 |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **Common Stocks - Long** | **Shares** | **Value** | **Percentage of**<br> **Basket Value**<br>|
| **Software** |  |  |  |
| C3.ai, Inc. | 8452 | $71162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.62% |
| &nbsp;&nbsp; Palantir Technologies, Inc., <br> Class A<br>| 3244 | 474492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.16 |
|  |  | 545654 |  |
| **Total Common** <br>**Stocks - Long**<br>|  | **$11413625** |  |
| **Total Investments** |  | **$11413625** |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(d)</sup> *The significant reference entities underlying the corresponding total return swap as of March 31, 2026, are as follows:*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| **Common Stocks - Long** | **Shares** | **Value** | **Percentage of** <br>**Basket Value**<br>|
| **Building Products** |  |  |  |
| Carrier Global Corp. | 5810 | $327178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.05% |
| &nbsp;&nbsp; Johnson Controls <br> International PLC<br>| 3917 | 512899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.79 |
| Trane Technologies PLC | 1173 | 488687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.56 |
|  |  | 1328764 |  |
| **Capital Markets** |  |  |  |
| Coinbase Global, Inc., Class A | 353 | 61581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.57 |
| **Chemicals** |  |  |  |
| Air Products & Chemicals, Inc. | 1449 | 420874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.93 |
| Linde PLC | 1028 | 509847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.76 |
| &nbsp;&nbsp; Solstice Advanced Materials, <br> Inc.<br>| 575 | 43797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.41 |
|  |  | 974518 |  |
| **Construction & Engineering** |  |  |  |
| EMCOR Group, Inc. | 279 | 205696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.92 |
| Quanta Services, Inc. | 854 | 468717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.37 |
|  |  | 674413 |  |
| **Construction Materials** |  |  |  |
| Eagle Materials , Inc. | 446 | 84508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.79 |
| Martin Marietta Materials, Inc. | 377 | 221666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.07 |
| Vulcan Materials Co. | 782 | 212956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.99 |
|  |  | 519130 |  |
| **Electrical Equipment** |  |  |  |
| Eaton Corp. PLC | 1331 | 476233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.44 |
| Emerson Electric Co. | 3556 | 465915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.35 |
| GE Vernova, Inc. | 420 | 366769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.42 |
| Hubbell, Inc. | 351 | 172221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.61 |
| Mirion Technologies, Inc. | 4791 | 89063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.83 |
| nVent Electric PLC | 1039 | 122837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.15 |
| Rockwell Automation, Inc. | 675 | 242123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.26 |
|  |  | 1935161 |  |
| **Electronic Equipment,** <br> **Instruments & Components**<br>|  |  |  |
| Cognex Corp. | 2245 | 110006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.03 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Common Stocks - Long** | **Shares** | **Value** | **Percentage of**<br> **Basket Value**<br>|
| **Industrial Conglomerates** |  |  |  |
| Honeywell International, Inc. | 2267 | $512318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.78% |
| **Life Sciences Tools &** <br> **Services**<br>|  |  |  |
| Repligen Corp. | 745 | 87797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.82 |
| **Machinery** |  |  |  |
| ATS Corp. | 3792 | 106940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.00 |
| Caterpillar, Inc. | 1057 | 748633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.99 |
| Cummins, Inc. | 819 | 440858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.11 |
| Donaldson Co., Inc. | 1229 | 104340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.97 |
| Dover Corp. | 942 | 196350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.83 |
| Fortive Corp. | 2205 | 121883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.14 |
| Ingersoll Rand, Inc. | 2430 | 194717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.82 |
| Kennametal, Inc. | 4871 | 175991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.64 |
| &nbsp;&nbsp; L, Inc.oln Electric Holdings, <br> Inc.<br>| 420 | 104564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.98 |
| Parker-Hannifin Corp. | 654 | 585687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.47 |
| Terex Corp. | 2039 | 120526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.12 |
| Timken Co. | 1323 | 133077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.24 |
|  |  | 3033566 |  |
| **Multi-Utilities** |  |  |  |
| Sempra | 3618 | 351513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.28 |
| **Professional Services** |  |  |  |
| Jacobs Solutions, Inc. | 723 | 91992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.86 |
| **Software** |  |  |  |
| Circle Internet Group, Inc. | 661 | 63077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.59 |
| **Trading Companies &** <br> **Distributors**<br>|  |  |  |
| Fastenal Co. | 7019 | 325662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.04 |
| United Rentals, Inc. | 411 | 299672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.80 |
| WW Grainger, Inc. | 317 | 345980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.23 |
|  |  | 971314 |  |
| **Total Common** <br>**Stocks - Long**<br>|  | **$10715150** |  |

---

**Transamerica Series Trust**

**Page 21**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(e)</sup> *The significant reference entities underlying the corresponding total return swap as of March 31, 2026, are as follows:*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| **Common Stocks - Long** | **Shares** | **Value** | **Percentage of** <br>**Basket Value**<br>|
| **Banks** |  |  |  |
| ABN AMRO Bank NV | 3707 | $115981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.26% |
| AIB Group PLC | 12940 | 134627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.46 |
| Alpha Bank SA | 32410 | 118565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.29 |
| &nbsp;&nbsp; Banca Monte dei Paschi di <br> Siena SpA<br>| 14394 | 123371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.34 |
| &nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA<br>| 36468 | 768066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.33 |
| Banco BPM SpA | 8115 | 111076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.20 |
| &nbsp;&nbsp; Banco Comercial Portugues <br> SA, Class R<br>| 57716 | 55419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.60 |
| Banco de Sabadell SA | 37237 | 130769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.42 |
| Banco Santander SA | 88469 | 968908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10.51 |
| Bank of Ireland Group PLC | 5458 | 97218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.05 |
| Bankinter SA | 4488 | 69275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.75 |
| BAWAG Group AG | 472 | 70550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.77 |
| BNP Paribas SA | 13988 | 1307404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14.18 |
| BPER Banca SpA | 8244 | 105935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.15 |
| CaixaBank SA | 21940 | 257381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.79 |
| Commerzbank AG | 4975 | 176789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.92 |
| Credit Agricole SA | 16230 | 298379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.24 |
| Erste Group Bank AG | 1798 | 191959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.08 |
| Eurobank SA | 51076 | 200882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.18 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Common Stocks - Long** | **Shares** | **Value** | **Percentage of**<br> **Basket Value**<br>|
| &nbsp;&nbsp; FinecoBank Banca Fineco <br> SpA<br>| 4223 | $92275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.00% |
| ING Groep NV | 18996 | 484602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.26 |
| Intesa Sanpaolo SpA | 103164 | 614456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.67 |
| KBC Ancora | 231 | 18681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.20 |
| KBC Group NV | 1411 | 170173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.85 |
| Nordea Bank Abp | 21101 | 357364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88 |
| Piraeus Bank SA | 17492 | 141023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.53 |
| &nbsp;&nbsp; Raiffeisen Bank International <br> AG<br>| 719 | 30189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.33 |
| Societe Generale SA | 9371 | 667900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.24 |
| Unicaja Banco SA | 7060 | 20549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.22 |
| UniCredit SpA | 9956 | 699268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.59 |
|  |  | 8599034 |  |
| **Capital Markets** |  |  |  |
| Banca Generali SpA | 370 | 21727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.24 |
| Deutsche Bank AG | 13933 | 403844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.38 |
|  |  | 425571 |  |
| **Financial Services** |  |  |  |
| National Bank of Greece SA | 12718 | 194261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.11 |
| **Total Common** <br>**Stocks - Long**<br>|  | **$9218866** |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(f)</sup> *The significant reference entities underlying the corresponding total return swap as of March 31, 2026, are as follows:*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| **Common Stocks - Long** | **Shares** | **Value** | **Percentage of** <br>**Basket Value**<br>|
| **Aerospace & Defense** |  |  |  |
| Tkms AG& Co. KGaA | 1038 | $94186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.95% |
| **Building Products** |  |  |  |
| Geberit AG | 532 | 353852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.58 |
| Kingspan Group PLC | 3933 | 327235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.32 |
| Rockwool AS, B Shares | 6933 | 188618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.91 |
|  |  | 869705 |  |
| **Commercial Services &** <br> **Supplies**<br>|  |  |  |
| Bilfinger SE | 2433 | 275217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.79 |
| SPIE SA | 5507 | 272273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.76 |
|  |  | 547490 |  |
| **Construction Materials** |  |  |  |
| Buzzi SpA | 5543 | 275562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.79 |
| Heidelberg Materials AG | 2335 | 480560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.87 |
| Holcim AG | 6379 | 516916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.24 |
|  |  | 1273038 |  |
| **Diversified** <br> **Telecommunication** <br> **Services**<br>|  |  |  |
| United Internet AG | 8401 | 266814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.70 |
| **Electrical Equipment** |  |  |  |
| ABB Ltd. | 9864 | 778674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.89 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Common Stocks - Long** | **Shares** | **Value** | **Percentage of**<br> **Basket Value**<br>|
| Nordex SE | 10639 | $559135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.66% |
| Siemens Energy AG | 6160 | 1011321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10.25 |
|  |  | 2349130 |  |
| **Industrial Conglomerates** |  |  |  |
| Siemens AG | 2649 | 628756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.37 |
| **Machinery** |  |  |  |
| Alstom SA | 12110 | 339043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.43 |
| Atlas Copco AB, A Shares | 35728 | 613494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.22 |
| GEA Group AG | 4215 | 297719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.02 |
| Georg Fischer AG | 3590 | 181048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.83 |
| KION Group AG | 4299 | 220574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.23 |
| Knorr-Bremse AG | 3656 | 409909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.15 |
| Volvo AB, B Shares | 19660 | 632125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.40 |
|  |  | 2693912 |  |
| **Metals & Mining** |  |  |  |
| SSAB AB | 44818 | 346515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.51 |
| thyssenkrupp AG | 21021 | 179666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.82 |
|  |  | 526181 |  |
| **Multi-Utilities** |  |  |  |
| E.ON SE | 28389 | 621165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.29 |
| **Total Common** <br>**Stocks - Long**<br>|  | **$9870377** |  |

---

**Transamerica Series Trust**

**Page 22**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

**FUTURES CONTRACTS:**

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  |
| **Description** | **Number of** <br>**Contracts**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation**<br>| &nbsp;&nbsp; **Unrealized** <br>**Depreciation**<br>|
| 2-Year U.S. Treasury Notes | 138 | &nbsp;&nbsp;&nbsp;&nbsp; 06/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; $28580151 | &nbsp;&nbsp;&nbsp;&nbsp; $28627453 | &nbsp;&nbsp;&nbsp;&nbsp; $47302 | &nbsp;&nbsp;&nbsp;&nbsp; $— |
| 5-Year U.S. Treasury Notes | 15 | &nbsp;&nbsp;&nbsp;&nbsp; 06/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1622188 | &nbsp;&nbsp;&nbsp;&nbsp; 1622695 | &nbsp;&nbsp;&nbsp;&nbsp; 507 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 10-Year Canadian Government Bonds | 10 | &nbsp;&nbsp;&nbsp;&nbsp; 06/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 874566 | &nbsp;&nbsp;&nbsp;&nbsp; 862699 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11867)<br>|
| 10-Year Korea Government Bonds | 54 | &nbsp;&nbsp;&nbsp;&nbsp; 06/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3879987 | &nbsp;&nbsp;&nbsp;&nbsp; 3828812 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (51175)<br>|
| 10-Year U.S. Treasury Notes | 352 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 38709906 | &nbsp;&nbsp;&nbsp;&nbsp; 39088500 | &nbsp;&nbsp;&nbsp;&nbsp; 378594 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 10-Year U.S. Treasury Ultra Notes | 14 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1595039 | &nbsp;&nbsp;&nbsp;&nbsp; 1589219 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5820)<br>|
| 30-Year Euro BUXL | 6 | &nbsp;&nbsp;&nbsp;&nbsp; 06/08/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 779930 | &nbsp;&nbsp;&nbsp;&nbsp; 764664 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15266)<br>|
| German Euro Bund | 21 | &nbsp;&nbsp;&nbsp;&nbsp; 06/08/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3051022 | &nbsp;&nbsp;&nbsp;&nbsp; 3043573 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7449)<br>|
| German Euro Schatz | 4 | &nbsp;&nbsp;&nbsp;&nbsp; 06/08/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 494063 | &nbsp;&nbsp;&nbsp;&nbsp; 488925 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5138)<br>|
| S&P 500<sup>®</sup> E-Mini Index | 43 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 14524958 | &nbsp;&nbsp;&nbsp;&nbsp; 14127113 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (397845)<br>|
| U.K. Gilt | 3 | &nbsp;&nbsp;&nbsp;&nbsp; 06/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 361152 | &nbsp;&nbsp;&nbsp;&nbsp; 348597 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12555)<br>|
| U.S. Treasury Ultra Bonds | 63 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7584803 | &nbsp;&nbsp;&nbsp;&nbsp; 7343438 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (241365)<br>|
| **Total** | **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp;&nbsp; **$426403** | &nbsp;&nbsp;&nbsp; **$(748480)**<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Short Futures Contracts**  | **Short Futures Contracts**  | **Short Futures Contracts**  | **Short Futures Contracts**  | **Short Futures Contracts**  | **Short Futures Contracts**  | **Short Futures Contracts**  |
| **Description** | **Number of** <br>**Contracts**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation**<br>| &nbsp;&nbsp; **Unrealized** <br>**Depreciation**<br>|
| 3-Year Australia Treasury Bonds | (64)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; $(4588615)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(4577070)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $11545 | &nbsp;&nbsp;&nbsp;&nbsp; $— |
| 10-Year Australia Treasury Bonds | (52)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (3870537)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (3865927)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 4610 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 10-Year Japan Government Bonds | (1)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (831914)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (821083)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 10831 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 30-Year U.S. Treasury Bonds | (2)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (235059)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (227750)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 7309 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Eurex MSCI Japan Index | (71)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (8040937)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (7893070)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 147867 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro OAT Futures | (3)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/08/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (425985)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (411564)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 14421 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EURO STOXX 50<sup>®</sup> Index | (66)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (4347052)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (4191922)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 155130 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| FTSE 100 Index | (10)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1377917)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (1349940)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 27977 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| German Euro BOBL | (121)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/08/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (16465297)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (16143795)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 321502 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MSCI Canada Futures | (129)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (23310036)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (22543403)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 766633 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MSCI Emerging Markets Index | (158)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (11833876)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (11491340)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 342536 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MSCI Europe Futures | (457)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (21750370)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (21065555)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 684815 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MSCI USA Futures | (69)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (21636361)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (20700000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 936361 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Nikkei 225 Index | (41)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (7033211)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (6855723)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 177488 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| S&P/TSX 60 Index | (2)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (550372)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (548573)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1799 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| **Total** | **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp;&nbsp; **$3610824** | &nbsp;&nbsp;&nbsp; **$—** |
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | &nbsp;&nbsp;&nbsp; **$4037227** | &nbsp;&nbsp;&nbsp; **$(748480)**<br>|

---

**FORWARD FOREIGN CURRENCY CONTRACTS:**

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement** <br>**Date**<br>| &nbsp;&nbsp; **Currency** <br>**Purchased** | &nbsp;&nbsp; **Currency** <br>**Purchased** | &nbsp;&nbsp; **Currency** <br>**Sold** | &nbsp;&nbsp; **Currency** <br>**Sold** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation**<br>| &nbsp;&nbsp; **Unrealized** <br>**Depreciation**<br>|
| BCLY | 04/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 5981437 | &nbsp;&nbsp;&nbsp;&nbsp; TRY | &nbsp;&nbsp; 314968145 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(1060233)<br>|
| BCLY | 04/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp; TRY | &nbsp;&nbsp; 210424930 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 3626140 | &nbsp;&nbsp;&nbsp;&nbsp; 1078281 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BCLY | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 313595 | &nbsp;&nbsp;&nbsp;&nbsp; CAD | &nbsp;&nbsp; 424800 | &nbsp;&nbsp;&nbsp;&nbsp; 7188 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BCLY | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 3905 | &nbsp;&nbsp;&nbsp;&nbsp; DKK | &nbsp;&nbsp; 25272 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (21)<br>|
| BCLY | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 24161435 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 20867951 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (44672)<br>|
| BCLY | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 16530 | &nbsp;&nbsp;&nbsp;&nbsp; HKD | &nbsp;&nbsp; 128884 | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BCLY | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 243231 | &nbsp;&nbsp;&nbsp;&nbsp; KRW | &nbsp;&nbsp; 358277400 | &nbsp;&nbsp;&nbsp;&nbsp; 8763 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BCLY | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 11580 | &nbsp;&nbsp;&nbsp;&nbsp; NOK | &nbsp;&nbsp; 112238 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4)<br>|
| BCLY | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; CNH | &nbsp;&nbsp; 16438172 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 2406355 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6805)<br>|
| BCLY | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 4483469 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 5172824 | &nbsp;&nbsp;&nbsp;&nbsp; 27846 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BCLY | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 234104866 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1484754 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BCLY | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; RON | &nbsp;&nbsp; 1821720 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 411658 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (458)<br>|
| BCLY | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; SEK | &nbsp;&nbsp; 9527771 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1042799 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (32385)<br>|
| BCLY | 06/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1018767 | &nbsp;&nbsp;&nbsp;&nbsp; MYR | &nbsp;&nbsp; 3988027 | &nbsp;&nbsp;&nbsp;&nbsp; 31548 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BNP | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 13349677 | &nbsp;&nbsp;&nbsp;&nbsp; AUD | &nbsp;&nbsp; 18645072 | &nbsp;&nbsp;&nbsp;&nbsp; 500256 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BNP | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 568739 | &nbsp;&nbsp;&nbsp;&nbsp; CHF | &nbsp;&nbsp; 444232 | &nbsp;&nbsp;&nbsp;&nbsp; 8419 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

**Transamerica Series Trust**

**Page 23**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

**FORWARD FOREIGN CURRENCY CONTRACTS (continued):**

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement**<br> **Date**<br>| &nbsp;&nbsp; **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Unrealized**<br> **Appreciation**<br>| &nbsp;&nbsp; **Unrealized**<br> **Depreciation**<br>|
| BNP | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 2338404 | &nbsp;&nbsp;&nbsp;&nbsp; CNH | &nbsp;&nbsp; 16024500 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(761)<br>|
| BNP | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 6411 | &nbsp;&nbsp;&nbsp;&nbsp; COP | &nbsp;&nbsp; 24106091 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (33)<br>|
| BNP | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 4087292 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 646118092 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10559)<br>|
| BNP | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 94580 | &nbsp;&nbsp;&nbsp;&nbsp; MXN | &nbsp;&nbsp; 1688354 | &nbsp;&nbsp;&nbsp;&nbsp; 1014 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BNP | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 378248 | &nbsp;&nbsp;&nbsp;&nbsp; SEK | &nbsp;&nbsp; 3522168 | &nbsp;&nbsp;&nbsp;&nbsp; 4724 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BNP | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 43884 | &nbsp;&nbsp;&nbsp;&nbsp; TWD | &nbsp;&nbsp; 1399118 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (113)<br>|
| BNP | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; CHF | &nbsp;&nbsp; 417632 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 541550 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14781)<br>|
| BNP | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; CLP | &nbsp;&nbsp; 185762384 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 207579 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6893)<br>|
| BNP | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; CZK | &nbsp;&nbsp; 2606976 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 122584 | &nbsp;&nbsp;&nbsp;&nbsp; 296 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BNP | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; GBP | &nbsp;&nbsp; 500079 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 668609 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6861)<br>|
| BNP | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; KRW | &nbsp;&nbsp; 4667874119 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 3186447 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (131642)<br>|
| BNP | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 9924 | &nbsp;&nbsp;&nbsp;&nbsp; ZAR | &nbsp;&nbsp; 167592 | &nbsp;&nbsp;&nbsp;&nbsp; 79 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CA | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; GBP | &nbsp;&nbsp; 508694 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 675713 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2565)<br>|
| CITI | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; PEN | &nbsp;&nbsp; 840774 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 245031 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4423)<br>|
| DUB | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 206511 | &nbsp;&nbsp;&nbsp;&nbsp; SEK | &nbsp;&nbsp; 1896500 | &nbsp;&nbsp;&nbsp;&nbsp; 5388 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| DUB | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; AUD | &nbsp;&nbsp; 2359245 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1668340 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (42445)<br>|
| GSI | 04/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 11757393 | &nbsp;&nbsp;&nbsp;&nbsp; TRY | &nbsp;&nbsp; 591074939 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1457132)<br>|
| GSI | 04/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp; TRY | &nbsp;&nbsp; 695618153 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 12436437 | &nbsp;&nbsp;&nbsp;&nbsp; 3115337 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 04/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 3725082 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 3213521 | &nbsp;&nbsp;&nbsp;&nbsp; 5461 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 04/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 3751322 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 3247184 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7263)<br>|
| GSI | 04/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 7461544 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 1034498029 | &nbsp;&nbsp;&nbsp;&nbsp; 925064 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 04/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 37562171 | &nbsp;&nbsp;&nbsp;&nbsp; THB | &nbsp;&nbsp; 1226893195 | &nbsp;&nbsp;&nbsp;&nbsp; 272654 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 04/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 6460705 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 7517799 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (39593)<br>|
| GSI | 04/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 1034498029 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 7535767 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (999287)<br>|
| GSI | 04/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp; THB | &nbsp;&nbsp; 1226893194 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 38519258 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1229742)<br>|
| GSI | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 315709 | &nbsp;&nbsp;&nbsp;&nbsp; BRL | &nbsp;&nbsp; 1662440 | &nbsp;&nbsp;&nbsp;&nbsp; 266 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 477449 | &nbsp;&nbsp;&nbsp;&nbsp; BRL | &nbsp;&nbsp; 2517587 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (257)<br>|
| GSI | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 343616 | &nbsp;&nbsp;&nbsp;&nbsp; CHF | &nbsp;&nbsp; 268373 | &nbsp;&nbsp;&nbsp;&nbsp; 5111 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 8298453 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 7194394 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (46797)<br>|
| GSI | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 331338 | &nbsp;&nbsp;&nbsp;&nbsp; GBP | &nbsp;&nbsp; 249109 | &nbsp;&nbsp;&nbsp;&nbsp; 1696 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1982427 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 313381840 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5123)<br>|
| GSI | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1437116 | &nbsp;&nbsp;&nbsp;&nbsp; KRW | &nbsp;&nbsp; 2114686958 | &nbsp;&nbsp;&nbsp;&nbsp; 53197 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 3696 | &nbsp;&nbsp;&nbsp;&nbsp; NZD | &nbsp;&nbsp; 6303 | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 90684 | &nbsp;&nbsp;&nbsp;&nbsp; THB | &nbsp;&nbsp; 2933234 | &nbsp;&nbsp;&nbsp;&nbsp; 1179 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; CAD | &nbsp;&nbsp; 473177 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 347146 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5845)<br>|
| GSI | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; CNH | &nbsp;&nbsp; 11812100 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1726044 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1781)<br>|
| GSI | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; CNY | &nbsp;&nbsp; 40907480 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 5982375 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (30998)<br>|
| GSI | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; IDR | &nbsp;&nbsp; 4188884900 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 246074 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13)<br>|
| GSI | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; PLN | &nbsp;&nbsp; 1192302 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 324819 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3724)<br>|
| GSI | 06/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 16744 | &nbsp;&nbsp;&nbsp;&nbsp; MYR | &nbsp;&nbsp; 65580 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 01/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 5695483 | &nbsp;&nbsp;&nbsp;&nbsp; TRY | &nbsp;&nbsp; 339621644 | &nbsp;&nbsp;&nbsp;&nbsp; 27886 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 01/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 5348878 | &nbsp;&nbsp;&nbsp;&nbsp; TRY | &nbsp;&nbsp; 324783884 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (71107)<br>|
| GSI | 01/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; TRY | &nbsp;&nbsp; 664405528 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 10985541 | &nbsp;&nbsp;&nbsp;&nbsp; 102041 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPM | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 264693 | &nbsp;&nbsp;&nbsp;&nbsp; CHF | &nbsp;&nbsp; 206746 | &nbsp;&nbsp;&nbsp;&nbsp; 3919 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPM | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 28257 | &nbsp;&nbsp;&nbsp;&nbsp; DKK | &nbsp;&nbsp; 182881 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (153)<br>|
| JPM | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 2019828 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 1751081 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11366)<br>|
| JPM | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1380308 | &nbsp;&nbsp;&nbsp;&nbsp; GBP | &nbsp;&nbsp; 1037740 | &nbsp;&nbsp;&nbsp;&nbsp; 7080 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPM | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 43089 | &nbsp;&nbsp;&nbsp;&nbsp; HKD | &nbsp;&nbsp; 335934 | &nbsp;&nbsp;&nbsp;&nbsp; 73 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPM | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 40775 | &nbsp;&nbsp;&nbsp;&nbsp; INR | &nbsp;&nbsp; 3785394 | &nbsp;&nbsp;&nbsp;&nbsp; 1181 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPM | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 149943 | &nbsp;&nbsp;&nbsp;&nbsp; NZD | &nbsp;&nbsp; 255690 | &nbsp;&nbsp;&nbsp;&nbsp; 2608 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPM | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 20372 | &nbsp;&nbsp;&nbsp;&nbsp; SEK | &nbsp;&nbsp; 189699 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPM | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; CAD | &nbsp;&nbsp; 2069348 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1530901 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (38287)<br>|
| JPM | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; DKK | &nbsp;&nbsp; 1130848 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 175768 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (95)<br>|
| JPM | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; ILS | &nbsp;&nbsp; 686147 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 220250 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1516)<br>|
| JPM | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; MXN | &nbsp;&nbsp; 681181 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 38002 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (252)<br>|
| JPM | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; PLN | &nbsp;&nbsp; 304076 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 81714 | &nbsp;&nbsp;&nbsp;&nbsp; 176 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPM | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 43870 | &nbsp;&nbsp;&nbsp;&nbsp; ZAR | &nbsp;&nbsp; 740905 | &nbsp;&nbsp;&nbsp;&nbsp; 342 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

**Transamerica Series Trust**

**Page 24**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

**FORWARD FOREIGN CURRENCY CONTRACTS (continued):**

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement**<br> **Date**<br>| &nbsp;&nbsp; **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Unrealized**<br> **Appreciation**<br>| &nbsp;&nbsp; **Unrealized**<br> **Depreciation**<br>|
| RBC | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 386433 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 335016 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(2174)<br>|
| RBC | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; NOK | &nbsp;&nbsp; 1714751 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 177634 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (660)<br>|
| SCB | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 839295 | &nbsp;&nbsp;&nbsp;&nbsp; THB | &nbsp;&nbsp; 26555033 | &nbsp;&nbsp;&nbsp;&nbsp; 28986 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| SSB | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; HUF | &nbsp;&nbsp; 18275974 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 53322 | &nbsp;&nbsp;&nbsp;&nbsp; 1344 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UBS | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 3440973 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 2969486 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3530)<br>|
| UBS | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 94267 | &nbsp;&nbsp;&nbsp;&nbsp; IDR | &nbsp;&nbsp; 1594812076 | &nbsp;&nbsp;&nbsp;&nbsp; 586 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UBS | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 2068231 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 326939556 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5306)<br>|
| UBS | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 30502 | &nbsp;&nbsp;&nbsp;&nbsp; NOK | &nbsp;&nbsp; 295674 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14)<br>|
| UBS | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 134701 | &nbsp;&nbsp;&nbsp;&nbsp; SGD | &nbsp;&nbsp; 170648 | &nbsp;&nbsp;&nbsp;&nbsp; 1248 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UBS | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; CHF | &nbsp;&nbsp; 888719 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1119157 | &nbsp;&nbsp;&nbsp;&nbsp; 1806 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UBS | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; GBP | &nbsp;&nbsp; 1294385 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1712338 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UBS | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; HUF | &nbsp;&nbsp; 28714951 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 85316 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UBS | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; ILS | &nbsp;&nbsp; 1073165 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 344507 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2398)<br>|
| UBS | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 136438607 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 862715 | &nbsp;&nbsp;&nbsp;&nbsp; 2614 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UBS | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; NZD | &nbsp;&nbsp; 439935 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 261492 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7991)<br>|
| UBS | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; TRY | &nbsp;&nbsp; 648046 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 13411 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (52)<br>|
| **Total** | **Total** | **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp;&nbsp; **$6237593** | &nbsp;&nbsp;&nbsp; **$(5338110)**<br>|

---

**INVESTMENTS BY INDUSTRY:**

------

---

| | | |
|:---|:---|:---|
| **Industry** | **Percentage of** <br>**Total Investments**<br>| **Value** |
| Foreign Government Obligations | &nbsp;&nbsp; 25.1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $203269986 |
| U.S. Government Obligations | &nbsp;&nbsp;&nbsp;&nbsp; 8.9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72487642 |
| Banks | &nbsp;&nbsp;&nbsp;&nbsp; 6.0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48292697 |
| Semiconductors & Semiconductor Equipment | &nbsp;&nbsp;&nbsp;&nbsp; 5.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42618415 |
| U.S. Government Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp; 4.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33820672 |
| Software | &nbsp;&nbsp;&nbsp;&nbsp; 3.0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24146481 |
| Oil, Gas & Consumable Fuels | &nbsp;&nbsp;&nbsp;&nbsp; 2.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21247222 |
| Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; 2.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21035592 |
| Interactive Media & Services | &nbsp;&nbsp;&nbsp;&nbsp; 2.5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19980112 |
| Technology Hardware, Storage & Peripherals | &nbsp;&nbsp;&nbsp;&nbsp; 2.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18983930 |
| Pharmaceuticals | &nbsp;&nbsp;&nbsp;&nbsp; 2.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18724384 |
| Insurance | &nbsp;&nbsp;&nbsp;&nbsp; 2.0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16215573 |
| Financial Services | &nbsp;&nbsp;&nbsp;&nbsp; 1.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12702328 |
| Aerospace & Defense | &nbsp;&nbsp;&nbsp;&nbsp; 1.5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11785924 |
| Health Care Providers & Services | &nbsp;&nbsp;&nbsp;&nbsp; 1.4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11633226 |
| Capital Markets | &nbsp;&nbsp;&nbsp;&nbsp; 1.4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11250389 |
| Broadline Retail | &nbsp;&nbsp;&nbsp;&nbsp; 1.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10732704 |
| Electric Utilities | &nbsp;&nbsp;&nbsp;&nbsp; 1.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8671995 |
| Automobiles | &nbsp;&nbsp;&nbsp;&nbsp; 1.0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7704876 |
| Metals & Mining | &nbsp;&nbsp;&nbsp;&nbsp; 0.9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7295545 |
| Hotels, Restaurants & Leisure | &nbsp;&nbsp;&nbsp;&nbsp; 0.9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7225735 |
| Household Durables | &nbsp;&nbsp;&nbsp;&nbsp; 0.9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7168150 |
| Machinery | &nbsp;&nbsp;&nbsp;&nbsp; 0.9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6998800 |
| Health Care Equipment & Supplies | &nbsp;&nbsp;&nbsp;&nbsp; 0.9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6937595 |
| Consumer Staples Distribution & Retail | &nbsp;&nbsp;&nbsp;&nbsp; 0.8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6711078 |
| Electrical Equipment | &nbsp;&nbsp;&nbsp;&nbsp; 0.7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5866742 |
| Biotechnology | &nbsp;&nbsp;&nbsp;&nbsp; 0.7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5656983 |
| Communications Equipment | &nbsp;&nbsp;&nbsp;&nbsp; 0.7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5615589 |
| Specialty Retail | &nbsp;&nbsp;&nbsp;&nbsp; 0.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4984821 |
| Chemicals | &nbsp;&nbsp;&nbsp;&nbsp; 0.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4769260 |
| Diversified Telecommunication Services | &nbsp;&nbsp;&nbsp;&nbsp; 0.5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4312498 |
| Food Products | &nbsp;&nbsp;&nbsp;&nbsp; 0.5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4226296 |
| Entertainment | &nbsp;&nbsp;&nbsp;&nbsp; 0.5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3982840 |
| Beverages | &nbsp;&nbsp;&nbsp;&nbsp; 0.5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3963265 |
| IT Services | &nbsp;&nbsp;&nbsp;&nbsp; 0.5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3853285 |

---

**Transamerica Series Trust**

**Page 25**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

**INVESTMENTS BY INDUSTRY (continued):**

------

---

| | | |
|:---|:---|:---|
| **Industry** | **Percentage of**<br> **Total Investments**<br>| **Value** |
| Electronic Equipment, Instruments & Components | &nbsp;&nbsp;&nbsp;&nbsp; 0.4% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3520806 |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; 0.4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3159255 |
| Ground Transportation | &nbsp;&nbsp;&nbsp;&nbsp; 0.4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3028312 |
| Multi-Utilities | &nbsp;&nbsp;&nbsp;&nbsp; 0.4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2933794 |
| Textiles, Apparel & Luxury Goods | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2585810 |
| Household Products | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2509956 |
| Tobacco | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2503596 |
| Life Sciences Tools & Services | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2475859 |
| Industrial Conglomerates | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2363595 |
| Real Estate Management & Development | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2133426 |
| Professional Services | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2109717 |
| Specialized REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2004419 |
| Media | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1956429 |
| Building Products | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1942815 |
| Construction & Engineering | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1929031 |
| Industrial REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1901955 |
| Commercial Services & Supplies | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1866169 |
| Consumer Finance | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1594056 |
| Trading Companies & Distributors | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1525739 |
| Personal Care Products | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1459012 |
| Air Freight & Logistics | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1402797 |
| Construction Materials | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1164406 |
| Retail REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 945620 |
| Health Care REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 846109 |
| Energy Equipment & Services | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 828225 |
| Diversified REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 802821 |
| Wireless Telecommunication Services | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 785195 |
| Residential REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 618715 |
| Independent Power & Renewable Electricity Producers | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 611140 |
| Internet & Catalog Retail | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 562434 |
| Containers & Packaging | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 520528 |
| Municipal Government Obligation | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 503819 |
| Gas Utilities | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 470426 |
| Transportation Infrastructure | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 392788 |
| Passenger Airlines | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 348319 |
| Automobile Components | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316880 |
| Water Utilities | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291690 |
| Paper & Forest Products | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221877 |
| Marine Transportation | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185981 |
| Health Care Technology | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150201 |
| Distributors | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87036 |
| Mortgage Real Estate Investment Trusts | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61208 |
| Office REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55739 |
| Diversified Consumer Services | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40068 |
| **Investments** | **94.1** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **762590403** |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp; 5.9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48240942 |
| **Total Investments** | **100.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$810831345** |

---

**Transamerica Series Trust**

**Page 26**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

**INVESTMENT VALUATION:**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Valuation Inputs** <sup>(S)</sup> <br>|  |  |  |  |
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2 -** <br>**Other Significant** <br>**Observable Inputs**<br>| **Level 3 -** <br>**Significant** <br>**Unobservable Inputs** <sup>(T)</sup> <br>| **Value** |
| **ASSETS** |  |  |  |  |
| **Investments** |  |  |  |  |
| Common Stocks | $289921855 | &nbsp;&nbsp; $83086090 | &nbsp;&nbsp; $13828 | &nbsp;&nbsp; $373021773 |
| Foreign Government Obligations |  | &nbsp;&nbsp; 203269986 | &nbsp;&nbsp; — | &nbsp;&nbsp; 203269986 |
| U.S. Government Obligations |  | &nbsp;&nbsp; 72487642 | &nbsp;&nbsp; — | &nbsp;&nbsp; 72487642 |
| Corporate Debt Securities |  | &nbsp;&nbsp; 54923350 | &nbsp;&nbsp; 46928 | &nbsp;&nbsp; 54970278 |
| U.S. Government Agency Obligations |  | &nbsp;&nbsp; 33820672 | &nbsp;&nbsp; — | &nbsp;&nbsp; 33820672 |
| Mortgage-Backed Securities |  | &nbsp;&nbsp; 21035592 | &nbsp;&nbsp; — | &nbsp;&nbsp; 21035592 |
| Asset-Backed Securities |  | &nbsp;&nbsp; 3159255 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3159255 |
| Municipal Government Obligation |  | &nbsp;&nbsp; 503819 | &nbsp;&nbsp; — | &nbsp;&nbsp; 503819 |
| Preferred Stocks |  | &nbsp;&nbsp; 321326 | &nbsp;&nbsp; — | &nbsp;&nbsp; 321326 |
| Rights |  | &nbsp;&nbsp; 60 | &nbsp;&nbsp; — | &nbsp;&nbsp; 60 |
| Convertible Bonds |  | &nbsp;&nbsp; — | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 0 |
| Warrant |  | &nbsp;&nbsp; — | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 0 |
| Short-Term U.S. Government Obligation |  | &nbsp;&nbsp; 1984787 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1984787 |
| Other Investment Company | 2257027 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 2257027 |
| Repurchase Agreement |  | &nbsp;&nbsp; 43999128 | &nbsp;&nbsp; — | &nbsp;&nbsp; 43999128 |
| **Total Investments** | **$292178882** | &nbsp;&nbsp; **$518591707** | &nbsp;&nbsp; **$60756** | &nbsp;&nbsp; **$810831345** |
| **Other Financial Instruments** |  |  |  |  |
| Over-the-Counter Swap Agreements | $— | &nbsp;&nbsp; $4668587 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $4668587 |
| Futures Contracts <sup>(U)</sup> <br>| 4037227 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 4037227 |
| Forward Foreign Currency Contracts <sup>(U)</sup> <br>|  | &nbsp;&nbsp; 6237593 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6237593 |
| **Total Other Financial Instruments** | **$4037227** | &nbsp;&nbsp; **$10906180** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$14943407** |
| **LIABILITIES** |  |  |  |  |
| **Other Financial Instruments** |  |  |  |  |
| Over-the-Counter Swap Agreements | $— | &nbsp;&nbsp; $(16753735)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(16753735)<br>|
| Futures Contracts <sup>(U)</sup> <br>| (748480)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (748480)<br>|
| Forward Foreign Currency Contracts <sup>(U)</sup> <br>|  | &nbsp;&nbsp; (5338110)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (5338110)<br>|
| **Total Other Financial Instruments** | **$(748480)**<br>| &nbsp;&nbsp; **$(22091845)**<br>| &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$(22840325)**<br>|

---

**FOOTNOTES TO SCHEDULE OF INVESTMENTS:** 

\* *Percentage rounds to less than 0.1% or (0.1)%.*

<sup>(A)</sup> *All or a portion of the security is on loan. The total value of the securities on loan is $6,491,089, collateralized by cash collateral of $2,257,027 and* *non-cash collateral, such as U.S. government securities of $5,109,116. The amount on loan indicated may not correspond with the securities on loan* *identified because a security with pending sales are in the process of recall from the brokers.* 

<sup>(B)</sup> *Non-income producing security.*

<sup>(C)</sup> *Security is Level 3 of the fair value hierarchy and is valued based on unobservable inputs (see Notes to Schedule of Investments). At March 31, 2026,* *the total value of the securities is $60,756, representing 0.0% of the Portfolio's net assets.* 

<sup>(D)</sup> *Fair valued as determined in good faith in accordance with TAM's procedures. At March 31, 2026, the total value of the securities is $60,816,* *representing 0.0% of the Portfolio's net assets.* 

<sup>(E)</sup> *Restricted security. At March 31, 2026, the total value of such securities held by the Portfolio is as follows:*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Description** | &nbsp;&nbsp; **Acquisition** <br>**Date**<br>| **Acquisition** <br>**Cost**<br>| **Value** | **Value as** <br>**Percentage of** <br>**Net Assets**<br>|
| Common Stocks | Quintis Australia Pty. Ltd. <br>| 10/25/2018 | &nbsp;&nbsp; $1059498 | &nbsp;&nbsp; $1 | 0.0 %\*<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Transamerica Series Trust**

**Page 27**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(F)</sup> *Security is exempt from registration pursuant to Rule 144A of the Securities Act of 1933. Security may be resold as transactions exempt from* *registration, normally to qualified institutional buyers. At March 31, 2026, the total value of 144A securities is $36,612,531, representing 4.4% of the* *Portfolio's net assets.* 

<sup>(G)</sup> *Security exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside* *the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the* *registration requirements of the Securities Act of 1933. At March 31, 2026, the total value of the Regulation S securities is $93,482,461, representing* *11.3% of the Portfolio's net assets.* 

<sup>(H)</sup> *Security deemed worthless.*

<sup>(I)</sup> *Floating or variable rate security. The rate disclosed is as of March 31, 2026. 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.* 

<sup>(J)</sup> *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.* 

<sup>(K)</sup> *Perpetual maturity. The date displayed is the next call date.*

<sup>(L)</sup> *When-issued, delayed-delivery and/or forward commitment (including TBAs) security. Security to be settled and delivered after March 31, 2026.* *Security may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement.* 

<sup>(M)</sup> *Rate disclosed reflects the yield at March 31, 2026.*

<sup>(N)</sup> *Security in default; no interest payments received and/or dividends declared during the last 12 months. At March 31, 2026, the value of this security is* *$0, representing 0.0% of the Portfolio's net assets.* 

<sup>(O)</sup> *Rounds to less than $1 or $(1).*

<sup>(P)</sup> *All or a portion of the security has been segregated by the custodian as collateral to cover margin requirements for open futures contracts. The total* *value of the securities is $1,500,499.* 

<sup>(Q)</sup> *All or a portion of investments is owned by Transamerica Cayman Morgan Stanley Global Allocation Ltd., a wholly-owned subsidiary of the Portfolio.*

<sup>(R)</sup> *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.* 

<sup>(S)</sup> *There were no transfers in or out of Level 3 during the period ended March 31, 2026. Please reference the Investment Valuation section of the Notes* *to Schedule of Investments for more information regarding investment valuation and pricing inputs.* 

<sup>(T)</sup> *Level 3 security was not considered significant to the Portfolio.*

<sup>(U)</sup> *Derivative instruments are valued at unrealized appreciation (depreciation).*

**CURRENCY ABBREVIATION(S):** 

---

| | |
|:---|:---|
| *AUD* | *Australian Dollar* |
| *BRL* | *Brazilian Real* |
| *CAD* | *Canadian Dollar* |
| *CHF* | *Swiss Franc* |
| *CLP* | *Chile Peso* |
| *CNH* | *Chinese Yuan Renminbi (offshore)* |
| *CNY* | *China Yuan Renminbi* |
| *COP* | *Colombian Peso* |
| *CZK* | *Czech Republic Koruna* |
| *DKK* | *Denmark Krone* |
| *EUR* | *Euro* |
| *GBP* | *British Pound* |
| *HKD* | *Hong Kong Dollar* |
| *HUF* | *Hungary Forint* |
| *IDR* | *Indonesia Rupiah* |
| *ILS* | *Israel New Shekel* |
| *INR* | *Indian Rupee* |
| *JPY* | *Japanese Yen* |
| *KRW* | *South Korean Won* |
| *MXN* | *Mexico Peso* |
| *MYR* | *Malaysia Ringgit* |
| *NOK* | *Norwegian Krone* |
| *NZD* | *New Zealand Dollar* |
| *PEN* | *Peruvian Sol* |
| *PLN* | *Poland Zloty* |
| *RON* | *Romania New Leu* |
| *SEK* | *Swedish Krona* |
| *SGD* | *Singapore Dollar* |
| *THB* | *Thailand Baht* |

---

**Transamerica Series Trust**

**Page 28**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

**CURRENCY ABBREVIATION(S) (continued):**

---

| | |
|:---|:---|
| *TRY* | *Turkish New Lira* |
| *TWD* | *Taiwan New Dollar* |
| *USD* | *United States Dollar* |
| *ZAR* | *South Africa Rand* |

---

**COUNTERPARTY ABBREVIATION(S):** 

---

| | |
|:---|:---|
| *BCLY* | *Barclays Bank PLC* |
| *BNP* | *BNP Paribas* |
| *CA* | *Credit Agricole* |
| *CITI* | *Citibank, N.A.* |
| *DUB* | *Deutsche Bank AG* |
| *GSI* | *Goldman Sachs International* |
| *JPM* | *JPMorgan Chase Bank, N.A.* |
| *RBC* | *Royal Bank of Canada* |
| *SCB* | *Standard Chartered Bank* |
| *SSB* | *State Street Bank & Trust Co.* |
| *UBS* | *UBS AG* |

---

**PORTFOLIO ABBREVIATION(S):** 

---

| | |
|:---|:---|
| *ADR* | *American Depositary Receipt* |
| *BOBL* | *Bundesobligationen (German Federal Government Securities)* |
| *BUXL* | *Bundesanleihen (German Long-Term Debt)* |
| *EUREX* | *Eurex Exchange (German Derivatives Exchange)* |
| *EURIBOR* | *Euro Interbank Offer Rate* |
| *FTSE* | *Financial Times Stock Exchange* |
| *ICE* | *IntercontinentalExchange*<sup>®</sup> <br>|
| *OAT* | *Obligations Assimilables du Tresor (Treasury Obligations)* |
| *OW* | *Overweight* |
| *REIT* | *Real Estate Investment Trust* |
| *SOFR* | *Secured Overnight Financing Rate* |
| *SONIA* | *Sterling Overnight Interbank Average* |
| *STOXX* | *Deutsche Börse Group & SIX Group Index* |
| *Schatz* | *Bundesschatzanweisungen (German Federal Government 2-Year Securities)* |
| *TBA* | *To Be Announced* |
| *TSX* | *Toronto Stock Exchange* |
| *UW* | *Underweight* |

---

**Transamerica Series Trust**

**Page 29**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**NOTES TO SCHEDULE OF INVESTMENTS**

**At March 31, 2026**

**(unaudited)**

**INVESTMENT VALUATION**

Transamerica Morgan Stanley Global Allocation VP (the "Portfolio") is a series of the Transamerica Series Trust.

Transamerica Asset Management, Inc. ("TAM") has been designated as the Portfolio's valuation designee pursuant to Rule 2a-5 under the Investment Company Act of 1940, as amended, with responsibility for fair valuation subject to oversight by the Portfolio's Board of Trustees. The net asset value of the Portfolio is computed as of the official close of the New York Stock Exchange ("NYSE") each day the NYSE is open for business.

TAM utilizes various methods to measure the fair value of its investments on a recurring basis. Generally Accepted Accounting Principles in the United States of America establishes a hierarchy that prioritizes inputs to valuation methods. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The three levels ("Levels") of inputs of the fair value hierarchy are defined as follows:

Level 1—Unadjusted quoted prices in active markets for identical securities.

Level 2—Inputs, other than quoted prices included in Level 1, which are observable, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates, and similar data.

Level 3—Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, which may include TAM's own assumptions used in determining the fair value of the Portfolio's investments and derivative instruments.

The inputs used to measure fair value may fall into different Levels of the fair value hierarchy. In such cases, for disclosure purposes, the Level in the fair value hierarchy that is assigned to the fair value measurement of a security is determined based on the lowest Level input that is significant to the fair value measurement in its entirety. Certain investments that are measured at fair value using Net Asset Value ("NAV") per share, or its equivalent, using the "practical expedient" have not been classified in the fair value Levels. The hierarchy classification of inputs used to value the Portfolio's investments at March 31, 2026, is disclosed within the Investment Valuation section of the Consolidated Schedule of Investments.

The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, but not limited to, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is generally greatest for instruments categorized in Level 3. Due to the inherent uncertainty of valuation, the determination of values may differ significantly from values that would have been realized had a ready market for investments existed, and the differences could be material.

**Fair value measurements:** Descriptions of the valuation techniques applied to the Portfolio's significant categories of assets and liabilities measured at fair value on a recurring basis are as follows:

*Asset-backed securities:* The fair value of asset-backed securities is estimated based on models that consider the estimated cash flows of each tranche of the entity, establish a benchmark yield, and develop an estimated tranche specific spread to the benchmark yield based on the unique attributes of the tranche. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise they would be categorized in Level 3.

*Convertible bonds:* The fair value of convertible bonds is estimated using various techniques, which consider recently executed transactions in securities of the issuer or comparable issuers, broker price quotations (where observable), and models incorporating benchmark curves, underlying stock data, and foreign exchange rates. While most convertible bonds are categorized in Level 2 of the fair value hierarchy, in instances where lower relative weight is placed on transaction prices, quotations, or similar observable inputs, they are categorized in Level 3.

*Corporate debt securities:* The fair value of corporate debt securities is estimated using various techniques, which consider recently executed transactions in securities of the issuer or comparable issuers, market price quotations (where observable), bond spreads, fundamental data relating to the issuer, and credit default swap spreads adjusted for any basis difference between cash and derivative

**Transamerica Series Trust**

**Page 30**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**NOTES TO SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

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.

*Equity securities:* Securities are stated at the last reported sales price or closing price on the day of valuation taken from the primary exchange where the security is principally traded. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized in Level 1 of the fair value hierarchy. Equities traded on inactive markets or valued by reference to similar instruments are generally categorized in Level 2 or Level 3 if inputs are unobservable.

*Foreign equity securities:* Securities in which the primary trading market closes at the same time or after the NYSE, are valued based on quotations from the primary market in which they are traded and are categorized in Level 1. Because many foreign securities markets and exchanges close prior to the close of the NYSE, closing prices for foreign securities in those markets or on those exchanges do not reflect the events that occur after that close. Certain foreign securities may be fair valued using a pricing service that considers the correlation of the trading patterns of the foreign security to the intraday trading in the U.S. markets for investments such as American Depositary Receipts, financial futures, or ETFs and the movement of certain indices of securities based on a statistical analysis of their historical relationship; such valuations generally are categorized in Level 2.

*Foreign government obligations:* Foreign government obligations are normally valued using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers, and reference data. Certain securities are valued by principally using dealer quotations. Foreign government obligations generally are categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

*Mortgage-backed securities:* The fair value of mortgage-backed securities is estimated based on models that consider issuer type, coupon, cash flows, mortgage prepayment projection tables and adjustable rate mortgage evaluations that incorporate index data, periodic life caps and the next coupon reset date. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise they are categorized in Level 3.

*Municipal government obligations:* The fair value of municipal government obligations and variable rate notes is estimated based on models that consider, among other factors, information received from market makers and broker-dealers, current trades, bid-want lists, offerings, market movements, the liquidity of the bond, state of issuance, benchmark yield curves, and bond or note insurance. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise they are categorized in Level 3.

*Rights:* Rights 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 rights are priced at zero. Rights are generally 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.

*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.

**Transamerica Series Trust**

**Page 31**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**NOTES TO SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

Certain securities are valued by principally using dealer quotations. Short-term government and U.S. government agency securities generally are categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

*Securities lending collateral:* Securities lending collateral is invested in a money market fund which is valued at the actively traded NAV and no valuation adjustments are applied. Securities lending collateral is categorized in Level 1 of the fair value hierarchy.

*Repurchase agreements:* Repurchase agreements are valued at cost, which approximates fair value. To the extent the inputs are observable and timely, the values are generally categorized in Level 2 of the fair value hierarchy.

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

*Derivative instruments:* Centrally cleared or listed derivatives that are actively traded are valued based on quoted prices from the exchange and are categorized in Level 1 of the fair value hierarchy. Over-the-counter ("OTC") derivative contracts include forward, swap, swaption, and option contracts related to interest rates, foreign currencies, credit standing of reference entities, equity prices, or commodity prices. Depending on the product and the terms of the transaction, the fair value of the OTC derivative products are modeled taking into account the counterparties' creditworthiness and using a series of techniques, including simulation models. Many pricing models do not entail material subjectivity because the methodologies employed do not necessitate significant judgments and the pricing inputs are observed from actively quoted markets, as is the case of interest rate swap and option contracts. The majority of OTC derivative products valued by the Portfolio using pricing models fall into this category and are categorized within Level 2 of the fair value hierarchy or Level 3 if inputs are unobservable.

**Transamerica Series Trust**

**Page 32**

------

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** TRANSAMERICA SERIES TRUST

- **b. Investment Company Act file number:** 811-04419

- **c. CIK number of Registrant:** 0000778207

- **d. LEI of Registrant:** 5493000QR1WGXIM5V222

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 1801 CALIFORNIA STREET

  - **City:** DENVER

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80202

  - **Telephone number:** 720-493-4256

**Item A.2. Information about the Series.**

- **a. Name of Series:** Transamerica Morgan Stanley Global Allocation VP

- **b. EDGAR series identifier (if any):** S000025459

- **c. LEI of Series:** ORP3UMV3V03ZTFCT2438

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1068315190.65

**Total Liabilities:** $239804619.53

**Net Assets:** $828510571.12

**Amount of Assets Invested in Other Investment Companies:** $20403923.30

**Delayed Delivery Securities:** $10294447.66

**Cash Not Reported:** $23767284.35

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -303.70000000 | **1-Year:** -5825.88000000 | **5-Year:** -24089.32000000 | **10-Year:** -20479.20000000 | **30-Year:** -5709.18000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -26.66000000 | **1-Year:** -396.99000000 | **5-Year:** -938.64000000 | **10-Year:** -513.96000000 | **30-Year:** -71.82000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000076205 | 2.48%                | 1.30%                | -6.25%               |
| Class ID C000076206 | 2.65%                | 1.15%                | -6.11%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-127001.73              | $12352784.34                               |
| Month 2  | $12560820.24             | $-5775541.68                               |
| Month 3  | $-3237715.18             | $-40947080.66                              |

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aflac Inc                                                 | Aflac, Inc.                                                                                                            | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |        2296 | NS      | $251894.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                                                          | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     1175000 | PA      | $1214199.32   | 0.15%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T, Inc.                                                                                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       31691 | NS      | $918722.09    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                  | AT&T, Inc.                                                                                                             | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $261132.09    | 0.03%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T, Inc.                                                                                                             | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      750000 | PA      | $491802.29    | 0.06%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                         | ARC Resources Ltd.                                                                                                     | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |        3316 | NS      | $69008.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Abbott Laboratories                                       | Abbott Laboratories                                                                                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        7868 | NS      | $807807.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                | AbbVie, Inc.                                                                                                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        7793 | NS      | $1694899.57   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| A&D Mortgage Trust                                        | A&D Mortgage Trust                                                                                                     | CUSIP: 002941AB8<br>LEI: 9845006Y6D399D9E8O78 | Long             | ABS-MBS          | CORP              | US        |     1234656 | PA      | $1232334.50   | 0.15%             | 2070-10-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CONTRA ABIOMED INC                                        | ABIOMED, Inc.                                                                                                          | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |          56 | NS      | $57.12        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Antofagasta PLC                                           | Antofagasta PLC                                                                                                        | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |        2327 | NS      | $102472.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                                 | Adobe, Inc.                                                                                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        1873 | NS      | $455288.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                     | AECOM                                                                                                                  | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |         612 | NS      | $51909.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                | Advanced Micro Devices, Inc.                                                                                           | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        7528 | NS      | $1531421.04   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Redrow PLC                                        | Barratt Redrow PLC                                                                                                     | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |        8104 | NS      | $27920.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                                       | Affirm Holdings, Inc.                                                                                                  | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1318 | NS      | $60390.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                  | Agilent Technologies, Inc.                                                                                             | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        1275 | NS      | $145324.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                                    | Agnico Eagle Mines Ltd.                                                                                                | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        2845 | NS      | $577487.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                | Airbnb, Inc.                                                                                                           | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        1972 | NS      | $249024.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                            | Air Products & Chemicals, Inc.                                                                                         | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        1007 | NS      | $292523.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold Inc                                           | Alamos Gold, Inc.                                                                                                      | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |        2365 | NS      | $105218.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc                       | Alexandria Real Estate Equities, Inc.                                                                                  | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |         710 | NS      | $32958.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard Inc                              | Alimentation Couche-Tard, Inc.                                                                                         | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |        4228 | NS      | $239650.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                                       | Alliant Energy Corp.                                                                                                   | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        1148 | NS      | $82380.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      250000 | PA      | $219544.86    | 0.03%             | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2310000 | PA      | $2177825.15   | 0.26%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1990000 | PA      | $1920361.28   | 0.23%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3705000 | PA      | $3653599.20   | 0.44%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp.                                                                                                         | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        1185 | NS      | $245697.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                               | Alnylam Pharmaceuticals, Inc.                                                                                          | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |         590 | NS      | $195213.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | Alphabet, Inc.                                                                                                         | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       22187 | NS      | $6364562.82   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | Alphabet, Inc.                                                                                                         | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       26390 | NS      | $7588708.40   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd                                               | AltaGas Ltd.                                                                                                           | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Long             | EC               | CORP              | CA        |        1694 | NS      | $58756.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc                                                  | Oklo, Inc.                                                                                                             | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         555 | NS      | $27522.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                          | Altria Group, Inc.                                                                                                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |        7523 | NS      | $496442.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com, Inc.                                                                                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       43302 | NS      | $9018507.54   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                               | Ameren Corp.                                                                                                           | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        1209 | NS      | $132893.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                | Diageo PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |       13386 | NS      | $247339.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                                   | DCC PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |         588 | NS      | $36065.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                            | American Electric Power Co., Inc.                                                                                      | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |        2379 | NS      | $311839.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                       | American Express Co.                                                                                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        2701 | NS      | $816998.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH                           | American Financial Group, Inc.                                                                                         | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |         300 | NS      | $38313.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                           | BAE Systems PLC                                                                                                        | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |       18219 | NS      | $530522.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                     | American Homes 4 Rent                                                                                                  | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |        1506 | NS      | $42047.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                          | American International Group, Inc.                                                                                     | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        2506 | NS      | $188576.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                              | British American Tobacco PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |       13069 | NS      | $756101.45    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp.                                                                                                   | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |        2063 | NS      | $356032.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                               | American Water Works Co., Inc.                                                                                         | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |         864 | NS      | $117581.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                               | Cencora, Inc.                                                                                                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |         821 | NS      | $257908.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial, Inc.                                                                                             | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |         442 | NS      | $196424.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                | AMETEK, Inc.                                                                                                           | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        1048 | NS      | $224649.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                 | Amgen, Inc.                                                                                                            | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        2384 | NS      | $838810.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp.                                                                                                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        5697 | NS      | $719815.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                        | Analog Devices, Inc.                                                                                                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        2245 | NS      | $714224.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                             | Annaly Capital Management, Inc.                                                                                        | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |        2894 | NS      | $61208.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health, Inc.                                                                                                  | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        5992 | NS      | $1754158.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AON NORTH AMERICA INC                                     | Aon North America, Inc.                                                                                                | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1378666.16   | 0.17%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                              | Apollo Global Management, Inc.                                                                                         | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |        2164 | NS      | $241112.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple, Inc.                                                                                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       68607 | NS      | $17411770.53  | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials, Inc.                                                                                                | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        3632 | NS      | $1241381.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                             | AppLovin Corp.                                                                                                         | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        1077 | NS      | $428646.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                 | Archer-Daniels-Midland Co.                                                                                             | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |        2134 | NS      | $155120.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                      | ARES Management Corp.                                                                                                  | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |        1045 | NS      | $114009.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                       | Arista Networks, Inc.                                                                                                  | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        4802 | NS      | $589589.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Halma PLC                                                 | Halma PLC                                                                                                              | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |        2292 | NS      | $115340.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                                                                 | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |       11640 | NS      | $239574.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                       | Imperial Brands PLC                                                                                                    | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |        4589 | NS      | $185682.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Astera Labs Inc                                           | Astera Labs, Inc.                                                                                                      | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |         633 | NS      | $69376.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AtkinsRealis Group Inc                                    | AtkinsRealis Group, Inc.                                                                                               | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |         982 | NS      | $63179.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                            | Atlassian Corp.                                                                                                        | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |         784 | NS      | $53508.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                         | Atmos Energy Corp.                                                                                                     | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |         716 | NS      | $132259.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd.                                                                             | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     1750000 | PA      | $1564098.45   | 0.19%             | 2035-11-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                              | Autodesk, Inc.                                                                                                         | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |         906 | NS      | $216896.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing, Inc.                                                                                        | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        1854 | NS      | $376695.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                              | AutoZone, Inc.                                                                                                         | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |          74 | NS      | $249955.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                 | AvalonBay Communities, Inc.                                                                                            | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |         651 | NS      | $106340.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                                       | Avery Dennison Corp.                                                                                                   | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         347 | NS      | $59919.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                                                      | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      103100 | NS      | $1667034.54   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                       | Axon Enterprise, Inc.                                                                                                  | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |         348 | NS      | $147792.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Trust                                                                                                            | CUSIP: 05493WAA0<br>LEI: 549300BOMGFOVRYRQK33 | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1500207.75   | 0.18%             | 2039-08-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Commercial Mortgage Securities Trust                                                                             | CUSIP: 05523GAA9<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $830000.00    | 0.10%             | 2034-08-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BCE Inc                                                   | BCE, Inc.                                                                                                              | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |         419 | NS      | $10572.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BPR Trust                                                 | BPR Trust                                                                                                              | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $2000000.00   | 0.24%             | 2039-05-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                 | Legal & General Group PLC                                                                                              | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |       33853 | NS      | $110361.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                        | BX Trust                                                                                                               | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      576000 | PA      | $544515.49    | 0.07%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                           | Baker Hughes Co.                                                                                                       | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4436 | NS      | $270817.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                 | Ball Corp.                                                                                                             | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        1159 | NS      | $68508.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp.                                                                                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       33402 | NS      | $1628347.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp.                                                                                                  | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      975000 | PA      | $1020982.00   | 0.12%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                                                                       | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |        4232 | NS      | $573210.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp.                                                                                          | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |        3278 | NS      | $388869.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp.                                                                                          | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1013968.98   | 0.12%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia                                                                                                    | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |        7214 | NS      | $500276.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC                              | Associated British Foods PLC                                                                                           | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |        1920 | NS      | $47687.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson PLC                                               | Pearson PLC                                                                                                            | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |        3451 | NS      | $45202.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp                                       | Barrick Mining Corp.                                                                                                   | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |        9749 | NS      | $398411.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                            | Prudential PLC                                                                                                         | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |       15344 | NS      | $210810.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International Inc                                  | Baxter International, Inc.                                                                                             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |        2322 | NS      | $39009.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |        6701 | NS      | $615894.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                  | Bayview Opportunity Master Fund VIa Trust                                                                              | CUSIP: 07336FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1476800 | PA      | $1278862.94   | 0.15%             | 2052-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                     | Becton Dickinson & Co.                                                                                                 | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        1285 | NS      | $202040.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                                                                | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |        7195 | NS      | $247129.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                    | BP PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |       94285 | NS      | $756636.15    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bentley Systems Inc                                       | Bentley Systems, Inc.                                                                                                  | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |         732 | NS      | $25707.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| W R Berkley Corp                                          | W.R. Berkley Corp.                                                                                                     | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        1369 | NS      | $90737.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway, Inc.                                                                                               | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        6213 | NS      | $2977269.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                           | Best Buy Co., Inc.                                                                                                     | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |         919 | NS      | $58999.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |      354878 | NS      | $433736.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                                | Biogen, Inc.                                                                                                           | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |         653 | NS      | $119714.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                                        | Smith & Nephew PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |        4830 | NS      | $75756.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Inc                                            | Blackstone, Inc.                                                                                                       | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |        3473 | NS      | $399360.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                             | Blackrock, Inc.                                                                                                        | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |         686 | NS      | $659733.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                                         | Bloom Energy Corp.                                                                                                     | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |        1104 | NS      | $149580.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                             | Boeing Co.                                                                                                             | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        3586 | NS      | $713721.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                 | Boeing Co.                                                                                                             | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      750000 | PA      | $725044.80    | 0.09%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                             | Boeing Co.                                                                                                             | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      425000 | PA      | $446180.13    | 0.05%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                            | Bombardier, Inc.                                                                                                       | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |         503 | NS      | $88956.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings, Inc.                                                                                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         147 | NS      | $618917.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                                                        | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |        9210 | NS      | $1790763.92   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                          | Booz Allen Hamilton Holding Corp.                                                                                      | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |         559 | NS      | $43618.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc                                                   | BXP, Inc.                                                                                                              | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |         701 | NS      | $36381.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                                    | Boston Scientific Corp.                                                                                                | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        6624 | NS      | $415656.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co.                                                                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        8990 | NS      | $545243.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH COL INV                                           | British Columbia Investment Management Corp.                                                                           | CUSIP: 110610AD4<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |     2550000 | PA      | $1839020.92   | 0.22%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia                                                                                           | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      340000 | PA      | $234641.79    | 0.03%             | 2030-06-18      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                        | Broadridge Financial Solutions, Inc.                                                                                   | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         522 | NS      | $84814.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                              | Broadcom, Inc.                                                                                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       20579 | NS      | $6369406.29   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corp                                           | Brookfield Corp.                                                                                                       | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |       12419 | NS      | $503241.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                                 | Brookfield Renewable Corp.                                                                                             | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |         819 | NS      | $32639.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Ltd                           | Brookfield Asset Management Ltd.                                                                                       | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |        2457 | NS      | $109241.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                         | Brown & Brown, Inc.                                                                                                    | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |        1296 | NS      | $84512.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                         | Brown-Forman Corp.                                                                                                     | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |         799 | NS      | $21125.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                                  | Builders FirstSource, Inc.                                                                                             | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |         506 | NS      | $41658.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                                     | Burlington Stores, Inc.                                                                                                | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |         287 | NS      | $93384.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAE Inc                                                   | CAE, Inc.                                                                                                              | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |        1767 | NS      | $46007.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CCL Industries Inc                                        | CCL Industries, Inc.                                                                                                   | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |         803 | NS      | $50312.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                   | Cboe Global Markets, Inc.                                                                                              | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |         459 | NS      | $129011.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                            | CBRE Group, Inc.                                                                                                       | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        1384 | NS      | $187476.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                               | CDW Corp.                                                                                                              | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |         599 | NS      | $72490.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                                | CF Industries Holdings, Inc.                                                                                           | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |         714 | NS      | $92705.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI Inc                                                   | CGI, Inc.                                                                                                              | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |        1114 | NS      | $81441.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                                 | CH Robinson Worldwide, Inc.                                                                                            | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |         533 | NS      | $88515.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                           | Cigna Group                                                                                                            | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        6551 | NS      | $1747479.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                             | CME Group, Inc.                                                                                                        | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        1620 | NS      | $478467.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                           | CMS Energy Corp.                                                                                                       | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        1331 | NS      | $103258.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                  | CSX Corp.                                                                                                              | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |        8428 | NS      | $345969.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp.                                                                                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       21307 | NS      | $1530268.74   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                        | Coterra Energy, Inc.                                                                                                   | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        3399 | NS      | $119440.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                | Cadence Design Systems, Inc.                                                                                           | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        1231 | NS      | $342057.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                                               | Cameco Corp.                                                                                                           | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |        2539 | NS      | $276112.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                                | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      780000 | PA      | $554842.35    | 0.07%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                                | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2220000 | PA      | $1484548.20   | 0.18%             | 2057-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                                                                     | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |        5441 | NS      | $515664.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                              | Canadian National Railway Co.                                                                                          | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        2966 | NS      | $305277.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                            | Canadian Natural Resources Ltd.                                                                                        | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       11892 | NS      | $580110.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Canadian Pacific Kansas City Ltd                          | Canadian Pacific Kansas City Ltd.                                                                                      | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        5116 | NS      | $402594.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp Ltd                                    | Canadian Tire Corp. Ltd.                                                                                               | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |         285 | NS      | $38327.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Canadian Utilities Ltd                                    | Canadian Utilities Ltd.                                                                                                | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |         748 | NS      | $26272.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp.                                                                                            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        3074 | NS      | $560789.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health, Inc.                                                                                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        1063 | NS      | $224622.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                          | Carlisle Cos., Inc.                                                                                                    | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |         193 | NS      | $64388.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                                     | Carlyle Group, Inc.                                                                                                    | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |        1119 | NS      | $54148.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                             | Carnival Corp.                                                                                                         | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |        4948 | NS      | $128054.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                       | Carrier Global Corp.                                                                                                   | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        3401 | NS      | $191510.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                | Carvana Co.                                                                                                            | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |         650 | NS      | $204347.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar, Inc.                                                                                                      | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        2165 | NS      | $1533815.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                                      | Cavco Industries, Inc.                                                                                                 | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         318 | NS      | $154004.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc                                             | Celestica, Inc.                                                                                                        | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |         671 | NS      | $189284.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                              | Centene Corp.                                                                                                          | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       23061 | NS      | $755017.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                        | Cenovus Energy, Inc.                                                                                                   | CUSIP: 15135U109<br>LEI: 254900LJGL2N2XEMD470 | Long             | EC               | CORP              | CA        |        8047 | NS      | $213568.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                    | CenterPoint Energy, Inc.                                                                                               | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |        2931 | NS      | $126501.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                                   | Century Communities, Inc.                                                                                              | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |        1044 | NS      | $59904.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC/Charter Communications Operating Capital                                          | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1046094.75   | 0.13%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC/Charter Communications Operating Capital                                          | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $290929.87    | 0.04%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Inc                                | Charter Communications, Inc.                                                                                           | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |         389 | NS      | $83977.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                       | Cheniere Energy, Inc.                                                                                                  | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |         978 | NS      | $277517.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp                                        | Expand Energy Corp.                                                                                                    | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        1051 | NS      | $115378.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp.                                                                                                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8631 | NS      | $1785753.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                | Chipotle Mexican Grill, Inc.                                                                                           | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |        6234 | NS      | $199550.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                    | Church & Dwight Co., Inc.                                                                                              | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        1086 | NS      | $101345.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                                | Ciena Corp.                                                                                                            | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |         638 | NS      | $247690.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                                 | Cincinnati Financial Corp.                                                                                             | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |         717 | NS      | $112819.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems, Inc.                                                                                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       17719 | NS      | $1374817.21   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                               | Cintas Corp.                                                                                                           | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1603 | NS      | $271131.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                             | Citigroup, Inc.                                                                                                        | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        8815 | NS      | $999709.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup, Inc.                                                                                                        | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $949553.98    | 0.11%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust, Inc.                                                                                    | CUSIP: 17332NAB8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      769505 | PA      | $765687.45    | 0.09%             | 2055-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust, Inc.                                                                                    | CUSIP: 17332RAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      477287 | PA      | $480568.24    | 0.06%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                              | Citizens Financial Group, Inc.                                                                                         | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        2079 | NS      | $124677.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                             | Clorox Co.                                                                                                             | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |         543 | NS      | $56271.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                            | Cloudflare, Inc.                                                                                                       | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |        1465 | NS      | $302288.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co.                                                                                                          | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       18272 | NS      | $1389585.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp                       | Cognizant Technology Solutions Corp.                                                                                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        2223 | NS      | $136381.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                       | Coinbase Global, Inc.                                                                                                  | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |         963 | NS      | $168149.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co.                                                                                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        3407 | NS      | $290378.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                   | Comfort Systems USA, Inc.                                                                                              | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |         163 | NS      | $224775.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp.                                                                                                          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       16510 | NS      | $474002.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                                                                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        5560 | NS      | $733920.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                                   | Consolidated Edison, Inc.                                                                                              | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        1605 | NS      | $181653.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                                  | Constellation Brands, Inc.                                                                                             | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |         659 | NS      | $98850.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                                 | Constellation Energy Corp.                                                                                             | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        1404 | NS      | $392067.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc/Canada                         | Constellation Software, Inc.                                                                                           | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         118 | NS      | $207141.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                | Constellation Software, Inc.                                                                                           | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |         203 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cooper Cos Inc/The                                        | Cooper Cos., Inc.                                                                                                      | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |         899 | NS      | $64278.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                                | Copart, Inc.                                                                                                           | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        4097 | NS      | $136020.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                                  | Corebridge Financial, Inc.                                                                                             | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |        1394 | NS      | $33260.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreWeave Inc                                             | CoreWeave, Inc.                                                                                                        | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |         969 | NS      | $75068.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Corning Inc                                               | Corning, Inc.                                                                                                          | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        3758 | NS      | $510975.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp. Andina de Fomento                                                                                                | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      860000 | PA      | $880537.67    | 0.11%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp. Andina de Fomento                                                                                                | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      760000 | PA      | $781100.97    | 0.09%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                                | Corpay, Inc.                                                                                                           | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |         309 | NS      | $89915.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                               | Corteva, Inc.                                                                                                          | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        3050 | NS      | $255315.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp.                                                                                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        1970 | NS      | $1962967.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                          | CoStar Group, Inc.                                                                                                     | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |        1926 | NS      | $77694.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                                  | Crowdstrike Holdings, Inc.                                                                                             | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        1186 | NS      | $463026.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                          | Crown Castle, Inc.                                                                                                     | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |        1899 | NS      | $154407.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                               | Cummins, Inc.                                                                                                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |         634 | NS      | $341104.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                             | DR Horton, Inc.                                                                                                        | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       12437 | NS      | $1706605.14   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                             | DTE Energy Co.                                                                                                         | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |         929 | NS      | $135838.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                              | Danaher Corp.                                                                                                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        2927 | NS      | $554959.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank AS                                                                                                         | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      800000 | PA      | $805181.28    | 0.10%             | 2031-03-04      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                    | Darden Restaurants, Inc.                                                                                               | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         528 | NS      | $103509.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DataBank Issuer II, LLC                                   | DataBank Issuer II LLC                                                                                                 | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1060000 | PA      | $1028213.14   | 0.12%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                               | Datadog, Inc.                                                                                                          | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |        1453 | NS      | $171526.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                      | Deckers Outdoor Corp.                                                                                                  | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |         681 | NS      | $68161.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                | Deere & Co.                                                                                                            | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        1149 | NS      | $647231.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                                     | Dell Technologies, Inc.                                                                                                | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        1209 | NS      | $198433.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                       | Delta Air Lines, Inc.                                                                                                  | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |         795 | NS      | $52851.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc/The                           | Descartes Systems Group, Inc.                                                                                          | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |         505 | NS      | $36171.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased TRY / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $1135696.69   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased TRY / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $1078280.76   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold TRY                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-95257.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased TRY / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $818185.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased TRY / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $1028926.62   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased TRY / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $132527.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold TRY                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-108767.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold TRY                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-216899.95   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold TRY                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-666506.57   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold TRY                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-81568.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                         | Devon Energy Corp.                                                                                                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        2683 | NS      | $135008.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                                | Dexcom, Inc.                                                                                                           | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        1797 | NS      | $112851.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                    | Diamondback Energy, Inc.                                                                                               | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |         824 | NS      | $162978.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                                 | Dick's Sporting Goods, Inc.                                                                                            | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |         305 | NS      | $60478.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                                  | Digital Realty Trust, Inc.                                                                                             | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |        1532 | NS      | $276081.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co.                                                                                                        | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        8124 | NS      | $782991.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                                              | Docusign, Inc.                                                                                                         | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |         918 | NS      | $43522.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                                       | Dollar General Corp.                                                                                                   | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |         979 | NS      | $116236.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                           | Dollar Tree, Inc.                                                                                                      | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |         885 | NS      | $96916.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                             | Dollarama, Inc.                                                                                                        | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |        1554 | NS      | $190722.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy, Inc.                                                                                                  | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |        3872 | NS      | $239367.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                                        | Domino's Pizza, Inc.                                                                                                   | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         144 | NS      | $51665.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                              | DoorDash, Inc.                                                                                                         | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        1763 | NS      | $264714.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased TRY / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $102040.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold TRY                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-1348363.81  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold TRY                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $27885.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold TRY                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-71106.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold THB                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $272654.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased EUR / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-39592.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased JPY / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |           1 | NC      | $-999287.28   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold EUR                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $5460.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased THB / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |           1 | NC      | $-692599.59   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold JPY                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $482715.73    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold JPY                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $442348.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold EUR                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-7263.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased THB / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |           1 | NC      | $-537142.04   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp                                                | Dover Corp.                                                                                                            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |         631 | NS      | $131531.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                   | Dow, Inc.                                                                                                              | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        3131 | NS      | $130406.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc                                            | DraftKings, Inc.                                                                                                       | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |        2025 | NS      | $43780.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                                   | Dream Finders Homes, Inc.                                                                                              | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1176 | NS      | $16369.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp.                                                                                                      | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        3461 | NS      | $453183.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                     | DuPont de Nemours, Inc.                                                                                                | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        1913 | NS      | $87615.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                             | Dynatrace, Inc.                                                                                                        | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |        1364 | NS      | $50440.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources, Inc.                                                                                                    | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        2415 | NS      | $349136.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                                  | EQT Corp.                                                                                                              | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        2737 | NS      | $174182.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased IDR / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |           1 | NC      | $-13.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold MYR                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $26212.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased KRW / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $-131642.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased CAD / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-38286.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold INR                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1180.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold IDR                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $585.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased CNY / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |           1 | NC      | $-30998.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold MYR                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $509.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold KRW                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $53197.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold TWD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-112.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold BRL                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $265.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased CLP / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |           1 | NC      | $-6893.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold COP                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-33.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased CHF / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |           1 | NC      | $-14781.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased CNH / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |           1 | NC      | $-6804.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased PLN / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |           1 | NC      | $-3724.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased NZD / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-7990.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | Purchased PEN / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-4423.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold SGD                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1075.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased RON / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | RO        |           1 | NC      | $-458.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Purchased NOK / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | NO        |           1 | NC      | $-659.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold CAD                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $7188.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold KRW                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $8763.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold MYR                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $5336.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Purchased USD / Sold SEK                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $5387.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold MXN                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1014.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased SEK / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-32385.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | Purchased USD / Sold THB                                                                                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $28985.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold AUD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $497347.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased HUF / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $574.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased JPY / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $0.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased GBP / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $-6860.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold EUR                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-44671.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased DKK / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | DK        |           1 | NC      | $-95.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased JPY / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $2614.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Purchased AUD / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $-42445.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased EUR / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $27845.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                       | Purchased GBP / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | GB        |           1 | NC      | $-2564.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold HKD                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $26.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold DKK                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-21.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold NOK                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3.97        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold JPY                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-9441.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold SEK                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $4724.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold CHF                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $8419.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold ZAR                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $78.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold CNH                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-760.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold AUD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $2908.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased CZK / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |           1 | NC      | $296.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Purchased USD / Sold EUR                                                                                               | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-2173.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold JPY                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-5305.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased ILS / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IL        |           1 | NC      | $-2397.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold SGD                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $173.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold NOK                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-14.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased TRY / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |           1 | NC      | $-51.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | Purchased HUF / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |           1 | NC      | $1343.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold CHF                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $5110.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased CAD / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |           1 | NC      | $-5845.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold JPY                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-5123.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold EUR                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-46797.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold NZD                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $64.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold GBP                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $1695.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold THB                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $1178.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold HKD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $72.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold NZD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2608.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold EUR                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-11365.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased MXN / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $-252.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased PLN / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |           1 | NC      | $175.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold SEK                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $254.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold DKK                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-152.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold ZAR                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $342.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold GBP                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $7080.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased ILS / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IL        |           1 | NC      | $-1516.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold CHF                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3919.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased CNH / Sold USD                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |           1 | NC      | $-1781.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                                  | eBay, Inc.                                                                                                             | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        2019 | NS      | $183769.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                             | EchoStar Corp.                                                                                                         | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |         653 | NS      | $76446.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                | Ecolab, Inc.                                                                                                           | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        1149 | NS      | $305656.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                      | Edison International                                                                                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        1737 | NS      | $127113.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                 | Edwards Lifesciences Corp.                                                                                             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        2627 | NS      | $210370.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                       | Electronic Arts, Inc.                                                                                                  | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        1073 | NS      | $218752.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp                             | Element Fleet Management Corp.                                                                                         | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |        2368 | NS      | $51356.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                           | EMCOR Group, Inc.                                                                                                      | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         209 | NS      | $154306.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Inc                                                 | Emera, Inc.                                                                                                            | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |        1681 | NS      | $87137.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                       | Emerson Electric Co.                                                                                                   | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        2607 | NS      | $341569.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                                             | Empire Co. Ltd.                                                                                                        | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |         710 | NS      | $25432.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                              | Enbridge, Inc.                                                                                                         | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |       12242 | NS      | $663625.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Entegris Inc                                              | Entegris, Inc.                                                                                                         | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |         690 | NS      | $80895.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                              | Entergy Corp.                                                                                                          | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        1999 | NS      | $224607.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                                                                      | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      525000 | PA      | $527815.98    | 0.06%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                               | Equifax, Inc.                                                                                                          | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |         555 | NS      | $99938.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                               | Equinix, Inc.                                                                                                          | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |         431 | NS      | $422483.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings, Inc.                                                                                               | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |        1408 | NS      | $52250.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc                           | Equity LifeStyle Properties, Inc.                                                                                      | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |         831 | NS      | $51871.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                        | Equity Residential                                                                                                     | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |        1653 | NS      | $97774.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                         | Erie Indemnity Co.                                                                                                     | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |         116 | NS      | $29151.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                                   | Essential Utilities, Inc.                                                                                              | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |        1237 | NS      | $49813.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                                  | Essex Property Trust, Inc.                                                                                             | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |         296 | NS      | $71632.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                                | Evergy, Inc.                                                                                                           | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |        1028 | NS      | $84213.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                         | Eversource Energy                                                                                                      | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        1658 | NS      | $114866.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                               | Exelon Corp.                                                                                                           | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |        4472 | NS      | $219217.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                         | Expedia Group, Inc.                                                                                                    | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |         540 | NS      | $124680.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc                | Expeditors International of Washington, Inc.                                                                           | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |         608 | NS      | $87083.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                                   | Extra Space Storage, Inc.                                                                                              | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |         938 | NS      | $122999.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp.                                                                                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       18892 | NS      | $3205216.72   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms, Inc.                                                                                                   | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       10068 | NS      | $5760204.84   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms, Inc.                                                                                                   | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      600000 | PA      | $562434.22    | 0.07%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                           | Fair Isaac Corp.                                                                                                       | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         108 | NS      | $115294.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                            | Fairfax Financial Holdings Ltd.                                                                                        | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |         118 | NS      | $201062.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                              | BT Group PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |       35410 | NS      | $98658.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co                                               | Fastenal Co.                                                                                                           | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        5128 | NS      | $237939.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marks & Spencer Group PLC                                 | Marks & Spencer Group PLC                                                                                              | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |       12333 | NS      | $55370.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp.                                                                                       | CUSIP: 3132DWGL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1639704 | PA      | $1382748.47   | 0.17%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp.                                                                                       | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1570959 | PA      | $1578883.27   | 0.19%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp.                                                                                       | CUSIP: 3133A5AQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1127362 | PA      | $958501.37    | 0.12%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |       83656 | NS      | $431226.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                                                                  | CUSIP: 3140BN2U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1595346 | PA      | $1626761.67   | 0.20%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                                                                  | CUSIP: 3140MPWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1648236 | PA      | $1394815.14   | 0.17%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                                                                  | CUSIP: 3140MSSF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2651958 | PA      | $2239283.95   | 0.27%             | 2052-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                                                                  | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3717007 | PA      | $3436918.99   | 0.41%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                                                                  | CUSIP: 3140Y65U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3182811 | PA      | $3202539.59   | 0.39%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                                                                  | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      400112 | PA      | $338718.26    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                                                                  | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      854767 | PA      | $722573.21    | 0.09%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                                                                  | CUSIP: 31418EPS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10199169 | PA      | $8967597.89   | 1.08%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                | FedEx Corp.                                                                                                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        1005 | NS      | $357960.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                                  | Ferguson Enterprises, Inc.                                                                                             | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |         899 | NS      | $209700.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                    | F5, Inc.                                                                                                               | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |         266 | NS      | $76961.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc                | Fidelity National Information Services, Inc.                                                                           | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        2364 | NS      | $110895.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                           | Fidelity National Financial, Inc.                                                                                      | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |        1155 | NS      | $53568.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                        | Intertek Group PLC                                                                                                     | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |         920 | NS      | $44422.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                                                                    | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |        4300 | NS      | $199778.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                          | First Citizens BancShares, Inc.                                                                                        | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |          42 | NS      | $79155.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                  | Next PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |         696 | NS      | $116765.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                            | Kingfisher PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |       10377 | NS      | $38979.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                | First Quantum Minerals Ltd.                                                                                            | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |        4139 | NS      | $98959.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                           | First Solar, Inc.                                                                                                      | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |         474 | NS      | $93501.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corp                                         | FirstService Corp.                                                                                                     | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |         236 | NS      | $32830.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                | Fiserv, Inc.                                                                                                           | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        2444 | NS      | $136375.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                          | FirstEnergy Corp.                                                                                                      | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |        2449 | NS      | $124066.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                             | Ford Motor Co.                                                                                                         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       18025 | NS      | $208008.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc/Canada                                         | Fortis, Inc.                                                                                                           | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |        2835 | NS      | $158165.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                              | Fortinet, Inc.                                                                                                         | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        2970 | NS      | $242708.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                              | Fortive Corp.                                                                                                          | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        1543 | NS      | $85297.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                                                                  | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      875000 | PA      | $893440.65    | 0.11%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                  | Fox Corp.                                                                                                              | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |         951 | NS      | $55538.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                  | Fox Corp.                                                                                                              | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |         694 | NS      | $36851.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                                        | Franco-Nevada Corp.                                                                                                    | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |        1105 | NS      | $273608.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                                      | Freeport-McMoRan, Inc.                                                                                                 | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        6614 | NS      | $388770.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Futu Holdings Ltd                                         | Futu Holdings Ltd.                                                                                                     | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |         345 | NS      | $47182.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Inc                                     | GFL Environmental, Inc.                                                                                                | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |        1388 | NS      | $57900.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP/GLP Financing II, Inc.                                                                                  | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |      600000 | PA      | $583558.92    | 0.07%             | 2036-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                            | GE HealthCare Technologies, Inc.                                                                                       | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        2052 | NS      | $146061.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Corp. Trust                                                                              | CUSIP: 36267EAF8<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |      741589 | PA      | $644479.30    | 0.08%             | 2052-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust                                                                                    | CUSIP: 36272XAA0<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |      616330 | PA      | $620567.18    | 0.07%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                    | Galaxy Pipeline Assets Bidco Ltd.                                                                                      | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     1575000 | PA      | $1339871.46   | 0.16%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                   | Arthur J Gallagher & Co.                                                                                               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        1148 | NS      | $248633.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                         | Gaming & Leisure Properties, Inc.                                                                                      | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |        1271 | NS      | $56394.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                               | Gartner, Inc.                                                                                                          | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |         343 | NS      | $54310.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                            | GE Vernova, Inc.                                                                                                       | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        1262 | NS      | $1101599.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                                      | GCAT Trust                                                                                                             | CUSIP: 36831BBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      710859 | PA      | $727797.14    | 0.09%             | 2054-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                     | General Dynamics Corp.                                                                                                 | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        1024 | NS      | $351457.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                       | General Electric Co.                                                                                                   | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        4826 | NS      | $1369474.02   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                         | General Mills, Inc.                                                                                                    | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        2379 | NS      | $88546.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                         | General Motors Co.                                                                                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        4407 | NS      | $328321.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                          | Genuine Parts Co.                                                                                                      | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |         619 | NS      | $65459.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences, Inc.                                                                                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        5382 | NS      | $750089.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc                                     | Gildan Activewear, Inc.                                                                                                | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |        1037 | NS      | $57750.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                       | Global Payments, Inc.                                                                                                  | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        1103 | NS      | $74231.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                               | GoDaddy, Inc.                                                                                                          | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |         621 | NS      | $51338.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group, Inc.                                                                                              | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        1477 | NS      | $1249527.23   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group, Inc.                                                                                              | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      750000 | PA      | $778254.77    | 0.09%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Graco Inc                                                 | Graco, Inc.                                                                                                            | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |         746 | NS      | $63148.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                           | WW Grainger, Inc.                                                                                                      | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |         199 | NS      | $217071.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco Inc                                     | Great-West Lifeco, Inc.                                                                                                | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |        1587 | NS      | $74324.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                                  | Green Brick Partners, Inc.                                                                                             | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |        1247 | NS      | $80369.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                               | Bouygues SA                                                                                                            | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |        1149 | NS      | $65620.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                                                                              | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |        3544 | NS      | $658772.30    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                   | Veolia Environnement SA                                                                                                | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |        3772 | NS      | $142393.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                 | adidas AG                                                                                                              | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |        1033 | NS      | $163159.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare, Inc.                                                                                                   | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         733 | NS      | $346884.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                    | HP, Inc.                                                                                                               | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |        4188 | NS      | $80451.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Generali                                                  | Generali                                                                                                               | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |        5051 | NS      | $201476.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                                                                             | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |        1444 | NS      | $583081.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH Moet Hennessy Louis Vuitton SE                                                                                    | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |        1491 | NS      | $798093.89    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                            | Halliburton Co.                                                                                                        | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |        3831 | NS      | $149370.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                                                                    | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |       84659 | NS      | $505019.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                                    | EDP SA                                                                                                                 | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |       21541 | NS      | $112664.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                            | BPER Banca SpA                                                                                                         | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |        8729 | NS      | $112345.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                 | Thales SA                                                                                                              | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |         560 | NS      | $163178.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                              | Capgemini SE                                                                                                           | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |         934 | NS      | $108496.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                          | Hartford Insurance Group, Inc.                                                                                         | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        1274 | NS      | $172283.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg AS                                              | Carlsberg AS                                                                                                           | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |         570 | NS      | $70813.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotus Bakeries NV                                         | Lotus Bakeries NV                                                                                                      | CUSIP: 000000000<br>LEI: 5493004C0K34IFI67I03 | Long             | EC               | CORP              | BE        |           2 | NS      | $22515.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Healthpeak Properties Inc                                 | Healthpeak Properties, Inc.                                                                                            | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |        3066 | NS      | $50374.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                                | HEICO Corp.                                                                                                            | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |         194 | NS      | $53194.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                                | HEICO Corp.                                                                                                            | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |         338 | NS      | $71348.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk AS                                                                                                  | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |          24 | NS      | $59599.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk AS                                                                                                  | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |          18 | NS      | $43794.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jack Henry & Associates Inc                               | Jack Henry & Associates, Inc.                                                                                          | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |         325 | NS      | $51363.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                            | Hershey Co.                                                                                                            | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |         657 | NS      | $136583.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                             | Hewlett Packard Enterprise Co.                                                                                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |        5761 | NS      | $137169.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                             | Hilton Worldwide Holdings, Inc.                                                                                        | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        1096 | NS      | $333271.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co KGaA                                    | Fresenius SE & Co. KGaA                                                                                                | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |        2533 | NS      | $129758.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hologic Inc                                               | Hologic, Inc.                                                                                                          | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        1003 | NS      | $75816.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot, Inc.                                                                                                       | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        4445 | NS      | $1461916.05   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                        | Publicis Groupe SA                                                                                                     | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |        1375 | NS      | $112585.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                   | Honeywell Aerospace, Inc.                                                                                              | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      750000 | PA      | $741338.23    | 0.09%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                               | Honeywell International, Inc.                                                                                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        2840 | NS      | $641925.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                         | Hormel Foods Corp.                                                                                                     | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        1316 | NS      | $29807.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                      | Howmet Aerospace, Inc.                                                                                                 | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        1735 | NS      | $399848.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                               | Hubbell, Inc.                                                                                                          | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |         248 | NS      | $121703.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                               | HubSpot, Inc.                                                                                                          | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |         234 | NS      | $57119.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                | Humana, Inc.                                                                                                           | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        5081 | NS      | $880994.59    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hundred Acre Wood Trust                                   | Hundred Acre Wood Trust                                                                                                | CUSIP: 44555QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1107103 | PA      | $920991.58    | 0.11%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                            | JB Hunt Transport Services, Inc.                                                                                       | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |         343 | NS      | $72681.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                              | Huntington Bancshares, Inc.                                                                                            | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |        9620 | NS      | $150553.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                         | Hyatt Hotels Corp.                                                                                                     | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |         202 | NS      | $29045.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hydro One Ltd                                             | Hydro One Ltd.                                                                                                         | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |        1872 | NS      | $77310.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1345760.68   | 0.16%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                 | Kesko OYJ                                                                                                              | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |        1601 | NS      | $35307.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                                        | Kingspan Group PLC                                                                                                     | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |         859 | NS      | $71586.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                         | IGM Financial, Inc.                                                                                                    | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |         481 | NS      | $22917.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KBC Group NV                                              | KBC Group NV                                                                                                           | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |        1423 | NS      | $171878.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                                     | iA Financial Corp., Inc.                                                                                               | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |         531 | NS      | $58928.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                         | Hannover Rueck SE                                                                                                      | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |         359 | NS      | $111123.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEX Corp                                                 | IDEX Corp.                                                                                                             | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |         348 | NS      | $65963.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                                    | IDEXX Laboratories, Inc.                                                                                               | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |         362 | NS      | $203404.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group PLC                                           | Kerry Group PLC                                                                                                        | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |         910 | NS      | $71944.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                   | Illinois Tool Works, Inc.                                                                                              | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        1247 | NS      | $324581.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                              | Illumina, Inc.                                                                                                         | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |         667 | NS      | $82214.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                          | Wartsila OYJ Abp                                                                                                       | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |        2952 | NS      | $108196.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd                                          | Imperial Oil Ltd.                                                                                                      | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |         993 | NS      | $130065.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                               | Incyte Corp.                                                                                                           | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |         742 | NS      | $69837.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L E Lundbergforetagen AB                                  | L E Lundbergforetagen AB                                                                                               | CUSIP: 000000000<br>LEI: 529900BPSFZS6O3A9R04 | Long             | EC               | CORP              | SE        |         449 | NS      | $25232.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| GEA Group AG                                              | GEA Group AG                                                                                                           | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |         884 | NS      | $62532.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                        | Ingersoll Rand, Inc.                                                                                                   | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |        1820 | NS      | $145818.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                                                | Bollore SE                                                                                                             | CUSIP: 000000000<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |        4213 | NS      | $23851.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insmed Inc                                                | Insmed, Inc.                                                                                                           | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |         962 | NS      | $157306.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc                           | Installed Building Products, Inc.                                                                                      | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |         928 | NS      | $246059.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                              | Insulet Corp.                                                                                                          | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |         323 | NS      | $67778.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                                | Intel Corp.                                                                                                            | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       20635 | NS      | $910622.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corp                                     | Intact Financial Corp.                                                                                                 | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |        1007 | NS      | $182477.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                             | Interactive Brokers Group, Inc.                                                                                        | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |        2143 | NS      | $143731.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                             | Intercontinental Exchange, Inc.                                                                                        | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        2564 | NS      | $403265.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank AS                                                                                                         | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |        4069 | NS      | $196552.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp                      | International Business Machines Corp.                                                                                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        4264 | NS      | $1033550.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc                    | International Flavors & Fragrances, Inc.                                                                               | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |        1139 | NS      | $82634.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                | Genmab AS                                                                                                              | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |         365 | NS      | $96709.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                            | Continental AG                                                                                                         | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |         664 | NS      | $45742.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co                                    | International Paper Co.                                                                                                | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        2245 | NS      | $80146.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                | Intuit, Inc.                                                                                                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        1228 | NS      | $530962.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                    | Intuitive Surgical, Inc.                                                                                               | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        1638 | NS      | $755101.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                                                                                       | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |        5753 | NS      | $297569.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                                      | Invitation Homes, Inc.                                                                                                 | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |        2611 | NS      | $64883.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                                  | IonQ, Inc.                                                                                                             | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |        1485 | NS      | $42812.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| IQVIA Holdings Inc                                        | IQVIA Holdings, Inc.                                                                                                   | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |         746 | NS      | $127222.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                         | Iron Mountain, Inc.                                                                                                    | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |        1332 | NS      | $136050.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                                                                 | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |         989 | NS      | $72246.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                                         | Ivanhoe Mines Ltd.                                                                                                     | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |        4526 | NS      | $38684.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JP Morgan Mortgage Trust                                  | JPMorgan Mortgage Trust                                                                                                | CUSIP: 46593FAD4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     1097057 | PA      | $952795.83    | 0.12%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Verbund AG                                                | Verbund AG                                                                                                             | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |         455 | NS      | $34526.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       12826 | NS      | $3772896.16   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                                 | Jabil, Inc.                                                                                                            | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |         498 | NS      | $132283.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2903076.75   | 0.35%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JPMorgan Mortgage Trust                                                                                                | CUSIP: 46654FAD0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     1264600 | PA      | $1097422.39   | 0.13%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                    | JW Commercial Mortgage Trust                                                                                           | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1500000.00   | 0.18%             | 2039-06-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                          | Pernod Ricard SA                                                                                                       | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |        1214 | NS      | $90113.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                      | Jacobs Solutions, Inc.                                                                                                 | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |         549 | NS      | $69876.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                                | Renault SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |        1159 | NS      | $38876.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| JEFFERIES FIN GROUP INC                                   | Jefferies Financial Group, Inc.                                                                                        | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      775000 | PA      | $674004.88    | 0.08%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                   | Jefferies Financial Group, Inc.                                                                                        | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191958.82    | 0.02%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                                                                                            | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |        3891 | NS      | $68433.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                                | Merck KGaA                                                                                                             | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |         769 | NS      | $95640.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                                                                 | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |        3755 | NS      | $250343.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       10690 | NS      | $2613063.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB                                                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |        9013 | NS      | $164043.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Sofina SA                                                 | Sofina SA                                                                                                              | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |         101 | NS      | $24282.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| KLA Corp                                                  | KLA Corp.                                                                                                              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         601 | NS      | $884918.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                              | KKR & Co., Inc.                                                                                                        | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |        3036 | NS      | $280830.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                                                                                  | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |        3289 | NS      | $870944.58    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                                                                 | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |        6254 | NS      | $1061894.16   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                               | Swedbank AB                                                                                                            | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |        5023 | NS      | $169208.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Home                                                   | KB Home                                                                                                                | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |        2651 | NS      | $137189.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trelleborg AB                                             | Trelleborg AB                                                                                                          | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |        1199 | NS      | $44177.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                | Kenvue, Inc.                                                                                                           | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |        8610 | NS      | $148436.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr. Pepper, Inc.                                                                                                | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |        5794 | NS      | $152556.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                                                                                | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |        4467 | NS      | $89563.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp                                               | Keyera Corp.                                                                                                           | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |        1301 | NS      | $50324.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                 | Keysight Technologies, Inc.                                                                                            | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |         793 | NS      | $223919.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                                                                | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |       13321 | NS      | $291928.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp.                                                                                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        1483 | NS      | $143065.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                         | Kimco Realty Corp.                                                                                                     | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |        3042 | NS      | $68353.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                         | Kinder Morgan, Inc.                                                                                                    | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |        8997 | NS      | $301669.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp                                         | Kinross Gold Corp.                                                                                                     | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |        6950 | NS      | $212481.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co. KGaA                                                                                                   | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |         622 | NS      | $44430.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank                                                                                                 | CUSIP: 500630DG0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     1210000 | PA      | $1197747.93   | 0.14%             | 2026-07-19      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                        | Kraft Heinz Co.                                                                                                        | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |        3966 | NS      | $89195.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                             | Kroger Co.                                                                                                             | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        2782 | NS      | $201305.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Commercial Mortgage Securities LLC         | Ladder Capital Commercial Mortgage Trust                                                                               | CUSIP: 50184BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      274671 | PA      | $268232.25    | 0.03%             | 2036-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| LGI Homes Inc                                             | LGI Homes, Inc.                                                                                                        | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |         832 | NS      | $32888.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                                | LPL Financial Holdings, Inc.                                                                                           | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |         387 | NS      | $116421.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                                 | L3Harris Technologies, Inc.                                                                                            | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |         832 | NS      | $287164.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                                      | Labcorp Holdings, Inc.                                                                                                 | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         372 | NS      | $99253.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Oyj                                           | UPM-Kymmene OYJ                                                                                                        | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |        3088 | NS      | $95656.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Bayer AG                                                  | Bayer AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |        5814 | NS      | $264671.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                            | Stora Enso OYJ                                                                                                         | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |        3407 | NS      | $39635.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Henkel AG & Co KGaA                                       | Henkel AG & Co. KGaA                                                                                                   | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |         959 | NS      | $73490.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                             | Beiersdorf AG                                                                                                          | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |         580 | NS      | $51338.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                               | HOCHTIEF AG                                                                                                            | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |          93 | NS      | $41148.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                   | Heidelberg Materials AG                                                                                                | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |         795 | NS      | $163885.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp.                                                                                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        5797 | NS      | $1238587.02   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                                 | Fresenius Medical Care AG                                                                                              | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |        1317 | NS      | $58713.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                      | ASM International NV                                                                                                   | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |         287 | NS      | $211311.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                                                              | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |       11047 | NS      | $225686.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                      | Las Vegas Sands Corp.                                                                                                  | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |        1389 | NS      | $74839.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp.                                                                                                  | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      550000 | PA      | $557148.85    | 0.07%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp.                                                                                                  | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      329000 | PA      | $338126.09    | 0.04%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp.                                                                                                  | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      450000 | PA      | $455859.81    | 0.06%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp.                                                                                                  | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205709.01    | 0.02%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                  | Estee Lauder Cos., Inc.                                                                                                | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        1100 | NS      | $78947.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Randstad NV                                               | Randstad NV                                                                                                            | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |         663 | NS      | $17096.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Allianz SE                                                | Allianz SE                                                                                                             | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |        2311 | NS      | $959751.33    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                                       | Leidos Holdings, Inc.                                                                                                  | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |         553 | NS      | $86002.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                  | Hermes International SCA                                                                                               | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |         190 | NS      | $353354.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp                                               | Lennar Corp.                                                                                                           | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        9833 | NS      | $853897.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                                  | Lennox International, Inc.                                                                                             | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |         136 | NS      | $63121.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                                 | Endesa SA                                                                                                              | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |        1919 | NS      | $80028.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                     | Deutsche Lufthansa AG                                                                                                  | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |        3626 | NS      | $30159.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                                                                    | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |        2067 | NS      | $220995.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                              | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |         780 | NS      | $486303.17    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                    | Liberty Media Corp.-Liberty Formula One                                                                                | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         900 | NS      | $76518.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co.                                                                                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        3597 | NS      | $3308412.69   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                            | Rheinmetall AG                                                                                                         | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |         278 | NS      | $464155.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                             | Live Nation Entertainment, Inc.                                                                                        | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |         709 | NS      | $108129.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                                            | Loblaw Cos. Ltd.                                                                                                       | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |        3428 | NS      | $156281.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                      | Lockheed Martin Corp.                                                                                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         937 | NS      | $566313.43    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                                | Loews Corp.                                                                                                            | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |         793 | NS      | $84644.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                              | Bankinter SA                                                                                                           | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |        4074 | NS      | $62981.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Barry Callebaut AG                                        | Barry Callebaut AG                                                                                                     | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |          21 | NS      | $36374.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Lowe's Cos Inc                                            | Lowe's Cos., Inc.                                                                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        2531 | NS      | $598024.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                                                                                          | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |        1242 | NS      | $124032.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                   | Lululemon Athletica, Inc.                                                                                              | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |         492 | NS      | $75325.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                                                                     | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |       34943 | NS      | $737096.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Gold Inc                                           | Lundin Gold, Inc.                                                                                                      | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |         617 | NS      | $47152.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Mining Corp                                        | Lundin Mining Corp.                                                                                                    | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |        3888 | NS      | $96955.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                                                              | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |         449 | NS      | $133169.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                             | M&T Bank Corp.                                                                                                         | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |         736 | NS      | $152145.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                                                                 | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |        4323 | NS      | $261779.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I Homes Inc                                             | M/I Homes, Inc.                                                                                                        | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |        1070 | NS      | $131021.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                               | Swisscom AG                                                                                                            | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |         153 | NS      | $127627.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc                                                  | MSCI, Inc.                                                                                                             | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |         349 | NS      | $188114.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                              | Securitas AB                                                                                                           | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |        2925 | NS      | $48756.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Acciona SA                                                | Acciona SA                                                                                                             | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |         149 | NS      | $38370.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Fortum Oyj                                                | Fortum OYJ                                                                                                             | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |        2641 | NS      | $66790.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Magna International Inc                                   | Magna International, Inc.                                                                                              | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |        1565 | NS      | $87401.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                    | UCB SA                                                                                                                 | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |         764 | NS      | $228273.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Nemetschek SE                                             | Nemetschek SE                                                                                                          | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |         349 | NS      | $25696.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                              | Carrefour SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |        3545 | NS      | $65170.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                   | Manulife Financial Corp.                                                                                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |        9872 | NS      | $340066.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group SA                                   | Naturgy Energy Group SA                                                                                                | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |        1451 | NS      | $43437.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                   | Marathon Petroleum Corp.                                                                                               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        1406 | NS      | $343317.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                                 | Repsol SA                                                                                                              | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |        6855 | NS      | $195310.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                                                                      | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |        1437 | NS      | $107331.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                 | Sanofi SA                                                                                                              | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |        6560 | NS      | $627214.26    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                 | H & M Hennes & Mauritz AB                                                                                              | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |        2914 | NS      | $53914.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Elisa Oyj                                                 | Elisa OYJ                                                                                                              | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |         831 | NS      | $40264.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Markel Group Inc                                          | Markel Group, Inc.                                                                                                     | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |          57 | NS      | $109101.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                                                                     | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |       89774 | NS      | $984732.67    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos., Inc.                                                                                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        2209 | NS      | $383151.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                             | Marriott International, Inc.                                                                                           | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |        1073 | NS      | $350946.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                                                             | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |        4545 | NS      | $1080611.88   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica SA                                             | Telefonica SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |       21950 | NS      | $96282.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Martin Marietta Materials Inc                             | Martin Marietta Materials, Inc.                                                                                        | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |         273 | NS      | $160709.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                    | Marvell Technology, Inc.                                                                                               | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | EC               | CORP              | US        |        3854 | NS      | $381738.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                                | Masco Corp.                                                                                                            | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |         948 | NS      | $57230.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |       11025 | NS      | $320046.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                                                            | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |        1684 | NS      | $151823.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                                                            | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |         330 | NS      | $29694.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                            | Mastercard, Inc.                                                                                                       | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        3854 | NS      | $1925689.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                                                 | Buzzi SpA                                                                                                              | CUSIP: 000000000<br>LEI: 5299003DX5YLKSVJ6K59 | Long             | EC               | CORP              | IT        |         460 | NS      | $22905.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                     | McCormick & Co., Inc.                                                                                                  | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        1122 | NS      | $56593.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp.                                                                                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        3168 | NS      | $984582.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                             | McKesson Corp.                                                                                                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         558 | NS      | $482870.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                                                                    | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |       21907 | NS      | $809012.68    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                              | Sartorius AG                                                                                                           | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |         157 | NS      | $38453.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accor SA                                                  | Accor SA                                                                                                               | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |        1177 | NS      | $55260.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                          | MercadoLibre, Inc.                                                                                                     | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         204 | NS      | $352720.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Eventim AG & Co KGaA                                  | CTS Eventim AG & Co. KGaA                                                                                              | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |         373 | NS      | $21410.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                                                                               | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |        7810 | NS      | $343033.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co., Inc.                                                                                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       10915 | NS      | $1312965.35   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                       | Meritage Homes Corp.                                                                                                   | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        2875 | NS      | $177790.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                 | Nokia OYJ                                                                                                              | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |       30994 | NS      | $243462.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rational AG                                               | Rational AG                                                                                                            | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |          31 | NS      | $22287.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                               | MetLife, Inc.                                                                                                          | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |        2677 | NS      | $189317.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metro Inc/CN                                              | Metro, Inc.                                                                                                            | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |        1154 | NS      | $78957.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                          | Mettler-Toledo International, Inc.                                                                                     | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |          94 | NS      | $118552.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp.                                                                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       32503 | NS      | $12031635.51  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategy Inc                                              | Strategy, Inc.                                                                                                         | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |        1226 | NS      | $153004.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                                  | Microchip Technology, Inc.                                                                                             | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        2490 | NS      | $160878.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                     | Micron Technology, Inc.                                                                                                | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        5159 | NS      | $1742916.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                     | Micron Technology, Inc.                                                                                                | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      300000 | PA      | $323712.76    | 0.04%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities Inc                     | Mid-America Apartment Communities, Inc.                                                                                | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |         532 | NS      | $64967.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                                                                     | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |       23827 | NS      | $132276.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                                                                                        | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |       16672 | NS      | $187208.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Chocoladefabriken Lindt & Spruengli AG                    | Chocoladefabriken Lindt & Spruengli AG                                                                                 | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |           6 | NS      | $84267.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                    | Chocoladefabriken Lindt & Spruengli AG                                                                                 | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |           1 | NS      | $142821.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                     | STMicroelectronics NV                                                                                                  | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |        4040 | NS      | $133574.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                                                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |        4243 | NS      | $302887.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co AB                                               | Telia Co. AB                                                                                                           | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |       13808 | NS      | $70362.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Givaudan SA                                               | Givaudan SA                                                                                                            | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |          54 | NS      | $181260.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                                                              | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |         860 | NS      | $603806.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                    | Koninklijke Philips NV                                                                                                 | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |        4750 | NS      | $128143.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd                    | Singapore Technologies Engineering Ltd.                                                                                | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |        9114 | NS      | $76629.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                    | ANZ Group Holdings Ltd.                                                                                                | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |       17618 | NS      | $437234.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                          | Bank Hapoalim BM                                                                                                       | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |        7589 | NS      | $176963.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp.                                                                                                  | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |       20155 | NS      | $548867.69    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                   | Bank Leumi Le-Israel BM                                                                                                | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |        9037 | NS      | $200582.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                     | Molina Healthcare, Inc.                                                                                                | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        5209 | NS      | $694359.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                                             | Fortescue Ltd.                                                                                                         | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |       10151 | NS      | $142244.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                         | Telstra Group Ltd.                                                                                                     | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |       23620 | NS      | $86861.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                | Mondelez International, Inc.                                                                                           | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        5680 | NS      | $327395.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                               | MongoDB, Inc.                                                                                                          | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |         387 | NS      | $94725.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd                                          | CLP Holdings Ltd.                                                                                                      | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |        9850 | NS      | $92329.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                              | Monolithic Power Systems, Inc.                                                                                         | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         226 | NS      | $247097.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                     | Monster Beverage Corp.                                                                                                 | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        3321 | NS      | $240639.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lynas Rare Earths Ltd                                     | Lynas Rare Earths Ltd.                                                                                                 | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |        5374 | NS      | $70299.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Ltd                                                   | ASX Ltd.                                                                                                               | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |        1180 | NS      | $42579.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd.                                                                                                         | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       29983 | NS      | $1042406.66   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Contact Energy Ltd                                        | Contact Energy Ltd.                                                                                                    | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |        4509 | NS      | $23967.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                              | Moody's Corp.                                                                                                          | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |         734 | NS      | $320207.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                    | DBS Group Holdings Ltd.                                                                                                | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |       12400 | NS      | $548774.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd                                         | Computershare Ltd.                                                                                                     | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |        3095 | NS      | $60623.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigma Healthcare Ltd                                      | Sigma Healthcare Ltd.                                                                                                  | CUSIP: 000000000<br>LEI: 529900BZSP3BK7GYAO50 | Long             | EC               | CORP              | AU        |       30805 | NS      | $56322.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                                   | CSL Ltd.                                                                                                               | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |        2907 | NS      | $282360.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                             | REA Group Ltd.                                                                                                         | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |         311 | NS      | $33563.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                    | Motorola Solutions, Inc.                                                                                               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |         738 | NS      | $320269.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                          | Transurban Group                                                                                                       | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |       18465 | NS      | $178486.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd                                              | Cochlear Ltd.                                                                                                          | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |         389 | NS      | $45384.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd                                         | Origin Energy Ltd.                                                                                                     | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |       10231 | NS      | $87388.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |        9777 | NS      | $1131244.33   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                             | Rio Tinto Ltd.                                                                                                         | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |        2188 | NS      | $243696.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Group                                                 | APA Group                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        8040 | NS      | $55194.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                    | Aristocrat Leisure Ltd.                                                                                                | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |        3277 | NS      | $102489.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                        | Hong Kong Exchanges & Clearing Ltd.                                                                                    | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |        7256 | NS      | $359598.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd                             | Insurance Australia Group Ltd.                                                                                         | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |       13875 | NS      | $70266.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co. Ltd.                                                                                                           | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     1015000 | PA      | $925623.23    | 0.11%             | 2031-05-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MTR Corp Ltd                                              | MTR Corp. Ltd.                                                                                                         | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |        9301 | NS      | $37933.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Pro Medicus Ltd                                           | Pro Medicus Ltd.                                                                                                       | CUSIP: 000000000<br>LEI: 98450085A903D1BMFF27 | Long             | EC               | CORP              | AU        |         329 | NS      | $26535.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                            | NRG Energy, Inc.                                                                                                       | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |         904 | NS      | $132110.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                                   | NVR, Inc.                                                                                                              | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         127 | NS      | $836908.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Ltd                                    | Singapore Exchange Ltd.                                                                                                | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |        5000 | NS      | $75911.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd                                         | Elbit Systems Ltd.                                                                                                     | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |         169 | NS      | $141733.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                | Nasdaq, Inc.                                                                                                           | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |        2107 | NS      | $178863.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                                | Natera, Inc.                                                                                                           | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |         632 | NS      | $126393.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                                                                | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |        2260 | NS      | $292446.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Fisher & Paykel Healthcare Corp Ltd                       | Fisher & Paykel Healthcare Corp. Ltd.                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |        3020 | NS      | $64888.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                      | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1525000 | PA      | $1540197.34   | 0.19%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                | NetApp, Inc.                                                                                                           | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |         909 | NS      | $93072.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                               | Netflix, Inc.                                                                                                          | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       17034 | NS      | $1637819.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                | Neurocrine Biosciences, Inc.                                                                                           | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |         443 | NS      | $58360.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                    | CapitaLand Integrated Commercial Trust                                                                                 | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               |  | SG        |       35872 | NS      | $63892.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Henderson Land Development Co Ltd                         | Henderson Land Development Co. Ltd.                                                                                    | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |        8817 | NS      | $32518.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd                                | Hongkong Land Holdings Ltd.                                                                                            | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | BM        |        6531 | NS      | $50745.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Ltd                                 | Power Assets Holdings Ltd.                                                                                             | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |        8311 | NS      | $64707.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Holdings Ltd/The                                    | Wharf Holdings Ltd.                                                                                                    | CUSIP: 000000000<br>LEI: 254900JCV4TBBPX9IW91 | Long             | EC               | CORP              | HK        |        6425 | NS      | $17731.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Hong Kong & China Gas Co Ltd                              | Hong Kong & China Gas Co. Ltd.                                                                                         | CUSIP: 000000000<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |       67259 | NS      | $60901.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd                                  | Israel Discount Bank Ltd.                                                                                              | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |        7423 | NS      | $74317.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICL Group Ltd                                             | ICL Group Ltd.                                                                                                         | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |        4700 | NS      | $24200.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infratil Ltd                                              | Infratil Ltd.                                                                                                          | CUSIP: 000000000<br>LEI: 529900ITMGRD45OLDY30 | Long             | EC               | CORP              | NZ        |        4707 | NS      | $31511.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Phoenix Financial Ltd                                     | Phoenix Financial Ltd.                                                                                                 | CUSIP: 000000000<br>LEI: 254900IUA68QTCFYHE30 | Long             | EC               | CORP              | IL        |        1388 | NS      | $73278.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                            | Galaxy Entertainment Group Ltd.                                                                                        | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |       11823 | NS      | $52773.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd                             | Jardine Matheson Holdings Ltd.                                                                                         | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |         976 | NS      | $69442.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                              | Newmont Corp.                                                                                                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        4853 | NS      | $525337.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                 | News Corp.                                                                                                             | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        1692 | NS      | $42181.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                        | NextEra Energy, Inc.                                                                                                   | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |        9290 | NS      | $862855.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ltd                                                  | Nova Ltd.                                                                                                              | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |         179 | NS      | $77223.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                | BOC Hong Kong Holdings Ltd.                                                                                            | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |       22076 | NS      | $120498.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc                                                  | NIKE, Inc.                                                                                                             | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        5537 | NS      | $292464.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                              | NiSource, Inc.                                                                                                         | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |        2109 | NS      | $98405.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                              | Nordson Corp.                                                                                                          | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |         245 | NS      | $65184.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                     | Norfolk Southern Corp.                                                                                                 | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        1008 | NS      | $289296.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Ascendas REIT                                  | CapitaLand Ascendas REIT                                                                                               | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               |  | SG        |       22922 | NS      | $44036.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd                                         | Suncorp Group Ltd.                                                                                                     | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |        6378 | NS      | $71068.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                               | National Australia Bank Ltd.                                                                                           | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |       18119 | NS      | $518050.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                  | Nice Ltd.                                                                                                              | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |         375 | NS      | $41372.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp.                                                                                                   | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |         898 | NS      | $125333.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                     | Northrop Grumman Corp.                                                                                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |         604 | NS      | $412072.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                           | Gen Digital, Inc.                                                                                                      | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        2378 | NS      | $44777.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                | Nucor Corp.                                                                                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        1044 | NS      | $176540.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                               | Nutanix, Inc.                                                                                                          | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |        1188 | NS      | $45155.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp.                                                                                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      113380 | NS      | $19773472.00  | 2.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                               | Nutrien Ltd.                                                                                                           | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |        2715 | NS      | $204947.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NUVEEN LLC                                                | Nuveen LLC                                                                                                             | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $490728.75    | 0.06%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                        | Qantas Airways Ltd.                                                                                                    | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |        4375 | NS      | $25265.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive, Inc.                                                                                              | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        3738 | NS      | $345054.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                                   | QBE Insurance Group Ltd.                                                                                               | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |        8841 | NS      | $129499.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                               | Northern Star Resources Ltd.                                                                                           | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |        8166 | NS      | $114710.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX Trust                                                                                                              | CUSIP: 67448KAA2<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     1023439 | PA      | $888858.76    | 0.11%             | 2052-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX Trust                                                                                                              | CUSIP: 67448TAP0<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |      146426 | PA      | $131895.74    | 0.02%             | 2060-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                 | Occidental Petroleum Corp.                                                                                             | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |        3258 | NS      | $211770.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Ltd                                                | Santos Ltd.                                                                                                            | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |       19263 | NS      | $105792.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Okta Inc                                                  | Okta, Inc.                                                                                                             | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |         798 | NS      | $62810.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                             | Old Dominion Freight Line, Inc.                                                                                        | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |         838 | NS      | $163745.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Land Co Ltd                                          | Sino Land Co. Ltd.                                                                                                     | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |       21954 | NS      | $32170.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd                                    | Singapore Airlines Ltd.                                                                                                | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |        9184 | NS      | $47145.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Olympic Tower Mortgage Trust                              | Olympic Tower Mortgage Trust                                                                                           | CUSIP: 68162MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1341023.32   | 0.16%             | 2039-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                         | Omnicom Group, Inc.                                                                                                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        1446 | NS      | $108898.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd                                      | Sonic Healthcare Ltd.                                                                                                  | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |        2772 | NS      | $39111.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson & Co Ltd                      | Washington H Soul Pattinson & Co. Ltd.                                                                                 | CUSIP: 000000000<br>LEI: 254900CV4BQYQLH2KI62 | Long             | EC               | CORP              | AU        |        2014 | NS      | $56138.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                                     | ON Semiconductor Corp.                                                                                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |        1915 | NS      | $118576.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                                 | ONEOK, Inc.                                                                                                            | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |        2860 | NS      | $258515.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                 | ONEOK, Inc.                                                                                                            | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1142917.37   | 0.14%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario                                                                                                    | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1790000 | PA      | $1228796.20   | 0.15%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                            | Open Text Corp.                                                                                                        | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |        1462 | NS      | $32579.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp.                                                                                                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        8101 | NS      | $1191738.11   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp.                                                                                                           | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      500000 | PA      | $431370.42    | 0.05%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp.                                                                                                           | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      750000 | PA      | $721116.23    | 0.09%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Stockland                                                 | Stockland                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       14725 | NS      | $43787.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                               | Sun Hung Kai Properties Ltd.                                                                                           | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |        8655 | NS      | $142609.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                         | Swire Pacific Ltd.                                                                                                     | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |        2085 | NS      | $22694.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                       | Otis Worldwide Corp.                                                                                                   | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        1767 | NS      | $136200.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                  | Mizrahi Tefahot Bank Ltd.                                                                                              | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |         947 | NS      | $68608.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                  | United Overseas Bank Ltd.                                                                                              | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |        7341 | NS      | $209261.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                                 | PG&E Corp.                                                                                                             | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |        9912 | NS      | $174153.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group, Inc.                                                                                     | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        1874 | NS      | $389960.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group, Inc.                                                                                     | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1960966.75   | 0.24%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                        | PPG Industries, Inc.                                                                                                   | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        1026 | NS      | $109658.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                                  | PPL Corp.                                                                                                              | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |        3309 | NS      | $126403.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                                   | PTC, Inc.                                                                                                              | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |         544 | NS      | $77514.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                | PACCAR, Inc.                                                                                                           | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |        2370 | NS      | $273735.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRKCM Trust                                               | PRKCM Trust                                                                                                            | CUSIP: 693981AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      957973 | PA      | $955189.78    | 0.12%             | 2058-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                            | Wesfarmers Ltd.                                                                                                        | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |        6676 | NS      | $335831.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                 | Packaging Corp. of America                                                                                             | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |         408 | NS      | $86585.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                 | Palantir Technologies, Inc.                                                                                            | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       10379 | NS      | $1518240.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                    | Palo Alto Networks, Inc.                                                                                               | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        4356 | NS      | $698353.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp                                  | Pan American Silver Corp.                                                                                              | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |        2413 | NS      | $132002.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd                                      | Woolworths Group Ltd.                                                                                                  | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |        7293 | NS      | $183208.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp.                                                                                                  | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |         580 | NS      | $519239.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                                                                     | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |        1117 | NS      | $324191.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc                                               | Paychex, Inc.                                                                                                          | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        1471 | NS      | $135508.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                       | Paycom Software, Inc.                                                                                                  | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |         237 | NS      | $28804.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings, Inc.                                                                                                  | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        4049 | NS      | $183136.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                                 | Sodexo SA                                                                                                              | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |         529 | NS      | $26964.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                     | Pembina Pipeline Corp.                                                                                                 | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |        3321 | NS      | $148658.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                                                                 | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |       10377 | NS      | $470654.67    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                               | Groupe Bruxelles Lambert NV                                                                                            | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |         491 | NS      | $44124.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                              | Porsche Automobil Holding SE                                                                                           | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |         918 | NS      | $32956.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                                                            | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       11077 | NS      | $1674294.92   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                   | ABB Ltd.                                                                                                               | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |        9256 | NS      | $732052.83    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                                                       | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |         187 | NS      | $76521.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                 | Holcim AG                                                                                                              | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |        3004 | NS      | $243896.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                                                              | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       15168 | NS      | $1487586.99   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                                                            | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |        4827 | NS      | $209572.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo, Inc.                                                                                                          | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        6102 | NS      | $947579.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                                | Skanska AB                                                                                                             | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |        2026 | NS      | $54060.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Enel SpA                                                  | Enel SpA                                                                                                               | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |       48122 | NS      | $521454.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                                                                | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |       12129 | NS      | $348379.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Sonova Holding AG                                         | Sonova Holding AG                                                                                                      | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |         299 | NS      | $66934.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                   | Pfizer Investment Enterprises Pte. Ltd.                                                                                | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      575000 | PA      | $522287.84    | 0.06%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                | Pfizer, Inc.                                                                                                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       25380 | NS      | $712670.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International, Inc.                                                                                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        6993 | NS      | $1156222.62   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Swatch Group AG/The                                       | Swatch Group AG                                                                                                        | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |         170 | NS      | $36887.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                               | Phillips 66                                                                                                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        1823 | NS      | $332114.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |        1819 | NS      | $417134.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners Inc                           | Pinnacle Financial Partners, Inc.                                                                                      | CUSIP: 72348N109<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |         734 | NS      | $63226.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                             | Pinterest, Inc.                                                                                                        | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |        2825 | NS      | $51810.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                                  | Snam SpA                                                                                                               | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |       11973 | NS      | $90700.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                                                                     | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |        6393 | NS      | $117712.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |        6010 | NS      | $562609.98    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                             | Alfa Laval AB                                                                                                          | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |        1716 | NS      | $92047.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Lonza Group AG                                            | Lonza Group AG                                                                                                         | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |         414 | NS      | $261364.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                    | Cie de Saint-Gobain SA                                                                                                 | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |        2679 | NS      | $216942.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                      | Power Corp. of Canada                                                                                                  | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |        3175 | NS      | $152850.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| T Rowe Price Group Inc                                    | T. Rowe Price Group, Inc.                                                                                              | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        1019 | NS      | $91852.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                             | Principal Financial Group, Inc.                                                                                        | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        1034 | NS      | $93173.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co.                                                                                                   | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       10371 | NS      | $1497987.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp.                                                                                                      | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        2635 | NS      | $522362.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                              | Prologis, Inc.                                                                                                         | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |        4156 | NS      | $549340.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding AG                                     | Swiss Life Holding AG                                                                                                  | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |         168 | NS      | $181698.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial, Inc.                                                                                             | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |        1650 | NS      | $161188.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc                       | Public Service Enterprise Group, Inc.                                                                                  | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        2262 | NS      | $183108.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                            | Public Storage                                                                                                         | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |         703 | NS      | $190428.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup, Inc.                                                                                                       | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8878 | NS      | $1044141.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Everpure Inc                                              | Everpure, Inc.                                                                                                         | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |        1451 | NS      | $85667.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc                                     | Qnity Electronics, Inc.                                                                                                | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |         964 | NS      | $111226.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM, Inc.                                                                                                         | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        4942 | NS      | $636430.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                       | Quanta Services, Inc.                                                                                                  | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |         686 | NS      | $376627.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec                                                                                                     | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     3090000 | PA      | $2099627.35   | 0.25%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                     | Quest Diagnostics, Inc.                                                                                                | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |         500 | NS      | $97990.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUINTIS AUS PTY LTD                                       | Quintis Australia Pty. Ltd.                                                                                            | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      237012 | PA      | $46928.38     | 0.01%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| QUINTIS AUS PTY LTD                                       | Quintis Australia Pty. Ltd.                                                                                            | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     3336317 | PA      | $0.00         | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| RB Global Inc                                             | RB Global, Inc.                                                                                                        | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |        1082 | NS      | $103766.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| REI AGRO LTD                                              | REI Agro Ltd.                                                                                                          | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      697000 | PA      | $0.01         | 0.00%             | 2014-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RPM International Inc                                     | RPM International, Inc.                                                                                                | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |         578 | NS      | $57453.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                               | Raymond James Financial, Inc.                                                                                          | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |         894 | NS      | $129442.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                  | RTX Corp.                                                                                                              | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        5970 | NS      | $1151613.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                        | Realty Income Corp.                                                                                                    | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |        4052 | NS      | $247901.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit Inc                                                | Reddit, Inc.                                                                                                           | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |         479 | NS      | $64497.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                                              | Klepierre SA                                                                                                           | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               |  | FR        |        1288 | NS      | $48264.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers Corp                                      | Regency Centers Corp.                                                                                                  | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |         773 | NS      | $58485.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals, Inc.                                                                                        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         463 | NS      | $357732.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp.                                                                                                | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |        4254 | NS      | $111114.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                              | Reliance, Inc.                                                                                                         | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |         239 | NS      | $72636.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                     | Republic Services, Inc.                                                                                                | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |         971 | NS      | $212668.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                                | ResMed, Inc.                                                                                                           | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |         661 | NS      | $148381.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc                       | Restaurant Brands International, Inc.                                                                                  | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |        1737 | NS      | $128536.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                 | Retained Vantage Data Centers Issuer LLC                                                                               | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1495741.35   | 0.18%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                 | Telecom Italia SpA                                                                                                     | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |       68466 | NS      | $47418.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                     | EMS-Chemie Holding AG                                                                                                  | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |          42 | NS      | $32697.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                                     | Rivian Automotive, Inc.                                                                                                | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |        3624 | NS      | $54541.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                                     | Robinhood Markets, Inc.                                                                                                | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        3514 | NS      | $243520.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                               | ROBLOX Corp.                                                                                                           | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |        2705 | NS      | $152994.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                            | Rocket Cos., Inc.                                                                                                      | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4056 | NS      | $57798.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab Corp                                           | Rocket Lab Corp.                                                                                                       | CUSIP: 773121108<br>LEI: 254900LNRW7906KUMM93 | Long             | EC               | CORP              | US        |        2214 | NS      | $142183.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                                   | Rockwell Automation, Inc.                                                                                              | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         519 | NS      | $186258.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                                                 | Gecina SA                                                                                                              | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               |  | FR        |         274 | NS      | $21472.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Covivio SA/France                                         | Covivio SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               |  | FR        |         335 | NS      | $19844.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                 | Rogers Communications, Inc.                                                                                            | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |        2083 | NS      | $80109.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                                    | Yara International ASA                                                                                                 | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |        1037 | NS      | $60402.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                               | Rollins, Inc.                                                                                                          | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        1300 | NS      | $69433.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                    | Roper Technologies, Inc.                                                                                               | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |         490 | NS      | $173391.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                           | Ross Stores, Inc.                                                                                                      | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        1463 | NS      | $316929.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                               | Heineken NV                                                                                                            | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |        1763 | NS      | $135103.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                                                                   | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |        8193 | NS      | $1324449.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                            | S&P Global, Inc.                                                                                                       | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        1401 | NS      | $595901.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                   | SBA Communications Corp.                                                                                               | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |         469 | NS      | $80719.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Student Loan Trust                                    | SLM Private Education Loan Trust                                                                                       | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |      572356 | PA      | $600350.52    | 0.07%             | 2041-10-15      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust                                                                                       | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |       35219 | PA      | $34949.57     | 0.00%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc                            | SS&C Technologies Holdings, Inc.                                                                                       | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |         995 | NS      | $67232.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                            | Salesforce, Inc.                                                                                                       | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        4387 | NS      | $818921.29    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc                                               | Samsara, Inc.                                                                                                          | CUSIP: 79589L106<br>LEI: 529900IE80DQBIFK3M88 | Long             | EC               | CORP              | US        |        1588 | NS      | $50323.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saputo Inc                                                | Saputo, Inc.                                                                                                           | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |        1384 | NS      | $43238.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bonds                                                                                   | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      610000 | PA      | $615451.08    | 0.07%             | 2028-01-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SLB Ltd                                                   | SLB Ltd.                                                                                                               | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |        6778 | NS      | $348321.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp.                                                                                                   | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        8036 | NS      | $755223.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp.                                                                                                   | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1097527.93   | 0.13%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                                   | Sea Ltd.                                                                                                               | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        2264 | NS      | $187481.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                    | Sempra                                                                                                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        2912 | NS      | $282959.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow, Inc.                                                                                                       | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        4730 | NS      | $494521.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co.                                                                                                   | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        1066 | NS      | $341706.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                               | Shopify, Inc.                                                                                                          | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |        7415 | NS      | $879821.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                  | Simon Property Group, Inc.                                                                                             | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |        1457 | NS      | $271774.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc                                        | Champion Homes, Inc.                                                                                                   | CUSIP: 830830105<br>LEI: 2549008RYT2Y0VBZTC29 | Long             | EC               | CORP              | US        |        2274 | NS      | $169117.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smithfield Foods Inc                                      | Smithfield Foods, Inc.                                                                                                 | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |           6 | NS      | $167.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                        | J.M. Smucker Co.                                                                                                       | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |         487 | NS      | $46966.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                               | Snap-on, Inc.                                                                                                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |         237 | NS      | $86083.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                                  | Snap, Inc.                                                                                                             | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |        5012 | NS      | $23055.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                             | Snowflake, Inc.                                                                                                        | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        1524 | NS      | $229849.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc                                     | SoFi Technologies, Inc.                                                                                                | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |        5896 | NS      | $93628.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                                            | Solventum Corp.                                                                                                        | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |         732 | NS      | $47799.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                           | Southern Co.                                                                                                           | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |        4893 | NS      | $472272.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                 | Block, Inc.                                                                                                            | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |        2146 | NS      | $129146.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                                               | Stantec, Inc.                                                                                                          | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |         677 | NS      | $58526.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                            | Starbucks Corp.                                                                                                        | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        5137 | NS      | $460223.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                         | State Street Corp.                                                                                                     | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        1323 | NS      | $167438.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp.                               | Repurchase Agreement                                                                                                   | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    43999128 | PA      | $43999128.04  | 5.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                        | Steel Dynamics, Inc.                                                                                                   | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |         638 | NS      | $114840.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                  | Stellantis Financial Services U.S. Corp.                                                                               | CUSIP: 85855FAB9<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |      825000 | PA      | $810101.66    | 0.10%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                              | Stryker Corp.                                                                                                          | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        1548 | NS      | $508657.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group, Inc.                                                                                  | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1500000 | PA      | $1348918.17   | 0.16%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                       | Sun Communities, Inc.                                                                                                  | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |         562 | NS      | $70789.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                    | Sun Life Financial, Inc.                                                                                               | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |        3184 | NS      | $199472.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                         | Suncor Energy, Inc.                                                                                                    | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |        6849 | NS      | $453005.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                                  | Super Micro Computer, Inc.                                                                                             | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |        2421 | NS      | $55126.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                              | Synopsys, Inc.                                                                                                         | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |         867 | NS      | $343748.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                                                                    | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |        1803 | NS      | $122640.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                | Sysco Corp.                                                                                                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        2117 | NS      | $151005.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc                                     | TFI International, Inc.                                                                                                | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |         450 | NS      | $48982.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TJX Cos Inc/The                                           | TJX Cos., Inc.                                                                                                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        4973 | NS      | $794188.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                           | T-Mobile U.S., Inc.                                                                                                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        2252 | NS      | $472987.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX Group Ltd                                             | TMX Group Ltd.                                                                                                         | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |        1637 | NS      | $58049.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                      | Tri Pointe Homes, Inc.                                                                                                 | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3489 | NS      | $163040.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                         | Take-Two Interactive Software, Inc.                                                                                    | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |         836 | NS      | $165110.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                              | Tapestry, Inc.                                                                                                         | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |         978 | NS      | $138005.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                               | Target Corp.                                                                                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        2081 | NS      | $252217.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                      | Targa Resources Corp.                                                                                                  | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |         959 | NS      | $240450.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                                 | Taylor Morrison Home Corp.                                                                                             | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |        3972 | NS      | $231329.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                                            | TC Energy Corp.                                                                                                        | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |        5824 | NS      | $364696.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Teck Resources Ltd                                        | Teck Resources Ltd.                                                                                                    | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |        2716 | NS      | $140768.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                                 | Teledyne Technologies, Inc.                                                                                            | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         213 | NS      | $128867.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp                                                | TELUS Corp.                                                                                                            | CUSIP: 87971M103<br>LEI: 894500TX134IMF6NW757 | Long             | EC               | CORP              | CA        |        2905 | NS      | $37338.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                              | Teradyne, Inc.                                                                                                         | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |         769 | NS      | $227977.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                 | Tesla, Inc.                                                                                                            | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       13075 | NS      | $4860631.25   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                        | Teva Pharmaceutical Industries Ltd.                                                                                    | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |        6964 | NS      | $209755.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments, Inc.                                                                                                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        4174 | NS      | $810340.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                                   | Texas Pacific Land Corp.                                                                                               | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         260 | NS      | $123385.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                               | Textron, Inc.                                                                                                          | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |         806 | NS      | $70573.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                        | Trade Desk, Inc.                                                                                                       | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |        2019 | NS      | $45811.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                              | Thermo Fisher Scientific, Inc.                                                                                         | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        1712 | NS      | $841499.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp                                      | Thomson Reuters Corp.                                                                                                  | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |         933 | NS      | $84212.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                     | 3M Co.                                                                                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        2430 | NS      | $352908.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                                 | Toast, Inc.                                                                                                            | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |        2100 | NS      | $55671.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                         | Toll Brothers, Inc.                                                                                                    | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        3887 | NS      | $530458.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                             | TopBuild Corp.                                                                                                         | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |        1139 | NS      | $400130.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toromont Industries Ltd                                   | Toromont Industries Ltd.                                                                                               | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |         466 | NS      | $65242.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank                                                                                                  | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |        9881 | NS      | $922823.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp                                       | Tourmaline Oil Corp.                                                                                                   | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |        2080 | NS      | $99551.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                         | Tractor Supply Co.                                                                                                     | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        2367 | NS      | $107225.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                                      | Tradeweb Markets, Inc.                                                                                                 | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         521 | NS      | $61300.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                                       | TransDigm Group, Inc.                                                                                                  | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         257 | NS      | $297852.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                                | TransUnion                                                                                                             | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |         877 | NS      | $60679.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos., Inc.                                                                                                   | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        1007 | NS      | $293721.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                               | Trimble, Inc.                                                                                                          | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |        1095 | NS      | $71426.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                     | Truist Financial Corp.                                                                                                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |        6107 | NS      | $280738.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                                | Twilio, Inc.                                                                                                           | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |         697 | NS      | $87696.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                                    | Tyler Technologies, Inc.                                                                                               | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         194 | NS      | $66421.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                           | Tyson Foods, Inc.                                                                                                      | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        1272 | NS      | $81497.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                   | UDR, Inc.                                                                                                              | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |        1433 | NS      | $48406.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                | U.S. Bancorp                                                                                                           | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |        7390 | NS      | $384353.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies, Inc.                                                                                                | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |        8865 | NS      | $637659.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                           | Ulta Beauty, Inc.                                                                                                      | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         205 | NS      | $107155.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp.                                                                                                    | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        2681 | NS      | $650464.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                              | United Airlines Holdings, Inc.                                                                                         | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |         404 | NS      | $37196.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                 | United Parcel Service, Inc.                                                                                            | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        3327 | NS      | $327310.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                        | United Rentals, Inc.                                                                                                   | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |         300 | NS      | $218568.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                | U.S. Bancorp                                                                                                           | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1178000 | PA      | $1229514.35   | 0.15%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                    | CUSIP: 912797UA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     2000000 | PA      | $1984786.80   | 0.24%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4230000 | PA      | $2664569.55   | 0.32%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4870000 | PA      | $3255861.34   | 0.39%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2710000 | PA      | $2701107.81   | 0.33%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2330000 | PA      | $2020546.88   | 0.24%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4070000 | PA      | $3609104.29   | 0.44%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      860000 | PA      | $824827.34    | 0.10%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4520000 | PA      | $4538539.05   | 0.55%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3030000 | PA      | $2886430.09   | 0.35%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11620000 | PA      | $11709419.50  | 1.41%             | 2030-08-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2060000 | PA      | $2059436.71   | 0.25%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Protected Indexed Notes                                                                        | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    36396700 | PA      | $36217799.55  | 4.37%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                                  | United Therapeutics Corp.                                                                                              | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         194 | NS      | $115038.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group, Inc.                                                                                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        9059 | NS      | $2451274.81   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                             | Universal Health Services, Inc.                                                                                        | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |         250 | NS      | $44742.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| University of Michigan                                    | University of Michigan                                                                                                 | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      650000 | PA      | $503819.49    | 0.06%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                        | Valero Energy Corp.                                                                                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        1408 | NS      | $347888.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                         | Veeva Systems, Inc.                                                                                                    | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |         704 | NS      | $123664.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                                | Ventas, Inc.                                                                                                           | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |        2043 | NS      | $167076.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                              | Veralto Corp.                                                                                                          | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |        1138 | NS      | $100621.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                              | VeriSign, Inc.                                                                                                         | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |         376 | NS      | $93383.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications, Inc.                                                                                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       18653 | NS      | $936380.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications, Inc.                                                                                           | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      340000 | PA      | $379766.56    | 0.05%             | 2056-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                      | Verisk Analytics, Inc.                                                                                                 | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |         613 | NS      | $116316.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals, Inc.                                                                                           | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        1120 | NS      | $500124.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                        | Vertiv Holdings Co.                                                                                                    | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |        1718 | NS      | $430496.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                       | VICI Properties, Inc.                                                                                                  | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |        4731 | NS      | $129250.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                  | Visa, Inc.                                                                                                             | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        7651 | NS      | $2312438.24   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                               | Vistra Corp.                                                                                                           | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        1577 | NS      | $237070.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co. LLC                                                                                              | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      400000 | PA      | $402405.20    | 0.05%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                              | Vontier Corp.                                                                                                          | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |      925000 | PA      | $886613.80    | 0.11%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                       | Vulcan Materials Co.                                                                                                   | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |         596 | NS      | $162290.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WMRK Commercial Mortgage Trust                            | WMRK Commercial Mortgage Trust                                                                                         | CUSIP: 929342AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1049693 | PA      | $1049693.32   | 0.13%             | 2027-11-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                              | WP Carey, Inc.                                                                                                         | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |         971 | NS      | $65989.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WSP Global Inc                                            | WSP Global, Inc.                                                                                                       | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |         778 | NS      | $121081.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                      | WEC Energy Group, Inc.                                                                                                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        1436 | NS      | $166245.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                  | Westinghouse Air Brake Technologies Corp.                                                                              | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |         781 | NS      | $195179.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexico Bonos                                                                                                           | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    18000000 | PA      | $1003050.83   | 0.12%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                               | Walmart, Inc.                                                                                                          | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       19282 | NS      | $2396366.96   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Quintis PTY                                               | Quintis Australia Pty. Ltd.                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | AU        |     1725383 | NS      | $1.19         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: —       |
| Warner Bros Discovery Inc                                 | Warner Bros Discovery, Inc.                                                                                            | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       10855 | NS      | $298078.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                                     | Waste Connections, Inc.                                                                                                | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |        1147 | NS      | $186318.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                                      | Waste Management, Inc.                                                                                                 | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        1777 | NS      | $408336.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                               | Waters Corp.                                                                                                           | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |         448 | NS      | $133414.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                                | Watsco, Inc.                                                                                                           | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |         157 | NS      | $57115.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Wells Fargo & Co                                          | Wells Fargo & Co.                                                                                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       15414 | NS      | $1227108.54   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                             | Welltower, Inc.                                                                                                        | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |        3013 | NS      | $595700.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                          | West Pharmaceutical Services, Inc.                                                                                     | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         320 | NS      | $80204.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITALAND ASCENDAS REIT                                  | CapitaLand Ascendas REIT                                                                                               | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | N/A              | DE               |  | SG        |         641 | NS      | $59.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp                                      | Western Digital Corp.                                                                                                  | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        1566 | NS      | $423587.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd                                         | George Weston Ltd.                                                                                                     | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |         982 | NS      | $69377.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp.                                                                                                  | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     1250000 | PA      | $1122798.90   | 0.14%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                           | Weyerhaeuser Co.                                                                                                       | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |        3257 | NS      | $79568.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp                              | Wheaton Precious Metals Corp.                                                                                          | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |        2585 | NS      | $339314.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitecap Resources Inc                                    | Whitecap Resources, Inc.                                                                                               | CUSIP: 96467A200<br>LEI: 894500UA4G4BTB67II45 | Long             | EC               | CORP              | CA        |        6926 | NS      | $78167.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Williams Cos Inc/The                                      | Williams Cos., Inc.                                                                                                    | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |        5505 | NS      | $400653.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos., Inc.                                                                                                    | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1024068.91   | 0.12%             | 2030-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                                       | Williams-Sonoma, Inc.                                                                                                  | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |         562 | NS      | $102469.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NAT GRID ELECTY WM                                        | National Grid Electricity Distribution West Midlands PLC                                                               | CUSIP: 000000000<br>LEI: 549300L22M2RCLXON143 | Long             | DBT              | CORP              | GB        |      950000 | PA      | $1269684.63   | 0.15%             | 2032-04-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                               | Workday, Inc.                                                                                                          | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        1020 | NS      | $132518.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                           | Xcel Energy, Inc.                                                                                                      | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        2664 | NS      | $211628.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                              | Xylem, Inc.                                                                                                            | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |        1126 | NS      | $134557.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                           | Yum! Brands, Inc.                                                                                                      | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        1227 | NS      | $190773.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                                   | Zebra Technologies Corp.                                                                                               | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         240 | NS      | $50179.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                          | Zillow Group, Inc.                                                                                                     | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |         782 | NS      | $32359.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings, Inc.                                                                                           | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |         897 | NS      | $81106.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                | Zoetis, Inc.                                                                                                           | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        1969 | NS      | $232755.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                               | Zscaler, Inc.                                                                                                          | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |         540 | NS      | $75756.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc                                   | Zoom Communications, Inc.                                                                                              | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |        1165 | NS      | $93654.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                               | Long: 1341521   TRS USD R E II6650840250506 EQUITYTRS / Short: 1341521   TRS USD P V 00MSOFR II2905310250506 EQUITYTRS | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    29491751 | OU      | $-1829755.07  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Long: 1341540   TRS USD R E II0334040250508 EQUITYTRS / Short: 1341540   TRS USD P V 00MSOFR II7556440250508 EQUITYTRS | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    35764729 | OU      | $-3571407.66  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Long: 1342476   TRS USD R E II8117110250616 EQUITYTRS / Short: 1342476   TRS USD P V 00MSOFR II7479260250616 EQUITYTRS | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    71240824 | OU      | $-3528962.60  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: 1343755   TRS USD R E II3348640251002 EQUITYTRS / Short: 1343755   TRS USD P V 00MSOFR II6097460251002 EQUITYTRS | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     3991746 | OU      | $-342513.09   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Long: BMIFL4T55 TRS USD R E BMIFL4T55 LUMSTRUU / Short: BMIFL4T55 TRS USD P V 00MSOFR BMIFL4T55 +45 BPS                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              |  | US        |    26487000 | OU      | $145470.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: BMIFLBT67 TRS USD R E BMIFLBT67 IBOXXLLTR / Short: BMIFLBT67 TRS USD P V 00MSOFR BMIFLBT67 +0BPS                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |    17836001 | OU      | $-130700.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: BMIFL4PC4 TRS USD R E BMIFL4PC4  JPEICORE / Short: BMIFL4PC4 TRS USD P V 00MSOFR BMIFL4PC4 +70 BPS               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     8840003 | OU      | $-81429.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Long: 1344004   TRS USD R E II0817180251022 EQUITYTRS / Short: 1344004   TRS USD P V 00MSOFR II1920900251022 +78 BPS   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    18895882 | OU      | $-1196503.76  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Long: BMIFU0SG0 TRS USD R V 03MSOFR SOFRRATE -22 BPS / Short: BMIFU0SG0 TRS USD P E BMIFU0SG0 LEGATRUH                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              |  | US        |   128106000 | OU      | $1170523.35   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: 1345114   TRS USD R E II4126210251218 EQUITYTRS / Short: 1345114   TRS USD P V 00MSOFR II7050790251218 - 5 BPS   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     5411349 | OU      | $240567.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: 1345112   TRS USD R V 00MSOFR II6297350251218 + 23 BPS / Short: 1345112   TRS USD P E II7563340251218 EQUITYTRS  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     9467960 | OU      | $489193.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: 1345117   TRS USD R E II7169270251218 EQUITYTRS / Short: 1345117   TRS USD P V 00MSOFR II9373680251218 + 38 BPS  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     9873072 | OU      | $-42497.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: 1345118   TRS USD R E II8972110251218 EQUITYTRS / Short: 1345118   TRS USD P V 00MSOFR II9585260251218 +45 BPS   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    24754202 | OU      | $-2062534.65  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Long: 1345141   TRS USD R E II9805610251219 EQUITYTRS / Short: 1345141   TRS USD P V 00MSOFR II5224240251219 + 30 BPS  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    20736265 | OU      | $-707891.42   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Long: 1345138   TRS USD R V 00MSOFR II2480720251219 EQUITYTRS / Short: 1345138   TRS USD P E II2045860251219 EQUITYTRS | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    14998107 | OU      | $293749.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Long: 1345139   TRS USD R V 00MSOFR II5719360251219 + 13 BPS / Short: 1345139   TRS USD P E II3871510251219 EQUITYTRS  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    31157074 | OU      | $1018598.45   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Long: 1345145   TRS USD R V 00MSOFR II3507560251219 + 13 BPS / Short: 1345145   TRS USD P E II6099510251219 EQUITYTRS  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     8050036 | OU      | $263174.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: 1345159   TRS USD R E II0204420251222 EQUITYTRS / Short: 1345159   TRS USD P V 00MSOFR II3182050251222 + 31 BPS  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |    20617849 | OU      | $-903497.38   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Long: BMIFZLF32 TRS USD R V 03MSOFR SOFRRATE - 24 BPS / Short: BMIFZLF32 TRS USD P E LEGATRUH PAY EQUITY               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              |  | US        |    33448000 | OU      | $299751.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Long: BMIFZLEW9 TRS USD R E LUMSTRUU REC EQUITY / Short: BMIFZLEW9 TRS USD P V 03MSOFR SOFRRATE + 53 BPS               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              |  | US        |    23452000 | OU      | $-161469.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: BMIFZFYV2 TRS EUR R E IBEURLIQHP TRS EQUITY / Short: BMIFZFYV2 TRS EUR P V 03MEURIB EUR003M + 0BPS               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |     7712999 | OU      | $-212084.15   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Long: 1395319   TRS USD R V 00MSOFR II2334030260109 EQUITYTRS / Short: 1395319   TRS USD P E II7223990260109 EQUITYTRS | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     3469892 | OU      | $-92941.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Long: 1395320   TRS USD R V 00MSOFR II7941280260109 EQUITYTRS / Short: 1395320   TRS USD P E II0569540260109 EQUITYTRS | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     4673450 | OU      | $259014.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: BMIG3JVS7 TRS USD R E LIQUIDHIGH TRS EQUITY / Short: BMIG3JVS7 TRS USD P V 03MSOFR SOFRRATE + 0BPS               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    36075000 | OU      | $-568464.34   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: 1395592   TRS USD R E II2888250260203 EQUITYTRS / Short: 1395592   TRS USD P V 00MSOFR SOFRRATE +25 BPS          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     8205083 | OU      | $-401051.88   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: 1395641   TRS USD R E II4139660260205 EQUITYTRS / Short: 1395641   TRS USD P V 00MSOFR SOFRRATE +2 BPS           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |    18788832 | OU      | $255959.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Long: 1403072   TRS USD R E II5471660260304 EQUITYTRS / Short: 1403072   TRS USD P V 00MSOFR SOFRRATE  -1 BPS          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    12611893 | OU      | $-391015.87   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: 1404127   TRS USD R E II9106740260316 EQUITYTRS / Short: 1404127   TRS USD P V 00MSOFR SOFRRATE +2 BPS           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     9552330 | OU      | $-156566.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: 1404589   TRS USD R E II4757930260319 EQUITYTRS / Short: 1404589   TRS USD P V 00MSOFR SOFRRATE +20 BPS          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     6788220 | OU      | $85456.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: 1404594   TRS USD R V 00MSOFR SOFRRATE +43 BPS / Short: 1404594   TRS USD P E II1218140260319 EQUITYTRS          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     6776567 | OU      | $147126.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: BMIGEURL0 TRS USD R E JPEICORE / Short: BMIGEURL0 TRS USD P V 03MSOFR SOFRRATE +83 BPS                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    38964000 | OU      | $-327675.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Long: BMIGEZ3E1 TRS USD R V 03MSOFR SOFRRATE -26 BPS / Short: BMIGEZ3E1 TRS USD P E LEGATRUH                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              |  | US        |    81555000 | OU      | $-13035.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                                                                | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |        5321 | NS      | $322274.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                           | D'ieteren Group                                                                                                        | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |         133 | NS      | $24319.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                               | Swiss Re AG                                                                                                            | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |        1752 | NS      | $289662.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| BKW AG                                                    | BKW AG                                                                                                                 | CUSIP: 000000000<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |         125 | NS      | $24418.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd                                      | Evolution Mining Ltd.                                                                                                  | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |       12104 | NS      | $105391.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                  | Unipol Assicurazioni SpA                                                                                               | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |        2138 | NS      | $49041.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                                                        | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        2369 | NS      | $3064603.71   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                             | Coloplast AS                                                                                                           | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |         771 | NS      | $52042.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                      | Evonik Industries AG                                                                                                   | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |        1528 | NS      | $29582.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                            | Commerzbank AG                                                                                                         | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |        4378 | NS      | $155807.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bonds                                                                                               | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 16822000000 | PA      | $1078213.54   | 0.13%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                                                                  | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1110000 | PA      | $1256478.41   | 0.15%             | 2034-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA                                                                                            | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |        3147 | NS      | $545293.71    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                                               | Moncler SpA                                                                                                            | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |        1391 | NS      | $82640.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |      113780 | NS      | $170628.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      540000 | PA      | $558705.42    | 0.07%             | 2047-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexico Bonos                                                                                                           | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6000000 | PA      | $306116.16    | 0.04%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                   | IMCD NV                                                                                                                | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |         363 | NS      | $37551.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                                                                          | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |        6574 | NS      | $374153.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |       18698 | NS      | $718596.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                             | Assa Abloy AB                                                                                                          | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |        5941 | NS      | $211115.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                      | Infrastrutture Wireless Italiane SpA                                                                                   | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |        1650 | NS      | $13073.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Landmark Mortgage Securities Plc                          | Landmark Mortgage Securities No. 3 PLC                                                                                 | CUSIP: 000000000<br>LEI: 213800S8KWEEVI3XTK68 | Long             | ABS-MBS          | CORP              | GB        |      892112 | PA      | $1133096.75   | 0.14%             | 2044-04-17      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                        | Poste Italiane SpA                                                                                                     | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |        2724 | NS      | $63411.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                                                                             | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |         747 | NS      | $249528.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                      | Banca Mediolanum SpA                                                                                                   | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |        1334 | NS      | $26644.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                | Anheuser-Busch InBev SA                                                                                                | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |        6021 | NS      | $415613.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                                                            | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $804192.38    | 0.10%             | 2034-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                          | ArcelorMittal SA                                                                                                       | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |        2821 | NS      | $142947.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                                 | Essity AB                                                                                                              | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |        3572 | NS      | $91652.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   203600000 | PA      | $1042804.55   | 0.13%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                            | BE Semiconductor Industries NV                                                                                         | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |         446 | NS      | $92250.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                   | Sika AG                                                                                                                | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |         899 | NS      | $146048.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | Prologis Euro Finance LLC                                                                                              | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      950000 | PA      | $1050229.76   | 0.13%             | 2029-01-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                           | Knorr-Bremse AG                                                                                                        | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |         436 | NS      | $48958.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                                                                 | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $866587.84    | 0.10%             | 2034-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T, Inc.                                                                                                             | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      220000 | PA      | $253391.09    | 0.03%             | 2026-09-05      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                                                               | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      940000 | PA      | $1016500.41   | 0.12%             | 2029-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bonds                                                                                               | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    82630000 | PA      | $210338.98    | 0.03%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alcon AG                                                  | Alcon AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |        2959 | NS      | $219297.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                                                          | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      340000 | PA      | $386798.92    | 0.05%             | 2027-03-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Nexi SpA                                                  | Nexi SpA                                                                                                               | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | EC               | CORP              | IT        |        3092 | NS      | $11364.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Helvetia Baloise Holding AG                               | Helvetia Baloise Holding AG                                                                                            | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |         470 | NS      | $120732.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | Chubb INA Holdings LLC                                                                                                 | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1128338.97   | 0.14%             | 2027-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                                                          | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      450000 | PA      | $457358.93    | 0.06%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific, Inc.                                                                                         | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100687.30    | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific, Inc.                                                                                         | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      400000 | PA      | $288796.04    | 0.03%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   629700000 | PA      | $2006604.59   | 0.24%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3720000 | PA      | $574385.29    | 0.07%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2690000 | PA      | $1512036.94   | 0.18%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bonds                                                                                        | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    15920000 | PA      | $642399.25    | 0.08%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   759450000 | PA      | $3453498.44   | 0.42%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                             | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $214305.25    | 0.03%             | 2050-07-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                                 | Banque Cantonale Vaudoise                                                                                              | CUSIP: 000000000<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |         177 | NS      | $28555.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                             | JDE Peet's NV                                                                                                          | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |        1045 | NS      | $38458.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                                         | Upjohn Finance BV                                                                                                      | CUSIP: 000000000<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |     1400000 | PA      | $1411547.13   | 0.17%             | 2032-06-23      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp. of Victoria                                                                                             | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1740000 | PA      | $993196.68    | 0.12%             | 2031-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                         | Siemens Energy AG                                                                                                      | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |        4641 | NS      | $763071.80    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    19000000 | PA      | $3469044.98   | 0.42%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings SARL                                                                      | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $1128256.43   | 0.14%             | 2027-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec                                                                                                     | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1330000 | PA      | $1338566.36   | 0.16%             | 2030-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    67760000 | PA      | $10677772.97  | 1.29%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                         | Belimo Holding AG                                                                                                      | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |          58 | NS      | $46096.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bonds                                                                                              | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    44180000 | PA      | $1355915.69   | 0.16%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hexagon AB                                                | Hexagon AB                                                                                                             | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |       12321 | NS      | $117188.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BERG Finance                                              | Berg Finance DAC                                                                                                       | CUSIP: 000000000<br>LEI: 635400MVCRPAUVUGGY60 | Long             | ABS-MBS          | CORP              | IE        |      148305 | PA      | $171371.98    | 0.02%             | 2033-04-22      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bonds                                                                                   | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     1220000 | PA      | $1513260.78   | 0.18%             | 2035-06-23      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                                                               | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5540000 | PA      | $5540563.50   | 0.67%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bonds                                                                                    | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2860000 | PA      | $626353.90    | 0.08%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                              | DNB Bank ASA                                                                                                           | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |        5617 | NS      | $174724.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise PLC                                                  | Wise PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |        3933 | NS      | $47007.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group, Inc.                                                                                              | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1224412.94   | 0.15%             | 2032-03-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3700000 | PA      | $653300.83    | 0.08%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                  | Daimler Truck Holding AG                                                                                               | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |        2862 | NS      | $137184.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   243300000 | PA      | $781846.82    | 0.09%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bonds                                                                                              | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4930000 | PA      | $1219374.44   | 0.15%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                      | Straumann Holding AG                                                                                                   | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |         663 | NS      | $67991.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      930000 | PA      | $1013024.12   | 0.12%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                      | Fastighets AB Balder                                                                                                   | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |        4235 | NS      | $24667.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                 | Woodside Energy Group Ltd.                                                                                             | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |       11213 | NS      | $271161.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                                                       | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8670000 | PA      | $9828914.17   | 1.19%             | 2027-10-15      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1080000 | PA      | $864789.61    | 0.10%             | 2032-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20190000 | PA      | $3100899.02   | 0.37%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                       | Banca Monte dei Paschi di Siena SpA                                                                                    | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |       11617 | NS      | $99726.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2780000 | PA      | $460670.99    | 0.06%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20420000 | PA      | $3176986.06   | 0.38%             | 2032-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                    | Hungary Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1510000 | PA      | $1574487.04   | 0.19%             | 2032-09-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      710000 | PA      | $832520.31    | 0.10%             | 2043-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                          | DSM-Firmenich AG                                                                                                       | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |        1053 | NS      | $74779.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                                    | SGS SA                                                                                                                 | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |         978 | NS      | $102863.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                | Boliden AB                                                                                                             | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |        1680 | NS      | $86194.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                                                                    | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1420000 | PA      | $1513311.60   | 0.18%             | 2043-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1319540.24   | 0.16%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilt                                                                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      750000 | PA      | $994886.38    | 0.12%             | 2028-06-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ferrovial SE                                              | Ferrovial SE                                                                                                           | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |        3134 | NS      | $200755.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    12960000 | PA      | $1923819.59   | 0.23%             | 2028-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                           | Sandoz Group AG                                                                                                        | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |        2463 | NS      | $190177.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2700000 | PA      | $3222814.40   | 0.39%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tenaris SA                                                | Tenaris SA                                                                                                             | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |        2211 | NS      | $65167.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                 | Sampo OYJ                                                                                                              | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |       14207 | NS      | $151107.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                        | Denmark Government Bonds                                                                                               | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     3590000 | PA      | $536603.72    | 0.06%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3790000 | PA      | $4471251.50   | 0.54%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ESTONIA                                       | Estonia Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |      710000 | PA      | $805985.18    | 0.10%             | 2034-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                                                               | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1420000 | PA      | $1360134.96   | 0.16%             | 2054-08-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                                                                | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     4590000 | PA      | $463284.21    | 0.06%             | 2035-05-11      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      230000 | PA      | $260236.21    | 0.03%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp. Andina de Fomento                                                                                                | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |     8730000 | PA      | $5925808.69   | 0.72%             | 2029-02-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      440000 | PA      | $513487.94    | 0.06%             | 2034-07-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bonds                                                                      | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     3150000 | PA      | $2157542.88   | 0.26%             | 2027-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                         | Galderma Group AG                                                                                                      | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |         916 | NS      | $175730.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                                                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   477500000 | PA      | $2715887.50   | 0.33%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                                                      | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      400000 | PA      | $431016.55    | 0.05%             | 2054-06-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2960000 | PA      | $3440989.22   | 0.42%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                                                           | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $289876.79    | 0.03%             | 2032-03-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF LITHUANIA                                     | Republic of Lithuania                                                                                                  | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      500000 | PA      | $580600.29    | 0.07%             | 2031-07-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      670000 | PA      | $776321.01    | 0.09%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |       16000 | PA      | $8834.62      | 0.00%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      190000 | PA      | $210878.91    | 0.03%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                                                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   419550000 | PA      | $2380415.22   | 0.29%             | 2034-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    17820000 | PA      | $2638858.53   | 0.32%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1030000 | PA      | $1181978.73   | 0.14%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                    | Brazil Letras do Tesouro Nacional                                                                                      | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   175677000 | PA      | $23861900.81  | 2.88%             | 2029-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    26140000 | PA      | $3782507.80   | 0.46%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                                                                | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     1770000 | PA      | $174665.98    | 0.02%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bonds                                                                                              | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1360000 | PA      | $1505695.21   | 0.18%             | 2040-02-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1010000 | PA      | $1131582.27   | 0.14%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                           | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1129931.07   | 0.14%             | 2037-03-05      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta                                                                                                    | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      610000 | PA      | $700457.75    | 0.08%             | 2035-04-02      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                                                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   853150000 | PA      | $5004505.17   | 0.60%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                                                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6420000 | PA      | $7271405.19   | 0.88%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Anglo American PLC                                        | Anglo American PLC                                                                                                     | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |        6601 | NS      | $277751.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec                                                                                                     | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      580000 | PA      | $658880.92    | 0.08%             | 2035-05-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                                                                            | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |        4523 | NS      | $133416.28    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: —       |
| REPUBLIC OF CHILE                                         | Chile Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      360000 | PA      | $404834.05    | 0.05%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario                                                                                                    | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      360000 | PA      | $409898.91    | 0.05%             | 2035-07-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    40000000 | PA      | $225626.16    | 0.03%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      605000 | PA      | $686816.68    | 0.08%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romania Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      240000 | PA      | $265351.63    | 0.03%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Unilever PLC                                              | Unilever PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       13009 | NS      | $723013.98    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                                                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1051000000 | PA      | $6590098.80   | 0.80%             | 2027-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                                                                                      | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |         870 | NS      | $113448.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      414000 | PA      | $462325.22    | 0.06%             | 2036-04-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bonds                                                                      | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      610000 | PA      | $690954.76    | 0.08%             | 2031-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      770000 | PA      | $867688.81    | 0.10%             | 2031-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                                                       | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        4082 | NS      | $1606560.03   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ITALIA                                            | Telecom Italia SpA                                                                                                     | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | N/A              | DE               |  | IT        |       68466 | NS      | $0.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT JUN26                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          43 | NC      | $-397844.60   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | MSCI EMGMKT JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        -158 | NC      | $342536.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 JUN26                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -66 | NC      | $155130.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | YEN DENOM NIKKEI JUN26                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -41 | NC      | $177487.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | MSCI EUROPE JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -457 | NC      | $684815.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FTSE 100 IDX FUT JUN26                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         -10 | NC      | $27976.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BOBL FUTURE JUN26                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -122 | NC      | $324159.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUND FUTURE JUN26                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          16 | NC      | $-7974.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-OAT FUTURE JUN26                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -3 | NC      | $14420.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-SCHATZ FUT JUN26                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           4 | NC      | $-5137.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUXL 30Y BND JUN26                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           6 | NC      | $-15265.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US LONG BOND(CBT) JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -2 | NC      | $7308.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          63 | NC      | $-241364.78   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         352 | NC      | $378594.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | AUST 10Y BOND FUT JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         -52 | NC      | $4609.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                  | CAN 10YR BOND FUT JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |           8 | NC      | $-11992.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           4 | NC      | $524.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         138 | NC      | $47301.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | LONG GILT FUTURE JUN26                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |           2 | NC      | $-12285.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR ULTRA FUT JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           2 | NC      | $-6427.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                  | S+P/TSX 60 IX FUT JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               |  | CA        |          -2 | NC      | $1798.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | AUST 3YR BOND FUT JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         -64 | NC      | $11545.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | JPN 10Y BOND(OSE) JUN26                                                                                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          -1 | NC      | $10831.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Exchange (Futures Market)                           | KOREA 10YR BND FU JUN26                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |          54 | NC      | $-51175.14    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | MSCI JAPAN INDEX JUN26                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -71 | NC      | $147866.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | MSCI USA JUN26                                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -69 | NC      | $936361.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | MSCI CANADA JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -129 | NC      | $766632.81    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co Ltd                              | Techtronic Industries Co. Ltd.                                                                                         | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |        8755 | NS      | $113998.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                           | J Sainsbury PLC                                                                                                        | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |       10264 | NS      | $46054.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                                                                       | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |        8318 | NS      | $94836.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA            | ACS Actividades de Construccion y Servicios SA                                                                         | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |        1071 | NS      | $129733.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                         | Admiral Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |        1567 | NS      | $65333.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                  | Mowi ASA                                                                                                               | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |        2973 | NS      | $67425.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                          | Singapore Telecommunications Ltd.                                                                                      | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |       43702 | NS      | $167914.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                              | Centrica PLC                                                                                                           | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |       28245 | NS      | $79443.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                             | Goodman Group                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       11278 | NS      | $198733.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                 | Safran SA                                                                                                              | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |        2164 | NS      | $698852.01    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                                                 | Neste OYJ                                                                                                              | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |        2469 | NS      | $79763.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                          | Raiffeisen Bank International AG                                                                                       | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |         879 | NS      | $36941.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                 | Bunzl PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |        1937 | NS      | $57839.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA            | Recordati Industria Chimica e Farmaceutica SpA                                                                         | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |         677 | NS      | $38374.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                      | Rentokil Initial PLC                                                                                                   | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |       15052 | NS      | $93039.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                       | Swiss Prime Site AG                                                                                                    | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |         475 | NS      | $80196.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sembcorp Industries Ltd                                   | Sembcorp Industries Ltd.                                                                                               | CUSIP: 000000000<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |        5232 | NS      | $26979.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| MTU Aero Engines AG                                       | MTU Aero Engines AG                                                                                                    | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |         322 | NS      | $115376.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                                  | Kone OYJ                                                                                                               | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |        1990 | NS      | $126001.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                          | Elia Group SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |         265 | NS      | $40370.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Financiere de Tubize SA                                   | Financiere de Tubize SA                                                                                                | CUSIP: 000000000<br>LEI: 549300I1MGC0OK6W8828 | Long             | EC               | CORP              | BE        |         123 | NS      | $30139.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Engie SA                                                  | Engie SA                                                                                                               | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |       10916 | NS      | $349624.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                       | Heineken Holding NV                                                                                                    | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |         794 | NS      | $56303.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                 | Alstom SA                                                                                                              | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |        2079 | NS      | $58297.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                              | Leonardo SpA                                                                                                           | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |        2402 | NS      | $161139.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                          | Oversea-Chinese Banking Corp. Ltd.                                                                                     | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |       19877 | NS      | $339657.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                 | Hikma Pharmaceuticals PLC                                                                                              | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |         988 | NS      | $16490.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                              | Indutrade AB                                                                                                           | CUSIP: 000000000<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |        1629 | NS      | $36893.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                                 | Link REIT                                                                                                              | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |       16285 | NS      | $74808.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                  | Ipsen SA                                                                                                               | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |         225 | NS      | $41714.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                                 | Avolta AG                                                                                                              | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |         523 | NS      | $30911.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                           | London Stock Exchange Group PLC                                                                                        | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |        2792 | NS      | $327568.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                 | Partners Group Holding AG                                                                                              | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |         134 | NS      | $141809.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                           | Norsk Hydro ASA                                                                                                        | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |        8757 | NS      | $92698.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                                                                   | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |         240 | NS      | $78159.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                                                                   | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |         139 | NS      | $43285.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                | Legrand SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |        1576 | NS      | $239907.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                                | Eiffage SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |         412 | NS      | $62454.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                           | Kuehne & Nagel International AG                                                                                        | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |         285 | NS      | $64264.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| TotalEnergies SE                                          | TotalEnergies SE                                                                                                       | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       11873 | NS      | $1110361.08   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                     | Aeroports de Paris SA                                                                                                  | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |         208 | NS      | $25147.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                  | Wilmar International Ltd.                                                                                              | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |       11358 | NS      | $34011.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                 | Orion OYJ                                                                                                              | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |         641 | NS      | $51640.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Logitech International SA                                 | Logitech International SA                                                                                              | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |         908 | NS      | $82169.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                              | Experian PLC                                                                                                           | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |        5466 | NS      | $187960.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                               | Swedish Orphan Biovitrum AB                                                                                            | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |        1176 | NS      | $48721.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent PLC                                          | Severn Trent PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |        1621 | NS      | $66297.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                              | Brambles Ltd.                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        8071 | NS      | $125850.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Oyj                                                 | Metso OYJ                                                                                                              | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |        3893 | NS      | $66325.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                      | Galp Energia SGPS SA                                                                                                   | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |        2886 | NS      | $70084.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre SA                                                 | Mapfre SA                                                                                                              | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |        5570 | NS      | $24554.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                | Symrise AG                                                                                                             | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |         793 | NS      | $67130.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                                             | Whitbread PLC                                                                                                          | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |        1038 | NS      | $31544.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                               | Aker BP ASA                                                                                                            | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |        2005 | NS      | $74771.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                                                               | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2220000 | PA      | $2848610.48   | 0.34%             | 2039-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                    | SKF AB                                                                                                                 | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |        2028 | NS      | $48029.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                                                                               | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |        9413 | NS      | $303768.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                                  | Rexel SA                                                                                                               | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |        1345 | NS      | $51737.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                | Sandvik AB                                                                                                             | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |        6325 | NS      | $238791.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Ltd                                                | Keppel Ltd.                                                                                                            | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |        8500 | NS      | $77813.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                 | Orkla ASA                                                                                                              | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |        4422 | NS      | $55578.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                                                                      | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |         701 | NS      | $34447.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                                                                      | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |         923 | NS      | $45142.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Yangzijiang Shipbuilding Holdings Ltd                     | Yangzijiang Shipbuilding Holdings Ltd.                                                                                 | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |       15180 | NS      | $44629.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                  | Svenska Cellulosa AB SCA                                                                                               | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |        3594 | NS      | $41305.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Prysmian SpA                                              | Prysmian SpA                                                                                                           | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |        1674 | NS      | $191128.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                                | Salmar ASA                                                                                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |         435 | NS      | $25382.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                | Geberit AG                                                                                                             | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |         201 | NS      | $133882.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                   | DSV AS                                                                                                                 | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |        1242 | NS      | $294113.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                          | Smiths Group PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |        1966 | NS      | $59330.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                      | Banco de Sabadell SA                                                                                                   | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |       30958 | NS      | $108887.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Vinci SA                                                  | Vinci SA                                                                                                               | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |        2990 | NS      | $443576.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                  | Jeronimo Martins SGPS SA                                                                                               | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |        1952 | NS      | $46387.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                                                              | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |        3882 | NS      | $309783.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                                                                                           | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |        5956 | NS      | $192196.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                                                                         | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |        3461 | NS      | $711750.74    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                                                           | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |       23449 | NS      | $275507.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                                                           | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |       38000 | NS      | $867245.98    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas SA                                                                                                      | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |        2039 | NS      | $60569.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                       | Macquarie Group Ltd.                                                                                                   | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |        2127 | NS      | $296337.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                                                | Getlink SE                                                                                                             | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |        1794 | NS      | $38506.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                                                               | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |       10949 | NS      | $358824.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                             | Fresnillo PLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |        1322 | NS      | $57813.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis SA                                         | EDP Renovaveis SA                                                                                                      | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |        2174 | NS      | $34400.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| United Utilities Group PLC                                | United Utilities Group PLC                                                                                             | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |        4069 | NS      | $70822.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                       | Amadeus IT Group SA                                                                                                    | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |        2722 | NS      | $153158.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                               | Pandora AS                                                                                                             | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |         482 | NS      | $33824.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                 | Gjensidige Forsikring ASA                                                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |        1269 | NS      | $33026.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                     | Julius Baer Group Ltd.                                                                                                 | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |        1217 | NS      | $88520.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                              | Glencore PLC                                                                                                           | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |       59602 | NS      | $446118.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                             | AIA Group Ltd.                                                                                                         | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |       63374 | NS      | $685773.08    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                       | HKT Trust & HKT Ltd.                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       22632 | NS      | $35270.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                               | Brenntag SE                                                                                                            | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |         734 | NS      | $48596.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA              | International Consolidated Airlines Group SA                                                                           | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |        7141 | NS      | $33180.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                                           | Sands China Ltd.                                                                                                       | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |       14522 | NS      | $30539.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Azrieli Group Ltd                                         | Azrieli Group Ltd.                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         258 | NS      | $34355.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                                | Entain PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |        3630 | NS      | $26954.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                                 | Segro PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               |  | GB        |        7665 | NS      | $65316.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co Ltd                        | SITC International Holdings Co. Ltd.                                                                                   | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |        7983 | NS      | $34696.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                                | Edenred SE                                                                                                             | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |        1435 | NS      | $28296.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                  | Rolls-Royce Holdings PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |       50505 | NS      | $756724.35    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Evraz PLC                                                 | Evraz PLC                                                                                                              | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |        6267 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Novonesis Novozymes B                                     | Novonesis Novozymes B                                                                                                  | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |        2123 | NS      | $125602.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NMC Health PLC                                            | NMC Health PLC                                                                                                         | CUSIP: 000000000<br>LEI: 2138008YQEVWBE1V2M52 | Long             | EC               | CORP              | GB        |       77617 | NS      | $0.11         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ageas SA/NV                                               | Ageas SA                                                                                                               | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |         913 | NS      | $66536.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC                                                                                                         | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |        5775 | NS      | $64039.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                                 | Talanx AG                                                                                                              | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |         386 | NS      | $47114.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd                                                  | Xero Ltd.                                                                                                              | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |         989 | NS      | $51258.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                  | Tele2 AB                                                                                                               | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |        3218 | NS      | $66150.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                          | Coca-Cola HBC AG                                                                                                       | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |        1303 | NS      | $73228.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                         | LEG Immobilien SE                                                                                                      | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |         452 | NS      | $29309.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sagax AB                                                  | Sagax AB                                                                                                               | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | EC               | CORP              | SE        |        1299 | NS      | $23876.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Vonovia SE                                                | Vonovia SE                                                                                                             | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |        4509 | NS      | $112364.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                                                                          | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |        5507 | NS      | $256456.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                 | Bank of Ireland Group PLC                                                                                              | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |        5415 | NS      | $96606.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                   | Siemens Healthineers AG                                                                                                | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |        2031 | NS      | $85215.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Redeia Corp SA                                            | Redeia Corp. SA                                                                                                        | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |        2438 | NS      | $41029.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Compass Group PLC                                         | Compass Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |       10231 | NS      | $282345.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen AB                                                 | Holmen AB                                                                                                              | CUSIP: 000000000<br>LEI: 52990080SH3454F0QE68 | Long             | EC               | CORP              | SE        |         416 | NS      | $14809.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| National Grid PLC                                         | National Grid PLC                                                                                                      | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |       29523 | NS      | $496078.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bonds                                                                                              | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3510000 | PA      | $881518.64    | 0.11%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Co Ltd                       | Wharf Real Estate Investment Co. Ltd.                                                                                  | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | KY        |       10010 | NS      | $28876.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                             | AIB Group PLC                                                                                                          | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |       12081 | NS      | $125883.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMerieux                                                | BioMerieux                                                                                                             | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |         250 | NS      | $26526.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                                 | Unibail-Rodamco-Westfield                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | XX        |         729 | NS      | $79964.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                                                                 | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1474095.51   | 0.18%             | 2049-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                                                                        | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |       18185 | NS      | $308455.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Spain Government Bonds                                    | Spain Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      722000 | PA      | $671533.84    | 0.08%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                | FDJ UNITED                                                                                                             | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |         666 | NS      | $19383.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Life PLC                                         | Standard Life PLC                                                                                                      | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |        4202 | NS      | $37736.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                             | Akzo Nobel NV                                                                                                          | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |        1043 | NS      | $59313.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                                                                    | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      820000 | PA      | $586803.98    | 0.07%             | 2050-06-22      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                    | EQT AB                                                                                                                 | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |        2930 | NS      | $88673.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                 | Prosus NV                                                                                                              | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |        8035 | NS      | $362017.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                                    | Dr. Ing hc F Porsche AG                                                                                                | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |         681 | NS      | $30485.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                              | Evolution AB                                                                                                           | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |         783 | NS      | $48402.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| FRANCE (GOVT OF)                                          | French Republic Government Bonds OAT                                                                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     7320000 | PA      | $7596262.81   | 0.92%             | 2029-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                                                                   | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1210000 | PA      | $1014604.56   | 0.12%             | 2036-10-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                                                                                                | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |       13634 | NS      | $49085.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                  | Banque Ouest Africaine de Developpement                                                                                | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      530000 | PA      | $485705.57    | 0.06%             | 2031-10-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd                        | Auckland International Airport Ltd.                                                                                    | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |        8664 | NS      | $39680.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilt                                                                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2470000 | PA      | $2739055.02   | 0.33%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bonds                                                                                              | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    25170000 | PA      | $721404.85    | 0.09%             | 2035-12-17      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                      | Endeavour Mining PLC                                                                                                   | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |        1160 | NS      | $68477.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                                  | Lifco AB                                                                                                               | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |        1387 | NS      | $41287.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Atlas Copco AB                                            | Atlas Copco AB                                                                                                         | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       15857 | NS      | $273282.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                                                         | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |        9240 | NS      | $141382.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                 | Tesco PLC                                                                                                              | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |       38963 | NS      | $243984.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                    | Netherlands Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1460000 | PA      | $1501370.08   | 0.18%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd                                              | WH Group Ltd.                                                                                                          | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |       50201 | NS      | $65686.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AddTech AB                                                | AddTech AB                                                                                                             | CUSIP: 000000000<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |        1543 | NS      | $51766.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp. of Victoria                                                                                             | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     3070000 | PA      | $1294696.21   | 0.16%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Scentre Group                                             | Scentre Group                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       30996 | NS      | $71000.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                      | Dassault Systemes SE                                                                                                   | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |        4015 | NS      | $80145.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |       48431 | NS      | $354619.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                     | JD Sports Fashion PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |       15016 | NS      | $14043.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bonds                                                                                     | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      110000 | PA      | $131224.83    | 0.02%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilt                                                                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4000000 | PA      | $1839669.84   | 0.22%             | 2050-10-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                                                              | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |        3930 | NS      | $95108.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                                                              | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |        2320 | NS      | $49063.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                                                                                          | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |       11884 | NS      | $83227.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp. of Victoria                                                                                             | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     4240000 | PA      | $2144075.95   | 0.26%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                                                                | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |         574 | NS      | $43556.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa PLC                                               | Informa PLC                                                                                                            | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |        7811 | NS      | $77271.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Davide Campari-Milano NV                                  | Davide Campari-Milano NV                                                                                               | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | NL        |        3654 | NS      | $25889.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                      | Dassault Aviation SA                                                                                                   | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |         118 | NS      | $43535.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                               | Investor AB                                                                                                            | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |       10757 | NS      | $402592.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                | Haleon PLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |       53225 | NS      | $263337.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co.                                                                                                   | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $965820.39    | 0.12%             | 2033-02-17      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Hensoldt AG                                               | Hensoldt AG                                                                                                            | CUSIP: 000000000<br>LEI: 894500686FYLLZD3M624 | Long             | EC               | CORP              | DE        |         382 | NS      | $33380.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                   | Vestas Wind Systems AS                                                                                                 | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |        6115 | NS      | $179850.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| InPost SA                                                 | InPost SA                                                                                                              | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Long             | EC               | CORP              | LU        |        1517 | NS      | $26441.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                        | Nibe Industrier AB                                                                                                     | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |        8961 | NS      | $36528.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| GSK PLC                                                   | GSK PLC                                                                                                                | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       24238 | NS      | $662160.67    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                               | Euronext NV                                                                                                            | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |         457 | NS      | $73158.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Eurofins Scientific SE                                    | Eurofins Scientific SE                                                                                                 | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |         712 | NS      | $51567.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1280000 | PA      | $1470189.70   | 0.18%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                                                            | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |        1646 | NS      | $127583.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                                    | Melrose Industries PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |        7580 | NS      | $50445.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                               | FinecoBank Banca Fineco SpA                                                                                            | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |        3642 | NS      | $79708.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                 | Argenx SE                                                                                                              | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |         378 | NS      | $271234.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Investment Ltd/Singapore                       | CapitaLand Investment Ltd.                                                                                             | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |       13697 | NS      | $28977.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottery Corp Ltd/The                                      | Lottery Corp. Ltd.                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       13237 | NS      | $49134.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                   | Thermo Fisher Scientific Finance I BV                                                                                  | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $72238.38     | 0.01%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                  | Universal Music Group NV                                                                                               | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |        6747 | NS      | $129728.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bonds                                                                               | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     2220000 | PA      | $2577865.29   | 0.31%             | 2031-07-03      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Beijer Ref AB                                             | Beijer Ref AB                                                                                                          | CUSIP: 000000000<br>LEI: 549300PZZEUVH08H4G75 | Long             | EC               | CORP              | SE        |        2425 | NS      | $32993.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Novo Nordisk A/S                                          | Novo Nordisk AS                                                                                                        | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       17975 | NS      | $641964.29    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                                                              | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       34655 | NS      | $1643499.67   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders PLC                                             | Schroders PLC                                                                                                          | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |        4342 | NS      | $33016.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA              | Cie Generale des Etablissements Michelin SCA                                                                           | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |        4032 | NS      | $136036.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilt                                                                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1260000 | PA      | $1244631.81   | 0.15%             | 2053-10-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Aviva PLC                                                 | Aviva PLC                                                                                                              | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |       18276 | NS      | $145237.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Syensqo SA                                                | Syensqo SA                                                                                                             | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | EC               | CORP              | BE        |         446 | NS      | $25507.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      654000 | PA      | $371574.25    | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Saab AB                                                   | Saab AB                                                                                                                | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |        1859 | NS      | $121241.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| U.K. Gilts                                                | U.K. Gilt                                                                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1920000 | PA      | $2445244.09   | 0.30%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                             | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1132830.02   | 0.14%             | 2053-07-25      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Zalando SE                                                | Zalando SE                                                                                                             | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |        1344 | NS      | $31923.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                                                              | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      255000 | PA      | $296892.54    | 0.04%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SGH Ltd                                                   | SGH Ltd.                                                                                                               | CUSIP: 000000000<br>LEI: 254900DME8O9GCK94794 | Long             | EC               | CORP              | AU        |        1209 | NS      | $33707.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                                                                 | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $784286.27    | 0.09%             | 2034-04-11      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| ROCKWOOL A/S                                              | Rockwool AS                                                                                                            | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |         585 | NS      | $15936.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                          | Medibank Pvt Ltd.                                                                                                      | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |       16238 | NS      | $48846.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC Capital Partners PLC                                  | CVC Capital Partners PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Long             | EC               | CORP              | JE        |        1310 | NS      | $16882.93     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Magnum Ice Cream Co NV/The                                | Magnum Ice Cream Co. NV                                                                                                | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |        3022 | NS      | $44395.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romania Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      770000 | PA      | $904222.81    | 0.11%             | 2030-03-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                     | Kongsberg Gruppen ASA                                                                                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |        2786 | NS      | $118757.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                               | Reckitt Benckiser Group PLC                                                                                            | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |        3888 | NS      | $261836.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd                                     | Valterra Platinum Ltd.                                                                                                 | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |         916 | NS      | $74684.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                 | Qiagen NV                                                                                                              | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |        1235 | NS      | $49597.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Autotrader Group PLC                                      | Autotrader Group PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |        5200 | NS      | $32314.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAR Group Ltd                                             | CAR Group Ltd.                                                                                                         | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |        2242 | NS      | $35268.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Sunbelt Rentals Holdings Inc                              | Sunbelt Rentals Holdings, Inc.                                                                                         | CUSIP: 866966104<br>LEI: 529900W4BQDNMAOSRA49 | Long             | EC               | CORP              | US        |        2562 | NS      | $161075.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                                 | CK Hutchison Holdings Ltd.                                                                                             | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |       16028 | NS      | $121826.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                       | Meridian Energy Ltd.                                                                                                   | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |        6749 | NS      | $21447.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax Group PLC                                          | Spirax Group PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |         442 | NS      | $39050.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Ltd                                               | South32 Ltd.                                                                                                           | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |       26709 | NS      | $78687.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                        | Cellnex Telecom SA                                                                                                     | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |        2966 | NS      | $95065.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                                  | Tryg AS                                                                                                                | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |        2039 | NS      | $48600.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                                                                               | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |        8599 | NS      | $111772.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Vicinity Ltd                                              | Vicinity Ltd.                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       23757 | NS      | $38355.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                             | Banco BPM SpA                                                                                                          | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |        6754 | NS      | $92586.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                                                          | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |        8328 | NS      | $585833.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                                                       | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |        3611 | NS      | $113151.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted AS                                                 | Orsted AS                                                                                                              | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |        3236 | NS      | $78082.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                | Scout24 SE                                                                                                             | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |         450 | NS      | $34328.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                                      | Ryanair Holdings PLC                                                                                                   | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |        4745 | NS      | $130915.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd                            | CK Infrastructure Holdings Ltd.                                                                                        | CUSIP: 000000000<br>LEI: 5299005U11RQ1C27MR12 | Long             | EC               | CORP              | BM        |        3780 | NS      | $30153.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group PLC                                 | Land Securities Group PLC                                                                                              | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               |  | GB        |        4217 | NS      | $30866.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                           | Coles Group Ltd.                                                                                                       | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |        8031 | NS      | $121680.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                                | Grifols SA                                                                                                             | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |        1806 | NS      | $18695.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Sartorius Stedim Biotech                                  | Sartorius Stedim Biotech                                                                                               | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |         175 | NS      | $33617.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd                                     | CK Asset Holdings Ltd.                                                                                                 | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |       11555 | NS      | $65517.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                                 | Amundi SA                                                                                                              | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |         368 | NS      | $31199.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                              | VAT Group AG                                                                                                           | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |         159 | NS      | $96203.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Demant A/S                                                | Demant AS                                                                                                              | CUSIP: 000000000<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |         579 | NS      | $17364.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                  | Adyen NV                                                                                                               | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |         155 | NS      | $152390.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Investment AB Latour                                      | Investment AB Latour                                                                                                   | CUSIP: 000000000<br>LEI: 5493006GFBLNB3Y0Y789 | Long             | EC               | CORP              | SE        |         873 | NS      | $18545.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                                                           | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |       18615 | NS      | $475614.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd                                       | WiseTech Global Ltd.                                                                                                   | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |        1177 | NS      | $30874.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                          | Delivery Hero SE                                                                                                       | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |        1170 | NS      | $20893.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                              | Banco Comercial Portugues SA                                                                                           | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |       52715 | NS      | $50694.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors                              | State Street Navigator Securities Lending Government Money Market Portfolio                                            | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |      991381 | NS      | $991380.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                              | Allegion PLC                                                                                                           | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |         387 | NS      | $56227.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                                 | Amcor PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |        2062 | NS      | $81964.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                   | Aon PLC                                                                                                                | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |         908 | NS      | $293084.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                    | Arch Capital Group Ltd.                                                                                                | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |        1679 | NS      | $161167.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                                                                                          | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |        2797 | NS      | $554617.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                        | Credo Technology Group Holding Ltd.                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         723 | NS      | $67868.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                   | CRH PLC                                                                                                                | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |        3075 | NS      | $323244.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                        | Coca-Cola Europacific Partners PLC                                                                                     | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |        1272 | NS      | $115332.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp. PLC                                                                                                        | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        1780 | NS      | $636652.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                         | Everest Group Ltd.                                                                                                     | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |         191 | NS      | $62428.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                 | Aptiv PLC                                                                                                              | CUSIP: 000000000<br>LEI: 254900HTTDFIJZ32GX53 | Long             | EC               | CORP              | JE        |        1012 | NS      | $70273.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC                                 | Flutter Entertainment PLC                                                                                              | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |         881 | NS      | $89817.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grab Holdings Ltd                                         | Grab Holdings Ltd.                                                                                                     | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Long             | EC               | CORP              | KY        |       14149 | NS      | $51785.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                        | Johnson Controls International PLC                                                                                     | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |        2957 | NS      | $387219.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                                                              | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |        2084 | NS      | $1033163.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |        5730 | NS      | $496504.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                                        | Royalty Pharma PLC                                                                                                     | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |        1828 | NS      | $87689.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                           | Seagate Technology Holdings PLC                                                                                        | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |         976 | NS      | $382357.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                               | Pentair PLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |         748 | NS      | $65158.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock PLC                                      | Smurfit Westrock PLC                                                                                                   | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |        2336 | NS      | $93089.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                | STERIS PLC                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |         446 | NS      | $98623.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                       | TE Connectivity PLC                                                                                                    | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |        1367 | NS      | $285730.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies PLC                                                                                                 | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        1004 | NS      | $418406.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                  | Willis Towers Watson PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |         444 | NS      | $129070.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                           | Bunge Global SA                                                                                                        | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |         628 | NS      | $79881.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd.                                                                                                             | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |        1698 | NS      | $553429.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                                | Garmin Ltd.                                                                                                            | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |         742 | NS      | $172151.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Ltd                                                | Amrize Ltd.                                                                                                            | CUSIP: 000000000<br>LEI: 529900SLCCO6K43P8146 | Long             | EC               | CORP              | CH        |        2247 | NS      | $125876.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                     | Spotify Technology SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |         928 | NS      | $449996.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd                     | Check Point Software Technologies Ltd.                                                                                 | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |         521 | NS      | $74424.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CYBERARK SOFTWA                                    | CyberArk Software Ltd.                                                                                                 | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |         306 | NS      | $13770.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Monday.com Ltd                                            | Monday.com Ltd.                                                                                                        | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |         262 | NS      | $18106.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                               | Wix.com Ltd.                                                                                                           | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |         338 | NS      | $30443.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                        | AerCap Holdings NV                                                                                                     | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |        1080 | NS      | $148154.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                         | CNH Industrial NV                                                                                                      | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |        3942 | NS      | $43362.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                              | LyondellBasell Industries NV                                                                                           | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |        1139 | NS      | $91757.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                     | NXP Semiconductors NV                                                                                                  | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |        1171 | NS      | $230523.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Russian Ruble                                             | Russian Ruble                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | RU        |     6402829 | NS      | $78755.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                               | Royal Caribbean Cruises Ltd.                                                                                           | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |        1197 | NS      | $329390.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                                                  | Flex Ltd.                                                                                                              | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |        1712 | NS      | $112067.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REI AGRO LTD                                              | REI Agro Ltd.                                                                                                          | CUSIP: Y7253SAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      259000 | PA      | $0.00         | 0.00%             | 2014-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-29

**Name of Applicant:** TRANSAMERICA SERIES TRUST

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer