# EDGAR Filing Document

**Accession Number:** 0000778207
**File Stem:** 0001752724-23-049046
**Filing Date:** 2023-3
**Character Count:** 114680
**Document Hash:** e2c2bd43997b98640493927dc635bf87
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049046.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049046

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TRANSAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000778207
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04419
- **FILM NUMBER:** 23690756

**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 BlackRock Global Real Estate Securities VP (Series ID: S000007898)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000021441 | Initial      |  |
| C000021442 | Service      |  |

## 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 BlackRock Global Real Estate Securities VP

- **b. EDGAR series identifier (if any):** S000007898

- **c. LEI of Series:** 54930045LNDIE4ONMC58

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $434413516.63

**Total Liabilities:** $48694002.23

**Net Assets:** $385719514.40

**Cash Not Reported:** $360081.97

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021442 | 1.96%                | 8.11%                | -3.75%               |
| Class ID C000021441 | 2.10%                | 8.11%                | -3.70%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-66385566.40            | $71747578.56                               |
| Month 2  | $-11618225.82            | $41402956.89                               |
| Month 3  | $-2993960.46             | $-13747776.88                              |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund's Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bank of America N.A.                           | Purchased USD / Sold EUR                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-707.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased USD / Sold GBP                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-78631.33    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Great Portland Estates PLC                     | Great Portland Estates PLC                                                  | CUSIP: 000000000<br>LEI: 213800JMEDD2Q4N1MC42 | Long             | EC               |  | GB        |    465472 | NS      | $2785525.48   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                 | Omega Healthcare Investors, Inc.                                            | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |     89789 | NS      | $2509602.55   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Castellum AB                                   | Castellum AB                                                                | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | EC               | CORP              | SE        |    414163 | NS      | $5010908.52   | 1.30%             |  |  |  | No            |                  2 | On Loan: —       |
| Equity Residential                             | Equity Residential                                                          | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |     95865 | NS      | $5656035.00   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Derwent London PLC                             | Derwent London PLC                                                          | CUSIP: 000000000<br>LEI: 213800BXKQ9KZNUR1M61 | Long             | EC               |  | GB        |    114755 | NS      | $3285199.07   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold SEK                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-37.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Orix JREIT Inc                                 | Orix JREIT, Inc.                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | JP        |      2081 | NS      | $2957227.22   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold SEK                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $1326.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased HKD / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |         1 | NC      | $3082.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower Inc                                  | Welltower, Inc.                                                             | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |     15630 | NS      | $1024546.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LXI REIT Plc                                   | LXI REIT PLC                                                                | CUSIP: 000000000<br>LEI: 2138008YZGXOKAXQVI45 | Long             | EC               |  | GB        |   1744262 | NS      | $2374425.16   | 0.62%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UBS AG                                         | Purchased GBP / Sold USD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |         1 | NC      | $1440.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties Ltd                           | Swire Properties Ltd.                                                       | CUSIP: 000000000<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |    247800 | NS      | $629861.44    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                         | Purchased USD / Sold AUD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-6365.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased USD / Sold GBP                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-83.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased EUR / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $148576.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendlease Corp Ltd                             | Lendlease Corp. Ltd.                                                        | CUSIP: 000000000<br>LEI: 549300MQ0F0TIIEK5592 | Long             | EC               | CORP              | AU        |    160811 | NS      | $858387.42    | 0.22%             |  |  |  | No            |                  2 | On Loan: —       |
| State Street Bank & Trust Co.                  | Purchased CHF / Sold USD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |         1 | NC      | $292937.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold SEK                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-4803.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heiwa Real Estate REIT Inc                     | Heiwa Real Estate REIT, Inc.                                                | CUSIP: 000000000<br>LEI: 3538003GH25628YW4R98 | Long             | EC               |  | JP        |       613 | NS      | $708565.22    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased USD / Sold AUD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-48723.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hankyu Hanshin REIT Inc                        | Hankyu Hanshin REIT, Inc.                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | JP        |       542 | NS      | $629800.37    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                  | Purchased USD / Sold CAD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-77194.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased NZD / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NZ        |         1 | NC      | $172832.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                     | FIXED INC CLEARING CORP.REPO                                                | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   4616489 | PA      | $4616489.02   | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UDR Inc                                        | UDR, Inc.                                                                   | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |    162775 | NS      | $6304275.75   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                           | Purchased JPY / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $7192.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                         | Purchased USD / Sold ILS                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-430.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased USD / Sold AUD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2715.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc                                     | Ventas, Inc.                                                                | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |    180778 | NS      | $8144048.90   | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased JPY / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $105761.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House REIT Investment Corp               | Daiwa House REIT Investment Corp.                                           | CUSIP: 000000000<br>LEI: 3538001FWU534P8JMO05 | Long             | EC               |  | JP        |      1404 | NS      | $3138780.86   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased GBP / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $410.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased EUR / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-890.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold SEK                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-1249.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased AUD / Sold USD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |         1 | NC      | $112696.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased HKD / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |         1 | NC      | $5801.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased JPY / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $25493.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                    | Daiwa House Industry Co. Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    164500 | NS      | $3809170.22   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased GBP / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $4993.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold EUR                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-16767.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kenedix Office Investment Corp                 | Kenedix Office Investment Corp.                                             | CUSIP: 000000000<br>LEI: 353800FFT483NCIHFY42 | Long             | EC               |  | JP        |      1021 | NS      | $2489484.91   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors                   | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  16310103 | NS      | $16310102.85  | 4.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                           | Regency Centers Corp.                                                       | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |     49080 | NS      | $3067500.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co Ltd                          | Mitsui Fudosan Co. Ltd.                                                     | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |    426900 | NS      | $7862064.16   | 2.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold EUR                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-2464.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold EUR                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-648.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased USD / Sold JPY                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-26842.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| British Land Co PLC/The                        | British Land Co. PLC                                                        | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               |  | GB        |    830512 | NS      | $3966991.93   | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                         | Purchased USD / Sold EUR                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-73574.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased HKD / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |         1 | NC      | $-846.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                         | Purchased EUR / Sold USD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $130972.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased AUD / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $1287.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased GBP / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $11438.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexus                                          | Dexus                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    620747 | NS      | $3275426.52   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                         | Purchased USD / Sold EUR                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-7322.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased AUD / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $18719.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased GBP / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $210.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Communities Inc                            | Sun Communities, Inc.                                                       | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |     68998 | NS      | $9866714.00   | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased AUD / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $62123.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased GBP / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $138196.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                         | Purchased USD / Sold ILS                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $15204.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                  | Purchased USD / Sold AUD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-110945.42   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                    | Merlin Properties Socimi SA                                                 | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | EC               |  | ES        |    387384 | NS      | $3638773.18   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased SEK / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SE        |         1 | NC      | $20120.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased EUR / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $1172.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased CAD / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |         1 | NC      | $39085.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased USD / Sold GBP                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-22214.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                  | Purchased AUD / Sold USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $3042.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold SEK                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-57.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold AUD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-1793.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Hotel REIT Investment Corp               | Japan Hotel REIT Investment Corp.                                           | CUSIP: 000000000<br>LEI: 353800L8KG849FP1JI68 | Long             | EC               |  | JP        |      2780 | NS      | $1641648.89   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Properties Inc                          | Boston Properties, Inc.                                                     | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |     68614 | NS      | $4636934.12   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                   | Prologis, Inc.                                                              | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |    167561 | NS      | $18889151.53  | 4.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Daito Trust Construction Co Ltd                | Daito Trust Construction Co. Ltd.                                           | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |     18000 | NS      | $1857055.78   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased GBP / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $96326.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased HKD / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |         1 | NC      | $9014.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased GBP / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $613.70       | 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      | $-1328.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased USD / Sold GBP                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-609706.43   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased KRW / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |         1 | NC      | $14849.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOTTE Reit Co Ltd                              | LOTTE Reit Co. Ltd.                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | KR        |    150022 | NS      | $475815.51    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold SGD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2607.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                    | Purchased USD / Sold AUD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-125859.55   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                  | Goodman Group                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    681245 | NS      | $8052015.04   | 2.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Physicians Realty Trust                        | Physicians Realty Trust                                                     | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |    318257 | NS      | $4605178.79   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Azrieli Group Ltd                              | Azrieli Group Ltd.                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     16478 | NS      | $1098888.34   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold JPY                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-9830.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased JPY / Sold USD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $147.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp.                                                        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |     18725 | NS      | $3967078.50   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold SEK                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-4059.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold SEK                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-30829.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold CAD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $6210.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased AUD / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |         1 | NC      | $9561.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased AUD / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $4302.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Properties Real Estate Investment Trust | Allied Properties Real Estate Investment Trust                              | CUSIP: 019456102<br>LEI: 549300AMZMPKVHA0MY77 | Long             | EC               |  | CA        |    174235 | NS      | $3294251.11   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                | Federal Realty Investment Trust                                             | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               |  | US        |     20925 | NS      | $2114262.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased JPY / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $1149501.35   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc            | Alexandria Real Estate Equities, Inc.                                       | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |     47535 | NS      | $6924423.45   | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitaland Investment Ltd/Singapore            | Capitaland Investment Ltd.                                                  | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |   1026600 | NS      | $2835911.60   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold JPY                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-18848.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Summit Industrial Income REIT                  | Summit Industrial Income REIT                                               | CUSIP: 866120116<br>LEI: 2549002JNRHTJ9H0MR86 | Long             | EC               |  | CA        |    217709 | NS      | $3648314.04   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold HKD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-5065.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties Inc               | Ryman Hospitality Properties, Inc.                                          | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |     36469 | NS      | $2982434.82   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Wharf Holdings Ltd/The                         | Wharf Holdings Ltd.                                                         | CUSIP: 000000000<br>LEI: 254900JCV4TBBPX9IW91 | Long             | EC               | CORP              | HK        |    230000 | NS      | $676258.26    | 0.18%             |  |  |  | No            |                  2 | On Loan: —       |
| HSBC Bank PLC                                  | Purchased HKD / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |         1 | NC      | $74.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold EUR                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-61991.29    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased HKD / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |         1 | NC      | $5639.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust | Choice Properties Real Estate Investment Trust                              | CUSIP: 17039A106<br>LEI: 5493007MYGFSLOZGT937 | Long             | EC               |  | CA        |    266421 | NS      | $2904264.37   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| ESR Group Ltd                                  | ESR Group Ltd.                                                              | CUSIP: 000000000<br>LEI: 549300C81AR42BZUFZ09 | Long             | EC               | CORP              | KY        |       100 | NS      | $209.85       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased USD / Sold JPY                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-162712.54   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased EUR / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $9471.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                         | Purchased HKD / Sold USD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HK        |         1 | NC      | $412.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp                    | Tokyu Fudosan Holdings Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    141100 | NS      | $675181.35    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold JPY                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-38692.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GLP J-Reit                                     | GLP J-Reit                                                                  | CUSIP: 000000000<br>LEI: 353800E27V9KA51K2I90 | Long             | EC               |  | JP        |      1048 | NS      | $1208186.53   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased USD / Sold EUR                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1193.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold SEK                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $530.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold SEK                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $174.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amot Investments Ltd                           | Amot Investments Ltd.                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    109376 | NS      | $642449.87    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                    | Sun Hung Kai Properties Ltd.                                                | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |    201500 | NS      | $2757073.58   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                 | Public Storage                                                              | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |     41204 | NS      | $11544948.76  | 2.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ESR Kendall Square REIT Co Ltd                 | ESR Kendall Square REIT Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | KR        |    570136 | NS      | $1802072.95   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased AUD / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |         1 | NC      | $1849.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                             | Cellnex Telecom SA                                                          | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |    148394 | NS      | $4911588.88   | 1.27%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NEXTDC Ltd                                     | NEXTDC Ltd.                                                                 | CUSIP: 000000000<br>LEI: 529900RTERU3X7G3D672 | Long             | EC               | CORP              | AU        |    971692 | NS      | $6020347.34   | 1.56%             |  |  |  | No            |                  2 | On Loan: —       |
| HSBC Bank PLC                                  | Purchased USD / Sold CHF                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-334.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | Purchased USD / Sold EUR                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-2610.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                      | Host Hotels & Resorts, Inc.                                                 | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |    320894 | NS      | $5150348.70   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Comforia Residential REIT Inc                  | Comforia Residential REIT, Inc.                                             | CUSIP: 000000000<br>LEI: 353800BJ2SV3UPG9JU05 | Long             | EC               |  | JP        |       150 | NS      | $338997.26    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased AUD / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $77.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased USD / Sold JPY                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-47730.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased USD / Sold JPY                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-336681.07   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased HKD / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |         1 | NC      | $7428.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR Properties                                 | EPR Properties                                                              | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |    210615 | NS      | $7944397.80   | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased SGD / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |         1 | NC      | $529830.08    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold SEK                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-34642.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased HKD / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |         1 | NC      | $-15971.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased USD / Sold CHF                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-44.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold JPY                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-25170.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                      | Link REIT                                                                   | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |    770700 | NS      | $5657727.61   | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased USD / Sold CAD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-4379.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased CAD / Sold USD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $570.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased JPY / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $5815.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold HKD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-4795.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                         | Purchased USD / Sold JPY                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-17952.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold GBP                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-249.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold EUR                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-60.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased JPY / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $46050.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Real Estate Investment Corp              | Japan Real Estate Investment Corp.                                          | CUSIP: 000000000<br>LEI: 3538003YAIR3CBGJJ928 | Long             | EC               |  | JP        |       781 | NS      | $3433686.38   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Hall Group                             | Charter Hall Group                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    110411 | NS      | $900576.67    | 0.23%             |  |  |  | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank N.A.                       | Purchased GBP / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $1482.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold SEK                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $27.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased USD / Sold GBP                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-75282.11    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased CAD / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |         1 | NC      | $1068.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties Inc                  | Hudson Pacific Properties, Inc.                                             | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               |  | US        |    168295 | NS      | $1637510.35   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                         | Purchased USD / Sold AUD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-64141.87    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased SGD / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |         1 | NC      | $11504.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                         | Purchased GBP / Sold USD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |         1 | NC      | $15581.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased SGD / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SG        |         1 | NC      | $4525.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased USD / Sold JPY                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-456524.54   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Cromwell European Real Estate Investment Trust | Cromwell European Real Estate Investment Trust                              | CUSIP: 000000000<br>LEI: 21380093RFHTC319NL93 | Long             | EC               |  | SG        |   1088122 | NS      | $1747169.46   | 0.45%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                    | Purchased CAD / Sold USD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |         1 | NC      | $12589.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased SEK / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |         1 | NC      | $-753.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold CHF                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-19293.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased EUR / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $825.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                         | Purchased USD / Sold ILS                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $3612.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Building Fund Inc                       | Nippon Building Fund, Inc.                                                  | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               |  | JP        |      1049 | NS      | $4699878.09   | 1.22%             |  |  |  | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank N.A.                       | Purchased EUR / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $655.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT Group/The                                  | GPT Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    447152 | NS      | $1278662.70   | 0.33%             |  |  |  | No            |                  2 | On Loan: —       |
| Nippon Prologis REIT Inc                       | Nippon Prologis REIT, Inc.                                                  | CUSIP: 000000000<br>LEI: 353800PHBMSDLAFURY41 | Long             | EC               |  | JP        |       621 | NS      | $1459756.93   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased EUR / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $21451.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Realty Capital Inc                      | Spirit Realty Capital, Inc.                                                 | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               |  | US        |    137568 | NS      | $5493090.24   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold SGD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-51730.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                  | Purchased USD / Sold KRW                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-361209.87   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased HKD / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |         1 | NC      | $975.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust         | CapitaLand Integrated Commercial Trust                                      | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               |  | SG        |   2636700 | NS      | $4015878.75   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                         | Purchased USD / Sold AUD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-9741.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                         | Purchased USD / Sold JPY                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-212975.35   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                  | Purchased USD / Sold JPY                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-34005.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased JPY / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $496.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp                        | SBA Communications Corp.                                                    | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |     14238 | NS      | $3991053.78   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold JPY                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-83800.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                         | Purchased USD / Sold JPY                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-374523.63   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Logistics Park Inc              | Mitsui Fudosan Logistics Park, Inc.                                         | CUSIP: 000000000<br>LEI: 353800DN63EIYS760S59 | Long             | EC               |  | JP        |      1105 | NS      | $4049870.47   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased KRW / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |         1 | NC      | $90339.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased HKD / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |         1 | NC      | $5118.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold SEK                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-2950.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold EUR                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-302.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased SGD / Sold USD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |         1 | NC      | $10609.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                       | Mitsubishi Estate Co. Ltd.                                                  | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |    318500 | NS      | $4152343.04   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased HKD / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |         1 | NC      | $35.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                      | AvalonBay Communities, Inc.                                                 | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |     76337 | NS      | $12329952.24  | 3.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                           | Purchased CAD / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |         1 | NC      | $7265.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold EUR                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-121250.85   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold SEK                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-231.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                         | Purchased USD / Sold HKD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $1099.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased JPY / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $48772.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold CAD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $9442.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                    | Purchased HKD / Sold USD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HK        |         1 | NC      | $-17.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Inc                             | Outfront Media, Inc.                                                        | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |    441105 | NS      | $7313520.90   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| VGP NV                                         | VGP NV                                                                      | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | EC               | CORP              | BE        |     28364 | NS      | $2362181.45   | 0.61%             |  |  |  | No            |                  2 | On Loan: —       |
| Bank of America N.A.                           | Purchased USD / Sold JPY                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-19504.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased HKD / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |         1 | NC      | $-46.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased EUR / Sold USD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $58797.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased SEK / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |         1 | NC      | $-326.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                    | Purchased USD / Sold SEK                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-33096.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased JPY / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $105.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centuria Capital Group                         | Centuria Capital Group                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   2724465 | NS      | $3162693.79   | 0.82%             |  |  |  | No            |                  2 | On Loan: —       |
| UBS AG                                         | Purchased USD / Sold AUD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-22739.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased USD / Sold AUD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-9639.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased HKD / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |         1 | NC      | $873.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                  | Purchased USD / Sold AUD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-300139.74   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                    | Purchased HKD / Sold USD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HK        |         1 | NC      | $583.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold CHF                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-28.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold CAD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-5415.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITE Group PLC/The                            | UNITE Group PLC                                                             | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               |  | GB        |    272982 | NS      | $3003196.71   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties Inc                            | VICI Properties, Inc.                                                       | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |    396818 | NS      | $12856903.20  | 3.33%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                         | Purchased USD / Sold HKD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $11877.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold EUR                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-22448.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                  | Purchased USD / Sold EUR                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-289.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased GBP / Sold USD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $19179.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold SEK                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-424.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased HKD / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |         1 | NC      | $-2357.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold ILS                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $2647.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                       | Simon Property Group, Inc.                                                  | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |     80546 | NS      | $9462544.08   | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                         | Purchased USD / Sold AUD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-97180.42    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold CHF                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-228.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased GBP / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $8395.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased USD / Sold GBP                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-44300.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                   | Klepierre SA                                                                | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               |  | FR        |     74516 | NS      | $1717353.68   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                    | Purchased SGD / Sold USD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SG        |         1 | NC      | $2819.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heiwa Real Estate Co Ltd                       | Heiwa Real Estate Co. Ltd.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $223407.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased GBP / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $109285.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                    | Purchased HKD / Sold USD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HK        |         1 | NC      | $1933.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased USD / Sold JPY                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-28322.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased SEK / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SE        |         1 | NC      | $-3281.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased CAD / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $241.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased USD / Sold JPY                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-352185.79   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold SEK                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-17117.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                         | Purchased USD / Sold HKD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $236.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold SGD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-84060.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                         | Purchased USD / Sold HKD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-19075.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased SEK / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SE        |         1 | NC      | $20678.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Co Ltd                                   | Hulic Co. Ltd.                                                              | CUSIP: 000000000<br>LEI: 3538002E12E7IHAKTB10 | Long             | EC               | CORP              | JP        |    279700 | NS      | $2216458.40   | 0.57%             |  |  |  | No            |                  2 | On Loan: —       |
| Agree Realty Corp                              | Agree Realty Corp.                                                          | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |     94109 | NS      | $6675151.37   | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                           | Purchased GBP / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $2986.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                         | Purchased USD / Sold GBP                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-33.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased EUR / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $19531.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased SEK / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |         1 | NC      | $191438.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| National Storage REIT                          | National Storage REIT                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |   2735082 | NS      | $4320259.81   | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased USD / Sold CAD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-7275.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Katitas Co Ltd                                 | Katitas Co. Ltd.                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13200 | NS      | $303748.86    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                  | Purchased EUR / Sold USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $970.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                    | Purchased SGD / Sold USD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SG        |         1 | NC      | $8027.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased USD / Sold GBP                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-198.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold CHF                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-1078.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased NOK / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NO        |         1 | NC      | $39934.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased SEK / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SE        |         1 | NC      | $-2008.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased USD / Sold CHF                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-28154.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold ILS                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-351.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                    | Purchased ILS / Sold USD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IL        |         1 | NC      | $49405.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                     | Vonovia SE                                                                  | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |    269458 | NS      | $6351474.77   | 1.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased EUR / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $1076.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                       | Digital Realty Trust, Inc.                                                  | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |      8819 | NS      | $884281.13    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                            | STAG Industrial, Inc.                                                       | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |    161590 | NS      | $5220972.90   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased GBP / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $10560.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased USD / Sold NZD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-26140.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                         | Purchased JPY / Sold USD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |         1 | NC      | $295450.82    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                         | Warehouses De Pauw CVA                                                      | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               |  | BE        |     67186 | NS      | $1920243.16   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                  | Purchased EUR / Sold USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $99686.09     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                      | Segro PLC                                                                   | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               |  | GB        |    280521 | NS      | $2589641.67   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased SGD / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |         1 | NC      | $20461.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keihanshin Building Co Ltd                     | Keihanshin Building Co. Ltd.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     97400 | NS      | $948469.98    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased HKD / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |         1 | NC      | $14.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                        | Extra Space Storage, Inc.                                                   | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |     39474 | NS      | $5809783.32   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                          | CK Asset Holdings Ltd.                                                      | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |    764000 | NS      | $4703149.72   | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty Inc                  | Rexford Industrial Realty, Inc.                                             | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |    155607 | NS      | $8502366.48   | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                           | SL Green Realty Corp.                                                       | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |     77129 | NS      | $2600789.88   | 0.67%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC Bank PLC                                  | Purchased HKD / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |         1 | NC      | $659.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased USD / Sold AUD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-11422.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased JPY / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $13109.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased JPY / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $360649.20    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased AUD / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $135.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased SGD / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |         1 | NC      | $16967.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold SGD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-49043.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Inc                                    | Equinix, Inc.                                                               | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |     24111 | NS      | $15793428.33  | 4.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased CAD / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $3976.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased SEK / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SE        |         1 | NC      | $11733.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                         | Purchased HKD / Sold USD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HK        |         1 | NC      | $-867.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                      | Healthpeak Properties, Inc.                                                 | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |    202001 | NS      | $5064165.07   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                         | Cousins Properties, Inc.                                                    | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |    103749 | NS      | $2623812.21   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Prime Site AG                            | Swiss Prime Site AG                                                         | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |      5287 | NS      | $458284.81    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased AUD / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |         1 | NC      | $68093.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Region RE Ltd                                  | Region RE Ltd.                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |   1376043 | NS      | $2538942.27   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased USD / Sold EUR                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-432395.48   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                    | Purchased SGD / Sold USD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SG        |         1 | NC      | $8863.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold JPY                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1134.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold AUD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-46347.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold EUR                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-580.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                         | Purchased USD / Sold HKD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-7716.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                         | Purchased USD / Sold HKD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-499.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                           | Invitation Homes, Inc.                                                      | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |    257966 | NS      | $7646112.24   | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                           | Purchased USD / Sold CHF                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-90.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased USD / Sold SGD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6877.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased JPY / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $17828.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | Purchased CAD / Sold USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |         1 | NC      | $-744.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Purchased EUR / Sold USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $1139.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | Purchased JPY / Sold USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $67377.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-17

**Name of Applicant:** TRANSAMERICA SERIES TRUST

**Signature:** Vincent Toner

**Name of Signer:** Vincent Toner

**Title:** Treasurer