# EDGAR Filing Document

**Accession Number:** 0000778207
**File Stem:** 0001410368-25-027206
**Filing Date:** 2025-11
**Character Count:** 775483
**Document Hash:** e23e8c031522b49dc86c24259f5ab170
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-027206.hdr.sgml**: 20251120

**ACCESSION NUMBER**: 0001410368-25-027206

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251120

**DATE AS OF CHANGE**: 20251120

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04419
- **FILM NUMBER:** 251501232

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS**

**At September 30, 2025**

**(unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS - 47.7%**  | **COMMON STOCKS - 47.7%**  | **COMMON STOCKS - 47.7%**  |
| **Australia - 0.9%**  | **Australia - 0.9%**  | **Australia - 0.9%**  |
| ANZ Group Holdings Ltd. | 18190 | $399726 |
| APA Group | 8034 | 47207 |
| Aristocrat Leisure Ltd. | 3412 | 157995 |
| ASX Ltd. | 1206 | 46755 |
| Atlassian Corp., Class A <sup>(A)</sup> <br>| 989 | 157943 |
| BHP Group Ltd. | 31708 | 892330 |
| BlueScope Steel Ltd. | 2726 | 40928 |
| Brambles Ltd. | 8429 | 138321 |
| CAR Group Ltd. | 2329 | 56682 |
| Cochlear Ltd. | 407 | 75205 |
| Coles Group Ltd. | 8275 | 127526 |
| Commonwealth Bank of Australia | 10158 | 1121826 |
| Computershare Ltd. | 3159 | 75857 |
| CSL Ltd. | 2931 | 384398 |
| Evolution Mining Ltd. | 11896 | 85249 |
| Fortescue Ltd. | 10725 | 132567 |
| Goodman Group, REIT | 12530 | 271782 |
| Insurance Australia Group Ltd. | 14418 | 78231 |
| Lottery Corp. Ltd. | 13802 | 53701 |
| Macquarie Group Ltd. | 2216 | 321610 |
| Medibank Pvt Ltd. | 16936 | 54016 |
| National Australia Bank Ltd. | 18715 | 546741 |
| Northern Star Resources Ltd. | 8161 | 128145 |
| Origin Energy Ltd. | 10657 | 88147 |
| Pro Medicus Ltd. | 356 | 72622 |
| Qantas Airways Ltd. | 4619 | 33376 |
| QBE Insurance Group Ltd. | 9363 | 127565 |
| Quintis Australia Pty. Ltd. <sup>(B)(C)(D)</sup> <br>| 1725383 | 1 |
| REA Group Ltd. | 328 | 50149 |
| Rio Tinto Ltd. | 2339 | 188868 |
| Santos Ltd. | 20139 | 89684 |
| Scentre Group, REIT | 32219 | 86983 |
| SGH Ltd. <sup>(E)</sup> <br>| 1258 | 41563 |
| Sigma Healthcare Ltd. <sup>(E)</sup> <br>| 28632 | 56269 |
| Sonic Healthcare Ltd. | 2900 | 41142 |
| South32 Ltd. | 27926 | 50631 |
| Stockland, REIT | 14808 | 59967 |
| Suncorp Group Ltd. | 6629 | 88869 |
| Telstra Group Ltd. | 24507 | 78162 |
| Transurban Group | 19233 | 175625 |
| Vicinity Ltd., REIT | 24145 | 40261 |
| Washington H Soul Pattinson & Co. Ltd. | 2152 | 54809 |
| Wesfarmers Ltd. | 7015 | 427141 |
| Westpac Banking Corp. | 20795 | 536229 |
| WiseTech Global Ltd. | 1260 | 75245 |
| Woodside Energy Group Ltd. | 11729 | 178738 |
| Woolworths Group Ltd. | 7544 | 133283 |
|  |  | 8170070 |
| **Austria - 0.0% \*** | **Austria - 0.0% \*** | **Austria - 0.0% \*** |
| Erste Group Bank AG | 1958 | 191260 |
| OMV AG | 938 | 50019 |
| Verbund AG | 426 | 30959 |
|  |  | 272238 |
| **Belgium - 0.1%**  | **Belgium - 0.1%**  | **Belgium - 0.1%**  |
| Ageas SA | 888 | 61407 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Belgium (continued)** | **Belgium (continued)** | **Belgium (continued)** |
| Anheuser-Busch InBev SA | 5872 | $350216 |
| D'ieteren Group | 127 | 23737 |
| Elia Group SA | 262 | 30191 |
| Groupe Bruxelles Lambert NV | 471 | 42054 |
| KBC Group NV | 1375 | 163773 |
| Lotus Bakeries NV <sup>(E)</sup> <br>| 2 | 18832 |
| Sofina SA <sup>(E)</sup> <br>| 97 | 28585 |
| Syensqo SA <sup>(E)</sup> <br>| 433 | 34924 |
| UCB SA | 651 | 179612 |
|  |  | 933331 |
| **Bermuda - 0.0% \*** | **Bermuda - 0.0% \*** | **Bermuda - 0.0% \*** |
| Arch Capital Group Ltd. | 2130 | 193255 |
| Everest Group Ltd. | 241 | 84405 |
|  |  | 277660 |
| **Canada - 1.8%**  | **Canada - 1.8%**  | **Canada - 1.8%**  |
| Agnico Eagle Mines Ltd. | 3053 | 514208 |
| Alamos Gold, Inc., Class A | 2566 | 89442 |
| Alimentation Couche-Tard, Inc. | 4621 | 246540 |
| AltaGas Ltd. | 1831 | 56415 |
| ARC Resources Ltd. | 3659 | 66728 |
| AtkinsRealis Group, Inc. | 1022 | 73759 |
| Bank of Montreal | 4468 | 582217 |
| Bank of Nova Scotia | 7670 | 495957 |
| Barrick Mining Corp. | 10966 | 360175 |
| BCE, Inc. | 458 | 10702 |
| Bombardier, Inc., Class B <sup>(A)</sup> <br>| 532 | 74553 |
| Brookfield Corp. | 8359 | 573544 |
| CAE, Inc. <sup>(A)</sup> <br>| 1821 | 53922 |
| Cameco Corp. <sup>(E)</sup> <br>| 2738 | 229790 |
| Canadian Imperial Bank of Commerce <sup>(E)</sup> <br>| 5856 | 467950 |
| Canadian National Railway Co. | 3253 | 306764 |
| Canadian Natural Resources Ltd. | 13095 | 418716 |
| Canadian Pacific Kansas City Ltd. <sup>(E)</sup> <br>| 5663 | 421765 |
| Canadian Tire Corp. Ltd., Class A | 311 | 37022 |
| Canadian Utilities Ltd., Class A | 820 | 22938 |
| CCL Industries, Inc., Class B | 925 | 52136 |
| Celestica, Inc. <sup>(A)</sup> <br>| 701 | 172502 |
| Cenovus Energy, Inc. | 8629 | 146514 |
| CGI, Inc. | 1222 | 108845 |
| Constellation Software, Inc. | 122 | 331187 |
| Descartes Systems Group, Inc. <sup>(A)</sup> <br>| 528 | 49716 |
| Dollarama, Inc. | 1720 | 226837 |
| Element Fleet Management Corp. | 2482 | 64275 |
| Emera, Inc. | 1827 | 87655 |
| Empire Co. Ltd., Class A | 778 | 27923 |
| Enbridge, Inc. | 13443 | 678187 |
| Fairfax Financial Holdings Ltd. | 121 | 211691 |
| First Quantum Minerals Ltd. <sup>(A)</sup> <br>| 4062 | 91882 |
| FirstService Corp. | 252 | 48013 |
| Fortis, Inc. | 3070 | 155717 |
| Franco-Nevada Corp. | 1183 | 263317 |
| George Weston Ltd. | 1069 | 65206 |
| GFL Environmental, Inc. | 1526 | 72325 |
| Gildan Activewear, Inc. | 889 | 51358 |
| Great-West Lifeco, Inc. | 1698 | 68911 |

---

**Transamerica Series Trust**

**Page 1**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| Hydro One Ltd. <sup>(F)</sup> <br>| 2027 | $72315 |
| iA Financial Corp., Inc. | 561 | 63783 |
| IGM Financial, Inc. | 507 | 18456 |
| Imperial Oil Ltd. | 1113 | 100919 |
| Intact Financial Corp. | 1100 | 214017 |
| Ivanhoe Mines Ltd., Class A <sup>(A)(E)</sup> <br>| 4439 | 47079 |
| Keyera Corp. | 1418 | 47572 |
| Kinross Gold Corp. | 7483 | 185717 |
| Loblaw Cos. Ltd. | 3669 | 141914 |
| Lululemon Athletica, Inc. <sup>(A)</sup> <br>| 611 | 108715 |
| Lundin Gold, Inc. | 667 | 43216 |
| Lundin Mining Corp. | 4109 | 61294 |
| Magna International, Inc. | 1638 | 77610 |
| Manulife Financial Corp. | 10448 | 325519 |
| Metro, Inc. | 1266 | 85028 |
| National Bank of Canada <sup>(E)</sup> <br>| 2456 | 260883 |
| Nutrien Ltd. <sup>(E)</sup> <br>| 3067 | 180115 |
| Open Text Corp. | 1576 | 58909 |
| Pan American Silver Corp. | 2574 | 99746 |
| Pembina Pipeline Corp. | 3609 | 145921 |
| Power Corp. of Canada <sup>(E)</sup> <br>| 3423 | 148116 |
| Restaurant Brands International, Inc. | 1908 | 122402 |
| Rogers Communications, Inc., Class B | 2257 | 77698 |
| Royal Bank of Canada | 8667 | 1277413 |
| Saputo, Inc. | 1518 | 36867 |
| Shopify, Inc., Class A <sup>(A)</sup> <br>| 7130 | 1059279 |
| Stantec, Inc. | 710 | 76571 |
| Sun Life Financial, Inc. | 3455 | 207469 |
| Suncor Energy, Inc. | 7720 | 323067 |
| TC Energy Corp. <sup>(E)</sup> <br>| 6451 | 350756 |
| Teck Resources Ltd., Class B | 2727 | 119626 |
| TELUS Corp. | 3097 | 48779 |
| TFI International, Inc. <sup>(E)</sup> <br>| 484 | 42596 |
| Thomson Reuters Corp. | 980 | 152172 |
| TMX Group Ltd. | 1707 | 65302 |
| Toromont Industries Ltd. | 502 | 55737 |
| Toronto-Dominion Bank | 10601 | 847653 |
| Tourmaline Oil Corp. | 2291 | 98804 |
| Waste Connections, Inc. | 1433 | 251921 |
| Wheaton Precious Metals Corp. | 2765 | 309421 |
| Whitecap Resources, Inc. | 7786 | 59415 |
| WSP Global, Inc. <sup>(E)</sup> <br>| 806 | 158397 |
|  |  | 16305493 |
| **Chile - 0.0% \*** | **Chile - 0.0% \*** | **Chile - 0.0% \*** |
| Antofagasta PLC | 2318 | 85762 |
| **China - 0.0% \*** | **China - 0.0% \*** | **China - 0.0% \*** |
| Yangzijiang Shipbuilding Holdings Ltd. | 16486 | 43070 |
| **Denmark - 0.3%**  | **Denmark - 0.3%**  | **Denmark - 0.3%**  |
| AP Moller - Maersk AS, Class A | 18 | 35190 |
| AP Moller - Maersk AS, Class B | 24 | 47052 |
| Carlsberg AS, Class B | 575 | 66815 |
| Coloplast AS, Class B | 770 | 65761 |
| Danske Bank AS | 4118 | 175457 |
| Demant AS <sup>(A)</sup> <br>| 525 | 18182 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Denmark (continued)** | **Denmark (continued)** | **Denmark (continued)** |
| DSV AS | 1249 | $248403 |
| Genmab AS <sup>(A)</sup> <br>| 374 | 113382 |
| Novo Nordisk AS, Class B | 19520 | 1058118 |
| Novonesis Novozymes, Class B | 2115 | 129434 |
| Orsted AS <sup>(A)(F)</sup> <br>| 3182 | 56828 |
| Pandora AS | 475 | 61889 |
| Rockwool AS, B Shares | 591 | 21946 |
| Tryg AS | 2053 | 52083 |
| Vestas Wind Systems AS | 6090 | 114749 |
|  |  | 2265289 |
| **Finland - 0.1%**  | **Finland - 0.1%**  | **Finland - 0.1%**  |
| Elisa OYJ <sup>(E)</sup> <br>| 883 | 46298 |
| Fortum OYJ | 2667 | 50428 |
| Kesko OYJ, B Shares | 1670 | 35488 |
| Kone OYJ, Class B | 2087 | 142114 |
| Metso OYJ <sup>(E)</sup> <br>| 4137 | 56755 |
| Neste OYJ | 2615 | 47848 |
| Nokia OYJ | 31683 | 151728 |
| Nordea Bank Abp | 19085 | 313135 |
| Orion OYJ, Class B | 660 | 50483 |
| Sampo OYJ, A Shares | 14806 | 169971 |
| Stora Enso OYJ, R Shares <sup>(E)</sup> <br>| 3517 | 38550 |
| UPM-Kymmene OYJ <sup>(E)</sup> <br>| 3209 | 87670 |
| Wartsila OYJ Abp | 3079 | 91999 |
|  |  | 1282467 |
| **France - 1.4%**  | **France - 1.4%**  | **France - 1.4%**  |
| Accor SA | 1211 | 57298 |
| Aeroports de Paris SA <sup>(E)</sup> <br>| 213 | 28083 |
| Air Liquide SA | 3545 | 736093 |
| Airbus SE | 3660 | 848233 |
| Alstom SA <sup>(A)</sup> <br>| 2135 | 55446 |
| Amundi SA <sup>(F)</sup> <br>| 379 | 29991 |
| Arkema SA | 352 | 22151 |
| AXA SA | 10947 | 522319 |
| BioMerieux | 257 | 34337 |
| BNP Paribas SA | 6278 | 569975 |
| Bollore SE | 4315 | 24398 |
| Bouygues SA | 1175 | 52863 |
| Bureau Veritas SA | 2062 | 64493 |
| Capgemini SE | 985 | 142878 |
| Carrefour SA | 3612 | 54683 |
| Cie de Saint-Gobain SA | 2778 | 298950 |
| &nbsp;&nbsp; Cie Generale des Etablissements Michelin <br> SCA<br>| 4164 | 149302 |
| Covivio SA, REIT | 341 | 22900 |
| Credit Agricole SA | 6508 | 127753 |
| Danone SA | 3972 | 345833 |
| Dassault Aviation SA | 119 | 39762 |
| Dassault Systemes SE | 4105 | 137403 |
| Edenred SE <sup>(E)</sup> <br>| 1473 | 34933 |
| Eiffage SA | 428 | 54621 |
| Engie SA | 11293 | 242035 |
| EssilorLuxottica SA | 1833 | 593962 |
| FDJ UNITED | 684 | 22887 |
| Gecina SA, REIT | 280 | 28041 |

---

**Transamerica Series Trust**

**Page 2**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **France (continued)** | **France (continued)** | **France (continued)** |
| Getlink SE | 1869 | $34363 |
| Hermes International SCA | 191 | 467100 |
| Ipsen SA | 229 | 30542 |
| Kering SA | 438 | 145297 |
| Klepierre SA, REIT | 1326 | 51623 |
| Legrand SA | 1623 | 267911 |
| L'Oreal SA | 1489 | 644197 |
| LVMH Moet Hennessy Louis Vuitton SE | 1519 | 928251 |
| Orange SA | 11522 | 186814 |
| Pernod Ricard SA | 1238 | 121423 |
| Publicis Groupe SA | 1407 | 134926 |
| Renault SA | 1184 | 48375 |
| Rexel SA | 1375 | 44943 |
| Safran SA | 2220 | 782178 |
| Sanofi SA | 6811 | 628122 |
| Sartorius Stedim Biotech | 180 | 36359 |
| Schneider Electric SE | 3392 | 946213 |
| Societe Generale SA | 4496 | 297498 |
| Sodexo SA | 559 | 35145 |
| Teleperformance SE <sup>(E)</sup> <br>| 329 | 24466 |
| Thales SA | 562 | 175907 |
| TotalEnergies SE | 12935 | 785590 |
| Unibail-Rodamco-Westfield, REIT <sup>(A)</sup> <br>| 740 | 77705 |
| Veolia Environnement SA | 3909 | 133000 |
| Vinci SA | 3059 | 423608 |
|  |  | 12793179 |
| **Germany - 1.3%**  | **Germany - 1.3%**  | **Germany - 1.3%**  |
| adidas AG | 1050 | 221156 |
| Allianz SE | 2394 | 1004536 |
| BASF SE | 5494 | 273425 |
| Bayer AG | 5959 | 197502 |
| Bayerische Motoren Werke AG | 1735 | 174039 |
| Beiersdorf AG | 600 | 62694 |
| Brenntag SE | 766 | 45776 |
| Commerzbank AG | 4898 | 184534 |
| Continental AG | 686 | 45199 |
| Covestro AG <sup>(A)</sup> <br>| 1108 | 75839 |
| CTS Eventim AG & Co. KGaA | 387 | 37893 |
| Daimler Truck Holding AG | 2948 | 121208 |
| Delivery Hero SE <sup>(A)(F)</sup> <br>| 1191 | 34132 |
| Deutsche Bank AG | 11617 | 408487 |
| Deutsche Boerse AG | 1150 | 307971 |
| Deutsche Lufthansa AG | 3696 | 31278 |
| Deutsche Post AG | 5932 | 264232 |
| Deutsche Telekom AG | 21438 | 730161 |
| E.ON SE | 13895 | 261260 |
| Evonik Industries AG | 1591 | 27589 |
| Fresenius Medical Care AG | 1350 | 70785 |
| Fresenius SE & Co. KGaA | 2599 | 144634 |
| GEA Group AG | 916 | 67591 |
| Hannover Rueck SE | 372 | 112069 |
| Heidelberg Materials AG | 855 | 192280 |
| Henkel AG & Co. KGaA | 643 | 47673 |
| Hensoldt AG | 370 | 47914 |
| Infineon Technologies AG | 7966 | 310503 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| Knorr-Bremse AG | 451 | $42280 |
| LEG Immobilien SE | 461 | 36642 |
| Mercedes-Benz Group AG | 4408 | 276719 |
| Merck KGaA | 792 | 101772 |
| MTU Aero Engines AG | 332 | 152367 |
| &nbsp;&nbsp; Muenchener Rueckversicherungs-<br> Gesellschaft AG<br>| 800 | 510383 |
| Nemetschek SE | 351 | 45660 |
| Rational AG | 32 | 24383 |
| Rheinmetall AG | 279 | 650043 |
| RWE AG | 3914 | 173792 |
| SAP SE | 6431 | 1720718 |
| Scout24 SE <sup>(F)</sup> <br>| 458 | 57320 |
| Siemens AG | 4742 | 1276036 |
| Siemens Energy AG <sup>(A)</sup> <br>| 4176 | 487440 |
| Siemens Healthineers AG <sup>(F)</sup> <br>| 2072 | 111950 |
| Symrise AG | 812 | 70585 |
| Talanx AG | 399 | 53028 |
| Vonovia SE | 4578 | 142701 |
| Zalando SE <sup>(A)(F)</sup> <br>| 1388 | 42385 |
|  |  | 11478564 |
| **Hong Kong - 0.3%**  | **Hong Kong - 0.3%**  | **Hong Kong - 0.3%**  |
| AIA Group Ltd. | 64106 | 614950 |
| BOC Hong Kong Holdings Ltd. | 23396 | 109855 |
| CK Asset Holdings Ltd. | 11621 | 56328 |
| CK Hutchison Holdings Ltd. | 16371 | 107815 |
| CK Infrastructure Holdings Ltd. | 3935 | 25839 |
| CLP Holdings Ltd. | 10270 | 85056 |
| Futu Holdings Ltd., ADR | 382 | 66434 |
| Galaxy Entertainment Group Ltd. | 13296 | 73263 |
| Hang Seng Bank Ltd. | 4740 | 72179 |
| Henderson Land Development Co. Ltd. | 8899 | 31379 |
| HKT Trust & HKT Ltd. | 23679 | 35053 |
| Hong Kong & China Gas Co. Ltd. | 69296 | 60196 |
| Hong Kong Exchanges & Clearing Ltd. | 7328 | 416217 |
| Hong Kong Land Holdings Ltd. | 6700 | 42411 |
| Jardine Matheson Holdings Ltd. | 1017 | 64071 |
| Link, REIT | 16080 | 82653 |
| MTR Corp. Ltd. <sup>(E)</sup> <br>| 9651 | 32716 |
| Power Assets Holdings Ltd. | 8673 | 54923 |
| Prudential PLC | 15776 | 220870 |
| Sino Land Co. Ltd. | 22727 | 28767 |
| SITC International Holdings Co. Ltd. | 8320 | 32031 |
| Sun Hung Kai Properties Ltd. | 8910 | 106710 |
| Swire Pacific Ltd., Class A | 2171 | 18399 |
| Techtronic Industries Co. Ltd. | 8956 | 114569 |
| WH Group Ltd. <sup>(F)</sup> <br>| 51909 | 56232 |
| Wharf Holdings Ltd. | 6622 | 18942 |
| Wharf Real Estate Investment Co. Ltd. | 10066 | 29751 |
|  |  | 2657609 |
| **Ireland - 0.5%**  | **Ireland - 0.5%**  | **Ireland - 0.5%**  |
| Accenture PLC, Class A | 3420 | 843372 |
| AerCap Holdings NV | 1127 | 136367 |
| AIB Group PLC | 13686 | 123965 |
| Allegion PLC | 482 | 85483 |

---

**Transamerica Series Trust**

**Page 3**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Ireland (continued)** | **Ireland (continued)** | **Ireland (continued)** |
| Aptiv PLC <sup>(A)</sup> <br>| 1244 | $107258 |
| Bank of Ireland Group PLC | 6195 | 101934 |
| DCC PLC | 606 | 38892 |
| Eaton Corp. PLC | 2179 | 815491 |
| Experian PLC | 5666 | 283624 |
| James Hardie Industries PLC, CDI <sup>(A)</sup> <br>| 3563 | 66202 |
| Kerry Group PLC, Class A | 1026 | 92451 |
| Kingspan Group PLC | 1001 | 83206 |
| Medtronic PLC | 7194 | 685157 |
| Ryanair Holdings PLC | 5439 | 157726 |
| Smurfit WestRock PLC | 2947 | 125454 |
| TE Connectivity PLC | 1670 | 366615 |
| Trane Technologies PLC | 1245 | 525340 |
|  |  | 4638537 |
| **Israel - 0.1%**  | **Israel - 0.1%**  | **Israel - 0.1%**  |
| Azrieli Group Ltd. | 237 | 23520 |
| Bank Hapoalim BM | 7124 | 144794 |
| Bank Leumi Le-Israel BM | 8411 | 165797 |
| Check Point Software Technologies Ltd. <sup>(A)</sup> <br>| 516 | 106766 |
| CyberArk Software Ltd. <sup>(A)</sup> <br>| 284 | 137215 |
| Elbit Systems Ltd. | 162 | 82022 |
| ICL Group Ltd. | 4507 | 28167 |
| Israel Discount Bank Ltd., Class A | 6943 | 68629 |
| Mizrahi Tefahot Bank Ltd. | 874 | 57498 |
| Monday.com Ltd. <sup>(A)</sup> <br>| 248 | 48035 |
| Nice Ltd. <sup>(A)</sup> <br>| 386 | 56871 |
| Nova Ltd. <sup>(A)</sup> <br>| 170 | 53866 |
| Phoenix Financial Ltd. | 1239 | 46385 |
| Teva Pharmaceutical Industries Ltd., ADR <sup>(A)</sup> <br>| 6651 | 134350 |
| Wix.com Ltd. <sup>(A)</sup> <br>| 330 | 58618 |
|  |  | 1212533 |
| **Italy - 0.4%**  | **Italy - 0.4%**  | **Italy - 0.4%**  |
| Banca Mediolanum SpA | 1369 | 27404 |
| Banco BPM SpA | 7152 | 106849 |
| BPER Banca SpA | 9131 | 101156 |
| Davide Campari-Milano NV <sup>(E)</sup> <br>| 3773 | 23787 |
| ENEL SpA | 49719 | 470834 |
| Eni SpA | 12735 | 222270 |
| Ferrari NV | 762 | 368228 |
| FinecoBank Banca Fineco SpA | 3752 | 81075 |
| Generali | 5214 | 204519 |
| Infrastrutture Wireless Italiane SpA <sup>(F)</sup> <br>| 1701 | 19991 |
| Intesa Sanpaolo SpA | 87217 | 574858 |
| Leonardo SpA | 2426 | 153862 |
| &nbsp;&nbsp; Mediobanca Banca di Credito Finanziario <br> SpA<br>| 3402 | 68839 |
| Moncler SpA | 1380 | 80799 |
| Nexi SpA <sup>(F)</sup> <br>| 3347 | 18925 |
| Poste Italiane SpA <sup>(F)</sup> <br>| 2792 | 66182 |
| Prysmian SpA | 1686 | 166630 |
| &nbsp;&nbsp; Recordati Industria Chimica e Farmaceutica <br> SpA<br>| 696 | 42246 |
| Snam SpA | 12281 | 73794 |
| Telecom Italia SpA <sup>(A)</sup> <br>| 70639 | 36930 |
| Terna - Rete Elettrica Nazionale | 8599 | 87206 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Italy (continued)** | **Italy (continued)** | **Italy (continued)** |
| UniCredit SpA | 8821 | $667671 |
| Unipol Assicurazioni SpA | 2207 | 47314 |
|  |  | 3711369 |
| **Luxembourg - 0.0% \*** | **Luxembourg - 0.0% \*** | **Luxembourg - 0.0% \*** |
| ArcelorMittal SA | 2902 | 104189 |
| CVC Capital Partners PLC <sup>(F)</sup> <br>| 1330 | 23141 |
| Eurofins Scientific SE | 731 | 53022 |
| Tenaris SA | 2280 | 40661 |
|  |  | 221013 |
| **Macau - 0.0% \*** | **Macau - 0.0% \*** | **Macau - 0.0% \*** |
| Sands China Ltd. | 14513 | 40470 |
| **Mexico - 0.0% \*** | **Mexico - 0.0% \*** | **Mexico - 0.0% \*** |
| Fresnillo PLC | 1370 | 43483 |
| **Netherlands - 0.7%**  | **Netherlands - 0.7%**  | **Netherlands - 0.7%**  |
| ABN AMRO Bank NV <sup>(F)</sup> <br>| 3655 | 116934 |
| Adyen NV <sup>(A)(F)</sup> <br>| 157 | 251605 |
| Akzo Nobel NV <sup>(E)</sup> <br>| 1073 | 76341 |
| Argenx SE <sup>(A)</sup> <br>| 366 | 265212 |
| ASM International NV | 290 | 173915 |
| ASML Holding NV | 2442 | 2374189 |
| BE Semiconductor Industries NV | 445 | 66273 |
| Euronext NV <sup>(F)</sup> <br>| 481 | 71945 |
| EXOR NV | 585 | 57143 |
| Ferrovial SE | 3137 | 179657 |
| Heineken Holding NV <sup>(E)</sup> <br>| 816 | 55901 |
| Heineken NV | 1811 | 141223 |
| IMCD NV | 370 | 38227 |
| ING Groep NV, Series N | 19083 | 494577 |
| JDE Peet's NV | 1073 | 39304 |
| Koninklijke Ahold Delhaize NV | 5700 | 230542 |
| Koninklijke KPN NV | 24495 | 117536 |
| Koninklijke Philips NV | 4848 | 131139 |
| NN Group NV | 1695 | 119202 |
| NXP Semiconductors NV | 1437 | 327248 |
| Prosus NV | 8062 | 567344 |
| Qiagen NV | 1332 | 58949 |
| Randstad NV <sup>(E)</sup> <br>| 685 | 29089 |
| Stellantis NV | 12208 | 112713 |
| Universal Music Group NV | 6832 | 196999 |
| Wolters Kluwer NV | 1481 | 201958 |
|  |  | 6495165 |
| **New Zealand - 0.0% \*** | **New Zealand - 0.0% \*** | **New Zealand - 0.0% \*** |
| Auckland International Airport Ltd. | 8839 | 40380 |
| Contact Energy Ltd. | 4382 | 23118 |
| Fisher & Paykel Healthcare Corp. Ltd. | 3045 | 65406 |
| Infratil Ltd. | 4779 | 34217 |
| Meridian Energy Ltd. | 6954 | 22456 |
| Xero Ltd. <sup>(A)</sup> <br>| 1027 | 107032 |
|  |  | 292609 |
| **Norway - 0.1%**  | **Norway - 0.1%**  | **Norway - 0.1%**  |
| Aker BP ASA | 2004 | 50825 |
| DNB Bank ASA | 5486 | 149250 |

---

**Transamerica Series Trust**

**Page 4**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Norway (continued)** | **Norway (continued)** | **Norway (continued)** |
| Equinor ASA | 4895 | $119389 |
| Gjensidige Forsikring ASA | 1190 | 34891 |
| Kongsberg Gruppen ASA | 2690 | 85973 |
| Mowi ASA | 2888 | 61004 |
| Norsk Hydro ASA | 8292 | 56169 |
| Orkla ASA | 4342 | 45336 |
| Salmar ASA | 415 | 22165 |
| Telenor ASA | 3812 | 63180 |
| Yara International ASA | 1027 | 37521 |
|  |  | 725703 |
| **Poland - 0.0% \*** | **Poland - 0.0% \*** | **Poland - 0.0% \*** |
| InPost SA <sup>(A)</sup> <br>| 1560 | 19139 |
| **Portugal - 0.0% \*** | **Portugal - 0.0% \*** | **Portugal - 0.0% \*** |
| Banco Comercial Portugues SA, Class R | 55266 | 48872 |
| EDP SA | 20789 | 98532 |
| Galp Energia SGPS SA | 2822 | 53342 |
| Jeronimo Martins SGPS SA | 1863 | 45276 |
|  |  | 246022 |
| **Republic of South Africa - 0.0% \*** | **Republic of South Africa - 0.0% \*** | **Republic of South Africa - 0.0% \*** |
| Valterra Platinum Ltd. | 916 | 65292 |
| **Russian Federation - 0.0%**  | **Russian Federation - 0.0%**  | **Russian Federation - 0.0%**  |
| Evraz PLC <sup>(A)(B)(C)(G)</sup> <br>| 6267 | 0 |
| **Singapore - 0.2%**  | **Singapore - 0.2%**  | **Singapore - 0.2%**  |
| CapitaLand Ascendas, REIT | 24518 | 53029 |
| &nbsp;&nbsp; CapitaLand Integrated Commercial Trust, <br> REIT<br>| 36467 | 64738 |
| CapitaLand Investment Ltd. | 14660 | 30571 |
| DBS Group Holdings Ltd. | 13344 | 529126 |
| Genting Singapore Ltd. | 37749 | 21509 |
| Grab Holdings Ltd., Class A <sup>(A)</sup> <br>| 14980 | 90180 |
| Keppel Ltd. | 9133 | 63155 |
| Oversea-Chinese Banking Corp. Ltd. | 21165 | 269741 |
| Sea Ltd., ADR <sup>(A)</sup> <br>| 2445 | 436995 |
| Sembcorp Industries Ltd. | 5608 | 26172 |
| Singapore Airlines Ltd. <sup>(E)</sup> <br>| 9471 | 47871 |
| Singapore Exchange Ltd. | 5388 | 69044 |
| Singapore Technologies Engineering Ltd. | 9552 | 63756 |
| Singapore Telecommunications Ltd. | 48293 | 154618 |
| United Overseas Bank Ltd. | 7913 | 212126 |
| Wilmar International Ltd. | 12073 | 26674 |
|  |  | 2159305 |
| **Spain - 0.5%**  | **Spain - 0.5%**  | **Spain - 0.5%**  |
| Acciona SA | 152 | 30498 |
| &nbsp;&nbsp; ACS Actividades de Construccion y <br> Servicios SA<br>| 1102 | 87979 |
| Aena SME SA <sup>(F)</sup> <br>| 4629 | 126465 |
| Amadeus IT Group SA | 2753 | 218171 |
| Banco Bilbao Vizcaya Argentaria SA | 35845 | 687650 |
| Banco de Sabadell SA | 31230 | 120996 |
| Banco Santander SA | 92389 | 962557 |
| Bankinter SA | 4131 | 65014 |
| CaixaBank SA | 24020 | 252283 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Spain (continued)** | **Spain (continued)** | **Spain (continued)** |
| Cellnex Telecom SA <sup>(A)(F)</sup> <br>| 2985 | $103349 |
| EDP Renovaveis SA | 2090 | 27482 |
| Endesa SA | 1939 | 61943 |
| Grifols SA | 1791 | 25916 |
| Iberdrola SA | 38767 | 733010 |
| Industria de Diseno Textil SA <sup>(E)</sup> <br>| 6627 | 365447 |
| Redeia Corp. SA | 2494 | 48138 |
| Repsol SA | 7204 | 127418 |
| Telefonica SA <sup>(E)</sup> <br>| 22724 | 117335 |
|  |  | 4161651 |
| **Sweden - 0.5%**  | **Sweden - 0.5%**  | **Sweden - 0.5%**  |
| AddTech AB, B Shares | 1629 | 52810 |
| Alfa Laval AB | 1811 | 82409 |
| Assa Abloy AB, Class B | 6199 | 215053 |
| Atlas Copco AB, A Shares | 16775 | 283135 |
| Atlas Copco AB, B Shares | 9752 | 146005 |
| Beijer Ref AB | 2423 | 37744 |
| Boliden AB <sup>(A)</sup> <br>| 1693 | 68821 |
| Epiroc AB, Class A | 4132 | 87078 |
| Epiroc AB, Class B | 2458 | 46317 |
| EQT AB | 2254 | 77955 |
| Essity AB, Class B | 3738 | 97595 |
| Evolution AB <sup>(F)</sup> <br>| 884 | 72621 |
| Fastighets AB Balder, B Shares <sup>(A)(E)</sup> <br>| 4417 | 31594 |
| H&M Hennes & Mauritz AB, B Shares <sup>(E)</sup> <br>| 3509 | 65320 |
| Hexagon AB, B Shares | 12951 | 153936 |
| Holmen AB, B Shares <sup>(E)</sup> <br>| 475 | 18033 |
| Industrivarden AB, A Shares | 738 | 29255 |
| Industrivarden AB, C Shares <sup>(E)</sup> <br>| 969 | 38382 |
| Indutrade AB <sup>(E)</sup> <br>| 1733 | 39724 |
| Investment AB Latour, B Shares <sup>(E)</sup> <br>| 918 | 21735 |
| Investor AB, B Shares | 10660 | 332955 |
| L E Lundbergforetagen AB, B Shares | 470 | 24383 |
| Lifco AB, B Shares <sup>(E)</sup> <br>| 1447 | 48846 |
| Nibe Industrier AB, B Shares <sup>(E)</sup> <br>| 8975 | 35311 |
| Saab AB, Class B | 1964 | 119850 |
| Sagax AB, Class B | 1357 | 28295 |
| Sandvik AB | 6648 | 184871 |
| Securitas AB, B Shares | 3052 | 45905 |
| &nbsp;&nbsp; Skandinaviska Enskilda Banken AB, <br> Class A <sup>(E)</sup> <br>| 9431 | 184224 |
| Skanska AB, B Shares | 2108 | 54612 |
| SKF AB, B Shares | 2120 | 52514 |
| Spotify Technology SA <sup>(A)</sup> <br>| 942 | 657516 |
| Svenska Cellulosa AB SCA, Class B <sup>(E)</sup> <br>| 3737 | 49360 |
| Svenska Handelsbanken AB, A Shares | 9092 | 118208 |
| Swedbank AB, A Shares | 5243 | 157718 |
| Swedish Orphan Biovitrum AB <sup>(A)(E)</sup> <br>| 1188 | 36191 |
| Tele2 AB, B Shares | 3391 | 57829 |
| Telefonaktiebolaget LM Ericsson, B Shares | 17338 | 143354 |
| Telia Co. AB | 14744 | 56208 |
| Trelleborg AB, B Shares <sup>(E)</sup> <br>| 1252 | 46612 |
| Volvo AB, B Shares | 10107 | 289327 |
|  |  | 4389611 |

---

**Transamerica Series Trust**

**Page 5**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Switzerland - 1.4%**  | **Switzerland - 1.4%**  | **Switzerland - 1.4%**  |
| ABB Ltd. | 9625 | $693053 |
| Alcon AG | 3078 | 229134 |
| Amcor PLC | 12844 | 105064 |
| Amrize Ltd. <sup>(A)</sup> <br>| 3140 | 151428 |
| Avolta AG | 545 | 29480 |
| Baloise Holding AG | 255 | 62913 |
| Banque Cantonale Vaudoise <sup>(E)</sup> <br>| 186 | 21940 |
| Barry Callebaut AG | 22 | 30124 |
| Belimo Holding AG | 60 | 62672 |
| BKW AG <sup>(E)</sup> <br>| 129 | 27532 |
| Chocoladefabriken Lindt & Spruengli AG | 7 | 241895 |
| Chubb Ltd. | 2152 | 607402 |
| Cie Financiere Richemont SA, Class A | 3274 | 623502 |
| Coca-Cola HBC AG | 1404 | 66164 |
| DSM-Firmenich AG | 1160 | 98765 |
| EMS-Chemie Holding AG <sup>(E)</sup> <br>| 43 | 30384 |
| Galderma Group AG | 802 | 139334 |
| Garmin Ltd. | 910 | 224060 |
| Geberit AG | 208 | 156042 |
| Givaudan SA | 57 | 231423 |
| Glencore PLC <sup>(A)</sup> <br>| 61703 | 283474 |
| Helvetia Holding AG | 230 | 56254 |
| Holcim AG | 3182 | 269174 |
| Julius Baer Group Ltd. | 1262 | 87130 |
| Kuehne & Nagel International AG | 301 | 56018 |
| Logitech International SA | 944 | 102909 |
| Lonza Group AG | 435 | 288087 |
| Nestle SA | 15690 | 1440196 |
| Novartis AG | 11655 | 1465861 |
| Partners Group Holding AG | 140 | 181760 |
| Roche Holding AG | 4487 | 1467960 |
| Sandoz Group AG | 2538 | 150389 |
| Schindler Holding AG | 394 | 146418 |
| SGS SA | 1012 | 104855 |
| SIG Group AG | 1860 | 19171 |
| Sika AG | 927 | 206233 |
| Sonova Holding AG | 312 | 84893 |
| STMicroelectronics NV <sup>(E)</sup> <br>| 4184 | 117157 |
| Straumann Holding AG | 687 | 73270 |
| Swatch Group AG | 177 | 33230 |
| Swiss Life Holding AG | 174 | 187016 |
| Swiss Prime Site AG | 491 | 68649 |
| Swiss Re AG | 1840 | 339893 |
| Swisscom AG | 161 | 116799 |
| UBS Group AG | 19566 | 799059 |
| VAT Group AG <sup>(E)(F)</sup> <br>| 167 | 65957 |
| Zurich Insurance Group AG | 900 | 640588 |
|  |  | 12684711 |
| **United Kingdom - 1.9%**  | **United Kingdom - 1.9%**  | **United Kingdom - 1.9%**  |
| 3i Group PLC | 6021 | 331113 |
| Admiral Group PLC | 1555 | 70101 |
| Anglo American PLC | 6777 | 253836 |
| Aon PLC, Class A | 1164 | 415059 |
| Ashtead Group PLC | 2636 | 176017 |
| Associated British Foods PLC | 1992 | 54947 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| AstraZeneca PLC | 9523 | $1432132 |
| Auto Trader Group PLC <sup>(F)</sup> <br>| 5325 | 56448 |
| Aviva PLC | 18917 | 174478 |
| BAE Systems PLC | 18337 | 507779 |
| Barclays PLC | 87957 | 449041 |
| Barratt Redrow PLC | 8350 | 43785 |
| BP PLC | 100641 | 576261 |
| British American Tobacco PLC | 12966 | 688277 |
| BT Group PLC | 37448 | 96270 |
| Bunzl PLC | 2032 | 64112 |
| Centrica PLC | 30285 | 67857 |
| CNH Industrial NV | 4996 | 54207 |
| Coca-Cola Europacific Partners PLC | 1455 | 131547 |
| Compass Group PLC | 10528 | 358084 |
| Diageo PLC | 13627 | 325395 |
| Entain PLC | 3743 | 43987 |
| GSK PLC | 24747 | 524029 |
| Haleon PLC | 55531 | 248248 |
| Halma PLC | 2324 | 107831 |
| Hikma Pharmaceuticals PLC | 1021 | 23316 |
| HSBC Holdings PLC | 107847 | 1515703 |
| Imperial Brands PLC | 4815 | 204502 |
| Informa PLC | 8044 | 99269 |
| InterContinental Hotels Group PLC | 913 | 110191 |
| International Consolidated Airlines Group SA | 7598 | 39535 |
| Intertek Group PLC | 961 | 61029 |
| J Sainsbury PLC | 10687 | 48006 |
| JD Sports Fashion PLC | 15024 | 19256 |
| Kingfisher PLC | 10761 | 44677 |
| Land Securities Group PLC, REIT | 4358 | 34111 |
| Legal & General Group PLC | 35411 | 113346 |
| Lloyds Banking Group PLC | 371682 | 418995 |
| London Stock Exchange Group PLC | 2906 | 332829 |
| M&G PLC | 14097 | 47966 |
| Marks & Spencer Group PLC | 12665 | 62086 |
| Melrose Industries PLC | 7856 | 64323 |
| Mondi PLC | 2707 | 37280 |
| National Grid PLC | 30328 | 435413 |
| NatWest Group PLC | 50270 | 352644 |
| Next PLC | 715 | 118998 |
| NMC Health PLC <sup>(A)(B)(C)(G)</sup> <br>| 77617 | 0 |
| Pearson PLC | 3601 | 51166 |
| Pentair PLC | 929 | 102896 |
| Phoenix Group Holdings PLC | 4332 | 37491 |
| Reckitt Benckiser Group PLC | 4221 | 324601 |
| RELX PLC | 11267 | 538992 |
| Rentokil Initial PLC | 15760 | 79653 |
| Rio Tinto PLC | 6868 | 451447 |
| Rolls-Royce Holdings PLC | 53153 | 850677 |
| Sage Group PLC | 5911 | 87447 |
| Schroders PLC | 4458 | 22543 |
| Segro PLC, REIT | 7874 | 69405 |
| Severn Trent PLC | 1672 | 58196 |
| Shell PLC | 36983 | 1316327 |
| Smith & Nephew PLC | 5145 | 92548 |
| Smiths Group PLC | 2042 | 64593 |

---

**Transamerica Series Trust**

**Page 6**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| Spirax Group PLC | 458 | $41978 |
| SSE PLC | 6849 | 160413 |
| Standard Chartered PLC | 12295 | 237368 |
| Tesco PLC | 40703 | 243873 |
| Unilever PLC | 15263 | 903197 |
| United Utilities Group PLC | 4210 | 64915 |
| Vodafone Group PLC | 120676 | 139835 |
| Whitbread PLC | 1080 | 46770 |
| Willis Towers Watson PLC | 556 | 192070 |
| Wise PLC, Class A <sup>(A)</sup> <br>| 4086 | 56876 |
| WPP PLC | 6564 | 32469 |
|  |  | 17702062 |
| **United States - 35.1%**  | **United States - 35.1%**  | **United States - 35.1%**  |
| 3M Co. | 3025 | 469419 |
| Abbott Laboratories | 9806 | 1313416 |
| AbbVie, Inc. | 9570 | 2215838 |
| ABIOMED, Inc. <sup>(A)(B)(C)</sup> <br>| 56 | 57 |
| Adobe, Inc. <sup>(A)</sup> <br>| 2459 | 867412 |
| Advanced Micro Devices, Inc. <sup>(A)</sup> <br>| 9098 | 1471965 |
| AECOM | 746 | 97331 |
| Affirm Holdings, Inc. <sup>(A)</sup> <br>| 1596 | 116636 |
| Aflac, Inc. | 2924 | 326610 |
| Agilent Technologies, Inc. | 1559 | 200098 |
| Air Products & Chemicals, Inc. | 1236 | 337082 |
| Airbnb, Inc., Class A <sup>(A)</sup> <br>| 2504 | 304036 |
| Akamai Technologies, Inc. <sup>(A)</sup> <br>| 836 | 63335 |
| Albertsons Cos., Inc., Class A | 2078 | 36386 |
| Alexandria Real Estate Equities, Inc., REIT | 895 | 74589 |
| Align Technology, Inc. <sup>(A)</sup> <br>| 397 | 49712 |
| Alliant Energy Corp. | 1430 | 96396 |
| Allstate Corp. | 1491 | 320043 |
| Alnylam Pharmaceuticals, Inc. <sup>(A)</sup> <br>| 720 | 328320 |
| Alphabet, Inc., Class A | 33626 | 8174481 |
| Alphabet, Inc., Class C | 28405 | 6918038 |
| Altria Group, Inc. | 9503 | 627768 |
| Amazon.com, Inc. <sup>(A)</sup> <br>| 54243 | 11910136 |
| Ameren Corp. | 1533 | 160015 |
| American Electric Power Co., Inc. | 2948 | 331650 |
| American Express Co. | 3283 | 1090481 |
| American Financial Group, Inc. | 378 | 55082 |
| American Homes 4 Rent, Class A, REIT | 1862 | 61912 |
| American International Group, Inc. | 3254 | 255569 |
| American Tower Corp., REIT | 2683 | 515995 |
| American Water Works Co., Inc. | 1084 | 150882 |
| Ameriprise Financial, Inc. | 550 | 270187 |
| AMETEK, Inc. | 1295 | 243460 |
| Amgen, Inc. | 2929 | 826564 |
| Amphenol Corp., Class A | 6842 | 846697 |
| Analog Devices, Inc. | 2847 | 699508 |
| Annaly Capital Management, Inc., REIT | 3581 | 72372 |
| Apollo Global Management, Inc. | 2607 | 347435 |
| Apple, Inc. | 85078 | 21663411 |
| Applied Materials, Inc. | 4531 | 927677 |
| AppLovin Corp., Class A <sup>(A)</sup> <br>| 1226 | 880930 |
| Archer-Daniels-Midland Co. | 2746 | 164046 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Ares Management Corp., Class A | 1278 | $204339 |
| Arista Networks, Inc. <sup>(A)</sup> <br>| 5969 | 869743 |
| Arthur J Gallagher & Co. | 1429 | 442618 |
| AT&T, Inc. | 40839 | 1153293 |
| Atmos Energy Corp. | 886 | 151285 |
| Autodesk, Inc. <sup>(A)</sup> <br>| 1235 | 392322 |
| Automatic Data Processing, Inc. | 2302 | 675637 |
| AutoZone, Inc. <sup>(A)</sup> <br>| 92 | 394702 |
| AvalonBay Communities, Inc., REIT | 817 | 157820 |
| Avery Dennison Corp. | 441 | 71517 |
| Axon Enterprise, Inc. <sup>(A)</sup> <br>| 411 | 294950 |
| Baker Hughes Co. | 5832 | 284135 |
| Ball Corp. | 1469 | 74067 |
| Bank of America Corp. | 41218 | 2126437 |
| Bank of New York Mellon Corp. | 4089 | 445537 |
| Baxter International, Inc. | 2806 | 63893 |
| Becton Dickinson & Co. | 1610 | 301344 |
| Bentley Systems, Inc., Class B | 926 | 47670 |
| Berkshire Hathaway, Inc., Class B <sup>(A)</sup> <br>| 7643 | 3842442 |
| Best Buy Co., Inc. | 1155 | 87341 |
| Biogen, Inc. <sup>(A)</sup> <br>| 812 | 113745 |
| BioMarin Pharmaceutical, Inc. <sup>(A)</sup> <br>| 1079 | 58439 |
| Blackrock, Inc. | 832 | 970004 |
| Blackstone, Inc. | 4324 | 738755 |
| Block, Inc. <sup>(A)</sup> <br>| 3222 | 232854 |
| Boeing Co. <sup>(A)</sup> <br>| 4388 | 947062 |
| Booking Holdings, Inc. | 190 | 1025861 |
| Booz Allen Hamilton Holding Corp. | 698 | 69765 |
| Boston Scientific Corp. <sup>(A)</sup> <br>| 8436 | 823607 |
| Bristol-Myers Squibb Co. | 11252 | 507465 |
| Broadcom, Inc. | 25837 | 8523885 |
| Broadridge Financial Solutions, Inc., ADR | 661 | 157430 |
| Brookfield Asset Management Ltd., Class A | 2522 | 143524 |
| Brookfield Renewable Corp. | 847 | 29158 |
| Brown & Brown, Inc. | 1681 | 157661 |
| Brown-Forman Corp., Class B | 1032 | 27947 |
| Builders FirstSource, Inc. <sup>(A)</sup> <br>| 619 | 75054 |
| Bunge Global SA | 804 | 65325 |
| Burlington Stores, Inc. <sup>(A)</sup> <br>| 371 | 94420 |
| BXP, Inc., REIT | 863 | 64155 |
| Cadence Design Systems, Inc. <sup>(A)</sup> <br>| 1547 | 543399 |
| Camden Property Trust, REIT | 609 | 65029 |
| Capital One Financial Corp. | 3853 | 819071 |
| Cardinal Health, Inc. | 1323 | 207658 |
| Carlisle Cos., Inc. | 243 | 79937 |
| Carlyle Group, Inc. | 1387 | 86965 |
| Carnival Corp. <sup>(A)</sup> <br>| 6337 | 183203 |
| Carrier Global Corp. | 4321 | 257964 |
| Carvana Co. <sup>(A)</sup> <br>| 673 | 253883 |
| Caterpillar, Inc. | 2623 | 1251564 |
| Cboe Global Markets, Inc. | 590 | 144698 |
| CBRE Group, Inc., Class A <sup>(A)</sup> <br>| 1698 | 267537 |
| CDW Corp. | 774 | 123283 |
| Cencora, Inc. | 1027 | 320968 |
| Centene Corp. <sup>(A)</sup> <br>| 2753 | 98227 |
| CenterPoint Energy, Inc. | 3700 | 143560 |

---

**Transamerica Series Trust**

**Page 7**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| CF Industries Holdings, Inc. | 944 | $84677 |
| CH Robinson Worldwide, Inc. | 675 | 89370 |
| Charles Schwab Corp. | 9853 | 940666 |
| Charter Communications, Inc., Class A <sup>(A)</sup> <br>| 487 | 133976 |
| Cheniere Energy, Inc. | 1279 | 300539 |
| Chevron Corp. | 11512 | 1787698 |
| Chipotle Mexican Grill, Inc. <sup>(A)</sup> <br>| 7818 | 306387 |
| Church & Dwight Co., Inc. | 1380 | 120929 |
| Cigna Group | 1502 | 432951 |
| Cincinnati Financial Corp. | 883 | 139602 |
| Cintas Corp. | 2053 | 421399 |
| Cisco Systems, Inc. | 22161 | 1516256 |
| Citigroup, Inc. | 10722 | 1088283 |
| Citizens Financial Group, Inc. | 2494 | 132581 |
| Clorox Co. | 702 | 86557 |
| Cloudflare, Inc., Class A <sup>(A)</sup> <br>| 1778 | 381541 |
| CME Group, Inc. | 2027 | 547675 |
| CMS Energy Corp. | 1661 | 121685 |
| Coca-Cola Co. | 22858 | 1515943 |
| &nbsp;&nbsp; Cognizant Technology Solutions Corp., <br> Class A<br>| 2793 | 187327 |
| Coinbase Global, Inc., Class A <sup>(A)</sup> <br>| 1063 | 358752 |
| Colgate-Palmolive Co. | 4322 | 345501 |
| Comcast Corp., Class A | 21156 | 664722 |
| ConocoPhillips | 7481 | 707628 |
| Consolidated Edison, Inc. | 2026 | 203654 |
| Constellation Brands, Inc., Class A | 835 | 112449 |
| Constellation Energy Corp. | 1776 | 584428 |
| Cooper Cos., Inc. <sup>(A)</sup> <br>| 1114 | 76376 |
| Copart, Inc. <sup>(A)</sup> <br>| 5205 | 234069 |
| Corebridge Financial, Inc. | 1580 | 50639 |
| Corning, Inc. | 4503 | 369381 |
| Corpay, Inc. <sup>(A)</sup> <br>| 389 | 112055 |
| Corteva, Inc. | 3900 | 263757 |
| CoStar Group, Inc. <sup>(A)</sup> <br>| 2379 | 200716 |
| Costco Wholesale Corp. | 2477 | 2292786 |
| Coterra Energy, Inc. | 4376 | 103492 |
| CRH PLC | 3643 | 436796 |
| Crowdstrike Holdings, Inc., Class A <sup>(A)</sup> <br>| 1396 | 684570 |
| Crown Castle, Inc., REIT | 2449 | 236304 |
| Crown Holdings, Inc. | 662 | 63943 |
| CSX Corp. | 10222 | 362983 |
| Cummins, Inc. | 778 | 328604 |
| CVS Health Corp. | 7222 | 544467 |
| D.R. Horton, Inc. | 1551 | 262848 |
| Danaher Corp. | 3434 | 680825 |
| Darden Restaurants, Inc. | 653 | 124305 |
| Datadog, Inc., Class A <sup>(A)</sup> <br>| 1601 | 227982 |
| DaVita, Inc. <sup>(A)</sup> <br>| 231 | 30693 |
| Deckers Outdoor Corp. <sup>(A)</sup> <br>| 885 | 89712 |
| Deere & Co. | 1482 | 677659 |
| Dell Technologies, Inc., Class C | 1720 | 243844 |
| Delta Air Lines, Inc. | 945 | 53629 |
| Devon Energy Corp. | 3676 | 128881 |
| Dexcom, Inc. <sup>(A)</sup> <br>| 2230 | 150057 |
| Diamondback Energy, Inc. | 1122 | 160558 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Dick's Sporting Goods, Inc. | 392 | $87110 |
| Digital Realty Trust, Inc., REIT | 1908 | 329855 |
| Docusign, Inc. <sup>(A)</sup> <br>| 1282 | 92419 |
| Dollar General Corp. | 1243 | 128464 |
| Dollar Tree, Inc. <sup>(A)</sup> <br>| 1138 | 107393 |
| Dominion Energy, Inc. | 4775 | 292087 |
| Domino's Pizza, Inc. | 187 | 80730 |
| DoorDash, Inc., Class A <sup>(A)</sup> <br>| 1962 | 533644 |
| Dover Corp. | 785 | 130962 |
| Dow, Inc. | 4079 | 93531 |
| DraftKings, Inc., Class A <sup>(A)</sup> <br>| 2849 | 106553 |
| DTE Energy Co. | 1158 | 163776 |
| Duke Energy Corp. | 4379 | 541901 |
| DuPont de Nemours, Inc. | 2338 | 182130 |
| Dynatrace, Inc. <sup>(A)</sup> <br>| 1759 | 85224 |
| eBay, Inc. | 2618 | 238107 |
| Ecolab, Inc. | 1429 | 391346 |
| Edison International | 2173 | 120123 |
| Edwards Lifesciences Corp. <sup>(A)</sup> <br>| 3262 | 253686 |
| Electronic Arts, Inc. | 1297 | 261605 |
| Elevance Health, Inc. | 1259 | 406808 |
| Eli Lilly & Co. | 4345 | 3315235 |
| EMCOR Group, Inc. | 250 | 162385 |
| Emerson Electric Co. | 3144 | 412430 |
| Entegris, Inc. | 872 | 80625 |
| Entergy Corp. | 2519 | 234746 |
| EOG Resources, Inc. | 3254 | 364838 |
| EQT Corp. | 3330 | 181252 |
| Equifax, Inc. | 703 | 180341 |
| Equinix, Inc., REIT | 563 | 440964 |
| Equitable Holdings, Inc. | 1775 | 90135 |
| Equity LifeStyle Properties, Inc., REIT | 1016 | 61671 |
| Equity Residential, REIT | 2046 | 132438 |
| Erie Indemnity Co., Class A | 143 | 45497 |
| Essential Utilities, Inc. | 1541 | 61486 |
| Essex Property Trust, Inc., REIT | 365 | 97696 |
| Estee Lauder Cos., Inc., Class A | 1311 | 115525 |
| Evergy, Inc. | 1272 | 96697 |
| Eversource Energy | 2051 | 145908 |
| Exelon Corp. | 5618 | 252866 |
| Expand Energy Corp. | 1272 | 135137 |
| Expedia Group, Inc. | 719 | 153686 |
| Expeditors International of Washington, Inc. | 777 | 95252 |
| Extra Space Storage, Inc., REIT | 1200 | 169128 |
| Exxon Mobil Corp. | 25527 | 2878169 |
| F5, Inc. <sup>(A)</sup> <br>| 329 | 106330 |
| FactSet Research Systems, Inc. | 216 | 61882 |
| Fair Isaac Corp. <sup>(A)</sup> <br>| 140 | 209514 |
| Fastenal Co. | 6460 | 316798 |
| FedEx Corp. | 1312 | 309383 |
| Ferguson Enterprises, Inc. | 1126 | 252877 |
| Fidelity National Financial, Inc. | 1478 | 89404 |
| Fidelity National Information Services, Inc. | 2908 | 191754 |
| Fifth Third Bancorp | 3885 | 173077 |
| First Citizens BancShares, Inc., Class A | 54 | 96615 |
| First Solar, Inc. <sup>(A)</sup> <br>| 575 | 126805 |

---

**Transamerica Series Trust**

**Page 8**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| FirstEnergy Corp. | 3069 | $140622 |
| Fiserv, Inc. <sup>(A)</sup> <br>| 3167 | 408321 |
| Flutter Entertainment PLC <sup>(A)</sup> <br>| 1100 | 279400 |
| Ford Motor Co. | 22226 | 265823 |
| Fortinet, Inc. <sup>(A)</sup> <br>| 3698 | 310928 |
| Fortive Corp. | 1921 | 94110 |
| Fox Corp., Class A | 1151 | 72582 |
| Fox Corp., Class B | 823 | 47150 |
| Freeport-McMoRan, Inc. | 7532 | 295405 |
| Gaming & Leisure Properties, Inc., REIT | 1562 | 72805 |
| Gartner, Inc. <sup>(A)</sup> <br>| 436 | 114611 |
| GE HealthCare Technologies, Inc. | 2522 | 189402 |
| GE Vernova, Inc. | 1529 | 940182 |
| Gen Digital, Inc. | 3043 | 86391 |
| General Dynamics Corp. | 1261 | 430001 |
| General Electric Co. | 5968 | 1795294 |
| General Mills, Inc. | 3059 | 154235 |
| General Motors Co. | 5496 | 335091 |
| Genuine Parts Co. | 783 | 108524 |
| Gilead Sciences, Inc. | 6985 | 775335 |
| Global Payments, Inc. | 1413 | 117392 |
| GoDaddy, Inc., Class A <sup>(A)</sup> <br>| 830 | 113569 |
| Goldman Sachs Group, Inc. | 1764 | 1404761 |
| Graco, Inc. | 946 | 80372 |
| Halliburton Co. | 5003 | 123074 |
| Hartford Insurance Group, Inc. | 1612 | 215025 |
| HCA Healthcare, Inc. | 1002 | 427052 |
| Healthpeak Properties, Inc., REIT | 3915 | 74972 |
| HEICO Corp. | 249 | 80382 |
| HEICO Corp., Class A | 428 | 108751 |
| Hershey Co. | 845 | 158057 |
| Hewlett Packard Enterprise Co. | 7353 | 180590 |
| Hilton Worldwide Holdings, Inc. | 1356 | 351801 |
| Hologic, Inc. <sup>(A)</sup> <br>| 1258 | 84902 |
| Home Depot, Inc. | 5707 | 2312419 |
| Honeywell International, Inc. | 3613 | 760536 |
| Hormel Foods Corp. | 1709 | 42281 |
| Howmet Aerospace, Inc. | 2146 | 421110 |
| HP, Inc. | 5254 | 143066 |
| Hubbell, Inc. | 300 | 129093 |
| HubSpot, Inc. <sup>(A)</sup> <br>| 313 | 146421 |
| Humana, Inc. | 668 | 173794 |
| Huntington Bancshares, Inc. | 8397 | 145016 |
| Hyatt Hotels Corp., Class A | 240 | 34063 |
| IDEX Corp. | 427 | 69499 |
| IDEXX Laboratories, Inc. <sup>(A)</sup> <br>| 454 | 290056 |
| Illinois Tool Works, Inc. | 1587 | 413826 |
| Illumina, Inc. <sup>(A)</sup> <br>| 880 | 83574 |
| Incyte Corp. <sup>(A)</sup> <br>| 907 | 76923 |
| Ingersoll Rand, Inc. | 2284 | 188704 |
| Insulet Corp. <sup>(A)</sup> <br>| 412 | 127197 |
| Intel Corp. <sup>(A)</sup> <br>| 26333 | 883472 |
| Interactive Brokers Group, Inc., Class A | 2391 | 164525 |
| Intercontinental Exchange, Inc. | 3245 | 546718 |
| International Business Machines Corp. | 5279 | 1489523 |
| International Flavors & Fragrances, Inc. | 1432 | 88125 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| International Paper Co. | 2801 | $129966 |
| Intuit, Inc. | 1612 | 1100851 |
| Intuitive Surgical, Inc. <sup>(A)</sup> <br>| 2006 | 897143 |
| Invitation Homes, Inc., REIT | 3293 | 96584 |
| IQVIA Holdings, Inc. <sup>(A)</sup> <br>| 931 | 176834 |
| Iron Mountain, Inc., REIT | 1667 | 169934 |
| J.M. Smucker Co. | 608 | 66029 |
| Jabil, Inc. | 606 | 131605 |
| Jack Henry & Associates, Inc. | 414 | 61657 |
| Jacobs Solutions, Inc. | 672 | 100706 |
| JB Hunt Transport Services, Inc. | 442 | 59303 |
| Johnson & Johnson | 13204 | 2448286 |
| Johnson Controls International PLC | 3645 | 400768 |
| JPMorgan Chase & Co. | 15807 | 4986002 |
| Kellanova | 1495 | 122620 |
| Kenvue, Inc. | 10982 | 178238 |
| Keurig Dr. Pepper, Inc. | 7293 | 186044 |
| KeyCorp | 5384 | 100627 |
| Keysight Technologies, Inc. <sup>(A)</sup> <br>| 974 | 170372 |
| Kimberly-Clark Corp. | 1849 | 229905 |
| Kimco Realty Corp., REIT | 3808 | 83205 |
| Kinder Morgan, Inc. | 11320 | 320469 |
| KKR & Co., Inc. | 3731 | 484843 |
| KLA Corp. | 747 | 805714 |
| Kraft Heinz Co. | 5043 | 131320 |
| Kroger Co. | 3467 | 233710 |
| L3 Harris Technologies, Inc. | 1024 | 312740 |
| Labcorp Holdings, Inc. | 466 | 133770 |
| Lam Research Corp. | 6991 | 936095 |
| Las Vegas Sands Corp. | 2021 | 108710 |
| Leidos Holdings, Inc. | 677 | 127926 |
| Lennar Corp., Class A | 1288 | 162340 |
| Lennox International, Inc. | 179 | 94755 |
| &nbsp;&nbsp; Liberty Media Corp. - Liberty Formula One, <br> Class C <sup>(A)</sup> <br>| 1209 | 126280 |
| Linde PLC | 2652 | 1259700 |
| Live Nation Entertainment, Inc. <sup>(A)</sup> <br>| 894 | 146080 |
| Lockheed Martin Corp. | 1169 | 583576 |
| Loews Corp. | 1008 | 101193 |
| Lowe's Cos., Inc. | 3252 | 817260 |
| LPL Financial Holdings, Inc. | 467 | 155366 |
| LyondellBasell Industries NV, Class A | 1484 | 72775 |
| M&T Bank Corp. | 930 | 183787 |
| Marathon Petroleum Corp. | 1804 | 347703 |
| Markel Group, Inc. <sup>(A)</sup> <br>| 72 | 137618 |
| Marriott International, Inc., Class A | 1339 | 348729 |
| Marsh & McLennan Cos., Inc. | 2767 | 557634 |
| Martin Marietta Materials, Inc. | 335 | 211144 |
| Marvell Technology, Inc. | 4885 | 410682 |
| Masco Corp. | 1207 | 84961 |
| Mastercard, Inc., Class A | 4816 | 2739389 |
| McCormick & Co., Inc. | 1407 | 94142 |
| McDonald's Corp. | 4066 | 1235617 |
| McKesson Corp. | 697 | 538460 |
| Merck & Co., Inc. | 13374 | 1122480 |
| Meta Platforms, Inc., Class A | 12499 | 9179016 |

---

**Transamerica Series Trust**

**Page 9**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| MetLife, Inc. | 3227 | $265808 |
| Mettler-Toledo International, Inc. <sup>(A)</sup> <br>| 116 | 142403 |
| Microchip Technology, Inc. | 3106 | 199467 |
| Micron Technology, Inc. | 6047 | 1011784 |
| Microsoft Corp. | 39549 | 20484405 |
| &nbsp;&nbsp; Mid-America Apartment Communities, Inc., <br> REIT<br>| 664 | 92781 |
| Molina Healthcare, Inc. <sup>(A)</sup> <br>| 305 | 58365 |
| Molson Coors Beverage Co., Class B | 995 | 45024 |
| Mondelez International, Inc., Class A | 7393 | 461841 |
| MongoDB, Inc. <sup>(A)</sup> <br>| 477 | 148051 |
| Monolithic Power Systems, Inc. | 265 | 243970 |
| Monster Beverage Corp. <sup>(A)</sup> <br>| 4024 | 270855 |
| Moody's Corp. | 920 | 438362 |
| Motorola Solutions, Inc. | 944 | 431682 |
| MSCI, Inc. | 440 | 249660 |
| Nasdaq, Inc. | 2416 | 213695 |
| Natera, Inc. <sup>(A)</sup> <br>| 739 | 118957 |
| NetApp, Inc. | 1158 | 137177 |
| Netflix, Inc. <sup>(A)</sup> <br>| 2445 | 2931359 |
| Neurocrine Biosciences, Inc. <sup>(A)</sup> <br>| 565 | 79315 |
| Newmont Corp. | 6345 | 534947 |
| News Corp., Class A | 2081 | 63908 |
| NextEra Energy, Inc. | 11756 | 887460 |
| NIKE, Inc., Class B | 6669 | 465029 |
| NiSource, Inc. | 2629 | 113836 |
| Nordson Corp. | 306 | 69447 |
| Norfolk Southern Corp. | 1271 | 381821 |
| Northern Trust Corp. | 1106 | 148868 |
| Northrop Grumman Corp. | 759 | 462474 |
| NRG Energy, Inc. | 1155 | 187052 |
| Nucor Corp. | 1337 | 181070 |
| Nutanix, Inc., Class A <sup>(A)</sup> <br>| 1496 | 111287 |
| NVIDIA Corp. | 132298 | 24684161 |
| NVR, Inc. <sup>(A)</sup> <br>| 16 | 128555 |
| Occidental Petroleum Corp. | 4245 | 200576 |
| Okta, Inc. <sup>(A)</sup> <br>| 946 | 86748 |
| Old Dominion Freight Line, Inc. | 1065 | 149931 |
| Omnicom Group, Inc. | 1029 | 83894 |
| ON Semiconductor Corp. <sup>(A)</sup> <br>| 2448 | 120711 |
| ONEOK, Inc. | 3592 | 262108 |
| Oracle Corp. | 9771 | 2747996 |
| O'Reilly Automotive, Inc. <sup>(A)</sup> <br>| 4754 | 512529 |
| Otis Worldwide Corp. | 2215 | 202517 |
| Owens Corning | 490 | 69315 |
| PACCAR, Inc. | 3036 | 298500 |
| Packaging Corp. of America | 506 | 110273 |
| Palantir Technologies, Inc., Class A <sup>(A)</sup> <br>| 12577 | 2294296 |
| Palo Alto Networks, Inc. <sup>(A)</sup> <br>| 3760 | 765611 |
| Parker-Hannifin Corp. | 721 | 546626 |
| Paychex, Inc. | 1870 | 237041 |
| Paycom Software, Inc. | 309 | 64315 |
| PayPal Holdings, Inc. <sup>(A)</sup> <br>| 5251 | 352132 |
| PepsiCo, Inc. | 7750 | 1088410 |
| Pfizer, Inc. | 30317 | 772477 |
| PG&E Corp. | 12395 | 186917 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Philip Morris International, Inc. | 8920 | $1446824 |
| Phillips 66 | 2393 | 325496 |
| Pinterest, Inc., Class A <sup>(A)</sup> <br>| 3532 | 113624 |
| PNC Financial Services Group, Inc. | 2284 | 458924 |
| Pool Corp. | 201 | 62324 |
| PPG Industries, Inc. | 1273 | 133805 |
| PPL Corp. | 4146 | 154065 |
| Principal Financial Group, Inc. | 1275 | 105710 |
| Procter & Gamble Co. | 13161 | 2022188 |
| Progressive Corp. | 3283 | 810737 |
| Prologis, Inc., REIT | 5273 | 603864 |
| Prudential Financial, Inc. | 2029 | 210488 |
| PTC, Inc. <sup>(A)</sup> <br>| 680 | 138054 |
| Public Service Enterprise Group, Inc. | 2797 | 233438 |
| Public Storage, REIT | 891 | 257365 |
| PulteGroup, Inc. | 1130 | 149307 |
| Pure Storage, Inc., Class A <sup>(A)</sup> <br>| 1749 | 146584 |
| QUALCOMM, Inc. | 6238 | 1037754 |
| Quanta Services, Inc. | 825 | 341896 |
| Quest Diagnostics, Inc. | 626 | 119303 |
| Raymond James Financial, Inc. | 1111 | 191759 |
| RB Global, Inc. | 1151 | 124669 |
| Realty Income Corp., REIT | 5091 | 309482 |
| Reddit, Inc., Class A <sup>(A)</sup> <br>| 617 | 141904 |
| Regency Centers Corp., REIT | 966 | 70421 |
| Regeneron Pharmaceuticals, Inc. | 594 | 333988 |
| Regions Financial Corp. | 5180 | 136597 |
| Reliance, Inc. | 304 | 85372 |
| Republic Services, Inc. | 1226 | 281342 |
| ResMed, Inc. | 815 | 223090 |
| Revvity, Inc. | 643 | 56359 |
| Rivian Automotive, Inc., Class A <sup>(A)</sup> <br>| 4674 | 68614 |
| Robinhood Markets, Inc., Class A <sup>(A)</sup> <br>| 3565 | 510437 |
| ROBLOX Corp., Class A <sup>(A)</sup> <br>| 3141 | 435091 |
| Rocket Lab Corp. <sup>(A)(E)</sup> <br>| 2400 | 114984 |
| Rockwell Automation, Inc. | 630 | 220204 |
| Rollins, Inc. | 1634 | 95981 |
| Roper Technologies, Inc. | 611 | 304700 |
| Ross Stores, Inc. | 1850 | 281921 |
| Royal Caribbean Cruises Ltd. | 1487 | 481163 |
| Royalty Pharma PLC, Class A | 2135 | 75323 |
| RPM International, Inc. | 722 | 85109 |
| RTX Corp. | 7404 | 1238911 |
| S&P Global, Inc. | 1782 | 867317 |
| Salesforce, Inc. | 5546 | 1314402 |
| Samsara, Inc., Class A <sup>(A)</sup> <br>| 1668 | 62133 |
| SBA Communications Corp., REIT | 612 | 118330 |
| Schlumberger NV | 8849 | 304140 |
| Seagate Technology Holdings PLC | 1123 | 265095 |
| Sempra | 3629 | 326537 |
| ServiceNow, Inc. <sup>(A)</sup> <br>| 1203 | 1107097 |
| Sherwin-Williams Co. | 1335 | 462257 |
| Simon Property Group, Inc., REIT | 1839 | 345125 |
| Smithfield Foods, Inc. | 6 | 141 |
| Snap, Inc., Class A <sup>(A)</sup> <br>| 6496 | 50084 |
| Snap-on, Inc. | 293 | 101533 |

---

**Transamerica Series Trust**

**Page 10**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Snowflake, Inc., Class A <sup>(A)</sup> <br>| 1787 | $403058 |
| SoFi Technologies, Inc. <sup>(A)</sup> <br>| 6706 | 177173 |
| Solventum Corp. <sup>(A)</sup> <br>| 865 | 63145 |
| Southern Co. | 6201 | 587669 |
| SS&C Technologies Holdings, Inc. | 1247 | 110684 |
| Starbucks Corp. | 6336 | 536026 |
| State Street Corp. | 1622 | 188168 |
| Steel Dynamics, Inc. | 805 | 112241 |
| STERIS PLC | 562 | 139061 |
| Strategy, Inc., Class A <sup>(A)</sup> <br>| 1428 | 460116 |
| Stryker Corp. | 1949 | 720487 |
| Sun Communities, Inc., REIT | 726 | 93654 |
| Super Micro Computer, Inc. <sup>(A)</sup> <br>| 2780 | 133273 |
| Synchrony Financial | 2285 | 162349 |
| Synopsys, Inc. <sup>(A)</sup> <br>| 1047 | 516579 |
| Sysco Corp. | 2737 | 225365 |
| T. Rowe Price Group, Inc. | 1266 | 129942 |
| Take-Two Interactive Software, Inc. <sup>(A)</sup> <br>| 1028 | 265594 |
| Tapestry, Inc. | 1147 | 129863 |
| Targa Resources Corp. | 1284 | 215121 |
| Target Corp. | 2582 | 231605 |
| Teledyne Technologies, Inc. <sup>(A)</sup> <br>| 263 | 154129 |
| Teradyne, Inc. | 907 | 124839 |
| Tesla, Inc. <sup>(A)</sup> <br>| 16309 | 7252938 |
| Texas Instruments, Inc. | 5207 | 956682 |
| Texas Pacific Land Corp. | 114 | 106435 |
| Textron, Inc. | 1016 | 85842 |
| Thermo Fisher Scientific, Inc. | 2054 | 996231 |
| TJX Cos., Inc. | 6274 | 906844 |
| T-Mobile U.S., Inc. | 2861 | 684866 |
| Toast, Inc., Class A <sup>(A)</sup> <br>| 2608 | 95218 |
| Tractor Supply Co. | 2986 | 169814 |
| Trade Desk, Inc., Class A <sup>(A)</sup> <br>| 2403 | 117771 |
| Tradeweb Markets, Inc., Class A | 660 | 73247 |
| TransDigm Group, Inc. | 315 | 415176 |
| TransUnion | 1130 | 94671 |
| Travelers Cos., Inc. | 1282 | 357960 |
| Trimble, Inc. <sup>(A)</sup> <br>| 1353 | 110472 |
| Truist Financial Corp. | 7543 | 344866 |
| Twilio, Inc., Class A <sup>(A)</sup> <br>| 877 | 87779 |
| Tyler Technologies, Inc. <sup>(A)</sup> <br>| 248 | 129744 |
| Tyson Foods, Inc., Class A | 1616 | 87749 |
| U.S. Bancorp | 9113 | 440431 |
| Uber Technologies, Inc. <sup>(A)</sup> <br>| 11337 | 1110686 |
| UDR, Inc., REIT | 1779 | 66286 |
| U-Haul Holding Co. | 560 | 28504 |
| Ulta Beauty, Inc. <sup>(A)</sup> <br>| 258 | 141062 |
| Union Pacific Corp. | 3383 | 799640 |
| United Airlines Holdings, Inc. <sup>(A)</sup> <br>| 474 | 45741 |
| United Parcel Service, Inc., Class B | 4203 | 351077 |
| United Rentals, Inc. | 368 | 351315 |
| United Therapeutics Corp. <sup>(A)</sup> <br>| 246 | 103126 |
| UnitedHealth Group, Inc. | 5121 | 1768281 |
| Universal Health Services, Inc., Class B | 318 | 65012 |
| Valero Energy Corp. | 1841 | 313449 |
| Veeva Systems, Inc., Class A <sup>(A)</sup> <br>| 860 | 256203 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Ventas, Inc., REIT | 2534 | $177355 |
| Veralto Corp. | 1384 | 147548 |
| VeriSign, Inc. | 485 | 135591 |
| Verisk Analytics, Inc. | 776 | 195172 |
| Verizon Communications, Inc. | 23777 | 1044999 |
| Vertex Pharmaceuticals, Inc. <sup>(A)</sup> <br>| 1419 | 555737 |
| Vertiv Holdings Co., Class A | 1909 | 287992 |
| VICI Properties, Inc., REIT | 5996 | 195530 |
| Visa, Inc., Class A | 9578 | 3269738 |
| Vistra Corp. | 2045 | 400656 |
| Vulcan Materials Co. | 734 | 225793 |
| W.R. Berkley Corp. | 1713 | 131250 |
| Walmart, Inc. | 24863 | 2562381 |
| Walt Disney Co. | 10124 | 1159198 |
| Warner Bros Discovery, Inc. <sup>(A)</sup> <br>| 13455 | 262776 |
| Waste Management, Inc. | 2250 | 496867 |
| Waters Corp. <sup>(A)</sup> <br>| 331 | 99237 |
| Watsco, Inc. | 195 | 78839 |
| WEC Energy Group, Inc. | 1783 | 204314 |
| Wells Fargo & Co. | 18621 | 1560812 |
| Welltower, Inc., REIT | 3653 | 650745 |
| West Pharmaceutical Services, Inc. | 404 | 105981 |
| Western Digital Corp. | 1788 | 214667 |
| Westinghouse Air Brake Technologies Corp. | 954 | 191248 |
| Weyerhaeuser Co., REIT | 4075 | 101019 |
| Williams Cos., Inc. | 6977 | 441993 |
| Williams-Sonoma, Inc. | 723 | 141310 |
| Workday, Inc., Class A <sup>(A)</sup> <br>| 1246 | 299950 |
| WP Carey, Inc., REIT | 1261 | 85206 |
| WW Grainger, Inc. | 262 | 249676 |
| Xcel Energy, Inc. | 3217 | 259451 |
| Xylem, Inc. | 1339 | 197502 |
| Yum! Brands, Inc. | 1574 | 239248 |
| Zebra Technologies Corp., Class A <sup>(A)</sup> <br>| 293 | 87068 |
| Zillow Group, Inc., Class C <sup>(A)</sup> <br>| 974 | 75047 |
| Zimmer Biomet Holdings, Inc. | 1119 | 110222 |
| Zoetis, Inc. | 2473 | 361849 |
| Zoom Communications, Inc., Class A <sup>(A)</sup> <br>| 1432 | 118140 |
| Zscaler, Inc. <sup>(A)</sup> <br>| 569 | 170507 |
|  |  | 321726788 |
| **Uruguay - 0.1%**  | **Uruguay - 0.1%**  | **Uruguay - 0.1%**  |
| MercadoLibre, Inc. <sup>(A)</sup> <br>| 274 | 640322 |
| &nbsp;&nbsp; **Total Common Stocks** <br>**(Cost $340,052,275)**<br>|  | 437740517 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **FOREIGN GOVERNMENT OBLIGATIONS - 20.5%**  | **FOREIGN GOVERNMENT OBLIGATIONS - 20.5%**  | **FOREIGN GOVERNMENT OBLIGATIONS - 20.5%**  |
| **Australia - 1.0%**  | **Australia - 1.0%**  | **Australia - 1.0%**  |
| Australia Government Bonds |  |  |
| 1.25%, 05/21/2032 | AUD 2,770,000 | 1545747 |
| Queensland Treasury Corp. |  |  |
| 3.25%, 05/21/2035 <sup>(F)</sup> <br>| EUR 210,000 | 245855 |
| South Australian Government <br> Financing Authority |  |  |
| 1.75%, 05/24/2034 <sup>(H)</sup> <br>| AUD 2,290,000 | 1193642 |

---

**Transamerica Series Trust**

**Page 11**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** |
| **Australia (continued)** | **Australia (continued)** | **Australia (continued)** |
| Treasury Corp. of Victoria |  |  |
| 1.50%, 09/10/2031 | AUD 2,940,000 | $1659249 |
| 2.00%, 09/17/2035 | 4240000 | 2147693 |
| 2.25%, 09/15/2033 <sup>(H)</sup> <br>| 4246000 | 2357095 |
|  |  | 9149281 |
| **Austria - 0.1%**  | **Austria - 0.1%**  | **Austria - 0.1%**  |
| Republic of Austria Government Bonds |  |  |
| 0.25%, 10/20/2036 <sup>(H)</sup> <br>| EUR 1,240,000 | 1063439 |
| **Belgium - 0.3%**  | **Belgium - 0.3%**  | **Belgium - 0.3%**  |
| Kingdom of Belgium Government <br> Bonds |  |  |
| 1.70%, 06/22/2050 <sup>(H)</sup> <br>| 820000 | 609842 |
| 3.45%, 06/22/2043 <sup>(H)</sup> <br>| 1500000 | 1670954 |
|  |  | 2280796 |
| **Canada - 1.7%**  | **Canada - 1.7%**  | **Canada - 1.7%**  |
| British Columbia Investment <br> Management Corp. |  |  |
| 4.00%, 06/02/2035 | CAD 2,550,000 | 1863422 |
| Canada Government Bonds |  |  |
| 3.25%, 12/01/2033 - 12/01/2034 | 6270000 | 4568212 |
| OMERS Finance Trust |  |  |
| 4.75%, 03/26/2031 <sup>(F)</sup> <br>| $850000 | 878754 |
| Province of Alberta |  |  |
| 3.38%, 04/02/2035 <sup>(H)</sup> <br>| EUR 610,000 | 722632 |
| Province of British Columbia |  |  |
| 2.20%, 06/18/2030 | CAD 1,960,000 | 1365775 |
| Province of Ontario |  |  |
| 2.05%, 06/02/2030 | 1790000 | 1239276 |
| 3.25%, 07/03/2035 <sup>(H)</sup> <br>| EUR 360,000 | 421659 |
| Province of Quebec |  |  |
| 0.00%, 10/29/2030 <sup>(H)</sup> <br>| 1700000 | 1742284 |
| 1.90%, 09/01/2030 | CAD 3,090,000 | 2117395 |
| 3.25%, 05/22/2035 <sup>(H)</sup> <br>| EUR 580,000 | 679702 |
|  |  | 15599111 |
| **Chile - 0.3%**  | **Chile - 0.3%**  | **Chile - 0.3%**  |
| Chile Government International Bonds |  |  |
| 3.75%, 01/14/2032 | 1030000 | 1235240 |
| 3.80%, 07/01/2035 | 360000 | 422784 |
| 3.88%, 07/09/2031 | 670000 | 809381 |
|  |  | 2467405 |
| **China - 3.4%**  | **China - 3.4%**  | **China - 3.4%**  |
| China Government Bonds |  |  |
| 1.43%, 01/25/2030 | CNY 26,140,000 | 3643430 |
| 2.04%, 11/25/2034 <sup>(I)</sup> <br>| 13130000 | 1874662 |
| 2.40%, 07/15/2028 | 12960000 | 1866086 |
| 2.69%, 08/15/2032 | 22130000 | 3286917 |
| 2.80%, 11/15/2032 | 20420000 | 3063450 |
| 3.12%, 10/25/2052 | 2780000 | 455998 |
| 3.13%, 11/21/2029 | 11340000 | 1696564 |
| 3.27%, 11/19/2030 | 70300000 | 10730610 |
| 3.53%, 10/18/2051 | 3700000 | 648294 |
| 3.81%, 09/14/2050 | 19820000 | 3576874 |
|  |  | 30842885 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** |
| **Czech Republic - 0.1%**  | **Czech Republic - 0.1%**  | **Czech Republic - 0.1%**  |
| Czech Republic Government Bonds |  |  |
| 1.20%, 03/13/2031 | CZK 15,920,000 | $658879 |
| **Denmark - 0.1%**  | **Denmark - 0.1%**  | **Denmark - 0.1%**  |
| Denmark Government Bonds |  |  |
| 2.25%, 11/15/2033 | DKK 3,590,000 | 560248 |
| **Estonia - 0.1%**  | **Estonia - 0.1%**  | **Estonia - 0.1%**  |
| Estonia Government International <br> Bonds |  |  |
| 3.25%, 01/17/2034 <sup>(H)</sup> <br>| EUR 710,000 | 834469 |
| **Finland - 0.2%**  | **Finland - 0.2%**  | **Finland - 0.2%**  |
| Finland Government Bonds |  |  |
| 0.13%, 04/15/2036 <sup>(H)</sup> <br>| 2450000 | 2098193 |
| **France - 1.1%**  | **France - 1.1%**  | **France - 1.1%**  |
| Agence Francaise de Developpement <br> EPIC |  |  |
| 1.50%, 10/31/2034 <sup>(H)</sup> <br>| 900000 | 892969 |
| French Republic Government Bonds <br> OAT |  |  |
| 0.00%, 11/25/2029 <sup>(H)</sup> <br>| 7840000 | 8280052 |
| SNCF Reseau |  |  |
| 1.88%, 03/30/2034 <sup>(H)</sup> <br>| 800000 | 823216 |
|  |  | 9996237 |
| **Germany - 2.8%**  | **Germany - 2.8%**  | **Germany - 2.8%**  |
| Bundesobligation |  |  |
| 1.30%, 10/15/2027 <sup>(H)</sup> <br>| 8670000 | 10041908 |
| Bundesrepublik Deutschland <br> Bundesanleihe |  |  |
| 0.00%, 08/15/2031 <sup>(H)</sup> <br>| 5880000 | 6024640 |
| 0.25%, 02/15/2029 <sup>(H)</sup> <br>| 2250000 | 2483025 |
| 2.20%, 02/15/2034 <sup>(H)</sup> <br>| 1210000 | 1378821 |
| 2.50%, 08/15/2054 <sup>(H)</sup> <br>| 1460000 | 1471560 |
| 4.25%, 07/04/2039 <sup>(H)</sup> <br>| 2940000 | 3951120 |
|  |  | 25351074 |
| **Greece - 0.0% \*** | **Greece - 0.0% \*** | **Greece - 0.0% \*** |
| Hellenic Republic Government Bonds |  |  |
| 4.38%, 07/18/2038 <sup>(H)</sup> <br>| 110000 | 138523 |
| **Hungary - 0.2%**  | **Hungary - 0.2%**  | **Hungary - 0.2%**  |
| Hungary Government Bonds |  |  |
| 3.00%, 08/21/2030 | HUF 82,630,000 | 214180 |
| Hungary Government International <br> Bonds |  |  |
| 6.25%, 09/22/2032 <sup>(H)</sup> <br>| $1510000 | 1619519 |
|  |  | 1833699 |
| **Indonesia - 0.1%**  | **Indonesia - 0.1%**  | **Indonesia - 0.1%**  |
| Indonesia Treasury Bonds |  |  |
| 8.38%, 03/15/2034 | IDR 17,305,000,000 | 1178609 |
| **Ireland - 0.1%**  | **Ireland - 0.1%**  | **Ireland - 0.1%**  |
| Ireland Government Bonds |  |  |
| 0.40%, 05/15/2035 <sup>(H)</sup> <br>| EUR 720,000 | 662491 |

---

**Transamerica Series Trust**

**Page 12**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** |
| **Italy - 1.0%**  | **Italy - 1.0%**  | **Italy - 1.0%**  |
| Italy Buoni Poliennali Del Tesoro |  |  |
| 2.50%, 12/01/2032 <sup>(H)</sup> <br>| EUR 930,000 | $1049605 |
| 3.85%, 07/01/2034 <sup>(H)</sup> <br>| 1310000 | 1595233 |
| 4.00%, 11/15/2030 <sup>(H)</sup> <br>| 2830000 | 3510949 |
| 4.30%, 10/01/2054 <sup>(H)</sup> <br>| 190000 | 219164 |
| 4.45%, 09/01/2043 <sup>(H)</sup> <br>| 710000 | 871007 |
| 4.50%, 10/01/2053 <sup>(H)</sup> <br>| 1360000 | 1626227 |
|  |  | 8872185 |
| **Japan - 2.4%**  | **Japan - 2.4%**  | **Japan - 2.4%**  |
| Japan Government Ten Year Bonds |  |  |
| 0.80%, 03/20/2034 | JPY 350,000,000 | 2227329 |
| 0.90%, 09/20/2034 | 641550000 | 4089287 |
| 1.10%, 06/20/2034 | 173950000 | 1131507 |
| 1.40%, 03/20/2035 | 853150000 | 5655822 |
| Japan Government Thirty Year Bonds |  |  |
| 0.40%, 09/20/2049 | 704800000 | 2753002 |
| 0.70%, 12/20/2051 | 243300000 | 960993 |
| Japan Government Twenty Year Bonds |  |  |
| 0.40%, 03/20/2040 | 787450000 | 4165229 |
| 0.60%, 06/20/2037 | 203600000 | 1194919 |
|  |  | 22178088 |
| **Lithuania - 0.4%**  | **Lithuania - 0.4%**  | **Lithuania - 0.4%**  |
| Lithuania Government International <br> Bonds |  |  |
| 3.50%, 07/03/2031 <sup>(H)</sup> <br>| EUR 2,300,000 | 2768826 |
| Republic of Lithuania |  |  |
| 3.50%, 07/03/2031 <sup>(H)</sup> <br>| 500000 | 601918 |
|  |  | 3370744 |
| **Luxembourg - 0.1%**  | **Luxembourg - 0.1%**  | **Luxembourg - 0.1%**  |
| European Financial Stability Facility |  |  |
| 3.00%, 09/04/2034 <sup>(H)</sup> <br>| 1110000 | 1302831 |
| **Malaysia - 0.2%**  | **Malaysia - 0.2%**  | **Malaysia - 0.2%**  |
| Malaysia Government Bonds |  |  |
| 3.58%, 07/15/2032 | MYR 5,170,000 | 1240014 |
| 3.89%, 08/15/2029 | 3510000 | 853846 |
|  |  | 2093860 |
| **Mexico - 0.2%**  | **Mexico - 0.2%**  | **Mexico - 0.2%**  |
| Mexico Bonos |  |  |
| 7.75%, 11/23/2034 | MXN 6,000,000 | 309902 |
| 8.50%, 05/31/2029 | 18000000 | 995335 |
| Mexico Government International <br> Bonds |  |  |
| 3.50%, 09/19/2029 | EUR 605,000 | 714322 |
|  |  | 2019559 |
| **Netherlands - 0.2%**  | **Netherlands - 0.2%**  | **Netherlands - 0.2%**  |
| Netherlands Government Bonds |  |  |
| 0.00%, 07/15/2030 <sup>(H)</sup> <br>| 1500000 | 1572592 |
| 2.75%, 01/15/2047 <sup>(H)</sup> <br>| 560000 | 601422 |
|  |  | 2174014 |
| **New Zealand - 0.3%**  | **New Zealand - 0.3%**  | **New Zealand - 0.3%**  |
| New Zealand Government Bonds |  |  |
| 4.50%, 05/15/2035 | NZD 654,000 | 388066 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** |
| **New Zealand (continued)** | **New Zealand (continued)** | **New Zealand (continued)** |
| New Zealand Local Government <br> Funding Agency Bonds |  |  |
| 4.40%, 09/08/2027 | AUD 3,150,000 | $2102864 |
|  |  | 2490930 |
| **Norway - 0.0% \*** | **Norway - 0.0% \*** | **Norway - 0.0% \*** |
| Norway Government Bonds |  |  |
| 3.75%, 06/12/2035 <sup>(H)</sup> <br>| NOK 1,770,000 | 173159 |
| **Poland - 0.1%**  | **Poland - 0.1%**  | **Poland - 0.1%**  |
| Bank Gospodarstwa Krajowego |  |  |
| 3.25%, 03/18/2030 <sup>(H)</sup> <br>| EUR 590,000 | 702575 |
| Republic of Poland Government Bonds |  |  |
| 1.75%, 04/25/2032 | PLN 2,860,000 | 642901 |
|  |  | 1345476 |
| **Portugal - 0.1%**  | **Portugal - 0.1%**  | **Portugal - 0.1%**  |
| Portugal Obrigacoes do Tesouro OT |  |  |
| 3.63%, 06/12/2054 <sup>(H)</sup> <br>| EUR 400,000 | 443462 |
| **Republic of Korea - 0.1%**  | **Republic of Korea - 0.1%**  | **Republic of Korea - 0.1%**  |
| Korea Development Bank |  |  |
| 0.80%, 07/19/2026 | $1210000 | 1179002 |
| **Romania - 0.1%**  | **Romania - 0.1%**  | **Romania - 0.1%**  |
| Romania Government International <br> Bonds |  |  |
| 5.25%, 03/10/2030 <sup>(H)</sup> <br>| EUR 770,000 | 931274 |
| **Saudi Arabia - 0.2%**  | **Saudi Arabia - 0.2%**  | **Saudi Arabia - 0.2%**  |
| Saudi Government International Bonds |  |  |
| 3.38%, 03/05/2032 <sup>(F)</sup> <br>| 1010000 | 1197253 |
| 5.13%, 01/13/2028 <sup>(F)</sup> <br>| $820000 | 837426 |
|  |  | 2034679 |
| **Singapore - 0.1%**  | **Singapore - 0.1%**  | **Singapore - 0.1%**  |
| Singapore Government Bonds |  |  |
| 2.63%, 08/01/2032 | SGD 1,080,000 | 881198 |
| **Slovakia - 0.2%**  | **Slovakia - 0.2%**  | **Slovakia - 0.2%**  |
| Slovakia Government Bonds |  |  |
| 3.75%, 02/27/2040 <sup>(H)</sup> <br>| EUR 1,400,000 | 1608985 |
| **Slovenia - 0.1%**  | **Slovenia - 0.1%**  | **Slovenia - 0.1%**  |
| Slovenia Government International <br> Bonds |  |  |
| 5.00%, 09/19/2033 <sup>(F)</sup> <br>| $1300000 | 1340375 |
| **Spain - 1.0%**  | **Spain - 1.0%**  | **Spain - 1.0%**  |
| Spain Government Bonds |  |  |
| 2.70%, 10/31/2048 <sup>(H)</sup> <br>| EUR 722,000 | 692993 |
| 3.45%, 10/31/2034 <sup>(H)</sup> <br>| 3040000 | 3654919 |
| 3.50%, 05/31/2029 | 3900000 | 4753607 |
| 4.00%, 10/31/2054 <sup>(H)</sup> <br>| 290000 | 335323 |
|  |  | 9436842 |
| **Supranational - 0.4%**  | **Supranational - 0.4%**  | **Supranational - 0.4%**  |
| Banque Ouest Africaine de <br> Developpement |  |  |
| 4.70%, 10/22/2031 <sup>(H)</sup> <br>| $530000 | 498408 |

---

**Transamerica Series Trust**

**Page 13**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** |
| **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
| Corp. Andina de Fomento |  |  |
| 5.00%, 01/24/2029 - 01/22/2030 | $1620000 | $1671447 |
| 5.30%, 02/19/2029 | AUD 2,650,000 | 1779720 |
|  |  | 3949575 |
| **Sweden - 0.1%**  | **Sweden - 0.1%**  | **Sweden - 0.1%**  |
| Sweden Government Bonds |  |  |
| 2.25%, 05/11/2035 <sup>(H)</sup> <br>| SEK 4,590,000 | 472668 |
| **Switzerland - 0.2%**  | **Switzerland - 0.2%**  | **Switzerland - 0.2%**  |
| Swiss Confederation Government <br> Bonds |  |  |
| 0.25%, 06/23/2035 <sup>(H)</sup> <br>| CHF 1,250,000 | 1579948 |
| **Thailand - 0.2%**  | **Thailand - 0.2%**  | **Thailand - 0.2%**  |
| Thailand Government Bonds |  |  |
| 1.59%, 12/17/2035 | THB 25,880,000 | 805984 |
| 2.00%, 12/17/2031 | 45430000 | 1462378 |
|  |  | 2268362 |
| **United Kingdom - 1.2%**  | **United Kingdom - 1.2%**  | **United Kingdom - 1.2%**  |
| U.K. Gilt |  |  |
| 0.38%, 10/22/2030 <sup>(H)</sup> <br>| GBP 2,540,000 | 2850173 |
| 0.63%, 10/22/2050 <sup>(H)</sup> <br>| 4110000 | 1923608 |
| 0.88%, 07/31/2033 <sup>(H)</sup> <br>| 580000 | 594822 |
| 4.25%, 07/31/2034 <sup>(H)</sup> <br>| 1970000 | 2575694 |
| 4.50%, 06/07/2028 <sup>(H)</sup> <br>| 750000 | 1021624 |
| 4.75%, 10/22/2043 <sup>(H)</sup> <br>| 1390000 | 1739216 |
|  |  | 10705137 |
| &nbsp;&nbsp; **Total Foreign Government** <br> **Obligations** <br>**(Cost $192,995,919)**<br>|  | 187567692 |
| **CORPORATE DEBT SECURITIES - 7.4%**  | **CORPORATE DEBT SECURITIES - 7.4%**  | **CORPORATE DEBT SECURITIES - 7.4%**  |
| **Australia - 0.4%**  | **Australia - 0.4%**  | **Australia - 0.4%**  |
| Australia & New Zealand Banking <br> Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/25/2030, <br>2.57% <sup>(J)</sup>, 11/25/2035 <sup>(F)</sup> <br>| $1750000 | 1560642 |
| NBN Co. Ltd. |  |  |
| 2.63%, 05/05/2031 <sup>(F)</sup> <br>| 1015000 | 926224 |
| Quintis Australia Pty. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; PIK Rate 13.51%, Cash Rate 14.36%, <br>10/01/2026 <sup>(B)</sup><sup>(C)</sup><sup>(F)</sup><sup>(K)</sup> <br>| 237012 | 46928 |
| &nbsp;&nbsp;&nbsp; PIK Rate 12.00%, Cash Rate 12.00%, <br>10/01/2028 <sup>(B)</sup><sup>(C)</sup><sup>(F)</sup><sup>(G)</sup><sup>(K)</sup> <br>| 3336317 | 0 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/15/2030, <br>2.67% <sup>(J)</sup>, 11/15/2035<br>| 1250000 | 1121719 |
|  |  | 3655513 |
| **Canada - 0.2%**  | **Canada - 0.2%**  | **Canada - 0.2%**  |
| Algonquin Power & Utilities Corp. |  |  |
| 5.37%, 06/15/2026 | 550000 | 553956 |
| Rogers Communications, Inc. |  |  |
| 3.80%, 03/15/2032 | 975000 | 921021 |
|  |  | 1474977 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Denmark - 0.1%**  | **Denmark - 0.1%**  | **Denmark - 0.1%**  |
| Danske Bank AS |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/04/2030, <br>5.02% <sup>(J)</sup>, 03/04/2031 <sup>(F)</sup> <br>| $800000 | $815118 |
| **France - 0.5%**  | **France - 0.5%**  | **France - 0.5%**  |
| AXA SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/28/2029, <br>3.25% <sup>(J)</sup>, 05/28/2049 <sup>(H)</sup> <br>| EUR 1,300,000 | 1534071 |
| Banque Federative du Credit Mutuel <br> SA |  |  |
| 1.25%, 12/05/2025 <sup>(H)</sup> <br>| GBP 1,200,000 | 1604636 |
| BPCE SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 06/01/2028, <br>5.75% <sup>(J)</sup>, 06/01/2033 <sup>(H)</sup> <br>| EUR 1,100,000 | 1380413 |
| Orange SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/01/2026 <sup>(L)</sup>, <br>5.00% <sup>(H)</sup><sup>(J)</sup> <br>| 255000 | 305226 |
|  |  | 4824346 |
| **Germany - 0.1%**  | **Germany - 0.1%**  | **Germany - 0.1%**  |
| Allianz SE |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/08/2030, <br>2.12% <sup>(J)</sup>, 07/08/2050 <sup>(H)</sup> <br>| 200000 | 222494 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/25/2033, <br>5.82% <sup>(J)</sup>, 07/25/2053 <sup>(H)</sup> <br>| 900000 | 1192888 |
|  |  | 1415382 |
| **Ireland - 0.1%**  | **Ireland - 0.1%**  | **Ireland - 0.1%**  |
| AIB Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/28/2034, <br>5.87% <sup>(J)</sup>, 03/28/2035 <sup>(F)</sup> <br>| $1175000 | 1236083 |
| **Japan - 0.2%**  | **Japan - 0.2%**  | **Japan - 0.2%**  |
| NTT Finance Corp. |  |  |
| 4.88%, 07/16/2030 <sup>(F)</sup> <br>| 875000 | 889063 |
| Sumitomo Mitsui Financial Group, Inc. |  |  |
| 2.13%, 07/08/2030 | 1500000 | 1358302 |
|  |  | 2247365 |
| **Jersey, Channel Islands - 0.1%**  | **Jersey, Channel Islands - 0.1%**  | **Jersey, Channel Islands - 0.1%**  |
| Galaxy Pipeline Assets Bidco Ltd. |  |  |
| 2.63%, 03/31/2036 <sup>(F)</sup> <br>| 1575000 | 1387304 |
| **Luxembourg - 0.3%**  | **Luxembourg - 0.3%**  | **Luxembourg - 0.3%**  |
| Blackstone Property Partners Europe <br> Holdings SARL |  |  |
| 1.25%, 04/26/2027 <sup>(H)</sup> <br>| EUR 1,000,000 | 1149835 |
| Medtronic Global Holdings SCA |  |  |
| 1.00%, 07/02/2031 | 450000 | 471663 |
| 1.13%, 03/07/2027 | 840000 | 969500 |
|  |  | 2590998 |
| **Netherlands - 0.3%**  | **Netherlands - 0.3%**  | **Netherlands - 0.3%**  |
| Alliander NV |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/27/2032 <sup>(L)</sup>, <br>4.50% <sup>(H)</sup><sup>(J)</sup> <br>| 250000 | 304076 |
| JT International Financial Services BV |  |  |
| 3.63%, 04/11/2034 <sup>(H)</sup> <br>| 700000 | 814117 |
| Thermo Fisher Scientific Finance I BV |  |  |
| 2.00%, 10/18/2051 | 100000 | 75872 |

---

**Transamerica Series Trust**

**Page 14**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Netherlands (continued)** | **Netherlands (continued)** | **Netherlands (continued)** |
| Upjohn Finance BV |  |  |
| 1.91%, 06/23/2032 <sup>(H)</sup> <br>| EUR 1,400,000 | $1436504 |
|  |  | 2630569 |
| **Republic of Korea - 0.2%**  | **Republic of Korea - 0.2%**  | **Republic of Korea - 0.2%**  |
| Korea Southern Power Co. Ltd. |  |  |
| 0.75%, 01/27/2026 <sup>(F)</sup> <br>| $1650000 | 1631457 |
| **Singapore - 0.1%**  | **Singapore - 0.1%**  | **Singapore - 0.1%**  |
| Pfizer Investment Enterprises Pte. Ltd. |  |  |
| 5.34%, 05/19/2063 | 575000 | 545761 |
| **Spain - 0.3%**  | **Spain - 0.3%**  | **Spain - 0.3%**  |
| Banco Santander SA |  |  |
| 5.18%, 11/19/2025 | 1400000 | 1401190 |
| CaixaBank SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/05/2031, <br>4.00% <sup>(J)</sup>, 03/05/2037 <sup>(H)</sup> <br>| EUR 1,000,000 | 1183618 |
|  |  | 2584808 |
| **United Kingdom - 0.5%**  | **United Kingdom - 0.5%**  | **United Kingdom - 0.5%**  |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/13/2025, <br>2.26% <sup>(J)</sup>, 11/13/2026 <sup>(H)</sup> <br>| GBP 1,214,000 | 1628049 |
| National Grid Electricity Distribution <br> West Midlands PLC |  |  |
| 5.75%, 04/16/2032 <sup>(H)</sup> <br>| 950000 | 1316185 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/23/2030, <br>5.12% <sup>(J)</sup>, 05/23/2031<br>| $1525000 | 1563714 |
|  |  | 4507948 |
| **United States - 4.0%**  | **United States - 4.0%**  | **United States - 4.0%**  |
| Aon North America, Inc. |  |  |
| 5.45%, 03/01/2034 | 1350000 | 1406301 |
| AT&T, Inc. |  |  |
| 1.80%, 09/05/2026 | EUR 220,000 | 257122 |
| 2.90%, 12/04/2026 | GBP 200,000 | 264113 |
| 3.65%, 06/01/2051 | $750000 | 542344 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/22/2026, <br>1.73% <sup>(J)</sup>, 07/22/2027<br>| 1250000 | 1225036 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/15/2033, <br>5.87% <sup>(J)</sup>, 09/15/2034<br>| 975000 | 1044718 |
| Bank of New York Mellon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/14/2034, <br>5.19% <sup>(J)</sup>, 03/14/2035<br>| 1100000 | 1133873 |
| Boeing Co. |  |  |
| 5.81%, 05/01/2050 | 750000 | 749298 |
| 6.26%, 05/01/2027 | 225000 | 231506 |
| 6.30%, 05/01/2029 | 425000 | 451030 |
| Charles Schwab Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/19/2033, <br>5.85% <sup>(J)</sup>, 05/19/2034<br>| 1045000 | 1118395 |
| &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter <br>Communications Operating Capital |  |  |
| 3.50%, 03/01/2042 | 425000 | 306104 |
| 5.38%, 05/01/2047 | 1300000 | 1123634 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Chubb INA Holdings LLC |  |  |
| 0.88%, 06/15/2027 | EUR 1,000,000 | $1143058 |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/17/2032, <br>3.79% <sup>(J)</sup>, 03/17/2033<br>| $1000000 | 949983 |
| 4.45%, 09/29/2027 | 1075000 | 1079376 |
| Enterprise Products Operating LLC |  |  |
| 4.95%, 02/15/2035 | 575000 | 579780 |
| Foundry JV Holdco LLC |  |  |
| 5.50%, 01/25/2031 <sup>(F)</sup> <br>| 875000 | 907962 |
| Goldman Sachs Group, Inc. |  |  |
| 0.75%, 03/23/2032 <sup>(H)</sup> <br>| EUR 1,260,000 | 1270762 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/25/2034, <br>5.85% <sup>(J)</sup>, 04/25/2035<br>| $750000 | 799095 |
| Hyundai Capital America |  |  |
| 5.30%, 06/24/2029 <sup>(F)</sup> <br>| 1325000 | 1359563 |
| Jefferies Financial Group, Inc. |  |  |
| 2.63%, 10/15/2031 | 775000 | 689302 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/17/2032, <br>0.60% <sup>(J)</sup>, 02/17/2033 <sup>(H)</sup> <br>| EUR 1,000,000 | 998593 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/23/2033, <br>6.25% <sup>(J)</sup>, 10/23/2034<br>| $2700000 | 2975197 |
| Kinder Morgan, Inc. |  |  |
| 5.15%, 06/01/2030 | 1025000 | 1057368 |
| Las Vegas Sands Corp. |  |  |
| 5.63%, 06/15/2028 | 450000 | 460058 |
| 5.90%, 06/01/2027 | 550000 | 561117 |
| 6.00%, 08/15/2029 - 06/14/2030 | 529000 | 550931 |
| Micron Technology, Inc. |  |  |
| 5.30%, 01/15/2031 | 525000 | 543267 |
| Nuveen LLC |  |  |
| 5.85%, 04/15/2034 <sup>(F)</sup> <br>| 475000 | 499800 |
| ONEOK, Inc. |  |  |
| 5.05%, 11/01/2034 | 1175000 | 1158761 |
| Oracle Corp. |  |  |
| 5.20%, 09/26/2035 | 756000 | 760163 |
| 5.50%, 08/03/2035 | 775000 | 797247 |
| PNC Financial Services Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/20/2033, <br>6.88% <sup>(J)</sup>, 10/20/2034<br>| 1775000 | 2010991 |
| Prologis Euro Finance LLC |  |  |
| 1.88%, 01/05/2029 | EUR 950,000 | 1083597 |
| Stellantis Financial Services U.S. Corp. |  |  |
| 4.95%, 09/15/2028 <sup>(F)</sup> <br>| $1325000 | 1324651 |
| Thermo Fisher Scientific, Inc. |  |  |
| 0.88%, 10/01/2031 | EUR 850,000 | 880025 |
| 1.88%, 10/01/2049 | 400000 | 300864 |
| U.S. Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 06/10/2033, <br>5.84% <sup>(J)</sup>, 06/12/2034<br>| $1178000 | 1255263 |
| Vontier Corp. |  |  |
| 2.40%, 04/01/2028 | 925000 | 879912 |
|  |  | 36730160 |
| &nbsp;&nbsp; **Total Corporate Debt Securities** <br>**(Cost $71,551,374)**<br>|  | 68277789 |

---

**Transamerica Series Trust**

**Page 15**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS - 4.4%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 4.4%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 4.4%**  |
| Federal Home Loan Mortgage Corp. |  |  |
| 2.50%, 06/01/2050 - 01/01/2053 | $2864814 | $2426880 |
| 5.50%, 12/01/2054 | 3608990 | 3640272 |
| Federal National Mortgage Association |  |  |
| 2.50%, 02/01/2052 - 12/01/2052 | 5678605 | 4800897 |
| 3.00%, 01/01/2053 | 10490608 | 9221790 |
| 3.50%, 01/01/2051 | 3889252 | 3592899 |
| 5.50%, 08/01/2055 <sup>(I)</sup> <br>| 3446680 | 3483238 |
| 6.50%, 10/01/2053 | 274737 | 285862 |
| Uniform Mortgage-Backed Security, <br> TBA |  |  |
| 3.00%, 10/01/2055 <sup>(I)</sup> <br>| 300000 | 263460 |
| 4.00%, 10/01/2055 <sup>(I)</sup> <br>| 2780000 | 2619768 |
| 4.50%, 10/01/2055 <sup>(I)</sup> <br>| 2390000 | 2317960 |
| 5.00%, 10/01/2055 <sup>(I)</sup> <br>| 4455000 | 4417833 |
| 6.00%, 10/01/2054 <sup>(I)</sup> <br>| 3190000 | 3258865 |
| &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $41,553,225)** | &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $41,553,225)** | 40329724 |
| **U.S. GOVERNMENT OBLIGATIONS - 4.2%**  | **U.S. GOVERNMENT OBLIGATIONS - 4.2%**  | **U.S. GOVERNMENT OBLIGATIONS - 4.2%**  |
| **U.S. Treasury - 4.2%**  | **U.S. Treasury - 4.2%**  | **U.S. Treasury - 4.2%**  |
| U.S. Treasury Bonds |  |  |
| 1.13%, 05/15/2040 | 4590000 | 2923077 |
| 1.75%, 08/15/2041 | 5070000 | 3440074 |
| 4.88%, 08/15/2045 | 2710000 | 2770552 |
| U.S. Treasury Notes |  |  |
| 0.50%, 04/30/2027 | 1230000 | 1171046 |
| 1.38%, 11/15/2031 | 2330000 | 2016724 |
| 1.88%, 02/15/2032 | 4070000 | 3610853 |
| 2.38%, 03/31/2029 | 4670000 | 4474809 |
| 3.38%, 05/15/2033 | 3200000 | 3073750 |
| 4.13%, 08/31/2030 | 12200000 | 12404445 |
| 4.25%, 11/15/2034 | 2300000 | 2325965 |
| &nbsp;&nbsp; **Total U.S. Government Obligations** <br>**(Cost $39,138,285)**<br>|  | 38211295 |
| **MORTGAGE-BACKED SECURITIES - 2.6%**  | **MORTGAGE-BACKED SECURITIES - 2.6%**  | **MORTGAGE-BACKED SECURITIES - 2.6%**  |
| **Ireland - 0.0% \*** | **Ireland - 0.0% \*** | **Ireland - 0.0% \*** |
| Berg Finance DAC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A, <br>3-Month EURIBOR + 1.05%, <br>3.05% <sup>(J)</sup>, 04/22/2033 <sup>(H)</sup> <br>| EUR 148,306 | 173710 |
| **United Kingdom - 0.1%**  | **United Kingdom - 0.1%**  | **United Kingdom - 0.1%**  |
| &nbsp;&nbsp; Landmark Mortgage Securities No. <br> 3 PLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 3, Class C, <br>SONIA + 2.22%, <br>6.28% <sup>(J)</sup>, 04/17/2044 <sup>(H)</sup> <br>| GBP 921,925 | 1194380 |
| **United States - 2.5%**  | **United States - 2.5%**  | **United States - 2.5%**  |
| A&D Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM4, Class A1A, <br>5.23% <sup>(J)</sup>, 10/25/2070 <sup>(F)</sup> <br>| $1300000 | 1301723 |
| &nbsp;&nbsp; BAMLL Commercial Mortgage Securities <br> Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-ISQ, Class A, <br>2.85%, 08/14/2034 <sup>(F)</sup> <br>| 1000000 | 833691 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| BAMLL Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-BHP, Class A, <br>1-Month Term SOFR + 2.35%, <br>6.50% <sup>(J)</sup>, 08/15/2039 <sup>(F)</sup> <br>| $1500000 | $1503948 |
| &nbsp;&nbsp; Bayview Opportunity Master Fund VIa <br> Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-3, Class A1, <br>3.00% <sup>(J)</sup>, 01/25/2052 <sup>(F)</sup> <br>| 1533623 | 1320354 |
| BPR Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-SSP, Class A, <br>1-Month Term SOFR + 3.00%, <br>7.15% <sup>(J)</sup>, 05/15/2039 <sup>(F)</sup> <br>| 2000000 | 2006533 |
| BX Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-OC11, Class D, <br>4.08% <sup>(J)</sup>, 12/09/2041 <sup>(F)</sup> <br>| 576000 | 544750 |
| &nbsp;&nbsp;&nbsp; Series 2023-DELC, Class A, <br>1-Month Term SOFR + 2.69%, <br>6.84% <sup>(J)</sup>, 05/15/2038 <sup>(F)</sup> <br>| 1640000 | 1650228 |
| Citigroup Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-4, Class A2, <br>5.50% <sup>(J)</sup>, 10/25/2055 <sup>(F)</sup> <br>| 1000000 | 1000547 |
| &nbsp;&nbsp;&nbsp; Series 2025-3, Class A1, <br>6.00% <sup>(J)</sup>, 06/25/2055 <sup>(F)</sup> <br>| 640452 | 648824 |
| GCAT Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-INV1, Class 2A2, <br>6.50% <sup>(J)</sup>, 01/25/2054 <sup>(F)</sup> <br>| 895234 | 913724 |
| &nbsp;&nbsp; GS Mortgage-Backed Securities Corp. <br> Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-PJ2, Class A6, <br>3.00% <sup>(J)</sup>, 06/25/2052 <sup>(F)</sup> <br>| 762696 | 659456 |
| GS Mortgage-Backed Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-PJ8, Class A1, <br>6.00% <sup>(J)</sup>, 02/25/2056 <sup>(F)</sup> <br>| 800000 | 810312 |
| Hundred Acre Wood Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-INV3, Class A3, <br>2.50% <sup>(J)</sup>, 12/25/2051 <sup>(F)</sup> <br>| 1146875 | 953372 |
| JPMorgan Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-INV6, Class A2, <br>3.00% <sup>(J)</sup>, 04/25/2052 <sup>(F)</sup> <br>| 1328121 | 1154188 |
| &nbsp;&nbsp;&nbsp; Series 2022-INV3, Class A3B, <br>3.00% <sup>(J)</sup>, 09/25/2052 <sup>(F)</sup> <br>| 1148416 | 991614 |
| JW Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-MRCO, Class A, <br>1-Month Term SOFR + 1.62%, <br>5.77% <sup>(J)</sup>, 06/15/2039 <sup>(F)</sup> <br>| 1000000 | 1003120 |
| &nbsp;&nbsp; Ladder Capital Commercial Mortgage <br> Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2013-GCP, Class A1, <br>3.57%, 02/15/2036 <sup>(F)</sup> <br>| 344654 | 335043 |
| OBX Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-EXP1, Class 1A8, <br>3.50% <sup>(J)</sup>, 02/25/2060 <sup>(F)</sup> <br>| 167026 | 149795 |
| Olympic Tower Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-OT, Class A, <br>3.57%, 05/10/2039 <sup>(F)</sup> <br>| 1400000 | 1337898 |
| Onslow Bay Financial LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-INV1, Class A1, <br>3.00% <sup>(J)</sup>, 01/25/2052 <sup>(F)</sup> <br>| 1051989 | 908328 |

---

**Transamerica Series Trust**

**Page 16**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| PRKCM Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-AFC1, Class A1, <br>6.60% <sup>(J)</sup>, 02/25/2058 <sup>(F)</sup> <br>| $1221698 | $1223340 |
| PRMI Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A2, <br>2.50% <sup>(J)</sup>, 04/25/2051 <sup>(F)</sup> <br>| 1522276 | 1258850 |
|  |  | 22509638 |
| &nbsp;&nbsp; **Total Mortgage-Backed Securities** <br>**(Cost $25,170,456)**<br>|  | 23877728 |
| **ASSET-BACKED SECURITIES - 0.4%**  | **ASSET-BACKED SECURITIES - 0.4%**  | **ASSET-BACKED SECURITIES - 0.4%**  |
| **United States - 0.4%**  |  |  |
| &nbsp;&nbsp; DataBank Issuer II LLC <br>Series 2025-1A, Class A2, <br>5.18%, 09/27/2055 <sup>(F)</sup> <br>| 1060000 | 1061351 |
| &nbsp;&nbsp; Retained Vantage Data Centers <br> Issuer LLC <br>Series 2023-1A, Class A2A, <br>5.00%, 09/15/2048 <sup>(F)</sup> <br>| 1500000 | 1501461 |
| &nbsp;&nbsp; SLM Private Education Loan Trust <br>Series 2010-C, Class A5, <br>1-Month Term SOFR + 4.86%, <br>9.01% <sup>(J)</sup>, 10/15/2041 <sup>(F)</sup> <br>| 617843 | 647874 |
| &nbsp;&nbsp; SMB Private Education Loan Trust <br>Series 2019-A, Class A2A, <br>3.44%, 07/15/2036 <sup>(F)</sup> <br>| 51484 | 50943 |
| &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $3,180,206)** | &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $3,180,206)** | 3261629 |
| **MUNICIPAL GOVERNMENT OBLIGATION - 0.1%**  | **MUNICIPAL GOVERNMENT OBLIGATION - 0.1%**  | **MUNICIPAL GOVERNMENT OBLIGATION - 0.1%**  |
| **Michigan - 0.1%**  | **Michigan - 0.1%**  | **Michigan - 0.1%**  |
| &nbsp;&nbsp; University of Michigan, Revenue Bonds, <br> Series A,<br>|  |  |
| 4.45%, 04/01/2122 | 650000 | 523899 |
| &nbsp;&nbsp; **Total Municipal Government** <br> **Obligation** <br>**(Cost $650,000)**<br>|  | 523899 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **PREFERRED STOCKS - 0.0% \*** | **PREFERRED STOCKS - 0.0% \*** | **PREFERRED STOCKS - 0.0% \*** |
| **Germany - 0.0% \*** | **Germany - 0.0% \*** | **Germany - 0.0% \*** |
| Bayerische Motoren Werke AG |  |  |
| 5.49% <sup>(M)</sup> <br>| 345 | 31978 |
| Dr. Ing. h.c. F. Porsche AG |  |  |
| 5.57% <sup>(F)</sup><sup>(M)</sup> <br>| 707 | 34265 |
| Henkel AG & Co. KGaA |  |  |
| 2.97% <sup>(M)</sup> <br>| 990 | 79851 |
| Porsche Automobil Holding SE |  |  |
| 5.72% <sup>(M)</sup> <br>| 936 | 36758 |
| Sartorius AG |  |  |
| 0.38% <sup>(M)</sup> <br>| 162 | 37640 |
| Volkswagen AG |  |  |
| 6.91% <sup>(M)</sup> <br>| 1256 | 135605 |
| &nbsp;&nbsp; **Total Preferred Stocks** <br>**(Cost $633,430)**<br>|  | 356097 |

---

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

---

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

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **WARRANT - 0.0%**  | **WARRANT - 0.0%**  | **WARRANT - 0.0%**  |
| **Canada - 0.0%**  | **Canada - 0.0%**  | **Canada - 0.0%**  |
| &nbsp;&nbsp; Constellation Software, Inc. <br>Exercise Price CAD 0, <br>Expiration Date 03/31/2040<sup>(A)</sup><sup>(B)</sup><sup>(C)</sup><sup>(O)</sup> <br>| 203 | 0 |
| &nbsp;&nbsp; **Total Warrant** <br>**(Cost $0)**<br>|  | 0 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 1.6%**  | **SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 1.6%**  | **SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 1.6%**  |
| U.S. Treasury Bills |  |  |
| 4.21% <sup>(M)</sup>, 10/30/2025 <sup>(P)</sup> <br>| $12870000 | 12827968 |
| 4.30% <sup>(M)</sup>, 11/20/2025 <sup>(Q)</sup> <br>| 2000000 | 1988972 |
| &nbsp;&nbsp; **Total Short-Term U.S. Government Obligations** <br>**(Cost $14,815,661)** | &nbsp;&nbsp; **Total Short-Term U.S. Government Obligations** <br>**(Cost $14,815,661)** | 14816940 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **OTHER INVESTMENT COMPANY - 0.3%**  | **OTHER INVESTMENT COMPANY - 0.3%**  | **OTHER INVESTMENT COMPANY - 0.3%**  |
| **Securities Lending Collateral - 0.3%**  | **Securities Lending Collateral - 0.3%**  | **Securities Lending Collateral - 0.3%**  |
| &nbsp;&nbsp; State Street Navigator Securities Lending <br> Trust - Government Money Market Portfolio, <br> 4.13% <sup>(M)</sup> <br>| 2608377 | 2608377 |
| &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $2,608,377)** | &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $2,608,377)** | 2608377 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **REPURCHASE AGREEMENT - 9.9%**  | **REPURCHASE AGREEMENT - 9.9%**  | **REPURCHASE AGREEMENT - 9.9%**  |
| &nbsp;&nbsp; Fixed Income Clearing Corp., <br>1.65% <sup>(M)</sup>, dated 09/30/2025, to be <br> repurchased at $91,110,726 on 10/01/2025. <br> Collateralized by U.S. Government <br> Obligations, 1.13% - 4.13% due <br> 02/28/2027, and with a total value of <br> $92,928,737. <sup>(P)</sup> <br>| $91106551 | 91106551 |
| &nbsp;&nbsp; **Total Repurchase Agreement** <br>**(Cost $91,106,551)** | &nbsp;&nbsp; **Total Repurchase Agreement** <br>**(Cost $91,106,551)** | 91106551 |
| &nbsp;&nbsp; **Total Investments** <br>**(Cost $823,998,289)** | &nbsp;&nbsp; **Total Investments** <br>**(Cost $823,998,289)** | 908678238 |
| **Net Other Assets (Liabilities) - 0.9%** | **Net Other Assets (Liabilities) - 0.9%** | 8553602 |
| **Net Assets - 100.0%** | **Net Assets - 100.0%** | **$917231840** |

---

**Transamerica Series Trust**

**Page 17**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

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

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swap Agreements** <sup>(R)</sup>  | **Total Return Swap Agreements** <sup>(R)</sup>  | **Total Return Swap Agreements** <sup>(R)</sup>  | **Total Return Swap Agreements** <sup>(R)</sup>  | **Total Return Swap Agreements** <sup>(R)</sup>  | **Total Return Swap Agreements** <sup>(R)</sup>  | **Total Return Swap Agreements** <sup>(R)</sup>  | **Total Return Swap Agreements** <sup>(R)</sup>  | **Total Return Swap Agreements** <sup>(R)</sup>  | **Total Return Swap Agreements** <sup>(R)</sup>  | **Total Return Swap Agreements** <sup>(R)</sup>  |
| **Reference Entity** | **Counterparty** | **Pay/** <br>**Receive**<br>| **Payment** <br>**Frequency**<br>| **Maturity** <br>**Date**<br>| **Notional** <br>**Amount** | **Notional** <br>**Amount** | **Number of** <br>**Shares or** <br> **Units**<br>| **Value** | **Premiums** <br>**Paid** <br>**(Received)**<br>| **Net Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| &nbsp;&nbsp; MSCI Daily Total <br> Return Net Japan <br> Index<br>| BCLY | Receive | Quarterly | 05/11/2026 | USD | 29511773 | 2976 | $1254957 | $(1)<br>| $1254958 |
| &nbsp;&nbsp; MSCI Emerging Net <br> Total Return Index<br>| BCLY | Receive | Quarterly | 06/08/2026 | USD | 63993598 | 88650 | 768300 |  | 768300 |
| &nbsp;&nbsp; MSCI USA Gross <br> Return Index<br>| CITI | Receive | Quarterly | 05/07/2026 | USD | 26962002 | 923 | 1335564 |  | 1335564 |
| **Total** |  |  |  |  |  |  |  | **$3358821** | **$(1)**<br>| **$3358822** |

---

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

---

| | |
|:---|:---|
|  | **Value** |
| **OTC Swap Agreements, at value (Assets)** | **$3358821** |

---

**FUTURES CONTRACTS:**

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  |
| **Description** | **Number of** <br>**Contracts**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation**<br>| &nbsp;&nbsp; **Unrealized** <br>**Depreciation**<br>|
| 2-Year U.S. Treasury Notes | 63 | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp; $13135077 | &nbsp;&nbsp;&nbsp;&nbsp; $13129102 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(5975)<br>|
| 5-Year U.S. Treasury Notes | 27 | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2946877 | &nbsp;&nbsp;&nbsp;&nbsp; 2948273 | &nbsp;&nbsp;&nbsp;&nbsp; 1396 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 10-Year Canadian Government Bonds | 1 | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 86615 | &nbsp;&nbsp;&nbsp;&nbsp; 87993 | &nbsp;&nbsp;&nbsp;&nbsp; 1378 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 10-Year Korea Government Bonds | 60 | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 5071902 | &nbsp;&nbsp;&nbsp;&nbsp; 5019636 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (52266)<br>|
| 10-Year U.S. Treasury Ultra Notes | 43 | &nbsp;&nbsp;&nbsp;&nbsp; 12/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 4964494 | &nbsp;&nbsp;&nbsp;&nbsp; 4948359 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (16135)<br>|
| 30-Year U.S. Treasury Bonds | 1 | &nbsp;&nbsp;&nbsp;&nbsp; 12/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 116617 | &nbsp;&nbsp;&nbsp;&nbsp; 116594 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (23)<br>|
| 30-Year U.S. Treasury Ultra Bonds | 8 | &nbsp;&nbsp;&nbsp;&nbsp; 12/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 960138 | &nbsp;&nbsp;&nbsp;&nbsp; 960500 | &nbsp;&nbsp;&nbsp;&nbsp; 362 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| German Euro Schatz | 6 | &nbsp;&nbsp;&nbsp;&nbsp; 12/08/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 753608 | &nbsp;&nbsp;&nbsp;&nbsp; 753600 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8)<br>|
| **Total** | **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp;&nbsp; **$3136** | &nbsp;&nbsp;&nbsp; **$(74407)**<br>|

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Short Futures Contracts**  | **Short Futures Contracts**  | **Short Futures Contracts**  | **Short Futures Contracts**  | **Short Futures Contracts**  | **Short Futures Contracts**  | **Short Futures Contracts**  |
| **Description** | **Number of** <br>**Contracts**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation**<br>| &nbsp;&nbsp; **Unrealized** <br>**Depreciation**<br>|
| 10-Year Australia Treasury Bonds | (80)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; $(6018033)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(6000383)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $17650 | &nbsp;&nbsp;&nbsp;&nbsp; $— |
| 10-Year U.S. Treasury Notes | (14)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 12/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (1574532)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (1575000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (468)<br>|
| Euro OAT Futures | (3)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 12/08/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (426141)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (427413)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1272)<br>|
| EURO STOXX 50<sup>®</sup> Index | (14)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 12/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (894955)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (910758)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15803)<br>|
| Euro-BTP Italy Government Bonds | (7)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 12/08/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (981097)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (984888)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3791)<br>|
| FTSE 100 Index | (1)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 12/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (124501)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (126521)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2020)<br>|
| German Euro BOBL | (64)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 12/08/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (8862437)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (8852154)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 10283 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| German Euro Bund | (26)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 12/08/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (3920861)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (3924640)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3779)<br>|
| MSCI Emerging Markets Index | (81)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 12/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (5478901)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (5506785)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (27884)<br>|
| Nikkei 225 Index | (27)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 12/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (4123564)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (4094685)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 28879 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| S&P 500<sup>®</sup> E-Mini Index | (1)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 12/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (333956)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (336938)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2982)<br>|
| **Total** | **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp;&nbsp; **$56812** | &nbsp;&nbsp;&nbsp; **$(57999)**<br>|
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | &nbsp;&nbsp;&nbsp; **$59948** | &nbsp;&nbsp;&nbsp; **$(132406)**<br>|

---

**FORWARD FOREIGN CURRENCY CONTRACTS:**

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement** <br>**Date**<br>| &nbsp;&nbsp; **Currency** <br>**Purchased** | &nbsp;&nbsp; **Currency** <br>**Purchased** | &nbsp;&nbsp; **Currency** <br>**Sold** | &nbsp;&nbsp; **Currency** <br>**Sold** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation**<br>| &nbsp;&nbsp; **Unrealized** <br>**Depreciation**<br>|
|  | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 493118 | &nbsp;&nbsp;&nbsp;&nbsp; CNH | &nbsp;&nbsp; 3489000 | &nbsp;&nbsp;&nbsp;&nbsp; $954 | &nbsp;&nbsp;&nbsp;&nbsp; $— |
| BCLY | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 775933 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 113730000 | &nbsp;&nbsp;&nbsp;&nbsp; 644 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BCLY | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 836374 | &nbsp;&nbsp;&nbsp;&nbsp; THB | &nbsp;&nbsp; 26555033 | &nbsp;&nbsp;&nbsp;&nbsp; 11577 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BCLY | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 33422 | &nbsp;&nbsp;&nbsp;&nbsp; DKK | &nbsp;&nbsp; 210875 | &nbsp;&nbsp;&nbsp;&nbsp; 77 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BCLY | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 16603 | &nbsp;&nbsp;&nbsp;&nbsp; HKD | &nbsp;&nbsp; 128884 | &nbsp;&nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BCLY | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 80366 | &nbsp;&nbsp;&nbsp;&nbsp; NOK | &nbsp;&nbsp; 791184 | &nbsp;&nbsp;&nbsp;&nbsp; 1069 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

**Transamerica Series Trust**

**Page 18**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

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

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement**<br> **Date**<br>| &nbsp;&nbsp; **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Unrealized**<br> **Appreciation**<br>| &nbsp;&nbsp; **Unrealized**<br> **Depreciation**<br>|
| BCLY | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; CAD | &nbsp;&nbsp; 92531 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 67293 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(557)<br>|
| BCLY | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; CHF | &nbsp;&nbsp; 8690 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 11052 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (31)<br>|
| BCLY | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 3314023 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 3917209 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8530)<br>|
| BCLY | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; GBP | &nbsp;&nbsp; 539236 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 732897 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7616)<br>|
| BCLY | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 70374257 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 481885 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2094)<br>|
| BCLY | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; SGD | &nbsp;&nbsp; 34323 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 26985 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (219)<br>|
| BCLY | 04/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 5981437 | &nbsp;&nbsp;&nbsp;&nbsp; TRY | &nbsp;&nbsp; 314968145 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (541383)<br>|
| BCLY | 04/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp; TRY | &nbsp;&nbsp; 210424930 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 3626140 | &nbsp;&nbsp;&nbsp;&nbsp; 731646 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BNP | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; CHF | &nbsp;&nbsp; 356111 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 453862 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2307)<br>|
| BNP | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 909896 | &nbsp;&nbsp;&nbsp;&nbsp; AUD | &nbsp;&nbsp; 1386158 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8178)<br>|
| BNP | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 2759014 | &nbsp;&nbsp;&nbsp;&nbsp; CAD | &nbsp;&nbsp; 3825045 | &nbsp;&nbsp;&nbsp;&nbsp; 251 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BNP | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1060231 | &nbsp;&nbsp;&nbsp;&nbsp; CHF | &nbsp;&nbsp; 837636 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2045)<br>|
| BNP | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1649436 | &nbsp;&nbsp;&nbsp;&nbsp; CNH | &nbsp;&nbsp; 11698062 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (826)<br>|
| BNP | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 611697 | &nbsp;&nbsp;&nbsp;&nbsp; CNH | &nbsp;&nbsp; 4326438 | &nbsp;&nbsp;&nbsp;&nbsp; 1361 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BNP | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 6093 | &nbsp;&nbsp;&nbsp;&nbsp; COP | &nbsp;&nbsp; 24106091 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BNP | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 2935617 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 432749767 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14742)<br>|
| BNP | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 377240 | &nbsp;&nbsp;&nbsp;&nbsp; SEK | &nbsp;&nbsp; 3522168 | &nbsp;&nbsp;&nbsp;&nbsp; 1249 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BNP | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 657279 | &nbsp;&nbsp;&nbsp;&nbsp; TWD | &nbsp;&nbsp; 19863946 | &nbsp;&nbsp;&nbsp;&nbsp; 1725 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BNP | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; AUD | &nbsp;&nbsp; 830531 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 553780 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3706)<br>|
| BNP | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; CLP | &nbsp;&nbsp; 185762384 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 194662 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1460)<br>|
| BNP | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; CZK | &nbsp;&nbsp; 2606976 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 126235 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (258)<br>|
| BNP | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 3312723 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 3915761 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8616)<br>|
| BNP | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; TWD | &nbsp;&nbsp; 18464828 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 609320 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| BNP | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 9590 | &nbsp;&nbsp;&nbsp;&nbsp; ZAR | &nbsp;&nbsp; 167592 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (59)<br>|
| BOA | 01/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 5001849 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 5263020 | &nbsp;&nbsp;&nbsp;&nbsp; 642146 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; RON | &nbsp;&nbsp; 1821720 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 420345 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1499)<br>|
| CITI | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1691234 | &nbsp;&nbsp;&nbsp;&nbsp; CAD | &nbsp;&nbsp; 2348741 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2765)<br>|
| CITI | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 24423642 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 167238 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (725)<br>|
| CITI | 01/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 770713893 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 5253831 | &nbsp;&nbsp;&nbsp;&nbsp; 10543 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| DUB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 7515431 | &nbsp;&nbsp;&nbsp;&nbsp; AUD | &nbsp;&nbsp; 11343208 | &nbsp;&nbsp;&nbsp;&nbsp; 2709 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| DUB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1252219 | &nbsp;&nbsp;&nbsp;&nbsp; CAD | &nbsp;&nbsp; 1720944 | &nbsp;&nbsp;&nbsp;&nbsp; 11072 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| DUB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 10269584 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 8671328 | &nbsp;&nbsp;&nbsp;&nbsp; 42897 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 759513 | &nbsp;&nbsp;&nbsp;&nbsp; MYR | &nbsp;&nbsp; 3167927 | &nbsp;&nbsp;&nbsp;&nbsp; 4693 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 105138 | &nbsp;&nbsp;&nbsp;&nbsp; SGD | &nbsp;&nbsp; 133903 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; CNH | &nbsp;&nbsp; 59971601 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 8503112 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (43424)<br>|
| GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; NOK | &nbsp;&nbsp; 3130450 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 316802 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3050)<br>|
| GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; PLN | &nbsp;&nbsp; 1192302 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 329286 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1681)<br>|
| GSI | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1041322 | &nbsp;&nbsp;&nbsp;&nbsp; AUD | &nbsp;&nbsp; 1581371 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6045)<br>|
| GSI | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 547670 | &nbsp;&nbsp;&nbsp;&nbsp; BRL | &nbsp;&nbsp; 3016556 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8595)<br>|
| GSI | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 6191 | &nbsp;&nbsp;&nbsp;&nbsp; DKK | &nbsp;&nbsp; 39057 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 6964371 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 5910379 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6544)<br>|
| GSI | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 7227141 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 6125641 | &nbsp;&nbsp;&nbsp;&nbsp; 2339 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 2263830 | &nbsp;&nbsp;&nbsp;&nbsp; MXN | &nbsp;&nbsp; 41887595 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4127)<br>|
| GSI | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 15635 | &nbsp;&nbsp;&nbsp;&nbsp; MYR | &nbsp;&nbsp; 65580 | &nbsp;&nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 12982 | &nbsp;&nbsp;&nbsp;&nbsp; NOK | &nbsp;&nbsp; 127815 | &nbsp;&nbsp;&nbsp;&nbsp; 172 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 3769 | &nbsp;&nbsp;&nbsp;&nbsp; NZD | &nbsp;&nbsp; 6303 | &nbsp;&nbsp;&nbsp;&nbsp; 103 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 92735 | &nbsp;&nbsp;&nbsp;&nbsp; THB | &nbsp;&nbsp; 2933234 | &nbsp;&nbsp;&nbsp;&nbsp; 1620 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; AUD | &nbsp;&nbsp; 78994 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 52674 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (355)<br>|
| GSI | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; BRL | &nbsp;&nbsp; 2906655 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 535694 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; CAD | &nbsp;&nbsp; 1656763 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1204938 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10019)<br>|
| GSI | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; CHF | &nbsp;&nbsp; 43020 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 54713 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (156)<br>|
| GSI | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; MXN | &nbsp;&nbsp; 21314404 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1148987 | &nbsp;&nbsp;&nbsp;&nbsp; 5059 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 01/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 8038104 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 6949434 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (166375)<br>|
| GSI | 01/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 8023932 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 1112148893 | &nbsp;&nbsp;&nbsp;&nbsp; 427380 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 01/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 37887257 | &nbsp;&nbsp;&nbsp;&nbsp; THB | &nbsp;&nbsp; 1279327834 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1915734)<br>|
| GSI | 01/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 1947586 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 2154892 | &nbsp;&nbsp;&nbsp;&nbsp; 144421 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 01/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp; THB | &nbsp;&nbsp; 1279327834 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 38980758 | &nbsp;&nbsp;&nbsp;&nbsp; 822233 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

**Transamerica Series Trust**

**Page 19**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

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

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement**<br> **Date**<br>| &nbsp;&nbsp; **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Unrealized**<br> **Appreciation**<br>| &nbsp;&nbsp; **Unrealized**<br> **Depreciation**<br>|
| GSI | 04/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 11757393 | &nbsp;&nbsp;&nbsp;&nbsp; TRY | &nbsp;&nbsp; 591074939 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(483448)<br>|
| GSI | 04/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp; TRY | &nbsp;&nbsp; 695618153 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 12436437 | &nbsp;&nbsp;&nbsp;&nbsp; 1969436 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 04/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 7476404 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 6460705 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (191928)<br>|
| GSI | 04/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 7461544 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 1034498029 | &nbsp;&nbsp;&nbsp;&nbsp; 329392 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 04/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 37562171 | &nbsp;&nbsp;&nbsp;&nbsp; THB | &nbsp;&nbsp; 1226893195 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (912033)<br>|
| GSI | 04/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 6460705 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 7517799 | &nbsp;&nbsp;&nbsp;&nbsp; 150533 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 04/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 1034498029 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 7535767 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (403615)<br>|
| GSI | 04/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp; THB | &nbsp;&nbsp; 619720723 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 19528050 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (94198)<br>|
| GSI | 04/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp; THB | &nbsp;&nbsp; 607172471 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 18991208 | &nbsp;&nbsp;&nbsp;&nbsp; 49143 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 01/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 5695483 | &nbsp;&nbsp;&nbsp;&nbsp; TRY | &nbsp;&nbsp; 339621645 | &nbsp;&nbsp;&nbsp;&nbsp; 90511 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GSI | 01/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 5348878 | &nbsp;&nbsp;&nbsp;&nbsp; TRY | &nbsp;&nbsp; 324783884 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11218)<br>|
| GSI | 01/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; TRY | &nbsp;&nbsp; 664405528 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 10985541 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (20473)<br>|
| HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 703713 | &nbsp;&nbsp;&nbsp;&nbsp; CNH | &nbsp;&nbsp; 4995600 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (974)<br>|
| JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 2090648 | &nbsp;&nbsp;&nbsp;&nbsp; GBP | &nbsp;&nbsp; 1541711 | &nbsp;&nbsp;&nbsp;&nbsp; 17013 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 145454 | &nbsp;&nbsp;&nbsp;&nbsp; MXN | &nbsp;&nbsp; 2696937 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (584)<br>|
| JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; IDR | &nbsp;&nbsp; 4188884900 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 253856 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2694)<br>|
| JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 1523506800 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 10392023 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6397)<br>|
| JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; KRW | &nbsp;&nbsp; 4667874119 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 3396794 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (56713)<br>|
| JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; NZD | &nbsp;&nbsp; 441119 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 260277 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3750)<br>|
| JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; PEN | &nbsp;&nbsp; 840774 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 240799 | &nbsp;&nbsp;&nbsp;&nbsp; 863 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; SEK | &nbsp;&nbsp; 9527771 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1022489 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5467)<br>|
| JPM | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 241861 | &nbsp;&nbsp;&nbsp;&nbsp; DKK | &nbsp;&nbsp; 1526007 | &nbsp;&nbsp;&nbsp;&nbsp; 558 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPM | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 4338946 | &nbsp;&nbsp;&nbsp;&nbsp; GBP | &nbsp;&nbsp; 3239341 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18022)<br>|
| JPM | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 43275 | &nbsp;&nbsp;&nbsp;&nbsp; HKD | &nbsp;&nbsp; 335935 | &nbsp;&nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPM | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 761948 | &nbsp;&nbsp;&nbsp;&nbsp; INR | &nbsp;&nbsp; 67863635 | &nbsp;&nbsp;&nbsp;&nbsp; 1155 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPM | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 152890 | &nbsp;&nbsp;&nbsp;&nbsp; NZD | &nbsp;&nbsp; 255690 | &nbsp;&nbsp;&nbsp;&nbsp; 4190 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPM | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 20544 | &nbsp;&nbsp;&nbsp;&nbsp; SEK | &nbsp;&nbsp; 189699 | &nbsp;&nbsp;&nbsp;&nbsp; 293 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPM | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; CAD | &nbsp;&nbsp; 2614442 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1901374 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15742)<br>|
| JPM | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 2659801 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 3143991 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6925)<br>|
| JPM | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; ILS | &nbsp;&nbsp; 686147 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 204932 | &nbsp;&nbsp;&nbsp;&nbsp; 2276 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPM | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; INR | &nbsp;&nbsp; 64078241 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 717851 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPM | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; MXN | &nbsp;&nbsp; 21254372 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1145774 | &nbsp;&nbsp;&nbsp;&nbsp; 5021 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPM | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; PLN | &nbsp;&nbsp; 304076 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 83988 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (440)<br>|
| JPM | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; SGD | &nbsp;&nbsp; 684795 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 538410 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4391)<br>|
| JPM | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 42390 | &nbsp;&nbsp;&nbsp;&nbsp; ZAR | &nbsp;&nbsp; 740905 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (268)<br>|
| RBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 2028484 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 1727200 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8520)<br>|
| RBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 516490 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 76507600 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5056)<br>|
| RBC | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 4642137 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 3960402 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (28904)<br>|
| RBC | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; GBP | &nbsp;&nbsp; 761792 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1035367 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10743)<br>|
| SCB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 221228 | &nbsp;&nbsp;&nbsp;&nbsp; AUD | &nbsp;&nbsp; 337000 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1971)<br>|
| SCB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 184964 | &nbsp;&nbsp;&nbsp;&nbsp; CAD | &nbsp;&nbsp; 256300 | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| SCB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 405345 | &nbsp;&nbsp;&nbsp;&nbsp; GBP | &nbsp;&nbsp; 303000 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2197)<br>|
| SSB | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; HUF | &nbsp;&nbsp; 18275974 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 54872 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (122)<br>|
| UBS | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; DKK | &nbsp;&nbsp; 1050073 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 166748 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (715)<br>|
| UBS | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; HUF | &nbsp;&nbsp; 28714951 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 85954 | &nbsp;&nbsp;&nbsp;&nbsp; 74 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UBS | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 96855 | &nbsp;&nbsp;&nbsp;&nbsp; IDR | &nbsp;&nbsp; 1594812076 | &nbsp;&nbsp;&nbsp;&nbsp; 1232 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UBS | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 2804641 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 415080191 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (25252)<br>|
| UBS | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 1970495 | &nbsp;&nbsp;&nbsp;&nbsp; KRW | &nbsp;&nbsp; 2733374955 | &nbsp;&nbsp;&nbsp;&nbsp; 14522 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UBS | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 211644 | &nbsp;&nbsp;&nbsp;&nbsp; NOK | &nbsp;&nbsp; 2084246 | &nbsp;&nbsp;&nbsp;&nbsp; 2748 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UBS | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 589344 | &nbsp;&nbsp;&nbsp;&nbsp; SGD | &nbsp;&nbsp; 755862 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (95)<br>|
| UBS | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; AUD | &nbsp;&nbsp; 766579 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 511161 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3444)<br>|
| UBS | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; CAD | &nbsp;&nbsp; 821912 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 597705 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4911)<br>|
| UBS | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; CHF | &nbsp;&nbsp; 341695 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 433502 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (170)<br>|
| UBS | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; CNY | &nbsp;&nbsp; 40907480 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 5793030 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18685)<br>|
| UBS | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; EUR | &nbsp;&nbsp; 2302428 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 2721320 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5753)<br>|
| UBS | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; GBP | &nbsp;&nbsp; 636842 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 865595 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9033)<br>|
| UBS | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; ILS | &nbsp;&nbsp; 1073165 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 320743 | &nbsp;&nbsp;&nbsp;&nbsp; 3341 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

**Transamerica Series Trust**

**Page 20**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

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

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement**<br> **Date**<br>| &nbsp;&nbsp; **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Unrealized**<br> **Appreciation**<br>| &nbsp;&nbsp; **Unrealized**<br> **Depreciation**<br>|
| UBS | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 127215918 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 867248 | &nbsp;&nbsp;&nbsp;&nbsp; $72 | &nbsp;&nbsp;&nbsp;&nbsp; $— |
| UBS | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 101996742 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 698446 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3063)<br>|
| UBS | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; KRW | &nbsp;&nbsp; 618687997 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 442141 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UBS | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; TRY | &nbsp;&nbsp; 648046 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 14346 | &nbsp;&nbsp;&nbsp;&nbsp; 262 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UBS | 01/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 341435000 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 2372152 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (39975)<br>|
| **Total** | **Total** | **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp;&nbsp; **$5512960** | &nbsp;&nbsp;&nbsp; **$(5181610)**<br>|

---

**INVESTMENTS BY INDUSTRY:**

------

---

| | | |
|:---|:---|:---|
| **Industry** | **Percentage of** <br>**Total Investments**<br>| **Value** |
| Foreign Government Obligations | &nbsp;&nbsp; 20.7% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $187567692 |
| Banks | &nbsp;&nbsp;&nbsp;&nbsp; 6.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59940472 |
| Semiconductors & Semiconductor Equipment | &nbsp;&nbsp;&nbsp;&nbsp; 5.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48120176 |
| Software | &nbsp;&nbsp;&nbsp;&nbsp; 4.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41378607 |
| U.S. Government Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp; 4.4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40329724 |
| U.S. Government Obligations | &nbsp;&nbsp;&nbsp;&nbsp; 4.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38211295 |
| Interactive Media & Services | &nbsp;&nbsp;&nbsp;&nbsp; 2.7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24797746 |
| Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; 2.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23877728 |
| Technology Hardware, Storage & Peripherals | &nbsp;&nbsp;&nbsp;&nbsp; 2.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23230616 |
| Oil, Gas & Consumable Fuels | &nbsp;&nbsp;&nbsp;&nbsp; 2.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19748855 |
| Insurance | &nbsp;&nbsp;&nbsp;&nbsp; 2.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18826888 |
| Pharmaceuticals | &nbsp;&nbsp;&nbsp;&nbsp; 2.0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18459396 |
| Financial Services | &nbsp;&nbsp;&nbsp;&nbsp; 1.8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16739437 |
| Capital Markets | &nbsp;&nbsp;&nbsp;&nbsp; 1.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14931938 |
| Broadline Retail | &nbsp;&nbsp;&nbsp;&nbsp; 1.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14602902 |
| Aerospace & Defense | &nbsp;&nbsp;&nbsp;&nbsp; 1.5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13476208 |
| Electric Utilities | &nbsp;&nbsp;&nbsp;&nbsp; 1.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11036079 |
| Health Care Equipment & Supplies | &nbsp;&nbsp;&nbsp;&nbsp; 1.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10835721 |
| Automobiles | &nbsp;&nbsp;&nbsp;&nbsp; 1.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10500709 |
| Hotels, Restaurants & Leisure | &nbsp;&nbsp;&nbsp;&nbsp; 1.0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9473894 |
| Consumer Staples Distribution & Retail | &nbsp;&nbsp;&nbsp;&nbsp; 0.8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7365464 |
| Communications Equipment | &nbsp;&nbsp;&nbsp;&nbsp; 0.8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7324206 |
| Machinery | &nbsp;&nbsp;&nbsp;&nbsp; 0.8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7271536 |
| Specialty Retail | &nbsp;&nbsp;&nbsp;&nbsp; 0.8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6767180 |
| Entertainment | &nbsp;&nbsp;&nbsp;&nbsp; 0.7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6504789 |
| Biotechnology | &nbsp;&nbsp;&nbsp;&nbsp; 0.7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6411386 |
| Metals & Mining | &nbsp;&nbsp;&nbsp;&nbsp; 0.7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6325349 |
| Electrical Equipment | &nbsp;&nbsp;&nbsp;&nbsp; 0.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5724848 |
| Chemicals | &nbsp;&nbsp;&nbsp;&nbsp; 0.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5713283 |
| Health Care Providers & Services | &nbsp;&nbsp;&nbsp;&nbsp; 0.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5638639 |
| IT Services | &nbsp;&nbsp;&nbsp;&nbsp; 0.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5424125 |
| Food Products | &nbsp;&nbsp;&nbsp;&nbsp; 0.5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4873763 |
| Beverages | &nbsp;&nbsp;&nbsp;&nbsp; 0.5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4529143 |
| Diversified Telecommunication Services | &nbsp;&nbsp;&nbsp;&nbsp; 0.5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4216477 |
| Ground Transportation | &nbsp;&nbsp;&nbsp;&nbsp; 0.4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3786889 |
| Electronic Equipment, Instruments & Components | &nbsp;&nbsp;&nbsp;&nbsp; 0.4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3673803 |
| Professional Services | &nbsp;&nbsp;&nbsp;&nbsp; 0.4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3550223 |
| Textiles, Apparel & Luxury Goods | &nbsp;&nbsp;&nbsp;&nbsp; 0.4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3405901 |
| Household Products | &nbsp;&nbsp;&nbsp;&nbsp; 0.4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3354800 |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; 0.4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3261629 |
| Multi-Utilities | &nbsp;&nbsp;&nbsp;&nbsp; 0.4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3151577 |
| Life Sciences Tools & Services | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3015599 |
| Tobacco | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2967371 |
| Industrial Conglomerates | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2933497 |
| Media | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2880405 |
| Specialized REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2607229 |

---

**Transamerica Series Trust**

**Page 21**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

**INVESTMENTS BY INDUSTRY (continued):**

------

---

| | | |
|:---|:---|:---|
| **Industry** | **Percentage of**<br> **Total Investments**<br>| **Value** |
| Building Products | &nbsp;&nbsp;&nbsp;&nbsp; 0.3% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2546757 |
| Commercial Services & Supplies | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2454275 |
| Real Estate Management & Development | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2417408 |
| Consumer Finance | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2249074 |
| Industrial REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2081677 |
| Trading Companies & Distributors | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1942801 |
| Personal Care Products | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1903851 |
| Construction & Engineering | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1763679 |
| Construction Materials | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1552817 |
| Air Freight & Logistics | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1376856 |
| Retail REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1147458 |
| Health Care REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 977661 |
| Household Durables | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 970895 |
| Wireless Telecommunication Services | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 960228 |
| Residential REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 925871 |
| Energy Equipment & Services | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 752010 |
| Containers & Packaging | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 751591 |
| Independent Power & Renewable Electricity Producers | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 710372 |
| Municipal Government Obligation | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523899 |
| Passenger Airlines | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 409156 |
| Transportation Infrastructure | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 404916 |
| Gas Utilities | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 388897 |
| Automobile Components | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379369 |
| Water Utilities | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335479 |
| Health Care Technology | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 328825 |
| Paper & Forest Products | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277822 |
| Diversified REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266922 |
| Distributors | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194585 |
| Marine Transportation | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170291 |
| Office REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92196 |
| Mortgage Real Estate Investment Trusts | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72372 |
| Diversified Consumer Services | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51166 |
| **Investments** | **88.1** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **800146370** |
| Short-Term Investments | &nbsp;&nbsp; 11.9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108531868 |
| **Total Investments** | **100.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$908678238** |

---

**Transamerica Series Trust**

**Page 22**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

**INVESTMENT VALUATION:**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Valuation Inputs** <sup>(S)</sup> <br>|  |  |  |  |
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2 -** <br>**Other Significant** <br>**Observable Inputs**<br>| **Level 3 -** <br>**Significant** <br>**Unobservable Inputs** <sup>(T)</sup> <br>| **Value** |
| **ASSETS** |  |  |  |  |
| **Investments** |  |  |  |  |
| Common Stocks | $346694348 | &nbsp;&nbsp; $91046111 | &nbsp;&nbsp; $58 | &nbsp;&nbsp; $437740517 |
| Foreign Government Obligations |  | &nbsp;&nbsp; 187567692 | &nbsp;&nbsp; — | &nbsp;&nbsp; 187567692 |
| Corporate Debt Securities |  | &nbsp;&nbsp; 68230861 | &nbsp;&nbsp; 46928 | &nbsp;&nbsp; 68277789 |
| U.S. Government Agency Obligations |  | &nbsp;&nbsp; 40329724 | &nbsp;&nbsp; — | &nbsp;&nbsp; 40329724 |
| U.S. Government Obligations |  | &nbsp;&nbsp; 38211295 | &nbsp;&nbsp; — | &nbsp;&nbsp; 38211295 |
| Mortgage-Backed Securities |  | &nbsp;&nbsp; 23877728 | &nbsp;&nbsp; — | &nbsp;&nbsp; 23877728 |
| Asset-Backed Securities |  | &nbsp;&nbsp; 3261629 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3261629 |
| Municipal Government Obligation |  | &nbsp;&nbsp; 523899 | &nbsp;&nbsp; — | &nbsp;&nbsp; 523899 |
| Preferred Stocks |  | &nbsp;&nbsp; 356097 | &nbsp;&nbsp; — | &nbsp;&nbsp; 356097 |
| Convertible Bonds |  | &nbsp;&nbsp; — | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 0 |
| Warrant |  | &nbsp;&nbsp; — | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 0 |
| Short-Term U.S. Government Obligations |  | &nbsp;&nbsp; 14816940 | &nbsp;&nbsp; — | &nbsp;&nbsp; 14816940 |
| Other Investment Company | 2608377 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 2608377 |
| Repurchase Agreement |  | &nbsp;&nbsp; 91106551 | &nbsp;&nbsp; — | &nbsp;&nbsp; 91106551 |
| **Total Investments** | **$349302725** | &nbsp;&nbsp; **$559328527** | &nbsp;&nbsp; **$46986** | &nbsp;&nbsp; **$908678238** |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts <sup>(U)</sup> <br>| $59948 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $59948 |
| Forward Foreign Currency Contracts <sup>(U)</sup> <br>|  | &nbsp;&nbsp; 5512960 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5512960 |
| Over-the-Counter Swap Agreements |  | &nbsp;&nbsp; 3358821 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3358821 |
| **Total Other Financial Instruments** | **$59948** | &nbsp;&nbsp; **$8871781** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$8931729** |
| **LIABILITIES** |  |  |  |  |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts <sup>(U)</sup> <br>| $(132406)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(132406)<br>|
| Forward Foreign Currency Contracts <sup>(U)</sup> <br>|  | &nbsp;&nbsp; (5181610)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (5181610)<br>|
| **Total Other Financial Instruments** | **$(132406)**<br>| &nbsp;&nbsp; **$(5181610)**<br>| &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$(5314016)**<br>|

---

**FOOTNOTES TO SCHEDULE OF INVESTMENTS:** 

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

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

<sup>(B)</sup> *Security is Level 3 of the fair value hierarchy and is valued based on unobservable inputs (see Notes to Schedule of Investments). At September 30,* *2025, the total value of the securities is $46,986, representing less than 0.0% of the Portfolio's net assets.* 

<sup>(C)</sup> *Fair valued as determined in good faith in accordance with TAM's procedures. At September 30, 2025, the total value of the securities is $46,986,* *representing 0.0% of the Portfolio's net assets.* 

<sup>(D)</sup> *Restricted security. At September 30, 2025, the total value of such securities held by the Portfolio is as follows:*

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

---

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

---

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

<sup>(E)</sup> *All or a portion of the security is on loan. The total value of the securities on loan is $5,570,216, collateralized by cash collateral of $2,608,377 and* *non-cash collateral, such as U.S. government securities of $3,378,649. The amount on loan indicated may not correspond with the securities on loan* *identified because a security with pending sales are in the process of recall from the brokers.* 

<sup>(F)</sup> *Security is exempt from registration pursuant to Rule 144A of the Securities Act of 1933. Security may be resold as transactions exempt from* *registration, normally to qualified institutional buyers. At September 30, 2025, the total value of 144A securities is $44,344,706, representing 4.8% of the* *Portfolio's net assets.* 

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

<sup>(H)</sup> *Security exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside* *the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the* *registration requirements of the Securities Act of 1933. At September 30, 2025, the total value of the Regulation S securities is $106,389,937,* *representing 11.6% of the Portfolio's net assets.* 

**Transamerica Series Trust**

**Page 23**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

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

<sup>(I)</sup> *When-issued, delayed-delivery and/or forward commitment (including TBAs) security. Security to be settled and delivered after September 30, 2025.* *Security may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement.* 

<sup>(J)</sup> *Floating or variable rate security. The rate disclosed is as of September 30, 2025. For securities based on a published reference rate and spread, the* *reference rate and spread are indicated within the description. Variable rate securities with a floor or ceiling feature are disclosed at the inherent rate,* *where applicable. Certain variable rate securities are not based on a published reference rate and spread, but are determined by the issuer or agent and* *are based on current market conditions; these securities do not indicate a reference rate and spread in the description.* 

<sup>(K)</sup> *Payment in-kind. Security pays interest or dividends in the form of additional bonds or preferred stock. If the security makes a cash payment in addition* *to in-kind, the cash rate is disclosed separately.* 

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

<sup>(M)</sup> *Rate disclosed reflects the yield at September 30, 2025.*

<sup>(N)</sup> *Security in default; no interest payments received and/or dividends declared during the last 12 months. At September 30, 2025, the value of this security* *is $0, representing 0.0% of the Portfolio's net assets.* 

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

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

<sup>(Q)</sup> *All or a portion of the security has been segregated by the custodian as collateral to cover margin requirements for open futures contracts. The total* *value of the securities is $1,503,663.* 

<sup>(R)</sup> *At the termination date, a net cash flow is exchanged where the total return is equivalent to the return of the reference entity less a financing rate, if any.* *As a receiver, the Portfolio would receive payments based on any positive total return and would owe payments in the event of a negative total return.* *As the payer, the Portfolio would owe payments on any net positive total return and would receive payment in the event of a negative total return.* 

<sup>(S)</sup> *There were no transfers in or out of Level 3 during the period ended September 30, 2025. Please reference the Investment Valuation section of the* *Notes to Schedule of Investments for more information regarding investment valuation and pricing inputs.* 

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

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

**CURRENCY ABBREVIATION(S):** 

---

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

---

**Transamerica Series Trust**

**Page 24**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)**

**At September 30, 2025**

**(unaudited)**

**COUNTERPARTY ABBREVIATION(S):** 

---

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

---

**PORTFOLIO ABBREVIATION(S):** 

---

| | |
|:---|:---|
| *ADR* | *American Depositary Receipt* |
| *BOBL* | *Bundesobligationen (German Federal Government Securities)* |
| *BTP* | *Buoni del Tesoro Poliennali (Italian Treasury Bonds)* |
| *CDI* | *CHESS Depositary Interests* |
| *EURIBOR* | *Euro Interbank Offer Rate* |
| *FTSE* | *Financial Times Stock Exchange* |
| *OAT* | *Obligations Assimilables du Tresor (Treasury Obligations)* |
| *REIT* | *Real Estate Investment Trust* |
| *SOFR* | *Secured Overnight Financing Rate* |
| *SONIA* | *Sterling Overnight Interbank Average* |
| *STOXX* | *Deutsche Börse Group & SIX Group Index* |
| *Schatz* | *Bundesschatzanweisungen (German Federal Government 2-Year Securities)* |
| *TBA* | *To Be Announced* |

---

**Transamerica Series Trust**

**Page 25**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

**NOTES TO SCHEDULE OF INVESTMENTS**

**At September 30, 2025**

**(unaudited)**

**INVESTMENT VALUATION**

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

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

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

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

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

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

The inputs used to measure fair value may fall into different Levels of the fair value hierarchy. In such cases, for disclosure purposes, the Level in the fair value hierarchy that is assigned to the fair value measurement of a security is determined based on the lowest Level input that is significant to the fair value measurement in its entirety. Certain investments that are measured at fair value using Net Asset Value ("NAV") per share, or its equivalent, using the "practical expedient" have not been classified in the fair value Levels. The hierarchy classification of inputs used to value the Portfolio's investments at September 30, 2025, is disclosed within the Investment Valuation section of the Consolidated Schedule of Investments.

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

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

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

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

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

**Transamerica Series Trust**

**Page 26**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

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

**At September 30, 2025**

**(unaudited)**

instruments. While most corporate debt securities are categorized in Level 2 of the fair value hierarchy, in instances where lower relative weight is placed on transaction prices, quotations, or similar observable inputs, they are categorized in Level 3.

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

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

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

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

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

*U.S. government agency obligations:* U.S. government agency obligations are comprised of two main categories consisting of agency issued debt and mortgage pass-throughs. Generally, agency issued debt securities are valued in a manner similar to U.S. government obligations. Mortgage pass-throughs include to be announced ("TBA") securities and mortgage pass-through certificates. Generally, TBA securities and mortgage pass-throughs are valued using dealer quotations. Depending on market activity levels and whether quotations or other observable data are used, these securities are typically categorized in Level 2 of the fair value hierarchy; otherwise they would be categorized in Level 3.

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

*Warrants:* Warrants may be priced intrinsically using a model that incorporates the subscription or strike price, the daily market price for the underlying security, and a subscription ratio. If the inputs are unavailable, or if the subscription or strike price is higher than the market price, then the warrants are priced at zero. Warrants are generally categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

*Short-term notes:* The Portfolio normally values short-term government and U.S. government agency securities using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers and reference data. Certain securities are valued by principally using dealer quotations. Short-term government and U.S. government agency securities generally are categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

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

**Transamerica Series Trust**

**Page 27**

------

**Transamerica Morgan Stanley Global Allocation VP**

------

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

**At September 30, 2025**

**(unaudited)**

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

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

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

**Transamerica Series Trust**

**Page 28**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** DENVER

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80202

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $1553840231.88

**Total Liabilities:** $636407446.72

**Net Assets:** $917432785.16

**Amount of Assets Invested in Other Investment Companies:** $23829156.10

**Delayed Delivery Securities:** $23732399.33

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -447.58000000 | **1-Year:** -6012.11000000 | **5-Year:** -28718.89000000 | **10-Year:** -23243.82000000 | **30-Year:** -3447.95000000

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

- **3-Month:** -24.68000000 | **1-Year:** -207.41000000 | **5-Year:** -810.50000000 | **10-Year:** -295.32000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000076205 | -0.17%               | 2.35%                | 2.20%                |
| Class ID C000076206 | -0.21%               | 2.35%                | 2.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3637180.74              | $-5764254.00                               |
| Month 2  | $679078.23               | $14039731.84                               |
| Month 3  | $1368793.33              | $13563642.79                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                               | Honeywell International, Inc.                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        3754 | NS      | $790217.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp.                                                     | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      210000 | PA      | $245854.66    | 0.03%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                        | Hong Kong Exchanges & Clearing Ltd.                                           | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |        7737 | NS      | $439446.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                               | Swedish Orphan Biovitrum AB                                                   | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |        1299 | NS      | $39572.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Nemetschek SE                                             | Nemetschek SE                                                                 | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |         382 | NS      | $49692.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold HKD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $14.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH COL INV                                           | British Columbia Investment Management Corp.                                  | CUSIP: 110610AD4<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |     2550000 | PA      | $1863422.07   | 0.20%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                  | EQT Corp.                                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        3408 | NS      | $185497.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Commercial Mortgage Securities Trust                                    | CUSIP: 05523GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $833691.40    | 0.09%             | 2034-08-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                  | Universal Music Group NV                                                      | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |        7390 | NS      | $213088.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp                                              | Nordson Corp.                                                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |         316 | NS      | $71716.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -64 | NC      | $10282.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold THB                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-730421.56   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Pure Storage Inc                                          | Pure Storage, Inc.                                                            | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |        1392 | NS      | $116663.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings, Inc.                                                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |        1787 | NS      | $90743.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH Moet Hennessy Louis Vuitton SE                                           | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |        1836 | NS      | $1121967.43   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc                                                 | Jabil, Inc.                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |         623 | NS      | $135296.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                            | Kingfisher PLC                                                                | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |       11699 | NS      | $48570.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                | BOC Hong Kong Holdings Ltd.                                                   | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |       24017 | NS      | $112771.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                                    | EDP SA                                                                        | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |       18076 | NS      | $85673.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems, Inc.                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       22940 | NS      | $1569554.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| L E Lundbergforetagen AB                                  | L E Lundbergforetagen AB                                                      | CUSIP: 000000000<br>LEI: 529900BPSFZS6O3A9R04 | Long             | EC               | CORP              | SE        |         502 | NS      | $26042.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                        | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |        1036 | NS      | $55245.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-6396.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                            | Salesforce, Inc.                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        5496 | NS      | $1302552.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                | Intuit, Inc.                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        1604 | NS      | $1095387.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                             | Dynatrace, Inc.                                                               | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |        1737 | NS      | $84157.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                   | Dow, Inc.                                                                     | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        4187 | NS      | $96007.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp.                                                 | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1133873.49   | 0.12%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                       | Imperial Brands PLC                                                           | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |        5167 | NS      | $219452.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson & Co Ltd                      | Washington H Soul Pattinson & Co. Ltd.                                        | CUSIP: 000000000<br>LEI: 254900CV4BQYQLH2KI62 | Long             | EC               | CORP              | AU        |        1586 | NS      | $40393.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust, Inc.                                           | CUSIP: 17332RAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      640452 | PA      | $648824.46    | 0.07%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased PEN / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PE        |           1 | NC      | $862.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                         | LEG Immobilien SE                                                             | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |         490 | NS      | $38946.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigma Healthcare Ltd                                      | Sigma Healthcare Ltd.                                                         | CUSIP: 000000000<br>LEI: 529900BZSP3BK7GYAO50 | Long             | EC               | CORP              | AU        |       30734 | NS      | $60399.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| L3Harris Technologies Inc                                 | L3Harris Technologies, Inc.                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        1093 | NS      | $333813.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                         | Hyatt Hotels Corp.                                                            | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |         246 | NS      | $34914.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                                   | Zebra Technologies Corp.                                                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         295 | NS      | $87662.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone Oyj                                                  | Kone OYJ                                                                      | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |        2201 | NS      | $149876.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                                 | Warner Bros Discovery, Inc.                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       13755 | NS      | $268635.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                              | BT Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |       39078 | NS      | $100460.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                 | United Parcel Service, Inc.                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        4327 | NS      | $361434.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexico Bonos                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6000000 | PA      | $309902.53    | 0.03%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                 | Nokia OYJ                                                                     | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |       35573 | NS      | $170357.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                         | Galderma Group AG                                                             | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |         725 | NS      | $125956.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                       | Dollar General Corp.                                                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        1279 | NS      | $132184.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | Future                                                                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         -80 | NC      | $17649.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-6925.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased ILS / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IL        |           1 | NC      | $2275.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                           | CUSIP: 912797QR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     2000000 | PA      | $1988972.22   | 0.22%             | 2025-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                             | Blackrock, Inc.                                                               | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |         857 | NS      | $999150.59    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                                                 | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |        3652 | NS      | $900583.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Trust                                                                   | CUSIP: 05493WAA0<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1503947.85   | 0.16%             | 2039-08-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Equity Residential                                        | Equity Residential                                                            | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |        2117 | NS      | $137033.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2830000 | PA      | $3510949.40   | 0.38%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                                    | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |        1618 | NS      | $700007.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                 | Telecom Italia SpA                                                            | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |       69664 | NS      | $36420.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                          | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1240000 | PA      | $1063439.26   | 0.12%             | 2036-10-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                                | AMETEK, Inc.                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        1346 | NS      | $253048.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                           | Fidelity National Financial, Inc.                                             | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |        1553 | NS      | $93940.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased TRY / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $-20472.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                   | Saab AB                                                                       | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |        2043 | NS      | $124671.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                            | American Electric Power Co., Inc.                                             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |        3131 | NS      | $352237.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                         | General Motors Co.                                                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        5681 | NS      | $346370.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                      | Western Digital Corp.                                                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        2015 | NS      | $241920.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                | Boliden AB                                                                    | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |        1829 | NS      | $74349.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                               | Alnylam Pharmaceuticals, Inc.                                                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |         763 | NS      | $347928.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corp                                       | Barrick Mining Corp.                                                          | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       10749 | NS      | $353047.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                    | Chocoladefabriken Lindt & Spruengli AG                                        | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |           1 | NS      | $150241.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VONTIER CORP                                              | Vontier Corp.                                                                 | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |      925000 | PA      | $879912.20    | 0.10%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp.                                                             | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      875000 | PA      | $889063.32    | 0.10%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      290000 | PA      | $335323.31    | 0.04%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amundi SA                                                 | Amundi SA                                                                     | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |         406 | NS      | $32127.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased NOK / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $-1524.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                 | Teledyne Technologies, Inc.                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         274 | NS      | $160574.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                               | Vistra Corp.                                                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        1940 | NS      | $380084.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                             | Welltower, Inc.                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |        3834 | NS      | $682988.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc                | Expeditors International of Washington, Inc.                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |         812 | NS      | $99543.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2770000 | PA      | $1545747.02   | 0.17%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                                  | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |        1531 | NS      | $182353.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co.                                                          | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $998593.03    | 0.11%             | 2033-02-17      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                          | Genuine Parts Co.                                                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |         815 | NS      | $112959.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                  | MSCI, Inc.                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |         451 | NS      | $255901.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF AB                                                    | SKF AB                                                                        | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |        2235 | NS      | $55362.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                | Chipotle Mexican Grill, Inc.                                                  | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7947 | NS      | $311442.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary Government International Bonds                    | Hungary Government International Bonds                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1510000 | PA      | $1619518.74   | 0.18%             | 2032-09-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FDJ UNITED                                                | FDJ UNITED                                                                    | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |         737 | NS      | $24660.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario                                                           | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      360000 | PA      | $421659.46    | 0.05%             | 2035-07-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                                      | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       10537 | NS      | $301635.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                           | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5070000 | PA      | $3440074.19   | 0.37%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                             | Beiersdorf AG                                                                 | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |         655 | NS      | $68441.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp.                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        3428 | NS      | $846544.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                               | Jack Henry & Associates, Inc.                                                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |         426 | NS      | $63444.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                                 | Pool Corp.                                                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |         210 | NS      | $65114.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased THB / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |           1 | NC      | $818540.84    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                 | Argenx SE                                                                     | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |         407 | NS      | $294922.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                               | American Water Works Co., Inc.                                                | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        1150 | NS      | $160068.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                            | Atlassian Corp.                                                               | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |         951 | NS      | $151874.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals, Inc.                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        1489 | NS      | $583151.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                     | Micron Technology, Inc.                                                       | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      525000 | PA      | $543266.96    | 0.06%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy, Inc.                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |        5017 | NS      | $306889.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                | Mondelez International, Inc.                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        7631 | NS      | $476708.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                                  | Okta, Inc.                                                                    | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |         987 | NS      | $90507.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                         | CUSIP: 3140MSSF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2691352 | PA      | $2273576.95   | 0.25%             | 2052-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                    | JW Commercial Mortgage Trust                                                  | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1003120.20   | 0.11%             | 2039-06-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                         | Kinder Morgan, Inc.                                                           | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1057368.51   | 0.12%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp.                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        3479 | NS      | $822331.23    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                                | Skanska AB                                                                    | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |        2238 | NS      | $57980.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                    | Aristocrat Leisure Ltd.                                                       | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |        3768 | NS      | $174480.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       14158 | NS      | $2625176.36   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| REA Group Ltd                                             | REA Group Ltd.                                                                | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |         352 | NS      | $53818.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp                                        | Realty Income Corp.                                                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |        5329 | NS      | $323949.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp.                                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        4182 | NS      | $1270867.98   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                                | NetApp, Inc.                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        1133 | NS      | $134215.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Ltd                                                   | ASX Ltd.                                                                      | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |        1289 | NS      | $49973.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased TRY / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $480499.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                  | Rolls-Royce Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |       55676 | NS      | $891055.61    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                           | BAE Systems PLC                                                               | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |       19401 | NS      | $537242.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased CHF / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CH        |           1 | NC      | $-156.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold ZAR                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-267.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                       | Heineken Holding NV                                                           | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |         880 | NS      | $60285.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                                    | UnitedHealth Group, Inc.                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        5345 | NS      | $1845628.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                                  | Snam SpA                                                                      | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |       13240 | NS      | $79556.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold HKD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $36.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                           | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3200000 | PA      | $3073750.02   | 0.34%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP PLC                                                    | BP PLC                                                                        | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      105084 | NS      | $601701.47    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                       | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |        2465 | NS      | $261838.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Clorox Co/The                                             | Clorox Co.                                                                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |         730 | NS      | $90009.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                              | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |        4500 | NS      | $586387.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso Oyj                                            | Stora Enso OYJ                                                                | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |        3664 | NS      | $40160.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Cochlear Ltd                                              | Cochlear Ltd.                                                                 | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |         435 | NS      | $80379.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                  | Molson Coors Beverage Co.                                                     | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        1059 | NS      | $47919.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toromont Industries Ltd                                   | Toromont Industries Ltd.                                                      | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |         507 | NS      | $56292.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                               | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        2711 | NS      | $2635719.20   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased CNH / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |           1 | NC      | $-43424.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International, Inc.                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        9090 | NS      | $1474398.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                        | United Rentals, Inc.                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |         376 | NS      | $358952.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corp                                           | Brookfield Corp.                                                              | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |        8482 | NS      | $581983.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                             | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1525000 | PA      | $1563713.73   | 0.17%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                  | Svenska Cellulosa AB SCA                                                      | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |        3963 | NS      | $52345.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| KOREA SOUTHERN POWER                                      | Korea Southern Power Co. Ltd.                                                 | CUSIP: 50065AAC8<br>LEI: 9884001B6VSIQS4ZY558 | Long             | DBT              | CORP              | KR        |     1650000 | PA      | $1631456.94   | 0.18%             | 2026-01-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                      | International Business Machines Corp.                                         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        5423 | NS      | $1530153.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                              | British American Tobacco PLC                                                  | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |       13302 | NS      | $706112.49    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                    | Chocoladefabriken Lindt & Spruengli AG                                        | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |           6 | NS      | $91652.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pentair PLC                                               | Pentair PLC                                                                   | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |         965 | NS      | $106883.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                                 | Land Securities Group PLC                                                     | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               |  | GB        |        4608 | NS      | $36068.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                       | Macquarie Group Ltd.                                                          | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |        2376 | NS      | $344830.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                         | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3889252 | PA      | $3592899.22   | 0.39%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                         | CUSIP: 3140A12P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      274737 | PA      | $285862.25    | 0.03%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                        | Valero Energy Corp.                                                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        1825 | NS      | $310724.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp.                                                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        6953 | NS      | $860433.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co.                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       18838 | NS      | $1579001.16   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp.                                                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        1132 | NS      | $152367.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                 | News Corp.                                                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        2221 | NS      | $68206.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp.                                                         | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208268.52    | 0.02%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                   | Marathon Petroleum Corp.                                                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        1790 | NS      | $345004.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1460000 | PA      | $1471559.98   | 0.16%             | 2054-08-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Revvity Inc                                               | Revvity, Inc.                                                                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |         688 | NS      | $60303.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bonds                                               | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    15920000 | PA      | $658878.80    | 0.07%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Scentre Group                                             | Scentre Group                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       34559 | NS      | $93300.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                      | Straumann Holding AG                                                          | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |         693 | NS      | $73909.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                          | Singapore Telecommunications Ltd.                                             | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |       49041 | NS      | $157013.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased ILS / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IL        |           1 | NC      | $3340.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                 | Partners Group Holding AG                                                     | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |         139 | NS      | $180461.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                        | NextEra Energy, Inc.                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       12230 | NS      | $923242.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                             | Hilton Worldwide Holdings, Inc.                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        1389 | NS      | $360362.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                              | WP Carey, Inc.                                                                | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |        1291 | NS      | $87232.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                   | UDR, Inc.                                                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |        1846 | NS      | $68781.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold SEK                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1077.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                            | BPER Banca SpA                                                                | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |        6636 | NS      | $73515.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc                                         | General Mills, Inc.                                                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        3222 | NS      | $162453.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                             | DR Horton, Inc.                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        1614 | NS      | $273524.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                               | Paychex, Inc.                                                                 | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        1891 | NS      | $239703.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | Future                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $187.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                                                 | Tesco PLC                                                                     | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |       44396 | NS      | $265999.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc                             | Interactive Brokers Group, Inc.                                               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |        2503 | NS      | $172231.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bonds                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 17305000000 | PA      | $1178609.13   | 0.13%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Continental AG                                            | Continental AG                                                                | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |         732 | NS      | $48229.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                              | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |        9230 | NS      | $93605.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                  | Mowi ASA                                                                      | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |        3245 | NS      | $68544.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger NV                                           | Schlumberger NV                                                               | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |        8773 | NS      | $301528.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sembcorp Industries Ltd                                   | Sembcorp Industries Ltd.                                                      | CUSIP: 000000000<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |        5860 | NS      | $27347.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler Inc                                               | Zscaler, Inc.                                                                 | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |         576 | NS      | $172604.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                     | Deutsche Lufthansa AG                                                         | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |        3973 | NS      | $33621.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                        | BX Trust                                                                      | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      576000 | PA      | $544750.10    | 0.06%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd                                    | Singapore Airlines Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |        9720 | NS      | $49129.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Lotus Bakeries NV                                         | Lotus Bakeries NV                                                             | CUSIP: 000000000<br>LEI: 5493004C0K34IFI67I03 | Long             | EC               | CORP              | BE        |           3 | NS      | $28247.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| AbbVie Inc                                                | AbbVie, Inc.                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       10393 | NS      | $2406395.22   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                         | Tractor Supply Co.                                                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        3101 | NS      | $176353.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |           1 | NC      | $-403615.05   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2940000 | PA      | $3951119.46   | 0.43%             | 2039-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                             | Universal Health Services, Inc.                                               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |         337 | NS      | $68896.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Ltd                             | Insurance Australia Group Ltd.                                                | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |       15693 | NS      | $85149.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                        | Publicis Groupe SA                                                            | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |        1518 | NS      | $145570.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased AUD / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |           1 | NC      | $-355.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp                                                 | Ball Corp.                                                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        1556 | NS      | $78453.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                           | Seagate Technology Holdings PLC                                               | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |        1216 | NS      | $287048.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd                                            | Wesfarmers Ltd.                                                               | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |        7519 | NS      | $457829.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd                     | Check Point Software Technologies Ltd.                                        | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |         566 | NS      | $117111.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                                                  | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       16836 | NS      | $996280.01    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                            | Air Products & Chemicals, Inc.                                                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        1302 | NS      | $355081.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp. of Victoria                                                    | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     4246000 | PA      | $2357095.44   | 0.26%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                                | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |       10914 | NS      | $1205317.29   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                    | Singapore Exchange Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |        5414 | NS      | $69377.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc                                                | Ventas, Inc.                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |        2652 | NS      | $185613.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd                                         | ARC Resources Ltd.                                                            | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |        3646 | NS      | $66490.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold THB                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $1619.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                             | Rio Tinto Ltd.                                                                | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |        2478 | NS      | $200091.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                         | CUSIP: 31418EPS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10490608 | PA      | $9221790.01   | 1.01%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                         | Sonova Holding AG                                                             | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |         313 | NS      | $85165.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | Future                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |          -7 | NC      | $-14138.83    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                        | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |        6959 | NS      | $1861992.81   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| REI AGRO LTD                                              | REI Agro Ltd.                                                                 | CUSIP: Y7253SAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      259000 | PA      | $0.00         | 0.00%             | 2014-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Tradeweb Markets Inc                                      | Tradeweb Markets, Inc.                                                        | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         687 | NS      | $76243.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp                                       | Tourmaline Oil Corp.                                                          | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |        2293 | NS      | $98890.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                       | Amadeus IT Group SA                                                           | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |        3023 | NS      | $239567.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -33 | NC      | $-4035.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Acciona SA                                                | Acciona SA                                                                    | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |         164 | NS      | $32905.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                                     | Swiss Life Holding AG                                                         | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |         178 | NS      | $191315.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                              | Thermo Fisher Scientific, Inc.                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        2212 | NS      | $1072864.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp.                                                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        2595 | NS      | $2402009.85   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank AS                                                                | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      800000 | PA      | $815117.57    | 0.09%             | 2031-03-04      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                         | Expedia Group, Inc.                                                           | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |         709 | NS      | $151548.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased THB / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |           1 | NC      | $49143.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                 | Holcim AG                                                                     | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |        3287 | NS      | $278056.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased NOK / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $-1524.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp.                                                                  | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      775000 | PA      | $797247.13    | 0.09%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                                 | Endesa SA                                                                     | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |        2104 | NS      | $67214.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                            | Cloudflare, Inc.                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |        1751 | NS      | $375747.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                         | Everest Group Ltd.                                                            | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |         252 | NS      | $88257.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      360000 | PA      | $422783.94    | 0.05%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                              | Carrefour SA                                                                  | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |        3906 | NS      | $59134.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR Corp Ltd                                              | MTR Corp. Ltd.                                                                | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |       10097 | NS      | $34227.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Constellation Software Inc/Canada                         | Constellation Software, Inc.                                                  | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         127 | NS      | $344760.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies, Inc.                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       11662 | NS      | $1142526.14   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeroports de Paris SA                                     | Aeroports de Paris SA                                                         | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |         231 | NS      | $30456.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Brown-Forman Corp                                         | Brown-Forman Corp.                                                            | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |        1128 | NS      | $30546.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                              | Teradyne, Inc.                                                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |         928 | NS      | $127729.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd                                          | CLP Holdings Ltd.                                                             | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |       10651 | NS      | $88211.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                                  | Rexel SA                                                                      | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |        1476 | NS      | $48243.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                  | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1183617.54   | 0.13%             | 2037-03-05      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BKW AG                                                    | BKW AG                                                                        | CUSIP: 000000000<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |         130 | NS      | $27745.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Cognizant Technology Solutions Corp                       | Cognizant Technology Solutions Corp.                                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        2891 | NS      | $193899.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                   | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-2197.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Keyera Corp                                               | Keyera Corp.                                                                  | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |        1454 | NS      | $48780.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AddTech AB                                                | AddTech AB                                                                    | CUSIP: 000000000<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |        1694 | NS      | $54916.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp                                                | Masco Corp.                                                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        1250 | NS      | $87987.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |        6704 | NS      | $608651.72    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Quintis PTY                                               | Quintis Australia Pty. Ltd.                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | AU        |     1725383 | NS      | $1.14         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: —       |
| Bank Hapoalim BM                                          | Bank Hapoalim BM                                                              | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |        8147 | NS      | $165586.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                                  | eBay, Inc.                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        2720 | NS      | $247384.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                      | WEC Energy Group, Inc.                                                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        1875 | NS      | $214856.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources, Inc.                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        3185 | NS      | $357102.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                  | Stellantis Financial Services U.S. Corp.                                      | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1324650.53   | 0.14%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | Purchased USD / Sold CNH                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-974.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                                                       | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |       15033 | NS      | $51151.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2764.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                    | Arch Capital Group Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |        2209 | NS      | $200422.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                     | 3M Co.                                                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        3126 | NS      | $485092.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                  | NIKE, Inc.                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        6875 | NS      | $479393.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                                     | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |        3882 | NS      | $899683.01    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                  | Agilent Technologies, Inc.                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        1590 | NS      | $204076.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5170000 | PA      | $1240013.78   | 0.14%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                     | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       39305 | NS      | $1398973.61   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                               | BioMarin Pharmaceutical, Inc.                                                 | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        1144 | NS      | $61959.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc                                     | TFI International, Inc.                                                       | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |         499 | NS      | $43915.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Owens Corning                                             | Owens Corning                                                                 | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |         502 | NS      | $71012.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                              | State Street Navigator Securities Lending Government Money Market Portfolio   | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |     1335155 | NS      | $1335155.17   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REI AGRO LTD                                              | REI Agro Ltd.                                                                 | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      697000 | PA      | $0.01         | 0.00%             | 2014-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Micron Technology Inc                                     | Micron Technology, Inc.                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        6322 | NS      | $1057797.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                      | Regency Centers Corp.                                                         | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |        1018 | NS      | $74212.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                             | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1214000 | PA      | $1628049.26   | 0.18%             | 2026-11-13      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                         | Covivio SA                                                                    | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               |  | FR        |         365 | NS      | $24511.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                           | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2710000 | PA      | $2770551.56   | 0.30%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                  | Jeronimo Martins SGPS SA                                                      | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |        1632 | NS      | $39662.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold TWD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1691.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                             | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |         790 | NS      | $31316.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                     | Burlington Stores, Inc.                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |         344 | NS      | $87548.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                      | Williams Cos., Inc.                                                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |        7086 | NS      | $448898.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VAT Group AG                                              | VAT Group AG                                                                  | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |         167 | NS      | $65956.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| AIB GROUP PLC                                             | AIB Group PLC                                                                 | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     1175000 | PA      | $1236082.61   | 0.13%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| HubSpot Inc                                               | HubSpot, Inc.                                                                 | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |         289 | NS      | $135194.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased CHF / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $-31.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                             | TMX Group Ltd.                                                                | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |        1717 | NS      | $65684.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Investment AB Latour                                      | Investment AB Latour                                                          | CUSIP: 000000000<br>LEI: 5493006GFBLNB3Y0Y789 | Long             | EC               | CORP              | SE        |         971 | NS      | $22989.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                            | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |        1228 | NS      | $328859.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-102821.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on Inc                                               | Snap-on, Inc.                                                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |         308 | NS      | $106731.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                             | Citigroup, Inc.                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       10757 | NS      | $1091835.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Mining Ltd                                      | Evolution Mining Ltd.                                                         | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |       13408 | NS      | $96084.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | Prologis Euro Finance LLC                                                     | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      950000 | PA      | $1083596.87   | 0.12%             | 2029-01-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                   | Bank Leumi Le-Israel BM                                                       | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |        9736 | NS      | $191915.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                               | Randstad NV                                                                   | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |         720 | NS      | $30575.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Chicago Board of Trade                                    | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          63 | NC      | $-5974.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold INR                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $465.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd.                                                                    | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |        2229 | NS      | $629135.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   173950000 | PA      | $1131507.20   | 0.12%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Syensqo SA                                                | Syensqo SA                                                                    | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | EC               | CORP              | BE        |         483 | NS      | $38957.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Rational AG                                               | Rational AG                                                                   | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |          33 | NS      | $25144.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                         | Omnicom Group, Inc.                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        1146 | NS      | $93433.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                   | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $120.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sea Ltd                                                   | Sea Ltd.                                                                      | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        2518 | NS      | $450042.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent PLC                                          | Severn Trent PLC                                                              | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |        1763 | NS      | $61362.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amcor PLC                                                 | Amcor PLC                                                                     | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |       13380 | NS      | $109448.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group, Inc.                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        2318 | NS      | $465755.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                              | Rockwool AS                                                                   | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |         618 | NS      | $22948.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                                        | Cooper Cos., Inc.                                                             | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        1328 | NS      | $91047.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                  | Mizrahi Tefahot Bank Ltd.                                                     | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |        1010 | NS      | $66444.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           8 | NC      | $362.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hang Seng Bank Ltd                                        | Hang Seng Bank Ltd.                                                           | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |        4883 | NS      | $74356.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                              | Porsche Automobil Holding SE                                                  | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |        1022 | NS      | $40135.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                     | Spotify Technology SA                                                         | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |        1022 | NS      | $713356.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3040000 | PA      | $3654919.08   | 0.40%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                  | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |       38393 | NS      | $725938.15    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                     | General Dynamics Corp.                                                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        1337 | NS      | $455917.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                        | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $642146.03    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Robinhood Markets Inc                                     | Robinhood Markets, Inc.                                                       | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        4227 | NS      | $605221.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                  | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      654000 | PA      | $388066.09    | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                               | Northern Star Resources Ltd.                                                  | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |        9254 | NS      | $145307.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                    | DBS Group Holdings Ltd.                                                       | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |       13853 | NS      | $549308.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group, Inc.                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $2010991.18   | 0.22%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                           | Xcel Energy, Inc.                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        3378 | NS      | $272435.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   641550000 | PA      | $4089287.46   | 0.45%             | 2034-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Bollore SE                                                | Bollore SE                                                                    | CUSIP: 000000000<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |        4680 | NS      | $26461.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita Inc                                                | DaVita, Inc.                                                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |         247 | NS      | $32818.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helvetia Holding AG                                       | Helvetia Holding AG                                                           | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |         230 | NS      | $56254.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold NOK                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2747.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                       | Cheniere Energy, Inc.                                                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        1295 | NS      | $304299.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc                                               | Samsara, Inc.                                                                 | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1616 | NS      | $60196.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                              | Allegion PLC                                                                  | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |         505 | NS      | $89561.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                           | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    12870000 | PA      | $12827968.25  | 1.40%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp.                                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       21983 | NS      | $690705.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BERG Finance                                              | Berg Finance DAC                                                              | CUSIP: 000000000<br>LEI: 635400MVCRPAUVUGGY60 | Long             | ABS-MBS          | CORP              | IE        |      148305 | PA      | $173709.69    | 0.02%             | 2033-04-22      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                        | PPG Industries, Inc.                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        1340 | NS      | $140847.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank                                                         | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |       11251 | NS      | $899627.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                               | James Hardie Industries PLC                                                   | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |        2815 | NS      | $52304.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                            | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |        5724 | NS      | $457401.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ICL Group Ltd                                             | ICL Group Ltd.                                                                | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |        5027 | NS      | $31416.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                                 | Talanx AG                                                                     | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |         428 | NS      | $56882.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA            | ACS Actividades de Construccion y Servicios SA                                | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |        1166 | NS      | $93088.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                         | Atmos Energy Corp.                                                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |         932 | NS      | $159139.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                             | Marriott International, Inc.                                                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |        1358 | NS      | $353677.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xero Ltd                                                  | Xero Ltd.                                                                     | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |         965 | NS      | $100570.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                              | Moody's Corp.                                                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |         944 | NS      | $449797.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold SGD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $725.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                                  | Fox Corp.                                                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        1253 | NS      | $79014.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased GBP / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-7615.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                             | Akzo Nobel NV                                                                 | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |        1155 | NS      | $82175.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Orange SA                                                 | Orange SA                                                                     | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |       12222 | NS      | $198163.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                              | GEA Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |         968 | NS      | $71427.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corp                                                  | PPL Corp.                                                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |        4336 | NS      | $161125.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                                       | Sun Communities, Inc.                                                         | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |         753 | NS      | $97137.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                               | Exelon Corp.                                                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |        5950 | NS      | $267809.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                | Carvana Co.                                                                   | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |         692 | NS      | $261050.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                   | ABB Ltd.                                                                      | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |        9826 | NS      | $707526.31    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3900000 | PA      | $4753606.92   | 0.52%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                | Nucor Corp.                                                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        1363 | NS      | $184591.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia                                                           | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |        7728 | NS      | $499707.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group, Inc.                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1270762.43   | 0.14%             | 2032-03-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |        4798 | NS      | $317481.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                      | ASM International NV                                                          | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |         320 | NS      | $191905.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased THB / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |           1 | NC      | $-94197.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                              | Metro, Inc.                                                                   | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |        1301 | NS      | $87378.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole CIB                                       | Purchased USD / Sold CNH                                                      | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |           1 | NC      | $953.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corp                                               | Cintas Corp.                                                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2169 | NS      | $445208.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific, Inc.                                                | CUSIP: 883556CC4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      850000 | PA      | $880024.80    | 0.10%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |        7508 | NS      | $715061.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                       | Paycom Software, Inc.                                                         | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |         305 | NS      | $63482.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evraz PLC                                                 | Evraz PLC                                                                     | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |        6267 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Truist Financial Corp                                     | Truist Financial Corp.                                                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |        7661 | NS      | $350260.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                  | Next PLC                                                                      | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |         773 | NS      | $128651.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva Inc                                               | Corteva, Inc.                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        4042 | NS      | $273360.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |           1 | NC      | $-4911.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                               | Reckitt Benckiser Group PLC                                                   | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |        4546 | NS      | $349593.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                                         | Upjohn Finance BV                                                             | CUSIP: 000000000<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |     1400000 | PA      | $1436504.58   | 0.16%             | 2032-06-23      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                | Advanced Micro Devices, Inc.                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        9454 | NS      | $1529562.66   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                              | Huntington Bancshares, Inc.                                                   | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |        8527 | NS      | $147261.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-3233.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                        | Coterra Energy, Inc.                                                          | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        4457 | NS      | $105408.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smithfield Foods Inc                                      | Smithfield Foods, Inc.                                                        | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |           6 | NS      | $140.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo, Inc.                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        8069 | NS      | $1133210.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Ltd                             | Jardine Matheson Holdings Ltd.                                                | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |        1033 | NS      | $65079.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      750000 | PA      | $799095.50    | 0.09%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                            | Bombardier, Inc.                                                              | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |         558 | NS      | $78196.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1360000 | PA      | $1626227.26   | 0.18%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments, Inc.                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        5274 | NS      | $968992.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                             | CME Group, Inc.                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        2132 | NS      | $576045.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                                  | Super Micro Computer, Inc.                                                    | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |        3004 | NS      | $144011.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifco AB                                                  | Lifco AB                                                                      | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |        1539 | NS      | $51951.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Thales SA                                                 | Thales SA                                                                     | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |         600 | NS      | $187801.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | Chubb INA Holdings LLC                                                        | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1143058.23   | 0.12%             | 2027-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                       | Vulcan Materials Co.                                                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |         774 | NS      | $238097.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings, Inc.                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        5356 | NS      | $359173.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                              | Centene Corp.                                                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        2959 | NS      | $105577.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Getlink SE                                                | Getlink SE                                                                    | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |        1989 | NS      | $36569.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                     | Dell Technologies, Inc.                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        1877 | NS      | $266102.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                                | Renault SA                                                                    | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |        1285 | NS      | $52501.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet, Inc.                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       33291 | NS      | $8093042.10   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold NZD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $103.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                                 | Avolta AG                                                                     | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |         548 | NS      | $29642.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                       | Meridian Energy Ltd.                                                          | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |       10417 | NS      | $33638.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                        | Barry Callebaut AG                                                            | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |          22 | NS      | $30123.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased CHF / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |           1 | NC      | $-2306.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BXP Inc                                                   | BXP, Inc.                                                                     | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |         884 | NS      | $65716.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                  | Estee Lauder Cos., Inc.                                                       | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        1381 | NS      | $121693.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                                  | Tele2 AB                                                                      | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |        3620 | NS      | $61734.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                               | Phillips 66                                                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        2376 | NS      | $323183.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp                                  | Pan American Silver Corp.                                                     | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |        2274 | NS      | $88120.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                         | CNH Industrial NV                                                             | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |        5150 | NS      | $55877.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                                  | Microchip Technology, Inc.                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        3202 | NS      | $205632.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                              | Prologis, Inc.                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |        5455 | NS      | $624706.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                        | Cenovus Energy, Inc.                                                          | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |        8511 | NS      | $144510.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co. KGaA                                                          | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |        1112 | NS      | $89690.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                      | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |      398125 | NS      | $448804.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong & China Gas Co Ltd                              | Hong Kong & China Gas Co. Ltd.                                                | CUSIP: 000000000<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |       72944 | NS      | $63364.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                | Genmab AS                                                                     | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |         420 | NS      | $127326.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                | Fortum OYJ                                                                    | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |        2911 | NS      | $55041.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                  | Visa, Inc.                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        9987 | NS      | $3409362.06   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                             | Hewlett Packard Enterprise Co.                                                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |        7506 | NS      | $184347.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                               | Ageas SA                                                                      | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |         993 | NS      | $68667.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                           | Southern Co.                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |        6467 | NS      | $612877.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                        | Crown Holdings, Inc.                                                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |         682 | NS      | $65874.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc                                             | Celestica, Inc.                                                               | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |         686 | NS      | $168811.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                              | Enbridge, Inc.                                                                | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |       13636 | NS      | $687923.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Metso Oyj                                                 | Metso OYJ                                                                     | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |        3989 | NS      | $54724.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Pandora A/S                                               | Pandora AS                                                                    | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |         547 | NS      | $71269.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                         | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      415785 | PA      | $351369.31    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                         | CUSIP: 3140Y65U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3529705 | PA      | $3567144.11   | 0.39%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                 | Legal & General Group PLC                                                     | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |       38676 | NS      | $123796.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                     | Carlyle Group, Inc.                                                           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |        1368 | NS      | $85773.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                 | Orkla ASA                                                                     | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |        4945 | NS      | $51632.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                 | Sodexo SA                                                                     | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |         584 | NS      | $36716.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                              | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        4316 | NS      | $1409118.02   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-3062.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                      | Woolworths Group Ltd.                                                         | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |        8159 | NS      | $144148.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                | Zoetis, Inc.                                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        2625 | NS      | $384090.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                            | NRG Energy, Inc.                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        1126 | NS      | $182355.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Informa PLC                                               | Informa PLC                                                                   | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |        8727 | NS      | $107698.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                              | Securitas AB                                                                  | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |        3256 | NS      | $48972.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                   | Siemens Healthineers AG                                                       | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |        2242 | NS      | $121134.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                     | American Homes 4 Rent                                                         | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |        1951 | NS      | $64870.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                                    | Boston Scientific Corp.                                                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        8678 | NS      | $847233.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                 | Sampo OYJ                                                                     | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |       15718 | NS      | $180440.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings, Inc.                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        1184 | NS      | $116624.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                | Constellation Software, Inc.                                                  | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |         203 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Futu Holdings Ltd                                         | Futu Holdings Ltd.                                                            | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |         376 | NS      | $65390.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                 | Archer-Daniels-Midland Co.                                                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |        2807 | NS      | $167690.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                  | Daimler Truck Holding AG                                                      | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |        3123 | NS      | $128402.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc                                                | ResMed, Inc.                                                                  | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |         874 | NS      | $239240.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                               | Swedbank AB                                                                   | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |        5641 | NS      | $169690.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health, Inc.                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        1328 | NS      | $429103.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                               | Lennar Corp.                                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        1344 | NS      | $169397.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp.                                                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        7452 | NS      | $997822.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                   | Pfizer Investment Enterprises Pte. Ltd.                                       | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      575000 | PA      | $545761.48    | 0.06%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                           | Baker Hughes Co.                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5726 | NS      | $278970.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                        | J.M. Smucker Co.                                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |         626 | NS      | $67983.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                     | NXP Semiconductors NV                                                         | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |        1462 | NS      | $332941.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                       | Leidos Holdings, Inc.                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |         724 | NS      | $136807.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                 | Essity AB                                                                     | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |        4013 | NS      | $104775.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                            | CBRE Group, Inc.                                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        1755 | NS      | $276517.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust & HKT Ltd                                       | HKT Trust & HKT Ltd.                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       24895 | NS      | $36853.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bonds                                          | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     1250000 | PA      | $1579947.87   | 0.17%             | 2035-06-23      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Raymond James Financial Inc                               | Raymond James Financial, Inc.                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        1115 | NS      | $192449.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                                                  | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |        6173 | NS      | $339471.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                               | Brenntag SE                                                                   | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |         797 | NS      | $47628.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                                | Biogen, Inc.                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |         874 | NS      | $122429.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                             | Dollarama, Inc.                                                               | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |        1729 | NS      | $228023.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                   | WPP PLC                                                                       | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |        7116 | NS      | $35199.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block Inc                                                 | Block, Inc.                                                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |        3194 | NS      | $230830.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                         | Gaming & Leisure Properties, Inc.                                             | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |        1614 | NS      | $75228.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                | Fiserv, Inc.                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        3252 | NS      | $419280.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                      | Edison International                                                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        2271 | NS      | $125540.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co.                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       13821 | NS      | $2123596.65   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                                             | Empire Co. Ltd.                                                               | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |         796 | NS      | $28569.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                              | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       13511 | NS      | $820572.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp. of Victoria                                                    | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     4240000 | PA      | $2147692.75   | 0.23%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AtkinsRealis Group Inc                                    | AtkinsRealis Group, Inc.                                                      | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |        1030 | NS      | $74335.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield                                 | Unibail-Rodamco-Westfield                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | XX        |         798 | NS      | $83795.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reece Ltd                                                 | Reece Ltd.                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        1476 | NS      | $11026.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| AXA SA                                                    | AXA SA                                                                        | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1534070.72   | 0.17%             | 2049-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                   | Akamai Technologies, Inc.                                                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |         857 | NS      | $64926.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp Ltd                                    | Canadian Tire Corp. Ltd.                                                      | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |         318 | NS      | $37855.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                           | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1500000 | PA      | $1670954.69   | 0.18%             | 2043-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk AS                                                               | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       21409 | NS      | $1160514.91   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                             | Goodman Group                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       13430 | NS      | $291303.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA ABIOMED INC                                        | ABIOMED, Inc.                                                                 | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |          56 | NS      | $57.12        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| State Street Corp                                         | State Street Corp.                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        1664 | NS      | $193040.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bonds                                            | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      110000 | PA      | $138522.83    | 0.02%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                      | Lockheed Martin Corp.                                                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        1232 | NS      | $615026.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lottery Corp Ltd/The                                      | Lottery Corp. Ltd.                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       14655 | NS      | $57019.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                 | H & M Hennes & Mauritz AB                                                     | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |        3586 | NS      | $66753.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| NatWest Group PLC                                         | NatWest Group PLC                                                             | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |       53669 | NS      | $376487.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Purchased USD / Sold AUD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $2709.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                          | Delivery Hero SE                                                              | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |        1274 | NS      | $36511.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                          | Medibank Pvt Ltd.                                                             | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |       18272 | NS      | $58276.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                      | Power Corp. of Canada                                                         | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |        3463 | NS      | $149846.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BOEING CO/THE                                             | Boeing Co.                                                                    | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      225000 | PA      | $231506.47    | 0.03%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Trelleborg AB                                             | Trelleborg AB                                                                 | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |        1345 | NS      | $50074.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Lowe's Cos Inc                                            | Lowe's Cos., Inc.                                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        3298 | NS      | $828820.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                             | Old Dominion Freight Line, Inc.                                               | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        1151 | NS      | $162037.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                                  | United Therapeutics Corp.                                                     | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         250 | NS      | $104802.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           6 | NC      | $-7.82        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                      | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |       12322 | NS      | $589460.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                    | Koninklijke Philips NV                                                        | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |        5640 | NS      | $152562.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bonds                                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1010000 | PA      | $1197252.38   | 0.13%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk AS                                                         | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |          19 | NS      | $37145.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                              | Alimentation Couche-Tard, Inc.                                                | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |        4807 | NS      | $256463.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                        | Albertsons Cos., Inc.                                                         | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |        2192 | NS      | $38381.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2250000 | PA      | $2483024.69   | 0.27%             | 2029-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                               | Cummins, Inc.                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |         806 | NS      | $340430.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                               | Workday, Inc.                                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        1269 | NS      | $305486.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius AG                                              | Sartorius AG                                                                  | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |         171 | NS      | $39730.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                               | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |        1492 | NS      | $482781.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                                 | IDEX Corp.                                                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |         445 | NS      | $72428.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          28 | NC      | $-16153.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                        | Teck Resources Ltd.                                                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |        2862 | NS      | $125547.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Azrieli Group Ltd                                         | Azrieli Group Ltd.                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         276 | NS      | $27390.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                               | CDW Corp.                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |         769 | NS      | $122486.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scout24 SE                                                | Scout24 SE                                                                    | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |         497 | NS      | $62201.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                         | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      878004 | PA      | $742030.13    | 0.08%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                                    | Tyler Technologies, Inc.                                                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         254 | NS      | $132882.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                     | Norfolk Southern Corp.                                                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        1297 | NS      | $389631.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   787450000 | PA      | $4165228.98   | 0.45%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp.                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       41157 | NS      | $21317268.15  | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                         | Suncor Energy, Inc.                                                           | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |        7634 | NS      | $319468.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                               | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $-725.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                              | Insulet Corp.                                                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |         411 | NS      | $126888.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                  | Enel SpA                                                                      | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |       53714 | NS      | $508665.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurazeo SE                                                | Eurazeo SE                                                                    | CUSIP: 000000000<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |         270 | NS      | $17767.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                                    | Dr. Ing hc F Porsche AG                                                       | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |         751 | NS      | $36397.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology Inc                                      | Align Technology, Inc.                                                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |         403 | NS      | $50463.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                      | Targa Resources Corp.                                                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        1262 | NS      | $211435.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                             | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      400000 | PA      | $443462.42    | 0.05%             | 2054-06-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                                 | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |        7323 | NS      | $403828.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Tyson Foods Inc                                           | Tyson Foods, Inc.                                                             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        1717 | NS      | $93233.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                                     | Becton Dickinson & Co.                                                        | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        1706 | NS      | $319312.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                                     | STMicroelectronics NV                                                         | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |        4391 | NS      | $122952.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Goldman Sachs International                               | Purchased USD / Sold THB                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-912032.61   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold DKK                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $558.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                        | Vertiv Holdings Co.                                                           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |        2046 | NS      | $308659.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp.                                                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |        2737 | NS      | $526379.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                                 | Neste OYJ                                                                     | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |        2743 | NS      | $50190.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                     | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |         493 | NS      | $163541.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                              | Evolution AB                                                                  | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |         978 | NS      | $80343.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1030000 | PA      | $1235240.19   | 0.13%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APA Group                                                 | APA Group                                                                     | CUSIP: 000000000<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |        8962 | NS      | $52659.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                           | Dollar Tree, Inc.                                                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |        1162 | NS      | $109657.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bonds OAT                                          | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     7840000 | PA      | $8280051.47   | 0.90%             | 2029-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                 | Packaging Corp. of America                                                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |         511 | NS      | $111362.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                        | IQVIA Holdings, Inc.                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        1019 | NS      | $193548.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                         | Veeva Systems, Inc.                                                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |         962 | NS      | $286589.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                                                  | Accor SA                                                                      | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |        1307 | NS      | $61839.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd                                    | Canadian Utilities Ltd.                                                       | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |         837 | NS      | $23413.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec                                                            | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      580000 | PA      | $679701.71    | 0.07%             | 2035-05-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise Inc                                       | Axon Enterprise, Inc.                                                         | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |         422 | NS      | $302844.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                             | Intercontinental Exchange, Inc.                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        3360 | NS      | $566092.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials, Inc.                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        4677 | NS      | $957568.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                 | Occidental Petroleum Corp.                                                    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |        4294 | NS      | $202891.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                        | Trade Desk, Inc.                                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |        2486 | NS      | $121838.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                     | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      255000 | PA      | $305226.00    | 0.03%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                     | Pembina Pipeline Corp.                                                        | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |        3660 | NS      | $147983.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                 | Aptiv PLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |        1276 | NS      | $110016.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Mining Corp                                        | Lundin Mining Corp.                                                           | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |        4259 | NS      | $63531.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      875000 | PA      | $907961.82    | 0.10%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                   | Rockwell Automation, Inc.                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         654 | NS      | $228592.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd                                         | Origin Energy Ltd.                                                            | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |       11409 | NS      | $94366.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Ltd                                                | Keppel Ltd.                                                                   | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |        9536 | NS      | $65941.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co. KGaA                                                          | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |         683 | NS      | $50638.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                 | Orion OYJ                                                                     | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |         708 | NS      | $54154.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                 | Constellation Energy Corp.                                                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        1794 | NS      | $590351.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                                 | Kellanova                                                                     | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |        1626 | NS      | $133364.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                              | Stryker Corp.                                                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        2031 | NS      | $750799.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tryg A/S                                                  | Tryg AS                                                                       | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |        2249 | NS      | $57055.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                            | Rheinmetall AG                                                                | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |         282 | NS      | $657032.80    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                             | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      575000 | PA      | $579779.80    | 0.06%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JPMorgan Mortgage Trust                                                       | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1328121 | PA      | $1154187.69   | 0.13%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Pearson PLC                                               | Pearson PLC                                                                   | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |        3971 | NS      | $56423.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies PLC                                                        | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        1301 | NS      | $548969.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NBN CO LTD                                                | NBN Co. Ltd.                                                                  | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     1015000 | PA      | $926223.54    | 0.10%             | 2031-05-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                              | Newmont Corp.                                                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        6385 | NS      | $538319.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold DKK                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $15.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                       | Alexandria Real Estate Equities, Inc.                                         | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |         917 | NS      | $76422.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                                  | Adyen NV                                                                      | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |         173 | NS      | $277246.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Investment Ltd/Singapore                       | CapitaLand Investment Ltd.                                                    | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |       15210 | NS      | $31718.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $150532.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                  | Constellation Brands, Inc.                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |         886 | NS      | $119317.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                               | Trimble, Inc.                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |        1385 | NS      | $113085.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                     | AECOM                                                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |         773 | NS      | $100853.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bonds                                      | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     2300000 | PA      | $2768825.63   | 0.30%             | 2031-07-03      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Willis Towers Watson PLC                                  | Willis Towers Watson PLC                                                      | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |         584 | NS      | $201742.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Corp. Trust                                     | CUSIP: 36267EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      762696 | PA      | $659455.82    | 0.07%             | 2052-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Kerry Group PLC                                           | Kerry Group PLC                                                               | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |        1075 | NS      | $96866.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp.                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      144314 | NS      | $26926106.12  | 2.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Monday.com Ltd                                            | Monday.com Ltd.                                                               | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |         265 | NS      | $51327.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                           | Best Buy Co., Inc.                                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        1235 | NS      | $93390.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp.                                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11490 | NS      | $1784282.10   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirax Group PLC                                          | Spirax Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |         476 | NS      | $43627.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                                       | Williams-Sonoma, Inc.                                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |         732 | NS      | $143069.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                        | Johnson Controls International PLC                                            | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |        3838 | NS      | $421988.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                 | Adobe, Inc.                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        2507 | NS      | $884344.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |        5457 | NS      | $101991.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Ltd                                 | Power Assets Holdings Ltd.                                                    | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |        8991 | NS      | $56936.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased AUD / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $-3705.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                 | Woodside Energy Group Ltd.                                                    | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |       12682 | NS      | $193260.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup, Inc.                                                               | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1079375.58   | 0.12%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      190000 | PA      | $219163.68    | 0.02%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario                                                           | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1790000 | PA      | $1239276.28   | 0.14%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold AUD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-6045.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sino Land Co Ltd                                          | Sino Land Co. Ltd.                                                            | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |       23007 | NS      | $29121.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Holdings Ltd/The                                    | Wharf Holdings Ltd.                                                           | CUSIP: 000000000<br>LEI: 254900JCV4TBBPX9IW91 | Long             | EC               | CORP              | HK        |        6858 | NS      | $19617.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                         | Take-Two Interactive Software, Inc.                                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        1065 | NS      | $275153.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                        | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |       11749 | NS      | $560584.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-5753.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                      | Waste Management, Inc.                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        2370 | NS      | $523367.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC Capital Partners PLC                                  | CVC Capital Partners PLC                                                      | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Long             | EC               | CORP              | JE        |        1382 | NS      | $24046.01     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                                       | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       27103 | NS      | $573918.01    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp                                              | Entergy Corp.                                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        2629 | NS      | $244996.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp. of Victoria                                                    | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     2940000 | PA      | $1659249.27   | 0.18%             | 2031-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased KRW / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-56713.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                 | Elisa OYJ                                                                     | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |         901 | NS      | $47242.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Banco Santander SA                                        | Banco Santander SA                                                            | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1400000 | PA      | $1401190.18   | 0.15%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                         | CUSIP: 3140MPWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1693464 | PA      | $1433920.65   | 0.16%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank AS                                                                | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |        4588 | NS      | $195482.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                      | Evonik Industries AG                                                          | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |        1706 | NS      | $29583.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased TRY / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $760068.38    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hubbell Inc                                               | Hubbell, Inc.                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |         312 | NS      | $134256.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | Alphabet, Inc.                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       28112 | NS      | $6846677.60   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd                                               | AltaGas Ltd.                                                                  | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Long             | EC               | CORP              | CA        |        1862 | NS      | $57370.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased CNY / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |           1 | NC      | $-18684.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                          | Smiths Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |        2207 | NS      | $69811.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp.                                                         | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      450000 | PA      | $460057.72    | 0.05%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                           | Cigna Group                                                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        1579 | NS      | $455146.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co Ltd                        | SITC International Holdings Co. Ltd.                                          | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |        9044 | NS      | $34818.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased TRY / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |           1 | NC      | $261.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                         | Admiral Group PLC                                                             | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |        1743 | NS      | $78576.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA                                                   | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |        3391 | NS      | $645783.05    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                      | Dassault Aviation SA                                                          | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |         128 | NS      | $42769.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                                 | Stockland                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       16543 | NS      | $66992.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold MYR                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $4693.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                                      | Ryanair Holdings PLC                                                          | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |        5464 | NS      | $158450.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                             | M&T Bank Corp.                                                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |         944 | NS      | $186553.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Republic of Lithuania                                                         | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      500000 | PA      | $601918.62    | 0.07%             | 2031-07-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                    | Sempra                                                                        | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        3838 | NS      | $345343.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive, Inc.                                                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        5005 | NS      | $539589.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold MXN                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-584.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                          | W.R. Berkley Corp.                                                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        1784 | NS      | $136690.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased AUD / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-3443.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                     | Great-West Lifeco, Inc.                                                       | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |        1740 | NS      | $70615.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp.                                                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        7404 | NS      | $558187.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    22130000 | PA      | $3286917.24   | 0.36%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      670000 | PA      | $809380.61    | 0.09%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3608990 | PA      | $3640271.88   | 0.40%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                          | Crown Castle, Inc.                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |        2584 | NS      | $249330.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                     | DuPont de Nemours, Inc.                                                       | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        2463 | NS      | $191867.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                                 | adidas AG                                                                     | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |        1143 | NS      | $240744.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   853150000 | PA      | $5655821.73   | 0.62%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased SEK / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $-5467.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                       | MTU Aero Engines AG                                                           | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |         358 | NS      | $164299.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                           | EMCOR Group, Inc.                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         259 | NS      | $168230.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wharf Real Estate Investment Co Ltd                       | Wharf Real Estate Investment Co. Ltd.                                         | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | KY        |       10722 | NS      | $31689.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                              | Ferrovial SE                                                                  | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |        3410 | NS      | $195291.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina Inc                                              | Illumina, Inc.                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |         935 | NS      | $88796.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas SA                                                             | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |        2092 | NS      | $65430.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                                     | CyberArk Software Ltd.                                                        | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |         307 | NS      | $148327.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co.                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       10525 | NS      | $1205112.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2390000 | PA      | $2317960.26   | 0.25%             | 2055-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-39974.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold TRY                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-52093.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold IDR                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1232.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                         | Telstra Group Ltd.                                                            | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |       26989 | NS      | $86078.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                              | DNB Bank ASA                                                                  | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |        6260 | NS      | $170307.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                        | Denmark Government Bonds                                                      | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     3590000 | PA      | $560248.46    | 0.06%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                     | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |        2758 | NS      | $1310050.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold TRY                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-64944.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd                                                | Santos Ltd.                                                                   | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |       21805 | NS      | $97102.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                | Garmin Ltd.                                                                   | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |         937 | NS      | $230708.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                       | Quanta Services, Inc.                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |         854 | NS      | $353914.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                               | Target Corp.                                                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        2680 | NS      | $240396.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                                 | Dick's Sporting Goods, Inc.                                                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |         344 | NS      | $76443.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                           | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2330000 | PA      | $2016724.23   | 0.22%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                               | Gartner, Inc.                                                                 | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |         446 | NS      | $117240.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd                               | Sun Hung Kai Properties Ltd.                                                  | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |        9158 | NS      | $109680.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos., Inc.                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        2896 | NS      | $583630.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                             | Principal Financial Group, Inc.                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        1321 | NS      | $109524.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                               | Walmart, Inc.                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       25595 | NS      | $2637820.70   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Symrise AG                                                | Symrise AG                                                                    | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |         871 | NS      | $75713.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                                             | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |       11325 | NS      | $385191.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust, Inc.                                           | CUSIP: 17332NAB8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1000546.90   | 0.11%             | 2055-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    11340000 | PA      | $1696563.99   | 0.18%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co.                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       24007 | NS      | $1592144.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                              | Fortinet, Inc.                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        3756 | NS      | $315804.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Ascendas REIT                                  | CapitaLand Ascendas REIT                                                      | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               |  | SG        |       24397 | NS      | $52767.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                               | GoDaddy, Inc.                                                                 | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |         832 | NS      | $113842.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp                                      | Thomson Reuters Corp.                                                         | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |         971 | NS      | $150774.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                                        | Smith & Nephew PLC                                                            | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |        5499 | NS      | $98916.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc                                               | Shopify, Inc.                                                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |        7499 | NS      | $1114100.19   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                               | MongoDB, Inc.                                                                 | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |         450 | NS      | $139671.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                      | ARES Management Corp.                                                         | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |        1248 | NS      | $199542.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Consolidated Airlines Group SA              | International Consolidated Airlines Group SA                                  | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |        8266 | NS      | $43011.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                       | OMERS Finance Trust                                                           | CUSIP: 682142AL8<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      850000 | PA      | $878753.71    | 0.10%             | 2031-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    14190000 | PA      | $2026005.80   | 0.22%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                          | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |        8780 | NS      | $1294067.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                            | Public Storage                                                                | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |         922 | NS      | $266319.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold KRW                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1238.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   243300000 | PA      | $960992.64    | 0.10%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                      | Rentokil Initial PLC                                                          | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |       16605 | NS      | $83923.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased GBP / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-9032.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                              | Techtronic Industries Co. Ltd.                                                | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |        9592 | NS      | $122704.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc                                   | Magna International, Inc.                                                     | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |        1698 | NS      | $80452.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                 | ONEOK, Inc.                                                                   | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1158761.03   | 0.13%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mortgage Securities LLC         | Ladder Capital Commercial Mortgage Trust                                      | CUSIP: 50184BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      344654 | PA      | $335042.49    | 0.04%             | 2036-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp.                                                         | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      975000 | PA      | $1044718.52   | 0.11%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                | TransUnion                                                                    | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |        1143 | NS      | $95760.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |           1 | NC      | $-10019.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                | Airbnb, Inc.                                                                  | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        2519 | NS      | $305856.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                | PACCAR, Inc.                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |        3081 | NS      | $302923.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp.                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       25077 | NS      | $2827431.75   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                        | Cellnex Telecom SA                                                            | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |        3266 | NS      | $113077.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold TRY                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-35853.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corning Inc                                               | Corning, Inc.                                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        4633 | NS      | $380044.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications, Inc.                                                   | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      975000 | PA      | $921021.34    | 0.10%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-8520.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Emera Inc                                                 | Emera, Inc.                                                                   | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |        1873 | NS      | $89861.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group PLC                                        | Kingspan Group PLC                                                            | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |        1000 | NS      | $83122.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                                | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |        3825 | NS      | $794232.95    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                    | SLM Private Education Loan Trust                                              | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |      617843 | PA      | $647873.59    | 0.07%             | 2041-10-15      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                     | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       16253 | NS      | $1491874.52   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec                                                            | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     3090000 | PA      | $2117394.91   | 0.23%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                           | CMS Energy Corp.                                                              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        1763 | NS      | $129157.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                               | Nutanix, Inc.                                                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |        1597 | NS      | $118800.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                   | Algonquin Power & Utilities Corp.                                             | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |      550000 | PA      | $553955.67    | 0.06%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133A5AQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1165042 | PA      | $992211.43    | 0.11%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                            | Galaxy Entertainment Group Ltd.                                               | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |       13828 | NS      | $76194.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                          | Elia Group SA                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |         319 | NS      | $36759.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |       12135 | NS      | $426700.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                    | Agnico Eagle Mines Ltd.                                                       | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        3150 | NS      | $530545.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                               | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $10542.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                             | JDE Peet's NV                                                                 | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |        1155 | NS      | $42308.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                        | Steel Dynamics, Inc.                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |         834 | NS      | $116284.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                 | Kesko OYJ                                                                     | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |        1777 | NS      | $37761.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                             | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |        1622 | NS      | $221185.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                    | Darden Restaurants, Inc.                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         686 | NS      | $130586.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sagax AB                                                  | Sagax AB                                                                      | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | EC               | CORP              | SE        |        1425 | NS      | $29712.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                | Geberit AG                                                                    | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |         207 | NS      | $155292.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                            | BE Semiconductor Industries NV                                                | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |         549 | NS      | $81761.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                           | American Financial Group, Inc.                                                | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |         391 | NS      | $56976.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                                     | McCormick & Co., Inc.                                                         | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        1505 | NS      | $100699.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                 | Palantir Technologies, Inc.                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       13303 | NS      | $2426733.26   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | Future                                                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |         -57 | NC      | $-27714.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Ltd                                       | WiseTech Global Ltd.                                                          | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |        1337 | NS      | $79843.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                    | Marvell Technology, Inc.                                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4917 | NS      | $413372.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Eventim AG & Co KGaA                                  | CTS Eventim AG & Co. KGaA                                                     | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |         418 | NS      | $40928.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                   | Consolidated Edison, Inc.                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        2144 | NS      | $215514.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX Trust                                                                     | CUSIP: 67448TAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      167026 | PA      | $149794.69    | 0.02%             | 2060-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold JPY                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $141964.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                       | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5490000 | PA      | $4002567.79   | 0.44%             | 2033-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sandvik AB                                                | Sandvik AB                                                                    | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |        7002 | NS      | $194714.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                        | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $892969.33    | 0.10%             | 2034-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-89106.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                                 | Marks & Spencer Group PLC                                                     | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |       13566 | NS      | $66502.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                                 | Link REIT                                                                     | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |       17295 | NS      | $88898.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8670000 | PA      | $10041907.86  | 1.09%             | 2027-10-15      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                             | Martin Marietta Materials, Inc.                                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |         355 | NS      | $223749.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                             | Assa Abloy AB                                                                 | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |        6661 | NS      | $231080.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                           | London Stock Exchange Group PLC                                               | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |        3170 | NS      | $363065.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                          | Carlisle Cos., Inc.                                                           | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |         255 | NS      | $83884.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                          | CoStar Group, Inc.                                                            | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |        2447 | NS      | $206453.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM-Firmenich AG                                          | DSM-Firmenich AG                                                              | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |        1264 | NS      | $107619.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos., Inc.                                                                | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        6539 | NS      | $945147.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                      | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |       11991 | NS      | $256994.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                 | Hikma Pharmaceuticals PLC                                                     | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |        1118 | NS      | $25531.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                               | Incyte Corp.                                                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |         968 | NS      | $82096.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                                   | Texas Pacific Land Corp.                                                      | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         114 | NS      | $106434.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |        6508 | NS      | $96278.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                 | Repsol SA                                                                     | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |        7737 | NS      | $136844.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                     | Monster Beverage Corp.                                                        | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        4232 | NS      | $284855.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                 | CUSIP: 58507LAH2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      840000 | PA      | $969500.38    | 0.11%             | 2027-03-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                          | Wartsila OYJ Abp                                                              | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |        3275 | NS      | $97855.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                              | Indutrade AB                                                                  | CUSIP: 000000000<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |        1797 | NS      | $41191.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway, Inc.                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        7864 | NS      | $3953547.36   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold ZAR                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-58.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Markel Group Inc                                          | Markel Group, Inc.                                                            | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |          74 | NS      | $141440.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                               | Nutrien Ltd.                                                                  | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |        3058 | NS      | $179586.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Vestas Wind Systems A/S                                   | Vestas Wind Systems AS                                                        | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |        6533 | NS      | $123096.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                              | DoorDash, Inc.                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        2086 | NS      | $567371.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                                   | DSV AS                                                                        | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |        1363 | NS      | $271075.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2780000 | PA      | $2619767.64   | 0.29%             | 2055-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexico Bonos                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    18000000 | PA      | $995334.59    | 0.11%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased TRY / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $86275.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co/The                                            | Hershey Co.                                                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |         875 | NS      | $163668.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                         | Hannover Rueck SE                                                             | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |         402 | NS      | $121107.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                           | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |      100538 | NS      | $662658.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                          | First Citizens BancShares, Inc.                                               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |          54 | NS      | $96614.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       18085 | NS      | $305245.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   350000000 | PA      | $2227328.67   | 0.24%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                        | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $814117.13    | 0.09%             | 2034-04-11      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold MYR                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $8.57         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia                                                  | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1960000 | PA      | $1365775.10   | 0.15%             | 2030-06-18      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                       | TransDigm Group, Inc.                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         324 | NS      | $427038.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                               | Netflix, Inc.                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        2471 | NS      | $2962531.32   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1210000 | PA      | $1378821.42   | 0.15%             | 2034-02-15      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                 | Fresenius Medical Care AG                                                     | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |        1448 | NS      | $75923.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                | Cadence Design Systems, Inc.                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        1562 | NS      | $548668.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp.                                                          | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1118394.76   | 0.12%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                               | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       10315 | NS      | $1551238.38   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                         | Kimco Realty Corp.                                                            | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |        3974 | NS      | $86831.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                            | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |       26065 | NS      | $125068.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                                   | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |        5017 | NS      | $137065.24    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold TRY                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-330507.71   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                   | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      590000 | PA      | $702574.65    | 0.08%             | 2030-03-18      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                    | Intuitive Surgical, Inc.                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        2087 | NS      | $933369.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      710000 | PA      | $871006.87    | 0.09%             | 2043-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0306A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      300000 | PA      | $263460.35    | 0.03%             | 2055-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp. Andina de Fomento                                                       | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      760000 | PA      | $786908.99    | 0.09%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                    | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1192887.91   | 0.13%             | 2053-07-25      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                 | Bank of Ireland Group PLC                                                     | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |        6373 | NS      | $104863.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                                       | BlueScope Steel Ltd.                                                          | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |        2911 | NS      | $43705.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Lab Corp                                           | Rocket Lab Corp.                                                              | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2480 | NS      | $118816.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sika AG                                                   | Sika AG                                                                       | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |         945 | NS      | $210237.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                    | Fresenius SE & Co. KGaA                                                       | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |        2785 | NS      | $154985.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bentley Systems Inc                                       | Bentley Systems, Inc.                                                         | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |         934 | NS      | $48082.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                              | Xylem, Inc.                                                                   | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |        1427 | NS      | $210482.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                | Ecolab, Inc.                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        1504 | NS      | $411885.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                            | Mastercard, Inc.                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        4986 | NS      | $2836086.66   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                                 | Arkema SA                                                                     | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |         373 | NS      | $23472.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services Inc                                     | Republic Services, Inc.                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        1293 | NS      | $296717.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T, Inc.                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       42135 | NS      | $1189892.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders PLC                                             | Schroders PLC                                                                 | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |        4777 | NS      | $24156.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                                | Salmar ASA                                                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |         469 | NS      | $25048.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased THB / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |           1 | NC      | $3692.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                          | Pernod Ricard SA                                                              | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |        1329 | NS      | $130348.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAR Group Ltd                                             | CAR Group Ltd.                                                                | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |        2509 | NS      | $61062.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                          | Booz Allen Hamilton Holding Corp.                                             | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |         740 | NS      | $73963.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                     | Kongsberg Gruppen ASA                                                         | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |        3028 | NS      | $96775.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                              | Broadcom, Inc.                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       25415 | NS      | $8384662.65   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3065.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                 | Amgen, Inc.                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        3164 | NS      | $892880.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp.                                                         | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |       22548 | NS      | $581432.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp.                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       41681 | NS      | $2150322.79   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T, Inc.                                                                    | CUSIP: 00206RHG0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      220000 | PA      | $257121.84    | 0.03%             | 2026-09-05      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                           | Antofagasta PLC                                                               | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |        2490 | NS      | $92125.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aumovio SE                                                | Aumovio SE                                                                    | CUSIP: 000000000<br>LEI: 391200IGI9RQ7VTOK384 | Long             | EC               | CORP              | DE        |         366 | NS      | $15091.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                            | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |        6966 | NS      | $136743.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                       | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |        7353 | NS      | $172217.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                       | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1359562.86   | 0.15%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                                   | DataBank Issuer II LLC                                                        | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1060000 | PA      | $1061350.76   | 0.12%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                        | A&D Mortgage Trust                                                            | CUSIP: 002941AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1301723.28   | 0.14%             | 2070-10-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                     | JD Sports Fashion PLC                                                         | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |       16557 | NS      | $21220.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                                | HEICO Corp.                                                                   | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |         256 | NS      | $82641.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc                                     | SoFi Technologies, Inc.                                                       | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |        6200 | NS      | $163804.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                   | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |        1913 | NS      | $191894.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                             | Alfa Laval AB                                                                 | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |        1927 | NS      | $87687.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap Inc                                                  | Snap, Inc.                                                                    | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |        6183 | NS      | $47670.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilt                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1390000 | PA      | $1739216.27   | 0.19%             | 2043-10-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                                                 | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |        1378 | NS      | $148776.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                 | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      450000 | PA      | $471662.56    | 0.05%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                                  | Essex Property Trust, Inc.                                                    | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |         379 | NS      | $101443.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                         | Hormel Foods Corp.                                                            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        2024 | NS      | $50073.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta                                                           | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      610000 | PA      | $722632.09    | 0.08%             | 2035-04-02      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                                                 | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |       13485 | NS      | $124503.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Global SA                                           | Bunge Global SA                                                               | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |         821 | NS      | $66706.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                 | Tesla, Inc.                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       17263 | NS      | $7677201.36   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                                  | Alcon AG                                                                      | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |        3100 | NS      | $230771.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                | U.S. Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |        9142 | NS      | $441832.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Novonesis Novozymes B                                     | Novonesis Novozymes B                                                         | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |        2325 | NS      | $142285.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                               | Swisscom AG                                                                   | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |         160 | NS      | $116073.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                           | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |       23045 | NS      | $784894.49    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                 | Aviva PLC                                                                     | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |       17744 | NS      | $163658.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Entegris Inc                                              | Entegris, Inc.                                                                | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |         897 | NS      | $82936.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                             | Purchased HUF / Sold USD                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |           1 | NC      | $-121.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                  | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |       21446 | NS      | $555819.59    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Reddit Inc                                                | Reddit, Inc.                                                                  | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |         572 | NS      | $131554.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp.                                                         | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     1250000 | PA      | $1121719.05   | 0.12%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot, Inc.                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        5841 | NS      | $2366714.79   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased DKK / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | DK        |           1 | NC      | $-714.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                       | Alliant Energy Corp.                                                          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        1510 | NS      | $101789.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                          | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |         144 | NS      | $51825.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                | Intel Corp.                                                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       25697 | NS      | $862134.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA                                   | Veolia Environnement SA                                                       | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |        4090 | NS      | $139158.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                  | Corebridge Financial, Inc.                                                    | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |        1574 | NS      | $50446.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilmar International Ltd                                  | Wilmar International Ltd.                                                     | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |       12665 | NS      | $27981.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                                      | Labcorp Holdings, Inc.                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         497 | NS      | $142668.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Auto Trader Group PLC                                     | Auto Trader Group PLC                                                         | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |        5801 | NS      | $61493.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Camden Property Trust                                     | Camden Property Trust                                                         | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |         627 | NS      | $66951.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                       | Fisher & Paykel Healthcare Corp. Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |        4522 | NS      | $97131.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                  | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $304075.63    | 0.03%             | 2032-03-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased HUF / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $73.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc                            | SS&C Technologies Holdings, Inc.                                              | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |        1310 | NS      | $116275.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Purchased CZK / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |           1 | NC      | $-257.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                                                 | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |        7302 | NS      | $479974.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                                   | IMCD NV                                                                       | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |         400 | NS      | $41326.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                       | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1380413.49   | 0.15%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased PLN / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |           1 | NC      | $-440.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                      | Galp Energia SGPS SA                                                          | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |        2407 | NS      | $45497.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                    | CapitaLand Integrated Commercial Trust                                        | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               |  | SG        |       38132 | NS      | $67694.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                               | Bouygues SA                                                                   | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |        1245 | NS      | $56012.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold AUD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-8178.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                                                | Evergy, Inc.                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |        1356 | NS      | $103083.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc/The                           | Descartes Systems Group, Inc.                                                 | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |         537 | NS      | $50562.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                         | Iron Mountain, Inc.                                                           | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |        1731 | NS      | $176458.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                | Anheuser-Busch InBev SA                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |        6531 | NS      | $389520.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                              | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |        3119 | NS      | $99785.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise PLC                                                  | Wise PLC                                                                      | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |        4400 | NS      | $61246.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                                 | PG&E Corp.                                                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       12960 | NS      | $195436.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                                 | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |        6234 | NS      | $252140.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T, Inc.                                                                    | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $264113.25    | 0.03%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BCE Inc                                                   | BCE, Inc.                                                                     | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |         470 | NS      | $10982.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbund AG                                                | Verbund AG                                                                    | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |         478 | NS      | $34738.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $306104.49    | 0.03%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilt                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      750000 | PA      | $1021623.93   | 0.11%             | 2028-06-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold CHF                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-2045.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                      | Jacobs Solutions, Inc.                                                        | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         707 | NS      | $105951.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          27 | NC      | $1396.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       10234 | NS      | $1370741.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3700000 | PA      | $648293.65    | 0.07%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                | Legrand SA                                                                    | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |        1726 | NS      | $284913.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                                | FedEx Corp.                                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        1347 | NS      | $317636.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                              | Veralto Corp.                                                                 | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |        1458 | NS      | $155437.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased TRY / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $731645.74    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bonds                                          | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      820000 | PA      | $837426.22    | 0.09%             | 2028-01-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |        2198 | NS      | $156167.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                             | Ford Motor Co.                                                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       23259 | NS      | $278177.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUINTIS AUS PTY LTD                                       | Quintis Australia Pty. Ltd.                                                   | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     3336317 | PA      | $0.00         | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Kenvue Inc                                                | Kenvue, Inc.                                                                  | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |       11282 | NS      | $183106.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Purchased CLP / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |           1 | NC      | $-1460.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -3 | NC      | $-1272.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                              | Apollo Global Management, Inc.                                                | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |        2330 | NS      | $310519.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust                                                 | BPR Trust                                                                     | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $2006533.20   | 0.22%             | 2039-05-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                   | SBA Communications Corp.                                                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |         635 | NS      | $122777.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                       | Arista Networks, Inc.                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        6141 | NS      | $894805.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury PLC                                           | J Sainsbury PLC                                                               | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |       11657 | NS      | $52362.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                    | Galaxy Pipeline Assets Bidco Ltd.                                             | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     1575000 | PA      | $1387303.96   | 0.15%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                            | Commerzbank AG                                                                | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |        5894 | NS      | $222058.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                       | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |        5893 | NS      | $293282.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Landmark Mortgage Securities Plc                          | Landmark Mortgage Securities No. 3 PLC                                        | CUSIP: 000000000<br>LEI: 213800S8KWEEVI3XTK68 | Long             | ABS-MBS          | CORP              | GB        |      921925 | PA      | $1194380.27   | 0.13%             | 2044-04-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                  | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |       26513 | NS      | $278467.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                        | Domino's Pizza, Inc.                                                          | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         191 | NS      | $82456.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                 | Retained Vantage Data Centers Issuer LLC                                      | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1501461.30   | 0.16%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                             | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |        1027 | NS      | $40678.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp.                                                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |         748 | NS      | $567096.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                            | Lonza Group AG                                                                | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |         448 | NS      | $296696.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                            | GE HealthCare Technologies, Inc.                                              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        2700 | NS      | $202770.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                  | CSX Corp.                                                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       10949 | NS      | $388798.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group PLC                                | United Utilities Group PLC                                                    | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |        4450 | NS      | $68615.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAE Inc                                                   | CAE, Inc.                                                                     | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |        1894 | NS      | $56083.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                    | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $222493.73    | 0.02%             | 2050-07-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bonds                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    82630000 | PA      | $214179.86    | 0.02%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T, Inc.                                                                    | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      750000 | PA      | $542344.07    | 0.06%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                                | Corpay, Inc.                                                                  | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |         391 | NS      | $112631.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Ltd                           | Brookfield Asset Management Ltd.                                              | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |        2549 | NS      | $145060.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold JPY                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $427205.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold TRY                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-11217.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased SGD / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-218.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                         | Kinder Morgan, Inc.                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       11624 | NS      | $329075.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NAT GRID ELECTY WM                                        | National Grid Electricity Distribution West Midlands PLC                      | CUSIP: 000000000<br>LEI: 549300L22M2RCLXON143 | Long             | DBT              | CORP              | GB        |      950000 | PA      | $1316185.41   | 0.14%             | 2032-04-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                                 | Cincinnati Financial Corp.                                                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |         916 | NS      | $144819.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        1790 | NS      | $1425466.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                          | Coca-Cola HBC AG                                                              | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |        1434 | NS      | $67577.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                              | Leonardo SpA                                                                  | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |        2612 | NS      | $165658.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                 | Logitech International SA                                                     | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |         943 | NS      | $102799.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       10401 | NS      | $155721.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-14956.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                               | FinecoBank Banca Fineco SpA                                                   | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |        4037 | NS      | $87233.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                               | Rollins, Inc.                                                                 | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        1715 | NS      | $100739.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                              | Bankinter SA                                                                  | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |        4544 | NS      | $71514.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                | FIXED INC CLEARING CORP.REPO                                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    91106551 | PA      | $91106550.94  | 9.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Exchange (Futures Market)                           | Future                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |          60 | NC      | $-52266.13    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                                   | Essential Utilities, Inc.                                                     | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |        1648 | NS      | $65755.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                                  | Ipsen SA                                                                      | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |         248 | NS      | $33076.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                      | Freeport-McMoRan, Inc.                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        8271 | NS      | $324388.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow, Inc.                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        1171 | NS      | $1077647.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                    | CenterPoint Energy, Inc.                                                      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |        3828 | NS      | $148526.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                | Sysco Corp.                                                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        2861 | NS      | $235574.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                 | AvalonBay Communities, Inc.                                                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |         834 | NS      | $161103.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd                                                   | CSL Ltd.                                                                      | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |        3250 | NS      | $426234.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                                       | Affirm Holdings, Inc.                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1517 | NS      | $110862.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                            | Canadian Natural Resources Ltd.                                               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       13126 | NS      | $419707.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd                               | National Australia Bank Ltd.                                                  | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |       20655 | NS      | $603416.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold NOK                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1068.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold KRW                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $13283.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                         | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1110000 | PA      | $1302830.55   | 0.14%             | 2034-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                     | Gildan Activewear, Inc.                                                       | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |         897 | NS      | $51820.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries PLC                                    | Melrose Industries PLC                                                        | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |        8571 | NS      | $70177.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                              | FactSet Research Systems, Inc.                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         223 | NS      | $63887.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific, Inc.                                                | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      400000 | PA      | $300863.85    | 0.03%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold TWD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $32.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                   | QBE Insurance Group Ltd.                                                      | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |       10099 | NS      | $137592.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                | Fidelity National Information Services, Inc.                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        3072 | NS      | $202567.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                                  | Onslow Bay Financial LLC                                                      | CUSIP: 67448KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1051989 | PA      | $908327.59    | 0.10%             | 2052-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                         | Ashtead Group PLC                                                             | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |        2830 | NS      | $188971.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Erie Indemnity Co                                         | Erie Indemnity Co.                                                            | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |         149 | NS      | $47405.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                                | Watsco, Inc.                                                                  | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |         206 | NS      | $83285.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd                                     | Julius Baer Group Ltd.                                                        | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |        1262 | NS      | $87129.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DraftKings Inc                                            | DraftKings, Inc.                                                              | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |        2607 | NS      | $97501.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co.                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        1399 | NS      | $484417.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                           | Sandoz Group AG                                                               | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |        2576 | NS      | $152641.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                | Dexcom, Inc.                                                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        2333 | NS      | $156987.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                               | Givaudan SA                                                                   | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |          58 | NS      | $235482.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                 | Prosus NV                                                                     | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |        8959 | NS      | $630468.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                           | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4590000 | PA      | $2923076.96   | 0.32%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                     | Yangzijiang Shipbuilding Holdings Ltd.                                        | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |       17145 | NS      | $44791.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Future                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -24 | NC      | $28609.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased PLN / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |           1 | NC      | $-1681.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                              | WH Group Ltd.                                                                 | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |       54282 | NS      | $58802.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co                                    | International Paper Co.                                                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        2898 | NS      | $134467.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $17012.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased TRY / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $642594.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold MXN                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-4127.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust                                 | PRMI Securitization Trust                                                     | CUSIP: 69359DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1522276 | PA      | $1258850.37   | 0.14%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                 | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |        9328 | NS      | $706046.08    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc                                              | NiSource, Inc.                                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |        2764 | NS      | $119681.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilt                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2540000 | PA      | $2850172.86   | 0.31%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                          | FirstEnergy Corp.                                                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |        3220 | NS      | $147540.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                       | General Electric Co.                                                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        6198 | NS      | $1864482.36   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AON NORTH AMERICA INC                                     | Aon North America, Inc.                                                       | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1406300.74   | 0.15%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Carlsberg AS                                              | Carlsberg AS                                                                  | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |         634 | NS      | $73670.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DiaSorin SpA                                              | DiaSorin SpA                                                                  | CUSIP: 000000000<br>LEI: 8156002878BDF0EE4348 | Long             | EC               | CORP              | IT        |         146 | NS      | $12944.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund                           | Bayview Opportunity Master Fund VIA Trust                                     | CUSIP: 07336FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1533623 | PA      | $1320354.24   | 0.14%             | 2052-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                      | Fastighets AB Balder                                                          | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |        4639 | NS      | $33182.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Deere & Co                                                | Deere & Co.                                                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        1506 | NS      | $688633.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Ltd                                             | Hydro One Ltd.                                                                | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |        2081 | NS      | $74241.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp.                                                         | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      329000 | PA      | $342661.60    | 0.04%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Swiss Re AG                                               | Swiss Re AG                                                                   | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |        1888 | NS      | $348760.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                     | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |         908 | NS      | $646282.02    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                        | Analog Devices, Inc.                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        2890 | NS      | $710073.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold JPY                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $174.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                     | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |        4285 | NS      | $373084.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NMC Health PLC                                            | NMC Health PLC                                                                | CUSIP: 000000000<br>LEI: 2138008YQEVWBE1V2M52 | Long             | EC               | CORP              | GB        |       77617 | NS      | $0.11         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                              | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |         196 | NS      | $67019.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp.                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       10044 | NS      | $958900.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                               | MetLife, Inc.                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |        3350 | NS      | $275939.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP Renovaveis SA                                         | EDP Renovaveis SA                                                             | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |        1809 | NS      | $23787.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                   | Jefferies Financial Group, Inc.                                               | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      775000 | PA      | $689301.52    | 0.08%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                   | Illinois Tool Works, Inc.                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        1640 | NS      | $427646.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec                                                            | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1700000 | PA      | $1742283.56   | 0.19%             | 2030-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | Swap                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    26962002 | OU      | $1335564.18   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd                                     | Valterra Platinum Ltd.                                                        | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |         916 | NS      | $65292.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aflac Inc                                                 | Aflac, Inc.                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |        3030 | NS      | $338451.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica SA                                             | Telefonica SA                                                                 | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |       24549 | NS      | $126758.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Eversource Energy                                         | Eversource Energy                                                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        2159 | NS      | $153591.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                    | F5, Inc.                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |         335 | NS      | $108268.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp.                                                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        4580 | NS      | $566775.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                    | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |        2550 | NS      | $1069994.55   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                                             | Snowflake, Inc.                                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        1560 | NS      | $351858.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                        | AerCap Holdings NV                                                            | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |        1261 | NS      | $152581.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms, Inc.                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       12616 | NS      | $9264938.08   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                | Pfizer, Inc.                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       33948 | NS      | $864995.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                              | VeriSign, Inc.                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |         492 | NS      | $137548.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                       | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |       14675 | NS      | $275925.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                           | Ross Stores, Inc.                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        1927 | NS      | $293655.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Gold Inc                                           | Lundin Gold, Inc.                                                             | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |         670 | NS      | $43410.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                                   | Lululemon Athletica, Inc.                                                     | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |         640 | NS      | $113875.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                               | Ameren Corp.                                                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        1627 | NS      | $169826.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                           | First Solar, Inc.                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |         571 | NS      | $125922.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                                     | Waste Connections, Inc.                                                       | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |        1514 | NS      | $266161.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |       20018 | NS      | $817517.97    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                        | Nibe Industrier AB                                                            | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |       10034 | NS      | $39477.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                  | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      560000 | PA      | $601422.48    | 0.07%             | 2047-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                            | WSP Global, Inc.                                                              | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |         814 | NS      | $159969.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Mediobanca Banca di Credito Finanziario SpA               | Mediobanca Banca di Credito Finanziario SpA                                   | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |        3335 | NS      | $67482.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications, Inc.                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       24847 | NS      | $1092025.65   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd.                                                                | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       34024 | NS      | $957506.77    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Generali                                                  | Generali                                                                      | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |        5723 | NS      | $224484.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi PLC                                                 | Mondi PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |        2840 | NS      | $39111.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                              | Associated British Foods PLC                                                  | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |        2122 | NS      | $58533.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                     | Molina Healthcare, Inc.                                                       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |         319 | NS      | $61043.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd.                                    | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     1750000 | PA      | $1560642.14   | 0.17%             | 2035-11-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp.                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        9703 | NS      | $2728871.72   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitecap Resources Inc                                    | Whitecap Resources, Inc.                                                      | CUSIP: 96467A200<br>LEI: 894500UA4G4BTB67II45 | Long             | EC               | CORP              | CA        |        7729 | NS      | $58979.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                    | UCB SA                                                                        | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |         843 | NS      | $232585.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                        | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |       13359 | NS      | $257909.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                              | Experian PLC                                                                  | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |        6186 | NS      | $309653.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp                                                  | RTX Corp.                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        7761 | NS      | $1298648.13   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                 | Edwards Lifesciences Corp.                                                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        3427 | NS      | $266517.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   203600000 | PA      | $1194918.67   | 0.13%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                 | Gecina SA                                                                     | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               |  | FR        |         303 | NS      | $30344.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                 | Alstom SA                                                                     | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |        2317 | NS      | $60172.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Ltd                                         | George Weston Ltd.                                                            | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |        1084 | NS      | $66121.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                            | Fairfax Financial Holdings Ltd.                                               | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |         123 | NS      | $215190.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT AB                                                    | EQT AB                                                                        | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |        2357 | NS      | $81517.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                              | KKR & Co., Inc.                                                               | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |        3652 | NS      | $474577.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                       | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |       14567 | NS      | $254244.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-28903.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                     | EMS-Chemie Holding AG                                                         | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |          43 | NS      | $30384.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Avery Dennison Corp                                       | Avery Dennison Corp.                                                          | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         463 | NS      | $75084.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp. Andina de Fomento                                                       | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |     2650000 | PA      | $1779719.76   | 0.19%             | 2029-02-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                         | Brown & Brown, Inc.                                                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |        1745 | NS      | $163663.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                | Eiffage SA                                                                    | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |         451 | NS      | $57556.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                 | Qiagen NV                                                                     | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |        1396 | NS      | $61781.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                             | Boeing Co.                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        4402 | NS      | $950083.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| D'ieteren Group                                           | D'ieteren Group                                                               | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |         142 | NS      | $26541.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                              | Autodesk, Inc.                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        1224 | NS      | $388828.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                              | Prysmian SpA                                                                  | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |        1858 | NS      | $183629.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted AS                                                 | Orsted AS                                                                     | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |        1105 | NS      | $19734.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                  | Crowdstrike Holdings, Inc.                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        1411 | NS      | $691926.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                   | Aon PLC                                                                       | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |        1211 | NS      | $431818.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMerieux                                                | BioMerieux                                                                    | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |         275 | NS      | $36741.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                                  | Fox Corp.                                                                     | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |         828 | NS      | $47436.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                            | GE Vernova, Inc.                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        1551 | NS      | $953709.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                            | Blackstone, Inc.                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |        4237 | NS      | $723891.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                           | Gen Digital, Inc.                                                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        3114 | NS      | $88406.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Mines Ltd                                         | Ivanhoe Mines Ltd.                                                            | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |        4617 | NS      | $48966.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP Paribas SA                                            | Purchased USD / Sold CNH                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1360.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Renewable Corp                                 | Brookfield Renewable Corp.                                                    | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |         851 | NS      | $29296.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexi SpA                                                  | Nexi SpA                                                                      | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | EC               | CORP              | IT        |        3145 | NS      | $17782.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                                    | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |         842 | NS      | $406887.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp.                                                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        1551 | NS      | $332922.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moncler SpA                                               | Moncler SpA                                                                   | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |        1573 | NS      | $92099.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Redeia Corp SA                                            | Redeia Corp. SA                                                               | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |        2677 | NS      | $51669.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd                                         | Computershare Ltd.                                                            | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |        3468 | NS      | $83277.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5880000 | PA      | $6024640.41   | 0.66%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                            | Solventum Corp.                                                               | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |         921 | NS      | $67233.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold COP                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $10.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-6544.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-8615.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp                                                | Dover Corp.                                                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |         805 | NS      | $134298.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health, Inc.                                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        1382 | NS      | $216918.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                               | Cencora, Inc.                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        1078 | NS      | $336907.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp                              | Wheaton Precious Metals Corp.                                                 | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |        2819 | NS      | $315463.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Ltd                                                | Amrize Ltd.                                                                   | CUSIP: 000000000<br>LEI: 529900SLCCO6K43P8146 | Long             | EC               | CORP              | CH        |        3298 | NS      | $159048.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                   | Heidelberg Materials AG                                                       | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |         883 | NS      | $198577.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                               | Euronext NV                                                                   | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |         510 | NS      | $76282.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp.                                                         | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      550000 | PA      | $561116.92    | 0.06%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                  | Bayer AG                                                                      | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |        6514 | NS      | $215896.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                         | Kinross Gold Corp.                                                            | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |        7654 | NS      | $189961.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $11072.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                                 | Sofina SA                                                                     | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | N/A              | DE               |  | BE        |         100 | NS      | $223.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| LPL Financial Holdings Inc                                | LPL Financial Holdings, Inc.                                                  | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |         463 | NS      | $154035.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategy Inc                                              | Strategy, Inc.                                                                | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |        1531 | NS      | $493303.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                       | Carrier Global Corp.                                                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        4557 | NS      | $272052.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corp                                     | Intact Financial Corp.                                                        | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |        1111 | NS      | $216156.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                    | Roper Technologies, Inc.                                                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |         630 | NS      | $314174.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                         | Devon Energy Corp.                                                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        3555 | NS      | $124638.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                              | LyondellBasell Industries NV                                                  | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |        1521 | NS      | $74589.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                    | Sun Life Financial, Inc.                                                      | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |        3515 | NS      | $211071.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                  | Hermes International SCA                                                      | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |         212 | NS      | $518456.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                 | Sanofi SA                                                                     | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |        7309 | NS      | $674048.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                          | Altria Group, Inc.                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |        9870 | NS      | $652012.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                       | VICI Properties, Inc.                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |        6229 | NS      | $203127.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                              | Capgemini SE                                                                  | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |        1074 | NS      | $155787.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                    | Palo Alto Networks, Inc.                                                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        3859 | NS      | $785769.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | Future                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          -1 | NC      | $-2982.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                                             | AIB Group PLC                                                                 | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |       13487 | NS      | $122162.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                  | Banque Ouest Africaine de Developpement                                       | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      530000 | PA      | $498408.44    | 0.05%             | 2031-10-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                            | Starbucks Corp.                                                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        6598 | NS      | $558190.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                       | TE Connectivity PLC                                                           | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |        1728 | NS      | $379347.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                        | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |        4176 | NS      | $185425.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QUINTIS AUS PTY LTD                                       | Quintis Australia Pty. Ltd.                                                   | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      237012 | PA      | $46928.38     | 0.01%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Cameco Corp                                               | Cameco Corp.                                                                  | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |        2603 | NS      | $218459.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Emerson Electric Co                                       | Emerson Electric Co.                                                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        3259 | NS      | $427515.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold DKK                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $77.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                            | JB Hunt Transport Services, Inc.                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |         460 | NS      | $61718.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVEEN LLC                                                | Nuveen LLC                                                                    | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $499800.49    | 0.05%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                      | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |        3245 | NS      | $449365.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                              | Citizens Financial Group, Inc.                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        2534 | NS      | $134707.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |       94739 | NS      | $483665.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                  | Simon Property Group, Inc.                                                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |        1912 | NS      | $358825.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold SEK                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $293.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp                                            | TC Energy Corp.                                                               | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |        6485 | NS      | $352604.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWGL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1699771 | PA      | $1434667.79   | 0.16%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                            | Open Text Corp.                                                               | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |        1604 | NS      | $59955.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      930000 | PA      | $1049605.31   | 0.11%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | U.S. Bancorp                                                                  | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1178000 | PA      | $1255262.64   | 0.14%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                           | Yum! Brands, Inc.                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        1631 | NS      | $247912.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Redrow PLC                                        | Barratt Redrow PLC                                                            | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |        9156 | NS      | $48011.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bonds                             | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     3150000 | PA      | $2102863.90   | 0.23%             | 2027-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                | TELUS Corp.                                                                   | CUSIP: 87971M103<br>LEI: 894500WE70KKZRQMBU11 | Long             | EC               | CORP              | CA        |        3164 | NS      | $49834.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc                                   | Zoom Communications, Inc.                                                     | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |        1450 | NS      | $119625.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk AS                                                         | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |          28 | NS      | $54894.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                           | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4670000 | PA      | $4474808.57   | 0.49%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                             | Live Nation Entertainment, Inc.                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |         944 | NS      | $154249.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-556.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                           | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      820000 | PA      | $609841.74    | 0.07%             | 2050-06-22      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Tenaris SA                                                | Tenaris SA                                                                    | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |        2702 | NS      | $48187.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Datadog Inc                                               | Datadog, Inc.                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |        1585 | NS      | $225704.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                                              | Docusign, Inc.                                                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |        1170 | NS      | $84345.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold THB                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-488415.90   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold JPY                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-25251.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold TRY                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-122926.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                          | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |         251 | NS      | $94970.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                      | Infrastrutture Wireless Italiane SpA                                          | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |        1823 | NS      | $21424.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                           | Norsk Hydro ASA                                                               | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |        9664 | NS      | $65462.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Purchased USD / Sold JPY                                                      | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-5056.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Infratil Ltd                                              | Infratil Ltd.                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |        7337 | NS      | $52532.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                                 | CK Hutchison Holdings Ltd.                                                    | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |       17449 | NS      | $114914.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp. Andina de Fomento                                                       | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      860000 | PA      | $884537.97    | 0.10%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilt                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      580000 | PA      | $594822.18    | 0.06%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup, Inc.                                                              | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1176 | NS      | $155384.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Tower Mortgage Trust                              | Olympic Tower Mortgage Trust                                                  | CUSIP: 68162MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1337897.82   | 0.15%             | 2039-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                  | Ferguson Enterprises, Inc.                                                    | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |        1155 | NS      | $259389.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nice Ltd                                                  | Nice Ltd.                                                                     | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |         411 | NS      | $60554.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                    | International Flavors & Fragrances, Inc.                                      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |        1498 | NS      | $92186.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings SARL                             | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $1149835.36   | 0.13%             | 2027-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                              | Klepierre SA                                                                  | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               |  | FR        |        1432 | NS      | $55749.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd                            | CK Infrastructure Holdings Ltd.                                               | CUSIP: 000000000<br>LEI: 5299005U11RQ1C27MR12 | Long             | EC               | CORP              | BM        |        4035 | NS      | $26495.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-2094.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                     | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |        4339 | NS      | $91440.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp.                                                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |        4135 | NS      | $450549.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                                             | Fortescue Ltd.                                                                | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |       11500 | NS      | $142146.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Inc                                                   | PTC, Inc.                                                                     | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |         700 | NS      | $142114.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd                    | Singapore Technologies Engineering Ltd.                                       | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |       10068 | NS      | $67200.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp                                             | Carnival Corp.                                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |        6110 | NS      | $176640.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold JPY                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-14741.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                           | Ulta Beauty, Inc.                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         263 | NS      | $143795.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $251.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRKCM Trust                                               | PRKCM Trust                                                                   | CUSIP: 693981AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1221698 | PA      | $1223339.84   | 0.13%             | 2058-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                        | Ingersoll Rand, Inc.                                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |        2372 | NS      | $195974.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar, Inc.                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        2729 | NS      | $1302142.35   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased CHF / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $-99.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                            | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |      101739 | NS      | $1059970.38   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased SGD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-4391.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                           | Kuehne & Nagel International AG                                               | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |         300 | NS      | $55831.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                               | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |       20415 | NS      | $334956.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstService Corp                                         | FirstService Corp.                                                            | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |         258 | NS      | $49156.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                                | Hexagon AB                                                                    | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |       13741 | NS      | $163326.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                        | Baloise Holding AG                                                            | CUSIP: 000000000<br>LEI: 529900G5XKBZN48T6283 | Long             | EC               | CORP              | CH        |         256 | NS      | $63159.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                          | Oversea-Chinese Banking Corp. Ltd.                                            | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |       22130 | NS      | $282039.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2780000 | PA      | $455998.36    | 0.05%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                | CF Industries Holdings, Inc.                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |         954 | NS      | $85573.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henderson Land Development Co Ltd                         | Henderson Land Development Co. Ltd.                                           | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |        9079 | NS      | $32013.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                              | Monolithic Power Systems, Inc.                                                | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         279 | NS      | $256858.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                                | Merck KGaA                                                                    | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |         843 | NS      | $108325.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM, Inc.                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        6307 | NS      | $1049232.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                                             | RB Global, Inc.                                                               | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |        1176 | NS      | $127376.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                                | Natera, Inc.                                                                  | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         737 | NS      | $118634.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI Inc                                                   | CGI, Inc.                                                                     | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |        1246 | NS      | $110982.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                | Diageo PLC                                                                    | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |       14649 | NS      | $349798.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                    | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |        5010 | NS      | $1348152.98   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust                                                                      | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1640000 | PA      | $1650228.02   | 0.18%             | 2038-05-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                    | ANZ Group Holdings Ltd.                                                       | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |       19976 | NS      | $438973.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Textron Inc                                               | Textron, Inc.                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        1075 | NS      | $90826.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                | Neurocrine Biosciences, Inc.                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |         576 | NS      | $80858.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA              | Cie Generale des Etablissements Michelin SCA                                  | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |        4534 | NS      | $162568.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                   | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |        1823 | NS      | $128203.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20420000 | PA      | $3063449.91   | 0.33%             | 2032-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                         | Swire Pacific Ltd.                                                            | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |        2289 | NS      | $19398.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                  | United Overseas Bank Ltd.                                                     | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |        8182 | NS      | $219336.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Covestro AG                                               | Covestro AG                                                                   | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |        1187 | NS      | $81246.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone Inc                                              | AutoZone, Inc.                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |          98 | NS      | $420443.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                           | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1230000 | PA      | $1171046.48   | 0.13%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co.                                                          | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2975197.20   | 0.32%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                                           | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |        2017 | NS      | $653584.61    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                                     | ON Semiconductor Corp.                                                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |        2432 | NS      | $119921.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Singapore Ltd                                     | Genting Singapore Ltd.                                                        | CUSIP: 000000000<br>LEI: 254900Y2N3AK93K1O866 | Long             | EC               | CORP              | SG        |       39313 | NS      | $22400.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                | Haleon PLC                                                                    | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |       60207 | NS      | $269152.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                     | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |         891 | NS      | $568439.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3190000 | PA      | $3258864.67   | 0.36%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial, Inc.                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |         557 | NS      | $273626.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare, Inc.                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        1055 | NS      | $449641.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                    | Liberty Media Corp.-Liberty Formula One                                       | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1238 | NS      | $129309.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SC FNCE I                                   | Thermo Fisher Scientific Finance I BV                                         | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $75872.06     | 0.01%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd                                          | Imperial Oil Ltd.                                                             | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |        1111 | NS      | $100738.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                                              | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |        6333 | NS      | $282093.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                       | Otis Worldwide Corp.                                                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        2334 | NS      | $213397.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                          | Transurban Group                                                              | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |       20769 | NS      | $189651.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                                  | KLA Corp.                                                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         769 | NS      | $829443.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                              | Glencore PLC                                                                  | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |       64635 | NS      | $296944.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Copart Inc                                                | Copart, Inc.                                                                  | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        5345 | NS      | $240364.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                     | Northrop Grumman Corp.                                                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |         798 | NS      | $486237.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                                               | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |       18383 | NS      | $151994.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                          | Hartford Insurance Group, Inc.                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        1671 | NS      | $222894.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                                               | Stantec, Inc.                                                                 | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |         711 | NS      | $76678.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                    | Diamondback Energy, Inc.                                                      | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        1103 | NS      | $157839.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BPM SpA                                             | Banco BPM SpA                                                                 | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |        7561 | NS      | $112959.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NVR Inc                                                   | NVR, Inc.                                                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |          16 | NS      | $128554.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                             | Boeing Co.                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      425000 | PA      | $451029.97    | 0.05%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                       | Electronic Arts, Inc.                                                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        1419 | NS      | $286212.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bonds                                                     | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1400000 | PA      | $1608985.04   | 0.18%             | 2040-02-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corp                                             | McKesson Corp.                                                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         731 | NS      | $564726.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |       10561 | NS      | $206297.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| United States Treasury                                    | U.S. Treasury Notes                                                           | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12200000 | PA      | $12404445.28  | 1.35%             | 2030-08-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| U-Haul Holding Co                                         | U-Haul Holding Co.                                                            | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |         575 | NS      | $29267.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1310000 | PA      | $1595232.51   | 0.17%             | 2034-07-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp.                                                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |        5279 | NS      | $139207.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold BRL                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-8595.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                      | Verisk Analytics, Inc.                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |         821 | NS      | $206489.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-163142.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold NOK                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $171.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc                                                | Humana, Inc.                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         705 | NS      | $183419.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                    | SGS SA                                                                        | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |         998 | NS      | $103404.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                           | Knorr-Bremse AG                                                               | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |         480 | NS      | $44999.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                      | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     2450000 | PA      | $2098193.19   | 0.23%             | 2036-04-15      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| SIG Group AG                                              | SIG Group AG                                                                  | CUSIP: 000000000<br>LEI: 5493004Z6P7TSVB1L042 | Long             | EC               | CORP              | CH        |        1894 | NS      | $19521.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry Inc                                              | Tapestry, Inc.                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        1204 | NS      | $136316.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                 | Keysight Technologies, Inc.                                                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |         998 | NS      | $174570.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                             | Kroger Co.                                                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        3723 | NS      | $250967.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                   | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $823216.17    | 0.09%             | 2034-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                         | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1604635.94   | 0.17%             | 2025-12-05      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Pinterest Inc                                             | Pinterest, Inc.                                                               | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3405 | NS      | $109538.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                              | United Airlines Holdings, Inc.                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |         471 | NS      | $45451.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                               | ROBLOX Corp.                                                                  | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3206 | NS      | $444095.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                     | RPM International, Inc.                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |         756 | NS      | $89117.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Ltd                                           | Pro Medicus Ltd.                                                              | CUSIP: 000000000<br>LEI: 98450085A903D1BMFF27 | Long             | EC               | CORP              | AU        |         384 | NS      | $78334.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SGH Ltd                                                   | SGH Ltd.                                                                      | CUSIP: 000000000<br>LEI: 254900DME8O9GCK94794 | Long             | EC               | CORP              | AU        |        1327 | NS      | $43842.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group, Inc.                                         | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1500000 | PA      | $1358302.07   | 0.15%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                              | Fortive Corp.                                                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        2006 | NS      | $98273.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                    | Church & Dwight Co., Inc.                                                     | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        1452 | NS      | $127238.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                       | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     4590000 | PA      | $472668.15    | 0.05%             | 2035-05-11      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Twilio Inc                                                | Twilio, Inc.                                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |         882 | NS      | $88279.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                     | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |        2558 | NS      | $48201.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                    | Cie de Saint-Gobain SA                                                        | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |        2939 | NS      | $316276.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                           | UPM-Kymmene OYJ                                                               | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |        3386 | NS      | $92506.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Synopsys Inc                                              | Synopsys, Inc.                                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        1066 | NS      | $525953.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SLOVENIA                                      | Slovenia Government International Bonds                                       | CUSIP: 831594AH9<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     1300000 | PA      | $1340375.45   | 0.15%             | 2033-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                              | Canadian National Railway Co.                                                 | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        3393 | NS      | $319966.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Financial Inc                                         | IGM Financial, Inc.                                                           | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |         512 | NS      | $18637.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple, Inc.                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       86566 | NS      | $22042300.58  | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc                       | Restaurant Brands International, Inc.                                         | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |        1944 | NS      | $124711.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                           | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |        2181 | NS      | $213042.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                           | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2300000 | PA      | $2325964.84   | 0.25%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                    | Eurofins Scientific SE                                                        | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |         773 | NS      | $56067.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -45 | NC      | $-50795.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JPMorgan Mortgage Trust                                                       | CUSIP: 46593FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1148416 | PA      | $991614.47    | 0.11%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                              | Danaher Corp.                                                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        3790 | NS      | $751405.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                                      | Dassault Systemes SE                                                          | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |        4482 | NS      | $150022.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit WestRock PLC                                      | Smurfit WestRock PLC                                                          | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |        3027 | NS      | $128859.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Auckland International Airport Ltd                        | Auckland International Airport Ltd.                                           | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |       13239 | NS      | $60481.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                      | Banca Mediolanum SpA                                                          | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |        1469 | NS      | $29405.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennox International Inc                                  | Lennox International, Inc.                                                    | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |         189 | NS      | $100049.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold TRY                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $90510.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                        | Poste Italiane SpA                                                            | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |        3005 | NS      | $71230.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals, Inc.                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         629 | NS      | $353667.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                                | HEICO Corp.                                                                   | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |         440 | NS      | $111799.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                   | Cboe Global Markets, Inc.                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |         618 | NS      | $151564.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hongkong Land Holdings Ltd                                | Hongkong Land Holdings Ltd.                                                   | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | BM        |        7081 | NS      | $44822.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                                  | Builders FirstSource, Inc.                                                    | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |         657 | NS      | $79661.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                            | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |      130137 | NS      | $150798.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold SGD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-95.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased NZD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $-3749.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                       | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |         603 | NS      | $58901.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ESTONIA                                       | Estonia Government International Bonds                                        | CUSIP: 000000000<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |      710000 | PA      | $834468.88    | 0.09%             | 2034-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sofina SA                                                 | Sofina SA                                                                     | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |         100 | NS      | $29468.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Standard Chartered Bank                                   | Purchased USD / Sold AUD                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-1970.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Demant A/S                                                | Demant AS                                                                     | CUSIP: 000000000<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |         566 | NS      | $19602.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased MXN / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $5020.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $42896.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Swap                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    63993598 | OU      | $768300.03    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                      | Howmet Aerospace, Inc.                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        2226 | NS      | $436807.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                             | AppLovin Corp.                                                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        1284 | NS      | $922605.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold THB                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-696896.40   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing, Inc.                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        2364 | NS      | $693834.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold NZD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $4190.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                                     | Rivian Automotive, Inc.                                                       | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |        4538 | NS      | $66617.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc/Canada                                         | Fortis, Inc.                                                                  | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |        3173 | NS      | $160941.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                | Vonovia SE                                                                    | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |        4879 | NS      | $152083.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp.                                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      756000 | PA      | $760162.86    | 0.08%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Edenred SE                                                | Edenred SE                                                                    | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |        1513 | NS      | $35882.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Mid-America Apartment Communities Inc                     | Mid-America Apartment Communities, Inc.                                       | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |         687 | NS      | $95994.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial, Inc.                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |        2084 | NS      | $216194.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                   | Manulife Financial Corp.                                                      | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |       10604 | NS      | $330379.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                          | MercadoLibre, Inc.                                                            | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         258 | NS      | $602930.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd                                               | South32 Ltd.                                                                  | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |       30785 | NS      | $55814.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                                           | Sands China Ltd.                                                              | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |       14970 | NS      | $41743.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                          | ArcelorMittal SA                                                              | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |        3067 | NS      | $110112.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                               | Aker BP ASA                                                                   | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |        2227 | NS      | $56480.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co AB                                               | Telia Co. AB                                                                  | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |       15653 | NS      | $59673.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                  | Digital Realty Trust, Inc.                                                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |        1977 | NS      | $341783.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                                | Nasdaq, Inc.                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |        2506 | NS      | $221655.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                 | Boeing Co.                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      750000 | PA      | $749297.83    | 0.08%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                               | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     2290000 | PA      | $1193641.66   | 0.13%             | 2034-05-24      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Grifols SA                                                | Grifols SA                                                                    | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |        1936 | NS      | $28014.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| University of Michigan                                    | University of Michigan                                                        | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      650000 | PA      | $523899.29    | 0.06%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| InPost SA                                                 | InPost SA                                                                     | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Long             | EC               | CORP              | LU        |        1498 | NS      | $18378.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alamos Gold Inc                                           | Alamos Gold, Inc.                                                             | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |        2632 | NS      | $91742.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                           | WW Grainger, Inc.                                                             | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |         268 | NS      | $255393.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                               | Equifax, Inc.                                                                 | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |         728 | NS      | $186753.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                                        | Franco-Nevada Corp.                                                           | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |        1209 | NS      | $269103.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    25880000 | PA      | $805984.29    | 0.09%             | 2035-12-17      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |        3892 | NS      | $173388.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                       | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      780000 | PA      | $565644.32    | 0.06%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                           | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4070000 | PA      | $3610853.13   | 0.39%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                                  | Sartorius Stedim Biotech                                                      | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |         190 | NS      | $38379.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilt                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1970000 | PA      | $2575694.47   | 0.28%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                            | Prudential PLC                                                                | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |       17070 | NS      | $238986.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                           | T-Mobile U.S., Inc.                                                           | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        2991 | NS      | $715985.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                   | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       11631 | NS      | $1462842.43   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                                 | Segro PLC                                                                     | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               |  | GB        |        8457 | NS      | $74543.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp.                                                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        1963 | NS      | $244079.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                          | Mettler-Toledo International, Inc.                                            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         121 | NS      | $148540.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    19820000 | PA      | $3576874.08   | 0.39%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Swap                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    29511772 | OU      | $1254956.88   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                         | National Grid PLC                                                             | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |       32210 | NS      | $462432.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    45430000 | PA      | $1462378.02   | 0.16%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    26140000 | PA      | $3643430.21   | 0.40%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| DCC PLC                                                   | DCC PLC                                                                       | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |         637 | NS      | $40881.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      605000 | PA      | $714321.73    | 0.08%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos., Inc.                                                          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        1333 | NS      | $372200.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                             | AIA Group Ltd.                                                                | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |       69155 | NS      | $663383.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Saputo Inc                                                | Saputo, Inc.                                                                  | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |        1541 | NS      | $37426.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                                | Charter Communications, Inc.                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |         528 | NS      | $145255.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                      | Deckers Outdoor Corp.                                                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |         862 | NS      | $87380.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                        | Kraft Heinz Co.                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |        5261 | NS      | $136996.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Temenos AG                                                | Temenos AG                                                                    | CUSIP: 000000000<br>LEI: 5067007NW6550481FH64 | Long             | EC               | CORP              | CH        |         359 | NS      | $28952.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                                      | Sonic Healthcare Ltd.                                                         | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |        3034 | NS      | $43042.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    70300000 | PA      | $10730610.29  | 1.17%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                           | Weyerhaeuser Co.                                                              | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |        4292 | NS      | $106398.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                                   | Extra Space Storage, Inc.                                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |        1239 | NS      | $174624.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                                     | CK Asset Holdings Ltd.                                                        | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |       12296 | NS      | $59600.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                        | Teva Pharmaceutical Industries Ltd.                                           | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |        7485 | NS      | $151197.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                   | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |         369 | NS      | $34203.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                       | Delta Air Lines, Inc.                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |         942 | NS      | $53458.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust                                           | CUSIP: 36272XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $810312.48    | 0.09%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Vicinity Ltd                                              | Vicinity Ltd.                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       26343 | NS      | $43926.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bonds                                           | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2860000 | PA      | $642901.40    | 0.07%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank                                                        | CUSIP: 500630DG0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     1210000 | PA      | $1179001.72   | 0.13%             | 2026-07-19      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | Purchased RON / Sold USD                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | RO        |           1 | NC      | $-1498.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-15741.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCL Industries Inc                                        | CCL Industries, Inc.                                                          | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |         923 | NS      | $52022.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                      | Purchased GBP / Sold USD                                                      | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | GB        |           1 | NC      | $-10743.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toast Inc                                                 | Toast, Inc.                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |        2548 | NS      | $93027.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      722000 | PA      | $692992.91    | 0.08%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                               | Groupe Bruxelles Lambert NV                                                   | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |         551 | NS      | $49196.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                      | Las Vegas Sands Corp.                                                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |        2038 | NS      | $109624.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl PLC                                                 | Bunzl PLC                                                                     | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |        2164 | NS      | $68277.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $144420.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings, Inc.                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         189 | NS      | $1020462.03   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                    | T. Rowe Price Group, Inc.                                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        1299 | NS      | $133329.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                                      | Banco de Sabadell SA                                                          | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |       35871 | NS      | $138977.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                        | Coca-Cola Europacific Partners PLC                                            | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |        1578 | NS      | $142666.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr. Pepper, Inc.                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |        7570 | NS      | $193110.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co., Inc.                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       14833 | NS      | $1244933.69   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                 | Safran SA                                                                     | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |        2364 | NS      | $832914.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Inc                                               | Equinix, Inc.                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |         574 | NS      | $449579.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold CNH                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-825.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold THB                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $11576.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                 | Healthpeak Properties, Inc.                                                   | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |        4091 | NS      | $78342.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd                                         | Elbit Systems Ltd.                                                            | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |         174 | NS      | $88097.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                                | Entain PLC                                                                    | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |        3856 | NS      | $45314.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                        | Expand Energy Corp.                                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        1296 | NS      | $137687.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -7 | NC      | $-3790.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co.                                                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        4545 | NS      | $363327.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc                        | Broadridge Financial Solutions, Inc.                                          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         687 | NS      | $163622.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                             | Coloplast AS                                                                  | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |         829 | NS      | $70799.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                     | Quest Diagnostics, Inc.                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |         657 | NS      | $125211.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                | STERIS PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |         583 | NS      | $144257.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                                      | GCAT Trust                                                                    | CUSIP: 36831BBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      895234 | PA      | $913723.51    | 0.10%             | 2054-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                       | Swiss Prime Site AG                                                           | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |         494 | NS      | $69068.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    12960000 | PA      | $1866085.50   | 0.20%             | 2028-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                            | S&P Global, Inc.                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        1837 | NS      | $894086.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc                           | Equity LifeStyle Properties, Inc.                                             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |        1068 | NS      | $64827.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                          | West Pharmaceutical Services, Inc.                                            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         421 | NS      | $110440.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                   | CRH PLC                                                                       | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |        3958 | NS      | $474564.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Croda International PLC                                   | Croda International PLC                                                       | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |         884 | NS      | $32147.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd                                  | Israel Discount Bank Ltd.                                                     | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |        7982 | NS      | $78899.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold TRY                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-418503.37   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                  | Unipol Assicurazioni SpA                                                      | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |        2409 | NS      | $51644.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                                 | Flutter Entertainment PLC                                                     | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |        1023 | NS      | $259842.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Davide Campari-Milano NV                                  | Davide Campari-Milano NV                                                      | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | NL        |        4071 | NS      | $25666.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Goldman Sachs International                               | Purchased USD / Sold JPY                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $187427.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                | Phoenix Group Holdings PLC                                                    | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |        4615 | NS      | $39940.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                              | Brambles Ltd.                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        9198 | NS      | $150940.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp                                               | Waters Corp.                                                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |         350 | NS      | $104933.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co.                                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        4731 | NS      | $3609753.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc                                 | Rogers Communications, Inc.                                                   | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |        2286 | NS      | $78696.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iA Financial Corp Inc                                     | iA Financial Corp., Inc.                                                      | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |         578 | NS      | $65715.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                          | Zillow Group, Inc.                                                            | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |         963 | NS      | $74199.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                                             | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |         986 | NS      | $119001.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                        | Anglo American PLC                                                            | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |        6975 | NS      | $261251.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                         | Siemens Energy AG                                                             | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |        4445 | NS      | $518838.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                   | Arthur J Gallagher & Co.                                                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        1506 | NS      | $466468.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                       | Global Payments, Inc.                                                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        1424 | NS      | $118305.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                               | Wix.com Ltd.                                                                  | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |         345 | NS      | $61282.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co.                                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       16155 | NS      | $5095771.65   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                 | Gjensidige Forsikring ASA                                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |        1409 | NS      | $41311.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                            | Halliburton Co.                                                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |        5034 | NS      | $123836.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com, Inc.                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       55011 | NS      | $12078765.27  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Holmen AB                                                 | Holmen AB                                                                     | CUSIP: 000000000<br>LEI: 52990080SH3454F0QE68 | Long             | EC               | CORP              | SE        |         497 | NS      | $18867.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Schneider Electric SE                                     | Schneider Electric SE                                                         | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |        3622 | NS      | $1010372.97   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc                                                    | HP, Inc.                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |        5350 | NS      | $145680.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     1770000 | PA      | $173158.85    | 0.02%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Swatch Group AG/The                                       | Swatch Group AG                                                               | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |         180 | NS      | $33793.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                   | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |        5873 | NS      | $143241.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                                      | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |        8558 | NS      | $333577.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-8529.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                  | Westinghouse Air Brake Technologies Corp.                                     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        1002 | NS      | $200870.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hundred Acre Wood Trust                                   | Hundred Acre Wood Trust                                                       | CUSIP: 44555QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1146875 | PA      | $953371.67    | 0.10%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                    | Yara International ASA                                                        | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |        1193 | NS      | $43585.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA            | Recordati Industria Chimica e Farmaceutica SpA                                | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |         753 | NS      | $45705.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                        | Royalty Pharma PLC                                                            | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |        2240 | NS      | $79027.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilt                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4110000 | PA      | $1923607.69   | 0.21%             | 2050-10-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                                                   | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |        4338 | NS      | $71897.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co                                             | DTE Energy Co.                                                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        1225 | NS      | $173251.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zalando SE                                                | Zalando SE                                                                    | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |        1475 | NS      | $45042.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Contact Energy Ltd                                        | Contact Energy Ltd.                                                           | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |        6373 | NS      | $33622.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4455000 | PA      | $4417832.65   | 0.48%             | 2055-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                | Loews Corp.                                                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        1042 | NS      | $104606.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased IDR / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |           1 | NC      | $-2693.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                              | Centrica PLC                                                                  | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |       33433 | NS      | $74910.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romania Government International Bonds                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      770000 | PA      | $931273.87    | 0.10%             | 2030-03-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                                    | Motorola Solutions, Inc.                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |         967 | NS      | $442199.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                           | Fair Isaac Corp.                                                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         139 | NS      | $208017.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                       | Coinbase Global, Inc.                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |        1163 | NS      | $392500.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grab Holdings Ltd                                         | Grab Holdings Ltd.                                                            | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Long             | EC               | CORP              | KY        |       15953 | NS      | $96037.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                                 | Graco, Inc.                                                                   | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |         986 | NS      | $83770.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup, Inc.                                                               | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $949982.97    | 0.10%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                    | IDEXX Laboratories, Inc.                                                      | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |         470 | NS      | $300278.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                        | Intertek Group PLC                                                            | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |        1066 | NS      | $67697.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold INR                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $689.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                    | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1080000 | PA      | $881197.59    | 0.10%             | 2032-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                           | Coles Group Ltd.                                                              | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |        8941 | NS      | $137789.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Inc                                              | Reliance, Inc.                                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |         310 | NS      | $87057.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                                 | ONEOK, Inc.                                                                   | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |        3626 | NS      | $264589.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                               | Hologic, Inc.                                                                 | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        1313 | NS      | $88614.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1123633.59   | 0.12%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                  | Baxter International, Inc.                                                    | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |        3016 | NS      | $68674.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       12113 | NS      | $546296.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                                      | Invitation Homes, Inc.                                                        | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |        3434 | NS      | $100719.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Cantonale Vaudoise                                 | Banque Cantonale Vaudoise                                                     | CUSIP: 000000000<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |         187 | NS      | $22058.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| American Express Co                                       | American Express Co.                                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        3236 | NS      | $1074869.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Inc                                     | GFL Environmental, Inc.                                                       | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |        1559 | NS      | $73889.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust                                              | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |       51484 | PA      | $50943.02     | 0.01%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                 | CH Robinson Worldwide, Inc.                                                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |         696 | NS      | $92150.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd                                         | Suncorp Group Ltd.                                                            | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |        7119 | NS      | $95437.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance SE                                        | Teleperformance SE                                                            | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |         350 | NS      | $26027.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Goldman Sachs International                               | Purchased MXN / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |           1 | NC      | $5058.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp.                                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1225035.73   | 0.13%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                        | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |        4828 | NS      | $303084.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd                          | Canadian Pacific Kansas City Ltd.                                             | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        5828 | NS      | $434053.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Capital One Financial Corp                                | Capital One Financial Corp.                                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        3700 | NS      | $786546.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp                             | Element Fleet Management Corp.                                                | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |        2503 | NS      | $64818.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd                                | First Quantum Minerals Ltd.                                                   | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |        4403 | NS      | $99595.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc                       | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        2925 | NS      | $244120.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                          | American International Group, Inc.                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        3395 | NS      | $266643.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                                        | Qantas Airways Ltd.                                                           | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |        4882 | NS      | $35276.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | Future                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |           1 | NC      | $1377.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                    | Netherlands Government Bonds                                                  | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1500000 | PA      | $1572591.55   | 0.17%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Investor AB                                               | Investor AB                                                                   | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |       11555 | NS      | $360909.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                                 | Halma PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |        2490 | NS      | $115533.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co                                               | Fastenal Co.                                                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        6706 | NS      | $328862.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                             | Annaly Capital Management, Inc.                                               | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |        3547 | NS      | $71684.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                                            | Loblaw Cos. Ltd.                                                              | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |        3748 | NS      | $144970.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                            | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |       38281 | NS      | $734382.24    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3510000 | PA      | $853845.68    | 0.09%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp. PLC                                                               | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        2254 | NS      | $843559.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences, Inc.                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        7331 | NS      | $813741.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | Future                                                                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |          -4 | NC      | $-4346.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                                      | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |        9720 | NS      | $126373.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   704800000 | PA      | $2753002.13   | 0.30%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Whitbread PLC                                             | Whitbread PLC                                                                 | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |        1164 | NS      | $50407.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Ref AB                                             | Beijer Ref AB                                                                 | CUSIP: 000000000<br>LEI: 549300PZZEUVH08H4G75 | Long             | EC               | CORP              | SE        |        2521 | NS      | $39270.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        7395 | NS      | $699493.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                             | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      118481 | NS      | $1665155.60   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                   | Ireland Government Bonds                                                      | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      720000 | PA      | $662491.43    | 0.07%             | 2035-05-15      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| Heineken NV                                               | Heineken NV                                                                   | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |        1956 | NS      | $152529.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-28

**Name of Applicant:** TRANSAMERICA SERIES TRUST

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer