# EDGAR Filing Document

**Accession Number:** 0000778207
**File Stem:** 0001752724-23-049053
**Filing Date:** 2023-3
**Character Count:** 82243
**Document Hash:** cab0232793bef3278b352b66fc4debb6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049053.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049053

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04419
- **FILM NUMBER:** 23690764

**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 Small/Mid Cap Value VP (Series ID: S000007925)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000021495 | Initial      |  |
| C000021496 | Service      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** DENVER

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80202

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

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

- **a. Name of Series:** Transamerica Small/Mid Cap Value VP

- **b. EDGAR series identifier (if any):** S000007925

- **c. LEI of Series:** 549300ENWLD70KAD6841

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $530506548.35

**Total Liabilities:** $11770970.51

**Net Assets:** $518735577.84

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021496 | 9.99%                | 5.15%                | -4.64%               |
| Class ID C000021495 | 10.02%               | 5.17%                | -4.61%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $901670.41               | $47085059.56                               |
| Month 2  | $-1691470.38             | $27893434.42                               |
| Month 3  | $3531039.25              | $-30061666.83                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United Bankshares Inc/WV                 | United Bankshares, Inc.                                                     | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     14150 | NS      | $572933.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc            | Dime Community Bancshares, Inc.                                             | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54150 | NS      | $1723594.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp              | Masonite International Corp.                                                | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |     16200 | NS      | $1305882.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                 | EQT Corp.                                                                   | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     66400 | NS      | $2246312.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                | Sonos, Inc.                                                                 | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     45600 | NS      | $770640.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                | Warner Bros Discovery, Inc.                                                 | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    425700 | NS      | $4035636.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                        | Piper Sandler Cos.,                                                         | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     18000 | NS      | $2343420.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                        | DISH Network Corp.                                                          | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |    318400 | NS      | $4470336.00   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                      | PGT Innovations, Inc.                                                       | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     67700 | NS      | $1215892.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd                        | Elbit Systems Ltd.                                                          | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |      6150 | NS      | $1008846.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc          | Fidelity National Financial, Inc.                                           | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    138307 | NS      | $5203109.34   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                       | LSB Industries, Inc.                                                        | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     80500 | NS      | $1070650.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                           | Stoneridge, Inc.                                                            | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |     10300 | NS      | $222068.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                    | Stifel Financial Corp.                                                      | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     30350 | NS      | $1771529.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                     | Western Digital Corp.                                                       | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    128500 | NS      | $4054175.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                              | Vistra Corp.                                                                | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    235531 | NS      | $5464319.20   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc              | AMN Healthcare Services, Inc.                                               | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     12650 | NS      | $1300673.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                              | Enhabit, Inc.                                                               | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |    107900 | NS      | $1419964.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp              | REX American Resources Corp.                                                | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57000 | NS      | $1816020.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                   | Liberty Broadband Corp.                                                     | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |    109790 | NS      | $8373683.30   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                         | TimkenSteel Corp.                                                           | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     71600 | NS      | $1300972.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                 | Molson Coors Beverage Co.                                                   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |    103000 | NS      | $5306560.00   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                 | Gibraltar Industries, Inc.                                                  | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9700 | NS      | $445036.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnachip Semiconductor Corp             | Magnachip Semiconductor Corp.                                               | CUSIP: 55933J203<br>LEI: 529900P54J1ATLRBUV29 | Long             | EC               | CORP              | US        |    146250 | NS      | $1373287.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                | News Corp.                                                                  | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    223200 | NS      | $4062240.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Princeton/The                    | Bank of Princeton                                                           | CUSIP: 064520109<br>LEI: 549300EMC7T53UNNNA58 | Long             | EC               | CORP              | US        |      8000 | NS      | $253760.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp               | FIXED INC CLEARING CORP.REPO                                                | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  15749942 | PA      | $15749941.89  | 3.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Steel Corp                 | U.S. Steel Corp.                                                            | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |    166800 | NS      | $4178340.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                 | Miller Industries, Inc.                                                     | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |     22400 | NS      | $597184.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                     | First Merchants Corp.                                                       | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     48450 | NS      | $1991779.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Whole Earth Brands Inc                   | Whole Earth Brands, Inc.                                                    | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67100 | NS      | $273097.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp | Madison Square Garden Entertainment Corp.                                   | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27600 | NS      | $1241172.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                             | Harmonic, Inc.                                                              | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     63200 | NS      | $827920.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                            | MaxLinear, Inc.                                                             | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     11600 | NS      | $393820.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd                          | Nomad Foods Ltd.                                                            | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | VG        |     76100 | NS      | $1311964.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                     | Everest Re Group Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      7350 | NS      | $2434834.50   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                 | OraSure Technologies, Inc.                                                  | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |    101450 | NS      | $488989.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                  | Methode Electronics, Inc.                                                   | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     39750 | NS      | $1763707.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                   | Arch Capital Group Ltd.                                                     | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     72500 | NS      | $4551550.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                | OceanFirst Financial Corp.                                                  | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61850 | NS      | $1314312.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc                     | Lakeland Bancorp, Inc.                                                      | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |    114600 | NS      | $2018106.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                            | Owens Corning                                                               | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     21350 | NS      | $1821155.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors             | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   2998006 | NS      | $2998006.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                  | KBR, Inc.                                                                   | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     60850 | NS      | $3212880.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                     | Williams Cos., Inc.                                                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    191600 | NS      | $6303640.00   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                | Olin Corp.                                                                  | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     91300 | NS      | $4833422.00   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                              | Polaris, Inc.                                                               | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     14000 | NS      | $1414000.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                 | Cohu, Inc.                                                                  | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     56700 | NS      | $1817235.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                        | Helen of Troy Ltd.                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      8350 | NS      | $926098.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                            | Mosaic Co.                                                                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     70300 | NS      | $3084061.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                | Qorvo, Inc.                                                                 | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      9250 | NS      | $838420.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                 | Granite Construction, Inc.                                                  | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     22400 | NS      | $785568.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                     | Kaiser Aluminum Corp.                                                       | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16800 | NS      | $1276128.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                 | Fox Corp.                                                                   | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    173100 | NS      | $5257047.00   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                              | Exelon Corp.                                                                | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     81600 | NS      | $3527568.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                           | Tetra Tech, Inc.                                                            | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      4300 | NS      | $624317.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co             | Graphic Packaging Holding Co.                                               | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    215500 | NS      | $4794875.00   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                | FleetCor Technologies, Inc.                                                 | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     34400 | NS      | $6318592.00   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp        | Madison Square Garden Sports Corp.                                          | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $824985.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                         | Hope Bancorp, Inc.                                                          | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     45900 | NS      | $587979.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                      | Churchill Downs, Inc.                                                       | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      5650 | NS      | $1194579.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                             | Centene Corp.                                                               | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     54100 | NS      | $4436741.00   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Valley Community Bancorp         | Central Valley Community Bancorp                                            | CUSIP: 155685100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12700 | NS      | $268986.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                            | Coherent Corp.                                                              | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      4700 | NS      | $164970.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                        | CNH Industrial NV                                                           | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |    149200 | NS      | $2396152.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                     | TrustCo Bank Corp. NY                                                       | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61000 | NS      | $2292990.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Perion Network Ltd                       | Perion Network Ltd.                                                         | CUSIP: 000000000<br>LEI: 529900SL7HYNVD6HG708 | Long             | EC               | CORP              | IL        |     26450 | NS      | $669185.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                             | Vontier Corp.                                                               | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    196000 | NS      | $3788680.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                      | Leidos Holdings, Inc.                                                       | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     15650 | NS      | $1646223.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc            | American Eagle Outfitters, Inc.                                             | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    101000 | NS      | $1409960.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc        | Gaming & Leisure Properties, Inc.                                           | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |     75153 | NS      | $3914719.77   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co               | DiamondRock Hospitality Co.                                                 | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |     87850 | NS      | $719491.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM      | Liberty Media Corp.-Liberty SiriusXM                                        | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159644 | NS      | $6246869.72   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                 | Western Alliance Bancorp                                                    | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     13350 | NS      | $795126.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                  | Physicians Realty Trust                                                     | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |    120150 | NS      | $1738570.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                          | Sealed Air Corp.                                                            | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     59100 | NS      | $2947908.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                          | Dollar Tree, Inc.                                                           | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     38600 | NS      | $5459584.00   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                  | Comfort Systems USA, Inc.                                                   | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     22400 | NS      | $2577792.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                       | Regal Rexnord Corp.                                                         | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     18300 | NS      | $2195634.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc        | Huntington Ingalls Industries, Inc.                                         | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     34200 | NS      | $7889256.00   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                 | Willis Towers Watson PLC                                                    | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |     14300 | NS      | $3497494.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                      | Williams-Sonoma, Inc.                                                       | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     13750 | NS      | $1580150.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                        | NorthWestern Corp.                                                          | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     58200 | NS      | $3453588.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                  | Brandywine Realty Trust                                                     | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |    145600 | NS      | $895440.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                             | La-Z-Boy, Inc.                                                              | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     39300 | NS      | $896826.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                     | JBG SMITH Properties                                                        | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |    232500 | NS      | $4412850.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                    | ICF International, Inc.                                                     | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |     27150 | NS      | $2689207.50   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc                  | Meridian Bioscience, Inc.                                                   | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |     47200 | NS      | $1567512.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                    | Helmerich & Payne, Inc.                                                     | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     33600 | NS      | $1665552.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                        | AngioDynamics, Inc.                                                         | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     80000 | NS      | $1101600.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Inc                                  | BRP, Inc.                                                                   | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |     17300 | NS      | $1320855.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                          | EMCOR Group, Inc.                                                           | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     23850 | NS      | $3532423.50   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                   | Universal Display Corp.                                                     | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7950 | NS      | $858918.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                            | Huntsman Corp.                                                              | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     40500 | NS      | $1112940.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                           | Perficient, Inc.                                                            | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      9150 | NS      | $638944.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                | Columbus McKinnon Corp.                                                     | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     46600 | NS      | $1513102.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Motion Technology Corp           | Silicon Motion Technology Corp.                                             | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | KY        |     34650 | NS      | $2251903.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                 | ASGN, Inc.                                                                  | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     17450 | NS      | $1421826.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT Inc                                  | AXT, Inc.                                                                   | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |     27000 | NS      | $118260.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc            | Selective Insurance Group, Inc.                                             | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     27600 | NS      | $2445636.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co             | Portland General Electric Co.                                               | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     17100 | NS      | $837900.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Post Holdings Inc                        | Post Holdings, Inc.                                                         | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     75268 | NS      | $6793689.68   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                   | First Republic Bank                                                         | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     43300 | NS      | $5277837.00   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                           | Perrigo Co. PLC                                                             | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |    241300 | NS      | $8225917.00   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc               | Vishay Intertechnology, Inc.                                                | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     81000 | NS      | $1747170.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp                              | Markel Corp.                                                                | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |      4300 | NS      | $5665207.00   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC         | First Citizens BancShares, Inc.                                             | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |     15709 | NS      | $11913077.24  | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc               | Sabra Health Care REIT, Inc.                                                | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |    103500 | NS      | $1286505.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc           | Community Healthcare Trust, Inc.                                            | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |     27650 | NS      | $989870.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                          | OGE Energy Corp.                                                            | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    138200 | NS      | $5465810.00   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc                     | Douglas Dynamics, Inc.                                                      | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |     26100 | NS      | $943776.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc            | Academy Sports & Outdoors, Inc.                                             | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16350 | NS      | $859029.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA            | United Community Banks, Inc.                                                | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     63850 | NS      | $2158130.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                 | National HealthCare Corp.                                                   | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7250 | NS      | $431375.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc             | Washington Trust Bancorp, Inc.                                              | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |     13450 | NS      | $634571.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                          | OSI Systems, Inc.                                                           | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     12450 | NS      | $990024.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                               | Evergy, Inc.                                                                | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    109000 | NS      | $6859370.00   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc         | Helix Energy Solutions Group, Inc.                                          | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    179800 | NS      | $1326924.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                             | Organon & Co.                                                               | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     55200 | NS      | $1541736.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                               | FedEx Corp.                                                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     29200 | NS      | $5057440.00   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                             | Innoviva, Inc.                                                              | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |    127300 | NS      | $1686725.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                   | Progress Software Corp.                                                     | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     32900 | NS      | $1659805.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc              | Summit Hotel Properties, Inc.                                               | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |     59250 | NS      | $427785.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global PLC                       | Liberty Global PLC                                                          | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |    246100 | NS      | $4658673.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                        | Newmark Group, Inc.                                                         | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49600 | NS      | $395312.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                                 | Flex Ltd.                                                                   | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |    136700 | NS      | $2933582.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                        | Kinder Morgan, Inc.                                                         | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    294500 | NS      | $5324560.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust Inc         | Piedmont Office Realty Trust, Inc.                                          | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |     75650 | NS      | $693710.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                        | Acuity Brands, Inc.                                                         | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4100 | NS      | $679001.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                   | CenterPoint Energy, Inc.                                                    | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    154000 | NS      | $4618460.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                      | Curtiss-Wright Corp.                                                        | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     15600 | NS      | $2605044.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc             | Spectrum Brands Holdings, Inc.                                              | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     24650 | NS      | $1501678.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp           | Atlantic Union Bankshares Corp.                                             | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20000 | NS      | $702800.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                   | Louisiana-Pacific Corp.                                                     | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     51800 | NS      | $3066560.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                         | HF Sinclair Corp.                                                           | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62300 | NS      | $3232747.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                             | NiSource, Inc.                                                              | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    220900 | NS      | $6057078.00   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                     | Hayward Holdings, Inc.                                                      | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89800 | NS      | $844120.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Apple Hospitality REIT Inc               | Apple Hospitality REIT, Inc.                                                | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |    116350 | NS      | $1836003.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                 | Sandy Spring Bancorp, Inc.                                                  | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56600 | NS      | $1994018.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                          | Ross Stores, Inc.                                                           | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     33600 | NS      | $3899952.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                 | Jazz Pharmaceuticals PLC                                                    | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     13450 | NS      | $2142719.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                     | Umpqua Holdings Corp.                                                       | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |    114800 | NS      | $2049180.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                   | Washington Federal, Inc.                                                    | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91500 | NS      | $3069825.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                        | Allstate Corp.                                                              | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     44500 | NS      | $6034200.00   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc            | American Public Education, Inc.                                             | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     67400 | NS      | $828346.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                   | AmerisourceBergen Corp.                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     33280 | NS      | $5514828.80   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                   | Mueller Industries, Inc.                                                    | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     40800 | NS      | $2407200.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                   | Advance Auto Parts, Inc.                                                    | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     21400 | NS      | $3146442.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                     | Cleveland-Cliffs, Inc.                                                      | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    137600 | NS      | $2216736.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| LKQ Corp                                 | LKQ Corp.                                                                   | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    116500 | NS      | $6222265.00   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                  | Magnolia Oil & Gas Corp.                                                    | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    191250 | NS      | $4484812.50   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                      | MKS Instruments, Inc.                                                       | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     13250 | NS      | $1122672.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KVH Industries Inc                       | KVH Industries, Inc.                                                        | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116350 | NS      | $1189097.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                | Itron, Inc.                                                                 | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      8200 | NS      | $415330.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc             | Citizens Financial Group, Inc.                                              | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     21600 | NS      | $850392.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                    | Delek U.S. Holdings, Inc.                                                   | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     51200 | NS      | $1382400.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicom Ltd                              | Silicom Ltd.                                                                | CUSIP: 000000000<br>LEI: 529900711TW6GY85XW07 | Long             | EC               | CORP              | IL        |     41750 | NS      | $1759762.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp  | Science Applications International Corp.                                    | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     15850 | NS      | $1758240.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                   | Abercrombie & Fitch Co.                                                     | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     33250 | NS      | $761757.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                           | PulteGroup, Inc.                                                            | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13450 | NS      | $612378.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings      | Laboratory Corp. of America Holdings                                        | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     24277 | NS      | $5716747.96   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                               | Azenta, Inc.                                                                | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     25350 | NS      | $1475877.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                              | Gentex Corp.                                                                | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     21300 | NS      | $580851.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                     | LXP Industrial Trust                                                        | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |    155250 | NS      | $1555605.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                 | UGI Corp.                                                                   | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    113400 | NS      | $4203738.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                       | Ally Financial, Inc.                                                        | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    187000 | NS      | $4572150.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                             | Exelixis, Inc.                                                              | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     80250 | NS      | $1287210.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                   | Webster Financial Corp.                                                     | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     64350 | NS      | $3046329.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc            | MasterCraft Boat Holdings, Inc.                                             | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |     68800 | NS      | $1779856.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                 | Bio-Rad Laboratories, Inc.                                                  | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |     13800 | NS      | $5802762.00   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries Inc                       | LSI Industries, Inc.                                                        | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |    157000 | NS      | $1921680.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                   | Diamondback Energy, Inc.                                                    | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     19700 | NS      | $2694566.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                        | U-Haul Holding Co.                                                          | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     18000 | NS      | $989640.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp            | Quanex Building Products Corp.                                              | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     74650 | NS      | $1767712.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                             | Tapestry, Inc.                                                              | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     31250 | NS      | $1190000.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc              | Berkshire Hills Bancorp, Inc.                                               | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     60200 | NS      | $1799980.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                     | Commercial Metals Co.                                                       | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     39650 | NS      | $1915095.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                              | Ovintiv, Inc.                                                               | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38750 | NS      | $1965012.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Gencor Industries Inc                    | Gencor Industries, Inc.                                                     | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47650 | NS      | $481265.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                        | U-Haul Holding Co.                                                          | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      1500 | NS      | $90285.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| First Community Bankshares Inc           | First Community Bankshares, Inc.                                            | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45900 | NS      | $1556010.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                 | Builders FirstSource, Inc.                                                  | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     34300 | NS      | $2225384.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc                 | Village Super Market, Inc.                                                  | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |     35900 | NS      | $836111.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                  | IAC, Inc.                                                                   | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |    108820 | NS      | $4831608.00   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc             | Cross Country Healthcare, Inc.                                              | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |    132250 | NS      | $3513882.50   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                             | Visteon Corp.                                                               | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     13350 | NS      | $1746580.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                     | Urban Outfitters, Inc.                                                      | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     51250 | NS      | $1222312.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                             | Medifast, Inc.                                                              | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      3850 | NS      | $444097.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                     | Deckers Outdoor Corp.                                                       | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      3625 | NS      | $1446955.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd                  | Tower Semiconductor Ltd.                                                    | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |     33000 | NS      | $1425600.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                       | Kraft Heinz Co.                                                             | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     70087 | NS      | $2853241.77   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                    | Encompass Health Corp.                                                      | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     31900 | NS      | $1907939.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                         | MDC Holdings, Inc.                                                          | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     19400 | NS      | $613040.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                    | United Fire Group, Inc.                                                     | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22600 | NS      | $618336.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                        | Steven Madden Ltd.                                                          | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     41500 | NS      | $1326340.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                   | Chesapeake Energy Corp.                                                     | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     41700 | NS      | $3935229.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: —       |
| Oshkosh Corp                             | Oshkosh Corp.                                                               | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     11650 | NS      | $1027413.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                      | Global Payments, Inc.                                                       | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     54600 | NS      | $5422872.00   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                   | American Woodmark Corp.                                                     | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     23600 | NS      | $1153096.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc                           | Altice USA, Inc.                                                            | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    414700 | NS      | $1907620.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                 | Dana, Inc.                                                                  | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     38700 | NS      | $585531.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                               | Loews Corp.                                                                 | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     43908 | NS      | $2561153.64   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                 | HNI Corp.                                                                   | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     27200 | NS      | $773296.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc           | Schnitzer Steel Industries, Inc.                                            | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     32000 | NS      | $980800.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                               | Stride, Inc.                                                                | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     37100 | NS      | $1160488.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp          | Old Republic International Corp.                                            | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    222650 | NS      | $5376997.50   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corp                               | Chase Corp.                                                                 | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16250 | NS      | $1401725.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                       | FTI Consulting, Inc.                                                        | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      5000 | NS      | $794000.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                  | KB Home                                                                     | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     40900 | NS      | $1302665.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                      | Onto Innovation, Inc.                                                       | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     21600 | NS      | $1470744.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc   | Heidrick & Struggles International, Inc.                                    | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     40250 | NS      | $1125792.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings Inc        | Maravai LifeSciences Holdings, Inc.                                         | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49850 | NS      | $713353.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc         | Provident Financial Services, Inc.                                          | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     55300 | NS      | $1181208.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc            | Annaly Capital Management, Inc.                                             | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |    189347 | NS      | $3991434.76   | 0.77%             |  |  |  | No            |                  1 | On Loan: —       |
| Koninklijke Philips NV                   | Koninklijke Philips NV                                                      | CUSIP: 500472303<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |    286800 | NS      | $4299132.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** TRANSAMERICA SERIES TRUST

**Signature:** Vincent Toner

**Name of Signer:** Vincent Toner

**Title:** Treasurer