# EDGAR Filing Document

**Accession Number:** 0000778207
**File Stem:** 0001410368-26-051050
**Filing Date:** 2026-5
**Character Count:** 312008
**Document Hash:** 303767befe592b3da9797b026181cdaa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051050.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051050

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04419
- **FILM NUMBER:** 261016555

**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 Aegon Bond VP (Series ID: S000007911)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000021467 | Initial      |  |
| C000021468 | Service      |  |

## Nport-Ex

**Transamerica Aegon Bond VP**

------

**SCHEDULE OF INVESTMENTS**

**At March 31, 2026**

**(unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES - 43.9%**  | **CORPORATE DEBT SECURITIES - 43.9%**  | **CORPORATE DEBT SECURITIES - 43.9%**  |
| **Aerospace & Defense - 1.0%**  | **Aerospace & Defense - 1.0%**  | **Aerospace & Defense - 1.0%**  |
| Boeing Co. |  |  |
| 5.81%, 05/01/2050 | $1954000 | $1888983 |
| 5.93%, 05/01/2060 | 2638000 | 2532185 |
| 6.53%, 05/01/2034 | 1924000 | 2095895 |
| 6.86%, 05/01/2054 | 1802000 | 1983236 |
| General Electric Co. |  |  |
| 4.50%, 03/11/2044 | 3512000 | 3112286 |
| 5.88%, 01/14/2038 | 610000 | 648935 |
| HEICO Corp. |  |  |
| 5.35%, 08/01/2033 | 3427000 | 3486627 |
| Honeywell Aerospace, Inc. |  |  |
| 4.95%, 03/16/2036 <sup>(A)</sup> <br>| 1326000 | 1315661 |
| TransDigm, Inc. |  |  |
| 6.13%, 07/31/2034 <sup>(A)</sup> <br>| 724000 | 712085 |
|  |  | 17775893 |
| **Automobile Components - 0.3%**  | **Automobile Components - 0.3%**  | **Automobile Components - 0.3%**  |
| Aptiv Swiss Holdings Ltd. |  |  |
| 3.25%, 03/01/2032 | 1870000 | 1750166 |
| Cyprium Corp./Cyprium Holdings <br> Luxembourg SARL |  |  |
| 6.38%, 04/15/2034 <sup>(A)</sup> <br>| 635000 | 616358 |
| ZF North America Capital, Inc. |  |  |
| 6.88%, 04/23/2032 <sup>(A)</sup> <br>| 2374000 | 2255545 |
|  |  | 4622069 |
| **Automobiles - 0.4%**  | **Automobiles - 0.4%**  | **Automobiles - 0.4%**  |
| General Motors Financial Co., Inc. |  |  |
| 6.15%, 07/15/2035 | 1773000 | 1833448 |
| Hyundai Capital America |  |  |
| 5.40%, 06/23/2032 <sup>(A)</sup> <br>| 4430000 | 4508954 |
|  |  | 6342402 |
| **Banks - 6.3%**  | **Banks - 6.3%**  | **Banks - 6.3%**  |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/14/2027, <br>5.55% <sup>(B)</sup>, 03/14/2028<br>| 2600000 | 2621976 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/11/2031, <br>2.65% <sup>(B)</sup>, 03/11/2032<br>| 3745000 | 3396393 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/06/2036, <br>5.05% <sup>(B)</sup>, 02/06/2037<br>| 5878000 | 5799809 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/15/2028, <br>5.82% <sup>(B)</sup>, 09/15/2029<br>| 4954000 | 5110493 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/24/2036, <br>5.21% <sup>(B)</sup>, 02/24/2037<br>| 5420000 | 5245399 |
| BBVA Mexico SA Institucion De Banca <br> Multiple Grupo Financiero |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/13/2029, <br>5.88% <sup>(B)</sup>, 09/13/2034 <sup>(A)</sup> <br>| 2450000 | 2406137 |
| BNP Paribas SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/17/2027 <sup>(C)</sup>, <br>9.25% <sup>(A)</sup><sup>(B)</sup> <br>| 4494000 | 4686024 |
| CaixaBank SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/13/2033, <br>6.84% <sup>(B)</sup>, 09/13/2034 <sup>(A)</sup> <br>| 1663000 | 1811158 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Deutsche Bank AG |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 12/10/2030, <br>4.47% <sup>(B)</sup>, 12/10/2031<br>| $2974000 | $2924137 |
| Fifth Third Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/29/2036, <br>5.14% <sup>(B)</sup>, 01/29/2037<br>| 4207000 | 4098135 |
| First Citizens BancShares, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/12/2030, <br>5.23% <sup>(B)</sup>, 03/12/2031<br>| 4005000 | 3971261 |
| Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/21/2031, <br>2.65% <sup>(B)</sup>, 10/21/2032<br>| 4074000 | 3616817 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/21/2036, <br>5.07% <sup>(B)</sup>, 01/21/2037<br>| 2860000 | 2796142 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/02/2036, <br>5.39% <sup>(B)</sup>, 02/02/2041<br>| 4128000 | 3988270 |
| Intesa Sanpaolo SpA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/21/2032, <br>8.25% <sup>(B)</sup>, 11/21/2033 <sup>(A)</sup> <br>| 2578000 | 2970253 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/22/2036, <br>4.90% <sup>(B)</sup>, 01/22/2037<br>| 3414000 | 3340632 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/23/2029, <br>5.01% <sup>(B)</sup>, 01/23/2030<br>| 3669000 | 3720331 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/05/2036, <br>5.19% <sup>(B)</sup>, 02/05/2037<br>| 3847000 | 3780316 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/23/2028, <br>6.09% <sup>(B)</sup>, 10/23/2029<br>| 1766000 | 1835013 |
| M&T Bank Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/30/2028, <br>7.41% <sup>(B)</sup>, 10/30/2029<br>| 1648000 | 1761146 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/12/2031, <br>4.71% <sup>(B)</sup>, 03/12/2032<br>| 6650000 | 6605225 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/18/2036, <br>5.31% <sup>(B)</sup>, 01/18/2041<br>| 3667000 | 3539838 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/19/2034, <br>5.83% <sup>(B)</sup>, 04/19/2035<br>| 3260000 | 3384493 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/01/2034, <br>5.78% <sup>(B)</sup>, 03/01/2035<br>| 4911000 | 5076667 |
| PNC Financial Services Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/25/2036, <br>5.42% <sup>(B)</sup>, 01/25/2041<br>| 2305000 | 2258090 |
| UBS Group AG |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 08/10/2031, <br>4.59% <sup>(B)</sup>, 08/10/2032 <sup>(A)</sup> <br>| 2240000 | 2201648 |
| &nbsp;&nbsp;&nbsp; Fixed until 05/09/2035, <br>5.58% <sup>(B)</sup>, 05/09/2036 <sup>(A)</sup> <br>| 5091000 | 5163487 |
| &nbsp;&nbsp;&nbsp; Fixed until 11/13/2028 <sup>(C)</sup>, <br>9.25% <sup>(A)</sup><sup>(B)</sup> <br>| 2661000 | 2836161 |
| Uzbek Industrial & Construction Bank ATB |  |  |
| 8.95%, 07/24/2029 <sup>(A)</sup> <br>| 3908000 | 4125725 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/24/2030, <br>5.24% <sup>(B)</sup>, 01/24/2031<br>| 3375000 | 3440412 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/23/2035, <br>5.61% <sup>(B)</sup>, 04/23/2036<br>| 3152000 | 3225529 |
|  |  | 111737117 |

---

**Transamerica Series Trust**

**Page 1**

------

**Transamerica Aegon Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Beverages - 0.4%**  | **Beverages - 0.4%**  | **Beverages - 0.4%**  |
| Constellation Brands, Inc. |  |  |
| 4.95%, 11/01/2035 | $2237000 | $2159437 |
| Primo Water Holdings, Inc./Triton Water <br> Holdings, Inc. |  |  |
| 4.38%, 04/30/2029 <sup>(A)</sup> <br>| 5086000 | 4942328 |
|  |  | 7101765 |
| **Biotechnology - 0.8%**  | **Biotechnology - 0.8%**  | **Biotechnology - 0.8%**  |
| Amgen, Inc. |  |  |
| 2.80%, 08/15/2041 | 2089000 | 1505425 |
| 5.60%, 03/02/2043 | 1831000 | 1804701 |
| CSL Finance PLC |  |  |
| 4.63%, 04/27/2042 <sup>(A)</sup> <br>| 3291000 | 2904265 |
| Gilead Sciences, Inc. |  |  |
| 5.10%, 06/15/2035 | 2658000 | 2685402 |
| Royalty Pharma PLC |  |  |
| 2.20%, 09/02/2030 | 2915000 | 2625488 |
| 5.20%, 09/25/2035 | 2010000 | 1983733 |
|  |  | 13509014 |
| **Building Products - 0.6%**  | **Building Products - 0.6%**  | **Building Products - 0.6%**  |
| Amrize Finance U.S. LLC |  |  |
| 4.75%, 09/22/2046 | 1028000 | 891454 |
| 5.40%, 04/07/2035 | 2024000 | 2058183 |
| Builders FirstSource, Inc. |  |  |
| 6.38%, 06/15/2032 <sup>(A)</sup> <br>| 1654000 | 1651596 |
| Carlisle Cos., Inc. |  |  |
| 5.25%, 09/15/2035 | 1175000 | 1174933 |
| Owens Corning |  |  |
| 4.30%, 07/15/2047 | 2999000 | 2379409 |
| Vulcan Materials Co. |  |  |
| 5.35%, 12/01/2034 | 2491000 | 2530693 |
|  |  | 10686268 |
| **Capital Markets - 0.5%**  | **Capital Markets - 0.5%**  | **Capital Markets - 0.5%**  |
| Ares Capital Corp. |  |  |
| 5.25%, 04/12/2031 | 4622000 | 4468039 |
| Blackstone Secured Lending Fund |  |  |
| 5.25%, 09/04/2029 | 1300000 | 1273704 |
| HAT Holdings I LLC/HAT Holdings II LLC |  |  |
| 3.38%, 06/15/2026 <sup>(A)</sup> <br>| 2448000 | 2439358 |
|  |  | 8181101 |
| **Chemicals - 0.8%**  | **Chemicals - 0.8%**  | **Chemicals - 0.8%**  |
| ASP Unifrax Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; PIK Rate 1.25%, Cash Rate 5.85%, <br>09/30/2029 <sup>(A)</sup><sup>(D)</sup> <br>| 736659 | 44200 |
| CF Industries, Inc. |  |  |
| 5.30%, 11/26/2035 | 1869000 | 1861454 |
| OCP SA |  |  |
| 6.75%, 05/02/2034 <sup>(A)</sup> <br>| 2252000 | 2342794 |
| Olympus Water U.S. Holding Corp. |  |  |
| 7.25%, 02/15/2033 <sup>(A)</sup> <br>| 5163000 | 4926024 |
| Orbia Advance Corp. SAB de CV |  |  |
| 6.80%, 05/13/2030 <sup>(A)</sup> <br>| 2822000 | 2773462 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| Westlake Corp. |  |  |
| 5.55%, 11/15/2035 <sup>(E)</sup> <br>| $2201000 | $2193806 |
|  |  | 14141740 |
| **Commercial Services & Supplies - 1.5%**  | **Commercial Services & Supplies - 1.5%**  | **Commercial Services & Supplies - 1.5%**  |
| ADT Security Corp. |  |  |
| 4.13%, 08/01/2029 <sup>(A)</sup> <br>| 3829000 | 3658031 |
| Ashtead Capital, Inc. |  |  |
| 5.55%, 05/30/2033 <sup>(A)</sup> <br>| 2361000 | 2384030 |
| Eaton Corp. |  |  |
| 4.80%, 03/06/2036 | 1906000 | 1881780 |
| Element Fleet Management Corp. |  |  |
| 5.04%, 03/25/2030 <sup>(A)</sup> <br>| 4917000 | 4962253 |
| Herc Holdings, Inc. |  |  |
| 5.75%, 03/15/2031 <sup>(A)</sup> <br>| 2855000 | 2811795 |
| 7.00%, 06/15/2030 <sup>(A)</sup> <br>| 3273000 | 3356033 |
| Quanta Services, Inc. |  |  |
| 2.90%, 10/01/2030 | 2182000 | 2023914 |
| 5.25%, 08/09/2034 | 1496000 | 1504960 |
| Triton Container International Ltd./TAL <br> International Container Corp. |  |  |
| 5.15%, 02/15/2033 | 1193000 | 1168101 |
| Veralto Corp. |  |  |
| 5.45%, 09/18/2033 | 2700000 | 2757188 |
|  |  | 26508085 |
| **Communications Equipment - 0.8%**  | **Communications Equipment - 0.8%**  | **Communications Equipment - 0.8%**  |
| NTT Finance Corp. |  |  |
| 4.62%, 07/16/2028 <sup>(A)</sup> <br>| 2211000 | 2219405 |
| Orange SA |  |  |
| 4.75%, 01/13/2033 <sup>(A)</sup> <br>| 2001000 | 1978633 |
| T-Mobile USA, Inc. |  |  |
| 3.50%, 04/15/2031 | 1919000 | 1814949 |
| 3.88%, 04/15/2030 | 1407000 | 1370237 |
| 5.00%, 02/15/2036 | 2220000 | 2186513 |
| Verizon Communications, Inc. |  |  |
| 1.75%, 01/20/2031 | 893000 | 782908 |
| 2.10%, 03/22/2028 | 2335000 | 2242052 |
| 4.75%, 01/15/2033 | 2100000 | 2074040 |
|  |  | 14668737 |
| **Construction & Engineering - 0.4%**  | **Construction & Engineering - 0.4%**  | **Construction & Engineering - 0.4%**  |
| Century Communities, Inc. |  |  |
| 3.88%, 08/15/2029 <sup>(A)</sup> <br>| 1522000 | 1428326 |
| 6.63%, 09/15/2033 <sup>(A)</sup> <br>| 833000 | 816045 |
| IHS Netherlands Holdco BV |  |  |
| 8.00%, 09/18/2027 <sup>(A)</sup> <br>| 1548882 | 1546069 |
| Sitios Latinoamerica SAB de CV |  |  |
| 6.00%, 11/25/2029 <sup>(A)</sup> <br>| 3623000 | 3648361 |
|  |  | 7438801 |
| **Consumer Staples Distribution & Retail - 0.3%**  | **Consumer Staples Distribution & Retail - 0.3%**  | **Consumer Staples Distribution & Retail - 0.3%**  |
| 7-Eleven, Inc. |  |  |
| 1.80%, 02/10/2031 <sup>(A)</sup> <br>| 3705000 | 3207218 |
| InRetail Consumer |  |  |
| 3.25%, 03/22/2028 <sup>(A)</sup> <br>| 1843000 | 1771706 |
|  |  | 4978924 |

---

**Transamerica Series Trust**

**Page 2**

------

**Transamerica Aegon Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Containers & Packaging - 0.5%**  | **Containers & Packaging - 0.5%**  | **Containers & Packaging - 0.5%**  |
| Clydesdale Acquisition Holdings, Inc. |  |  |
| 6.63%, 04/15/2029 <sup>(A)</sup> <br>| $2958000 | $2904944 |
| Mauser Packaging Solutions Holding Co. |  |  |
| 7.88%, 04/15/2030 <sup>(A)</sup> <br>| 1819000 | 1819000 |
| Sonoco Products Co. |  |  |
| 5.75%, 11/01/2040 | 927000 | 923634 |
| WRKCo, Inc. |  |  |
| 3.90%, 06/01/2028 | 2336000 | 2307597 |
|  |  | 7955175 |
| **Diversified REITs - 0.9%**  | **Diversified REITs - 0.9%**  | **Diversified REITs - 0.9%**  |
| GLP Capital LP/GLP Financing II, Inc. |  |  |
| 5.25%, 02/15/2033 | 2436000 | 2387859 |
| 5.63%, 03/01/2036 | 2839000 | 2761206 |
| Safehold GL Holdings LLC |  |  |
| 6.10%, 04/01/2034 <sup>(E)</sup> <br>| 2749000 | 2888638 |
| SBA Tower Trust |  |  |
| 6.60%, 11/15/2052 <sup>(A)</sup> <br>| 5033000 | 5118098 |
| VICI Properties LP |  |  |
| 4.95%, 02/15/2030 | 2930000 | 2925314 |
|  |  | 16081115 |
| **Electric Utilities - 2.3%**  | **Electric Utilities - 2.3%**  | **Electric Utilities - 2.3%**  |
| Black Hills Corp. |  |  |
| 3.15%, 01/15/2027 | 2064000 | 2047169 |
| Chile Electricity Lux MPC II SARL |  |  |
| 5.58%, 10/20/2035 <sup>(A)</sup> <br>| 2248261 | 2257912 |
| Constellation Energy Generation LLC |  |  |
| 3.75%, 03/01/2031 <sup>(A)</sup> <br>| 3777000 | 3603766 |
| 5.88%, 01/15/2066 | 1891000 | 1815463 |
| Duke Energy Corp. |  |  |
| 4.95%, 09/15/2035 | 4275000 | 4167462 |
| 5.00%, 12/08/2027 | 1395000 | 1409840 |
| Duke Energy Indiana LLC |  |  |
| 4.95%, 03/15/2036 | 941000 | 926371 |
| Edison International |  |  |
| 4.80%, 03/15/2031 | 4399000 | 4294173 |
| Emera U.S. Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/01/2031, <br>6.65% <sup>(B)</sup>, 10/01/2056<br>| 5517000 | 5517347 |
| Investment Energy Resources Ltd. |  |  |
| 6.25%, 04/26/2029 <sup>(A)</sup> <br>| 1588000 | 1580591 |
| NRG Energy, Inc. |  |  |
| 3.63%, 02/15/2031 <sup>(A)</sup> <br>| 1408000 | 1296559 |
| 6.00%, 02/01/2033 <sup>(A)</sup> <br>| 186000 | 186047 |
| Pacific Gas & Electric Co. |  |  |
| 2.50%, 02/01/2031 | 1222000 | 1095163 |
| Vistra Operations Co. LLC |  |  |
| 5.25%, 10/15/2035 <sup>(A)</sup> <br>| 4612000 | 4478812 |
| 5.35%, 01/31/2036 <sup>(A)</sup> <br>| 3375000 | 3301403 |
| 6.88%, 04/15/2032 <sup>(A)</sup> <br>| 2209000 | 2286199 |
| VoltaGrid LLC |  |  |
| 7.38%, 11/01/2030 <sup>(A)</sup> <br>| 819000 | 845870 |
|  |  | 41110147 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Electrical Equipment - 0.0% \*** | **Electrical Equipment - 0.0% \*** | **Electrical Equipment - 0.0% \*** |
| WESCO Distribution, Inc. |  |  |
| 5.25%, 04/15/2031 <sup>(A)</sup> <br>| $418000 | $415505 |
| **Electronic Equipment, Instruments & Components - 0.5%**  | **Electronic Equipment, Instruments & Components - 0.5%**  | **Electronic Equipment, Instruments & Components - 0.5%**  |
| Arrow Electronics, Inc. |  |  |
| 5.88%, 04/10/2034 | 2195000 | 2250113 |
| Keysight Technologies, Inc. |  |  |
| 4.95%, 10/15/2034 | 1418000 | 1403165 |
| Sensata Technologies, Inc. |  |  |
| 4.38%, 02/15/2030 <sup>(A)</sup> <br>| 1916000 | 1832335 |
| Tyco Electronics Group SA |  |  |
| 5.00%, 05/09/2035 | 3574000 | 3562126 |
|  |  | 9047739 |
| **Financial Services - 2.7%**  | **Financial Services - 2.7%**  | **Financial Services - 2.7%**  |
| AerCap Ireland Capital DAC/AerCap <br> Global Aviation Trust |  |  |
| 4.75%, 01/15/2033 | 3899000 | 3789671 |
| Ally Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/15/2028, <br>5.74% <sup>(B)</sup>, 05/15/2029<br>| 828000 | 840913 |
| Aviation Capital Group LLC |  |  |
| 3.50%, 11/01/2027 <sup>(A)</sup> <br>| 2076000 | 2038391 |
| Avolon Holdings Funding Ltd. |  |  |
| 5.75%, 11/15/2029 <sup>(A)</sup> <br>| 3427000 | 3511438 |
| Azorra Finance Ltd. |  |  |
| 6.25%, 02/15/2034 <sup>(A)</sup> <br>| 4261000 | 3954595 |
| Blackstone Reg Finance Co. LLC |  |  |
| 4.95%, 02/15/2036 | 1402000 | 1353085 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/11/2035, <br>5.20% <sup>(B)</sup>, 09/11/2036<br>| 3630000 | 3519029 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/30/2036, <br>5.40% <sup>(B)</sup>, 01/30/2037<br>| 1975000 | 1935238 |
| &nbsp;&nbsp;&nbsp; Fixed until 07/26/2034, <br>5.88% <sup>(B)</sup>, 07/26/2035<br>| 4800000 | 4916392 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/30/2035, <br>6.18% <sup>(B)</sup>, 01/30/2036<br>| 982000 | 998846 |
| Gabx Leasing LLC |  |  |
| 5.30%, 04/15/2036 <sup>(A)</sup> <br>| 1696000 | 1664800 |
| LPL Holdings, Inc. |  |  |
| 4.00%, 03/15/2029 <sup>(A)</sup> <br>| 3057000 | 2968593 |
| 5.70%, 05/20/2027 | 1761000 | 1777262 |
| Mexico Remittances Funding Fiduciary <br> Estate Management SARL |  |  |
| 12.50%, 10/15/2031 <sup>(A)</sup> <br>| 5171000 | 5447648 |
| Rocket Cos., Inc. |  |  |
| 6.38%, 08/01/2033 <sup>(A)</sup> <br>| 2359000 | 2384345 |
| TPG Operating Group II LP |  |  |
| 4.88%, 05/15/2031 | 2354000 | 2308749 |
| UWM Holdings LLC |  |  |
| 6.25%, 03/15/2031 <sup>(A)</sup> <br>| 3834000 | 3491568 |
| 6.63%, 02/01/2030 <sup>(A)</sup> <br>| 2113000 | 1992922 |
|  |  | 48893485 |

---

**Transamerica Series Trust**

**Page 3**

------

**Transamerica Aegon Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Food Products - 2.2%**  | **Food Products - 2.2%**  | **Food Products - 2.2%**  |
| Albertsons Cos., Inc./Safeway, Inc./New <br> Albertsons LP |  |  |
| 5.75%, 03/31/2034 <sup>(A)</sup> <br>| $3639000 | $3560202 |
| 6.25%, 03/15/2033 <sup>(A)</sup> <br>| 467000 | 470131 |
| BAT Capital Corp. |  |  |
| 4.54%, 08/15/2047 | 3232000 | 2624166 |
| 5.63%, 08/15/2035 <sup>(E)</sup> <br>| 4217000 | 4337020 |
| Bunge Ltd. Finance Corp. |  |  |
| 5.15%, 08/04/2035 | 4146000 | 4128235 |
| Cargill, Inc. |  |  |
| 5.13%, 02/11/2035 <sup>(A)</sup> <br>| 2814000 | 2851463 |
| Imperial Brands Finance PLC |  |  |
| 5.63%, 07/01/2035 <sup>(A)</sup> <br>| 3377000 | 3405531 |
| Industrial F&B Investments III, Inc. |  |  |
| 7.75%, 02/11/2033 <sup>(A)</sup> <br>| 852000 | 860821 |
| J.M. Smucker Co. |  |  |
| 6.50%, 11/15/2043 | 1735000 | 1808334 |
| JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings |  |  |
| 5.50%, 01/15/2036 | 4713000 | 4715168 |
| Kroger Co. |  |  |
| 5.00%, 09/15/2034 | 2128000 | 2101108 |
| Philip Morris International, Inc. |  |  |
| 4.25%, 11/10/2044 | 3126000 | 2589019 |
| 4.63%, 10/29/2035 | 1714000 | 1648817 |
| Pilgrim's Pride Corp. |  |  |
| 6.88%, 05/15/2034 | 2210000 | 2385834 |
| Sysco Corp. |  |  |
| 5.40%, 03/23/2035 | 1976000 | 1961632 |
|  |  | 39447481 |
| **Health Care Equipment & Supplies - 0.4%**  | **Health Care Equipment & Supplies - 0.4%**  | **Health Care Equipment & Supplies - 0.4%**  |
| Alcon Finance Corp. |  |  |
| 5.75%, 12/06/2052 <sup>(A)</sup> <br>| 892000 | 875654 |
| Baxter International, Inc. |  |  |
| 5.65%, 12/15/2035 | 2194000 | 2142713 |
| GE HealthCare Technologies, Inc. |  |  |
| 4.95%, 12/15/2035 | 1127000 | 1104782 |
| Medline Borrower LP |  |  |
| 3.88%, 04/01/2029 <sup>(A)</sup> <br>| 1702000 | 1646450 |
| 5.25%, 10/01/2029 <sup>(A)</sup> <br>| 1459000 | 1446151 |
|  |  | 7215750 |
| **Health Care Providers & Services - 1.8%**  | **Health Care Providers & Services - 1.8%**  | **Health Care Providers & Services - 1.8%**  |
| Centene Corp. |  |  |
| 3.38%, 02/15/2030 | 2424000 | 2189691 |
| CHS/Community Health Systems, Inc. |  |  |
| 5.25%, 05/15/2030 <sup>(A)</sup> <br>| 2372000 | 2235568 |
| Cigna Group |  |  |
| 2.40%, 03/15/2030 | 1795000 | 1658193 |
| 5.25%, 01/15/2036 | 2845000 | 2848667 |
| Elevance Health, Inc. |  |  |
| 5.70%, 09/15/2055 | 2013000 | 1914142 |
| HCA, Inc. |  |  |
| 4.90%, 11/15/2035 | 3508000 | 3391569 |
| 6.00%, 04/01/2054 | 2879000 | 2778821 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| Health Care Service Corp. A Mutual Legal <br> Reserve Co. |  |  |
| 5.88%, 06/15/2054 <sup>(A)</sup> <br>| $1330000 | $1250859 |
| Humana, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 06/15/2031, <br>6.63% <sup>(B)</sup>, 09/15/2056<br>| 4913000 | 4721317 |
| Laboratory Corp. of America Holdings |  |  |
| 4.80%, 10/01/2034 | 3802000 | 3701831 |
| Tenet Healthcare Corp. |  |  |
| 5.13%, 11/01/2027 | 1190000 | 1188835 |
| 5.50%, 11/15/2032 <sup>(A)</sup> <br>| 3065000 | 3036731 |
| UnitedHealth Group, Inc. |  |  |
| 5.15%, 07/15/2034 | 1910000 | 1926286 |
|  |  | 32842510 |
| **Health Care REITs - 0.1%**  | **Health Care REITs - 0.1%**  | **Health Care REITs - 0.1%**  |
| Alexandria Real Estate Equities, Inc. |  |  |
| 5.25%, 03/15/2036 | 2357000 | 2301790 |
| **Hotels, Restaurants & Leisure - 1.2%**  | **Hotels, Restaurants & Leisure - 1.2%**  | **Hotels, Restaurants & Leisure - 1.2%**  |
| Carnival Corp. |  |  |
| 5.75%, 08/01/2032 <sup>(A)</sup> <br>| 1393000 | 1392547 |
| 6.13%, 02/15/2033 <sup>(A)</sup> <br>| 2202000 | 2224075 |
| Hilton Domestic Operating Co., Inc. |  |  |
| 3.75%, 05/01/2029 <sup>(A)</sup> <br>| 3076000 | 2944487 |
| Hyatt Hotels Corp. |  |  |
| 5.40%, 12/15/2035 | 2105000 | 2061783 |
| Marriott International, Inc. |  |  |
| 5.10%, 05/01/2038 | 2702000 | 2568765 |
| MGM Resorts International |  |  |
| 4.75%, 10/15/2028 | 2066000 | 2027359 |
| 6.13%, 09/15/2029 | 2637000 | 2652624 |
| Royal Caribbean Cruises Ltd. |  |  |
| 5.25%, 02/27/2038 | 3676000 | 3497034 |
| Viking Cruises Ltd. |  |  |
| 5.88%, 10/15/2033 <sup>(A)</sup> <br>| 1947000 | 1922296 |
|  |  | 21290970 |
| **Household Durables - 0.1%**  | **Household Durables - 0.1%**  | **Household Durables - 0.1%**  |
| Newell Brands, Inc. |  |  |
| 6.38%, 05/15/2030 <sup>(E)</sup> <br>| 1424000 | 1366918 |
| Whirlpool Corp. |  |  |
| 6.13%, 06/15/2030 | 1092000 | 1066203 |
|  |  | 2433121 |
| **Insurance - 1.8%**  | **Insurance - 1.8%**  | **Insurance - 1.8%**  |
| American International Group, Inc. |  |  |
| 5.45%, 05/07/2035 | 1358000 | 1385128 |
| Asurion LLC/Asurion Co-Issuer, Inc. |  |  |
| 8.00%, 12/31/2032 <sup>(A)</sup> <br>| 1215000 | 1260499 |
| AXA SA |  |  |
| 8.60%, 12/15/2030 | 3960000 | 4548056 |
| Brown & Brown, Inc. |  |  |
| 5.25%, 06/23/2032 | 917000 | 914461 |
| 5.55%, 06/23/2035 | 3536000 | 3531303 |
| Cloverie PLC for Zurich Insurance Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 06/24/2026, <br>5.63% <sup>(B)</sup>, 06/24/2046 <sup>(F)</sup> <br>| 4823000 | 4819853 |

---

**Transamerica Series Trust**

**Page 4**

------

**Transamerica Aegon Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Constellation Insurance, Inc. |  |  |
| 6.80%, 01/24/2030 <sup>(A)</sup> <br>| $6468000 | $6475785 |
| Fortitude Group Holdings LLC |  |  |
| 6.25%, 04/01/2030 <sup>(A)</sup> <br>| 1393000 | 1418579 |
| Muenchener Rueckversicherungs-<br> Gesellschaft AG |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/23/2031, <br>5.88% <sup>(B)</sup>, 05/23/2042 <sup>(A)</sup> <br>| 2200000 | 2248170 |
| RenaissanceRe Holdings Ltd. |  |  |
| 5.80%, 04/01/2035 | 739000 | 755857 |
| RGA Global Funding |  |  |
| 5.05%, 12/06/2031 <sup>(A)</sup> <br>| 4872000 | 4872643 |
|  |  | 32230334 |
| **Internet & Catalog Retail - 0.8%**  | **Internet & Catalog Retail - 0.8%**  | **Internet & Catalog Retail - 0.8%**  |
| Alphabet, Inc. |  |  |
| 5.50%, 02/15/2046 | 2709000 | 2687237 |
| AppLovin Corp. |  |  |
| 5.50%, 12/01/2034 | 2999000 | 2974171 |
| Expedia Group, Inc. |  |  |
| 5.40%, 02/15/2035 <sup>(E)</sup> <br>| 2695000 | 2673618 |
| Meta Platforms, Inc. |  |  |
| 4.20%, 11/15/2030 | 3602000 | 3567049 |
| Uber Technologies, Inc. |  |  |
| 4.80%, 09/15/2034 | 1595000 | 1561519 |
|  |  | 13463594 |
| **IT Services - 0.6%**  | **IT Services - 0.6%**  | **IT Services - 0.6%**  |
| Crowdstrike Holdings, Inc. |  |  |
| 3.00%, 02/15/2029 | 1311000 | 1247058 |
| Dell International LLC/EMC Corp. |  |  |
| 4.85%, 02/01/2035 <sup>(E)</sup> <br>| 2955000 | 2859112 |
| Hewlett Packard Enterprise Co. |  |  |
| 5.00%, 10/15/2034 | 3332000 | 3225332 |
| NCR Voyix Corp. |  |  |
| 5.00%, 10/01/2028 <sup>(A)</sup> <br>| 1582000 | 1524299 |
| 5.13%, 04/15/2029 <sup>(A)</sup> <br>| 695000 | 664738 |
| Seagate Data Storage Technology Pte. <br> Ltd. |  |  |
| 4.09%, 06/01/2029 <sup>(A)</sup> <br>| 2036000 | 1970530 |
|  |  | 11491069 |
| **Machinery - 0.4%**  | **Machinery - 0.4%**  | **Machinery - 0.4%**  |
| Eaton Capital ULC |  |  |
| 4.45%, 05/09/2030 | 1640000 | 1638604 |
| Huntington Ingalls Industries, Inc. |  |  |
| 2.04%, 08/16/2028 | 3648000 | 3454697 |
| Ingersoll Rand, Inc. |  |  |
| 5.45%, 06/15/2034 | 2634000 | 2689509 |
|  |  | 7782810 |
| **Media - 0.8%**  | **Media - 0.8%**  | **Media - 0.8%**  |
| &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br>Operating Capital |  |  |
| 5.13%, 07/01/2049 | 2905000 | 2230400 |
| Clear Channel Outdoor Holdings, Inc. |  |  |
| 7.50%, 06/01/2029 <sup>(A)</sup> <br>| 1505000 | 1511351 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| Comcast Corp. |  |  |
| 4.15%, 10/15/2028 | $2868000 | $2856220 |
| CSC Holdings LLC |  |  |
| 4.50%, 11/15/2031 <sup>(A)</sup> <br>| 2712000 | 1607968 |
| Virgin Media Secured Finance PLC |  |  |
| 4.50%, 08/15/2030 <sup>(A)</sup> <br>| 2620000 | 2323543 |
| 5.50%, 05/15/2029 <sup>(A)</sup> <br>| 4006000 | 3842074 |
|  |  | 14371556 |
| **Metals & Mining - 0.1%**  | **Metals & Mining - 0.1%**  | **Metals & Mining - 0.1%**  |
| Glencore Funding LLC |  |  |
| 2.63%, 09/23/2031 <sup>(A)</sup> <br>| 2764000 | 2463169 |
| **Mortgage Real Estate Investment Trusts - 0.6%**  | **Mortgage Real Estate Investment Trusts - 0.6%**  | **Mortgage Real Estate Investment Trusts - 0.6%**  |
| &nbsp;&nbsp; Ladder Capital Finance <br> Holdings LLLP/Ladder Capital Finance <br>Corp. |  |  |
| 4.25%, 02/01/2027 <sup>(A)</sup> <br>| 6079000 | 6005606 |
| Starwood Property Trust, Inc. |  |  |
| 6.00%, 04/15/2030 <sup>(A)</sup> <br>| 1548000 | 1544998 |
| 6.50%, 07/01/2030 <sup>(A)</sup> <br>| 2799000 | 2858532 |
|  |  | 10409136 |
| **Office REITs - 0.1%**  | **Office REITs - 0.1%**  | **Office REITs - 0.1%**  |
| Boston Properties LP |  |  |
| 5.75%, 01/15/2035 <sup>(E)</sup> <br>| 2110000 | 2098416 |
| **Oil, Gas & Consumable Fuels - 5.0%**  | **Oil, Gas & Consumable Fuels - 5.0%**  | **Oil, Gas & Consumable Fuels - 5.0%**  |
| Cheniere Energy Partners LP |  |  |
| 4.00%, 03/01/2031 | 3762000 | 3611236 |
| 4.50%, 10/01/2029 | 2177000 | 2167478 |
| 5.95%, 06/30/2033 | 1385000 | 1451911 |
| Crescent Energy Finance LLC |  |  |
| 7.75%, 07/31/2029 <sup>(A)</sup> <br>| 1819000 | 1832642 |
| Diamondback Energy, Inc. |  |  |
| 5.15%, 01/30/2030 | 3341000 | 3409017 |
| Ecopetrol SA |  |  |
| 8.38%, 01/19/2036 | 3443000 | 3490760 |
| Enbridge, Inc. |  |  |
| 4.90%, 06/20/2030 | 1050000 | 1060991 |
| 5.45%, 03/27/2036 | 1062000 | 1071151 |
| 5.63%, 04/05/2034 | 3844000 | 3965045 |
| Energy Transfer LP |  |  |
| 6.00%, 06/15/2048 | 3677000 | 3529555 |
| Equinor ASA |  |  |
| 4.75%, 11/14/2035 | 5193000 | 5113118 |
| Expand Energy Corp. |  |  |
| 5.38%, 03/15/2030 | 1454000 | 1466084 |
| Genesis Energy LP/Genesis Energy <br> Finance Corp. |  |  |
| 8.00%, 05/15/2033 | 3539000 | 3656820 |
| Greensaif Pipelines Bidco SARL |  |  |
| 5.85%, 02/23/2036 <sup>(A)</sup> <br>| 2009000 | 2013466 |
| Gulfstream Natural Gas System LLC |  |  |
| 5.60%, 07/23/2035 <sup>(A)</sup> <br>| 1481000 | 1499664 |
| Hess Midstream Operations LP |  |  |
| 6.50%, 06/01/2029 <sup>(A)</sup> <br>| 2072000 | 2116600 |

---

**Transamerica Series Trust**

**Page 5**

------

**Transamerica Aegon Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Matador Resources Co. |  |  |
| 6.00%, 04/15/2034 <sup>(A)</sup> <br>| $645000 | $640922 |
| Murphy Oil Corp. |  |  |
| 6.00%, 10/01/2032 <sup>(E)</sup> <br>| 2337000 | 2321157 |
| NuStar Logistics LP |  |  |
| 5.63%, 04/28/2027 | 1996000 | 1999671 |
| ONEOK, Inc. |  |  |
| 6.10%, 11/15/2032 | 3671000 | 3867318 |
| Ovintiv, Inc. |  |  |
| 6.50%, 08/15/2034 | 2993000 | 3189764 |
| Petroleos Mexicanos |  |  |
| 6.50%, 01/23/2029 | 1760000 | 1764224 |
| 6.84%, 01/23/2030 | 3043000 | 3049719 |
| Repsol E&P Capital Markets U.S. LLC |  |  |
| 5.98%, 09/16/2035 <sup>(A)</sup> <br>| 3347000 | 3407006 |
| Sabine Pass Liquefaction LLC |  |  |
| 5.90%, 09/15/2037 | 1930419 | 2012786 |
| Saudi Arabian Oil Co. |  |  |
| 5.00%, 02/02/2036 <sup>(A)</sup> <br>| 3932000 | 3776300 |
| Sunoco LP |  |  |
| 5.63%, 03/15/2031 <sup>(A)</sup> <br>| 548000 | 545486 |
| Targa Resources Partners LP/Targa <br> Resources Partners Finance Corp. |  |  |
| 4.00%, 01/15/2032 | 1430000 | 1355218 |
| TotalEnergies Capital USA LLC |  |  |
| 4.57%, 01/13/2033 | 3963000 | 3922876 |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| 5.10%, 03/15/2036 <sup>(A)</sup> <br>| 2560000 | 2537402 |
| Venture Global LNG, Inc. |  |  |
| 9.50%, 02/01/2029 <sup>(A)</sup> <br>| 3521000 | 3807238 |
| Venture Global Plaquemines LNG LLC |  |  |
| 6.13%, 12/15/2030 <sup>(A)</sup> <br>| 1366000 | 1404830 |
| 6.75%, 01/15/2036 <sup>(A)</sup> <br>| 1656000 | 1753956 |
| 7.50%, 05/01/2033 <sup>(A)</sup> <br>| 2012000 | 2211598 |
| Western Midstream Operating LP |  |  |
| 6.15%, 04/01/2033 | 2688000 | 2805411 |
| YPF SA |  |  |
| 9.50%, 01/17/2031 <sup>(A)</sup> <br>| 1338000 | 1407977 |
|  |  | 89236397 |
| **Paper & Forest Products - 0.1%**  | **Paper & Forest Products - 0.1%**  | **Paper & Forest Products - 0.1%**  |
| Georgia-Pacific LLC |  |  |
| 4.95%, 06/30/2032 <sup>(A)</sup> <br>| 1790000 | 1807910 |
| **Passenger Airlines - 0.4%**  | **Passenger Airlines - 0.4%**  | **Passenger Airlines - 0.4%**  |
| American Airlines Pass-Through Trust |  |  |
| 3.15%, 08/15/2033 | 1150567 | 1071393 |
| Delta Air Lines, Inc./SkyMiles IP Ltd. |  |  |
| 4.75%, 10/20/2028 <sup>(A)</sup> <br>| 3027750 | 3023377 |
| Southwest Airlines Co. |  |  |
| 4.38%, 11/15/2028 | 3762000 | 3713242 |
|  |  | 7808012 |
| **Pharmaceuticals - 1.5%**  | **Pharmaceuticals - 1.5%**  | **Pharmaceuticals - 1.5%**  |
| Bausch Health Cos., Inc. |  |  |
| 5.25%, 01/30/2030 <sup>(A)</sup> <br>| 4435000 | 2860575 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Bayer U.S. Finance II LLC |  |  |
| 4.20%, 07/15/2034 <sup>(A)</sup> <br>| $2009000 | $1846725 |
| 5.50%, 07/30/2035 <sup>(A)</sup> <br>| 1029000 | 1017048 |
| Bristol-Myers Squibb Co. |  |  |
| 5.65%, 02/22/2064 | 1397000 | 1353539 |
| Cencora, Inc. |  |  |
| 4.90%, 02/13/2036 | 1712000 | 1677322 |
| CVS Health Corp. |  |  |
| 5.45%, 09/15/2035 | 3409000 | 3422256 |
| 6.00%, 06/01/2044 | 2023000 | 1991683 |
| &nbsp;&nbsp;&nbsp; Fixed until 12/10/2029, <br>7.00% <sup>(B)</sup>, 03/10/2055<br>| 3902000 | 4021354 |
| Merck & Co., Inc. |  |  |
| 5.00%, 05/17/2053 | 1244000 | 1121100 |
| Organon & Co./Organon Foreign Debt Co-<br> Issuer BV |  |  |
| 6.75%, 05/15/2034 <sup>(A)</sup> <br>| 2003000 | 1784322 |
| Pfizer Investment Enterprises Pte. Ltd. |  |  |
| 5.11%, 05/19/2043 | 1902000 | 1794719 |
| Takeda U.S. Financing, Inc. |  |  |
| 5.20%, 07/07/2035 | 3004000 | 3004224 |
|  |  | 25894867 |
| **Residential REITs - 0.2%**  | **Residential REITs - 0.2%**  | **Residential REITs - 0.2%**  |
| American Homes 4 Rent LP |  |  |
| 5.50%, 02/01/2034 | 3655000 | 3686981 |
| **Retail REITs - 0.2%**  | **Retail REITs - 0.2%**  | **Retail REITs - 0.2%**  |
| Store Capital LLC |  |  |
| 4.95%, 02/11/2031 <sup>(A)</sup> <br>| 2852000 | 2827153 |
| **Semiconductors & Semiconductor Equipment - 1.6%**  | **Semiconductors & Semiconductor Equipment - 1.6%**  | **Semiconductors & Semiconductor Equipment - 1.6%**  |
| Broadcom, Inc. |  |  |
| 3.14%, 11/15/2035 <sup>(A)</sup> <br>| 4511000 | 3832482 |
| 4.95%, 01/15/2036 | 1961000 | 1934037 |
| Foundry JV Holdco LLC |  |  |
| 5.88%, 01/25/2034 <sup>(A)</sup> <br>| 2427000 | 2457332 |
| 5.90%, 01/25/2033 <sup>(A)</sup> <br>| 2610000 | 2683372 |
| Intel Corp. |  |  |
| 4.80%, 10/01/2041 | 2618000 | 2288507 |
| Kioxia Holdings Corp. |  |  |
| 6.63%, 07/24/2033 <sup>(A)</sup> <br>| 4250000 | 4368255 |
| Microchip Technology, Inc. |  |  |
| 5.05%, 03/15/2029 | 2581000 | 2618475 |
| Micron Technology, Inc. |  |  |
| 5.30%, 01/15/2031 | 3982000 | 4168021 |
| NXP BV/NXP Funding LLC/NXP USA, Inc. |  |  |
| 5.25%, 08/19/2035 | 3978000 | 3965948 |
|  |  | 28316429 |
| **Software - 1.5%**  | **Software - 1.5%**  | **Software - 1.5%**  |
| Fair Isaac Corp. |  |  |
| 6.25%, 09/15/2034 <sup>(A)</sup> <br>| 2073000 | 2038863 |
| Fidelity National Information Services, Inc. |  |  |
| 4.80%, 03/10/2031 | 2815000 | 2792906 |
| Fiserv, Inc. |  |  |
| 5.45%, 03/02/2028 | 2771000 | 2810359 |

---

**Transamerica Series Trust**

**Page 6**

------

**Transamerica Aegon Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Intuit, Inc. |  |  |
| 5.50%, 09/15/2053 | $1264000 | $1162608 |
| OAK-Eagle Acquireco, Inc. |  |  |
| 7.25%, 07/01/2033 <sup>(A)</sup><sup>(G)</sup> <br>| 842000 | 872391 |
| Oracle Corp. |  |  |
| 5.70%, 02/04/2036 | 2988000 | 2872927 |
| 5.88%, 09/26/2045 | 2246000 | 1937716 |
| 5.95%, 09/26/2055 | 2252000 | 1894542 |
| 6.90%, 11/09/2052 | 1732000 | 1635231 |
| Roper Technologies, Inc. |  |  |
| 4.90%, 10/15/2034 | 2986000 | 2883120 |
| Salesforce, Inc. |  |  |
| 5.55%, 03/15/2036 | 1855000 | 1849230 |
| Synopsys, Inc. |  |  |
| 5.15%, 04/01/2035 | 1896000 | 1899625 |
| 5.70%, 04/01/2055 | 1358000 | 1298360 |
|  |  | 25947878 |
| **Specialized REITs - 0.2%**  | **Specialized REITs - 0.2%**  | **Specialized REITs - 0.2%**  |
| Iron Mountain, Inc. |  |  |
| 5.25%, 03/15/2028 <sup>(A)</sup> <br>| 3840000 | 3818302 |
| **Transportation Infrastructure - 1.2%**  | **Transportation Infrastructure - 1.2%**  | **Transportation Infrastructure - 1.2%**  |
| Avolon Holdings Funding Ltd. |  |  |
| 4.90%, 10/10/2030 <sup>(A)</sup> <br>| 3476000 | 3451783 |
| Canadian Pacific Railway Co. |  |  |
| 2.45%, 12/02/2031 | 6012000 | 5341671 |
| FedEx Freight Holding Co., Inc. |  |  |
| 5.25%, 03/15/2036 <sup>(A)</sup> <br>| 1624000 | 1571202 |
| GXO Logistics, Inc. |  |  |
| 2.65%, 07/15/2031 | 4409000 | 3924482 |
| 6.50%, 05/06/2034 <sup>(E)</sup> <br>| 2033000 | 2133358 |
| MV24 Capital BV |  |  |
| 6.75%, 06/01/2034 <sup>(A)</sup> <br>| 1892620 | 1886981 |
| United Parcel Service, Inc. |  |  |
| 5.25%, 05/14/2035 <sup>(E)</sup> <br>| 2114000 | 2160410 |
|  |  | 20469887 |
| &nbsp;&nbsp; **Total Corporate Debt Securities** <br>**(Cost $778,135,783)**<br>|  | 780850604 |
| **U.S. GOVERNMENT OBLIGATIONS - 20.1%**  | **U.S. GOVERNMENT OBLIGATIONS - 20.1%**  | **U.S. GOVERNMENT OBLIGATIONS - 20.1%**  |
| **U.S. Treasury - 19.4%**  | **U.S. Treasury - 19.4%**  | **U.S. Treasury - 19.4%**  |
| U.S. Treasury Bonds |  |  |
| 1.63%, 11/15/2050 <sup>(H)</sup> <br>| 11197000 | 5842122 |
| 1.25%, 05/15/2050 | 34850200 | 16538870 |
| 1.38%, 11/15/2040 | 8276000 | 5330908 |
| 1.88%, 11/15/2051 | 8933000 | 4907218 |
| 2.00%, 02/15/2050 <sup>(H)</sup> <br>| 7453000 | 4339043 |
| 2.25%, 05/15/2041 | 5208000 | 3794720 |
| 2.25%, 08/15/2046 <sup>(H)</sup> <br>| 5162000 | 3364777 |
| 2.38%, 02/15/2042 | 15766300 | 11489075 |
| 2.50%, 02/15/2045 | 2754000 | 1931350 |
| 2.75%, 08/15/2042 <sup>(H)</sup> <br>| 19045000 | 14563473 |
| 2.88%, 08/15/2045 <sup>(H)</sup> <br>| 7972000 | 5918899 |
| 2.88%, 05/15/2049 | 9973000 | 7090180 |
| 3.00%, 08/15/2048 | 9816000 | 7204024 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **U.S. GOVERNMENT OBLIGATIONS (continued)** | **U.S. GOVERNMENT OBLIGATIONS (continued)** | **U.S. GOVERNMENT OBLIGATIONS (continued)** |
| **U.S. Treasury (continued)** | **U.S. Treasury (continued)** | **U.S. Treasury (continued)** |
| U.S. Treasury Bonds (continued) |  |  |
| 3.63%, 05/15/2053 | $4056000 | $3252247 |
| 3.88%, 02/15/2043 - 05/15/2043 | 32222000 | 28565093 |
| 4.00%, 11/15/2052 | 5449000 | 4681670 |
| 4.13%, 08/15/2044 | 2268000 | 2057678 |
| 4.25%, 05/15/2039 <sup>(H)</sup> <br>| 2988000 | 2900111 |
| 4.25%, 08/15/2054 | 5579000 | 4996692 |
| 4.50%, 02/15/2044 - 11/15/2054 | 25737000 | 24404550 |
| 4.63%, 05/15/2044 - 11/15/2055 | 58001000 | 55792060 |
| 4.63%, 02/15/2046 <sup>(E)</sup> <br>| 4269000 | 4115583 |
| 4.75%, 11/15/2043 - 02/15/2056 | 21323700 | 20897709 |
| U.S. Treasury Notes |  |  |
| 1.13%, 02/29/2028 | 6244000 | 5935946 |
| 2.75%, 08/15/2032 | 3537000 | 3271311 |
| 3.38%, 05/15/2033 | 6406000 | 6102466 |
| 3.50%, 02/28/2031 <sup>(E)</sup> <br>| 14868000 | 14579933 |
| 3.75%, 01/31/2031 | 8564000 | 8491072 |
| 3.88%, 08/15/2033 - 08/15/2034 | 22957000 | 22455466 |
| 4.00%, 07/31/2032 - 11/15/2035 | 21413000 | 21034742 |
| 4.13%, 03/31/2031 - 02/15/2036 | 17614000 | 17476593 |
| 4.25%, 05/15/2035 | 1897600 | 1892560 |
|  |  | 345218141 |
| **U.S. Treasury Inflation-Protected Securities - 0.7%**  | **U.S. Treasury Inflation-Protected Securities - 0.7%**  | **U.S. Treasury Inflation-Protected Securities - 0.7%**  |
| U.S. Treasury Inflation-Protected Indexed <br> Bonds |  |  |
| 1.50%, 02/15/2053 | 9416574 | 7215447 |
| U.S. Treasury Inflation-Protected Indexed <br> Notes |  |  |
| 0.13%, 07/15/2030 | 4655265 | 4430894 |
|  |  | 11646341 |
| &nbsp;&nbsp; **Total U.S. Government Obligations** <br>**(Cost $375,387,487)**<br>|  | 356864482 |
| **MORTGAGE-BACKED SECURITIES - 12.2%**  | **MORTGAGE-BACKED SECURITIES - 12.2%**  | **MORTGAGE-BACKED SECURITIES - 12.2%**  |
| 1211 Avenue of the Americas Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2015-1211, Class A1A1, <br>3.90%, 08/10/2035 <sup>(A)</sup> <br>| 5900000 | 5634499 |
| 20 Times Square Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-20TS, Class B, <br>3.10% <sup>(B)</sup>, 05/15/2035 <sup>(A)</sup> <br>| 5148000 | 4851990 |
| Angel Oak Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1, Class A1, <br>5.69% <sup>(B)</sup>, 01/25/2070 <sup>(A)</sup> <br>| 5017473 | 5044546 |
| BAMLL Commercial Mortgage Securities <br> Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-BPR, Class ANM, <br>3.11%, 11/05/2032 <sup>(A)</sup> <br>| 1971077 | 1911543 |
| Banc of America Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-D, Class A1, <br>5.24% <sup>(B)</sup>, 05/25/2035<br>| 513805 | 494188 |
| BBCMS Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-TALL, Class D, <br>1-Month Term SOFR + 1.65%, <br>5.32% <sup>(B)</sup>, 03/15/2037 <sup>(A)</sup> <br>| 5000000 | 4425377 |
| BRAVO Residential Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM3, Class A1, <br>6.19% <sup>(B)</sup>, 03/25/2064 <sup>(A)</sup> <br>| 2310767 | 2324495 |

---

**Transamerica Series Trust**

**Page 7**

------

**Transamerica Aegon Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp; BRAVO Residential Funding <br> Trust (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM1, Class A1, <br>5.60% <sup>(B)</sup>, 12/25/2064 <sup>(A)</sup> <br>| $1746360 | $1753944 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM3, Class A1, <br>5.57% <sup>(B)</sup>, 03/25/2065 <sup>(A)</sup> <br>| 3773546 | 3789542 |
| BX Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-ARIA, Class A, <br>5.03% <sup>(B)</sup>, 12/13/2042 <sup>(A)</sup> <br>| 7608000 | 7648058 |
| CHI Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-110W, Class A, <br>5.10% <sup>(B)</sup>, 12/13/2040 <sup>(A)</sup> <br>| 5860000 | 5820427 |
| COLT Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A1, <br>6.13% <sup>(B)</sup>, 04/25/2069 <sup>(A)</sup> <br>| 2145892 | 2157874 |
| &nbsp;&nbsp;&nbsp; Series 2024-3, Class A1, <br>6.39% <sup>(B)</sup>, 06/25/2069 <sup>(A)</sup> <br>| 7217273 | 7284837 |
| &nbsp;&nbsp;&nbsp; Series 2024-4, Class A1, <br>5.95% <sup>(B)</sup>, 07/25/2069 <sup>(A)</sup> <br>| 1259258 | 1267304 |
| Cross Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-H10, Class A1, <br>4.97% <sup>(B)</sup>, 01/25/2071 <sup>(A)</sup> <br>| 6403857 | 6364468 |
| &nbsp;&nbsp;&nbsp; Series 2025-H8, Class A1, <br>5.00% <sup>(B)</sup>, 11/25/2070 <sup>(A)</sup> <br>| 4405822 | 4383631 |
| CSMC Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-RPL4, Class A1, <br>2.00% <sup>(B)</sup>, 01/25/2060 <sup>(A)</sup> <br>| 8267530 | 7453322 |
| DOLP Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-NYC, Class A, <br>2.96%, 05/10/2041 <sup>(A)</sup> <br>| 5300000 | 4754057 |
| ELP Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-ELP, Class A, <br>4.30% <sup>(B)</sup>, 11/13/2042 <sup>(A)</sup> <br>| 2600000 | 2569058 |
| GCAT Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM1, Class A1, <br>6.01% <sup>(B)</sup>, 01/25/2059 <sup>(A)</sup> <br>| 3500238 | 3514430 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM6, Class A1, <br>4.94% <sup>(B)</sup>, 10/25/2070 <sup>(A)</sup> <br>| 4904009 | 4872009 |
| &nbsp;&nbsp;&nbsp; Series 2026-NQM1, Class A1, <br>4.79% <sup>(B)</sup>, 12/25/2070 <sup>(A)</sup> <br>| 5183759 | 5130251 |
| HarborView Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-7, Class 2A1A, <br>1-Month Term SOFR + 0.51%, <br>4.19% <sup>(B)</sup>, 09/19/2046<br>| 87580 | 80431 |
| Hudson Yards Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-SPRL, Class A, <br>5.47% <sup>(B)</sup>, 01/13/2040 <sup>(A)</sup> <br>| 6837000 | 6996081 |
| LBTY Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-225L, Class A, <br>4.59% <sup>(B)</sup>, 02/10/2043 <sup>(A)</sup> <br>| 3926000 | 3874823 |
| Manhattan West Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1MW, Class A, <br>2.13%, 09/10/2039 <sup>(A)</sup> <br>| 3511000 | 3383124 |
| MetLife Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-1A, Class A, <br>3.00% <sup>(B)</sup>, 04/25/2055 <sup>(A)</sup> <br>| 904620 | 866233 |
| MFA Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-RPL1, Class A1, <br>1.13% <sup>(B)</sup>, 07/25/2060 <sup>(A)</sup> <br>| 3022843 | 2767528 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| Mill City Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-1, Class A1, <br>3.25% <sup>(B)</sup>, 10/25/2069 <sup>(A)</sup> <br>| $517836 | $507675 |
| Morgan Stanley Residential Mortgage <br> Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-NQM2, Class A1, <br>4.73% <sup>(B)</sup>, 01/26/2071 <sup>(A)</sup> <br>| 4587735 | 4543589 |
| New Residential Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-RPL1, Class A1, <br>3.50% <sup>(B)</sup>, 12/25/2057 <sup>(A)</sup> <br>| 3261844 | 3174019 |
| &nbsp;&nbsp;&nbsp; Series 2019-2A, Class A1, <br>4.25% <sup>(B)</sup>, 12/25/2057 <sup>(A)</sup> <br>| 3754520 | 3677294 |
| &nbsp;&nbsp;&nbsp; Series 2019-4A, Class A1B, <br>3.50% <sup>(B)</sup>, 12/25/2058 <sup>(A)</sup> <br>| 2253932 | 2108814 |
| &nbsp;&nbsp;&nbsp; Series 2019-5A, Class A1B, <br>3.50% <sup>(B)</sup>, 08/25/2059 <sup>(A)</sup> <br>| 2043020 | 1928427 |
| &nbsp;&nbsp;&nbsp; Series 2019-6A, Class A1B, <br>3.50% <sup>(B)</sup>, 09/25/2059 <sup>(A)</sup> <br>| 1645174 | 1549292 |
| &nbsp;&nbsp;&nbsp; Series 2019-RPL2, Class A1, <br>3.25% <sup>(B)</sup>, 02/25/2059 <sup>(A)</sup> <br>| 2589257 | 2519390 |
| &nbsp;&nbsp;&nbsp; Series 2020-1A, Class A1B, <br>3.50% <sup>(B)</sup>, 10/25/2059 <sup>(A)</sup> <br>| 5643574 | 5284661 |
| OBX Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM4, Class A1, <br>6.11% <sup>(B)</sup>, 03/25/2063 <sup>(A)</sup> <br>| 1768353 | 1764641 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM14, Class A1, <br>4.94% <sup>(B)</sup>, 09/25/2064 <sup>(A)</sup> <br>| 2108911 | 2104096 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM4, Class A1, <br>6.07% <sup>(B)</sup>, 01/25/2064 <sup>(A)</sup> <br>| 2655100 | 2669059 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM5, Class A1, <br>5.99% <sup>(B)</sup>, 01/25/2064 <sup>(A)</sup> <br>| 994329 | 999554 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM6, Class A1, <br>6.45% <sup>(B)</sup>, 02/25/2064 <sup>(A)</sup> <br>| 2631979 | 2656462 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM8, Class A1, <br>6.23% <sup>(B)</sup>, 05/25/2064 <sup>(A)</sup> <br>| 1715785 | 1730124 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM18, Class A1, <br>5.06% <sup>(B)</sup>, 09/25/2065 <sup>(A)</sup> <br>| 5971552 | 5952308 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM2, Class A1, <br>5.60% <sup>(B)</sup>, 11/25/2064 <sup>(A)</sup> <br>| 1656450 | 1664148 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM23, Class A1, <br>4.87% <sup>(B)</sup>, 10/25/2065 <sup>(A)</sup> <br>| 5642993 | 5605264 |
| &nbsp;&nbsp;&nbsp; Series 2026-NQM3, Class A1, <br>4.65% <sup>(B)</sup>, 01/25/2066 <sup>(A)</sup> <br>| 4547339 | 4502683 |
| Reperforming Loan Trust REMICS |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-R1, Class AF1, <br>1-Month Term SOFR + 0.45%, <br>4.13% <sup>(B)</sup>, 01/25/2036 <sup>(A)</sup> <br>| 502913 | 476924 |
| Towd Point Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-6, Class A1, <br>2.75% <sup>(B)</sup>, 10/25/2057 <sup>(A)</sup> <br>| 3277427 | 3236891 |
| &nbsp;&nbsp;&nbsp; Series 2018-2, Class A1, <br>3.25% <sup>(B)</sup>, 03/25/2058 <sup>(A)</sup> <br>| 55106 | 54657 |
| &nbsp;&nbsp;&nbsp; Series 2018-4, Class A1, <br>3.00% <sup>(B)</sup>, 06/25/2058 <sup>(A)</sup> <br>| 5438684 | 5145410 |
| &nbsp;&nbsp;&nbsp; Series 2019-1, Class A1, <br>3.75% <sup>(B)</sup>, 03/25/2058 <sup>(A)</sup> <br>| 3056890 | 2963301 |
| &nbsp;&nbsp;&nbsp; Series 2019-4, Class A1, <br>2.90% <sup>(B)</sup>, 10/25/2059 <sup>(A)</sup> <br>| 5059007 | 4862474 |
| &nbsp;&nbsp;&nbsp; Series 2020-4, Class A1, <br>1.75%, 10/25/2060 <sup>(A)</sup> <br>| 5080489 | 4630324 |

---

**Transamerica Series Trust**

**Page 8**

------

**Transamerica Aegon Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| Towd Point Mortgage Trust (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br>3.75% <sup>(B)</sup>, 07/25/2062 <sup>(A)</sup> <br>| $3914478 | $3709437 |
| &nbsp;&nbsp;&nbsp; Series 2022-4, Class A1, <br>3.75%, 09/25/2062 <sup>(A)</sup> <br>| 4616271 | 4393121 |
| &nbsp;&nbsp;&nbsp; Series 2023-1, Class A1, <br>3.75%, 01/25/2063 <sup>(A)</sup> <br>| 6748433 | 6448625 |
| VEGAS Trust |  |  |
| 5.52%, 11/10/2039 <sup>(A)</sup> <br>| 8665000 | 8682943 |
| Verus Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-7, Class A1, <br>5.10% <sup>(B)</sup>, 09/25/2069 <sup>(A)</sup> <br>| 6066768 | 6057561 |
| WaMu Mortgage Pass-Through Certificates <br> Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-AR13, Class A1A1, <br>1-Month Term SOFR + 0.69%, <br>4.37% <sup>(B)</sup>, 10/25/2045<br>| 430841 | 419400 |
| &nbsp;&nbsp; **Total Mortgage-Backed Securities** <br>**(Cost $216,858,428)**<br>|  | 217440638 |
| **ASSET-BACKED SECURITIES - 12.1%**  | **ASSET-BACKED SECURITIES - 12.1%**  | **ASSET-BACKED SECURITIES - 12.1%**  |
| 1988 CLO 7 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-7A, Class B, <br>3-Month Term SOFR + 1.45%, <br>0.00% <sup>(B)</sup>, 04/15/2039 <sup>(A)</sup><sup>(G)</sup> <br>| 3475000 | 3471414 |
| 321 Henderson Receivables VI LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2010-1A, Class A, <br>5.56%, 07/15/2059 <sup>(A)</sup> <br>| 888593 | 893245 |
| Accelerated LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, <br>4.68%, 08/22/2044 <sup>(A)</sup> <br>| 2763906 | 2748213 |
| Anchorage Capital CLO 25 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-25A, Class CR, <br>3-Month Term SOFR + 1.75%, <br>5.42% <sup>(B)</sup>, 03/20/2038 <sup>(A)</sup> <br>| 1850000 | 1842034 |
| Aqua Finance Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-A, Class A, <br>1.54%, 07/17/2046 <sup>(A)</sup> <br>| 1937987 | 1778691 |
| Avis Budget Rental Car Funding <br> AESOP LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-7A, Class A, <br>5.90%, 08/21/2028 <sup>(A)</sup> <br>| 2755000 | 2805328 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, <br>5.36%, 06/20/2030 <sup>(A)</sup> <br>| 5270000 | 5385772 |
| Battalion CLO X Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-10A, Class A2R3, <br>3-Month Term SOFR + 1.75%, <br>5.42% <sup>(B)</sup>, 01/24/2035 <sup>(A)</sup> <br>| 3200000 | 3201024 |
| BXG Receivables Note Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-A, Class A, <br>5.77%, 11/15/2038 <sup>(A)</sup> <br>| 1797427 | 1820526 |
| Capital Automotive REIT |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class A1, <br>4.40%, 10/15/2054 <sup>(A)</sup> <br>| 5969000 | 5753307 |
| CARS-DB5 LP |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A1, <br>1.44%, 08/15/2051 <sup>(A)</sup> <br>| 3221899 | 3180698 |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A3, <br>1.92%, 08/15/2051 <sup>(A)</sup> <br>| 1377542 | 1361143 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| CARS-DB7 LP |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A1, <br>5.75%, 09/15/2053 <sup>(A)</sup> <br>| $7480000 | $7511793 |
| CIFC Funding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-4A, Class A1R, <br>3-Month Term SOFR + 1.21%, <br>4.88% <sup>(B)</sup>, 10/24/2030 <sup>(A)</sup> <br>| 60892 | 60902 |
| Citigroup Mortgage Loan Trust, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2007-FS1, Class 1A1, <br>7.25% <sup>(B)</sup>, 10/25/2037 <sup>(A)</sup> <br>| 1231614 | 1190335 |
| DataBank Issuer |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-1A, Class A2, <br>5.81%, 02/25/2056 <sup>(A)</sup> <br>| 8775000 | 8720082 |
| Diameter Capital CLO 1 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A1R, <br>3-Month Term SOFR + 1.39%, <br>5.06% <sup>(B)</sup>, 10/15/2037 <sup>(A)</sup> <br>| 5000000 | 5003135 |
| Diamond Infrastructure Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A, <br>1.76%, 04/15/2049 <sup>(A)</sup> <br>| 3545000 | 3465515 |
| Drive Auto Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class C, <br>4.67%, 05/17/2032<br>| 4100000 | 4118609 |
| Dryden 80 CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-80A, Class ARR, <br>3-Month Term SOFR + 0.95%, <br>4.62% <sup>(B)</sup>, 01/17/2033 <sup>(A)</sup> <br>| 5189207 | 5186249 |
| First National Master Note Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-2, Class A, <br>5.77%, 09/15/2029<br>| 2000000 | 2014994 |
| Hertz Vehicle Financing III LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-6A, Class A, <br>4.89%, 05/25/2032 <sup>(A)</sup> <br>| 5910000 | 5905737 |
| Hertz Vehicle Financing III LP |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-2A, Class B, <br>2.12%, 12/27/2027 <sup>(A)</sup> <br>| 6290000 | 6199211 |
| Hilton Grand Vacations Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A, <br>5.72%, 01/25/2038 <sup>(A)</sup> <br>| 1281242 | 1298652 |
| &nbsp;&nbsp;&nbsp; Series 2024-1B, Class B, <br>5.99%, 09/15/2039 <sup>(A)</sup> <br>| 379086 | 385047 |
| &nbsp;&nbsp;&nbsp; Series 2024-1B, Class C, <br>6.62%, 09/15/2039 <sup>(A)</sup> <br>| 382241 | 389564 |
| &nbsp;&nbsp;&nbsp; Series 2024-2A, Class A, <br>5.50%, 03/25/2038 <sup>(A)</sup> <br>| 1834812 | 1861095 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A, <br>4.54%, 05/25/2044 <sup>(A)</sup> <br>| 3054213 | 3044472 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class B, <br>4.73%, 05/25/2044 <sup>(A)</sup> <br>| 2488859 | 2468365 |
| Home Equity Asset Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-4, Class M1, <br>1-Month Term SOFR + 0.89%, <br>4.57% <sup>(B)</sup>, 10/25/2034<br>| 375656 | 375317 |
| ICG U.S. CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2014-1A, Class A2A3, <br>3-Month Term SOFR + 1.50%, <br>5.17% <sup>(B)</sup>, 10/20/2034 <sup>(A)</sup> <br>| 9325000 | 9315675 |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A1R, <br>3-Month Term SOFR + 1.27%, <br>4.94% <sup>(B)</sup>, 04/17/2034 <sup>(A)</sup> <br>| 4500000 | 4496310 |

---

**Transamerica Series Trust**

**Page 9**

------

**Transamerica Aegon Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| Lightpath Fiber Issuer LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-1A, Class A2, <br>5.60%, 03/25/2056 <sup>(A)</sup> <br>| $4900000 | $4886417 |
| MetroNet Infrastructure Issuer LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A2, <br>5.40%, 08/20/2055 <sup>(A)</sup> <br>| 6850000 | 6908779 |
| MVW LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1A, Class A, <br>1.74%, 10/20/2037 <sup>(A)</sup> <br>| 566383 | 560750 |
| &nbsp;&nbsp;&nbsp; Series 2021-1WA, Class A, <br>1.14%, 01/22/2041 <sup>(A)</sup> <br>| 414967 | 401108 |
| &nbsp;&nbsp;&nbsp; Series 2021-1WA, Class B, <br>1.44%, 01/22/2041 <sup>(A)</sup> <br>| 1954973 | 1889901 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, <br>5.32%, 02/20/2043 <sup>(A)</sup> <br>| 740525 | 747674 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class B, <br>5.51%, 02/20/2043 <sup>(A)</sup> <br>| 794346 | 801948 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class C, <br>6.20%, 02/20/2043 <sup>(A)</sup> <br>| 1417618 | 1440597 |
| &nbsp;&nbsp;&nbsp; Series 2024-2A, Class A, <br>4.43%, 03/20/2042 <sup>(A)</sup> <br>| 1121718 | 1115792 |
| &nbsp;&nbsp;&nbsp; Series 2024-2A, Class C, <br>4.92%, 03/20/2042 <sup>(A)</sup> <br>| 3489788 | 3451670 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A, <br>4.48%, 10/20/2044 <sup>(A)</sup> <br>| 5071161 | 5034174 |
| Octagon Investment Partners 40 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-1A, Class CRR, <br>3-Month Term SOFR + 1.75%, <br>5.42% <sup>(B)</sup>, 01/20/2035 <sup>(A)</sup> <br>| 5000000 | 4966340 |
| OZLM XIX Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-19A, Class B1R3, <br>3-Month Term SOFR + 1.60%, <br>5.26% <sup>(B)</sup>, 01/15/2035 <sup>(A)</sup> <br>| 2000000 | 1984318 |
| OZLM XV Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-15A, Class BR3, <br>3-Month Term SOFR + 1.85%, <br>5.52% <sup>(B)</sup>, 04/20/2033 <sup>(A)</sup> <br>| 9000000 | 8956962 |
| OZLM XXIV Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-24A, Class A1AR, <br>3-Month Term SOFR + 1.42%, <br>5.09% <sup>(B)</sup>, 07/20/2032 <sup>(A)</sup> <br>| 1033624 | 1033767 |
| Palmer Square CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-1A, Class CR2, <br>3-Month Term SOFR + 1.80%, <br>5.45% <sup>(B)</sup>, 08/14/2038 <sup>(A)</sup> <br>| 1750000 | 1743005 |
| QTS Issuer ABS I LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, <br>5.44%, 05/25/2055 <sup>(A)</sup> <br>| 6625000 | 6551245 |
| Retained Vantage Data Centers <br> Issuer LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2, <br>4.99%, 09/15/2049 <sup>(A)</sup> <br>| 2000000 | 1944551 |
| Santander Drive Auto Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-3, Class C, <br>4.68%, 09/15/2031<br>| 4010000 | 4015717 |
| SCF Equipment Leasing LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A3, <br>5.11%, 11/21/2033 <sup>(A)</sup> <br>| 4350000 | 4422164 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| Sierra Timeshare Receivables <br> Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A, <br>5.20%, 01/20/2040 <sup>(A)</sup> <br>| $2394502 | $2414745 |
| &nbsp;&nbsp;&nbsp; Series 2023-2A, Class A, <br>5.80%, 04/20/2040 <sup>(A)</sup> <br>| 1118724 | 1140201 |
| &nbsp;&nbsp;&nbsp; Series 2023-3A, Class A, <br>6.10%, 09/20/2040 <sup>(A)</sup> <br>| 2306321 | 2367253 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, <br>5.15%, 01/20/2043 <sup>(A)</sup> <br>| 801109 | 806728 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class B, <br>5.35%, 01/20/2043 <sup>(A)</sup> <br>| 655966 | 660339 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class C, <br>5.94%, 01/20/2043 <sup>(A)</sup> <br>| 1074456 | 1084968 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class D, <br>8.02%, 01/20/2043 <sup>(A)</sup> <br>| 381955 | 390057 |
| &nbsp;&nbsp;&nbsp; Series 2024-2A, Class C, <br>5.83%, 06/20/2041 <sup>(A)</sup> <br>| 1520264 | 1532507 |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class A, <br>4.83%, 08/20/2041 <sup>(A)</sup> <br>| 2109547 | 2111627 |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class C, <br>5.32%, 08/20/2041 <sup>(A)</sup> <br>| 2626171 | 2618782 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A, <br>4.72%, 04/20/2044 <sup>(A)</sup> <br>| 1631631 | 1631057 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class B, <br>4.93%, 04/20/2044 <sup>(A)</sup> <br>| 766867 | 766063 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class C, <br>5.32%, 04/20/2044 <sup>(A)</sup> <br>| 783183 | 781080 |
| Symphony CLO XIX Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-19A, Class A, <br>3-Month Term SOFR + 1.22%, <br>4.89% <sup>(B)</sup>, 04/16/2031 <sup>(A)</sup> <br>| 776521 | 776522 |
| Symphony CLO XXIII Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-23A, Class AR2, <br>3-Month Term SOFR + 0.90%, <br>4.57% <sup>(B)</sup>, 01/15/2034 <sup>(A)</sup> <br>| 2578052 | 2577057 |
| TCI-Symphony CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-1A, Class AR2, <br>3-Month Term SOFR + 1.28%, <br>4.93% <sup>(B)</sup>, 10/13/2032 <sup>(A)</sup> <br>| 956391 | 956900 |
| Vantage Data Centers LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, <br>5.13%, 08/15/2055 <sup>(A)</sup> <br>| 9170000 | 8971455 |
| Venture 43 CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-43A, Class A1RR, <br>3-Month Term SOFR + 1.00%, <br>4.67% <sup>(B)</sup>, 04/15/2034 <sup>(A)</sup> <br>| 4500000 | 4489241 |
| Wellfleet CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-1A, Class BRR, <br>3-Month Term SOFR + 1.70%, <br>5.37% <sup>(B)</sup>, 07/20/2032 <sup>(A)</sup> <br>| 3000000 | 3000180 |
| Westlake Automobile Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class C, <br>4.68%, 07/15/2031 <sup>(A)</sup> <br>| 6713000 | 6709549 |
| &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $214,510,752)** | &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $214,510,752)** | 215895644 |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS - 8.6%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 8.6%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 8.6%**  |
| Federal Home Loan Mortgage Corp. |  |  |
| 3.00%, 04/01/2052 | 798042 | 702441 |
| 3.50%, 08/01/2049 | 499955 | 463171 |

---

**Transamerica Series Trust**

**Page 10**

------

**Transamerica Aegon Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** |
| &nbsp;&nbsp; Federal Home Loan Mortgage <br> Corp. (continued)<br>|  |  |
| 5.50%, 04/01/2053 - 07/01/2053 | $18516106 | $18668778 |
| 1-Year RFUCC Treasury + 1.35%, |  |  |
| 6.09% <sup>(B)</sup>, 09/01/2035 | 9685 | 9924 |
| 1-Year RFUCC Treasury + 1.87%, |  |  |
| 6.62% <sup>(B)</sup>, 09/01/2035 | 49269 | 50535 |
| Federal National Mortgage Association |  |  |
| 3.00%, 08/01/2049 - 05/01/2052 | 1524512 | 1341491 |
| 4.00%, 10/01/2047 - 02/01/2048 | 1181553 | 1131677 |
| 4.50%, 08/01/2052 | 7518058 | 7287703 |
| 5.00%, 08/01/2026 - 02/01/2054 | 33062550 | 32808017 |
| 5.50%, 03/01/2053 | 7985461 | 8064584 |
| 6.00%, 06/01/2054 | 8115034 | 8278652 |
| 12-MTA + 1.20%, |  |  |
| 5.11% <sup>(B)</sup>, 06/01/2043 | 13798 | 13914 |
| 1-Year RFUCC Treasury + 1.34%, |  |  |
| 5.71% <sup>(B)</sup>, 12/01/2034 | 550 | 558 |
| 6-Month RFUCC Treasury + 1.61%, |  |  |
| 5.73% <sup>(B)</sup>, 08/01/2036 | 4075 | 4158 |
| 1-Year CMT + 1.81%, |  |  |
| 5.82% <sup>(B)</sup>, 08/01/2035 | 3690 | 3759 |
| 1-Year CMT + 2.22%, |  |  |
| 5.92% <sup>(B)</sup>, 01/01/2028 | 455 | 457 |
| 6-Month RFUCC Treasury + 1.75%, |  |  |
| 6.25% <sup>(B)</sup>, 05/01/2035 | 34679 | 35468 |
| 1-Year CMT + 2.18%, |  |  |
| 6.30% <sup>(B)</sup>, 10/01/2035 | 916 | 941 |
| Uniform Mortgage-Backed Security, TBA |  |  |
| 2.00%, 04/01/2056 <sup>(G)</sup> <br>| 43195000 | 34782099 |
| 2.50%, 04/01/2056 <sup>(G)</sup> <br>| 22821000 | 19183903 |
| 5.50%, 04/01/2056 <sup>(G)</sup> <br>| 19962000 | 20053943 |
| &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $153,083,910)** | &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $153,083,910)** | 152886173 |
| **FOREIGN GOVERNMENT OBLIGATIONS - 1.0%**  | **FOREIGN GOVERNMENT OBLIGATIONS - 1.0%**  | **FOREIGN GOVERNMENT OBLIGATIONS - 1.0%**  |
| **Colombia - 0.2%**  | **Colombia - 0.2%**  | **Colombia - 0.2%**  |
| Colombia Government International Bonds |  |  |
| 7.75%, 11/07/2036 | 3248000 | 3319294 |
| **Cote d'Ivoire - 0.2%**  | **Cote d'Ivoire - 0.2%**  | **Cote d'Ivoire - 0.2%**  |
| Ivory Coast Government International Bonds |  |  |
| 8.25%, 01/30/2037 <sup>(A)</sup> <br>| 3772000 | 3870052 |
| **Dominican Republic - 0.2%**  | **Dominican Republic - 0.2%**  | **Dominican Republic - 0.2%**  |
| Dominican Republic International Bonds |  |  |
| 4.88%, 09/23/2032 <sup>(A)</sup> <br>| 1489000 | 1370475 |
| 6.60%, 06/01/2036 <sup>(A)</sup> <br>| 2971000 | 2967732 |
|  |  | 4338207 |
| **Israel - 0.2%**  | **Israel - 0.2%**  | **Israel - 0.2%**  |
| Israel Government International Bonds |  |  |
| 5.00%, 01/13/2036 | 2731000 | 2632893 |
| **Peru - 0.1%**  | **Peru - 0.1%**  | **Peru - 0.1%**  |
| Corporacion Financiera de Desarrollo SA |  |  |
| 5.50%, 05/06/2030 <sup>(A)</sup> <br>| 1837000 | 1866851 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** |
| **Uzbekistan - 0.1%**  | **Uzbekistan - 0.1%**  | **Uzbekistan - 0.1%**  |
| Republic of Uzbekistan International Bonds |  |  |
| 3.90%, 10/19/2031 <sup>(A)</sup> <br>| $2745000 | $2477821 |
| &nbsp;&nbsp; **Total Foreign Government Obligations** <br>**(Cost $18,045,939)**<br>|  | 18505118 |
| **COMMERCIAL PAPER - 4.9%**  | **COMMERCIAL PAPER - 4.9%**  | **COMMERCIAL PAPER - 4.9%**  |
| **Financial Services - 4.9%**  | **Financial Services - 4.9%**  | **Financial Services - 4.9%**  |
| Anglesea Funding LLC |  |  |
| 3.79% <sup>(I)</sup>, 05/05/2026 <sup>(A)</sup> <br>| 4250000 | 4234195 |
| Glencove Funding LLC |  |  |
| 3.82% <sup>(I)</sup>, 06/01/2026 <sup>(A)</sup> <br>| 14755000 | 14657319 |
| Liberty Street Funding LLC |  |  |
| 3.92% <sup>(I)</sup>, 07/07/2026 <sup>(A)</sup> <br>| 3200000 | 3165887 |
| Manhattan Asset Funding Co. LLC |  |  |
| 3.82% <sup>(I)</sup>, 05/15/2026 <sup>(A)</sup> <br>| 14600000 | 14530012 |
| 3.89% <sup>(I)</sup>, 06/15/2026 <sup>(A)</sup> <br>| 550000 | 545499 |
| MUFG Securities Canada Ltd. |  |  |
| 3.88% <sup>(I)</sup>, 04/22/2026 <sup>(A)</sup> <br>| 20000000 | 19953444 |
| Versailles Commercial Paper LLC |  |  |
| 3.85% <sup>(I)</sup>, 04/06/2026 | 18000000 | 17988809 |
| Verto Capital I-A LLC |  |  |
| 3.85% <sup>(I)</sup>, 06/04/2026 <sup>(A)</sup> <br>| 10300000 | 10226014 |
| Victory Receivables Corp. |  |  |
| 3.89% <sup>(I)</sup>, 06/11/2026 <sup>(A)</sup> <br>| 1800000 | 1786090 |
| &nbsp;&nbsp; **Total Commercial Paper** <br>**(Cost $87,107,113)**<br>|  | 87087269 |
| **SHORT-TERM U.S. GOVERNMENT OBLIGATION - 0.4%**  | **SHORT-TERM U.S. GOVERNMENT OBLIGATION - 0.4%**  | **SHORT-TERM U.S. GOVERNMENT OBLIGATION - 0.4%**  |
| &nbsp;&nbsp; U.S. Treasury Bills <br>4.15% <sup>(I)</sup>, 05/14/2026<br>| 7000000 | 6969562 |
| &nbsp;&nbsp; **Total Short-Term U.S. Government Obligation** <br>**(Cost $6,969,787)** | &nbsp;&nbsp; **Total Short-Term U.S. Government Obligation** <br>**(Cost $6,969,787)** | 6969562 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **OTHER INVESTMENT COMPANY - 1.1%**  | **OTHER INVESTMENT COMPANY - 1.1%**  | **OTHER INVESTMENT COMPANY - 1.1%**  |
| **Securities Lending Collateral - 1.1%**  | **Securities Lending Collateral - 1.1%**  | **Securities Lending Collateral - 1.1%**  |
| &nbsp;&nbsp; State Street Navigator Securities Lending <br> Trust - Government Money Market Portfolio, <br> 3.64% <sup>(I)</sup> <br>| 20771403 | 20771403 |
| &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $20,771,403)** | &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $20,771,403)** | 20771403 |

---

**Transamerica Series Trust**

**Page 11**

------

**Transamerica Aegon Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **REPURCHASE AGREEMENT - 0.9%**  | **REPURCHASE AGREEMENT - 0.9%**  | **REPURCHASE AGREEMENT - 0.9%**  |
| &nbsp;&nbsp; Fixed Income Clearing Corp., <br>1.35% <sup>(I)</sup>, dated 03/31/2026, to be <br> repurchased at $15,734,009 on 04/01/2026. <br> Collateralized by a U.S. Government <br> Obligation, 3.75%, due 06/30/2027, and <br> with a value of $16,048,158.<br>| $15733419 | $15733419 |
| &nbsp;&nbsp; **Total Repurchase Agreement** <br>**(Cost $15,733,419)** | &nbsp;&nbsp; **Total Repurchase Agreement** <br>**(Cost $15,733,419)** | 15733419 |
| &nbsp;&nbsp; **Total Investments** <br>**(Cost $1,886,604,021)** | &nbsp;&nbsp; **Total Investments** <br>**(Cost $1,886,604,021)** | 1873004312 |
| **Net Other Assets (Liabilities) - (5.2)%** | **Net Other Assets (Liabilities) - (5.2)%** | (92615935) |
| **Net Assets - 100.0%** | **Net Assets - 100.0%** | **$1780388377** |

---

**INVESTMENT VALUATION:**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Valuation Inputs** <sup>(J)</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**<br>| **Value** |
| **ASSETS** |  |  |  |  |
| **Investments** |  |  |  |  |
| Corporate Debt Securities | $— | &nbsp;&nbsp; $780850604 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $780850604 |
| U.S. Government Obligations |  | &nbsp;&nbsp; 356864482 | &nbsp;&nbsp; — | &nbsp;&nbsp; 356864482 |
| Mortgage-Backed Securities |  | &nbsp;&nbsp; 217440638 | &nbsp;&nbsp; — | &nbsp;&nbsp; 217440638 |
| Asset-Backed Securities |  | &nbsp;&nbsp; 215895644 | &nbsp;&nbsp; — | &nbsp;&nbsp; 215895644 |
| U.S. Government Agency Obligations |  | &nbsp;&nbsp; 152886173 | &nbsp;&nbsp; — | &nbsp;&nbsp; 152886173 |
| Foreign Government Obligations |  | &nbsp;&nbsp; 18505118 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18505118 |
| Commercial Paper |  | &nbsp;&nbsp; 87087269 | &nbsp;&nbsp; — | &nbsp;&nbsp; 87087269 |
| Short-Term U.S. Government Obligation |  | &nbsp;&nbsp; 6969562 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6969562 |
| Other Investment Company | 20771403 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 20771403 |
| Repurchase Agreement |  | &nbsp;&nbsp; 15733419 | &nbsp;&nbsp; — | &nbsp;&nbsp; 15733419 |
| **Total Investments** | **$20771403** | &nbsp;&nbsp; **$1852232909** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$1873004312** |

---

**FOOTNOTES TO SCHEDULE OF INVESTMENTS:** 

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

<sup>(A)</sup> *Security is exempt from registration pursuant to Rule 144A of the Securities Act of 1933. Security may be resold as transactions exempt from* *registration, normally to qualified institutional buyers. At March 31, 2026, the total value of 144A securities is $798,090,096, representing 44.8% of the* *Portfolio's net assets.* 

<sup>(B)</sup> *Floating or variable rate security. The rate disclosed is as of March 31, 2026. For securities based on a published reference rate and spread, the* *reference rate and spread are indicated within the description. Variable rate securities with a floor or ceiling feature are disclosed at the inherent rate,* *where applicable. Certain variable rate securities are not based on a published reference rate and spread, but are determined by the issuer or agent and* *are based on current market conditions; these securities do not indicate a reference rate and spread in the description.* 

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

<sup>(D)</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>(E)</sup> *All or a portion of the security is on loan. The total value of the securities on loan is $29,976,203, collateralized by cash collateral of $20,771,403 and* *non-cash collateral, such as U.S. government securities of $9,825,709. 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 exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside* *the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the* *registration requirements of the Securities Act of 1933. At March 31, 2026, the total value of the Regulation S securities is $4,819,853, representing* *0.3% of the Portfolio's net assets.* 

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

<sup>(H)</sup> *Security is subject to sale-buyback transactions. The average amount of sale-buybacks outstanding during the period ended March 31, 2026 was $0 at* *a weighted average interest rate of 0%.* 

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

**Transamerica Series Trust**

**Page 12**

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**Transamerica Aegon Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

**FOOTNOTES TO SCHEDULE OF INVESTMENTS (continued):**

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

**PORTFOLIO ABBREVIATION(S):** 

---

| | |
|:---|:---|
| *CMT* | *Constant Maturity Treasury* |
| *MTA* | *Month Treasury Average* |
| *REIT* | *Real Estate Investment Trust* |
| *RFUCC* | *Refinitiv USD IBOR Consumer Cash Fallbacks* |
| *SOFR* | *Secured Overnight Financing Rate* |
| *TBA* | *To Be Announced* |

---

**Transamerica Series Trust**

**Page 13**

------

**Transamerica Aegon Bond VP**

------

**NOTES TO SCHEDULE OF INVESTMENTS**

**At March 31, 2026**

**(unaudited)**

**INVESTMENT VALUATION**

Transamerica Aegon Bond 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.

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

*Commercial paper:* Commercial paper is valued using amortized cost, which approximates fair value. The values are generally categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

*Corporate debt securities:* The fair value of corporate debt securities is estimated using various techniques, which consider recently executed transactions in securities of the issuer or comparable issuers, market price quotations (where observable), bond spreads, fundamental data relating to the issuer, and credit default swap spreads adjusted for any basis difference between cash and derivative instruments. While most corporate debt securities are categorized in Level 2 of the fair value hierarchy, in instances where lower relative weight is placed on transaction prices, quotations, or similar observable inputs, they are categorized in Level 3.

**Transamerica Series Trust**

**Page 14**

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**Transamerica Aegon Bond VP**

------

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

**At March 31, 2026**

**(unaudited)**

*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.

*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.

*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.

*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.

**Transamerica Series Trust**

**Page 15**

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## 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 Aegon Bond VP

- **b. EDGAR series identifier (if any):** S000007911

- **c. LEI of Series:** JG2TUH0Q6HM6T4LE7X38

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1917795216.14

**Total Liabilities:** $137317666.70

**Net Assets:** $1780477549.44

**Delayed Delivery Securities:** $90170645.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2402.74000000 | **1-Year:** -52887.42000000 | **5-Year:** -169832.55000000 | **10-Year:** -205284.90000000 | **30-Year:** -37411.00000000

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

- **3-Month:** -741.82000000 | **1-Year:** -20918.55000000 | **5-Year:** -53332.04000000 | **10-Year:** -26527.42000000 | **30-Year:** -7192.40000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021467 | 0.32%                | 1.47%                | -1.96%               |
| Class ID C000021468 | 0.32%                | 1.48%                | -1.99%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $912152.15               | $-2101000.22                               |
| Month 2  | $844600.67               | $20418069.05                               |
| Month 3  | $483263.70               | $-45687162.29                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADT SEC CORP                                   | ADT Security Corp.                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   3829000 | PA      | $3658031.78   | 0.21%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                       | Aptiv Swiss Holdings Ltd.                                                     | CUSIP: 00217GAB9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |   1870000 | PA      | $1750166.51   | 0.10%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                       | ASP Unifrax Holdings, Inc.                                                    | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    736659 | PA      | $44199.54     | 0.00%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets                             | Accelerated LLC                                                               | CUSIP: 00440MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2763906 | PA      | $2748212.59   | 0.15%             | 2044-08-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                       | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3899000 | PA      | $3789670.71   | 0.21%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                         | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC          | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    467000 | PA      | $470131.24    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                         | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC          | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   3639000 | PA      | $3560202.19   | 0.20%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                             | Alcon Finance Corp.                                                           | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    892000 | PA      | $875654.63    | 0.05%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities, Inc.                                         | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |   2357000 | PA      | $2301790.27   | 0.13%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  43195000 | PA      | $34782098.61  | 1.95%             | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  22821000 | PA      | $19183903.13  | 1.08%             | 2056-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19962000 | PA      | $20053943.18  | 1.13%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial, Inc.                                                          | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    828000 | PA      | $840913.28    | 0.05%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet, Inc.                                                                | CUSIP: 02079KBN6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2709000 | PA      | $2687236.90   | 0.15%             | 2046-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                        | American Airlines Pass-Through Trust                                          | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150568 | PA      | $1071392.93   | 0.06%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent LP                                                      | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   3655000 | PA      | $3686981.07   | 0.21%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                         | American International Group, Inc.                                            | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1385127.91   | 0.08%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                    | Cencora, Inc.                                                                 | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1677321.75   | 0.09%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen, Inc.                                                                   | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2089000 | PA      | $1505424.73   | 0.08%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen, Inc.                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1831000 | PA      | $1804700.76   | 0.10%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                      | Anchorage Capital CLO 25 Ltd.                                                 | CUSIP: 03329WAU1<br>LEI: 5493004RXURZCE1LR038 | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1842033.90   | 0.10%             | 2038-03-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Anglesea Funding LLC                           | Anglesea Funding LLC                                                          | CUSIP: 0347M3E59<br>LEI: 549300JC7SH8MD7E2Z33 | Long             | STIV             | CORP              | IE        |   4250000 | PA      | $4234195.53   | 0.24%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust                                                      | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |   5017473 | PA      | $5044546.20   | 0.28%             | 2070-01-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health, Inc.                                                         | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2013000 | PA      | $1914142.11   | 0.11%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                  | AppLovin Corp.                                                                | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2999000 | PA      | $2974171.13   | 0.17%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                             | Aqua Finance Trust                                                            | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1937987 | PA      | $1778691.04   | 0.10%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | ARES Capital Corp.                                                            | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   4622000 | PA      | $4468038.31   | 0.25%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                          | Arrow Electronics, Inc.                                                       | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2250112.83   | 0.13%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                            | Ashtead Capital, Inc.                                                         | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2361000 | PA      | $2384030.49   | 0.13%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                         | Asurion LLC/Asurion Co-Issuer, Inc.                                           | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1260499.31   | 0.07%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                    | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2076000 | PA      | $2038390.75   | 0.11%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC       | Avis Budget Rental Car Funding AESOP LLC                                      | CUSIP: 05377RHL1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2755000 | PA      | $2805328.34   | 0.16%             | 2028-08-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC       | Avis Budget Rental Car Funding AESOP LLC                                      | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5270000 | PA      | $5385771.89   | 0.30%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3427000 | PA      | $3511438.16   | 0.20%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3476000 | PA      | $3451782.74   | 0.19%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AXA SA                                         | AXA SA                                                                        | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |   3960000 | PA      | $4548056.44   | 0.26%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                 | Azorra Finance Ltd.                                                           | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |   4261000 | PA      | $3954595.32   | 0.22%             | 2034-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc   | BAMLL Commercial Mortgage Securities Trust                                    | CUSIP: 05492PAA6<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |   1971077 | PA      | $1911542.68   | 0.11%             | 2032-11-05      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp.                                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3232000 | PA      | $2624166.07   | 0.15%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp.                                                             | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4217000 | PA      | $4337020.25   | 0.24%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| BBVA MEX BANCA GRUPO TX                        | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico     | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   2450000 | PA      | $2406136.77   | 0.14%             | 2034-09-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC    | BBCMS Mortgage Trust                                                          | CUSIP: 05548WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4425376.50   | 0.25%             | 2037-03-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4494000 | PA      | $4686024.13   | 0.26%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust                                                                      | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7608000 | PA      | $7648057.64   | 0.43%             | 2042-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                            | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2600000 | PA      | $2621975.64   | 0.15%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp.                                                         | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5878000 | PA      | $5799809.02   | 0.33%             | 2037-02-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation            | Banc of America Funding Trust                                                 | CUSIP: 06051GDM8<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |    513805 | PA      | $494187.57    | 0.03%             | 2035-05-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp.                                                         | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3745000 | PA      | $3396392.71   | 0.19%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp.                                                         | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4954000 | PA      | $5110492.75   | 0.29%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                  | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5420000 | PA      | $5245399.04   | 0.29%             | 2037-02-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                              | Battalion CLO X Ltd.                                                          | CUSIP: 07132JBN3<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |   3200000 | PA      | $3201024.00   | 0.18%             | 2035-01-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos., Inc.                                                      | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   4435000 | PA      | $2860575.00   | 0.16%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                       | Baxter International, Inc.                                                    | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2194000 | PA      | $2142712.70   | 0.12%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                        | Bayer U.S. Finance II LLC                                                     | CUSIP: 07274NAZ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2009000 | PA      | $1846725.52   | 0.10%             | 2034-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                        | Bayer U.S. Finance II LLC                                                     | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1017048.23   | 0.06%             | 2035-07-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                               | Black Hills Corp.                                                             | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $2047168.76   | 0.11%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                                               | CUSIP: 09261XAM4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1273703.95   | 0.07%             | 2029-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                         | Blackstone Reg Finance Co. LLC                                                | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1353084.84   | 0.08%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co.                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1954000 | PA      | $1888983.39   | 0.11%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co.                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2638000 | PA      | $2532184.81   | 0.14%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co.                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1924000 | PA      | $2095895.16   | 0.12%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co.                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1802000 | PA      | $1983235.90   | 0.11%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                          | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   2110000 | PA      | $2098416.33   | 0.12%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BRAVO Residential Funding Trust                | BRAVO Residential Funding Trust                                               | CUSIP: 10569LAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   2310767 | PA      | $2324495.19   | 0.13%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                | BRAVO Residential Funding Trust                                               | CUSIP: 10569MAC7<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   1746360 | PA      | $1753944.11   | 0.10%             | 2064-12-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                | BRAVO Residential Funding Trust                                               | CUSIP: 105927AC1<br>LEI: 254900KREJHICFBDC014 | Long             | ABS-MBS          | CORP              | US        |   3773546 | PA      | $3789541.93   | 0.21%             | 2065-03-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1397000 | PA      | $1353538.84   | 0.08%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom, Inc.                                                                | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4511000 | PA      | $3832481.81   | 0.22%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom, Inc.                                                                | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1961000 | PA      | $1934036.94   | 0.11%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown, Inc.                                                           | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    917000 | PA      | $914461.47    | 0.05%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown, Inc.                                                           | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   3536000 | PA      | $3531302.81   | 0.20%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                       | Builders FirstSource, Inc.                                                    | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1654000 | PA      | $1651595.75   | 0.09%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd. Finance Corp.                                                      | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   4146000 | PA      | $4128234.89   | 0.23%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                     | BXG Receivables Note Trust                                                    | CUSIP: 123919AA0<br>LEI: 549300MVRSYZ837KPY83 | Long             | ABS-O            | CORP              | US        |   1797427 | PA      | $1820525.46   | 0.10%             | 2038-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                        | CARS-DB5 LP                                                                   | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-O            |  | US        |   3221899 | PA      | $3180698.17   | 0.18%             | 2051-08-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                        | CARS-DB5 LP                                                                   | CUSIP: 12510HAM2<br>LEI: N/A                  | Long             | ABS-O            |  | US        |   1377542 | PA      | $1361143.13   | 0.08%             | 2051-08-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                        | CARS-DB7 LP                                                                   | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-O            |  | US        |   7480000 | PA      | $7511792.99   | 0.42%             | 2053-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                        | Capital Automotive REIT                                                       | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-O            |  | US        |   5969000 | PA      | $5753307.43   | 0.32%             | 2054-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                              | CF Industries, Inc.                                                           | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   1869000 | PA      | $1861453.76   | 0.10%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                       | CHS/Community Health Systems, Inc.                                            | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2372000 | PA      | $2235568.11   | 0.13%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding Ltd.                                                             | CUSIP: 12551JAL0<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |     60892 | PA      | $60901.55     | 0.00%             | 2030-10-24      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group                                                                   | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1658192.46   | 0.09%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group                                                                   | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2848666.58   | 0.16%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                  | CHI Commercial Mortgage Trust                                                 | CUSIP: 12577HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5860000 | PA      | $5820427.42   | 0.33%             | 2040-12-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                              | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2712000 | PA      | $1607968.12   | 0.09%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Trust                                                                    | CUSIP: 126405AA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   8267530 | PA      | $7453321.99   | 0.42%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                | CSL Finance PLC                                                               | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   3291000 | PA      | $2904264.98   | 0.16%             | 2042-04-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp.                                                              | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2023000 | PA      | $1991683.05   | 0.11%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp.                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3902000 | PA      | $4021354.38   | 0.23%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp.                                                              | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3409000 | PA      | $3422255.79   | 0.19%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                               | COLT Mortgage Loan Trust                                                      | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |   2145892 | PA      | $2157874.17   | 0.12%             | 2069-04-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                         | Reperforming Loan Trust REMICS                                                | CUSIP: 12669UCN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    502913 | PA      | $476923.96    | 0.03%             | 2036-01-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                   | CaixaBank SA                                                                  | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1663000 | PA      | $1811157.80   | 0.10%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co.                                                  | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   6012000 | PA      | $5341671.14   | 0.30%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                   | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4916392.51   | 0.28%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    982000 | PA      | $998845.62    | 0.06%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                   | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3519028.65   | 0.20%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                   | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1935238.12   | 0.11%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill, Inc.                                                                 | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   2814000 | PA      | $2851463.12   | 0.16%             | 2035-02-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                               | Carlisle Cos., Inc.                                                           | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1174933.00   | 0.07%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp.                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2202000 | PA      | $2224075.05   | 0.12%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp.                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1393000 | PA      | $1392547.00   | 0.08%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp.                                                                 | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2424000 | PA      | $2189691.07   | 0.12%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                            | Century Communities, Inc.                                                     | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1428325.92   | 0.08%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                            | Century Communities, Inc.                                                     | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    833000 | PA      | $816044.95    | 0.05%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2230399.88   | 0.13%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                       | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2177000 | PA      | $2167477.78   | 0.12%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                       | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   3762000 | PA      | $3611236.04   | 0.20%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                       | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1451910.50   | 0.08%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                          | Chile Electricity Lux MPC II SARL                                             | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2248262 | PA      | $2257912.04   | 0.13%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc              | Citigroup Mortgage Loan Trust, Inc.                                           | CUSIP: 17313EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1231614 | PA      | $1190334.62   | 0.07%             | 2037-10-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                       | Clear Channel Outdoor Holdings, Inc.                                          | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1511351.10   | 0.08%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                         | Clydesdale Acquisition Holdings, Inc.                                         | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   2958000 | PA      | $2904943.45   | 0.16%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds        | Colombia Government International Bonds                                       | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3248000 | PA      | $3319293.60   | 0.19%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                               | COLT Mortgage Loan Trust                                                      | CUSIP: 19688VAA8<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-MBS          | CORP              | US        |   7217273 | PA      | $7284837.17   | 0.41%             | 2069-06-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                               | COLT Mortgage Loan Trust                                                      | CUSIP: 19688WAA6<br>LEI: 213800KKXAZ8LJ3W5A65 | Long             | ABS-MBS          | CORP              | US        |   1259258 | PA      | $1267304.28   | 0.07%             | 2069-07-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp.                                                                 | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2868000 | PA      | $2856219.75   | 0.16%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands, Inc.                                                    | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   2237000 | PA      | $2159436.88   | 0.12%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                           | CUSIP: 210385AL4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   3777000 | PA      | $3603766.57   | 0.20%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                           | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1891000 | PA      | $1815462.66   | 0.10%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                       | Corp. Financiera de Desarrollo SA                                             | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |   1837000 | PA      | $1866851.25   | 0.10%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bonds                                    | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   3772000 | PA      | $3870052.20   | 0.22%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                  | CUSIP: 225401BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2240000 | PA      | $2201648.09   | 0.12%             | 2032-08-10      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                           | Cross Mortgage Trust                                                          | CUSIP: 22757XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4405822 | PA      | $4383630.61   | 0.25%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                           | Cross Mortgage Trust                                                          | CUSIP: 22758YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6403857 | PA      | $6364467.63   | 0.36%             | 2071-01-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                       | Crowdstrike Holdings, Inc.                                                    | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1247058.47   | 0.07%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                       | Cyprium Corp./Cyprium Holdings Luxembourg SARL                                | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    635000 | PA      | $616357.68    | 0.03%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                     | DOLP Trust                                                                    | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5300000 | PA      | $4754057.07   | 0.27%             | 2041-05-10      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                            | DataBank Issuer LLC                                                           | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8775000 | PA      | $8720081.66   | 0.49%             | 2056-02-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC/EMC Corp.                                              | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2859111.64   | 0.16%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                               | Deutsche Bank AG                                                              | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2974000 | PA      | $2924137.35   | 0.16%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital CLO 1 Ltd.                                                   | CUSIP: 25255DAL4<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5003135.00   | 0.28%             | 2037-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC             | Diamond Infrastructure Funding LLC                                            | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3545000 | PA      | $3465515.07   | 0.19%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy, Inc.                                                      | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   3341000 | PA      | $3409017.21   | 0.19%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bonds                                        | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1489000 | PA      | $1370475.60   | 0.08%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bonds                                        | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   2971000 | PA      | $2967731.90   | 0.17%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                   | Drive Auto Receivables Trust                                                  | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4100000 | PA      | $4118608.67   | 0.23%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 80 CLO Ltd.                                                            | CUSIP: 26245JBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5189207 | PA      | $5186248.82   | 0.29%             | 2033-01-17      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp.                                                             | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1409840.21   | 0.08%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp.                                                             | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4167461.61   | 0.23%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                        | Duke Energy Indiana LLC                                                       | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    941000 | PA      | $926370.76    | 0.05%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                     | Eaton Corp.                                                                   | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1906000 | PA      | $1881779.83   | 0.11%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                              | Eaton Capital ULC                                                             | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   1640000 | PA      | $1638603.65   | 0.09%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                                  | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   3443000 | PA      | $3490760.02   | 0.20%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                          | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   4399000 | PA      | $4294173.46   | 0.24%             | 2031-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                       | Element Fleet Management Corp.                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   4917000 | PA      | $4962252.72   | 0.28%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                  | ELP Commercial Mortgage Trust                                                 | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2569057.66   | 0.14%             | 2042-11-13      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                           | Emera U.S. Finance LLC                                                        | CUSIP: 29103HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5517000 | PA      | $5517347.57   | 0.31%             | 2056-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv, Inc.                                                                 | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   2993000 | PA      | $3189763.62   | 0.18%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge, Inc.                                                                | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3844000 | PA      | $3965044.60   | 0.22%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge, Inc.                                                                | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $1060990.63   | 0.06%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge, Inc.                                                                | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1062000 | PA      | $1071150.68   | 0.06%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                            | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3677000 | PA      | $3529555.35   | 0.20%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                   | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   5193000 | PA      | $5113117.95   | 0.29%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group, Inc.                                                           | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2673618.22   | 0.15%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC                             | Meta Platforms, Inc.                                                          | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3602000 | PA      | $3567049.11   | 0.20%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                | Fair Isaac Corp.                                                              | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   2073000 | PA      | $2038863.08   | 0.11%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128NHK36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9685 | PA      | $9924.25      | 0.00%             | 2035-09-01      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128QJGY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49269 | PA      | $50535.14     | 0.00%             | 2035-09-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5246473 | PA      | $5290036.91   | 0.30%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13269633 | PA      | $13378740.96  | 0.75%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31334YHW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    499955 | PA      | $463171.28    | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133B9Z56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    798042 | PA      | $702441.44    | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31379KVP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       455 | PA      | $457.08       | 0.00%             | 2028-01-01      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31402LPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13798 | PA      | $13914.37     | 0.00%             | 2043-06-01      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31405U2C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       550 | PA      | $558.09       | 0.00%             | 2034-12-01      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31406L3C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       916 | PA      | $941.38       | 0.00%             | 2035-10-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31406TV99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34679 | PA      | $35467.55     | 0.00%             | 2035-05-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31407EYE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3690 | PA      | $3758.94      | 0.00%             | 2035-08-01      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144714 | PA      | $138686.45    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140JVPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    746758 | PA      | $657610.07    | 0.04%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140MMBG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    777754 | PA      | $683880.71    | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QRW66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7863543 | PA      | $7818878.30   | 0.44%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QUVB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8115034 | PA      | $8278651.49   | 0.46%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140X4YR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1036839 | PA      | $992990.18    | 0.06%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140X5A29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       452 | PA      | $455.23       | 0.00%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XKP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7985461 | PA      | $8064583.55   | 0.45%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XKS76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7518058 | PA      | $7287702.79   | 0.41%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XKTV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6888577 | PA      | $6834465.55   | 0.38%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XKUQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7571833 | PA      | $7526530.34   | 0.42%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10734476 | PA      | $10623997.16  | 0.60%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31410UK68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4075 | PA      | $4157.89      | 0.00%             | 2036-08-01      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31412AKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3669 | PA      | $3690.67      | 0.00%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                       | Fedex Freight Holding Co., Inc.                                               | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   1624000 | PA      | $1571201.92   | 0.09%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services, Inc.                                  | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2792905.74   | 0.16%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                           | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   4207000 | PA      | $4098134.87   | 0.23%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                       | First Citizens BancShares, Inc.                                               | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   4005000 | PA      | $3971261.36   | 0.22%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust               | First National Master Notes Trust                                             | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2014994.40   | 0.11%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv, Inc.                                                                  | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2771000 | PA      | $2810358.95   | 0.16%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                       | Fortitude Group Holdings LLC                                                  | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1418578.52   | 0.08%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                          | Foundry JV Holdco LLC                                                         | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2427000 | PA      | $2457332.18   | 0.14%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                          | Foundry JV Holdco LLC                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2683371.72   | 0.15%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GCAT                                           | GCAT Trust                                                                    | CUSIP: 36169HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500238 | PA      | $3514429.78   | 0.20%             | 2059-01-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP/GLP Financing II, Inc.                                         | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |   2436000 | PA      | $2387859.28   | 0.13%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP/GLP Financing II, Inc.                                         | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |   2839000 | PA      | $2761206.29   | 0.16%             | 2036-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                              | GXO Logistics, Inc.                                                           | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   4409000 | PA      | $3924482.51   | 0.22%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                              | GXO Logistics, Inc.                                                           | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $2133358.17   | 0.12%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| GE HEALTHCARE TECH INC                         | GE HealthCare Technologies, Inc.                                              | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1104781.70   | 0.06%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GCAT                                           | GCAT Trust                                                                    | CUSIP: 36274BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5183759 | PA      | $5130250.63   | 0.29%             | 2070-12-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| GABX LEASING                                   | Gabx Leasing LLC                                                              | CUSIP: 36274FAB5<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |   1696000 | PA      | $1664799.84   | 0.09%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GCAT                                           | GCAT Trust                                                                    | CUSIP: 36831QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4904009 | PA      | $4872009.18   | 0.27%             | 2070-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                            | General Electric Co.                                                          | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   3512000 | PA      | $3112285.90   | 0.17%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                            | General Electric Co.                                                          | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    610000 | PA      | $648934.86    | 0.04%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co., Inc.                                            | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1773000 | PA      | $1833448.04   | 0.10%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP/Genesis Energy Finance Corp.                                | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3539000 | PA      | $3656820.39   | 0.21%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                            | Georgia-Pacific LLC                                                           | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1807909.59   | 0.10%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences, Inc.                                                         | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2658000 | PA      | $2685402.09   | 0.15%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                           | Glencore Funding LLC                                                          | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2764000 | PA      | $2463169.09   | 0.14%             | 2031-09-23      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Glencove Funding LLC                           | Glencove Funding LLC                                                          | CUSIP: 37828XF12<br>LEI: 549300XUUQZO7I38ZR06 | Long             | STIV             | CORP              | IE        |  14755000 | PA      | $14657318.95  | 0.82%             | 2026-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4074000 | PA      | $3616817.43   | 0.20%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc.                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2796142.41   | 0.16%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc.                                                     | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4128000 | PA      | $3988270.50   | 0.22%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                       | Greensaif Pipelines Bidco SARL                                                | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   2009000 | PA      | $2013466.01   | 0.11%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                         | Gulfstream Natural Gas System LLC                                             | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1499663.77   | 0.08%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA, Inc.                                                                     | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2879000 | PA      | $2778821.14   | 0.16%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA, Inc.                                                                     | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3508000 | PA      | $3391569.27   | 0.19%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                 | HarborView Mortgage Loan Trust                                                | CUSIP: 41161VAC4<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |     87580 | PA      | $80431.43     | 0.00%             | 2046-09-19      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                         | HAT Holdings I LLC/HAT Holdings II LLC                                        | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2448000 | PA      | $2439358.27   | 0.14%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                       | Health Care Service Corp. A Mutual Legal Reserve Co.                          | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1250859.41   | 0.07%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                              | Healthpeak OP LLC                                                             | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |   1323000 | PA      | $1294157.69   | 0.07%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                     | HEICO Corp.                                                                   | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   3427000 | PA      | $3486626.68   | 0.20%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                              | Herc Holdings, Inc.                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   3273000 | PA      | $3356032.74   | 0.19%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                              | Herc Holdings, Inc.                                                           | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2811795.29   | 0.16%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                    | Hertz Vehicle Financing III LP                                                | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6290000 | PA      | $6199210.77   | 0.35%             | 2027-12-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                    | Hertz Vehicle Financing III LLC                                               | CUSIP: 42806MDQ9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   5910000 | PA      | $5905737.12   | 0.33%             | 2032-05-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                       | Hess Midstream Operations LP                                                  | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2072000 | PA      | $2116600.11   | 0.12%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co.                                                | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   3332000 | PA      | $3225331.92   | 0.18%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                       | Hilton Domestic Operating Co., Inc.                                           | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   3076000 | PA      | $2944486.85   | 0.17%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                   | Hilton Grand Vacations Trust                                                  | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1834812 | PA      | $1861094.82   | 0.10%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                   | Hilton Grand Vacations Trust                                                  | CUSIP: 43283YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    379086 | PA      | $385047.16    | 0.02%             | 2039-09-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                   | Hilton Grand Vacations Trust                                                  | CUSIP: 43283YAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    382241 | PA      | $389563.92    | 0.02%             | 2039-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                   | Hilton Grand Vacations Trust                                                  | CUSIP: 43285JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3054213 | PA      | $3044471.63   | 0.17%             | 2044-05-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                   | Hilton Grand Vacations Trust                                                  | CUSIP: 43285JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2488859 | PA      | $2468365.21   | 0.14%             | 2044-05-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                   | Hilton Grand Vacations Trust                                                  | CUSIP: 432917AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1281242 | PA      | $1298651.54   | 0.07%             | 2038-01-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                          | Amrize Finance U.S. LLC                                                       | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   2024000 | PA      | $2058183.44   | 0.12%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                          | Amrize Finance U.S. LLC                                                       | CUSIP: 43475RAX4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $891453.66    | 0.05%             | 2046-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                        | Home Equity Asset Trust                                                       | CUSIP: 437084CZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375656 | PA      | $375316.51    | 0.02%             | 2034-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                        | Honeywell Aerospace, Inc.                                                     | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1315661.18   | 0.07%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana, Inc.                                                                  | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   4913000 | PA      | $4721317.34   | 0.27%             | 2056-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries, Inc.                                           | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   3648000 | PA      | $3454697.22   | 0.19%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                   | Hudson Yards Mortgage Trust                                                   | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6837000 | PA      | $6996080.58   | 0.39%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                              | Hyatt Hotels Corp.                                                            | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2061782.75   | 0.12%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                                       | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4430000 | PA      | $4508954.12   | 0.25%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                 | ICG U.S. CLO Ltd.                                                             | CUSIP: 44928XBN3<br>LEI: 25490053S2JSJU63Y978 | Long             | ABS-CBDO         | CORP              | KY        |   9325000 | PA      | $9315675.00   | 0.52%             | 2034-10-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                 | ICG US CLO Ltd.                                                               | CUSIP: 449303AL0<br>LEI: 213800BCHLSBMDBGXD58 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4496310.00   | 0.25%             | 2034-04-17      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| IHS MAURITIUS NG HOLDCO                        | IHS Netherlands Holdco BV                                                     | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |   1548882 | PA      | $1546068.71   | 0.09%             | 2027-09-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                        | Imperial Brands Finance PLC                                                   | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   3377000 | PA      | $3405530.45   | 0.19%             | 2035-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                        | Crescent Energy Finance LLC                                                   | CUSIP: 45344LAH6<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1819000 | PA      | $1832642.50   | 0.10%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INV                             | Industrial F&B Investments III, Inc.                                          | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |    852000 | PA      | $860820.70    | 0.05%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                             | Ingersoll Rand, Inc.                                                          | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   2634000 | PA      | $2689509.36   | 0.15%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                              | InRetail Consumer                                                             | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |   1843000 | PA      | $1771706.35   | 0.10%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp.                                                                   | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2618000 | PA      | $2288507.42   | 0.13%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                           | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2578000 | PA      | $2970252.99   | 0.17%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit, Inc.                                                                  | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1264000 | PA      | $1162608.11   | 0.07%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                          | Investment Energy Resources Ltd.                                              | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |   1588000 | PA      | $1580590.71   | 0.09%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                              | Iron Mountain, Inc.                                                           | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   3840000 | PA      | $3818302.46   | 0.21%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                | Israel Government International Bonds                                         | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2731000 | PA      | $2632893.36   | 0.15%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co.                                                          | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1766000 | PA      | $1835013.09   | 0.10%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co.                                                          | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3669000 | PA      | $3720331.29   | 0.21%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3414000 | PA      | $3340631.98   | 0.19%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3847000 | PA      | $3780316.14   | 0.21%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                       | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings           | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   4713000 | PA      | $4715167.98   | 0.26%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                          | Keysight Technologies, Inc.                                                   | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1403164.80   | 0.08%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                           | Kioxia Holdings Corp.                                                         | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   4250000 | PA      | $4368255.61   | 0.25%             | 2033-07-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co.                                                                    | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   2128000 | PA      | $2101108.27   | 0.12%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Liberty Street Trust                           | LBTY Commercial Mortgage Trust                                                | CUSIP: 50178LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3926000 | PA      | $3874823.02   | 0.22%             | 2043-02-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings, Inc.                                                            | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3057000 | PA      | $2968592.51   | 0.17%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings, Inc.                                                            | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1761000 | PA      | $1777262.06   | 0.10%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp. of America Holdings                                          | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   3802000 | PA      | $3701831.44   | 0.21%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                       | Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.             | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |   6079000 | PA      | $6005606.41   | 0.34%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Liberty Street Funding LLC                     | Liberty Street Funding LLC                                                    | CUSIP: 53127UG79<br>LEI: 549300F33VRHM10B9391 | Long             | STIV             | CORP              | US        |   3200000 | PA      | $3165887.36   | 0.18%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                     | Lightpath Fiber Issuer LLC                                                    | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4900000 | PA      | $4886417.20   | 0.27%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp.                                                                | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1648000 | PA      | $1761145.71   | 0.10%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                     | MFA Trust                                                                     | CUSIP: 55283QAA2<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   3022843 | PA      | $2767528.16   | 0.16%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                               | MGM Resorts International                                                     | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2066000 | PA      | $2027358.78   | 0.11%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                               | MGM Resorts International                                                     | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2637000 | PA      | $2652624.23   | 0.15%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                | MV24 Capital BV                                                               | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1892620 | PA      | $1886980.56   | 0.11%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW LLC                                                                       | CUSIP: 55389QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1121718 | PA      | $1115792.38   | 0.06%             | 2042-03-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW LLC                                                                       | CUSIP: 55389QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3489788 | PA      | $3451669.90   | 0.19%             | 2042-03-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW LLC                                                                       | CUSIP: 55389RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5071161 | PA      | $5034174.02   | 0.28%             | 2044-10-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW LLC                                                                       | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    414967 | PA      | $401108.27    | 0.02%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW LLC                                                                       | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1954973 | PA      | $1889900.90   | 0.11%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                 | MVW LLC                                                                       | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    566383 | PA      | $560749.92    | 0.03%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MANHATTAN ASSET FDG CO                         | Manhattan Asset Funding Co. LLC                                               | CUSIP: 56274MEF5<br>LEI: 549300S0NSJYSOB32S63 | Long             | STIV             | CORP              | US        |  14600000 | PA      | $14530011.98  | 0.82%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Manhattan Asset Funding Co LLC                 | Manhattan Asset Funding Co. LLC                                               | CUSIP: 56274MFF4<br>LEI: 549300S0NSJYSOB32S63 | Long             | STIV             | CORP              | US        |    550000 | PA      | $545498.75    | 0.03%             | 2026-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                 | Manhattan West Mortgage Trust                                                 | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3511000 | PA      | $3383124.11   | 0.19%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International, Inc.                                                  | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2702000 | PA      | $2568765.30   | 0.14%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                           | Matador Resources Co.                                                         | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    645000 | PA      | $640921.77    | 0.04%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                         | Mauser Packaging Solutions Holding Co.                                        | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1819000 | PA      | $1819000.00   | 0.10%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co., Inc.                                                             | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1121099.92   | 0.06%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                   | MetLife Securitization Trust                                                  | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    904619 | PA      | $866232.65    | 0.05%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC             | MetroNet Infrastructure Issuer LLC                                            | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   6850000 | PA      | $6908779.17   | 0.39%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MX REMIT FUND FIDUC EST                        | Mexico Remittances Funding Fiduciary Estate Management SARL                   | CUSIP: 593035AB4<br>LEI: 54930007WQ6S3GFCM563 | Long             | DBT              | CORP              | LU        |   5171000 | PA      | $5447648.50   | 0.31%             | 2031-10-15      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology, Inc.                                                    | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2581000 | PA      | $2618474.70   | 0.15%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology, Inc.                                                       | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3982000 | PA      | $4168020.96   | 0.23%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                       | Mill City Mortgage Loan Trust                                                 | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    517836 | PA      | $507674.80    | 0.03%             | 2069-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3384492.78   | 0.19%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $6605225.02   | 0.37%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3667000 | PA      | $3539837.61   | 0.20%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust                                | CUSIP: 617949AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4587735 | PA      | $4543589.11   | 0.26%             | 2071-01-26      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| MUFG SECURITIES CA                             | MUFG Securities Canada Ltd.                                                   | CUSIP: 62479VDN0<br>LEI: 549300Y1PMK3RWXMWR72 | Long             | STIV             | CORP              | CA        |  20000000 | PA      | $19953444.00  | 1.12%             | 2026-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                            | Medline Borrower LP                                                           | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1646449.78   | 0.09%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                            | Medline Borrower LP                                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1446151.02   | 0.08%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                      | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                     | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |   2200000 | PA      | $2248169.95   | 0.13%             | 2042-05-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                | Murphy Oil Corp.                                                              | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |   2337000 | PA      | $2321157.01   | 0.13%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| MVW Owner Trust                                | MVW LLC                                                                       | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    740525 | PA      | $747674.41    | 0.04%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW LLC                                                                       | CUSIP: 62847RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    794346 | PA      | $801948.16    | 0.05%             | 2043-02-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW LLC                                                                       | CUSIP: 62847RAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1417618 | PA      | $1440596.80   | 0.08%             | 2043-02-20      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                 | NCR Voyix Corp.                                                               | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   1582000 | PA      | $1524299.08   | 0.09%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                 | NCR Voyix Corp.                                                               | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    695000 | PA      | $664737.89    | 0.04%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy, Inc.                                                              | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1296558.77   | 0.07%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy, Inc.                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    186000 | PA      | $186047.43    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV/NXP Funding LLC/NXP USA, Inc.                                          | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   3978000 | PA      | $3965947.85   | 0.22%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp.                                                             | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2211000 | PA      | $2219405.40   | 0.12%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                             | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   4911000 | PA      | $5076667.28   | 0.29%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64828GAD2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   1645174 | PA      | $1549291.53   | 0.09%             | 2059-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64829VAA4<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   3261844 | PA      | $3174019.48   | 0.18%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64830DAB9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   3754520 | PA      | $3677293.98   | 0.21%             | 2057-12-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64830HAA2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   2589257 | PA      | $2519389.80   | 0.14%             | 2059-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64830MAG8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   2043020 | PA      | $1928427.44   | 0.11%             | 2059-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64830TAD0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   5643574 | PA      | $5284661.07   | 0.30%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64830WAD3<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   2253932 | PA      | $2108813.63   | 0.12%             | 2058-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                              | Newell Brands, Inc.                                                           | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1366918.39   | 0.08%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NUSTAR LOGISTICS LP                            | NuStar Logistics LP                                                           | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1996000 | PA      | $1999670.64   | 0.11%             | 2027-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                        | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   2252000 | PA      | $2342794.02   | 0.13%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                       | OZLM XV Ltd.                                                                  | CUSIP: 67111DBL9<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $8956962.00   | 0.50%             | 2033-04-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                       | OZLM XIX Ltd.                                                                 | CUSIP: 67112CBS5<br>LEI: 5493009C40QUU66J8E83 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1984318.00   | 0.11%             | 2035-01-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                       | OZLM XXIV Ltd.                                                                | CUSIP: 67113DAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1033624 | PA      | $1033766.83   | 0.06%             | 2032-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |   2655100 | PA      | $2669059.26   | 0.15%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |   2631979 | PA      | $2656461.93   | 0.15%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |   1715785 | PA      | $1730124.44   | 0.10%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |   2108911 | PA      | $2104095.55   | 0.12%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 67120VAA3<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-MBS          | CORP              | US        |   1656450 | PA      | $1664147.67   | 0.09%             | 2064-11-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 67123BAF3<br>LEI: 2549009JKGY7CAYS8Y83 | Long             | ABS-MBS          | CORP              | US        |   5642993 | PA      | $5605264.36   | 0.31%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                        | OAK-Eagle Acquireco, Inc.                                                     | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    842000 | PA      | $872391.51    | 0.05%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 673918AC2<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |   5971552 | PA      | $5952308.27   | 0.33%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 67448GAA1<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   1768353 | PA      | $1764641.40   | 0.10%             | 2063-03-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |    994329 | PA      | $999554.47    | 0.06%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 67449MAF6<br>LEI: 25490008A4OQW8G7VN96 | Long             | ABS-MBS          | CORP              | US        |   4547339 | PA      | $4502683.13   | 0.25%             | 2066-01-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40, LTD.           | Octagon Investment Partners 40 Ltd.                                           | CUSIP: 67592BBE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4966340.00   | 0.28%             | 2035-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION INSURC INC                       | Constellation Insurance, Inc.                                                 | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |   6668000 | PA      | $6676025.20   | 0.37%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                       | Olympus Water U.S. Holding Corp.                                              | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   5163000 | PA      | $4926024.50   | 0.28%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                  | 1988 CLO 7 Ltd.                                                               | CUSIP: 68252WAE1<br>LEI: 254900RBTLMX78515N36 | Long             | ABS-CBDO         | CORP              | KY        |   3475000 | PA      | $3471413.80   | 0.19%             | 2039-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK, Inc.                                                                   | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3671000 | PA      | $3867317.99   | 0.22%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1732000 | PA      | $1635230.75   | 0.09%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2246000 | PA      | $1937715.90   | 0.11%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2252000 | PA      | $1894541.62   | 0.11%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                  | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2988000 | PA      | $2872927.04   | 0.16%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                      | Orange SA                                                                     | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   2001000 | PA      | $1978633.10   | 0.11%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                         | Orbia Advance Corp. SAB de CV                                                 | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   2822000 | PA      | $2773461.60   | 0.16%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                       | Organon & Co./Organon Foreign Debt Co-Issuer BV                               | CUSIP: 68622FAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |   2003000 | PA      | $1784322.07   | 0.10%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                  | Owens Corning                                                                 | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   2999000 | PA      | $2379408.61   | 0.13%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group, Inc.                                            | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2258089.91   | 0.13%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas & Electric Co.                                                    | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $1095162.61   | 0.06%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO Ltd.                                                        | CUSIP: 69700GBA9<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1743005.25   | 0.10%             | 2038-08-14      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                           | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1760000 | PA      | $1764224.00   | 0.10%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                           | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3043000 | PA      | $3049718.94   | 0.17%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                        | Pfizer Investment Enterprises Pte. Ltd.                                       | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1902000 | PA      | $1794719.00   | 0.10%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International, Inc.                                             | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3126000 | PA      | $2589019.10   | 0.15%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International, Inc.                                             | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1714000 | PA      | $1648816.97   | 0.09%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                           | Pilgrim's Pride Corp.                                                         | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2385834.23   | 0.13%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                       | Primo Water Holdings, Inc./Triton Water Holdings, Inc.                        | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5086000 | PA      | $4942328.13   | 0.28%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I LLC                           | QTS Issuer ABS I LLC                                                          | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6625000 | PA      | $6551245.20   | 0.37%             | 2055-05-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services, Inc.                                                         | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   2182000 | PA      | $2023913.86   | 0.11%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services, Inc.                                                         | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1496000 | PA      | $1504959.95   | 0.08%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                       | RenaissanceRe Holdings Ltd.                                                   | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    739000 | PA      | $755857.24    | 0.04%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                         | Repsol E&P Capital Markets U.S. LLC                                           | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   3347000 | PA      | $3407006.49   | 0.19%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC      | Retained Vantage Data Centers Issuer LLC                                      | CUSIP: 76134KAH7<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1944551.40   | 0.11%             | 2049-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                             | RGA Global Funding                                                            | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   4872000 | PA      | $4872642.52   | 0.27%             | 2031-12-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                 | Rocket Cos., Inc.                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2359000 | PA      | $2384345.10   | 0.13%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                         | Roper Technologies, Inc.                                                      | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   2986000 | PA      | $2883119.88   | 0.16%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3676000 | PA      | $3497034.27   | 0.20%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                            | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2915000 | PA      | $2625488.47   | 0.15%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                            | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2010000 | PA      | $1983733.50   | 0.11%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                | SBA Tower Trust                                                               | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              |  | US        |   5033000 | PA      | $5118097.96   | 0.29%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                        | SCF Equipment Trust LLC                                                       | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4350000 | PA      | $4422163.89   | 0.25%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                  | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1930419 | PA      | $2012786.33   | 0.11%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                       | Safehold GL Holdings LLC                                                      | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |   2749000 | PA      | $2888638.23   | 0.16%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| SALESFORCE INC                                 | Salesforce, Inc.                                                              | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1849229.80   | 0.10%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust         | Santander Drive Auto Receivables Trust                                        | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4010000 | PA      | $4015717.06   | 0.23%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co.                                                         | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   3932000 | PA      | $3776300.27   | 0.21%             | 2036-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                              | Seagate Data Storage Technology Pte. Ltd.                                     | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   2036000 | PA      | $1970529.57   | 0.11%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                               | Sensata Technologies, Inc.                                                    | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   2416000 | PA      | $2310501.49   | 0.13%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                   | 7-Eleven, Inc.                                                                | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   3705000 | PA      | $3207217.91   | 0.18%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC              | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82650BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1118724 | PA      | $1140201.36   | 0.06%             | 2040-04-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC              | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1520264 | PA      | $1532506.58   | 0.09%             | 2041-06-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC              | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82653BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2109547 | PA      | $2111626.47   | 0.12%             | 2041-08-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC              | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82653BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2626171 | PA      | $2618781.88   | 0.15%             | 2041-08-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC              | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1631631 | PA      | $1631057.43   | 0.09%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC              | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    766867 | PA      | $766062.96    | 0.04%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC              | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82653HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    783183 | PA      | $781079.83    | 0.04%             | 2044-04-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC              | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 826935AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    801109 | PA      | $806728.27    | 0.05%             | 2043-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC              | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 826935AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655966 | PA      | $660339.09    | 0.04%             | 2043-01-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC              | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 826935AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1074456 | PA      | $1084968.22   | 0.06%             | 2043-01-20      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC              | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    381955 | PA      | $390057.35    | 0.02%             | 2043-01-20      | Fixed         | 8.02%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC              | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 826943AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2394502 | PA      | $2414744.89   | 0.14%             | 2040-01-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC              | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 826944AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2306321 | PA      | $2367252.98   | 0.13%             | 2040-09-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                           | Sitios Latinoamerica SAB de CV                                                | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |   3623000 | PA      | $3648361.00   | 0.20%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                       | Delta Air Lines, Inc./SkyMiles IP Ltd.                                        | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3027750 | PA      | $3023376.91   | 0.17%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | J.M. Smucker Co.                                                              | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1808333.96   | 0.10%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                             | Sonoco Products Co.                                                           | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    927000 | PA      | $923634.41    | 0.05%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                          | Southwest Airlines Co.                                                        | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   3762000 | PA      | $3713242.03   | 0.21%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                             | Expand Energy Corp.                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1466083.57   | 0.08%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                        | Starwood Property Trust, Inc.                                                 | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1548000 | PA      | $1544997.81   | 0.09%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                        | Starwood Property Trust, Inc.                                                 | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   2799000 | PA      | $2858531.93   | 0.16%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                    | Repurchase Agreement                                                          | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  15733419 | PA      | $15733418.88  | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                              | Store Capital LLC                                                             | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |   2852000 | PA      | $2827153.23   | 0.16%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                      | Sunoco LP                                                                     | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    548000 | PA      | $545486.49    | 0.03%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                   | Synopsys, Inc.                                                                | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1896000 | PA      | $1899625.30   | 0.11%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                   | Synopsys, Inc.                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1298360.35   | 0.07%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                               | Symphony CLO XIX Ltd.                                                         | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    776521 | PA      | $776522.12    | 0.04%             | 2031-04-16      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                               | Symphony CLO XXIII Ltd.                                                       | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   2578052 | PA      | $2577057.29   | 0.14%             | 2034-01-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp.                                                                   | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1976000 | PA      | $1961631.69   | 0.11%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                               | TCI-Symphony CLO Ltd.                                                         | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |    956391 | PA      | $956900.36    | 0.05%             | 2032-10-13      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA, Inc.                                                            | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1370236.41   | 0.08%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA, Inc.                                                            | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1919000 | PA      | $1814949.17   | 0.10%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA, Inc.                                                            | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2186512.43   | 0.12%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                         | TPG Operating Group II LP                                                     | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   2354000 | PA      | $2308748.80   | 0.13%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                  | Takeda U.S. Financing, Inc.                                                   | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   3004000 | PA      | $3004223.56   | 0.17%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                       | Targa Resources Partners LP/Targa Resources Partners Finance Corp.            | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1355218.34   | 0.08%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp.                                                        | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1188835.23   | 0.07%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp.                                                        | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3036730.59   | 0.17%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                  | 321 Henderson Receivables VI LLC                                              | CUSIP: 88576XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    888593 | PA      | $893245.37    | 0.05%             | 2059-07-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                        | TotalEnergies Capital USA LLC                                                 | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   3963000 | PA      | $3922875.85   | 0.22%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89170VAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   3914478 | PA      | $3709436.89   | 0.21%             | 2062-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89175JAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   3277427 | PA      | $3236891.06   | 0.18%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89175TAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   5438684 | PA      | $5145410.19   | 0.29%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89175VAA1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     55106 | PA      | $54656.68     | 0.00%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89177BAA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   3056890 | PA      | $2963301.45   | 0.17%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89178BAA2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   5059007 | PA      | $4862473.90   | 0.27%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89179JAA4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   5080489 | PA      | $4630323.50   | 0.26%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89180YAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   4616271 | PA      | $4393121.32   | 0.25%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89181JAA0<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   6748433 | PA      | $6448624.98   | 0.36%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                        | Transcontinental Gas Pipe Line Co. LLC                                        | CUSIP: 893574AS2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2537401.52   | 0.14%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm, Inc.                                                               | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    724000 | PA      | $712084.70    | 0.04%             | 2034-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                       | Triton Container International Ltd./TAL International Container Corp.         | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1193000 | PA      | $1168100.78   | 0.07%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust              | 1211 Avenue of the Americas Trust                                             | CUSIP: 90117PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5900000 | PA      | $5634499.41   | 0.32%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                            | 20 Times Square Trust                                                         | CUSIP: 90137LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5148000 | PA      | $4851990.00   | 0.27%             | 2035-05-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                       | Tyco Electronics Group SA                                                     | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   3574000 | PA      | $3562126.17   | 0.20%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                  | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2661000 | PA      | $2836160.91   | 0.16%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                  | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5091000 | PA      | $5163486.98   | 0.29%             | 2036-05-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                               | UWM Holdings LLC                                                              | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2113000 | PA      | $1992922.12   | 0.11%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                               | UWM Holdings LLC                                                              | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3834000 | PA      | $3491568.21   | 0.20%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies, Inc.                                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1561518.24   | 0.09%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service, Inc.                                                   | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   2114000 | PA      | $2160409.99   | 0.12%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury                         | U.S. Treasury Bills                                                           | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   7000000 | PA      | $6969561.69   | 0.39%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2988000 | PA      | $2900110.79   | 0.16%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19045000 | PA      | $14563473.44  | 0.82%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2754000 | PA      | $1931350.07   | 0.11%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7972000 | PA      | $5918898.61   | 0.33%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5162000 | PA      | $3364777.12   | 0.19%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9816000 | PA      | $7204023.75   | 0.40%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9973000 | PA      | $7090179.69   | 0.40%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7453000 | PA      | $4339043.44   | 0.24%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34850200 | PA      | $16538870.22  | 0.93%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8276000 | PA      | $5330907.77   | 0.30%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5208000 | PA      | $3794719.67   | 0.21%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8933000 | PA      | $4907217.95   | 0.28%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18165300 | PA      | $13237252.84  | 0.74%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5449000 | PA      | $4681670.13   | 0.26%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Inflation-Protected Indexed Bonds                               | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9416574 | PA      | $7215447.61   | 0.41%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3128000 | PA      | $2779399.07   | 0.16%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4056000 | PA      | $3252246.57   | 0.18%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29094000 | PA      | $25785693.91  | 1.45%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1282000 | PA      | $1246494.61   | 0.07%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2489000 | PA      | $2459054.22   | 0.14%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16337000 | PA      | $15622894.37  | 0.88%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    605000 | PA      | $576853.32    | 0.03%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13644000 | PA      | $13232015.19  | 0.74%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5579000 | PA      | $4996691.88   | 0.28%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2268000 | PA      | $2057678.43   | 0.12%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9400000 | PA      | $8781656.25   | 0.49%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7615000 | PA      | $7368404.90   | 0.41%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5884000 | PA      | $5612094.83   | 0.32%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10714400 | PA      | $10527735.01  | 0.59%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2584300 | PA      | $2516361.18   | 0.14%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1172000 | PA      | $1142150.63   | 0.06%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19561000 | PA      | $18689924.22  | 1.05%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10692000 | PA      | $10312768.13  | 0.58%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3082000 | PA      | $3005913.13   | 0.17%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4269000 | PA      | $4115582.81   | 0.23%             | 2046-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| United States Treasury                         | U.S. Treasury Inflation-Protected Indexed Notes                               | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4655265 | PA      | $4430894.06   | 0.25%             | 2030-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6244000 | PA      | $5935946.39   | 0.33%             | 2028-02-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3537000 | PA      | $3271310.50   | 0.18%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6404000 | PA      | $6406251.39   | 0.36%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6406000 | PA      | $6102465.72   | 0.34%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11570000 | PA      | $11358034.01  | 0.64%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    738000 | PA      | $743217.89    | 0.04%             | 2031-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    848000 | PA      | $853498.75    | 0.05%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1897600 | PA      | $1892559.50   | 0.11%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7543000 | PA      | $7504990.37   | 0.42%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13870000 | PA      | $13529751.56  | 0.76%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8564000 | PA      | $8491072.23   | 0.48%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9624000 | PA      | $9473625.00   | 0.53%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14868000 | PA      | $14579932.50  | 0.82%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1926285.46   | 0.11%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                       | Uzbek Industrial & Construction Bank ATB                                      | CUSIP: 917935AA6<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |   3908000 | PA      | $4125725.39   | 0.23%             | 2029-07-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                         | Republic of Uzbekistan International Bonds                                    | CUSIP: 91822Q2E6<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   2745000 | PA      | $2477820.53   | 0.14%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                       | Vantage Data Centers LLC                                                      | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   9170000 | PA      | $8971454.83   | 0.50%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                    | VEGAS Trust                                                                   | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8665000 | PA      | $8682942.62   | 0.49%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Venture CLO 43 Limited                         | Venture 43 CLO Ltd.                                                           | CUSIP: 92290CAZ2<br>LEI: 549300OLN5VHTMLSN650 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4489240.50   | 0.25%             | 2034-04-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                          | Venture Global Plaquemines LNG LLC                                            | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2012000 | PA      | $2211598.45   | 0.12%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                          | Venture Global Plaquemines LNG LLC                                            | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1656000 | PA      | $1753955.71   | 0.10%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                          | Venture Global Plaquemines LNG LLC                                            | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1404829.92   | 0.08%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                         | Venture Global LNG, Inc.                                                      | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   3521000 | PA      | $3807237.58   | 0.21%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                   | Veralto Corp.                                                                 | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2757188.03   | 0.15%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications, Inc.                                                  | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    893000 | PA      | $782908.06    | 0.04%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications, Inc.                                                  | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2242052.17   | 0.13%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications, Inc.                                                  | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2074039.88   | 0.12%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust                                                    | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |   6066768 | PA      | $6057561.00   | 0.34%             | 2069-09-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Versailles Commercial Paper LLC                | Versailles Commercial Paper LLC                                               | CUSIP: 92512MD63<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  18000000 | PA      | $17988809.40  | 1.01%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Verto Capital I-A LLC                          | Verto Capital I-A LLC                                                         | CUSIP: 92544LF40<br>LEI: 254900ANIP6J04OFNA54 | Long             | STIV             | CORP              | LU        |  10300000 | PA      | $10226014.07  | 0.57%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                            | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   2930000 | PA      | $2925313.73   | 0.16%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Victory Receivables Corp                       | Victory Receivables Corp.                                                     | CUSIP: 92646LFB1<br>LEI: 549300D0F37QF0LP7F94 | Long             | STIV             | CORP              | US        |   1800000 | PA      | $1786089.60   | 0.10%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                             | Viking Cruises Ltd.                                                           | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   1947000 | PA      | $1922296.15   | 0.11%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                       | Virgin Media Secured Finance PLC                                              | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   4006000 | PA      | $3842074.08   | 0.22%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                       | Virgin Media Secured Finance PLC                                              | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   2620000 | PA      | $2323543.33   | 0.13%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2209000 | PA      | $2286198.74   | 0.13%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4612000 | PA      | $4478811.90   | 0.25%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3301403.06   | 0.19%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2624000 | PA      | $2600004.10   | 0.15%             | 2030-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                  | VoltaGrid LLC                                                                 | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    819000 | PA      | $845870.57    | 0.05%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                            | Vulcan Materials Co.                                                          | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   2491000 | PA      | $2530693.34   | 0.14%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates        | WaMu Mortgage Pass-Through Certificates Trust                                 | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430841 | PA      | $419399.93    | 0.02%             | 2045-10-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                      | WRKCo, Inc.                                                                   | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   2336000 | PA      | $2307596.88   | 0.13%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                              | Wellfleet CLO Ltd.                                                            | CUSIP: 94950NAY8<br>LEI: 254900IGQ7EODCWHCM84 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000180.00   | 0.17%             | 2032-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co.                                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3440411.62   | 0.19%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co.                                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3152000 | PA      | $3225528.60   | 0.18%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                         | WESCO Distribution, Inc.                                                      | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    418000 | PA      | $415504.92    | 0.02%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2688000 | PA      | $2805411.28   | 0.16%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                  | Westlake Corp.                                                                | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   2201000 | PA      | $2193806.23   | 0.12%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Westlake Automobile Receivables Trust          | Westlake Automobile Receivables Trust                                         | CUSIP: 96043QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6713000 | PA      | $6709548.85   | 0.38%             | 2031-07-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                 | Whirlpool Corp.                                                               | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1066203.03   | 0.06%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                           | YPF SA                                                                        | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |   1338000 | PA      | $1407977.40   | 0.08%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                  | ZF North America Capital, Inc.                                                | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2374000 | PA      | $2255544.52   | 0.13%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLOVERIE PLC ZURICH INS                        | Cloverie PLC for Zurich Insurance Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 5493002N598MXOKUEF55 | Long             | DBT              | CORP              | IE        |   4823000 | PA      | $4819853.09   | 0.27%             | 2046-06-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                   | State Street Navigator Securities Lending Government Money Market Portfolio   | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  20690524 | NS      | $20690523.75  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** TRANSAMERICA SERIES TRUST

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer