# EDGAR Filing Document

**Accession Number:** 0000778207
**File Stem:** 0001410368-26-051069
**Filing Date:** 2026-5
**Character Count:** 358346
**Document Hash:** cb0c9bb98de993d71a2300325b99dcf8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051069.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051069

**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:** 261016575

**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 Multi-Managed Balanced VP (Series ID: S000007919)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000021483 | Initial      |  |
| C000021484 | Service      |  |

## Nport-Ex

**Transamerica Multi-Managed Balanced VP**

------

**SCHEDULE OF INVESTMENTS**

**At March 31, 2026**

**(unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS - 59.4%**  | **COMMON STOCKS - 59.4%**  | **COMMON STOCKS - 59.4%**  |
| **Aerospace & Defense - 1.4%**  | **Aerospace & Defense - 1.4%**  | **Aerospace & Defense - 1.4%**  |
| Howmet Aerospace, Inc. | 27636 | $6368993 |
| RTX Corp. | 39060 | 7534674 |
| Textron, Inc. | 15207 | 1331525 |
| TransDigm Group, Inc. | 2339 | 2710807 |
|  |  | 17945999 |
| **Air Freight & Logistics - 0.2%**  | **Air Freight & Logistics - 0.2%**  | **Air Freight & Logistics - 0.2%**  |
| FedEx Corp. | 7798 | 2777492 |
| **Automobile Components - 0.0% \*** | **Automobile Components - 0.0% \*** | **Automobile Components - 0.0% \*** |
| Aptiv PLC <sup>(A)</sup> <br>| 6661 | 462540 |
| **Automobiles - 1.1%**  | **Automobiles - 1.1%**  | **Automobiles - 1.1%**  |
| Tesla, Inc. <sup>(A)</sup> <br>| 35810 | 13312368 |
| **Banks - 2.0%**  | **Banks - 2.0%**  | **Banks - 2.0%**  |
| Bank of America Corp. | 145242 | 7080547 |
| Citigroup, Inc. | 29973 | 3399238 |
| Fifth Third Bancorp | 62444 | 2901148 |
| U.S. Bancorp | 73591 | 3827468 |
| Wells Fargo & Co. | 93978 | 7481589 |
|  |  | 24689990 |
| **Beverages - 0.8%**  | **Beverages - 0.8%**  | **Beverages - 0.8%**  |
| Keurig Dr. Pepper, Inc. | 78287 | 2061297 |
| PepsiCo, Inc. | 51516 | 7999919 |
|  |  | 10061216 |
| **Biotechnology - 1.2%**  | **Biotechnology - 1.2%**  | **Biotechnology - 1.2%**  |
| AbbVie, Inc. | 39432 | 8576066 |
| Neurocrine Biosciences, Inc. <sup>(A)</sup> <br>| 4152 | 546984 |
| Regeneron Pharmaceuticals, Inc. | 4833 | 3734169 |
| Vertex Pharmaceuticals, Inc. <sup>(A)</sup> <br>| 5927 | 2646643 |
|  |  | 15503862 |
| **Broadline Retail - 2.5%**  | **Broadline Retail - 2.5%**  | **Broadline Retail - 2.5%**  |
| Amazon.com, Inc. <sup>(A)</sup> <br>| 147892 | 30801467 |
| **Building Products - 0.8%**  | **Building Products - 0.8%**  | **Building Products - 0.8%**  |
| Carrier Global Corp. | 19826 | 1116402 |
| Masco Corp. | 26956 | 1627334 |
| Trane Technologies PLC | 17086 | 7120419 |
|  |  | 9864155 |
| **Capital Markets - 1.2%**  | **Capital Markets - 1.2%**  | **Capital Markets - 1.2%**  |
| Ameriprise Financial, Inc. | 1597 | 709707 |
| Blackstone, Inc. | 13115 | 1508094 |
| Charles Schwab Corp. | 62709 | 5893392 |
| CME Group, Inc. | 8202 | 2422460 |
| Morgan Stanley | 19005 | 3127653 |
| State Street Corp. | 8704 | 1101578 |
|  |  | 14762884 |
| **Chemicals - 0.9%**  | **Chemicals - 0.9%**  | **Chemicals - 0.9%**  |
| Ecolab, Inc. | 21077 | 5606904 |
| Linde PLC | 7369 | 3653255 |
| PPG Industries, Inc. | 19912 | 2128195 |
|  |  | 11388354 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Communications Equipment - 0.3%**  | **Communications Equipment - 0.3%**  | **Communications Equipment - 0.3%**  |
| Arista Networks, Inc. <sup>(A)</sup> <br>| 22683 | $2785019 |
| Motorola Solutions, Inc. | 2214 | 960809 |
|  |  | 3745828 |
| **Construction Materials - 0.2%**  | **Construction Materials - 0.2%**  | **Construction Materials - 0.2%**  |
| Martin Marietta Materials, Inc. | 2342 | 1378688 |
| Vulcan Materials Co. | 5602 | 1525425 |
|  |  | 2904113 |
| **Consumer Finance - 0.5%**  | **Consumer Finance - 0.5%**  | **Consumer Finance - 0.5%**  |
| American Express Co. | 9348 | 2827583 |
| Capital One Financial Corp. | 17958 | 3276078 |
|  |  | 6103661 |
| **Consumer Staples Distribution & Retail - 0.5%**  | **Consumer Staples Distribution & Retail - 0.5%**  | **Consumer Staples Distribution & Retail - 0.5%**  |
| Walmart, Inc. | 48223 | 5993154 |
| **Containers & Packaging - 0.0% \*** | **Containers & Packaging - 0.0% \*** | **Containers & Packaging - 0.0% \*** |
| Ball Corp. | 5033 | 297501 |
| **Diversified Telecommunication Services - 0.7%**  | **Diversified Telecommunication Services - 0.7%**  | **Diversified Telecommunication Services - 0.7%**  |
| AT&T, Inc. | 234229 | 6790299 |
| Comcast Corp., Class A | 49033 | 1407737 |
|  |  | 8198036 |
| **Electric Utilities - 1.2%**  | **Electric Utilities - 1.2%**  | **Electric Utilities - 1.2%**  |
| Entergy Corp. | 33087 | 3717655 |
| NextEra Energy, Inc. | 81752 | 7593126 |
| NRG Energy, Inc. | 2671 | 390340 |
| Southern Co. | 35765 | 3452038 |
|  |  | 15153159 |
| **Electrical Equipment - 0.7%**  | **Electrical Equipment - 0.7%**  | **Electrical Equipment - 0.7%**  |
| Eaton Corp. PLC | 9409 | 3365317 |
| Emerson Electric Co. | 14350 | 1880137 |
| GE Vernova, Inc. | 3521 | 3073481 |
| Vertiv Holdings Co., Class A | 2494 | 624947 |
|  |  | 8943882 |
| **Electronic Equipment, Instruments & Components - 0.5%**  | **Electronic Equipment, Instruments & Components - 0.5%**  | **Electronic Equipment, Instruments & Components - 0.5%**  |
| Amphenol Corp., Class A | 40352 | 5098475 |
| Corning, Inc. | 5723 | 778157 |
|  |  | 5876632 |
| **Energy Equipment & Services - 0.3%**  | **Energy Equipment & Services - 0.3%**  | **Energy Equipment & Services - 0.3%**  |
| Baker Hughes Co. | 58431 | 3567213 |
| **Entertainment - 0.8%**  | **Entertainment - 0.8%**  | **Entertainment - 0.8%**  |
| Netflix, Inc. <sup>(A)</sup> <br>| 50587 | 4863940 |
| Walt Disney Co. | 49877 | 4807145 |
| Warner Music Group Corp., Class A | 20852 | 532560 |
|  |  | 10203645 |
| **Financial Services - 2.9%**  | **Financial Services - 2.9%**  | **Financial Services - 2.9%**  |
| Affirm Holdings, Inc. <sup>(A)</sup> <br>| 8772 | 401933 |
| Apollo Global Management, Inc. | 14828 | 1652136 |
| Berkshire Hathaway, Inc., Class B <sup>(A)</sup> <br>| 21752 | 10423558 |
| Corpay, Inc. <sup>(A)</sup> <br>| 9524 | 2771389 |
| Fidelity National Information Services, Inc. | 42093 | 1974583 |
| Mastercard, Inc., Class A | 20293 | 10139600 |

---

**Transamerica Series Trust**

**Page 1**

------

**Transamerica Multi-Managed Balanced VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Toast, Inc., Class A <sup>(A)</sup> <br>| 27694 | $734168 |
| Visa, Inc., Class A | 25596 | 7736135 |
| WEX, Inc. <sup>(A)</sup> <br>| 1848 | 282818 |
|  |  | 36116320 |
| **Food Products - 0.4%**  | **Food Products - 0.4%**  | **Food Products - 0.4%**  |
| Mondelez International, Inc., Class A | 80233 | 4624630 |
| **Ground Transportation - 0.2%**  | **Ground Transportation - 0.2%**  | **Ground Transportation - 0.2%**  |
| Union Pacific Corp. | 10637 | 2580749 |
| **Health Care Equipment & Supplies - 1.3%**  | **Health Care Equipment & Supplies - 1.3%**  | **Health Care Equipment & Supplies - 1.3%**  |
| Boston Scientific Corp. <sup>(A)</sup> <br>| 49677 | 3117232 |
| Edwards Lifesciences Corp. <sup>(A)</sup> <br>| 38341 | 3070347 |
| Medline, Inc., Class A <sup>(A)</sup> <br>| 12175 | 541788 |
| Medtronic PLC | 43755 | 3791371 |
| Stryker Corp. | 16143 | 5304428 |
|  |  | 15825166 |
| **Health Care Providers & Services - 0.9%**  | **Health Care Providers & Services - 0.9%**  | **Health Care Providers & Services - 0.9%**  |
| Cigna Group | 9887 | 2637357 |
| HCA Healthcare, Inc. | 2189 | 1035922 |
| Humana, Inc. | 8333 | 1444859 |
| McKesson Corp. | 1780 | 1540341 |
| UnitedHealth Group, Inc. | 15122 | 4091862 |
|  |  | 10750341 |
| **Health Care REITs - 0.5%**  | **Health Care REITs - 0.5%**  | **Health Care REITs - 0.5%**  |
| Ventas, Inc. | 49053 | 4011554 |
| Welltower, Inc. | 13900 | 2748169 |
|  |  | 6759723 |
| **Hotels, Restaurants & Leisure - 1.9%**  | **Hotels, Restaurants & Leisure - 1.9%**  | **Hotels, Restaurants & Leisure - 1.9%**  |
| Booking Holdings, Inc. | 339 | 1427298 |
| Carnival Corp. | 81195 | 2101327 |
| Chipotle Mexican Grill, Inc. <sup>(A)</sup> <br>| 88415 | 2830164 |
| DoorDash, Inc., Class A <sup>(A)</sup> <br>| 4604 | 691291 |
| Expedia Group, Inc. | 7743 | 1787781 |
| Hilton Worldwide Holdings, Inc. | 16169 | 4916670 |
| McDonald's Corp. | 18401 | 5718847 |
| Yum! Brands, Inc. | 24113 | 3749089 |
|  |  | 23222467 |
| **Household Durables - 0.1%**  | **Household Durables - 0.1%**  | **Household Durables - 0.1%**  |
| Lennar Corp., Class A | 6680 | 580091 |
| **Household Products - 0.1%**  | **Household Products - 0.1%**  | **Household Products - 0.1%**  |
| Church & Dwight Co., Inc. | 15792 | 1473709 |
| **Independent Power & Renewable Electricity Producers - 0.0% \*** | **Independent Power & Renewable Electricity Producers - 0.0% \*** | **Independent Power & Renewable Electricity Producers - 0.0% \*** |
| Vistra Corp. | 2677 | 402433 |
| **Industrial Conglomerates - 0.5%**  | **Industrial Conglomerates - 0.5%**  | **Industrial Conglomerates - 0.5%**  |
| 3M Co. | 41106 | 5969824 |
| **Insurance - 1.0%**  | **Insurance - 1.0%**  | **Insurance - 1.0%**  |
| Aon PLC, Class A | 12284 | 3965030 |
| Arch Capital Group Ltd. <sup>(A)</sup> <br>| 11051 | 1060785 |
| Arthur J Gallagher & Co. | 18895 | 4092279 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Chubb Ltd. | 4052 | $1320668 |
| Progressive Corp. | 7974 | 1580766 |
|  |  | 12019528 |
| **Interactive Media & Services - 4.5%**  | **Interactive Media & Services - 4.5%**  | **Interactive Media & Services - 4.5%**  |
| Alphabet, Inc., Class A | 79118 | 22751172 |
| Alphabet, Inc., Class C | 51955 | 14903811 |
| Meta Platforms, Inc., Class A | 31606 | 18082741 |
|  |  | 55737724 |
| **IT Services - 0.4%**  | **IT Services - 0.4%**  | **IT Services - 0.4%**  |
| Accenture PLC, Class A | 8272 | 1640255 |
| &nbsp;&nbsp; Cognizant Technology Solutions Corp., <br> Class A<br>| 52784 | 3238298 |
|  |  | 4878553 |
| **Life Sciences Tools & Services - 0.3%**  | **Life Sciences Tools & Services - 0.3%**  | **Life Sciences Tools & Services - 0.3%**  |
| Danaher Corp. | 13582 | 2575147 |
| Waters Corp. <sup>(A)</sup> <br>| 4830 | 1438374 |
|  |  | 4013521 |
| **Machinery - 0.8%**  | **Machinery - 0.8%**  | **Machinery - 0.8%**  |
| Deere & Co. | 8271 | 4659054 |
| Dover Corp. | 12063 | 2514532 |
| Ingersoll Rand, Inc. | 14872 | 1191545 |
| Otis Worldwide Corp. | 15763 | 1215012 |
|  |  | 9580143 |
| **Media - 0.1%**  | **Media - 0.1%**  | **Media - 0.1%**  |
| Charter Communications, Inc., Class A <sup>(A)</sup> <br>| 1710 | 369155 |
| EchoStar Corp., Class A <sup>(A)</sup> <br>| 2051 | 240111 |
| Omnicom Group, Inc. | 11340 | 854015 |
|  |  | 1463281 |
| **Multi-Utilities - 0.3%**  | **Multi-Utilities - 0.3%**  | **Multi-Utilities - 0.3%**  |
| Sempra | 40322 | 3918089 |
| **Oil, Gas & Consumable Fuels - 2.1%**  | **Oil, Gas & Consumable Fuels - 2.1%**  | **Oil, Gas & Consumable Fuels - 2.1%**  |
| Diamondback Energy, Inc. | 11096 | 2194678 |
| EOG Resources, Inc. | 43774 | 6328407 |
| EQT Corp. | 23440 | 1491722 |
| Exxon Mobil Corp. | 95666 | 16230693 |
|  |  | 26245500 |
| **Passenger Airlines - 0.1%**  | **Passenger Airlines - 0.1%**  | **Passenger Airlines - 0.1%**  |
| Delta Air Lines, Inc. | 16576 | 1101973 |
| United Airlines Holdings, Inc. <sup>(A)</sup> <br>| 6190 | 569913 |
|  |  | 1671886 |
| **Pharmaceuticals - 1.9%**  | **Pharmaceuticals - 1.9%**  | **Pharmaceuticals - 1.9%**  |
| Bristol-Myers Squibb Co. | 75200 | 4560880 |
| Eli Lilly & Co. | 8805 | 8098575 |
| Johnson & Johnson | 42216 | 10319279 |
| Merck & Co., Inc. | 5350 | 643551 |
|  |  | 23622285 |
| **Professional Services - 0.2%**  | **Professional Services - 0.2%**  | **Professional Services - 0.2%**  |
| Leidos Holdings, Inc. | 17136 | 2664991 |

---

**Transamerica Series Trust**

**Page 2**

------

**Transamerica Multi-Managed Balanced VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Residential REITs - 0.1%**  | **Residential REITs - 0.1%**  | **Residential REITs - 0.1%**  |
| Equity LifeStyle Properties, Inc. | 23597 | $1472925 |
| **Semiconductors & Semiconductor Equipment - 8.9%**  | **Semiconductors & Semiconductor Equipment - 8.9%**  | **Semiconductors & Semiconductor Equipment - 8.9%**  |
| Advanced Micro Devices, Inc. <sup>(A)</sup> <br>| 20269 | 4123323 |
| Analog Devices, Inc. | 16581 | 5275079 |
| Broadcom, Inc. | 67512 | 20895639 |
| Lam Research Corp. | 30073 | 6425397 |
| Micron Technology, Inc. | 17100 | 5777064 |
| NVIDIA Corp. | 346195 | 60376408 |
| NXP Semiconductors NV | 19174 | 3774594 |
| Texas Instruments, Inc. | 23242 | 4512202 |
|  |  | 111159706 |
| **Software - 5.1%**  | **Software - 5.1%**  | **Software - 5.1%**  |
| AppLovin Corp., Class A <sup>(A)</sup> <br>| 1802 | 717196 |
| Autodesk, Inc. <sup>(A)</sup> <br>| 7972 | 1908497 |
| Cadence Design Systems, Inc. <sup>(A)</sup> <br>| 6572 | 1826162 |
| Fortinet, Inc. <sup>(A)</sup> <br>| 8626 | 704917 |
| Intuit, Inc. | 7148 | 3090652 |
| Microsoft Corp. | 108757 | 40258579 |
| Oracle Corp. | 37542 | 5522803 |
| Palantir Technologies, Inc., Class A <sup>(A)</sup> <br>| 22644 | 3312364 |
| Roper Technologies, Inc. | 1731 | 612532 |
| Salesforce, Inc. | 2435 | 454541 |
| ServiceNow, Inc. <sup>(A)</sup> <br>| 46166 | 4826655 |
|  |  | 63234898 |
| **Specialized REITs - 0.5%**  | **Specialized REITs - 0.5%**  | **Specialized REITs - 0.5%**  |
| American Tower Corp. | 4458 | 769362 |
| Equinix, Inc. | 3616 | 3544548 |
| SBA Communications Corp. | 7228 | 1244011 |
|  |  | 5557921 |
| **Specialty Retail - 1.3%**  | **Specialty Retail - 1.3%**  | **Specialty Retail - 1.3%**  |
| AutoZone, Inc. <sup>(A)</sup> <br>| 774 | 2614402 |
| Burlington Stores, Inc. <sup>(A)</sup> <br>| 8187 | 2663886 |
| Lowe's Cos., Inc. | 28199 | 6662860 |
| Ross Stores, Inc. | 17958 | 3890241 |
|  |  | 15831389 |
| **Technology Hardware, Storage & Peripherals - 4.4%**  | **Technology Hardware, Storage & Peripherals - 4.4%**  | **Technology Hardware, Storage & Peripherals - 4.4%**  |
| Apple, Inc. | 191088 | 48496223 |
| Seagate Technology Holdings PLC | 9927 | 3889002 |
| Western Digital Corp. | 8197 | 2217207 |
|  |  | 54602432 |
| **Textiles, Apparel & Luxury Goods - 0.1%**  | **Textiles, Apparel & Luxury Goods - 0.1%**  | **Textiles, Apparel & Luxury Goods - 0.1%**  |
| NIKE, Inc., Class B | 34216 | 1807289 |
| **Tobacco - 0.6%**  | **Tobacco - 0.6%**  | **Tobacco - 0.6%**  |
| Altria Group, Inc. | 22739 | 1500547 |
| Philip Morris International, Inc. | 32884 | 5437040 |
|  |  | 6937587 |
| **Trading Companies & Distributors - 0.1%**  | **Trading Companies & Distributors - 0.1%**  | **Trading Companies & Distributors - 0.1%**  |
| United Rentals, Inc. | 1501 | 1093569 |
| &nbsp;&nbsp; **Total Common Stocks** <br>**(Cost $508,407,167)**<br>|  | 738375821 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES - 14.4%**  | **CORPORATE DEBT SECURITIES - 14.4%**  | **CORPORATE DEBT SECURITIES - 14.4%**  |
| **Aerospace & Defense - 0.4%**  | **Aerospace & Defense - 0.4%**  | **Aerospace & Defense - 0.4%**  |
| Boeing Co. |  |  |
| 3.50%, 03/01/2039 | $1401000 | $1128789 |
| 5.81%, 05/01/2050 | 742000 | 717311 |
| 6.53%, 05/01/2034 | 252000 | 274514 |
| 6.86%, 05/01/2054 | 430000 | 473247 |
| General Electric Co. |  |  |
| 4.13%, 10/09/2042 | 477000 | 400336 |
| 4.50%, 03/11/2044 | 646000 | 572476 |
| 5.88%, 01/14/2038 | 126000 | 134042 |
| HEICO Corp. |  |  |
| 5.35%, 08/01/2033 | 1072000 | 1090652 |
| Honeywell Aerospace, Inc. |  |  |
| 4.95%, 03/16/2036 <sup>(B)</sup> <br>| 389000 | 385967 |
|  |  | 5177334 |
| **Automobile Components - 0.1%**  | **Automobile Components - 0.1%**  | **Automobile Components - 0.1%**  |
| Aptiv Swiss Holdings Ltd. |  |  |
| 3.25%, 03/01/2032 | 532000 | 497908 |
| Cyprium Corp./Cyprium Holdings <br> Luxembourg SARL |  |  |
| 6.13%, 04/15/2031 <sup>(B)</sup> <br>| 173000 | 170547 |
| ZF North America Capital, Inc. |  |  |
| 6.88%, 04/23/2032 <sup>(B)</sup> <br>| 600000 | 570062 |
|  |  | 1238517 |
| **Automobiles - 0.2%**  | **Automobiles - 0.2%**  | **Automobiles - 0.2%**  |
| General Motors Financial Co., Inc. |  |  |
| 6.15%, 07/15/2035 | 508000 | 525320 |
| Hyundai Capital America |  |  |
| 5.40%, 06/23/2032 <sup>(B)</sup> <br>| 1368000 | 1392381 |
|  |  | 1917701 |
| **Banks - 2.3%**  | **Banks - 2.3%**  | **Banks - 2.3%**  |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/14/2027, <br>5.55% <sup>(C)</sup>, 03/14/2028<br>| 800000 | 806762 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/06/2036, <br>5.05% <sup>(C)</sup>, 02/06/2037<br>| 1619000 | 1597464 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/15/2028, <br>5.82% <sup>(C)</sup>, 09/15/2029<br>| 2637000 | 2720301 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/24/2036, <br>5.21% <sup>(C)</sup>, 02/24/2037<br>| 1571000 | 1520391 |
| CaixaBank SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/13/2033, <br>6.84% <sup>(C)</sup>, 09/13/2034 <sup>(B)</sup> <br>| 1693000 | 1843830 |
| Deutsche Bank AG |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 12/10/2030, <br>4.47% <sup>(C)</sup>, 12/10/2031<br>| 734000 | 721694 |
| Fifth Third Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/29/2036, <br>5.14% <sup>(C)</sup>, 01/29/2037<br>| 1243000 | 1210835 |
| First Citizens BancShares, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/12/2030, <br>5.23% <sup>(C)</sup>, 03/12/2031<br>| 1138000 | 1128413 |

---

**Transamerica Series Trust**

**Page 3**

------

**Transamerica Multi-Managed Balanced VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/21/2031, <br>2.65% <sup>(C)</sup>, 10/21/2032<br>| $1120000 | $994314 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/21/2036, <br>5.07% <sup>(C)</sup>, 01/21/2037<br>| 833000 | 814401 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/02/2036, <br>5.39% <sup>(C)</sup>, 02/02/2041<br>| 1180000 | 1140058 |
| Intesa Sanpaolo SpA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/21/2032, <br>8.25% <sup>(C)</sup>, 11/21/2033 <sup>(B)</sup> <br>| 829000 | 955136 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/22/2036, <br>4.90% <sup>(C)</sup>, 01/22/2037<br>| 1392000 | 1362085 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/23/2029, <br>5.01% <sup>(C)</sup>, 01/23/2030<br>| 1146000 | 1162033 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/05/2036, <br>5.19% <sup>(C)</sup>, 02/05/2037<br>| 1160000 | 1139893 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/23/2028, <br>6.09% <sup>(C)</sup>, 10/23/2029<br>| 414000 | 430179 |
| M&T Bank Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/30/2028, <br>7.41% <sup>(C)</sup>, 10/30/2029<br>| 397000 | 424257 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/12/2031, <br>4.71% <sup>(C)</sup>, 03/12/2032<br>| 1363000 | 1353823 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/18/2036, <br>5.31% <sup>(C)</sup>, 01/18/2041<br>| 1061000 | 1024207 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/19/2034, <br>5.83% <sup>(C)</sup>, 04/19/2035<br>| 890000 | 923987 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/01/2034, <br>5.78% <sup>(C)</sup>, 03/01/2035<br>| 1255000 | 1297336 |
| PNC Financial Services Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/25/2036, <br>5.42% <sup>(C)</sup>, 01/25/2041<br>| 660000 | 646568 |
| &nbsp;&nbsp;&nbsp; Fixed until 08/18/2033, <br>5.94% <sup>(C)</sup>, 08/18/2034<br>| 235000 | 246122 |
| UBS Group AG |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 08/10/2031, <br>4.59% <sup>(C)</sup>, 08/10/2032 <sup>(B)</sup> <br>| 713000 | 700792 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/24/2030, <br>5.24% <sup>(C)</sup>, 01/24/2031<br>| 913000 | 930695 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/23/2035, <br>5.61% <sup>(C)</sup>, 04/23/2036<br>| 1024000 | 1047887 |
|  |  | 28143463 |
| **Beverages - 0.1%**  | **Beverages - 0.1%**  | **Beverages - 0.1%**  |
| Anheuser-Busch InBev Worldwide, Inc. |  |  |
| 4.44%, 10/06/2048 | 849000 | 711836 |
| Constellation Brands, Inc. |  |  |
| 4.95%, 11/01/2035 | 649000 | 626497 |
|  |  | 1338333 |
| **Biotechnology - 0.3%**  | **Biotechnology - 0.3%**  | **Biotechnology - 0.3%**  |
| Amgen, Inc. |  |  |
| 2.80%, 08/15/2041 | 488000 | 351674 |
| 5.60%, 03/02/2043 | 468000 | 461278 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Biotechnology (continued)** | **Biotechnology (continued)** | **Biotechnology (continued)** |
| CSL Finance PLC |  |  |
| 4.63%, 04/27/2042 <sup>(B)</sup> <br>| $488000 | $430653 |
| Gilead Sciences, Inc. |  |  |
| 5.10%, 06/15/2035 | 827000 | 835526 |
| Royalty Pharma PLC |  |  |
| 2.20%, 09/02/2030 | 649000 | 584543 |
| 5.20%, 09/25/2035 | 532000 | 525048 |
|  |  | 3188722 |
| **Building Products - 0.2%**  | **Building Products - 0.2%**  | **Building Products - 0.2%**  |
| Amrize Finance U.S. LLC |  |  |
| 4.75%, 09/22/2046 | 277000 | 240207 |
| 5.40%, 04/07/2035 | 562000 | 571492 |
| Carlisle Cos., Inc. |  |  |
| 5.25%, 09/15/2035 | 351000 | 350980 |
| Owens Corning |  |  |
| 4.30%, 07/15/2047 | 817000 | 648208 |
| Vulcan Materials Co. |  |  |
| 5.35%, 12/01/2034 | 647000 | 657310 |
|  |  | 2468197 |
| **Capital Markets - 0.1%**  | **Capital Markets - 0.1%**  | **Capital Markets - 0.1%**  |
| Ares Capital Corp. |  |  |
| 5.25%, 04/12/2031 | 1340000 | 1295364 |
| Blackstone Secured Lending Fund |  |  |
| 5.25%, 09/04/2029 | 373000 | 365455 |
|  |  | 1660819 |
| **Chemicals - 0.1%**  | **Chemicals - 0.1%**  | **Chemicals - 0.1%**  |
| CF Industries, Inc. |  |  |
| 5.30%, 11/26/2035 | 534000 | 531844 |
| OCP SA |  |  |
| 6.75%, 05/02/2034 <sup>(B)</sup> <br>| 565000 | 587779 |
| Westlake Corp. |  |  |
| 5.55%, 11/15/2035 <sup>(D)</sup> <br>| 633000 | 630931 |
|  |  | 1750554 |
| **Commercial Services & Supplies - 0.4%**  | **Commercial Services & Supplies - 0.4%**  | **Commercial Services & Supplies - 0.4%**  |
| ADT Security Corp. |  |  |
| 4.13%, 08/01/2029 <sup>(B)</sup> <br>| 544000 | 519710 |
| Ashtead Capital, Inc. |  |  |
| 5.55%, 05/30/2033 <sup>(B)</sup> <br>| 801000 | 808813 |
| Eaton Corp. |  |  |
| 4.80%, 03/06/2036 | 494000 | 487722 |
| Element Fleet Management Corp. |  |  |
| 5.04%, 03/25/2030 <sup>(B)</sup> <br>| 1032000 | 1041498 |
| Herc Holdings, Inc. |  |  |
| 7.00%, 06/15/2030 <sup>(B)</sup> <br>| 506000 | 518837 |
| Quanta Services, Inc. |  |  |
| 2.90%, 10/01/2030 | 616000 | 571371 |
| 5.25%, 08/09/2034 | 286000 | 287713 |
| Triton Container International Ltd./TAL <br> International Container Corp. |  |  |
| 5.15%, 02/15/2033 | 343000 | 335841 |
| Veralto Corp. |  |  |
| 5.45%, 09/18/2033 | 481000 | 491188 |
|  |  | 5062693 |

---

**Transamerica Series Trust**

**Page 4**

------

**Transamerica Multi-Managed Balanced VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Communications Equipment - 0.4%**  | **Communications Equipment - 0.4%**  | **Communications Equipment - 0.4%**  |
| America Movil SAB de CV |  |  |
| 4.38%, 07/16/2042 | $250000 | $215200 |
| NTT Finance Corp. |  |  |
| 4.62%, 07/16/2028 <sup>(B)</sup> <br>| 626000 | 628380 |
| Orange SA |  |  |
| 4.75%, 01/13/2033 <sup>(B)</sup> <br>| 479000 | 473646 |
| T-Mobile USA, Inc. |  |  |
| 3.50%, 04/15/2031 | 830000 | 784996 |
| 3.88%, 04/15/2030 | 550000 | 535629 |
| 5.00%, 02/15/2036 | 951000 | 936654 |
| Verizon Communications, Inc. |  |  |
| 2.99%, 10/30/2056 | 1334000 | 782826 |
| 4.75%, 01/15/2033 | 481000 | 475054 |
|  |  | 4832385 |
| **Construction & Engineering - 0.0% \*** | **Construction & Engineering - 0.0% \*** | **Construction & Engineering - 0.0% \*** |
| Sitios Latinoamerica SAB de CV |  |  |
| 6.00%, 11/25/2029 <sup>(B)</sup> <br>| 613000 | 617291 |
| **Consumer Staples Distribution & Retail - 0.1%**  | **Consumer Staples Distribution & Retail - 0.1%**  | **Consumer Staples Distribution & Retail - 0.1%**  |
| 7-Eleven, Inc. |  |  |
| 1.80%, 02/10/2031 <sup>(B)</sup> <br>| 949000 | 821498 |
| **Containers & Packaging - 0.0% \*** | **Containers & Packaging - 0.0% \*** | **Containers & Packaging - 0.0% \*** |
| Sonoco Products Co. |  |  |
| 5.75%, 11/01/2040 | 268000 | 267027 |
| **Diversified REITs - 0.4%**  | **Diversified REITs - 0.4%**  | **Diversified REITs - 0.4%**  |
| American Tower Trust #1 |  |  |
| 3.65%, 03/15/2048 <sup>(B)</sup> <br>| 716000 | 708236 |
| GLP Capital LP/GLP Financing II, Inc. |  |  |
| 5.25%, 02/15/2033 | 710000 | 695969 |
| 5.63%, 03/01/2036 | 815000 | 792667 |
| Safehold GL Holdings LLC |  |  |
| 6.10%, 04/01/2034 <sup>(D)</sup> <br>| 842000 | 884770 |
| SBA Tower Trust |  |  |
| 1.63%, 05/15/2051 <sup>(B)</sup> <br>| 848000 | 834144 |
| VICI Properties LP |  |  |
| 4.95%, 02/15/2030 | 1011000 | 1009383 |
|  |  | 4925169 |
| **Electric Utilities - 0.7%**  | **Electric Utilities - 0.7%**  | **Electric Utilities - 0.7%**  |
| Chile Electricity Lux MPC II SARL |  |  |
| 5.58%, 10/20/2035 <sup>(B)</sup> <br>| 1007808 | 1012134 |
| CMS Energy Corp. |  |  |
| 4.88%, 03/01/2044 | 145000 | 127311 |
| Constellation Energy Generation LLC |  |  |
| 5.88%, 01/15/2066 | 546000 | 524190 |
| Duke Energy Corp. |  |  |
| 3.75%, 09/01/2046 | 1430000 | 1055210 |
| 4.95%, 09/15/2035 | 1288000 | 1255600 |
| Duke Energy Indiana LLC |  |  |
| 4.95%, 03/15/2036 | 270000 | 265802 |
| Edison International |  |  |
| 4.80%, 03/15/2031 | 1256000 | 1226070 |
| NRG Energy, Inc. |  |  |
| 6.00%, 02/01/2033 <sup>(B)</sup> <br>| 181000 | 181046 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Pacific Gas & Electric Co. |  |  |
| 2.50%, 02/01/2031 | $802000 | $718756 |
| Vistra Operations Co. LLC |  |  |
| 5.25%, 10/15/2035 <sup>(B)</sup> <br>| 1315000 | 1277025 |
| 5.35%, 01/31/2036 <sup>(B)</sup> <br>| 966000 | 944935 |
| 6.88%, 04/15/2032 <sup>(B)</sup> <br>| 596000 | 616829 |
|  |  | 9204908 |
| **Electrical Equipment - 0.0% \*** | **Electrical Equipment - 0.0% \*** | **Electrical Equipment - 0.0% \*** |
| WESCO Distribution, Inc. |  |  |
| 5.25%, 04/15/2031 <sup>(B)</sup> <br>| 112000 | 111332 |
| **Electronic Equipment, Instruments & Components - 0.3%**  | **Electronic Equipment, Instruments & Components - 0.3%**  | **Electronic Equipment, Instruments & Components - 0.3%**  |
| Arrow Electronics, Inc. |  |  |
| 5.88%, 04/10/2034 | 423000 | 433621 |
| Hubbell, Inc. |  |  |
| 4.80%, 11/15/2035 | 970000 | 944639 |
| Keysight Technologies, Inc. |  |  |
| 4.95%, 10/15/2034 | 343000 | 339411 |
| Sensata Technologies, Inc. |  |  |
| 4.38%, 02/15/2030 <sup>(B)</sup> <br>| 697000 | 666564 |
| Tyco Electronics Group SA |  |  |
| 5.00%, 05/09/2035 | 1053000 | 1049502 |
|  |  | 3433737 |
| **Financial Services - 0.8%**  | **Financial Services - 0.8%**  | **Financial Services - 0.8%**  |
| AerCap Ireland Capital DAC/AerCap <br> Global Aviation Trust |  |  |
| 4.75%, 01/15/2033 | 1139000 | 1107062 |
| Ally Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/15/2028, <br>5.74% <sup>(C)</sup>, 05/15/2029<br>| 247000 | 250852 |
| Avolon Holdings Funding Ltd. |  |  |
| 5.75%, 11/15/2029 <sup>(B)</sup> <br>| 1226000 | 1256208 |
| Blackstone Reg Finance Co. LLC |  |  |
| 4.95%, 02/15/2036 | 404000 | 389905 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/11/2035, <br>5.20% <sup>(C)</sup>, 09/11/2036<br>| 1232000 | 1194337 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/30/2036, <br>5.40% <sup>(C)</sup>, 01/30/2037<br>| 609000 | 596739 |
| &nbsp;&nbsp;&nbsp; Fixed until 07/26/2034, <br>5.88% <sup>(C)</sup>, 07/26/2035<br>| 1298000 | 1329474 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/30/2035, <br>6.18% <sup>(C)</sup>, 01/30/2036<br>| 270000 | 274632 |
| Gabx Leasing LLC |  |  |
| 5.30%, 04/15/2036 <sup>(B)</sup> <br>| 493000 | 483931 |
| LPL Holdings, Inc. |  |  |
| 5.70%, 05/20/2027 | 419000 | 422869 |
| Rocket Cos., Inc. |  |  |
| 6.13%, 08/01/2030 <sup>(B)</sup> <br>| 688000 | 694348 |
| TPG Operating Group II LP |  |  |
| 4.88%, 05/15/2031 | 674000 | 661044 |
| UWM Holdings LLC |  |  |
| 6.25%, 03/15/2031 <sup>(B)</sup> <br>| 726000 | 661158 |
| 6.63%, 02/01/2030 <sup>(B)</sup> <br>| 567000 | 534778 |
|  |  | 9857337 |

---

**Transamerica Series Trust**

**Page 5**

------

**Transamerica Multi-Managed Balanced 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 - 0.9%**  | **Food Products - 0.9%**  | **Food Products - 0.9%**  |
| Albertsons Cos., Inc./Safeway, Inc./New <br> Albertsons LP |  |  |
| 5.75%, 03/31/2034 <sup>(B)</sup> <br>| $974000 | $952909 |
| 6.25%, 03/15/2033 <sup>(B)</sup> <br>| 136000 | 136912 |
| BAT Capital Corp. |  |  |
| 4.54%, 08/15/2047 | 940000 | 763217 |
| 5.63%, 08/15/2035 | 977000 | 1004806 |
| Bunge Ltd. Finance Corp. |  |  |
| 5.15%, 08/04/2035 | 1238000 | 1232695 |
| Cargill, Inc. |  |  |
| 5.13%, 02/11/2035 <sup>(B)</sup> <br>| 770000 | 780251 |
| Imperial Brands Finance PLC |  |  |
| 5.63%, 07/01/2035 <sup>(B)</sup> <br>| 1075000 | 1084082 |
| J.M. Smucker Co. |  |  |
| 6.50%, 11/15/2043 | 411000 | 428372 |
| JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings |  |  |
| 5.50%, 01/15/2036 | 1362000 | 1362627 |
| Kroger Co. |  |  |
| 5.00%, 09/15/2034 | 515000 | 508492 |
| Philip Morris International, Inc. |  |  |
| 4.63%, 10/29/2035 | 1219000 | 1172642 |
| Pilgrim's Pride Corp. |  |  |
| 6.88%, 05/15/2034 | 643000 | 694159 |
| Sysco Corp. |  |  |
| 5.40%, 03/23/2035 | 539000 | 535081 |
|  |  | 10656245 |
| **Health Care Equipment & Supplies - 0.1%**  | **Health Care Equipment & Supplies - 0.1%**  | **Health Care Equipment & Supplies - 0.1%**  |
| Abbott Laboratories |  |  |
| 4.75%, 03/15/2038 | 665000 | 644855 |
| Alcon Finance Corp. |  |  |
| 5.75%, 12/06/2052 <sup>(B)</sup> <br>| 262000 | 257199 |
| Baxter International, Inc. |  |  |
| 5.65%, 12/15/2035 | 629000 | 614296 |
| GE HealthCare Technologies, Inc. |  |  |
| 4.95%, 12/15/2035 | 322000 | 315652 |
|  |  | 1832002 |
| **Health Care Providers & Services - 0.6%**  | **Health Care Providers & Services - 0.6%**  | **Health Care Providers & Services - 0.6%**  |
| Centene Corp. |  |  |
| 3.38%, 02/15/2030 | 722000 | 652210 |
| Cigna Group |  |  |
| 2.40%, 03/15/2030 | 537000 | 496072 |
| 5.25%, 01/15/2036 | 899000 | 900159 |
| Elevance Health, Inc. |  |  |
| 5.70%, 09/15/2055 | 606000 | 576240 |
| HCA, Inc. |  |  |
| 4.90%, 11/15/2035 | 1014000 | 980345 |
| 6.00%, 04/01/2054 | 679000 | 655373 |
| Health Care Service Corp. A Mutual Legal <br> Reserve Co. |  |  |
| 5.88%, 06/15/2054 <sup>(B)</sup> <br>| 312000 | 293435 |
| Humana, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 06/15/2031, <br>6.63% <sup>(C)</sup>, 09/15/2056<br>| 881000 | 846627 |

---

---

| | | |
|:---|:---|:---|
|  | **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)** |
| Laboratory Corp. of America Holdings |  |  |
| 4.80%, 10/01/2034 | $911000 | $886999 |
| UnitedHealth Group, Inc. |  |  |
| 5.15%, 07/15/2034 | 662000 | 667644 |
|  |  | 6955104 |
| **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 | 674000 | 658212 |
| **Hotels, Restaurants & Leisure - 0.3%**  | **Hotels, Restaurants & Leisure - 0.3%**  | **Hotels, Restaurants & Leisure - 0.3%**  |
| Carnival Corp. |  |  |
| 5.75%, 08/01/2032 <sup>(B)</sup> <br>| 435000 | 434859 |
| 6.13%, 02/15/2033 <sup>(B)</sup> <br>| 639000 | 645406 |
| Hyatt Hotels Corp. |  |  |
| 5.40%, 12/15/2035 | 600000 | 587681 |
| Marriott International, Inc. |  |  |
| 5.10%, 05/01/2038 | 773000 | 734884 |
| MGM Resorts International |  |  |
| 6.13%, 09/15/2029 | 891000 | 896279 |
| Royal Caribbean Cruises Ltd. |  |  |
| 5.25%, 02/27/2038 | 1042000 | 991270 |
|  |  | 4290379 |
| **Household Durables - 0.0% \*** | **Household Durables - 0.0% \*** | **Household Durables - 0.0% \*** |
| Whirlpool Corp. |  |  |
| 6.13%, 06/15/2030 | 335000 | 327086 |
| **Insurance - 0.6%**  | **Insurance - 0.6%**  | **Insurance - 0.6%**  |
| American International Group, Inc. |  |  |
| 5.45%, 05/07/2035 | 400000 | 407991 |
| Brown & Brown, Inc. |  |  |
| 5.25%, 06/23/2032 | 284000 | 283214 |
| 5.55%, 06/23/2035 | 1094000 | 1092547 |
| Constellation Insurance, Inc. |  |  |
| 6.80%, 01/24/2030 <sup>(B)</sup> <br>| 2287000 | 2289752 |
| Fortitude Group Holdings LLC |  |  |
| 6.25%, 04/01/2030 <sup>(B)</sup> <br>| 378000 | 384941 |
| Muenchener Rueckversicherungs-<br> Gesellschaft AG |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/23/2031, <br>5.88% <sup>(C)</sup>, 05/23/2042 <sup>(B)</sup> <br>| 800000 | 817516 |
| Prudential Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/01/2030, <br>3.70% <sup>(C)</sup>, 10/01/2050<br>| 953000 | 865739 |
| RenaissanceRe Holdings Ltd. |  |  |
| 5.80%, 04/01/2035 | 204000 | 208653 |
| RGA Global Funding |  |  |
| 5.05%, 12/06/2031 <sup>(B)</sup> <br>| 1258000 | 1258166 |
|  |  | 7608519 |
| **Internet & Catalog Retail - 0.3%**  | **Internet & Catalog Retail - 0.3%**  | **Internet & Catalog Retail - 0.3%**  |
| AppLovin Corp. |  |  |
| 5.50%, 12/01/2034 | 777000 | 770567 |
| Expedia Group, Inc. |  |  |
| 5.40%, 02/15/2035 <sup>(D)</sup> <br>| 1051000 | 1042662 |
| Meta Platforms, Inc. |  |  |
| 4.20%, 11/15/2030 | 1055000 | 1044763 |

---

**Transamerica Series Trust**

**Page 6**

------

**Transamerica Multi-Managed Balanced VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Internet & Catalog Retail (continued)** | **Internet & Catalog Retail (continued)** | **Internet & Catalog Retail (continued)** |
| Uber Technologies, Inc. |  |  |
| 4.80%, 09/15/2034 | $386000 | $377897 |
|  |  | 3235889 |
| **IT Services - 0.2%**  | **IT Services - 0.2%**  | **IT Services - 0.2%**  |
| Crowdstrike Holdings, Inc. |  |  |
| 3.00%, 02/15/2029 | 221000 | 210221 |
| Dell International LLC/EMC Corp. |  |  |
| 4.85%, 02/01/2035 | 998000 | 965615 |
| Hewlett Packard Enterprise Co. |  |  |
| 5.00%, 10/15/2034 | 1013000 | 980571 |
|  |  | 2156407 |
| **Machinery - 0.2%**  | **Machinery - 0.2%**  | **Machinery - 0.2%**  |
| Eaton Capital ULC |  |  |
| 4.45%, 05/09/2030 | 446000 | 445620 |
| Huntington Ingalls Industries, Inc. |  |  |
| 2.04%, 08/16/2028 | 1134000 | 1073911 |
| Ingersoll Rand, Inc. |  |  |
| 5.45%, 06/15/2034 | 626000 | 639193 |
|  |  | 2158724 |
| **Media - 0.1%**  | **Media - 0.1%**  | **Media - 0.1%**  |
| &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br>Operating Capital |  |  |
| 5.75%, 04/01/2048 | 661000 | 551274 |
| Comcast Corp. |  |  |
| 2.94%, 11/01/2056 | 413000 | 228787 |
| NBCUniversal Media LLC |  |  |
| 4.45%, 01/15/2043 | 614000 | 509816 |
|  |  | 1289877 |
| **Metals & Mining - 0.1%**  | **Metals & Mining - 0.1%**  | **Metals & Mining - 0.1%**  |
| Anglo American Capital PLC |  |  |
| 4.50%, 03/15/2028 <sup>(B)</sup> <br>| 845000 | 845020 |
| Glencore Funding LLC |  |  |
| 2.63%, 09/23/2031 <sup>(B)</sup> <br>| 811000 | 722732 |
|  |  | 1567752 |
| **Mortgage Real Estate Investment Trusts - 0.0% \*** | **Mortgage Real Estate Investment Trusts - 0.0% \*** | **Mortgage Real Estate Investment Trusts - 0.0% \*** |
| Starwood Property Trust, Inc. |  |  |
| 6.00%, 04/15/2030 <sup>(B)</sup> <br>| 400000 | 399224 |
| **Office REITs - 0.0% \*** | **Office REITs - 0.0% \*** | **Office REITs - 0.0% \*** |
| Boston Properties LP |  |  |
| 5.75%, 01/15/2035 | 614000 | 610629 |
| **Oil, Gas & Consumable Fuels - 1.6%**  | **Oil, Gas & Consumable Fuels - 1.6%**  | **Oil, Gas & Consumable Fuels - 1.6%**  |
| Cheniere Energy Partners LP |  |  |
| 5.95%, 06/30/2033 | 1278000 | 1339741 |
| Diamondback Energy, Inc. |  |  |
| 5.40%, 04/18/2034 | 1109000 | 1125853 |
| Ecopetrol SA |  |  |
| 7.75%, 02/01/2032 | 686000 | 692767 |
| Enbridge, Inc. |  |  |
| 4.90%, 06/20/2030 | 702000 | 709348 |
| 5.45%, 03/27/2036 | 306000 | 308637 |
| 5.63%, 04/05/2034 | 926000 | 955159 |

---

---

| | | |
|:---|:---|:---|
|  | **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)** |
| Energy Transfer LP |  |  |
| 5.55%, 02/15/2028 | $429000 | $437203 |
| 5.95%, 10/01/2043 | 473000 | 459848 |
| Equinor ASA |  |  |
| 4.75%, 11/14/2035 | 1491000 | 1468065 |
| Greensaif Pipelines Bidco SARL |  |  |
| 5.85%, 02/23/2036 <sup>(B)</sup> <br>| 517000 | 518149 |
| Gulfstream Natural Gas System LLC |  |  |
| 5.60%, 07/23/2035 <sup>(B)</sup> <br>| 465000 | 470860 |
| Hess Midstream Operations LP |  |  |
| 6.50%, 06/01/2029 <sup>(B)</sup> <br>| 530000 | 541408 |
| ONEOK, Inc. |  |  |
| 6.10%, 11/15/2032 | 998000 | 1051371 |
| Ovintiv, Inc. |  |  |
| 6.50%, 08/15/2034 | 844000 | 899486 |
| Petroleos Mexicanos |  |  |
| 6.50%, 01/23/2029 | 656000 | 657574 |
| 6.84%, 01/23/2030 | 596000 | 597316 |
| 7.69%, 01/23/2050 | 166000 | 143754 |
| Repsol E&P Capital Markets U.S. LLC |  |  |
| 5.98%, 09/16/2035 <sup>(B)</sup> <br>| 1024000 | 1042359 |
| Sabine Pass Liquefaction LLC |  |  |
| 4.20%, 03/15/2028 | 651000 | 648297 |
| Saudi Arabian Oil Co. |  |  |
| 5.00%, 02/02/2036 <sup>(B)</sup> <br>| 1050000 | 1008422 |
| Sunoco LP |  |  |
| 5.63%, 03/15/2031 <sup>(B)</sup> <br>| 172000 | 171211 |
| TotalEnergies Capital USA LLC |  |  |
| 4.57%, 01/13/2033 | 1143000 | 1131428 |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| 5.10%, 03/15/2036 <sup>(B)</sup> <br>| 735000 | 728512 |
| Venture Global Plaquemines LNG LLC |  |  |
| 7.75%, 05/01/2035 <sup>(B)</sup> <br>| 1288000 | 1443562 |
| Western Midstream Operating LP |  |  |
| 6.15%, 04/01/2033 | 668000 | 697178 |
| Williams Cos., Inc. |  |  |
| 5.40%, 03/04/2044 | 82000 | 76264 |
|  |  | 19323772 |
| **Paper & Forest Products - 0.0% \*** | **Paper & Forest Products - 0.0% \*** | **Paper & Forest Products - 0.0% \*** |
| Georgia-Pacific LLC |  |  |
| 4.95%, 06/30/2032 <sup>(B)</sup> <br>| 554000 | 559543 |
| **Passenger Airlines - 0.1%**  | **Passenger Airlines - 0.1%**  | **Passenger Airlines - 0.1%**  |
| American Airlines Pass-Through Trust |  |  |
| 3.20%, 12/15/2029 | 337858 | 329162 |
| Southwest Airlines Co. |  |  |
| 4.38%, 11/15/2028 | 1087000 | 1072912 |
| United Airlines Pass-Through Trust |  |  |
| 3.75%, 03/03/2028 | 485987 | 484808 |
|  |  | 1886882 |
| **Pharmaceuticals - 0.5%**  | **Pharmaceuticals - 0.5%**  | **Pharmaceuticals - 0.5%**  |
| Bayer U.S. Finance II LLC |  |  |
| 5.50%, 07/30/2035 <sup>(B)</sup> <br>| 802000 | 792685 |
| Bristol-Myers Squibb Co. |  |  |
| 5.65%, 02/22/2064 | 327000 | 316827 |

---

**Transamerica Series Trust**

**Page 7**

------

**Transamerica Multi-Managed Balanced VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Cencora, Inc. |  |  |
| 4.90%, 02/13/2036 | $489000 | $479095 |
| CVS Health Corp. |  |  |
| 5.45%, 09/15/2035 | 1015000 | 1018947 |
| 6.00%, 06/01/2044 | 744000 | 732482 |
| &nbsp;&nbsp;&nbsp; Fixed until 12/10/2029, <br>7.00% <sup>(C)</sup>, 03/10/2055<br>| 1078000 | 1110974 |
| Merck & Co., Inc. |  |  |
| 5.00%, 05/17/2053 | 329000 | 296497 |
| Pfizer Investment Enterprises Pte. Ltd. |  |  |
| 5.11%, 05/19/2043 | 592000 | 558608 |
| Takeda U.S. Financing, Inc. |  |  |
| 5.20%, 07/07/2035 | 964000 | 964072 |
|  |  | 6270187 |
| **Residential REITs - 0.1%**  | **Residential REITs - 0.1%**  | **Residential REITs - 0.1%**  |
| American Homes 4 Rent LP |  |  |
| 5.50%, 02/01/2034 | 684000 | 689985 |
| **Retail REITs - 0.1%**  | **Retail REITs - 0.1%**  | **Retail REITs - 0.1%**  |
| Store Capital LLC |  |  |
| 4.95%, 02/11/2031 <sup>(B)</sup> <br>| 821000 | 813847 |
| **Semiconductors & Semiconductor Equipment - 0.7%**  | **Semiconductors & Semiconductor Equipment - 0.7%**  | **Semiconductors & Semiconductor Equipment - 0.7%**  |
| Broadcom, Inc. |  |  |
| 3.14%, 11/15/2035 <sup>(B)</sup> <br>| 859000 | 729794 |
| 4.95%, 01/15/2036 | 849000 | 837327 |
| Foundry JV Holdco LLC |  |  |
| 5.88%, 01/25/2034 <sup>(B)</sup> <br>| 957000 | 968960 |
| 5.90%, 01/25/2033 <sup>(B)</sup> <br>| 582000 | 598361 |
| Intel Corp. |  |  |
| 4.80%, 10/01/2041 | 786000 | 687077 |
| Kioxia Holdings Corp. |  |  |
| 6.25%, 07/24/2030 <sup>(B)</sup> <br>| 1520000 | 1544516 |
| Microchip Technology, Inc. |  |  |
| 5.05%, 03/15/2029 | 810000 | 821761 |
| Micron Technology, Inc. |  |  |
| 5.30%, 01/15/2031 | 833000 | 871914 |
| NXP BV/NXP Funding LLC/NXP USA, Inc. |  |  |
| 3.25%, 11/30/2051 | 563000 | 360838 |
| 5.25%, 08/19/2035 | 892000 | 889297 |
|  |  | 8309845 |
| **Software - 0.5%**  | **Software - 0.5%**  | **Software - 0.5%**  |
| Fair Isaac Corp. |  |  |
| 6.25%, 09/15/2034 <sup>(B)</sup> <br>| 562000 | 552745 |
| Fidelity National Information Services, Inc. |  |  |
| 4.80%, 03/10/2031 | 806000 | 799674 |
| Fiserv, Inc. |  |  |
| 5.45%, 03/02/2028 | 692000 | 701829 |
| Intuit, Inc. |  |  |
| 5.50%, 09/15/2053 | 321000 | 295251 |
| Oracle Corp. |  |  |
| 5.70%, 02/04/2036 | 856000 | 823034 |
| 5.88%, 09/26/2045 | 670000 | 578037 |
| 5.95%, 09/26/2055 | 258000 | 217048 |
| 6.90%, 11/09/2052 | 787000 | 743029 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Roper Technologies, Inc. |  |  |
| 4.90%, 10/15/2034 | $723000 | $698090 |
| Salesforce, Inc. |  |  |
| 5.55%, 03/15/2036 | 540000 | 538320 |
| Synopsys, Inc. |  |  |
| 5.15%, 04/01/2035 | 509000 | 509973 |
| 5.70%, 04/01/2055 | 365000 | 348970 |
|  |  | 6806000 |
| **Transportation Infrastructure - 0.4%**  | **Transportation Infrastructure - 0.4%**  | **Transportation Infrastructure - 0.4%**  |
| Avolon Holdings Funding Ltd. |  |  |
| 4.90%, 10/10/2030 <sup>(B)</sup> <br>| 1094000 | 1086378 |
| Canadian Pacific Railway Co. |  |  |
| 2.45%, 12/02/2031 | 1775000 | 1577090 |
| FedEx Freight Holding Co., Inc. |  |  |
| 5.25%, 03/15/2036 <sup>(B)</sup> <br>| 465000 | 449882 |
| GXO Logistics, Inc. |  |  |
| 2.65%, 07/15/2031 | 1253000 | 1115304 |
| 6.50%, 05/06/2034 | 482000 | 505794 |
| United Parcel Service, Inc. |  |  |
| 5.25%, 05/14/2035 <sup>(D)</sup> <br>| 509000 | 520175 |
|  |  | 5254623 |
| &nbsp;&nbsp; **Total Corporate Debt Securities** <br>**(Cost $183,174,439)**<br>|  | 179677750 |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS - 10.0%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 10.0%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 10.0%**  |
| Federal Home Loan Mortgage Corp. |  |  |
| 5.00%, 08/01/2035 | 120981 | 122460 |
| 5.50%, 07/01/2037 - 07/01/2053 | 3340454 | 3368854 |
| 6.00%, 12/01/2037 | 11241 | 11773 |
| Federal National Mortgage Association |  |  |
| 3.50%, 07/01/2028 - 01/01/2029 | 38169 | 37811 |
| 4.00%, 06/01/2042 | 37314 | 36039 |
| 4.50%, 06/01/2026 - 08/01/2052 | 2268077 | 2198583 |
| 5.00%, 04/01/2039 - 02/01/2054 | 10948430 | 10867285 |
| 5.50%, 04/01/2037 - 03/01/2053 | 2473750 | 2502453 |
| 6.00%, 08/01/2036 - 06/01/2054 | 2982094 | 3055719 |
| 6.50%, 05/01/2040 | 37877 | 40150 |
| 1-Year RFUCC Treasury + 1.52%, |  |  |
| 5.77% <sup>(C)</sup>, 02/01/2043 | 8091 | 8274 |
| &nbsp;&nbsp; Government National Mortgage <br> Association REMICS, Interest Only <br>STRIPS |  |  |
| 0.64% <sup>(C)</sup>, 02/16/2053 | 226535 | 3325 |
| Tennessee Valley Authority |  |  |
| 5.88%, 04/01/2036 | 1170000 | 1297036 |
| Uniform Mortgage-Backed Security, TBA |  |  |
| 2.00%, 04/01/2041 - 04/01/2056 <sup>(E)</sup> <br>| 10512000 | 8739824 |
| 2.50%, 04/01/2041 - 04/01/2056 <sup>(E)</sup> <br>| 26741000 | 22649172 |
| 3.00%, 04/01/2041 - 04/01/2056 <sup>(E)</sup> <br>| 19683000 | 17406299 |
| 3.50%, 04/01/2041 - 04/01/2056 <sup>(E)</sup> <br>| 10151000 | 9418521 |
| 4.00%, 04/01/2056 <sup>(E)</sup> <br>| 11028000 | 10405179 |
| 4.50%, 04/01/2056 <sup>(E)</sup> <br>| 11085000 | 10697088 |
| 5.00%, 04/01/2056 <sup>(E)</sup> <br>| 5593000 | 5515406 |

---

**Transamerica Series Trust**

**Page 8**

------

**Transamerica Multi-Managed Balanced 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; Uniform Mortgage-Backed Security, <br> TBA (continued)<br>|  |  |
| 5.50%, 04/01/2056 <sup>(E)</sup> <br>| $10236000 | $10283146 |
| 6.00%, 04/01/2056 <sup>(E)</sup> <br>| 5779000 | 5890697 |
| &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $125,975,223)** | &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $125,975,223)** | 124555094 |
| **U.S. GOVERNMENT OBLIGATIONS - 9.2%**  | **U.S. GOVERNMENT OBLIGATIONS - 9.2%**  | **U.S. GOVERNMENT OBLIGATIONS - 9.2%**  |
| **U.S. Treasury - 8.2%**  | **U.S. Treasury - 8.2%**  | **U.S. Treasury - 8.2%**  |
| U.S. Treasury Bonds |  |  |
| 1.25%, 05/15/2050 | 1883000 | 893616 |
| 1.38%, 08/15/2050 | 1131000 | 553041 |
| 1.88%, 11/15/2051 | 766000 | 420791 |
| 2.00%, 02/15/2050 | 1654000 | 962938 |
| 2.25%, 05/15/2041 - 02/15/2052 | 5571000 | 3605647 |
| 2.38%, 05/15/2051 | 2232000 | 1396308 |
| 2.50%, 02/15/2045 - 05/15/2046 | 3147300 | 2180476 |
| 2.75%, 08/15/2047 - 11/15/2047 | 3370000 | 2381065 |
| 2.88%, 05/15/2049 | 1936900 | 1377015 |
| 3.00%, 11/15/2045 - 08/15/2052 | 6844300 | 4983033 |
| 3.13%, 05/15/2048 | 63000 | 47410 |
| 3.63%, 02/15/2053 - 05/15/2053 | 2491000 | 1998473 |
| 4.00%, 11/15/2052 | 2317000 | 1990719 |
| 4.13%, 08/15/2053 | 1527000 | 1339107 |
| 4.25%, 02/15/2054 - 08/15/2054 | 1981500 | 1774822 |
| 4.50%, 11/15/2054 | 726000 | 678243 |
| 4.63%, 05/15/2044 - 11/15/2055 | 8289000 | 7944698 |
| 4.75%, 11/15/2053 - 08/15/2055 | 3939300 | 3834104 |
| 5.00%, 05/15/2045 | 677000 | 685806 |
| U.S. Treasury Notes |  |  |
| 0.63%, 05/15/2030 - 08/15/2030 | 8215000 | 7180511 |
| 1.50%, 02/15/2030 | 3067000 | 2806545 |
| 1.63%, 05/15/2031 | 3136300 | 2797065 |
| 2.63%, 02/15/2029 | 817000 | 790448 |
| 2.75%, 02/15/2028 | 2208000 | 2165651 |
| 3.13%, 11/15/2028 | 540000 | 530592 |
| 3.50%, 01/31/2028 - 02/28/2031 | 3541000 | 3513655 |
| 3.63%, 05/31/2028 - 09/30/2031 | 11009000 | 10864443 |
| 3.75%, 01/31/2031 - 08/31/2031 | 4246000 | 4196702 |
| 3.88%, 11/30/2027 - 12/31/2032 | 11096800 | 11065960 |
| 4.00%, 05/31/2030 - 11/15/2035 | 7192000 | 7198148 |
| 4.13%, 09/30/2027 - 02/15/2036 | 6209000 | 6201359 |
| 4.25%, 02/28/2031 - 03/31/2033 | 2204000 | 2226008 |
| 4.50%, 05/31/2029 | 1257000 | 1281354 |
|  |  | 101865753 |
| **U.S. Treasury Inflation-Protected Securities - 1.0%**  | **U.S. Treasury Inflation-Protected Securities - 1.0%**  | **U.S. Treasury Inflation-Protected Securities - 1.0%**  |
| U.S. Treasury Inflation-Protected Indexed <br> Bonds |  |  |
| 1.50%, 02/15/2053 | 2550254 | 1954131 |
| 2.50%, 01/15/2029 | 6243910 | 6476383 |
| U.S. Treasury Inflation-Protected Indexed <br> Notes |  |  |
| 0.13%, 07/15/2030 | 4208650 | 4005805 |
|  |  | 12436319 |
| &nbsp;&nbsp; **Total U.S. Government Obligations** <br>**(Cost $121,074,136)**<br>|  | 114302072 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES - 2.9%**  | **MORTGAGE-BACKED SECURITIES - 2.9%**  | **MORTGAGE-BACKED SECURITIES - 2.9%**  |
| Bank5 |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-5YR19, Class A3, <br>5.27%, 12/15/2058<br>| $1350000 | $1378793 |
| Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-V18, Class A3, <br>5.18%, 10/15/2058<br>| 1900000 | 1934750 |
| BRAVO Residential Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM3, Class A1, <br>6.19% <sup>(C)</sup>, 03/25/2064 <sup>(B)</sup> <br>| 545981 | 549224 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM3, Class A1, <br>5.57% <sup>(C)</sup>, 03/25/2065 <sup>(B)</sup> <br>| 1029493 | 1033857 |
| BX Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-ARIA, Class A, <br>5.03% <sup>(C)</sup>, 12/13/2042 <sup>(B)</sup> <br>| 1142000 | 1148013 |
| CIM Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-R6, Class A1, <br>1.43% <sup>(C)</sup>, 07/25/2061 <sup>(B)</sup> <br>| 1386817 | 1277110 |
| Citigroup Mortgage Loan Trust, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-RP1, Class A1, <br>3.00% <sup>(C)</sup>, 09/25/2064 <sup>(B)</sup> <br>| 84584 | 83484 |
| COLT Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A1, <br>6.13% <sup>(C)</sup>, 04/25/2069 <sup>(B)</sup> <br>| 537785 | 540787 |
| Cross Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-H8, Class A1, <br>5.00% <sup>(C)</sup>, 11/25/2070 <sup>(B)</sup> <br>| 578229 | 575316 |
| CSMC Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-RPL2, Class A1A, <br>1.11% <sup>(C)</sup>, 01/25/2060 <sup>(B)</sup> <br>| 1629908 | 1375963 |
| &nbsp;&nbsp;&nbsp; Series 2021-RPL6, Class A1, <br>2.00% <sup>(C)</sup>, 10/25/2060 <sup>(B)</sup> <br>| 1614463 | 1457284 |
| Deutsche Alt-A Securities Mortgage Loan <br> Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2007-RMP1, Class A2, <br>1-Month Term SOFR + 0.41%, <br>4.09% <sup>(C)</sup>, 12/25/2036<br>| 29475 | 27470 |
| ELP Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-ELP, Class A, <br>4.30% <sup>(C)</sup>, 11/13/2042 <sup>(B)</sup> <br>| 1805000 | 1783519 |
| GCAT Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM6, Class A1, <br>4.94% <sup>(C)</sup>, 10/25/2070 <sup>(B)</sup> <br>| 612338 | 608343 |
| &nbsp;&nbsp;&nbsp; Series 2026-NQM1, Class A1, <br>4.79% <sup>(C)</sup>, 12/25/2070 <sup>(B)</sup> <br>| 1283597 | 1270348 |
| Hudson Yards Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-SPRL, Class A, <br>5.47% <sup>(C)</sup>, 01/13/2040 <sup>(B)</sup> <br>| 1545000 | 1580948 |
| Manhattan West Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1MW, Class A, <br>2.13%, 09/10/2039 <sup>(B)</sup> <br>| 1300000 | 1252652 |
| MetLife Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-1A, Class A1A, <br>3.75% <sup>(C)</sup>, 04/25/2058 <sup>(B)</sup> <br>| 28644 | 28310 |
| Nationstar Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2013-A, Class A, <br>3.75% <sup>(C)</sup>, 12/25/2052 <sup>(B)</sup> <br>| 68342 | 65596 |
| New Residential Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2014-1A, Class A, <br>3.75% <sup>(C)</sup>, 01/25/2054 <sup>(B)</sup> <br>| 62062 | 60346 |
| &nbsp;&nbsp;&nbsp; Series 2014-2A, Class A3, <br>3.75% <sup>(C)</sup>, 05/25/2054 <sup>(B)</sup> <br>| 245841 | 234932 |

---

**Transamerica Series Trust**

**Page 9**

------

**Transamerica Multi-Managed Balanced 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; New Residential Mortgage Loan <br> Trust (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2014-3A, Class AFX3, <br>3.75% <sup>(C)</sup>, 11/25/2054 <sup>(B)</sup> <br>| $66990 | $64454 |
| &nbsp;&nbsp;&nbsp; Series 2015-2A, Class A1, <br>3.75% <sup>(C)</sup>, 08/25/2055 <sup>(B)</sup> <br>| 122590 | 119065 |
| &nbsp;&nbsp;&nbsp; Series 2016-2A, Class A1, <br>3.75% <sup>(C)</sup>, 11/26/2035 <sup>(B)</sup> <br>| 129443 | 125482 |
| &nbsp;&nbsp;&nbsp; Series 2016-3A, Class A1B, <br>3.25% <sup>(C)</sup>, 09/25/2056 <sup>(B)</sup> <br>| 223773 | 212000 |
| &nbsp;&nbsp;&nbsp; Series 2016-4A, Class A1, <br>3.75% <sup>(C)</sup>, 11/25/2056 <sup>(B)</sup> <br>| 290151 | 278011 |
| &nbsp;&nbsp;&nbsp; Series 2017-1A, Class A1, <br>4.00% <sup>(C)</sup>, 02/25/2057 <sup>(B)</sup> <br>| 319467 | 310594 |
| &nbsp;&nbsp;&nbsp; Series 2017-2A, Class A3, <br>4.00% <sup>(C)</sup>, 03/25/2057 <sup>(B)</sup> <br>| 323137 | 313200 |
| &nbsp;&nbsp;&nbsp; Series 2017-3A, Class A1, <br>4.00% <sup>(C)</sup>, 04/25/2057 <sup>(B)</sup> <br>| 495532 | 478757 |
| &nbsp;&nbsp;&nbsp; Series 2017-4A, Class A1, <br>4.00% <sup>(C)</sup>, 05/25/2057 <sup>(B)</sup> <br>| 357877 | 345069 |
| &nbsp;&nbsp;&nbsp; Series 2018-1A, Class A1A, <br>4.00% <sup>(C)</sup>, 12/25/2057 <sup>(B)</sup> <br>| 379545 | 370141 |
| &nbsp;&nbsp;&nbsp; Series 2018-RPL1, Class A1, <br>3.50% <sup>(C)</sup>, 12/25/2057 <sup>(B)</sup> <br>| 206870 | 201300 |
| &nbsp;&nbsp;&nbsp; Series 2019-4A, Class A1B, <br>3.50% <sup>(C)</sup>, 12/25/2058 <sup>(B)</sup> <br>| 800146 | 748629 |
| &nbsp;&nbsp;&nbsp; Series 2019-5A, Class A1B, <br>3.50% <sup>(C)</sup>, 08/25/2059 <sup>(B)</sup> <br>| 847305 | 799780 |
| OBX Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM4, Class A1, <br>6.11% <sup>(C)</sup>, 03/25/2063 <sup>(B)</sup> <br>| 558427 | 557255 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM4, Class A1, <br>6.07% <sup>(C)</sup>, 01/25/2064 <sup>(B)</sup> <br>| 652894 | 656326 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM5, Class A1, <br>5.99% <sup>(C)</sup>, 01/25/2064 <sup>(B)</sup> <br>| 249831 | 251144 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM6, Class A1, <br>6.45% <sup>(C)</sup>, 02/25/2064 <sup>(B)</sup> <br>| 644566 | 650562 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM7, Class A1, <br>6.24% <sup>(C)</sup>, 03/25/2064 <sup>(B)</sup> <br>| 900146 | 907173 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM18, Class A1, <br>5.06% <sup>(C)</sup>, 09/25/2065 <sup>(B)</sup> <br>| 1109003 | 1105429 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM2, Class A1, <br>5.60% <sup>(C)</sup>, 11/25/2064 <sup>(B)</sup> <br>| 882922 | 887025 |
| Provident Funding Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-5, Class A2, <br>5.50% <sup>(C)</sup>, 11/25/2055 <sup>(B)</sup> <br>| 1307279 | 1300794 |
| Towd Point Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-4, Class A1, <br>2.75% <sup>(C)</sup>, 06/25/2057 <sup>(B)</sup> <br>| 239377 | 235505 |
| &nbsp;&nbsp;&nbsp; Series 2017-6, Class A1, <br>2.75% <sup>(C)</sup>, 10/25/2057 <sup>(B)</sup> <br>| 164295 | 162263 |
| &nbsp;&nbsp;&nbsp; Series 2018-1, Class A1, <br>3.00% <sup>(C)</sup>, 01/25/2058 <sup>(B)</sup> <br>| 36367 | 36191 |
| &nbsp;&nbsp;&nbsp; Series 2018-4, Class A1, <br>3.00% <sup>(C)</sup>, 06/25/2058 <sup>(B)</sup> <br>| 712085 | 673687 |
| &nbsp;&nbsp;&nbsp; Series 2019-1, Class A1, <br>3.75% <sup>(C)</sup>, 03/25/2058 <sup>(B)</sup> <br>| 1208098 | 1171111 |
| &nbsp;&nbsp;&nbsp; Series 2020-4, Class A1, <br>1.75%, 10/25/2060 <sup>(B)</sup> <br>| 1892704 | 1724997 |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A1, <br>2.25% <sup>(C)</sup>, 11/25/2061 <sup>(B)</sup> <br>| 1352315 | 1264674 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| Towd Point Mortgage Trust (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-4, Class A1, <br>3.75%, 09/25/2062 <sup>(B)</sup> <br>| $426868 | $406233 |
| &nbsp;&nbsp;&nbsp; Series 2023-1, Class A1, <br>3.75%, 01/25/2063 <sup>(B)</sup> <br>| 1703176 | 1627510 |
| &nbsp;&nbsp; **Total Mortgage-Backed Securities** <br>**(Cost $37,463,749)**<br>|  | 36251406 |
| **ASSET-BACKED SECURITIES - 2.2%**  | **ASSET-BACKED SECURITIES - 2.2%**  | **ASSET-BACKED SECURITIES - 2.2%**  |
| 321 Henderson Receivables VI LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2010-1A, Class A, <br>5.56%, 07/15/2059 <sup>(B)</sup> <br>| 86693 | 87147 |
| Accelerated LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1H, Class A, <br>1.35%, 10/20/2040 <sup>(B)</sup> <br>| 144974 | 135542 |
| AIMCO CLO |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-BA, Class AR3, <br>3-Month Term SOFR + 1.20%, <br>0.00% <sup>(C)</sup>, 04/16/2037 <sup>(B)</sup><sup>(E)</sup> <br>| 2350000 | 2350000 |
| Avis Budget Rental Car Funding <br> AESOP LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, <br>5.36%, 06/20/2030 <sup>(B)</sup> <br>| 1230000 | 1257021 |
| Barings Equipment Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-B, Class A3, <br>4.13%, 10/13/2032 <sup>(B)</sup> <br>| 2030000 | 2017517 |
| BXG Receivables Note Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-A, Class A, <br>5.77%, 11/15/2038 <sup>(B)</sup> <br>| 494594 | 500950 |
| First National Master Note Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-2, Class A, <br>5.77%, 09/15/2029<br>| 1375000 | 1385309 |
| GreatAmerica Leasing Receivables <br> Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-2, Class A3, <br>4.14%, 12/17/2029 <sup>(B)</sup> <br>| 2650000 | 2643215 |
| Hertz Vehicle Financing III LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-3A, Class A, <br>5.94%, 02/25/2028 <sup>(B)</sup> <br>| 1215000 | 1227551 |
| Hilton Grand Vacations Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A, <br>5.72%, 01/25/2038 <sup>(B)</sup> <br>| 368318 | 373322 |
| &nbsp;&nbsp;&nbsp; Series 2024-1B, Class A, <br>5.75%, 09/15/2039 <sup>(B)</sup> <br>| 213230 | 216614 |
| &nbsp;&nbsp;&nbsp; Series 2024-2A, Class A, <br>5.50%, 03/25/2038 <sup>(B)</sup> <br>| 278770 | 282763 |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class A, <br>4.98%, 08/27/2040 <sup>(B)</sup> <br>| 489003 | 490829 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A, <br>4.54%, 05/25/2044 <sup>(B)</sup> <br>| 960308 | 957245 |
| HINNT LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-A, Class A, <br>5.49%, 03/15/2043 <sup>(B)</sup> <br>| 631034 | 638440 |
| &nbsp;&nbsp;&nbsp; Series 2025-B, Class A, <br>4.51%, 05/15/2045 <sup>(B)</sup> <br>| 1672149 | 1663459 |
| ICG U.S. CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2014-1A, Class A1A3, <br>3-Month Term SOFR + 1.00%, <br>4.67% <sup>(C)</sup>, 10/20/2034 <sup>(B)</sup> <br>| 1400000 | 1399706 |

---

**Transamerica Series Trust**

**Page 10**

------

**Transamerica Multi-Managed Balanced VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| JG Wentworth XXII LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2010-3A, Class A, <br>3.82%, 12/15/2048 <sup>(B)</sup> <br>| $110412 | $109924 |
| JGWPT XXVIII LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2013-1A, Class A, <br>3.22%, 04/15/2067 <sup>(B)</sup> <br>| 800046 | 732508 |
| MVW LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1WA, Class A, <br>1.14%, 01/22/2041 <sup>(B)</sup> <br>| 102414 | 98994 |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A, <br>4.93%, 10/20/2040 <sup>(B)</sup> <br>| 427933 | 429541 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A, <br>4.48%, 10/20/2044 <sup>(B)</sup> <br>| 1513252 | 1502214 |
| QTS Issuer ABS I LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, <br>5.44%, 05/25/2055 <sup>(B)</sup> <br>| 1415000 | 1399247 |
| SCF Equipment Leasing LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A3, <br>5.11%, 11/21/2033 <sup>(B)</sup> <br>| 1250000 | 1270737 |
| Sierra Timeshare Receivables <br> Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A, <br>5.20%, 01/20/2040 <sup>(B)</sup> <br>| 234755 | 236740 |
| &nbsp;&nbsp;&nbsp; Series 2023-2A, Class A, <br>5.80%, 04/20/2040 <sup>(B)</sup> <br>| 459099 | 467913 |
| &nbsp;&nbsp;&nbsp; Series 2023-3A, Class A, <br>6.10%, 09/20/2040 <sup>(B)</sup> <br>| 576580 | 591813 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, <br>5.15%, 01/20/2043 <sup>(B)</sup> <br>| 298921 | 301018 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A, <br>4.81%, 01/21/2042 <sup>(B)</sup> <br>| 758450 | 757801 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A, <br>4.72%, 04/20/2044 <sup>(B)</sup> <br>| 391592 | 391454 |
| Vantage Data Centers LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, <br>5.13%, 08/15/2055 <sup>(B)</sup> <br>| 1570000 | 1536007 |
| &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $27,508,883)** | &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $27,508,883)** | 27452541 |
| **FOREIGN GOVERNMENT OBLIGATIONS - 0.4%**  | **FOREIGN GOVERNMENT OBLIGATIONS - 0.4%**  | **FOREIGN GOVERNMENT OBLIGATIONS - 0.4%**  |
| **Colombia - 0.1%**  | **Colombia - 0.1%**  | **Colombia - 0.1%**  |
| Colombia Government International Bonds |  |  |
| 7.75%, 11/07/2036 | 763000 | 779748 |
| **Dominican Republic - 0.1%**  | **Dominican Republic - 0.1%**  | **Dominican Republic - 0.1%**  |
| Dominican Republic International Bonds |  |  |
| 6.60%, 06/01/2036 <sup>(B)</sup> <br>| 1346000 | 1344520 |
| **Israel - 0.1%**  | **Israel - 0.1%**  | **Israel - 0.1%**  |
| Israel Government International Bonds |  |  |
| 5.00%, 01/13/2036 | 734000 | 707632 |
| **Mexico - 0.1%**  | **Mexico - 0.1%**  | **Mexico - 0.1%**  |
| Mexico Government International Bonds |  |  |
| 3.75%, 01/11/2028 | 1148000 | 1130918 |
| **Panama - 0.0% \*** | **Panama - 0.0% \*** | **Panama - 0.0% \*** |
| Panama Government International Bonds |  |  |
| 3.88%, 03/17/2028 | 550000 | 539869 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** |
| **Peru - 0.0% \*** | **Peru - 0.0% \*** | **Peru - 0.0% \*** |
| Corporacion Financiera de Desarrollo SA |  |  |
| 5.50%, 05/06/2030 <sup>(B)</sup> <br>| $533000 | $541661 |
| &nbsp;&nbsp; **Total Foreign Government Obligations** <br>**(Cost $5,079,467)**<br>|  | 5044348 |
| **MUNICIPAL GOVERNMENT OBLIGATION - 0.0% \*** | **MUNICIPAL GOVERNMENT OBLIGATION - 0.0% \*** | **MUNICIPAL GOVERNMENT OBLIGATION - 0.0% \*** |
| **Georgia - 0.0% \*** | **Georgia - 0.0% \*** | **Georgia - 0.0% \*** |
| Municipal Electric Authority of Georgia, <br> Revenue Bonds, |  |  |
| Series A, |  |  |
| 6.64%, 04/01/2057 | 44000 | 47169 |
| &nbsp;&nbsp; **Total Municipal Government Obligation** <br>**(Cost $48,147)**<br>|  | 47169 |
| **COMMERCIAL PAPER - 8.0%**  | **COMMERCIAL PAPER - 8.0%**  | **COMMERCIAL PAPER - 8.0%**  |
| **Banks - 0.8%**  | **Banks - 0.8%**  | **Banks - 0.8%**  |
| DBS Bank Ltd. |  |  |
| 3.80% <sup>(F)</sup>, 04/09/2026 <sup>(B)</sup> <br>| 2950000 | 2947275 |
| DNB Bank ASA |  |  |
| 3.71% <sup>(F)</sup>, 04/29/2026 <sup>(B)</sup> <br>| 6375000 | 6356512 |
| Sheffield Receivables Co. LLC |  |  |
| 3.79% <sup>(F)</sup>, 04/13/2026 <sup>(B)</sup> <br>| 1000000 | 998656 |
|  |  | 10302443 |
| **Commercial Services & Supplies - 0.4%**  | **Commercial Services & Supplies - 0.4%**  | **Commercial Services & Supplies - 0.4%**  |
| Illinois Tool Works, Inc. |  |  |
| 3.88% <sup>(F)</sup>, 06/10/2026 <sup>(B)</sup> <br>| 4825000 | 4788509 |
| **Financial Services - 6.8%**  | **Financial Services - 6.8%**  | **Financial Services - 6.8%**  |
| Alinghi Funding Co. LLC |  |  |
| 3.84% <sup>(F)</sup>, 04/28/2026 <sup>(B)</sup> <br>| 4675000 | 4661058 |
| Anglesea Funding LLC |  |  |
| 3.79% <sup>(F)</sup>, 05/05/2026 <sup>(B)</sup> <br>| 5050000 | 5031220 |
| Barton Capital SA |  |  |
| 3.83% <sup>(F)</sup>, 05/22/2026 <sup>(B)</sup> <br>| 1500000 | 1491676 |
| 3.88% <sup>(F)</sup>, 06/09/2026 <sup>(B)</sup> <br>| 3500000 | 3473595 |
| 3.89% <sup>(F)</sup>, 06/02/2026 <sup>(B)</sup> <br>| 500000 | 496623 |
| Bedford Row Funding Corp. |  |  |
| 3.79% <sup>(F)</sup>, 06/29/2026 <sup>(B)</sup> <br>| 5000000 | 4951375 |
| Britannia Funding Co. LLC |  |  |
| 3.83% <sup>(F)</sup>, 06/05/2026 <sup>(B)</sup> <br>| 4700000 | 4666636 |
| Columbia Funding Co. LLC |  |  |
| 3.83% <sup>(F)</sup>, 05/18/2026 <sup>(B)</sup> <br>| 1250000 | 1243607 |
| 3.98% <sup>(F)</sup>, 05/27/2026 <sup>(B)</sup> <br>| 3500000 | 3478726 |
| Concord Minutemen Capital Co. LLC |  |  |
| 3.89% <sup>(F)</sup>, 06/25/2026 <sup>(B)</sup> <br>| 5000000 | 4952811 |
| CRC Funding LLC |  |  |
| 3.84% <sup>(F)</sup>, 06/24/2026 <sup>(B)</sup> <br>| 3575000 | 3541954 |
| GTA Funding LLC |  |  |
| 3.97% <sup>(F)</sup>, 04/01/2026 <sup>(B)</sup> <br>| 1500000 | 1499845 |
| Liberty Street Funding LLC |  |  |
| 3.79% <sup>(F)</sup>, 06/29/2026 <sup>(B)</sup> <br>| 5250000 | 5198812 |
| LMA-Americas LLC |  |  |
| 3.82% <sup>(F)</sup>, 05/27/2026 <sup>(B)</sup> <br>| 5200000 | 5168030 |
| Longship Funding LLC |  |  |
| 3.80% <sup>(F)</sup>, 05/13/2026 <sup>(B)</sup> <br>| 5000000 | 4977321 |

---

**Transamerica Series Trust**

**Page 11**

------

**Transamerica Multi-Managed Balanced VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **COMMERCIAL PAPER (continued)** | **COMMERCIAL PAPER (continued)** | **COMMERCIAL PAPER (continued)** |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Manhattan Asset Funding Co. LLC |  |  |
| 3.89% <sup>(F)</sup>, 06/15/2026 <sup>(B)</sup> <br>| $3000000 | $2975448 |
| Mont Blanc Capital Corp. |  |  |
| 3.86% <sup>(F)</sup>, 06/04/2026 <sup>(B)</sup> <br>| 3000000 | 2979146 |
| 4.05% <sup>(F)</sup>, 06/16/2026 <sup>(B)</sup> <br>| 2000000 | 1983428 |
| Nieuw Amsterdam Receivables Corp. BV |  |  |
| 3.86% <sup>(F)</sup>, 06/09/2026 <sup>(B)</sup> <br>| 5000000 | 4962537 |
| Ranger Funding Co. LLC |  |  |
| 3.99% <sup>(F)</sup>, 06/12/2026 <sup>(B)</sup> <br>| 3000000 | 2976482 |
| Versailles Commercial Paper LLC |  |  |
| 3.85% <sup>(F)</sup>, 04/06/2026 | 3200000 | 3198010 |
| Verto Capital I-A LLC |  |  |
| 3.85% <sup>(F)</sup>, 06/04/2026 <sup>(B)</sup> <br>| 3750000 | 3723063 |
| 3.89% <sup>(F)</sup>, 04/29/2026 <sup>(B)</sup> <br>| 1350000 | 1345729 |
| Victory Receivables Corp. |  |  |
| 3.89% <sup>(F)</sup>, 06/11/2026 <sup>(B)</sup> <br>| 5000000 | 4961360 |
|  |  | 83938492 |
| &nbsp;&nbsp; **Total Commercial Paper** <br>**(Cost $99,056,525)**<br>|  | 99029444 |
| **SHORT-TERM U.S. GOVERNMENT OBLIGATION - 0.8%**  | **SHORT-TERM U.S. GOVERNMENT OBLIGATION - 0.8%**  | **SHORT-TERM U.S. GOVERNMENT OBLIGATION - 0.8%**  |
| &nbsp;&nbsp; U.S. Treasury Bills <br>3.64% <sup>(F)</sup>, 04/16/2026<br>| 10015000 | 9999869 |
| &nbsp;&nbsp; **Total Short-Term U.S. Government Obligation** <br>**(Cost $10,000,136)** | &nbsp;&nbsp; **Total Short-Term U.S. Government Obligation** <br>**(Cost $10,000,136)** | 9999869 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **OTHER INVESTMENT COMPANY - 0.2%**  | **OTHER INVESTMENT COMPANY - 0.2%**  | **OTHER INVESTMENT COMPANY - 0.2%**  |
| **Securities Lending Collateral - 0.2%**  | **Securities Lending Collateral - 0.2%**  | **Securities Lending Collateral - 0.2%**  |
| &nbsp;&nbsp; State Street Navigator Securities Lending <br> Trust - Government Money Market Portfolio, <br> 3.64% <sup>(F)</sup> <br>| 3200730 | $3200730 |
| &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $3,200,730)** | &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $3,200,730)** | 3200730 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **REPURCHASE AGREEMENT - 1.4%**  | **REPURCHASE AGREEMENT - 1.4%**  | **REPURCHASE AGREEMENT - 1.4%**  |
| &nbsp;&nbsp; Fixed Income Clearing Corp., <br>1.35% <sup>(F)</sup>, dated 03/31/2026, to be <br> repurchased at $17,661,044 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 $18,013,845.<br>| $17660382 | 17660382 |
| &nbsp;&nbsp; **Total Repurchase Agreement** <br>**(Cost $17,660,382)** | &nbsp;&nbsp; **Total Repurchase Agreement** <br>**(Cost $17,660,382)** | 17660382 |
| &nbsp;&nbsp; **Total Investments** <br>**(Cost $1,138,648,984)** | &nbsp;&nbsp; **Total Investments** <br>**(Cost $1,138,648,984)** | 1355596626 |
| **Net Other Assets (Liabilities) - (8.9)%** | **Net Other Assets (Liabilities) - (8.9)%** | (111342583) |
| **Net Assets - 100.0%** | **Net Assets - 100.0%** | **$1244254043** |

---

**FUTURES CONTRACTS:**

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  |
| **Description** | **Number of** <br>**Contracts**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation**<br>| &nbsp;&nbsp; **Unrealized** <br>**Depreciation**<br>|
| S&P 500<sup>®</sup> E-Mini Index | 17 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; $5690637 | &nbsp;&nbsp;&nbsp;&nbsp; $5585138 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(105499)<br>|

---

**Transamerica Series Trust**

**Page 12**

------

**Transamerica Multi-Managed Balanced VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

**INVESTMENT VALUATION:**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Valuation Inputs** <sup>(G)</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** |  |  |  |  |
| Common Stocks | $738375821 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $738375821 |
| Corporate Debt Securities |  | &nbsp;&nbsp; 179677750 | &nbsp;&nbsp; — | &nbsp;&nbsp; 179677750 |
| U.S. Government Agency Obligations |  | &nbsp;&nbsp; 124555094 | &nbsp;&nbsp; — | &nbsp;&nbsp; 124555094 |
| U.S. Government Obligations |  | &nbsp;&nbsp; 114302072 | &nbsp;&nbsp; — | &nbsp;&nbsp; 114302072 |
| Mortgage-Backed Securities |  | &nbsp;&nbsp; 36251406 | &nbsp;&nbsp; — | &nbsp;&nbsp; 36251406 |
| Asset-Backed Securities |  | &nbsp;&nbsp; 27452541 | &nbsp;&nbsp; — | &nbsp;&nbsp; 27452541 |
| Foreign Government Obligations |  | &nbsp;&nbsp; 5044348 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5044348 |
| Municipal Government Obligation |  | &nbsp;&nbsp; 47169 | &nbsp;&nbsp; — | &nbsp;&nbsp; 47169 |
| Commercial Paper |  | &nbsp;&nbsp; 99029444 | &nbsp;&nbsp; — | &nbsp;&nbsp; 99029444 |
| Short-Term U.S. Government Obligation |  | &nbsp;&nbsp; 9999869 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9999869 |
| Other Investment Company | 3200730 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 3200730 |
| Repurchase Agreement |  | &nbsp;&nbsp; 17660382 | &nbsp;&nbsp; — | &nbsp;&nbsp; 17660382 |
| **Total Investments** | **$741576551** | &nbsp;&nbsp; **$614020075** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$1355596626** |
| **LIABILITIES** |  |  |  |  |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts <sup>(H)</sup> <br>| $(105499)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(105499)<br>|
| **Total Other Financial Instruments** | **$(105499)**<br>| &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$(105499)**<br>|

---

**FOOTNOTES TO SCHEDULE OF INVESTMENTS:** 

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

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

<sup>(B)</sup> *Security is 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 $204,468,326, representing 16.4% of the* *Portfolio's net assets.* 

<sup>(C)</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>(D)</sup> *All or a portion of the security is on loan. The total value of the securities on loan is $3,136,452, collateralized by cash collateral of $3,200,730. 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>(E)</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>(F)</sup> *Rate disclosed reflects the yield at March 31, 2026.*

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

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

**PORTFOLIO ABBREVIATION(S):** 

---

| | |
|:---|:---|
| *CLO* | *Collateralized Loan Obligation* |
| *REIT* | *Real Estate Investment Trust* |
| *RFUCC* | *Refinitiv USD IBOR Consumer Cash Fallbacks* |
| *SOFR* | *Secured Overnight Financing Rate* |
| *STRIPS* | *Separate Trading of Registered Interest and Principal of Securities* |
| *TBA* | *To Be Announced* |

---

**Transamerica Series Trust**

**Page 13**

------

**Transamerica Multi-Managed Balanced VP**

------

**NOTES TO SCHEDULE OF INVESTMENTS**

**At March 31, 2026**

**(unaudited)**

**INVESTMENT VALUATION**

Transamerica Multi-Managed Balanced VP (the "Portfolio") is a series of the Transamerica Series Trust.

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

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

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

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

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

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

------

**Transamerica Multi-Managed Balanced VP**

------

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

**At March 31, 2026**

**(unaudited)**

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

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

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

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

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

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

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

*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.

*Derivative instruments:* Centrally cleared or listed derivatives that are actively traded are valued based on quoted prices from the exchange and are categorized in Level 1 of the fair value hierarchy. Over-the-counter ("OTC") derivative contracts include forward, swap, swaption, and option contracts related to interest rates, foreign currencies, credit standing of reference entities, equity prices, or commodity prices. Depending on the product and the terms of the transaction, the fair value of the OTC derivative products are modeled taking into account the counterparties' creditworthiness and using a series of techniques, including simulation models. Many pricing models do not entail

**Transamerica Series Trust**

**Page 15**

------

**Transamerica Multi-Managed Balanced VP**

------

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

**At March 31, 2026**

**(unaudited)**

material subjectivity because the methodologies employed do not necessitate significant judgments and the pricing inputs are observed from actively quoted markets, as is the case of interest rate swap and option contracts. The majority of OTC derivative products valued by the Portfolio using pricing models fall into this category and are categorized within Level 2 of the fair value hierarchy or Level 3 if inputs are unobservable.

**Transamerica Series Trust**

**Page 16**

------

## 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 Multi-Managed Balanced VP

- **b. EDGAR series identifier (if any):** S000007919

- **c. LEI of Series:** 549300WK7PLJ4S5HO711

**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:** $1358305977.74

**Total Liabilities:** $112633891.69

**Net Assets:** $1245672086.05

**Delayed Delivery Securities:** $104672762.54

**Cash Not Reported:** $953955.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -460.27000000 | **1-Year:** -11520.74000000 | **5-Year:** -42756.28000000 | **10-Year:** -61283.15000000 | **30-Year:** -11157.05000000

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

- **3-Month:** -36.45000000 | **1-Year:** -1765.48000000 | **5-Year:** -5468.30000000 | **10-Year:** -6135.34000000 | **30-Year:** -1508.07000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021483 | 0.81%                | 0.00%                | -3.88%               |
| Class ID C000021484 | 0.84%                | 0.00%                | -3.91%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $8841066.48              | $476321.11                                 |
| Month 2  | $13918313.72             | $-15430643.95                              |
| Month 3  | $6264072.30              | $-59086760.98                              |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

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

### Schedule of Portfolio Investments

| Name                                              | Title                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADT SEC CORP                                      | ADT Security Corp.                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    544000 | PA      | $519709.92    | 0.04%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                          | AT&T, Inc.                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    234229 | NS      | $6790298.71   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                          | Aptiv Swiss Holdings Ltd.                                                     | CUSIP: 00217GAB9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    532000 | PA      | $497908.33    | 0.04%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                               | Abbott Laboratories                                                           | CUSIP: 002824BV1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    665000 | PA      | $644854.65    | 0.05%             | 2038-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                        | AbbVie, Inc.                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     39432 | NS      | $8576065.68   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Accelerated Assets                                | Accelerated LLC                                                               | CUSIP: 00439KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144974 | PA      | $135541.59    | 0.01%             | 2040-10-20      | Fixed         | 1.35%                 | 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        |   1139000 | PA      | $1107062.05   | 0.09%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                        | Advanced Micro Devices, Inc.                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     20269 | NS      | $4123322.67   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                               | Affirm Holdings, Inc.                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8772 | NS      | $401933.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aimco                                             | AIMCO CLO                                                                     | CUSIP: 00900PBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2350000 | PA      | $2350000.00   | 0.19%             | 2037-04-16      | Floating      | 0.00%                 | 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        |    136000 | PA      | $136911.88    | 0.01%             | 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        |    974000 | PA      | $952909.30    | 0.08%             | 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        |    262000 | PA      | $257199.00    | 0.02%             | 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        |    674000 | PA      | $658212.41    | 0.05%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALINGHI FUNDING CO LLC                            | Alinghi Funding Co. LLC                                                       | CUSIP: 01626GDU7<br>LEI: 549300VRDDZC1N8S3N22 | Long             | STIV             | CORP              | US        |   4675000 | PA      | $4661057.75   | 0.37%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F020448<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2405000 | PA      | $2211788.72   | 0.18%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8107000 | PA      | $6528035.04   | 0.52%             | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F022444<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1637000 | PA      | $1546122.03   | 0.12%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25104000 | PA      | $21103050.00  | 1.69%             | 2056-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F030447<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1577000 | PA      | $1505981.93   | 0.12%             | 2041-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18106000 | PA      | $15900317.12  | 1.28%             | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F032443<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2476000 | PA      | $2383278.08   | 0.19%             | 2041-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7675000 | PA      | $7035242.93   | 0.56%             | 2056-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11028000 | PA      | $10405178.70  | 0.84%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11085000 | PA      | $10697087.85  | 0.86%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5593000 | PA      | $5515406.30   | 0.44%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10236000 | PA      | $10283146.09  | 0.83%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5779000 | PA      | $5890696.51   | 0.47%             | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial, Inc.                                                          | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    247000 | PA      | $250852.15    | 0.02%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                      | Alphabet, Inc.                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     51955 | NS      | $14903811.30  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | Alphabet, Inc.                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     79118 | NS      | $22751172.08  | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                  | Altria Group, Inc.                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     22739 | NS      | $1500546.61   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                    | Amazon.com, Inc.                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    147892 | NS      | $30801466.84  | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                           | America Movil SAB de CV                                                       | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $215200.15    | 0.02%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                          | American Airlines Pass-Through Trust                                          | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337859 | PA      | $329162.64    | 0.03%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Express Co                               | American Express Co.                                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      9348 | NS      | $2827583.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                             | American Homes 4 Rent LP                                                      | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    684000 | PA      | $689984.97    | 0.06%             | 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        |    400000 | PA      | $407990.55    | 0.03%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I                            | American Tower Trust                                                          | CUSIP: 03027WAK8<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |    716000 | PA      | $708235.84    | 0.06%             | 2028-03-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                               | American Tower Corp.                                                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      4458 | NS      | $769361.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                       | Cencora, Inc.                                                                 | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    489000 | PA      | $479094.82    | 0.04%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                          | Ameriprise Financial, Inc.                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1597 | NS      | $709706.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                         | Amgen, Inc.                                                                   | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    488000 | PA      | $351674.14    | 0.03%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen, Inc.                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    468000 | PA      | $461277.97    | 0.04%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                     | Amphenol Corp.                                                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     40352 | NS      | $5098475.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                | Analog Devices, Inc.                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     16581 | NS      | $5275079.34   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglesea Funding LLC                              | Anglesea Funding LLC                                                          | CUSIP: 0347M3E59<br>LEI: 549300JC7SH8MD7E2Z33 | Long             | STIV             | CORP              | IE        |   5050000 | PA      | $5031220.57   | 0.40%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                            | Anglo American Capital PLC                                                    | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    845000 | PA      | $845020.51    | 0.07%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide, Inc.                                          | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    849000 | PA      | $711835.63    | 0.06%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health, Inc.                                                         | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    606000 | PA      | $576239.50    | 0.05%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                      | Apollo Global Management, Inc.                                                | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     14828 | NS      | $1652135.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                         | Apple, Inc.                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    191670 | NS      | $48643929.30  | 3.91%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                     | AppLovin Corp.                                                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      1802 | NS      | $717196.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp.                                                                | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    777000 | PA      | $770567.18    | 0.06%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp                              | ARES Management Corp.                                                         | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       855 | NS      | $93280.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAPITAL CORP                                 | ARES Capital Corp.                                                            | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1295363.77   | 0.10%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                               | Arista Networks, Inc.                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     22683 | NS      | $2785018.74   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                             | Arrow Electronics, Inc.                                                       | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    423000 | PA      | $433620.83    | 0.03%             | 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        |    801000 | PA      | $808813.39    | 0.06%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                      | Autodesk, Inc.                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      7972 | NS      | $1908496.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                      | AutoZone, Inc.                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       774 | NS      | $2614401.72   | 0.21%             |  |  |  | No            |                  1 | 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        |   1230000 | PA      | $1257020.76   | 0.10%             | 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        |   1226000 | PA      | $1256207.52   | 0.10%             | 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        |   1094000 | PA      | $1086378.11   | 0.09%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | Bank5                                                                         | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1378792.94   | 0.11%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp.                                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    940000 | PA      | $763216.62    | 0.06%             | 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        |    977000 | PA      | $1004806.45   | 0.08%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust                                                                      | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1142000 | PA      | $1148012.86   | 0.09%             | 2042-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                   | Baker Hughes Co.                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58431 | NS      | $3567212.55   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                         | Ball Corp.                                                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      5033 | NS      | $297500.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                            | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $806761.74    | 0.06%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp.                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    145242 | NS      | $7080547.50   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp.                                                         | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1619000 | PA      | $1597463.56   | 0.13%             | 2037-02-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp.                                                         | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2637000 | PA      | $2720300.64   | 0.22%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                  | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1571000 | PA      | $1520391.49   | 0.12%             | 2037-02-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                        | Barings Equipment Finance LLC                                                 | CUSIP: 06764YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2030000 | PA      | $2017517.33   | 0.16%             | 2032-10-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Barton Capital SA                                 | Barton Capital SA                                                             | CUSIP: 06945MEN2<br>LEI: 549300KOFKIMD0C37W24 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1491675.60   | 0.12%             | 2026-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barton Capital SA                                 | Barton Capital SA                                                             | CUSIP: 06945MF27<br>LEI: 549300KOFKIMD0C37W24 | Long             | STIV             | CORP              | US        |    500000 | PA      | $496623.40    | 0.04%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barton Capital SA                                 | Barton Capital SA                                                             | CUSIP: 06945MF92<br>LEI: 549300KOFKIMD0C37W24 | Long             | STIV             | CORP              | US        |   3500000 | PA      | $3473594.60   | 0.28%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                          | Baxter International, Inc.                                                    | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    629000 | PA      | $614296.40    | 0.05%             | 2035-12-15      | Fixed         | 5.65%                 | 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        |    802000 | PA      | $792684.82    | 0.06%             | 2035-07-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bedford Row Funding Corp                          | Bedford Row Funding Corp.                                                     | CUSIP: 07644BFV9<br>LEI: 5493000JWH1Z48FX0180 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4951375.00   | 0.40%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark Mortgage Trust                                                      | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1934749.67   | 0.16%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                            | Berkshire Hathaway, Inc.                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     21752 | NS      | $10423558.40  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                    | Blackstone, Inc.                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     13115 | NS      | $1508093.85   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE SECURED LEND                           | Blackstone Secured Lending Fund                                               | CUSIP: 09261XAM4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    373000 | PA      | $365455.06    | 0.03%             | 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        |    404000 | PA      | $389904.62    | 0.03%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co.                                                                    | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1128788.35   | 0.09%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co.                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    742000 | PA      | $717310.99    | 0.06%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co.                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    252000 | PA      | $274514.34    | 0.02%             | 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        |    430000 | PA      | $473247.19    | 0.04%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                              | Booking Holdings, Inc.                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       339 | NS      | $1427298.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES LP                              | Boston Properties LP                                                          | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    614000 | PA      | $610629.21    | 0.05%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                            | Boston Scientific Corp.                                                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     49677 | NS      | $3117231.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust                                               | CUSIP: 10569LAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    545981 | PA      | $549224.40    | 0.04%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust                                               | CUSIP: 105927AC1<br>LEI: 254900KREJHICFBDC014 | Long             | ABS-MBS          | CORP              | US        |   1029493 | PA      | $1033856.98   | 0.08%             | 2065-03-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                           | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     75200 | NS      | $4560880.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    327000 | PA      | $316826.92    | 0.03%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Britannia Funding Co LLC                          | Britannia Funding Co. LLC                                                     | CUSIP: 11042MF52<br>LEI: 549300X2ZBE7GS6QP587 | Long             | STIV             | CORP              | US        |   4700000 | PA      | $4666636.11   | 0.37%             | 2026-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                      | Broadcom, Inc.                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     67512 | NS      | $20895639.12  | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                      | Broadcom, Inc.                                                                | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    859000 | PA      | $729794.25    | 0.06%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom, Inc.                                                                | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    849000 | PA      | $837326.55    | 0.07%             | 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        |    284000 | PA      | $283213.80    | 0.02%             | 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        |   1094000 | PA      | $1092546.74   | 0.09%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                            | Bunge Ltd. Finance Corp.                                                      | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1232695.32   | 0.10%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                             | Burlington Stores, Inc.                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      8187 | NS      | $2663886.06   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BXG Receivables Note Trust                        | BXG Receivables Note Trust                                                    | CUSIP: 123919AA0<br>LEI: 549300MVRSYZ837KPY83 | Long             | ABS-O            | CORP              | US        |    494594 | PA      | $500949.96    | 0.04%             | 2038-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                 | CF Industries, Inc.                                                           | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    534000 | PA      | $531843.93    | 0.04%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                   | Cigna Group                                                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      9887 | NS      | $2637357.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group                                                                   | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    537000 | PA      | $496072.06    | 0.04%             | 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        |    899000 | PA      | $900158.61    | 0.07%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust                                                                     | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1386817 | PA      | $1277109.97   | 0.10%             | 2061-07-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                     | CME Group, Inc.                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      8202 | NS      | $2422460.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                   | CMS Energy Corp.                                                              | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $127311.52    | 0.01%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CRC Funding LLC                                   | CRC Funding LLC                                                               | CUSIP: 12619UFQ9<br>LEI: 549300HKCCNTZDBBEN75 | Long             | STIV             | CORP              | US        |   3575000 | PA      | $3541953.77   | 0.28%             | 2026-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC Trust                                                                    | CUSIP: 12656TAB4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1629908 | PA      | $1375962.63   | 0.11%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC Trust                                                                    | CUSIP: 12657GAA3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1614463 | PA      | $1457284.06   | 0.12%             | 2060-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                   | CSL Finance PLC                                                               | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    488000 | PA      | $430653.70    | 0.03%             | 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        |    744000 | PA      | $732482.55    | 0.06%             | 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        |   1078000 | PA      | $1110973.86   | 0.09%             | 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        |   1015000 | PA      | $1018946.80   | 0.08%             | 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        |    537785 | PA      | $540787.54    | 0.04%             | 2069-04-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                        | Cadence Design Systems, Inc.                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      6572 | NS      | $1826161.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                  | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1693000 | PA      | $1843830.52   | 0.15%             | 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        |   1775000 | PA      | $1577090.20   | 0.13%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                        | Capital One Financial Corp.                                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     17958 | NS      | $3276077.94   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp.                                                   | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1329474.48   | 0.11%             | 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        |    270000 | PA      | $274631.69    | 0.02%             | 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        |   1232000 | PA      | $1194337.00   | 0.10%             | 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        |    609000 | PA      | $596739.25    | 0.05%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                       | Cargill, Inc.                                                                 | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    770000 | PA      | $780251.10    | 0.06%             | 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        |    351000 | PA      | $350979.99    | 0.03%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                     | Carnival Corp.                                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     81195 | NS      | $2101326.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp.                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    639000 | PA      | $645405.98    | 0.05%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp.                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    435000 | PA      | $434858.54    | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                               | Carrier Global Corp.                                                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     19826 | NS      | $1116402.06   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp.                                                                 | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    722000 | PA      | $652209.96    | 0.05%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    661000 | PA      | $551273.83    | 0.04%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Inc                        | Charter Communications, Inc.                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      1710 | NS      | $369154.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1339741.24   | 0.11%             | 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        |   1007808 | PA      | $1012133.61   | 0.08%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                        | Chipotle Mexican Grill, Inc.                                                  | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     88415 | NS      | $2830164.15   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                            | Church & Dwight Co., Inc.                                                     | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     15792 | NS      | $1473709.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                     | Citigroup, Inc.                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     29973 | NS      | $3399237.93   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust, Inc.                                           | CUSIP: 17326QAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     84584 | PA      | $83484.07     | 0.01%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp               | Cognizant Technology Solutions Corp.                                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     52784 | NS      | $3238298.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                       | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    763000 | PA      | $779747.85    | 0.06%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Columbia Funding Co LLC                           | Columbia Funding Co. LLC                                                      | CUSIP: 19767DEJ9<br>LEI: 549300O1V8MCLCRCFD82 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1243606.63   | 0.10%             | 2026-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Columbia Funding Co LLC                           | Columbia Funding Co. LLC                                                      | CUSIP: 19767DET7<br>LEI: 549300O1V8MCLCRCFD82 | Long             | STIV             | CORP              | US        |   3500000 | PA      | $3478725.60   | 0.28%             | 2026-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp.                                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     49033 | NS      | $1407737.43   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp.                                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    413000 | PA      | $228787.57    | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Concord Minutemen Capital Co LLC                  | Concord Minutemen Capital Co. LLC                                             | CUSIP: 2063C1FR6<br>LEI: 549300B4YYZ4SNU1JB49 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4952811.50   | 0.40%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                          | Constellation Brands, Inc.                                                    | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    649000 | PA      | $626497.33    | 0.05%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                          | Constellation Energy Generation LLC                                           | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    546000 | PA      | $524189.64    | 0.04%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                       | Corning, Inc.                                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      5723 | NS      | $778156.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CORP FINANCIERA DE DESAR                          | Corp. Financiera de Desarrollo SA                                             | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    533000 | PA      | $541661.25    | 0.04%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                        | Corpay, Inc.                                                                  | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      9524 | NS      | $2771388.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                  | CUSIP: 225401BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    713000 | PA      | $700792.45    | 0.06%             | 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        |    578229 | PA      | $575316.44    | 0.05%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                          | Crowdstrike Holdings, Inc.                                                    | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    221000 | PA      | $210221.14    | 0.02%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                          | Cyprium Corp./Cyprium Holdings Luxembourg SARL                                | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    173000 | PA      | $170546.42    | 0.01%             | 2031-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD                                      | DBS Bank Ltd.                                                                 | CUSIP: 23305ED91<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   2950000 | PA      | $2947274.79   | 0.24%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                      | DNB Bank ASA                                                                  | CUSIP: 2332K1DV9<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   6375000 | PA      | $6356511.86   | 0.51%             | 2026-04-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                      | Danaher Corp.                                                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     13582 | NS      | $2575147.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                        | Deere & Co.                                                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      8271 | NS      | $4659054.30   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC/EMC Corp.                                              | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    998000 | PA      | $965615.37    | 0.08%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                               | Delta Air Lines, Inc.                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     16576 | NS      | $1101972.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Alt-A Securities INC Mortgage Loan Trust | Deutsche Alt-A Securities Mortgage Loan Trust                                 | CUSIP: 25150MAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29475 | PA      | $27469.59     | 0.00%             | 2036-12-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG                                                              | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    734000 | PA      | $721693.62    | 0.06%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                            | Diamondback Energy, Inc.                                                      | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     11096 | NS      | $2194677.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy, Inc.                                                      | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1125853.38   | 0.09%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                | Walt Disney Co.                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     49877 | NS      | $4807145.26   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bonds                                        | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1346000 | PA      | $1344519.40   | 0.11%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                      | DoorDash, Inc.                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      4604 | NS      | $691290.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                        | Dover Corp.                                                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     12063 | NS      | $2514532.35   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp.                                                             | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1055210.30   | 0.08%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp.                                                             | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1255600.13   | 0.10%             | 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        |    270000 | PA      | $265802.45    | 0.02%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                 | EOG Resources, Inc.                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     43774 | NS      | $6328407.18   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                          | EQT Corp.                                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     23440 | NS      | $1491721.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP                                        | Eaton Corp.                                                                   | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    494000 | PA      | $487722.58    | 0.04%             | 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        |    446000 | PA      | $445620.26    | 0.04%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp                                     | EchoStar Corp.                                                                | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      2051 | NS      | $240110.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                        | Ecolab, Inc.                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     21077 | NS      | $5606903.54   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                  | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    686000 | PA      | $692767.04    | 0.06%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                          | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1226069.98   | 0.10%             | 2031-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                         | Edwards Lifesciences Corp.                                                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     38341 | NS      | $3070347.28   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                          | Element Fleet Management Corp.                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1032000 | PA      | $1041497.83   | 0.08%             | 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        |   1805000 | PA      | $1783518.88   | 0.14%             | 2042-11-13      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                               | Emerson Electric Co.                                                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     14350 | NS      | $1880137.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                       | Ovintiv, Inc.                                                                 | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    844000 | PA      | $899485.63    | 0.07%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge, Inc.                                                                | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    926000 | PA      | $955159.03    | 0.08%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge, Inc.                                                                | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    702000 | PA      | $709348.02    | 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        |    306000 | PA      | $308636.64    | 0.02%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                            | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    473000 | PA      | $459848.16    | 0.04%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                            | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    429000 | PA      | $437203.21    | 0.04%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                      | Entergy Corp.                                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     33087 | NS      | $3717655.32   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                       | Equinix, Inc.                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      3616 | NS      | $3544547.84   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                       | Equinor ASA                                                                   | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1491000 | PA      | $1468064.48   | 0.12%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties Inc                   | Equity LifeStyle Properties, Inc.                                             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |     23597 | NS      | $1472924.74   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                 | Expedia Group, Inc.                                                           | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      7743 | NS      | $1787781.27   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                 | Expedia Group, Inc.                                                           | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $1042661.50   | 0.08%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Exxon Mobil Corp                                  | Exxon Mobil Corp.                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     96503 | NS      | $16372698.98  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                | Meta Platforms, Inc.                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     31606 | NS      | $18082740.78  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms, Inc.                                                          | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1044763.13   | 0.08%             | 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        |    562000 | PA      | $552745.32    | 0.04%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128K83G9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120981 | PA      | $122460.37    | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128LCHR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11241 | PA      | $11773.23     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128M7FP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9482 | PA      | $9723.44      | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128M9WN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29920 | PA      | $30861.34     | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    935277 | PA      | $943043.09    | 0.08%             | 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        |   2365775 | PA      | $2385227.08   | 0.19%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138A5V66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6478 | PA      | $6625.29      | 0.00%             | 2041-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37877 | PA      | $40150.12     | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138EHAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43737 | PA      | $45882.61     | 0.00%             | 2041-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138EJCD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        37 | PA      | $37.28        | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138EJEX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37314 | PA      | $36038.78     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138EKTR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8091 | PA      | $8273.72      | 0.00%             | 2043-02-01      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138EL6E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10854 | PA      | $10774.04     | 0.00%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138ELMZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3676 | PA      | $3642.43      | 0.00%             | 2028-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138ELS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31604 | PA      | $33152.15     | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138ELS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6906 | PA      | $7244.70      | 0.00%             | 2041-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138X4KV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11789 | PA      | $11671.52     | 0.00%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138XKSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11850 | PA      | $11722.55     | 0.00%             | 2029-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3138Y3DW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167530 | PA      | $172174.57    | 0.01%             | 2041-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140J6EV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306664 | PA      | $321651.85    | 0.03%             | 2041-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140QRW66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2323947 | PA      | $2310747.28   | 0.19%             | 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        |   2509491 | PA      | $2560088.08   | 0.21%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XKP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2217978 | PA      | $2239954.00   | 0.18%             | 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        |   2268039 | PA      | $2198546.23   | 0.18%             | 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        |   2035163 | PA      | $2019176.55   | 0.16%             | 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        |   2237737 | PA      | $2224348.40   | 0.18%             | 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        |   3827438 | PA      | $3788046.48   | 0.30%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31410DUT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30363 | PA      | $31763.13     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31410G4B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5683 | PA      | $5962.63      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31410K3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1784 | PA      | $1860.69      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31410K3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2243 | PA      | $2353.28      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4699 | PA      | $4930.14      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1852 | PA      | $1942.41      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5088 | PA      | $5337.90      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31411LXD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5837 | PA      | $5898.29      | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31414KDN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7631 | PA      | $7779.94      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31416AWL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6062 | PA      | $6230.24      | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31416BMP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19384 | PA      | $19753.13     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31416CCW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221197 | PA      | $219737.93    | 0.02%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31416CH58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42850 | PA      | $44038.25     | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31416TL56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55767 | PA      | $56360.61     | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31417MLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42619 | PA      | $42898.08     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31417SBN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100646 | PA      | $101716.94    | 0.01%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418MWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103915 | PA      | $104252.53    | 0.01%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418MY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28368 | PA      | $29762.54     | 0.00%             | 2040-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31419A4H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3610 | PA      | $3786.25      | 0.00%             | 2040-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                        | FedEx Corp.                                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      7798 | NS      | $2777491.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                          | Fedex Freight Holding Co., Inc.                                               | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    465000 | PA      | $449882.32    | 0.04%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc        | Fidelity National Information Services, Inc.                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     42093 | NS      | $1974582.63   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services, Inc.                                  | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    806000 | PA      | $799673.90    | 0.06%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                               | Fifth Third Bancorp                                                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     62444 | NS      | $2901148.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                               | Fifth Third Bancorp                                                           | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1210834.71   | 0.10%             | 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        |   1138000 | PA      | $1128413.34   | 0.09%             | 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        |   1375000 | PA      | $1385308.65   | 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        |    692000 | PA      | $701829.08    | 0.06%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                      | Fortinet, Inc.                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      8626 | NS      | $704916.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                          | Fortitude Group Holdings LLC                                                  | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    378000 | PA      | $384940.90    | 0.03%             | 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        |    957000 | PA      | $968960.40    | 0.08%             | 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        |    582000 | PA      | $598361.05    | 0.05%             | 2033-01-25      | Fixed         | 5.90%                 | 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        |    710000 | PA      | $695968.84    | 0.06%             | 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        |    815000 | PA      | $792667.53    | 0.06%             | 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        |   1253000 | PA      | $1115304.28   | 0.09%             | 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        |    482000 | PA      | $505793.72    | 0.04%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                            | GE HealthCare Technologies, Inc.                                              | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    322000 | PA      | $315651.91    | 0.03%             | 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        |   1283597 | PA      | $1270347.78   | 0.10%             | 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        |    493000 | PA      | $483930.61    | 0.04%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                           | Arthur J Gallagher & Co.                                                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     18895 | NS      | $4092279.10   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                    | GE Vernova, Inc.                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      3521 | NS      | $3073480.90   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                              | GCAT Trust                                                                    | CUSIP: 36831QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    612338 | PA      | $608342.77    | 0.05%             | 2070-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                               | General Electric Co.                                                          | CUSIP: 369604BF9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    477000 | PA      | $400335.87    | 0.03%             | 2042-10-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                               | General Electric Co.                                                          | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    646000 | PA      | $572476.28    | 0.05%             | 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        |    126000 | PA      | $134042.28    | 0.01%             | 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        |    508000 | PA      | $525319.57    | 0.04%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                               | Georgia-Pacific LLC                                                           | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    554000 | PA      | $559542.97    | 0.04%             | 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        |    827000 | PA      | $835525.78    | 0.07%             | 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        |    811000 | PA      | $722731.60    | 0.06%             | 2031-09-23      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $994314.07    | 0.08%             | 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        |    833000 | PA      | $814400.92    | 0.07%             | 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        |   1180000 | PA      | $1140057.94   | 0.09%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association, Interest Only STRIPS                | CUSIP: 38378BM71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    226535 | PA      | $3324.72      | 0.00%             | 2053-02-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                 | GreatAmerica Leasing Receivables Funding LLC                                  | CUSIP: 39154TCQ9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   2650000 | PA      | $2643214.94   | 0.21%             | 2029-12-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                          | Greensaif Pipelines Bidco SARL                                                | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    517000 | PA      | $518149.29    | 0.04%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GTA FUNDING LLC                                   | GTA Funding LLC                                                               | CUSIP: 40060XD15<br>LEI: 254900AKBBBSYOV90641 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1499844.90   | 0.12%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                            | Gulfstream Natural Gas System LLC                                             | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $470860.00    | 0.04%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA, Inc.                                                                     | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    679000 | PA      | $655373.24    | 0.05%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA, Inc.                                                                     | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $980345.28    | 0.08%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                | HCA Healthcare, Inc.                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      2189 | NS      | $1035922.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hin Timeshare Trust                               | HINNT LLC                                                                     | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    631034 | PA      | $638440.32    | 0.05%             | 2043-03-15      | Fixed         | 5.49%                 | 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        |    312000 | PA      | $293434.69    | 0.02%             | 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        |    371000 | PA      | $362911.94    | 0.03%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                        | HEICO Corp.                                                                   | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1090651.82   | 0.09%             | 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        |    506000 | PA      | $518836.71    | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                               | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1215000 | PA      | $1227551.19   | 0.10%             | 2028-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                          | Hess Midstream Operations LP                                                  | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $541408.33    | 0.04%             | 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        |   1013000 | PA      | $980570.60    | 0.08%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust                                                  | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278770 | PA      | $282763.03    | 0.02%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust                                                  | CUSIP: 43283NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    489003 | PA      | $490829.19    | 0.04%             | 2040-08-27      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust                                                  | CUSIP: 43283YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    213230 | PA      | $216614.26    | 0.02%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust                                                  | CUSIP: 43285JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    960308 | PA      | $957245.23    | 0.08%             | 2044-05-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust                                                  | CUSIP: 432917AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    368318 | PA      | $373322.44    | 0.03%             | 2038-01-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                     | Hilton Worldwide Holdings, Inc.                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     16169 | NS      | $4916669.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Hin Timeshare Trust                               | HINNT LLC                                                                     | CUSIP: 433401AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1672149 | PA      | $1663458.95   | 0.13%             | 2045-05-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                             | Amrize Finance U.S. LLC                                                       | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    562000 | PA      | $571491.65    | 0.05%             | 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        |    277000 | PA      | $240206.87    | 0.02%             | 2046-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                           | Honeywell Aerospace, Inc.                                                     | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    389000 | PA      | $385966.97    | 0.03%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                              | Howmet Aerospace, Inc.                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     27636 | NS      | $6368992.56   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                                       | Hubbell, Inc.                                                                 | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    970000 | PA      | $944638.95    | 0.08%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                        | Humana, Inc.                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      8333 | NS      | $1444858.87   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                        | Humana, Inc.                                                                  | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    881000 | PA      | $846627.43    | 0.07%             | 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        |   1134000 | PA      | $1073910.81   | 0.09%             | 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        |   1545000 | PA      | $1580948.44   | 0.13%             | 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        |    600000 | PA      | $587681.54    | 0.05%             | 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        |   1368000 | PA      | $1392381.32   | 0.11%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                    | ICG U.S. CLO Ltd.                                                             | CUSIP: 44928XBL7<br>LEI: 25490053S2JSJU63Y978 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1399706.00   | 0.11%             | 2034-10-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                           | Illinois Tool Works, Inc.                                                     | CUSIP: 4523EMFA6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | STIV             | CORP              | US        |   4825000 | PA      | $4788509.49   | 0.38%             | 2026-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                                   | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1075000 | PA      | $1084082.09   | 0.09%             | 2035-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                | Ingersoll Rand, Inc.                                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     14872 | NS      | $1191544.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                                | Ingersoll Rand, Inc.                                                          | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    626000 | PA      | $639192.43    | 0.05%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp.                                                                   | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    786000 | PA      | $687076.71    | 0.06%             | 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        |    829000 | PA      | $955135.66    | 0.08%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                        | Intuit, Inc.                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      7148 | NS      | $3090652.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                        | Intuit, Inc.                                                                  | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    321000 | PA      | $295250.95    | 0.02%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bonds                                         | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    734000 | PA      | $707632.27    | 0.06%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                     | JG Wentworth XXII LLC                                                         | CUSIP: 46616MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110412 | PA      | $109923.60    | 0.01%             | 2048-12-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                     | JGWPT XXVIII LLC                                                              | CUSIP: 46617FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800046 | PA      | $732507.97    | 0.06%             | 2067-04-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co.                                                          | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    414000 | PA      | $430178.61    | 0.03%             | 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        |   1146000 | PA      | $1162033.16   | 0.09%             | 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        |   1392000 | PA      | $1362085.45   | 0.11%             | 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        |   1160000 | PA      | $1139892.57   | 0.09%             | 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        |   1362000 | PA      | $1362626.52   | 0.11%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     42216 | NS      | $10319279.04  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                              | Keurig Dr. Pepper, Inc.                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     78287 | NS      | $2061296.71   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                             | Keysight Technologies, Inc.                                                   | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    343000 | PA      | $339411.51    | 0.03%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                              | Kioxia Holdings Corp.                                                         | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   1520000 | PA      | $1544515.99   | 0.12%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                         | Kroger Co.                                                                    | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    515000 | PA      | $508491.90    | 0.04%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings, Inc.                                                            | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    419000 | PA      | $422869.28    | 0.03%             | 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        |    911000 | PA      | $886998.54    | 0.07%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                 | Lam Research Corp.                                                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     30073 | NS      | $6425397.18   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                               | Leidos Holdings, Inc.                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     17136 | NS      | $2664990.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                       | Lennar Corp.                                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      6680 | NS      | $580091.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Street Funding LLC                        | Liberty Street Funding LLC                                                    | CUSIP: 53127UFV7<br>LEI: 549300F33VRHM10B9391 | Long             | STIV             | CORP              | US        |   5250000 | PA      | $5198812.50   | 0.42%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                    | Eli Lilly & Co.                                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      8805 | NS      | $8098574.85   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| LMA-Americas LLC                                  | LMA-Americas LLC                                                              | CUSIP: 53944RET1<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5200000 | PA      | $5168029.88   | 0.41%             | 2026-05-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Longship Funding LLC                              | Longship Funding LLC                                                          | CUSIP: 54316UED7<br>LEI: 549300HYL7N00LBQMI55 | Long             | STIV             | CORP              | IE        |   5000000 | PA      | $4977321.50   | 0.40%             | 2026-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                    | Lowe's Cos., Inc.                                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     28199 | NS      | $6662859.72   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                              | M&T Bank Corp.                                                                | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    397000 | PA      | $424256.58    | 0.03%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                     | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    891000 | PA      | $896279.18    | 0.07%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                   | MVW LLC                                                                       | CUSIP: 55389RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1513251 | PA      | $1502214.53   | 0.12%             | 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        |    102414 | PA      | $98993.82     | 0.01%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Manhattan Asset Funding Co LLC                    | Manhattan Asset Funding Co. LLC                                               | CUSIP: 56274MFF4<br>LEI: 549300S0NSJYSOB32S63 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2975447.70   | 0.24%             | 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        |   1300000 | PA      | $1252652.05   | 0.10%             | 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        |    773000 | PA      | $734883.63    | 0.06%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                     | Martin Marietta Materials, Inc.                                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      2342 | NS      | $1378688.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                        | Masco Corp.                                                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     26956 | NS      | $1627333.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                    | Mastercard, Inc.                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     20293 | NS      | $10139600.38  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                   | McDonald's Corp.                                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     18401 | NS      | $5718846.79   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                     | McKesson Corp.                                                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1780 | NS      | $1540340.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Inc                                       | Medline, Inc.                                                                 | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |     12175 | NS      | $541787.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co., Inc.                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      5350 | NS      | $643551.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                    | Merck & Co., Inc.                                                             | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    329000 | PA      | $296496.68    | 0.02%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                      | MetLife Securitization Trust                                                  | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28644 | PA      | $28309.92     | 0.00%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp.                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    108757 | NS      | $40258578.69  | 3.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                          | Microchip Technology, Inc.                                                    | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    810000 | PA      | $821760.75    | 0.07%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                             | Micron Technology, Inc.                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     16654 | NS      | $5626387.36   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                             | Micron Technology, Inc.                                                       | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    833000 | PA      | $871913.98    | 0.07%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                        | Mondelez International, Inc.                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     80233 | NS      | $4624630.12   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Mont Blanc Capital Corp                           | Mont Blanc Capital Corp.                                                      | CUSIP: 6117P5F44<br>LEI: 549300NC8BUDZTUFIQ67 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2979145.80   | 0.24%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mont Blanc Capital Corp                           | Mont Blanc Capital Corp.                                                      | CUSIP: 6117P5FG7<br>LEI: 549300NC8BUDZTUFIQ67 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1983427.80   | 0.16%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     19005 | NS      | $3127652.85   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    890000 | PA      | $923987.29    | 0.07%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1353822.81   | 0.11%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1024207.17   | 0.08%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                            | Motorola Solutions, Inc.                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      2214 | NS      | $960809.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MUNICH RE                                         | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                     | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $817516.34    | 0.07%             | 2042-05-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia           | Municipal Electric Authority of Georgia                                       | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     44000 | PA      | $47169.46     | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                   | MVW LLC                                                                       | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    427933 | PA      | $429540.70    | 0.03%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy, Inc.                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      2671 | NS      | $390339.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy, Inc.                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    181000 | PA      | $181046.16    | 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: 62954HAN8<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    563000 | PA      | $360837.62    | 0.03%             | 2051-11-30      | Fixed         | 3.25%                 | 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        |    892000 | PA      | $889297.51    | 0.07%             | 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        |    626000 | PA      | $628379.82    | 0.05%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Loan Trust                    | Nationstar Mortgage Loan Trust                                                | CUSIP: 63861HAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68342 | PA      | $65596.05     | 0.01%             | 2052-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                             | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1255000 | PA      | $1297336.07   | 0.10%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                            | NBCUniversal Media LLC                                                        | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    614000 | PA      | $509815.98    | 0.04%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                       | Netflix, Inc.                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     50587 | NS      | $4863940.05   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                        | Neurocrine Biosciences, Inc.                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      4152 | NS      | $546984.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust                                           | CUSIP: 64828AAA1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     62062 | PA      | $60346.12     | 0.00%             | 2054-01-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust                                           | CUSIP: 64828MAA5<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    495532 | PA      | $478757.20    | 0.04%             | 2057-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust                                           | CUSIP: 64828YAR2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    245841 | PA      | $234931.96    | 0.02%             | 2054-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust                                           | CUSIP: 64829DAG1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     66990 | PA      | $64453.57     | 0.01%             | 2054-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust                                           | CUSIP: 64829EAA2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    122590 | PA      | $119064.77    | 0.01%             | 2055-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust                                           | CUSIP: 64829GAA7<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    129443 | PA      | $125482.25    | 0.01%             | 2035-11-26      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust                                           | CUSIP: 64829HAD9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    223773 | PA      | $211999.68    | 0.02%             | 2056-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust                                           | CUSIP: 64829JAA1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    319467 | PA      | $310594.01    | 0.02%             | 2057-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust                                           | CUSIP: 64829KBV1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    323137 | PA      | $313200.42    | 0.03%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust                                           | CUSIP: 64829LAA6<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    290151 | PA      | $278011.08    | 0.02%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust                                           | CUSIP: 64829NAA2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    357877 | PA      | $345068.75    | 0.03%             | 2057-05-25      | Variable      | 4.00%                 | 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        |    206870 | PA      | $201299.66    | 0.02%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust                                           | CUSIP: 64830GAB2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    379545 | PA      | $370141.14    | 0.03%             | 2057-12-25      | Variable      | 4.00%                 | 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        |    847305 | PA      | $799780.01    | 0.06%             | 2059-08-25      | 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        |    800146 | PA      | $748628.86    | 0.06%             | 2058-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                | NextEra Energy, Inc.                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     81752 | NS      | $7593125.76   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Nieuw Amsterdam Receivables Corp BV               | Nieuw Amsterdam Receivables Corp. BV                                          | CUSIP: 65409SF94<br>LEI: 724500BM7HQ28ZIB2058 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4962537.00   | 0.40%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                          | NIKE, Inc.                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     34216 | NS      | $1807289.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                       | NVIDIA Corp.                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    346195 | NS      | $60376408.00  | 4.85%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                          | OCP SA                                                                        | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    565000 | PA      | $587779.14    | 0.05%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX Trust                                                                     | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    652894 | PA      | $656326.05    | 0.05%             | 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        |    644566 | PA      | $650562.10    | 0.05%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX Trust                                                                     | CUSIP: 67119FAA1<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |    900146 | PA      | $907173.17    | 0.07%             | 2064-03-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX Trust                                                                     | CUSIP: 67120VAA3<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-MBS          | CORP              | US        |    882922 | PA      | $887025.45    | 0.07%             | 2064-11-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX Trust                                                                     | CUSIP: 673918AC2<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |   1109003 | PA      | $1105428.68   | 0.09%             | 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        |    558427 | PA      | $557255.18    | 0.04%             | 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        |    249831 | PA      | $251144.34    | 0.02%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION INSURC INC                          | Constellation Insurance, Inc.                                                 | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |   2287000 | PA      | $2289752.50   | 0.18%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                 | Omnicom Group, Inc.                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     11340 | NS      | $854015.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                         | ONEOK, Inc.                                                                   | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    998000 | PA      | $1051371.11   | 0.08%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp.                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     37542 | NS      | $5522803.62   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp.                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    787000 | PA      | $743029.22    | 0.06%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp.                                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    670000 | PA      | $578036.36    | 0.05%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp.                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    258000 | PA      | $217047.84    | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp.                                                                  | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    856000 | PA      | $823033.98    | 0.07%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                         | Orange SA                                                                     | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    479000 | PA      | $473645.81    | 0.04%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                               | Otis Worldwide Corp.                                                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     15763 | NS      | $1215012.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                     | Owens Corning                                                                 | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    817000 | PA      | $648208.35    | 0.05%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group, Inc.                                            | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    235000 | PA      | $246121.59    | 0.02%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group, Inc.                                            | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    660000 | PA      | $646568.04    | 0.05%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                | PPG Industries, Inc.                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     19912 | NS      | $2128194.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas & Electric Co.                                                    | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    802000 | PA      | $718756.47    | 0.06%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                         | Palantir Technologies, Inc.                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     22644 | NS      | $3312364.32   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Panama Government International Bonds             | Panama Government International Bonds                                         | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    550000 | PA      | $539869.00    | 0.04%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                       | PepsiCo, Inc.                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     51516 | NS      | $7999919.64   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                           | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    656000 | PA      | $657574.40    | 0.05%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                           | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    596000 | PA      | $597315.97    | 0.05%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                           | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    166000 | PA      | $143753.96    | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                           | Pfizer Investment Enterprises Pte. Ltd.                                       | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    592000 | PA      | $558608.65    | 0.04%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                   | Philip Morris International, Inc.                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     32884 | NS      | $5437040.56   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International, Inc.                                             | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1172641.71   | 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        |    643000 | PA      | $694159.01    | 0.06%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                              | Progressive Corp.                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      7974 | NS      | $1580765.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Funding Mortgage Trust                  | Provident Funding Mortgage Trust                                              | CUSIP: 74388RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1307279 | PA      | $1300793.93   | 0.10%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                          | Prudential Financial, Inc.                                                    | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    953000 | PA      | $865738.65    | 0.07%             | 2050-10-01      | Fixed         | 3.70%                 | 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        |   1415000 | PA      | $1399247.09   | 0.11%             | 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        |    616000 | PA      | $571370.73    | 0.05%             | 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        |    286000 | PA      | $287712.93    | 0.02%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ranger Funding Co LLC                             | Ranger Funding Co. LLC                                                        | CUSIP: 75300BFC3<br>LEI: 98450051F658C0AS7E68 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2976481.80   | 0.24%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                          | RTX Corp.                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     39060 | NS      | $7534674.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                     | Regeneron Pharmaceuticals, Inc.                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      4833 | NS      | $3734169.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                          | RenaissanceRe Holdings Ltd.                                                   | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    204000 | PA      | $208653.42    | 0.02%             | 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        |   1024000 | PA      | $1042358.72   | 0.08%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                | RGA Global Funding                                                            | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1258165.91   | 0.10%             | 2031-12-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos., Inc.                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    688000 | PA      | $694348.18    | 0.06%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                            | Roper Technologies, Inc.                                                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      1731 | NS      | $612531.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                            | Roper Technologies, Inc.                                                      | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    723000 | PA      | $698089.64    | 0.06%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                   | Ross Stores, Inc.                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     17958 | NS      | $3890241.54   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1042000 | PA      | $991270.32    | 0.08%             | 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        |    649000 | PA      | $584542.72    | 0.05%             | 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        |    532000 | PA      | $525047.87    | 0.04%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                                               | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |    848000 | PA      | $834143.85    | 0.07%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                           | SBA Communications Corp.                                                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |      7228 | NS      | $1244011.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Trust LLC                                                       | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1270736.75   | 0.10%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                          | Sabine Pass Liquefaction LLC                                                  | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    651000 | PA      | $648296.99    | 0.05%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                          | Safehold GL Holdings LLC                                                      | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    842000 | PA      | $884770.24    | 0.07%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Salesforce Inc                                    | Salesforce, Inc.                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2435 | NS      | $454541.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce, Inc.                                                              | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    540000 | PA      | $538320.27    | 0.04%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                              | Saudi Arabian Oil Co.                                                         | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1050000 | PA      | $1008422.00   | 0.08%             | 2036-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                           | Charles Schwab Corp.                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     62709 | NS      | $5893391.82   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                            | Sempra                                                                        | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     40322 | NS      | $3918088.74   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECH INC                                  | Sensata Technologies, Inc.                                                    | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    697000 | PA      | $666564.38    | 0.05%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                    | ServiceNow, Inc.                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     46166 | NS      | $4826655.30   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| 7-ELEVEN INC                                      | 7-Eleven, Inc.                                                                | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    949000 | PA      | $821497.92    | 0.07%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Sheffield Receivables Co LLC                      | Sheffield Receivables Co. LLC                                                 | CUSIP: 82124MDD9<br>LEI: 549300MYF6MOTU9T3G29 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $998656.50    | 0.08%             | 2026-04-13      | None          | 0.00%                 | 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        |    459099 | PA      | $467912.82    | 0.04%             | 2040-04-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82653CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    758450 | PA      | $757800.71    | 0.06%             | 2042-01-21      | Fixed         | 4.81%                 | 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        |    391591 | PA      | $391453.79    | 0.03%             | 2044-04-20      | Fixed         | 4.72%                 | 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        |    298921 | PA      | $301018.01    | 0.02%             | 2043-01-20      | Fixed         | 5.15%                 | 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        |    234755 | PA      | $236739.71    | 0.02%             | 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        |    576580 | PA      | $591813.26    | 0.05%             | 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        |    613000 | PA      | $617291.00    | 0.05%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                     | J.M. Smucker Co.                                                              | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    411000 | PA      | $428371.91    | 0.03%             | 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        |    268000 | PA      | $267026.99    | 0.02%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                   | Southern Co.                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     35765 | NS      | $3452037.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                             | Southwest Airlines Co.                                                        | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1072911.77   | 0.09%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust, Inc.                                                 | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    400000 | PA      | $399224.24    | 0.03%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                 | State Street Corp.                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      8704 | NS      | $1101578.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp.                       | Repurchase Agreement                                                          | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  17660382 | PA      | $17660381.63  | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                 | Store Capital LLC                                                             | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    821000 | PA      | $813847.41    | 0.07%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                      | Stryker Corp.                                                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     16143 | NS      | $5304428.37   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                     | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    172000 | PA      | $171211.09    | 0.01%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys, Inc.                                                                | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    509000 | PA      | $509973.25    | 0.04%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys, Inc.                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    365000 | PA      | $348970.20    | 0.03%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                 | Sysco Corp.                                                                   | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    539000 | PA      | $535080.71    | 0.04%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA, Inc.                                                            | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $535629.02    | 0.04%             | 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        |    830000 | PA      | $784996.25    | 0.06%             | 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        |    951000 | PA      | $936654.65    | 0.08%             | 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        |    674000 | PA      | $661043.62    | 0.05%             | 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        |    964000 | PA      | $964071.74    | 0.08%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                             | Tennessee Valley Authority                                                    | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1170000 | PA      | $1297035.63   | 0.10%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                         | Tesla, Inc.                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     35810 | NS      | $13312367.50  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                             | Texas Instruments, Inc.                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     23242 | NS      | $4512201.88   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                       | Textron, Inc.                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     15207 | NS      | $1331524.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 321 Henderson Receivables LLC                     | 321 Henderson Receivables VI LLC                                              | CUSIP: 88576XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86693 | PA      | $87147.22     | 0.01%             | 2059-07-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| 3M Co                                             | 3M Co.                                                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     41106 | NS      | $5969824.38   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                         | Toast, Inc.                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     27694 | NS      | $734167.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGI CAP USA LLC                           | TotalEnergies Capital USA LLC                                                 | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $1131427.48   | 0.09%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust                                                     | CUSIP: 89173UAA5<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    239377 | PA      | $235504.97    | 0.02%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust                                                     | CUSIP: 89175JAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    164295 | PA      | $162262.59    | 0.01%             | 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        |    712085 | PA      | $673686.96    | 0.05%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust                                                     | CUSIP: 89176EAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     36367 | PA      | $36191.04     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust                                                     | CUSIP: 89177BAA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1208098 | PA      | $1171111.41   | 0.09%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust                                                     | CUSIP: 89179JAA4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1892703 | PA      | $1724997.08   | 0.14%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust                                                     | CUSIP: 89179YAR4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1352315 | PA      | $1264673.72   | 0.10%             | 2061-11-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust                                                     | CUSIP: 89180YAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    426868 | PA      | $406233.15    | 0.03%             | 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        |   1703176 | PA      | $1627510.12   | 0.13%             | 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        |    735000 | PA      | $728511.77    | 0.06%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                               | TransDigm Group, Inc.                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2339 | NS      | $2710807.44   | 0.22%             |  |  |  | No            |                  1 | 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        |    343000 | PA      | $335841.21    | 0.03%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                          | Tyco Electronics Group SA                                                     | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   1053000 | PA      | $1049501.64   | 0.08%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                        | U.S. Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     73591 | NS      | $3827467.91   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM HOLDINGS LLC                                  | UWM Holdings LLC                                                              | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    567000 | PA      | $534778.44    | 0.04%             | 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        |    726000 | PA      | $661157.67    | 0.05%             | 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        |    386000 | PA      | $377897.20    | 0.03%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                | Union Pacific Corp.                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     10637 | NS      | $2580748.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2014-2 A PTT                           | United Airlines Pass-Through Trust                                            | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485987 | PA      | $484807.85    | 0.04%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                      | United Airlines Holdings, Inc.                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      6190 | NS      | $569913.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bonds             | Mexico Government International Bonds                                         | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1148000 | PA      | $1130917.76   | 0.09%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                             | United Parcel Service, Inc.                                                   | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    509000 | PA      | $520174.40    | 0.04%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| United Rentals Inc                                | United Rentals, Inc.                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1501 | NS      | $1093568.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                           | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10015000 | PA      | $9999869.04   | 0.80%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Protected Indexed Bonds                               | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6243910 | PA      | $6476382.56   | 0.52%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1275300 | PA      | $894353.94    | 0.07%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    776000 | PA      | $586577.19    | 0.05%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1872000 | PA      | $1286122.50   | 0.10%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2996000 | PA      | $1952900.48   | 0.16%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1779000 | PA      | $1258850.98   | 0.10%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1591000 | PA      | $1122214.33   | 0.09%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     63000 | PA      | $47409.96     | 0.00%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1339000 | PA      | $982700.47    | 0.08%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2662000 | PA      | $1944195.85   | 0.16%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1936900 | PA      | $1377014.84   | 0.11%             | 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        |   1654000 | PA      | $962938.13    | 0.08%             | 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        |   1883000 | PA      | $893615.89    | 0.07%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2232000 | PA      | $1396307.82   | 0.11%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    801000 | PA      | $583634.88    | 0.05%             | 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        |    766000 | PA      | $420791.33    | 0.03%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1774000 | PA      | $1069112.19   | 0.09%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2067300 | PA      | $1469559.60   | 0.12%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2317000 | PA      | $1990719.34   | 0.16%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1482000 | PA      | $1189420.77   | 0.10%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Protected Indexed Bonds                               | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2550254 | PA      | $1954131.33   | 0.16%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1009000 | PA      | $809052.46    | 0.06%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1527000 | PA      | $1339107.41   | 0.11%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1464000 | PA      | $1423454.07   | 0.11%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    898000 | PA      | $804411.56    | 0.06%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1487000 | PA      | $1417819.64   | 0.11%             | 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        |    626000 | PA      | $607097.74    | 0.05%             | 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        |   1083500 | PA      | $970409.69    | 0.08%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    726000 | PA      | $678242.81    | 0.05%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1703000 | PA      | $1624302.77   | 0.13%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1960300 | PA      | $1908765.56   | 0.15%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    677000 | PA      | $685806.29    | 0.06%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    515000 | PA      | $501883.59    | 0.04%             | 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        |   1975000 | PA      | $1887050.78   | 0.15%             | 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        |    422000 | PA      | $407032.19    | 0.03%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2208000 | PA      | $2165651.24   | 0.17%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    540000 | PA      | $530592.18    | 0.04%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    817000 | PA      | $790447.50    | 0.06%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3067000 | PA      | $2806544.59   | 0.23%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6173000 | PA      | $5407162.19   | 0.43%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Protected Indexed Notes                               | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4208651 | PA      | $4005805.43   | 0.32%             | 2030-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2042000 | PA      | $1773349.38   | 0.14%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3136300 | PA      | $2797065.06   | 0.22%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    658000 | PA      | $660698.83    | 0.05%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2797800 | PA      | $2799439.34   | 0.22%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3018000 | PA      | $3000787.98   | 0.24%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1571000 | PA      | $1564801.92   | 0.13%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1125000 | PA      | $1139589.84   | 0.09%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1257000 | PA      | $1281354.38   | 0.10%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3046000 | PA      | $3065751.42   | 0.25%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3364000 | PA      | $3322212.80   | 0.27%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1880000 | PA      | $1844382.82   | 0.15%             | 2031-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    468000 | PA      | $469736.72    | 0.04%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6537000 | PA      | $6559215.60   | 0.53%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    655000 | PA      | $638932.03    | 0.05%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2804000 | PA      | $2763363.90   | 0.22%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7558000 | PA      | $7455258.44   | 0.60%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    882000 | PA      | $874489.22    | 0.07%             | 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        |   2037000 | PA      | $2005171.88   | 0.16%             | 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        |    523000 | PA      | $512866.88    | 0.04%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group, Inc.                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     15122 | NS      | $4091861.98   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    662000 | PA      | $667644.49    | 0.05%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                          | Vantage Data Centers LLC                                                      | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   1570000 | PA      | $1536006.99   | 0.12%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                        | Ventas, Inc.                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |     49053 | NS      | $4011554.34   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                            | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1443562.06   | 0.12%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                      | Veralto Corp.                                                                 | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    481000 | PA      | $491187.94    | 0.04%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications, Inc.                                                  | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1334000 | PA      | $782825.79    | 0.06%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications, Inc.                                                  | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    481000 | PA      | $475053.90    | 0.04%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Versailles Commercial Paper LLC                   | Versailles Commercial Paper LLC                                               | CUSIP: 92512MD63<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3200000 | PA      | $3198010.56   | 0.26%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                        | Vertex Pharmaceuticals, Inc.                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      5927 | NS      | $2646642.58   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                | Vertiv Holdings Co.                                                           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      2494 | NS      | $624946.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verto Capital I-A LLC                             | Verto Capital I-A LLC                                                         | CUSIP: 92544LDV2<br>LEI: 254900ANIP6J04OFNA54 | Long             | STIV             | CORP              | LU        |   1350000 | PA      | $1345728.60   | 0.11%             | 2026-04-29      | 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        |   3750000 | PA      | $3723063.38   | 0.30%             | 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        |   1011000 | PA      | $1009383.00   | 0.08%             | 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        |   5000000 | PA      | $4961360.00   | 0.40%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                          | Visa, Inc.                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     25596 | NS      | $7736135.04   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                       | Vistra Corp.                                                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      2677 | NS      | $402433.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    596000 | PA      | $616828.63    | 0.05%             | 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        |   1315000 | PA      | $1277024.64   | 0.10%             | 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        |    966000 | PA      | $944934.92    | 0.08%             | 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        |    812000 | PA      | $804574.44    | 0.06%             | 2030-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                               | Vulcan Materials Co.                                                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      5602 | NS      | $1525424.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS CO                               | Vulcan Materials Co.                                                          | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    647000 | PA      | $657309.75    | 0.05%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                       | Walmart, Inc.                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     48223 | NS      | $5993154.44   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                           | Warner Music Group Corp.                                                      | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20852 | NS      | $532560.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                       | Waters Corp.                                                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      4830 | NS      | $1438374.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                  | Wells Fargo & Co.                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     93978 | NS      | $7481588.58   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co.                                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    913000 | PA      | $930695.05    | 0.07%             | 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        |   1024000 | PA      | $1047887.46   | 0.08%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                     | Welltower, Inc.                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |     13900 | NS      | $2748169.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution, Inc.                                                      | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    112000 | PA      | $111331.46    | 0.01%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                              | Western Digital Corp.                                                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      8197 | NS      | $2217206.53   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    668000 | PA      | $697178.10    | 0.06%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                     | Westlake Corp.                                                                | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    633000 | PA      | $630931.10    | 0.05%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| WEX Inc                                           | WEX, Inc.                                                                     | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      1848 | NS      | $282817.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                    | Whirlpool Corp.                                                               | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    335000 | PA      | $327086.09    | 0.03%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos., Inc.                                                           | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     82000 | PA      | $76263.51     | 0.01%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                   | Yum! Brands, Inc.                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     24113 | NS      | $3749089.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital, Inc.                                                | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $570061.80    | 0.05%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | S+P500 EMINI FUT JUN26                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        19 | NC      | $-116603.35   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                      | State Street Navigator Securities Lending Government Money Market Portfolio   | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   3190515 | NS      | $3190515.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                           | Aon PLC                                                                       | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |     12045 | NS      | $3887885.10   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                            | Arch Capital Group Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     11051 | NS      | $1060785.49   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                     | Accenture PLC                                                                 | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      8272 | NS      | $1640254.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                    | Eaton Corp. PLC                                                               | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      9409 | NS      | $3365317.03   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                         | Aptiv PLC                                                                     | CUSIP: 000000000<br>LEI: 254900HTTDFIJZ32GX53 | Long             | EC               | CORP              | JE        |      6661 | NS      | $462539.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                         | Linde PLC                                                                     | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      7369 | NS      | $3653255.44   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                     | Medtronic PLC                                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     43755 | NS      | $3791370.75   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                   | Seagate Technology Holdings PLC                                               | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      9927 | NS      | $3889001.52   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                            | Trane Technologies PLC                                                        | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     17086 | NS      | $7120419.64   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                         | Chubb Ltd.                                                                    | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      4052 | NS      | $1320668.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                             | NXP Semiconductors NV                                                         | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     19174 | NS      | $3774593.64   | 0.30%             |  |  |  | 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