# EDGAR Filing Document

**Accession Number:** 0000778207
**File Stem:** 0001410368-26-051034
**Filing Date:** 2026-5
**Character Count:** 704768
**Document Hash:** 1fa0432095d73685fe02d8a589c54a27
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051034.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051034

**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:** 261016540

**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 JPMorgan Tactical Allocation VP (Series ID: S000007899)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000021443 | Initial      |  |
| C000021444 | Service      |  |

## Nport-Ex

**Transamerica JPMorgan Tactical Allocation VP**

------

**SCHEDULE OF INVESTMENTS**

**At March 31, 2026**

**(unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS - 26.4%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 26.4%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 26.4%**  |
| COOF Securitization Trust Ltd., Interest <br> Only STRIPS |  |  |
| 2.89% <sup>(A)</sup>, 06/25/2040 <sup>(B)</sup> <br>| $25056 | $1571 |
| Federal Farm Credit Banks Funding Corp. |  |  |
| 1.65%, 07/23/2035 | 5000000 | 3915834 |
| 2.10%, 02/25/2036 | 1525000 | 1232557 |
| 2.35%, 03/10/2036 | 2660000 | 2175532 |
| 2.50%, 04/14/2036 | 4647000 | 3883658 |
| 2.75%, 02/02/2037 | 3831000 | 3227093 |
| Federal Home Loan Banks |  |  |
| 1.93%, 02/11/2036 | 3000000 | 2339569 |
| 2.09%, 02/22/2036 | 4510000 | 3642551 |
| Federal Home Loan Mortgage Corp. |  |  |
| 2.50%, 02/01/2051 - 04/01/2052 | 10875308 | 9216861 |
| 3.00%, 11/01/2051 - 05/01/2052 | 1456543 | 1287078 |
| 3.50%, 01/01/2032 - 07/01/2052 | 1475435 | 1384965 |
| 4.50%, 09/01/2052 - 09/01/2053 | 7637749 | 7405853 |
| 5.00%, 05/01/2040 - 12/01/2055 | 20550262 | 20397612 |
| 5.50%, 12/01/2052 - 12/01/2055 | 15448288 | 15589644 |
| 6.00%, 06/01/2053 - 10/01/2055 | 18538033 | 19105862 |
| &nbsp;&nbsp;&nbsp; 1-Year CMT + 2.25%, <br>6.18% <sup>(A)</sup>, 02/01/2036<br>| 6235 | 6398 |
| &nbsp;&nbsp;&nbsp; 1-Year RFUCC Treasury + 1.85%, <br>6.35% <sup>(A)</sup>, 07/01/2040<br>| 10417 | 10814 |
| &nbsp;&nbsp;&nbsp; 1-Year CMT + 2.43%, <br>6.47% <sup>(A)</sup>, 12/01/2031<br>| 4101 | 4178 |
| 6.50%, 09/01/2037 - 11/01/2037 | 2453 | 2471 |
| Federal Home Loan Mortgage Corp. <br> Multifamily Structured Credit Risk |  |  |
| &nbsp;&nbsp;&nbsp; 1-Month SOFR Average + 1.65%, <br>5.31% <sup>(A)</sup>, 07/25/2045 <sup>(B)</sup> <br>| 307196 | 306883 |
| Federal Home Loan Mortgage Corp. <br> REMICS |  |  |
| 2.50%, 12/25/2047 | 2662618 | 2398128 |
| 5.00%, 04/25/2036 - 08/25/2036 | 1325488 | 1338204 |
| &nbsp;&nbsp;&nbsp; (3.62) \* 1-Month SOFR Average + <br> 26.80%, <br>5.50% <sup>(A)</sup>, 05/15/2041<br>| 29829 | 28935 |
| 5.60% <sup>(A)</sup>, 10/15/2038 | 5991 | 6174 |
| &nbsp;&nbsp;&nbsp; (4.44) \* 1-Month SOFR Average + <br> 23.93%, <br>7.61% <sup>(A)</sup>, 06/15/2035<br>| 19440 | 20323 |
| Federal Home Loan Mortgage Corp. <br> REMICS, Interest Only STRIPS |  |  |
| &nbsp;&nbsp;&nbsp; (1.00) \* 1-Month SOFR Average + 6.26%, <br>2.58% <sup>(A)</sup>, 10/15/2037<br>| 86984 | 7303 |
| Federal Home Loan Mortgage Corp. <br> REMICS, Principal Only STRIPS |  |  |
| 09/15/2032 - 01/15/2040 | 56314 | 48115 |
| Federal National Mortgage Association |  |  |
| 2.50%, 08/01/2050 - 05/01/2052 | 9673178 | 8241051 |
| 3.00%, 04/01/2051 - 07/01/2060 | 29103573 | 25717401 |
| 3.50%, 08/01/2032 - 10/01/2050 | 4590252 | 4273116 |
| 5.00%, 07/01/2052 - 01/01/2056 | 14091935 | 13955939 |
| 5.50%, 12/01/2052 - 01/01/2059 | 18372721 | 18607597 |
| 6.00%, 07/01/2027 - 09/01/2054 | 8027532 | 8239196 |
| 7.00%, 11/01/2037 | 8316 | 8475 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** |
| Federal National Mortgage Association <br> Connecticut Avenue Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp; 1-Month SOFR Average + 0.95%, <br>4.61% <sup>(A)</sup>, 09/25/2045 <sup>(B)</sup> <br>| $227082 | $226753 |
| Federal National Mortgage Association <br> REMICS |  |  |
| 2.50%, 09/25/2048 | 4026967 | 3595579 |
| 5.00%, 01/25/2046 | 1013849 | 1035267 |
| 5.25%, 05/25/2052 | 459178 | 461700 |
| 5.50%, 11/25/2033 | 418162 | 424380 |
| Federal National Mortgage Association <br> REMICS, Interest Only STRIPS |  |  |
| &nbsp;&nbsp;&nbsp; (1.00) \* 1-Month SOFR Average + 6.42%, <br>2.75% <sup>(A)</sup>, 01/25/2041<br>| 85254 | 9150 |
| &nbsp;&nbsp;&nbsp; (1.00) \* 1-Month SOFR Average + 6.49%, <br>2.82% <sup>(A)</sup>, 08/25/2035 - 06/25/2036<br>| 71455 | 7378 |
| &nbsp;&nbsp;&nbsp; (1.00) \* 1-Month SOFR Average + 6.59%, <br>2.92% <sup>(A)</sup>, 03/25/2036<br>| 76137 | 6862 |
| Federal National Mortgage Association <br> REMICS, Principal Only STRIPS |  |  |
| 12/25/2034 - 12/25/2043 | 341017 | 262703 |
| Federal National Mortgage Association, <br> Principal Only STRIPS |  |  |
| 08/25/2032 | 4670 | 4320 |
| Federal National Mortgage Association-<br> ACES, Interest Only STRIPS |  |  |
| 1.83% <sup>(A)</sup>, 11/25/2033 | 2303438 | 132900 |
| 1.93% <sup>(A)</sup>, 07/25/2030 | 2342172 | 107080 |
| 1.99% <sup>(A)</sup>, 11/25/2028 | 1474616 | 49821 |
| Government National Mortgage <br> Association |  |  |
| 2.00%, 04/20/2052 | 5823162 | 4813258 |
| 3.00%, 08/20/2052 - 02/20/2055 | 7656230 | 6853637 |
| 4.00%, 10/20/2052 | 1807119 | 1711910 |
| 4.50%, 02/20/2055 | 2363284 | 2284654 |
| 5.00%, 08/20/2052 - 09/20/2052 | 2719306 | 2709566 |
| 5.50%, 11/20/2052 - 09/20/2054 | 8486875 | 8626804 |
| Government National Mortgage <br> Association REMICS |  |  |
| 1.65%, 01/20/2063 - 04/20/2063 | 6093 | 5836 |
| 3.50%, 10/20/2051 | 1026876 | 983974 |
| 3.99% <sup>(A)</sup>, 11/16/2042 | 54341 | 52367 |
| &nbsp;&nbsp;&nbsp; 1-Month Term SOFR + 0.56%, <br>4.23% <sup>(A)</sup>, 03/20/2060 - 05/20/2062<br>| 3694 | 3678 |
| &nbsp;&nbsp;&nbsp; 1-Month Term SOFR + 0.66%, <br>4.33% <sup>(A)</sup>, 04/20/2062 - 07/20/2062<br>| 335 | 335 |
| &nbsp;&nbsp;&nbsp; 1-Month Term SOFR + 0.76%, <br>4.43% <sup>(A)</sup>, 05/20/2061<br>| 59 | 59 |
| &nbsp;&nbsp;&nbsp; 1-Month Term SOFR + 1.11%, <br>4.78% <sup>(A)</sup>, 12/20/2066<br>| 71812 | 72269 |
| 5.00%, 04/20/2041 | 315740 | 316084 |
| 5.14% <sup>(A)</sup>, 07/20/2060 | 382 | 383 |
| &nbsp;&nbsp;&nbsp; (3.50) \* 1-Month Term SOFR + 22.87%, <br>10.01% <sup>(A)</sup>, 04/20/2037<br>| 10929 | 11529 |
| &nbsp;&nbsp; Government National Mortgage <br> Association REMICS, Interest Only <br>STRIPS |  |  |
| 1.86% <sup>(A)</sup>, 06/20/2067 | 764174 | 19382 |

---

**Transamerica Series Trust**

**Page 1**

------

**Transamerica JPMorgan Tactical Allocation 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; Government National Mortgage <br> Association REMICS, Interest Only <br> STRIPS (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; (1.00) \* 1-Month Term SOFR + 6.49%, <br>2.81% <sup>(A)</sup>, 05/20/2041<br>| $24214 | $1490 |
| 7.50%, 04/20/2031 | 136 | 7 |
| &nbsp;&nbsp; Government National Mortgage <br> Association REMICS, Principal Only <br>STRIPS |  |  |
| 01/20/2038 | 3852 | 3127 |
| KGS-Alpha SBA COOF Trust, Interest Only <br> STRIPS |  |  |
| 0.91% <sup>(A)</sup>, 08/25/2038 <sup>(B)</sup> <br>| 86999 | 1218 |
| 1.67% <sup>(A)</sup>, 03/25/2039 <sup>(B)</sup> <br>| 78853 | 1801 |
| 3.17% <sup>(A)</sup>, 04/25/2040 <sup>(B)</sup> <br>| 23505 | 1155 |
| Resolution Funding Corp., Principal Only <br> STRIPS |  |  |
| 04/15/2030 | 400000 | 339511 |
| Tennessee Valley Authority |  |  |
| 4.25%, 09/15/2065 <sup>(C)</sup> <br>| 264000 | 217157 |
| 4.63%, 09/15/2060 | 155000 | 136503 |
| 5.88%, 04/01/2036 | 874000 | 968897 |
| Tennessee Valley Authority, Interest Only <br> STRIPS |  |  |
| Zero Coupon, 07/15/2028 | 1000000 | 915319 |
| &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $215,584,723)** | &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $215,584,723)** | 215402744 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS - 25.3%**  | **COMMON STOCKS - 25.3%**  | **COMMON STOCKS - 25.3%**  |
| **Australia - 0.2%**  | **Australia - 0.2%**  | **Australia - 0.2%**  |
| Commonwealth Bank of Australia | 2714 | 317828 |
| Medibank Pvt Ltd. | 109661 | 331810 |
| Rio Tinto Ltd. | 3458 | 392876 |
| Telstra Group Ltd. | 188320 | 695203 |
|  |  | 1737717 |
| **Austria - 0.1%**  | **Austria - 0.1%**  | **Austria - 0.1%**  |
| Erste Group Bank AG | 3971 | 428969 |
| **Belgium - 0.1%**  | **Belgium - 0.1%**  | **Belgium - 0.1%**  |
| KBC Group NV | 3815 | 466925 |
| UCB SA <sup>(C)</sup> <br>| 980 | 295271 |
|  |  | 762196 |
| **Bermuda - 0.0% \*** | **Bermuda - 0.0% \*** | **Bermuda - 0.0% \*** |
| Arch Capital Group Ltd. <sup>(D)</sup> <br>| 2569 | 246598 |
| **Canada - 0.0% \*** | **Canada - 0.0% \*** | **Canada - 0.0% \*** |
| Shopify, Inc., Class A <sup>(D)</sup> <br>| 1120 | 132854 |
| **China - 0.1%**  | **China - 0.1%**  | **China - 0.1%**  |
| Tencent Holdings Ltd. | 4000 | 252289 |
| Yum China Holdings, Inc. | 8925 | 435362 |
|  |  | 687651 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Denmark - 0.1%**  | **Denmark - 0.1%**  | **Denmark - 0.1%**  |
| Novo Nordisk AS, Class B | 8032 | $293927 |
| Novonesis Novozymes, Class B | 5862 | 348268 |
|  |  | 642195 |
| **Finland - 0.1%**  | **Finland - 0.1%**  | **Finland - 0.1%**  |
| Nordea Bank Abp <sup>(C)</sup> <br>| 41104 | 707777 |
| **France - 0.8%**  | **France - 0.8%**  | **France - 0.8%**  |
| Air Liquide SA | 3649 | 754243 |
| Capgemini SE | 2713 | 320130 |
| Engie SA | 26745 | 861923 |
| Kering SA | 816 | 247789 |
| Legrand SA | 6379 | 991007 |
| LVMH Moet Hennessy Louis Vuitton SE | 896 | 489798 |
| Safran SA | 5238 | 1714027 |
| TotalEnergies SE | 10652 | 977578 |
|  |  | 6356495 |
| **Germany - 0.8%**  | **Germany - 0.8%**  | **Germany - 0.8%**  |
| Allianz SE | 1750 | 739057 |
| Continental AG | 3265 | 227920 |
| Deutsche Boerse AG | 3620 | 1060462 |
| Deutsche Telekom AG | 18813 | 702163 |
| Infineon Technologies AG | 16495 | 748314 |
| &nbsp;&nbsp; Muenchener Rueckversicherungs-<br> Gesellschaft AG<br>| 2749 | 1736107 |
| RWE AG | 6666 | 448481 |
| Siemens AG | 4266 | 1039343 |
|  |  | 6701847 |
| **Greece - 0.1%**  | **Greece - 0.1%**  | **Greece - 0.1%**  |
| National Bank of Greece SA | 31974 | 493931 |
| **Hong Kong - 0.2%**  | **Hong Kong - 0.2%**  | **Hong Kong - 0.2%**  |
| AIA Group Ltd. | 85600 | 951129 |
| Hong Kong Exchanges & Clearing Ltd. | 15700 | 792033 |
|  |  | 1743162 |
| **India - 0.0% \*** | **India - 0.0% \*** | **India - 0.0% \*** |
| HDFC Bank Ltd., ADR | 5775 | 143682 |
| **Ireland - 0.6%**  | **Ireland - 0.6%**  | **Ireland - 0.6%**  |
| Accenture PLC, Class A | 3585 | 710870 |
| Eaton Corp. PLC | 2091 | 747888 |
| Kingspan Group PLC | 3572 | 305441 |
| Medtronic PLC | 11484 | 995089 |
| Ryanair Holdings PLC, ADR | 7218 | 417200 |
| Smurfit WestRock PLC | 9258 | 368931 |
| Trane Technologies PLC | 3320 | 1383577 |
|  |  | 4928996 |
| **Italy - 0.1%**  | **Italy - 0.1%**  | **Italy - 0.1%**  |
| Ferrari NV | 722 | 244977 |
| UniCredit SpA | 9127 | 654806 |
|  |  | 899783 |
| **Japan - 1.5%**  | **Japan - 1.5%**  | **Japan - 1.5%**  |
| Ajinomoto Co., Inc. | 20400 | 576733 |
| Asics Corp. | 10500 | 282293 |

---

**Transamerica Series Trust**

**Page 2**

------

**Transamerica JPMorgan Tactical Allocation VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| Hitachi Ltd. | 22200 | $651248 |
| Hoya Corp. | 3400 | 589425 |
| IHI Corp. <sup>(C)</sup> <br>| 12900 | 266166 |
| ITOCHU Corp. | 52900 | 672913 |
| Kao Corp. | 11600 | 451560 |
| Keyence Corp. | 1400 | 498270 |
| Kubota Corp. | 19000 | 304479 |
| Mitsubishi UFJ Financial Group, Inc. | 83200 | 1408902 |
| Mitsui Fudosan Co. Ltd. | 43100 | 459465 |
| Nintendo Co. Ltd. | 6300 | 359639 |
| Obayashi Corp. | 18600 | 450501 |
| Sony Group Corp. | 59600 | 1242226 |
| Sumitomo Electric Industries Ltd. | 10400 | 590929 |
| Sumitomo Realty & Development Co. Ltd. | 9000 | 255382 |
| Suzuki Motor Corp. | 32500 | 396134 |
| Tokio Marine Holdings, Inc. | 24900 | 1168829 |
| Tokyo Electron Ltd. | 2100 | 521747 |
| Toyota Motor Corp. | 46100 | 958296 |
|  |  | 12105137 |
| **Netherlands - 0.5%**  | **Netherlands - 0.5%**  | **Netherlands - 0.5%**  |
| ASML Holding NV | 1991 | 2647544 |
| Heineken NV | 1276 | 98148 |
| Koninklijke Ahold Delhaize NV | 9566 | 445481 |
| Koninklijke KPN NV | 117030 | 652282 |
| uniQure NV <sup>(D)</sup> <br>| 1558 | 25473 |
|  |  | 3868928 |
| **Republic of Korea - 0.0% \*** | **Republic of Korea - 0.0% \*** | **Republic of Korea - 0.0% \*** |
| Samsung Electronics Co. Ltd. | 1110 | 129827 |
| **Republic of South Africa - 0.0% \*** | **Republic of South Africa - 0.0% \*** | **Republic of South Africa - 0.0% \*** |
| Gold Fields Ltd., ADR | 3745 | 170023 |
| **Singapore - 0.2%**  | **Singapore - 0.2%**  | **Singapore - 0.2%**  |
| DBS Group Holdings Ltd. | 33480 | 1489864 |
| Sea Ltd., ADR <sup>(D)</sup> <br>| 2971 | 246029 |
|  |  | 1735893 |
| **Spain - 0.2%**  | **Spain - 0.2%**  | **Spain - 0.2%**  |
| Banco Santander SA | 75170 | 842710 |
| Iberdrola SA | 28952 | 662832 |
| Industria de Diseno Textil SA | 6734 | 391978 |
|  |  | 1897520 |
| **Sweden - 0.3%**  | **Sweden - 0.3%**  | **Sweden - 0.3%**  |
| Atlas Copco AB, A Shares | 46484 | 820295 |
| Spotify Technology SA <sup>(D)</sup> <br>| 679 | 329254 |
| Volvo AB, B Shares | 45606 | 1499493 |
|  |  | 2649042 |
| **Switzerland - 0.6%**  | **Switzerland - 0.6%**  | **Switzerland - 0.6%**  |
| Chubb Ltd. | 1246 | 406109 |
| Cie Financiere Richemont SA, Class A | 3560 | 628575 |
| Garmin Ltd. | 1207 | 280036 |
| Glencore PLC <sup>(D)</sup> <br>| 38249 | 289693 |
| Lonza Group AG | 369 | 236720 |
| Nestle SA | 9549 | 936671 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Switzerland (continued)** | **Switzerland (continued)** | **Switzerland (continued)** |
| Novartis AG | 6453 | $990499 |
| Roche Holding AG | 2436 | 972185 |
|  |  | 4740488 |
| **Taiwan - 0.3%**  | **Taiwan - 0.3%**  | **Taiwan - 0.3%**  |
| &nbsp;&nbsp; Taiwan Semiconductor Manufacturing Co. <br> Ltd.<br>| 6000 | 347007 |
| &nbsp;&nbsp; Taiwan Semiconductor Manufacturing Co. <br> Ltd., ADR<br>| 6117 | 2067240 |
|  |  | 2414247 |
| **United Kingdom - 1.4%**  | **United Kingdom - 1.4%**  | **United Kingdom - 1.4%**  |
| 3i Group PLC | 10416 | 339468 |
| Aon PLC, Class A | 776 | 250477 |
| AstraZeneca PLC | 6696 | 1309336 |
| BAE Systems PLC | 25915 | 759789 |
| British American Tobacco PLC | 11831 | 686894 |
| Compass Group PLC | 19749 | 551015 |
| InterContinental Hotels Group PLC | 2711 | 357513 |
| London Stock Exchange Group PLC | 3661 | 432319 |
| NatWest Group PLC | 119341 | 884071 |
| Next PLC | 2044 | 345331 |
| RELX PLC | 11410 | 379993 |
| Rio Tinto PLC | 13798 | 1280091 |
| Shell PLC | 52636 | 2437839 |
| SSE PLC | 11746 | 406043 |
| Standard Chartered PLC | 29604 | 616943 |
| TechnipFMC PLC | 6773 | 468217 |
|  |  | 11505339 |
| **United States - 17.0%**  | **United States - 17.0%**  | **United States - 17.0%**  |
| 3M Co. | 5324 | 773205 |
| AbbVie, Inc. | 8778 | 1909127 |
| Alnylam Pharmaceuticals, Inc. <sup>(D)</sup> <br>| 1220 | 403661 |
| Alphabet, Inc., Class A | 3978 | 1143914 |
| Alphabet, Inc., Class C | 12924 | 3707379 |
| Amazon.com, Inc. <sup>(D)</sup> <br>| 25991 | 5413146 |
| American Express Co. | 2635 | 797035 |
| American Homes 4 Rent, Class A, REIT | 11271 | 314686 |
| American Tower Corp., REIT | 2210 | 381402 |
| AMETEK, Inc. | 2376 | 509319 |
| Amphenol Corp., Class A | 3381 | 427189 |
| Analog Devices, Inc. | 1486 | 472756 |
| Andersen Group, Inc., Class A <sup>(D)</sup> <br>| 4114 | 111901 |
| Apple, Inc. | 24354 | 6180802 |
| AppLovin Corp., Class A <sup>(D)</sup> <br>| 662 | 263476 |
| AT&T, Inc. | 32759 | 949683 |
| AutoZone, Inc. <sup>(D)</sup> <br>| 392 | 1324090 |
| AvalonBay Communities, Inc., REIT | 1136 | 185566 |
| Baker Hughes Co. | 4191 | 255861 |
| Bank of America Corp. | 23689 | 1154839 |
| Berkshire Hathaway, Inc., Class B <sup>(D)</sup> <br>| 4309 | 2064873 |
| Best Buy Co., Inc. | 5163 | 331465 |
| BJ's Wholesale Club Holdings, Inc. <sup>(D)</sup> <br>| 4010 | 394664 |
| Booking Holdings, Inc. | 298 | 1254675 |
| Booz Allen Hamilton Holding Corp. | 3607 | 281454 |
| Bristol-Myers Squibb Co. | 11708 | 710090 |

---

**Transamerica Series Trust**

**Page 3**

------

**Transamerica JPMorgan Tactical Allocation VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Broadcom, Inc. | 12162 | $3764261 |
| Burlington Stores, Inc. <sup>(D)</sup> <br>| 1030 | 335141 |
| BWX Technologies, Inc. | 2239 | 457853 |
| Capital One Financial Corp. | 5466 | 997162 |
| Carlisle Cos., Inc. | 655 | 218521 |
| Carvana Co. <sup>(D)</sup> <br>| 708 | 222581 |
| Casey's General Stores, Inc. | 586 | 426526 |
| CBRE Group, Inc., Class A <sup>(D)</sup> <br>| 3711 | 502692 |
| CDW Corp. | 2754 | 333289 |
| Cencora, Inc. | 3722 | 1169229 |
| Charles Schwab Corp. | 12656 | 1189411 |
| Chevron Corp. | 3567 | 738012 |
| Ciena Corp. <sup>(D)</sup> <br>| 1424 | 552840 |
| Cigna Group | 2636 | 703153 |
| Cisco Systems, Inc. | 4575 | 354974 |
| Cloudflare, Inc., Class A <sup>(D)</sup> <br>| 839 | 173119 |
| CME Group, Inc. | 2885 | 852085 |
| Columbia Sportswear Co. | 5526 | 302880 |
| Comfort Systems USA, Inc. | 406 | 559870 |
| ConocoPhillips | 7657 | 1010724 |
| Corpay, Inc. <sup>(D)</sup> <br>| 1868 | 543569 |
| Crowdstrike Holdings, Inc., Class A <sup>(D)</sup> <br>| 589 | 229951 |
| Darden Restaurants, Inc. | 1149 | 225250 |
| Deere & Co. | 608 | 342486 |
| DigitalOcean Holdings, Inc. <sup>(D)</sup> <br>| 1941 | 166499 |
| Dominion Energy, Inc. | 4568 | 282394 |
| DoorDash, Inc., Class A <sup>(D)</sup> <br>| 2494 | 374474 |
| Dover Corp. | 5112 | 1065596 |
| EastGroup Properties, Inc., REIT | 1007 | 186386 |
| elf Beauty, Inc. <sup>(D)</sup> <br>| 5046 | 305838 |
| Eli Lilly & Co. | 939 | 863664 |
| Emerson Electric Co. | 3393 | 444551 |
| EOG Resources, Inc. | 9213 | 1331923 |
| Equinix, Inc., REIT | 373 | 365630 |
| Exxon Mobil Corp. | 8569 | 1453817 |
| FedEx Corp. | 1506 | 536407 |
| Fidelity National Information Services, Inc. | 4747 | 222682 |
| Fifth Third Bancorp | 7699 | 357696 |
| First Citizens BancShares, Inc., Class A | 166 | 312854 |
| General Dynamics Corp. | 1692 | 580728 |
| Gilead Sciences, Inc. | 3043 | 424103 |
| GoDaddy, Inc., Class A <sup>(D)</sup> <br>| 2354 | 194605 |
| Goldman Sachs Group, Inc. | 703 | 594731 |
| Hayward Holdings, Inc. <sup>(D)</sup> <br>| 20978 | 280686 |
| HCA Healthcare, Inc. | 588 | 278265 |
| Henry Schein, Inc. <sup>(D)</sup> <br>| 5706 | 420532 |
| Hewlett Packard Enterprise Co. | 29094 | 692728 |
| Hilton Worldwide Holdings, Inc. | 1359 | 413245 |
| Host Hotels & Resorts, Inc., REIT | 9003 | 172497 |
| Howmet Aerospace, Inc. | 1863 | 429347 |
| HubSpot, Inc. <sup>(D)</sup> <br>| 691 | 168673 |
| Humana, Inc. | 1630 | 282626 |
| Insmed, Inc. <sup>(D)</sup> <br>| 4113 | 672558 |
| Interactive Brokers Group, Inc., Class A | 5016 | 336423 |
| Intercontinental Exchange, Inc. | 1082 | 170177 |
| International Business Machines Corp. | 945 | 229059 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Intuit, Inc. | 1038 | $448810 |
| Intuitive Surgical, Inc. <sup>(D)</sup> <br>| 927 | 427338 |
| IQVIA Holdings, Inc. <sup>(D)</sup> <br>| 3611 | 615820 |
| ITT, Inc. | 2998 | 571209 |
| Jabil, Inc. | 1695 | 450243 |
| JB Hunt Transport Services, Inc. | 1990 | 421681 |
| Johnson & Johnson | 10764 | 2631152 |
| Keurig Dr. Pepper, Inc. | 5014 | 132019 |
| Kinder Morgan, Inc. | 9160 | 307135 |
| Kinsale Capital Group, Inc. | 860 | 293828 |
| Kontoor Brands, Inc. | 4229 | 297256 |
| Labcorp Holdings, Inc. | 2421 | 645947 |
| Live Nation Entertainment, Inc. <sup>(D)</sup> <br>| 1442 | 219919 |
| Loews Corp. | 6337 | 676411 |
| Lowe's Cos., Inc. | 6276 | 1482893 |
| M&T Bank Corp. | 3397 | 702228 |
| Marriott International, Inc., Class A | 181 | 59200 |
| Marsh & McLennan Cos., Inc. | 1849 | 320709 |
| Martin Marietta Materials, Inc. | 557 | 327895 |
| Mastercard, Inc., Class A | 5400 | 2698164 |
| McDonald's Corp. | 5276 | 1639728 |
| Merck & Co., Inc. | 8488 | 1021022 |
| Meta Platforms, Inc., Class A | 7471 | 4274383 |
| Mettler-Toledo International, Inc. <sup>(D)</sup> <br>| 134 | 169001 |
| MGIC Investment Corp. | 15879 | 416824 |
| Microsoft Corp. | 13647 | 5051710 |
| &nbsp;&nbsp; Mid-America Apartment Communities, Inc., <br> REIT<br>| 4428 | 540747 |
| Middleby Corp. <sup>(D)</sup> <br>| 2711 | 359424 |
| Mohawk Industries, Inc. <sup>(D)</sup> <br>| 2492 | 245362 |
| Mondelez International, Inc., Class A | 7111 | 409878 |
| Morgan Stanley | 4980 | 819559 |
| Murphy USA, Inc. | 770 | 380357 |
| Natera, Inc. <sup>(D)</sup> <br>| 1945 | 388981 |
| Netflix, Inc. <sup>(D)</sup> <br>| 11063 | 1063707 |
| Neurocrine Biosciences, Inc. <sup>(D)</sup> <br>| 3600 | 474264 |
| Nexstar Media Group, Inc. | 1603 | 289870 |
| NextEra Energy, Inc. | 18980 | 1762862 |
| NIKE, Inc., Class B | 2302 | 121592 |
| Nuvalent, Inc., Class A <sup>(D)</sup> <br>| 1911 | 195782 |
| NVIDIA Corp. | 56333 | 9824475 |
| Omnicom Group, Inc. | 5264 | 396432 |
| ON Semiconductor Corp. <sup>(D)</sup> <br>| 6526 | 404090 |
| Oracle Corp. | 2443 | 359390 |
| Packaging Corp. of America | 2131 | 452241 |
| Palo Alto Networks, Inc. <sup>(D)</sup> <br>| 2720 | 436070 |
| Paylocity Holding Corp. <sup>(D)</sup> <br>| 1806 | 195120 |
| PepsiCo, Inc. | 3817 | 592742 |
| Performance Food Group Co. <sup>(D)</sup> <br>| 6681 | 572294 |
| PG&E Corp. | 23299 | 409363 |
| Philip Morris International, Inc. | 7850 | 1297919 |
| Post Holdings, Inc. <sup>(D)</sup> <br>| 4597 | 454459 |
| PPG Industries, Inc. | 2559 | 273506 |
| Procter & Gamble Co. | 3303 | 477085 |
| Progressive Corp. | 1260 | 249782 |
| Public Service Enterprise Group, Inc. | 2627 | 212656 |

---

**Transamerica Series Trust**

**Page 4**

------

**Transamerica JPMorgan Tactical Allocation VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Public Storage, REIT | 1548 | $419322 |
| Quanta Services, Inc. | 1296 | 711530 |
| Raymond James Financial, Inc. | 2673 | 387024 |
| Rayonier, Inc., REIT | 10765 | 221974 |
| Reddit, Inc., Class A <sup>(D)</sup> <br>| 1111 | 149596 |
| Regency Centers Corp., REIT | 7941 | 600816 |
| Regeneron Pharmaceuticals, Inc. | 826 | 638201 |
| Regions Financial Corp. | 11600 | 302992 |
| Robinhood Markets, Inc., Class A <sup>(D)</sup> <br>| 2842 | 196951 |
| ROBLOX Corp., Class A <sup>(D)</sup> <br>| 1602 | 90609 |
| Rocket Cos., Inc., Class A <sup>(D)</sup> <br>| 9275 | 132169 |
| RTX Corp. | 5086 | 981089 |
| SBA Communications Corp., REIT | 1664 | 286391 |
| ServiceNow, Inc. <sup>(D)</sup> <br>| 2688 | 281030 |
| Silgan Holdings, Inc. | 8791 | 341091 |
| Snowflake, Inc., Class A <sup>(D)</sup> <br>| 2083 | 314158 |
| Somnigroup International, Inc. | 1936 | 143109 |
| Southern Co. | 3017 | 291201 |
| Southwest Airlines Co. | 9033 | 339370 |
| State Street Corp. | 6450 | 816312 |
| Stryker Corp. | 1785 | 586533 |
| Take-Two Interactive Software, Inc. <sup>(D)</sup> <br>| 2191 | 432723 |
| TD SYNNEX Corp. | 2331 | 393263 |
| Teledyne Technologies, Inc. <sup>(D)</sup> <br>| 568 | 343646 |
| Teradyne, Inc. | 1706 | 505761 |
| Tesla, Inc. <sup>(D)</sup> <br>| 6482 | 2409684 |
| Texas Instruments, Inc. | 4681 | 908769 |
| Thermo Fisher Scientific, Inc. | 714 | 350952 |
| TJX Cos., Inc. | 4215 | 673136 |
| TransUnion | 5864 | 405730 |
| Travelers Cos., Inc. | 1906 | 555942 |
| Twilio, Inc., Class A <sup>(D)</sup> <br>| 1796 | 225973 |
| U.S. Bancorp | 8238 | 428458 |
| Ulta Beauty, Inc. <sup>(D)</sup> <br>| 758 | 396214 |
| Union Pacific Corp. | 2426 | 588596 |
| United Rentals, Inc. | 512 | 373023 |
| UnitedHealth Group, Inc. | 2828 | 765229 |
| Ventas, Inc., REIT | 2917 | 238552 |
| Vertex Pharmaceuticals, Inc. <sup>(D)</sup> <br>| 542 | 242025 |
| Walmart, Inc. | 10266 | 1275858 |
| Walt Disney Co. | 14337 | 1381800 |
| Warner Music Group Corp., Class A | 8093 | 206695 |
| Wells Fargo & Co. | 23107 | 1839548 |
| Western Digital Corp. | 1416 | 383014 |
| Williams Cos., Inc. | 11998 | 873214 |
| WillScot Holdings Corp. | 27655 | 480091 |
| Xcel Energy, Inc. | 8159 | 648151 |
| Yum! Brands, Inc. | 2973 | 462242 |
|  |  | 138515522 |
| &nbsp;&nbsp; **Total Common Stocks** <br>**(Cost $182,227,520)**<br>|  | 206345819 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES - 24.1%**  | **CORPORATE DEBT SECURITIES - 24.1%**  | **CORPORATE DEBT SECURITIES - 24.1%**  |
| **Australia - 0.1%**  | **Australia - 0.1%**  | **Australia - 0.1%**  |
| Santos Finance Ltd. |  |  |
| 3.65%, 04/29/2031 <sup>(B)</sup> <br>| $319000 | $298500 |
| 5.75%, 11/13/2035 <sup>(B)</sup> <br>| 385000 | 385892 |
| 6.88%, 09/19/2033 <sup>(B)</sup> <br>| 196000 | 213392 |
|  |  | 897784 |
| **Belgium - 0.0% \*** | **Belgium - 0.0% \*** | **Belgium - 0.0% \*** |
| KBC Group NV |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/16/2029, <br>4.93% <sup>(A)</sup>, 10/16/2030 <sup>(B)</sup> <br>| 200000 | 201301 |
| **Canada - 0.5%**  | **Canada - 0.5%**  | **Canada - 0.5%**  |
| Air Canada Pass-Through Trust |  |  |
| 3.75%, 06/15/2029 <sup>(B)</sup> <br>| 528350 | 521869 |
| Canadian Pacific Railway Co. |  |  |
| 3.10%, 12/02/2051 | 536000 | 350011 |
| 4.70%, 05/01/2048 | 261000 | 226459 |
| Enbridge, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/15/2028, <br>8.25% <sup>(A)</sup>, 01/15/2084<br>| 214000 | 225878 |
| GFL Environmental, Inc. |  |  |
| 3.50%, 09/01/2028 <sup>(B)</sup> <br>| 110000 | 106954 |
| 6.75%, 01/15/2031 <sup>(B)</sup> <br>| 1010000 | 1045176 |
| Manulife Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/24/2027, <br>4.06% <sup>(A)</sup>, 02/24/2032<br>| 169000 | 167718 |
| Rogers Communications, Inc. |  |  |
| 3.80%, 03/15/2032 | 693000 | 646907 |
| 5.30%, 02/15/2034 | 140000 | 139390 |
| Toronto-Dominion Bank |  |  |
| 4.93%, 10/15/2035 | 315000 | 309913 |
| TransCanada PipeLines Ltd. |  |  |
| 5.60%, 03/31/2034 | 110000 | 113118 |
| 6.10%, 06/01/2040 | 78000 | 80845 |
| TransCanada Trust |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 08/15/2026, <br>5.88% <sup>(A)</sup>, 08/15/2076<br>| 208000 | 208220 |
|  |  | 4142458 |
| **Cayman Islands - 0.3%**  | **Cayman Islands - 0.3%**  | **Cayman Islands - 0.3%**  |
| Avolon Holdings Funding Ltd. |  |  |
| 4.70%, 01/30/2031 <sup>(B)</sup> <br>| 220000 | 215577 |
| 4.85%, 04/01/2033 <sup>(B)</sup> <br>| 249000 | 238533 |
| 4.90%, 10/10/2030 <sup>(B)</sup> <br>| 295000 | 292945 |
| 4.95%, 10/15/2032 <sup>(B)</sup> <br>| 140000 | 136357 |
| 5.15%, 01/15/2030 <sup>(B)</sup> <br>| 839000 | 842030 |
| 5.38%, 05/30/2030 <sup>(B)</sup> <br>| 445000 | 449852 |
| 5.75%, 11/15/2029 <sup>(B)</sup> <br>| 195000 | 199805 |
| 6.38%, 05/04/2028 <sup>(B)</sup> <br>| 348000 | 358198 |
|  |  | 2733297 |
| **Chile - 0.1%**  | **Chile - 0.1%**  | **Chile - 0.1%**  |
| Corp. Nacional del Cobre de Chile |  |  |
| 6.78%, 01/13/2055 <sup>(B)</sup> <br>| 280000 | 296526 |

---

**Transamerica Series Trust**

**Page 5**

------

**Transamerica JPMorgan Tactical Allocation VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Denmark - 0.0% \*** | **Denmark - 0.0% \*** | **Denmark - 0.0% \*** |
| Danske Bank AS |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/01/2029, <br>5.71% <sup>(A)</sup>, 03/01/2030 <sup>(B)</sup> <br>| $200000 | $205702 |
| **Finland - 0.0% \*** | **Finland - 0.0% \*** | **Finland - 0.0% \*** |
| Nordea Bank Abp |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/13/2028, <br>4.63% <sup>(A)</sup>, 09/13/2033 <sup>(B)</sup> <br>| 270000 | 268349 |
| **France - 0.5%**  | **France - 0.5%**  | **France - 0.5%**  |
| BNP Paribas SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/09/2028, <br>4.79% <sup>(A)</sup>, 05/09/2029 <sup>(B)</sup> <br>| 305000 | 306084 |
| &nbsp;&nbsp;&nbsp; Fixed until 08/16/2029 <sup>(E)</sup>, <br>7.75% <sup>(A)</sup><sup>(B)</sup> <br>| 285000 | 293974 |
| BPCE SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/13/2031, <br>4.76% <sup>(A)</sup>, 01/13/2032 <sup>(B)</sup> <br>| 345000 | 340219 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/13/2036, <br>5.42% <sup>(A)</sup>, 01/13/2037 <sup>(B)</sup> <br>| 270000 | 263216 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/14/2030, <br>5.88% <sup>(A)</sup>, 01/14/2031 <sup>(B)</sup> <br>| 250000 | 257538 |
| Credit Agricole SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/12/2031, <br>4.66% <sup>(A)</sup>, 01/12/2032 <sup>(B)</sup> <br>| 805000 | 793932 |
| Electricite de France SA |  |  |
| 6.38%, 01/13/2055 <sup>(B)</sup> <br>| 320000 | 326831 |
| Engie SA |  |  |
| 5.25%, 04/10/2029 <sup>(B)</sup> <br>| 240000 | 245368 |
| Societe Generale SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 04/10/2036, <br>5.40% <sup>(A)</sup>, 04/10/2037 <sup>(B)</sup> <br>| 200000 | 193485 |
| TotalEnergies Capital International SA |  |  |
| 2.99%, 06/29/2041 | 493000 | 367230 |
| TotalEnergies Capital SA |  |  |
| 5.28%, 09/10/2054 | 42000 | 39176 |
| 5.49%, 04/05/2054 | 85000 | 81595 |
| 5.64%, 04/05/2064 | 174000 | 166967 |
|  |  | 3675615 |
| **Germany - 0.3%**  | **Germany - 0.3%**  | **Germany - 0.3%**  |
| Deutsche Bank AG |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/16/2026, <br>2.31% <sup>(A)</sup>, 11/16/2027<br>| 460000 | 453728 |
| &nbsp;&nbsp;&nbsp; Fixed until 12/10/2030, <br>4.47% <sup>(A)</sup>, 12/10/2031<br>| 150000 | 147485 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/06/2031, <br>4.73% <sup>(A)</sup>, 02/06/2032<br>| 150000 | 147716 |
| &nbsp;&nbsp;&nbsp; Fixed until 08/04/2030, <br>4.95% <sup>(A)</sup>, 08/04/2031<br>| 940000 | 936459 |
| &nbsp;&nbsp;&nbsp; Fixed until 11/10/2032, <br>7.08% <sup>(A)</sup>, 02/10/2034<br>| 350000 | 375054 |
| &nbsp;&nbsp;&nbsp; Fixed until 07/13/2026, <br>7.15% <sup>(A)</sup>, 07/13/2027<br>| 460000 | 463103 |
|  |  | 2523545 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Ireland - 0.2%**  | **Ireland - 0.2%**  | **Ireland - 0.2%**  |
| AerCap Ireland Capital DAC/AerCap <br> Global Aviation Trust |  |  |
| 3.00%, 10/29/2028 | $847000 | $815309 |
| 5.00%, 11/15/2035 | 150000 | 144892 |
| AIB Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/15/2030, <br>5.32% <sup>(A)</sup>, 05/15/2031 <sup>(B)</sup> <br>| 294000 | 299286 |
| Bank of Ireland Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/20/2029, <br>5.60% <sup>(A)</sup>, 03/20/2030 <sup>(B)</sup> <br>| 435000 | 446106 |
|  |  | 1705593 |
| **Italy - 0.3%**  | **Italy - 0.3%**  | **Italy - 0.3%**  |
| Eni SpA |  |  |
| 5.70%, 10/01/2040 <sup>(B)</sup> <br>| 405000 | 398574 |
| 5.95%, 05/15/2054 <sup>(B)</sup> <br>| 400000 | 397982 |
| Intesa Sanpaolo SpA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 06/01/2041, <br>4.95% <sup>(A)</sup>, 06/01/2042 <sup>(B)</sup> <br>| 925000 | 774690 |
| UniCredit SpA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 06/03/2031, <br>3.13% <sup>(A)</sup>, 06/03/2032 <sup>(B)</sup> <br>| 200000 | 183761 |
| &nbsp;&nbsp;&nbsp; Fixed until 06/30/2030, <br>5.46% <sup>(A)</sup>, 06/30/2035 <sup>(B)</sup> <br>| 493000 | 492112 |
|  |  | 2247119 |
| **Japan - 0.2%**  | **Japan - 0.2%**  | **Japan - 0.2%**  |
| Japan Tobacco, Inc. |  |  |
| 5.85%, 06/15/2035 <sup>(B)</sup> <br>| 340000 | 356793 |
| Mitsubishi UFJ Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/14/2031, <br>4.51% <sup>(A)</sup>, 01/14/2032<br>| 345000 | 340001 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/12/2030, <br>4.53% <sup>(A)</sup>, 09/12/2031<br>| 440000 | 435867 |
| Nippon Life Insurance Co. |  |  |
| 4.75%, 04/02/2031 <sup>(B)</sup><sup>(F)</sup> <br>| 340000 | 340851 |
| 5.05%, 04/02/2033 <sup>(B)</sup><sup>(F)</sup> <br>| 215000 | 215263 |
| Sumitomo Mitsui Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/15/2031, <br>4.49% <sup>(A)</sup>, 01/15/2032<br>| 210000 | 206809 |
|  |  | 1895584 |
| **Liberia - 0.0% \*** | **Liberia - 0.0% \*** | **Liberia - 0.0% \*** |
| Royal Caribbean Cruises Ltd. |  |  |
| 5.63%, 09/30/2031 <sup>(B)</sup> <br>| 225000 | 227218 |
| **Mexico - 0.0% \*** | **Mexico - 0.0% \*** | **Mexico - 0.0% \*** |
| Mexico City Airport Trust |  |  |
| 5.50%, 07/31/2047 <sup>(B)</sup> <br>| 200000 | 166476 |
| **Netherlands - 0.4%**  | **Netherlands - 0.4%**  | **Netherlands - 0.4%**  |
| ENEL Finance International NV |  |  |
| 2.13%, 07/12/2028 <sup>(B)</sup> <br>| 200000 | 189858 |
| 2.50%, 07/12/2031 <sup>(B)</sup> <br>| 490000 | 434933 |
| 3.50%, 04/06/2028 <sup>(B)</sup> <br>| 200000 | 196140 |
| 4.13%, 09/30/2028 <sup>(B)</sup> <br>| 200000 | 198351 |
| 5.13%, 06/26/2029 <sup>(B)</sup> <br>| 355000 | 360034 |

---

**Transamerica Series Trust**

**Page 6**

------

**Transamerica JPMorgan Tactical Allocation VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Netherlands (continued)** | **Netherlands (continued)** | **Netherlands (continued)** |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp; 3-Month SOFR Index + 1.01%, <br>4.66% <sup>(A)</sup>, 03/25/2029<br>| $515000 | $516385 |
| JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings |  |  |
| 3.00%, 05/15/2032 | 120000 | 106637 |
| 3.63%, 01/15/2032 | 200000 | 185258 |
| 4.38%, 02/02/2052 | 199000 | 151489 |
| 5.50%, 01/15/2036 | 570000 | 570262 |
| 6.38%, 04/15/2066 | 190000 | 186440 |
| 6.40%, 05/10/2057 <sup>(B)</sup><sup>(F)</sup> <br>| 190000 | 189649 |
| 6.50%, 12/01/2052 | 45000 | 45554 |
|  |  | 3330990 |
| **Norway - 0.1%**  | **Norway - 0.1%**  | **Norway - 0.1%**  |
| Aker BP ASA |  |  |
| 5.25%, 10/30/2035 <sup>(B)</sup> <br>| 300000 | 291737 |
| **Panama - 0.0% \*** | **Panama - 0.0% \*** | **Panama - 0.0% \*** |
| Banco Nacional de Panama |  |  |
| 2.50%, 08/11/2030 <sup>(B)</sup> <br>| 300000 | 265949 |
| **Singapore - 0.1%**  | **Singapore - 0.1%**  | **Singapore - 0.1%**  |
| Pfizer Investment Enterprises Pte. Ltd. |  |  |
| 5.34%, 05/19/2063 | 623000 | 565888 |
| **Spain - 0.2%**  | **Spain - 0.2%**  | **Spain - 0.2%**  |
| Banco Bilbao Vizcaya Argentaria SA |  |  |
| 5.13%, 03/03/2036 | 200000 | 194543 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/14/2026, <br>1.72% <sup>(A)</sup>, 09/14/2027<br>| 600000 | 592345 |
| CaixaBank SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/03/2035, <br>5.58% <sup>(A)</sup>, 07/03/2036 <sup>(B)</sup> <br>| 200000 | 201138 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/13/2026, <br>6.68% <sup>(A)</sup>, 09/13/2027 <sup>(B)</sup> <br>| 395000 | 398682 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/13/2033, <br>6.84% <sup>(A)</sup>, 09/13/2034 <sup>(B)</sup> <br>| 245000 | 266827 |
|  |  | 1653535 |
| **Switzerland - 0.1%**  | **Switzerland - 0.1%**  | **Switzerland - 0.1%**  |
| UBS Group AG |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/06/2032, <br>4.84% <sup>(A)</sup>, 11/06/2033 <sup>(B)</sup> <br>| 345000 | 339339 |
| &nbsp;&nbsp;&nbsp; Fixed until 11/13/2033 <sup>(E)</sup>, <br>9.25% <sup>(A)</sup><sup>(B)</sup> <br>| 200000 | 225248 |
| &nbsp;&nbsp;&nbsp; Fixed until 11/13/2028 <sup>(E)</sup>, <br>9.25% <sup>(A)</sup><sup>(B)</sup> <br>| 200000 | 213165 |
|  |  | 777752 |
| **United Kingdom - 1.1%**  | **United Kingdom - 1.1%**  | **United Kingdom - 1.1%**  |
| Anglo American Capital PLC |  |  |
| 2.63%, 09/10/2030 <sup>(B)</sup> <br>| 735000 | 670568 |
| 4.75%, 03/16/2052 <sup>(B)</sup> <br>| 200000 | 163611 |
| 5.00%, 03/21/2033 <sup>(B)</sup> <br>| 385000 | 379071 |
| 5.75%, 04/05/2034 <sup>(B)</sup> <br>| 215000 | 221294 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/24/2031, <br>4.52% <sup>(A)</sup>, 02/24/2032<br>| $200000 | $195619 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/24/2036, <br>5.21% <sup>(A)</sup>, 02/24/2037<br>| 875000 | 846813 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/10/2031, <br>4.68% <sup>(A)</sup>, 03/10/2032<br>| 700000 | 690724 |
| &nbsp;&nbsp;&nbsp; Fixed until 11/19/2027, <br>5.13% <sup>(A)</sup>, 11/19/2028<br>| 480000 | 483499 |
| &nbsp;&nbsp;&nbsp; Fixed until 05/13/2030, <br>5.24% <sup>(A)</sup>, 05/13/2031<br>| 620000 | 628733 |
| &nbsp;&nbsp;&nbsp; Fixed until 03/10/2036, <br>5.28% <sup>(A)</sup>, 03/10/2037<br>| 465000 | 456648 |
| &nbsp;&nbsp;&nbsp; Fixed until 11/03/2027, <br>7.39% <sup>(A)</sup>, 11/03/2028<br>| 485000 | 505550 |
| Imperial Brands Finance PLC |  |  |
| 5.88%, 07/01/2034 <sup>(B)</sup> <br>| 597000 | 614033 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/10/2033 <sup>(E)</sup>, <br>8.13% <sup>(A)</sup> <br>| 200000 | 216505 |
| NatWest Markets PLC |  |  |
| 4.41%, 11/06/2030 <sup>(B)</sup><sup>(C)</sup> <br>| 560000 | 552354 |
| Santander U.K. Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/11/2029, <br>4.86% <sup>(A)</sup>, 09/11/2030<br>| 602000 | 603309 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/15/2030, <br>5.69% <sup>(A)</sup>, 04/15/2031<br>| 590000 | 606806 |
| Standard Chartered PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/08/2029, <br>7.02% <sup>(A)</sup>, 02/08/2030 <sup>(B)</sup> <br>| 715000 | 759110 |
|  |  | 8594247 |
| **United States - 19.6%**  | **United States - 19.6%**  | **United States - 19.6%**  |
| Abbott Laboratories |  |  |
| 4.65%, 03/15/2036 | 948000 | 927010 |
| AbbVie, Inc. |  |  |
| 4.05%, 11/21/2039 | 490000 | 430085 |
| 4.25%, 11/21/2049 | 241000 | 195628 |
| 4.40%, 11/06/2042 | 167000 | 146689 |
| 4.63%, 10/01/2042 | 442000 | 397526 |
| 4.75%, 03/15/2036 | 305000 | 299241 |
| 5.50%, 03/15/2064 | 51000 | 48633 |
| 5.55%, 03/15/2056 | 115000 | 112471 |
| AES Corp. |  |  |
| 5.45%, 06/01/2028 | 317000 | 319901 |
| 5.80%, 03/15/2032 | 150000 | 150837 |
| Alexandria Real Estate Equities, Inc. |  |  |
| 2.00%, 05/18/2032 | 575000 | 481065 |
| 5.25%, 03/15/2036 | 290000 | 283207 |
| Alliant Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/01/2031, <br>5.75% <sup>(A)</sup>, 04/01/2056<br>| 130000 | 126393 |
| Alphabet, Inc. |  |  |
| 4.80%, 02/15/2036 | 560000 | 557601 |
| 5.45%, 11/15/2055 | 130000 | 125866 |
| 5.75%, 02/15/2066 | 235000 | 232730 |

---

**Transamerica Series Trust**

**Page 7**

------

**Transamerica JPMorgan Tactical Allocation VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Altria Group, Inc. |  |  |
| 2.45%, 02/04/2032 | $480000 | $421195 |
| 3.40%, 02/04/2041 | 475000 | 358539 |
| Amazon.com, Inc. |  |  |
| 4.55%, 03/13/2033 | 302000 | 299093 |
| 4.65%, 11/20/2035 | 91000 | 89230 |
| 4.88%, 03/13/2036 | 549000 | 543997 |
| 5.65%, 03/13/2046 | 245000 | 244152 |
| 5.80%, 03/13/2056 | 750000 | 749397 |
| 6.05%, 03/13/2076 | 135000 | 134209 |
| Amcor Flexibles North America, Inc. |  |  |
| 5.10%, 03/17/2030 | 180000 | 181684 |
| 5.13%, 03/12/2036 | 182000 | 176944 |
| 5.50%, 03/17/2035 | 285000 | 288264 |
| American Airlines Pass-Through Trust |  |  |
| 3.95%, 01/11/2032 | 27400 | 26130 |
| 4.10%, 07/15/2029 | 148530 | 145856 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/20/2032, <br>4.92% <sup>(A)</sup>, 07/20/2033<br>| 90000 | 90164 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/25/2035, <br>5.67% <sup>(A)</sup>, 04/25/2036<br>| 130000 | 134358 |
| American Tower Corp. |  |  |
| 5.20%, 02/15/2029 | 412000 | 418983 |
| Amgen, Inc. |  |  |
| 2.45%, 02/21/2030 | 586000 | 544196 |
| 3.15%, 02/21/2040 | 137000 | 106555 |
| 4.20%, 02/22/2052 | 369000 | 286708 |
| 4.66%, 06/15/2051 | 75000 | 62923 |
| 4.88%, 03/01/2053 | 415000 | 359506 |
| 5.65%, 03/02/2053 | 160000 | 154967 |
| 5.75%, 03/02/2063 | 267000 | 256829 |
| Anheuser-Busch InBev Worldwide, Inc. |  |  |
| 4.95%, 01/15/2042 | 460000 | 429108 |
| Antero Resources Corp. |  |  |
| 5.38%, 03/01/2030 <sup>(B)</sup> <br>| 303000 | 304544 |
| 5.40%, 02/01/2036 | 340000 | 334343 |
| Apple, Inc. |  |  |
| 2.95%, 09/11/2049 | 200000 | 130994 |
| AT&T, Inc. |  |  |
| 2.55%, 12/01/2033 | 873000 | 738765 |
| 3.50%, 06/01/2041 - 09/15/2053 | 304000 | 226930 |
| 3.55%, 09/15/2055 | 358000 | 232830 |
| 3.65%, 09/15/2059 | 354000 | 229385 |
| 5.40%, 02/15/2034 | 133000 | 135992 |
| 5.55%, 11/01/2045 | 465000 | 440215 |
| 5.70%, 11/01/2054 | 55000 | 51498 |
| 6.00%, 04/30/2056 | 490000 | 479421 |
| Athene Global Funding |  |  |
| 5.03%, 07/17/2030 <sup>(B)</sup> <br>| 705000 | 697176 |
| 5.54%, 08/22/2035 <sup>(B)</sup> <br>| 497000 | 487923 |
| Baker Hughes Holdings LLC/Baker <br> Hughes Co-Obligor, Inc. |  |  |
| 4.65%, 06/15/2033 | 464000 | 456681 |
| 5.00%, 06/15/2036 | 210000 | 206179 |
| 5.85%, 06/15/2056 | 195000 | 190816 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/23/2030, <br>1.90% <sup>(A)</sup>, 07/23/2031<br>| $228000 | $203067 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/24/2030, <br>1.92% <sup>(A)</sup>, 10/24/2031<br>| 228000 | 202064 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/22/2031, <br>2.69% <sup>(A)</sup>, 04/22/2032<br>| 470000 | 425923 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/22/2029, <br>2.88% <sup>(A)</sup>, 10/22/2030<br>| 1159000 | 1096299 |
| &nbsp;&nbsp;&nbsp; Fixed until 12/20/2027, <br>3.42% <sup>(A)</sup>, 12/20/2028<br>| 1127000 | 1107133 |
| &nbsp;&nbsp;&nbsp; Fixed until 03/08/2032, <br>3.85% <sup>(A)</sup>, 03/08/2037<br>| 439000 | 406644 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/07/2029, <br>3.97% <sup>(A)</sup>, 02/07/2030<br>| 608000 | 599635 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/06/2036, <br>5.05% <sup>(A)</sup>, 02/06/2037<br>| 320000 | 315743 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/25/2028, <br>5.20% <sup>(A)</sup>, 04/25/2029<br>| 744000 | 754594 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/25/2033, <br>5.29% <sup>(A)</sup>, 04/25/2034<br>| 351000 | 355266 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/25/2034, <br>5.52% <sup>(A)</sup>, 10/25/2035<br>| 250000 | 249994 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/15/2028, <br>5.82% <sup>(A)</sup>, 09/15/2029<br>| 719000 | 741713 |
| &nbsp;&nbsp;&nbsp; Fixed until 07/26/2030 <sup>(E)</sup>, <br>6.25% <sup>(A)</sup> <br>| 316000 | 317903 |
| BAT Capital Corp. |  |  |
| 3.73%, 09/25/2040 | 377000 | 299636 |
| 4.54%, 08/15/2047 | 300000 | 243580 |
| 5.83%, 02/20/2031 | 40000 | 41859 |
| 7.08%, 08/02/2043 | 415000 | 456159 |
| Beignet Investor LLC |  |  |
| 6.58%, 05/30/2049 <sup>(B)</sup> <br>| 179000 | 184040 |
| Berkshire Hathaway Energy Co. |  |  |
| 4.60%, 05/01/2053 | 54000 | 44123 |
| Berkshire Hathaway Finance Corp. |  |  |
| 3.85%, 03/15/2052 | 56000 | 42267 |
| Berry Global, Inc. |  |  |
| 5.80%, 06/15/2031 | 279000 | 288797 |
| Bimbo Bakeries USA, Inc. |  |  |
| 6.05%, 01/15/2029 <sup>(B)</sup> <br>| 219000 | 226278 |
| Biogen, Inc. |  |  |
| 5.75%, 05/15/2035 | 20000 | 20683 |
| 6.45%, 05/15/2055 | 570000 | 591475 |
| Boeing Co. |  |  |
| 3.95%, 08/01/2059 | 250000 | 172493 |
| 5.81%, 05/01/2050 | 327000 | 316120 |
| 7.01%, 05/01/2064 | 136000 | 150351 |
| Bristol-Myers Squibb Co. |  |  |
| 2.35%, 11/13/2040 | 51000 | 35562 |
| 3.70%, 03/15/2052 | 99000 | 71378 |
| 5.55%, 02/22/2054 | 92000 | 88587 |
| Brixmor Operating Partnership LP |  |  |
| 4.85%, 02/15/2033 | 210000 | 206275 |
| 5.50%, 02/15/2034 | 115000 | 116628 |
| Broadcom, Inc. |  |  |
| 3.14%, 11/15/2035 <sup>(B)</sup> <br>| 134000 | 113844 |

---

**Transamerica Series Trust**

**Page 8**

------

**Transamerica JPMorgan Tactical Allocation VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Broadcom, Inc. (continued) |  |  |
| 3.42%, 04/15/2033 | $573000 | $523965 |
| 3.47%, 04/15/2034 | 153000 | 137767 |
| 3.75%, 02/15/2051 | 106000 | 78896 |
| 4.55%, 02/15/2032 | 83000 | 82278 |
| 4.80%, 02/15/2036 | 304000 | 296380 |
| 5.20%, 07/15/2035 | 41000 | 41320 |
| Bunge Ltd. Finance Corp. |  |  |
| 4.65%, 09/17/2034 | 130000 | 125859 |
| 4.80%, 03/19/2033 | 435000 | 429383 |
| 5.15%, 03/19/2036 | 560000 | 552397 |
| Burlington Northern Santa Fe LLC |  |  |
| 3.90%, 08/01/2046 | 222000 | 173480 |
| 4.15%, 04/01/2045 | 46000 | 37812 |
| 4.38%, 09/01/2042 | 46000 | 39948 |
| CCO Holdings LLC/CCO Holdings Capital <br> Corp. |  |  |
| 4.25%, 02/01/2031 <sup>(B)</sup> <br>| 240000 | 218749 |
| 7.00%, 02/01/2033 <sup>(B)</sup> <br>| 500000 | 501377 |
| Cencora, Inc. |  |  |
| 2.70%, 03/15/2031 | 57000 | 51980 |
| 2.80%, 05/15/2030 | 75000 | 69956 |
| 4.60%, 02/13/2033 | 145000 | 142570 |
| 4.85%, 12/15/2029 | 55000 | 55750 |
| 4.90%, 02/13/2036 | 74000 | 72501 |
| CF Industries, Inc. |  |  |
| 4.95%, 06/01/2043 | 54000 | 48177 |
| Charles Schwab Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/14/2035, <br>4.91% <sup>(A)</sup>, 11/14/2036<br>| 460000 | 447127 |
| &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br>Operating Capital |  |  |
| 2.25%, 01/15/2029 | 74000 | 69162 |
| 3.50%, 06/01/2041 - 03/01/2042 | 370000 | 257003 |
| 4.80%, 03/01/2050 | 116000 | 85765 |
| 6.48%, 10/23/2045 | 226000 | 208364 |
| 6.55%, 06/01/2034 | 280000 | 290683 |
| Cheniere Corpus Christi Holdings LLC |  |  |
| 3.70%, 11/15/2029 | 219000 | 212770 |
| Cheniere Energy Partners LP |  |  |
| 3.25%, 01/31/2032 | 404000 | 368210 |
| 4.50%, 10/01/2029 | 240000 | 238950 |
| 5.75%, 08/15/2034 | 316000 | 325487 |
| Cheniere Energy, Inc. |  |  |
| 4.63%, 10/15/2028 | 315000 | 314204 |
| Cigna Group |  |  |
| 4.50%, 09/15/2030 | 220000 | 219258 |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/05/2029, <br>2.98% <sup>(A)</sup>, 11/05/2030<br>| 549000 | 518534 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/27/2027, <br>3.52% <sup>(A)</sup>, 10/27/2028<br>| 447000 | 440349 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/11/2030, <br>4.50% <sup>(A)</sup>, 09/11/2031<br>| 274000 | 270886 |
| &nbsp;&nbsp;&nbsp; Fixed until 05/07/2030, <br>4.95% <sup>(A)</sup>, 05/07/2031<br>| 1000000 | 1006482 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Citigroup, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/11/2035, <br>5.17% <sup>(A)</sup>, 09/11/2036<br>| $257000 | $254762 |
| &nbsp;&nbsp;&nbsp; Fixed until 03/27/2035, <br>5.33% <sup>(A)</sup>, 03/27/2036<br>| 830000 | 832528 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/13/2034, <br>5.83% <sup>(A)</sup>, 02/13/2035<br>| 239000 | 242140 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/15/2030 <sup>(E)</sup>, <br>6.75% <sup>(A)</sup> <br>| 510000 | 509770 |
| &nbsp;&nbsp;&nbsp; Fixed until 08/15/2030 <sup>(E)</sup>, <br>6.88% <sup>(A)</sup> <br>| 267000 | 268884 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/15/2030 <sup>(E)</sup>, <br>6.95% <sup>(A)</sup> <br>| 315000 | 317339 |
| &nbsp;&nbsp;&nbsp; Fixed until 08/15/2029 <sup>(E)</sup>, <br>7.13% <sup>(A)</sup> <br>| 209000 | 211055 |
| CMS Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/01/2030, <br>3.75% <sup>(A)</sup>, 12/01/2050<br>| 169000 | 154172 |
| Colonial Enterprises, Inc. |  |  |
| 5.63%, 11/15/2035 <sup>(B)</sup> <br>| 240000 | 239368 |
| Columbia Pipelines Holding Co. LLC |  |  |
| 5.00%, 11/17/2032 <sup>(B)</sup> <br>| 365000 | 362596 |
| 5.10%, 10/01/2031 <sup>(B)</sup> <br>| 35000 | 35189 |
| Columbia Pipelines Operating Co. LLC |  |  |
| 5.93%, 08/15/2030 <sup>(B)</sup> <br>| 129000 | 135025 |
| 6.04%, 11/15/2033 <sup>(B)</sup> <br>| 422000 | 444647 |
| Comcast Corp. |  |  |
| 2.80%, 01/15/2051 | 236000 | 135004 |
| 2.89%, 11/01/2051 | 1134000 | 655526 |
| 2.94%, 11/01/2056 | 970000 | 537346 |
| 3.75%, 04/01/2040 | 178000 | 144305 |
| 5.17%, 01/15/2037 <sup>(B)</sup> <br>| 122000 | 118797 |
| Commonwealth Edison Co. |  |  |
| 4.70%, 01/15/2044 | 158000 | 138576 |
| ConocoPhillips Co. |  |  |
| 5.70%, 09/15/2063 | 213000 | 204992 |
| Constellation Energy Generation LLC |  |  |
| 4.63%, 02/01/2029 <sup>(B)</sup> <br>| 365000 | 360585 |
| 5.00%, 02/01/2031 <sup>(B)</sup> <br>| 105000 | 105283 |
| 5.60%, 06/15/2042 | 325000 | 318491 |
| Consumers Energy Co. |  |  |
| 3.95%, 05/15/2043 | 224000 | 181593 |
| COPT Defense Properties LP |  |  |
| 2.75%, 04/15/2031 | 316000 | 286115 |
| 4.50%, 10/15/2030 | 176000 | 173726 |
| Corebridge Global Funding |  |  |
| 4.90%, 08/21/2032 <sup>(B)</sup> <br>| 205000 | 201857 |
| CRH America Finance, Inc. |  |  |
| 4.40%, 02/09/2031 | 95000 | 93620 |
| Crown Castle, Inc. |  |  |
| 2.10%, 04/01/2031 | 315000 | 274452 |
| 2.25%, 01/15/2031 | 360000 | 317939 |
| 2.90%, 04/01/2041 | 122000 | 86210 |
| 5.00%, 01/11/2028 | 170000 | 171219 |
| 5.60%, 06/01/2029 | 404000 | 413566 |

---

**Transamerica Series Trust**

**Page 9**

------

**Transamerica JPMorgan Tactical Allocation VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| CVS Health Corp. |  |  |
| 4.13%, 04/01/2040 | $145000 | $121035 |
| 5.88%, 06/01/2053 | 370000 | 350345 |
| Diamondback Energy, Inc. |  |  |
| 5.75%, 04/18/2054 | 215000 | 203335 |
| Dominion Energy, Inc. |  |  |
| 3.30%, 04/15/2041 | 305000 | 226257 |
| 4.90%, 08/01/2041 | 299000 | 266745 |
| &nbsp;&nbsp;&nbsp; Fixed until 11/15/2030, <br>6.00% <sup>(A)</sup>, 02/15/2056<br>| 526000 | 522648 |
| DT Midstream, Inc. |  |  |
| 4.13%, 06/15/2029 <sup>(B)</sup> <br>| 191000 | 186981 |
| DTE Energy Co. |  |  |
| 5.20%, 04/01/2030 | 650000 | 662912 |
| Duke Energy Carolinas LLC |  |  |
| 4.00%, 09/30/2042 | 159000 | 130385 |
| Duke Energy Corp. |  |  |
| 5.70%, 09/15/2055 | 168000 | 158764 |
| Duke Energy Indiana LLC |  |  |
| 2.75%, 04/01/2050 | 181000 | 110020 |
| 5.25%, 03/01/2034 | 220000 | 225300 |
| 5.40%, 04/01/2053 | 227000 | 210760 |
| Duke Energy Ohio, Inc. |  |  |
| 5.30%, 06/15/2035 | 510000 | 516682 |
| Duke Energy Progress LLC |  |  |
| 2.90%, 08/15/2051 | 230000 | 141682 |
| DuPont de Nemours, Inc. |  |  |
| 5.32%, 11/15/2038 | 397000 | 391124 |
| 5.42%, 11/15/2048 | 24000 | 22211 |
| Duquesne Light Holdings, Inc. |  |  |
| 3.62%, 08/01/2027 <sup>(B)</sup> <br>| 336000 | 331831 |
| Eaton Corp. |  |  |
| 4.15%, 11/02/2042 | 315000 | 270242 |
| 4.50%, 03/06/2033 | 280000 | 276161 |
| 5.45%, 03/06/2056 | 495000 | 479163 |
| Edison International |  |  |
| 5.25%, 03/15/2032 | 134000 | 132622 |
| EIDP, Inc. |  |  |
| 5.13%, 05/15/2032 | 200000 | 202875 |
| Elevance Health, Inc. |  |  |
| 2.88%, 09/15/2029 | 160000 | 151479 |
| 4.63%, 05/15/2042 | 123000 | 107701 |
| 4.65%, 01/15/2043 | 86000 | 74430 |
| 6.10%, 10/15/2052 | 133000 | 133385 |
| Eli Lilly & Co. |  |  |
| 5.65%, 10/15/2065 | 100000 | 98220 |
| Emera U.S. Finance LLC |  |  |
| 5.20%, 04/01/2033 | 475000 | 472350 |
| Emera U.S. Finance LP |  |  |
| 2.64%, 06/15/2031 | 416000 | 371063 |
| 4.75%, 06/15/2046 | 129000 | 106421 |
| Energy Transfer LP |  |  |
| 5.35%, 01/15/2036 | 85000 | 84410 |
| 5.60%, 09/01/2034 | 199000 | 202814 |
| 5.95%, 05/15/2054 | 95000 | 89079 |
| 6.00%, 02/01/2029 <sup>(B)</sup> <br>| 1149000 | 1157960 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Energy Transfer LP (continued) |  |  |
| 6.20%, 04/01/2055 | $230000 | $223297 |
| 6.30%, 01/15/2056 | 215000 | 211708 |
| &nbsp;&nbsp;&nbsp; Fixed until 11/15/2030, <br>6.50% <sup>(A)</sup>, 02/15/2056<br>| 528000 | 521653 |
| 6.55%, 12/01/2033 | 76000 | 82054 |
| 7.38%, 02/01/2031 <sup>(B)</sup> <br>| 189000 | 196033 |
| Entergy Arkansas LLC |  |  |
| 4.95%, 12/15/2044 | 51000 | 46394 |
| Entergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/15/2031, <br>5.88% <sup>(A)</sup>, 06/15/2056<br>| 325000 | 320671 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/01/2029, <br>7.13% <sup>(A)</sup>, 12/01/2054<br>| 558000 | 571770 |
| Entergy Louisiana LLC |  |  |
| 2.90%, 03/15/2051 | 333000 | 204156 |
| 5.70%, 03/15/2054 | 132000 | 128205 |
| 5.80%, 03/15/2055 | 220000 | 215739 |
| Entergy Mississippi LLC |  |  |
| 3.50%, 06/01/2051 | 38000 | 26109 |
| Entergy Texas, Inc. |  |  |
| 3.45%, 12/01/2027 | 29000 | 28574 |
| 5.15%, 06/01/2045 | 15000 | 13754 |
| 5.55%, 09/15/2054 | 62000 | 58350 |
| EQT Corp. |  |  |
| 4.50%, 01/15/2029 | 66000 | 65846 |
| Equinix Europe 2 Financing Corp. LLC |  |  |
| 4.60%, 11/15/2030 | 175000 | 173368 |
| 4.70%, 03/15/2033 | 250000 | 243153 |
| Equitable America Global Funding |  |  |
| 4.70%, 09/15/2032 <sup>(B)</sup> <br>| 553000 | 537083 |
| Equitable Holdings, Inc. |  |  |
| 4.57%, 02/15/2029 <sup>(B)</sup> <br>| 152000 | 151017 |
| EUSHI Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/01/2031, <br>6.25% <sup>(A)</sup>, 04/01/2056<br>| 212000 | 208110 |
| Expand Energy Corp. |  |  |
| 4.75%, 02/01/2032 | 487000 | 474517 |
| 5.38%, 02/01/2029 - 03/15/2030 | 621000 | 625792 |
| 5.88%, 02/01/2029 <sup>(B)</sup> <br>| 355000 | 355236 |
| 6.75%, 04/15/2029 <sup>(B)</sup> <br>| 466000 | 466328 |
| Extra Space Storage LP |  |  |
| 4.95%, 01/15/2033 | 90000 | 88816 |
| 5.50%, 07/01/2030 | 439000 | 450324 |
| FedEx Corp. |  |  |
| 3.25%, 05/15/2041 | 141000 | 106152 |
| Fifth Third Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 04/25/2032, <br>4.34% <sup>(A)</sup>, 04/25/2033<br>| 190000 | 183098 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/29/2031, <br>4.57% <sup>(A)</sup>, 04/29/2032<br>| 190000 | 186248 |
| FirstEnergy Transmission LLC |  |  |
| 4.55%, 04/01/2049 <sup>(B)</sup> <br>| 388000 | 321564 |
| Fiserv, Inc. |  |  |
| 5.25%, 08/11/2035 <sup>(C)</sup> <br>| 240000 | 233403 |
| Ford Motor Co. |  |  |
| 3.25%, 02/12/2032 | 115000 | 99883 |

---

**Transamerica Series Trust**

**Page 10**

------

**Transamerica JPMorgan Tactical Allocation VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Ford Motor Credit Co. LLC |  |  |
| 5.80%, 03/08/2029 | $200000 | $202256 |
| 6.53%, 03/19/2032 | 205000 | 210367 |
| 7.20%, 06/10/2030 | 574000 | 604611 |
| Foundry JV Holdco LLC |  |  |
| 5.50%, 01/25/2031 <sup>(B)</sup> <br>| 200000 | 204215 |
| 6.25%, 01/25/2035 <sup>(B)</sup> <br>| 1085000 | 1136412 |
| Freeport-McMoRan, Inc. |  |  |
| 5.45%, 03/15/2043 | 290000 | 274365 |
| GE Capital Funding LLC |  |  |
| 4.55%, 05/15/2032 | 200000 | 199442 |
| GE Vernova, Inc. |  |  |
| 5.50%, 02/04/2056 | 235000 | 226069 |
| General Motors Co. |  |  |
| 5.15%, 04/01/2038 | 81000 | 75986 |
| 5.95%, 04/01/2049 | 129000 | 120708 |
| General Motors Financial Co., Inc. |  |  |
| 5.90%, 01/07/2035 | 430000 | 437691 |
| 5.95%, 04/04/2034 | 306000 | 314419 |
| 6.10%, 01/07/2034 | 144000 | 149581 |
| 6.15%, 07/15/2035 | 130000 | 134432 |
| Glencore Funding LLC |  |  |
| 5.19%, 04/01/2030 <sup>(B)</sup> <br>| 130000 | 131803 |
| 5.51%, 04/01/2036 <sup>(B)</sup><sup>(F)</sup> <br>| 310000 | 310671 |
| 5.67%, 04/01/2035 <sup>(B)</sup> <br>| 783000 | 799909 |
| Global Payments, Inc. |  |  |
| 2.90%, 11/15/2031 | 600000 | 525743 |
| 4.88%, 11/15/2030 | 1245000 | 1222641 |
| 5.20%, 11/15/2032 | 175000 | 169874 |
| 5.55%, 11/15/2035 | 200000 | 192728 |
| Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/10/2026, <br>1.54% <sup>(A)</sup>, 09/10/2027<br>| 984000 | 971247 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/31/2037, <br>4.02% <sup>(A)</sup>, 10/31/2038<br>| 277000 | 241808 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/21/2030, <br>4.37% <sup>(A)</sup>, 10/21/2031<br>| 1055000 | 1034455 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/21/2031, <br>4.52% <sup>(A)</sup>, 01/21/2032<br>| 535000 | 526890 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/23/2029, <br>4.69% <sup>(A)</sup>, 10/23/2030<br>| 216000 | 216169 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/21/2036, <br>5.07% <sup>(A)</sup>, 01/21/2037<br>| 312000 | 305034 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/23/2030, <br>5.22% <sup>(A)</sup>, 04/23/2031<br>| 1225000 | 1245660 |
| &nbsp;&nbsp;&nbsp; Fixed until 07/23/2034, <br>5.33% <sup>(A)</sup>, 07/23/2035<br>| 931000 | 934153 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/02/2036, <br>5.39% <sup>(A)</sup>, 02/02/2041<br>| 670000 | 647321 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/28/2035, <br>5.54% <sup>(A)</sup>, 01/28/2036<br>| 169000 | 171786 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/21/2046, <br>5.54% <sup>(A)</sup>, 01/21/2047<br>| 178000 | 169626 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/24/2028, <br>6.48% <sup>(A)</sup>, 10/24/2029<br>| 1579000 | 1651862 |
| Guardian Life Global Funding |  |  |
| 4.67%, 09/05/2032 <sup>(B)</sup> <br>| 430000 | 424390 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| HCA, Inc. |  |  |
| 4.60%, 11/15/2032 | $206000 | $200373 |
| 4.63%, 03/15/2052 | 124000 | 98988 |
| 5.20%, 06/01/2028 | 363000 | 368461 |
| 5.25%, 06/15/2049 | 207000 | 182667 |
| 5.50%, 03/01/2032 - 06/15/2047 | 520000 | 526552 |
| 5.63%, 09/01/2028 | 220000 | 224365 |
| 5.70%, 11/15/2055 | 145000 | 134885 |
| 5.95%, 09/15/2054 | 120000 | 115423 |
| 6.20%, 03/01/2055 | 70000 | 69338 |
| Healthpeak OP LLC |  |  |
| 5.38%, 02/15/2035 | 130000 | 130401 |
| Hess Corp. |  |  |
| 6.00%, 01/15/2040 | 350000 | 370137 |
| Hess Midstream Operations LP |  |  |
| 5.50%, 10/15/2030 <sup>(B)</sup> <br>| 607000 | 602202 |
| 6.50%, 06/01/2029 <sup>(B)</sup> <br>| 249000 | 254360 |
| Home Depot, Inc. |  |  |
| 2.38%, 03/15/2051 | 458000 | 256476 |
| 3.30%, 04/15/2040 | 118000 | 94276 |
| Honeywell Aerospace, Inc. |  |  |
| 4.60%, 03/16/2033 <sup>(B)</sup> <br>| 615000 | 607945 |
| 4.95%, 03/16/2036 <sup>(B)</sup> <br>| 420000 | 416725 |
| 5.73%, 03/16/2056 <sup>(B)</sup> <br>| 450000 | 444803 |
| Howmet Aerospace, Inc. |  |  |
| 4.75%, 04/15/2036 | 180000 | 174988 |
| Huntington Bancshares, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/02/2034, <br>5.71% <sup>(A)</sup>, 02/02/2035<br>| 264000 | 269390 |
| &nbsp;&nbsp;&nbsp; Fixed until 08/21/2028, <br>6.21% <sup>(A)</sup>, 08/21/2029<br>| 262000 | 271804 |
| Intel Corp. |  |  |
| 3.73%, 12/08/2047 | 65000 | 45420 |
| 4.25%, 12/15/2042 | 130000 | 104468 |
| ITC Holdings Corp. |  |  |
| 2.95%, 05/14/2030 <sup>(B)</sup> <br>| 1117000 | 1045234 |
| 4.88%, 04/15/2031 <sup>(B)</sup><sup>(F)</sup> <br>| 380000 | 380198 |
| 5.50%, 04/15/2036 <sup>(B)</sup><sup>(F)</sup> <br>| 190000 | 190562 |
| 5.65%, 05/09/2034 <sup>(B)</sup> <br>| 492000 | 505776 |
| Jabil, Inc. |  |  |
| 4.75%, 02/01/2033 | 192000 | 186951 |
| JetBlue Pass-Through Trust |  |  |
| 2.75%, 11/15/2033 | 109374 | 96931 |
| Kenvue, Inc. |  |  |
| 5.20%, 03/22/2063 | 31000 | 27764 |
| Keurig Dr. Pepper, Inc. |  |  |
| 3.35%, 03/15/2051 | 112000 | 71803 |
| Keybank National Association |  |  |
| 3.90%, 04/13/2029 <sup>(C)</sup> <br>| 590000 | 575599 |
| KeyCorp |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 06/01/2032, <br>4.79% <sup>(A)</sup>, 06/01/2033<br>| 469000 | 458310 |
| Kinder Morgan Energy Partners LP |  |  |
| 6.38%, 03/01/2041 | 185000 | 194720 |
| Kinetik Holdings LP |  |  |
| 5.88%, 06/15/2030 <sup>(B)</sup> <br>| 677000 | 679491 |

---

**Transamerica Series Trust**

**Page 11**

------

**Transamerica JPMorgan Tactical Allocation VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Kraft Heinz Foods Co. |  |  |
| 4.38%, 06/01/2046 | $415000 | $324464 |
| 5.50%, 06/01/2050 | 220000 | 196606 |
| Kroger Co. |  |  |
| 4.45%, 02/01/2047 | 66000 | 54188 |
| Leidos, Inc. |  |  |
| 2.30%, 02/15/2031 | 655000 | 582894 |
| 5.00%, 03/15/2036 | 270000 | 261038 |
| 5.40%, 03/15/2032 | 249000 | 253818 |
| Lockheed Martin Corp. |  |  |
| 5.70%, 11/15/2054 | 220000 | 219650 |
| Lowe's Cos., Inc. |  |  |
| 2.80%, 09/15/2041 | 416000 | 292945 |
| LYB International Finance III LLC |  |  |
| 3.38%, 10/01/2040 | 230000 | 166472 |
| 5.88%, 01/15/2036 | 360000 | 361190 |
| M&T Bank Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/16/2035, <br>5.39% <sup>(A)</sup>, 01/16/2036<br>| 231000 | 229098 |
| &nbsp;&nbsp;&nbsp; Fixed until 03/13/2031, <br>6.08% <sup>(A)</sup>, 03/13/2032<br>| 501000 | 525190 |
| Maple Parent Holdings Corp. |  |  |
| 5.05%, 03/26/2031 <sup>(B)</sup> <br>| 69000 | 68708 |
| 5.70%, 03/26/2036 <sup>(B)</sup> <br>| 111000 | 110288 |
| 6.63%, 03/26/2056 <sup>(B)</sup> <br>| 59000 | 58423 |
| Marathon Petroleum Corp. |  |  |
| 4.75%, 09/15/2044 | 74000 | 62915 |
| Marriott International, Inc. |  |  |
| 5.50%, 04/15/2037 | 225000 | 224015 |
| Mars, Inc. |  |  |
| 4.60%, 03/01/2028 <sup>(B)</sup> <br>| 525000 | 528164 |
| 5.00%, 03/01/2032 <sup>(B)</sup> <br>| 180000 | 182137 |
| 5.20%, 03/01/2035 <sup>(B)</sup> <br>| 260000 | 262475 |
| 5.65%, 05/01/2045 <sup>(B)</sup> <br>| 174000 | 171828 |
| 5.80%, 05/01/2065 <sup>(B)</sup> <br>| 167000 | 163845 |
| Marvell Technology, Inc. |  |  |
| 2.95%, 04/15/2031 | 348000 | 319371 |
| 4.75%, 07/15/2030 | 19000 | 19065 |
| 5.45%, 07/15/2035 | 231000 | 234721 |
| 5.75%, 02/15/2029 | 494000 | 510045 |
| 5.95%, 09/15/2033 | 506000 | 535490 |
| Massachusetts Electric Co. |  |  |
| 1.73%, 11/24/2030 <sup>(B)</sup> <br>| 334000 | 290830 |
| McDonald's Corp. |  |  |
| 3.70%, 02/15/2042 | 271000 | 217662 |
| Merck & Co., Inc. |  |  |
| 5.15%, 05/17/2063 | 86000 | 77148 |
| 5.55%, 12/04/2055 | 483000 | 469042 |
| Meta Platforms, Inc. |  |  |
| 4.45%, 08/15/2052 | 359000 | 282411 |
| 5.40%, 08/15/2054 | 660000 | 597799 |
| 5.50%, 11/15/2045 | 280000 | 264968 |
| 5.55%, 08/15/2064 | 116000 | 104256 |
| 5.60%, 05/15/2053 | 166000 | 154880 |
| MetLife Capital Trust IV |  |  |
| 7.88%, 12/15/2067 <sup>(B)</sup> <br>| 425000 | 458176 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| MetLife, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/15/2036, <br>5.85% <sup>(A)</sup>, 03/15/2056<br>| $87000 | $85390 |
| Metropolitan Life Global Funding I |  |  |
| 2.95%, 04/09/2030 <sup>(B)</sup> <br>| 230000 | 216015 |
| 5.15%, 03/28/2033 <sup>(B)</sup> <br>| 545000 | 550389 |
| Micron Technology, Inc. |  |  |
| 5.88%, 09/15/2033 | 635000 | 678688 |
| 6.05%, 11/01/2035 | 190000 | 205018 |
| Microsoft Corp. |  |  |
| 2.53%, 06/01/2050 | 115000 | 68955 |
| Mid-America Apartments LP |  |  |
| 4.65%, 01/15/2033 | 55000 | 54016 |
| Mid-Atlantic Interstate Transmission LLC |  |  |
| 4.10%, 05/15/2028 <sup>(B)</sup> <br>| 28000 | 27837 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/13/2031, <br>1.79% <sup>(A)</sup>, 02/13/2032<br>| 417000 | 361096 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/28/2031, <br>1.93% <sup>(A)</sup>, 04/28/2032<br>| 210000 | 182031 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/16/2031, <br>2.48% <sup>(A)</sup>, 09/16/2036<br>| 797000 | 685729 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/22/2030, <br>4.36% <sup>(A)</sup>, 10/22/2031<br>| 330000 | 323396 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/16/2031, <br>4.49% <sup>(A)</sup>, 01/16/2032<br>| 255000 | 250713 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/18/2029, <br>4.65% <sup>(A)</sup>, 10/18/2030<br>| 615000 | 614746 |
| &nbsp;&nbsp;&nbsp; Fixed until 03/12/2031, <br>4.71% <sup>(A)</sup>, 03/12/2032<br>| 1140000 | 1132324 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/22/2035, <br>4.89% <sup>(A)</sup>, 10/22/2036<br>| 279000 | 269711 |
| &nbsp;&nbsp;&nbsp; Fixed until 07/19/2029, <br>5.04% <sup>(A)</sup>, 07/19/2030<br>| 307000 | 310551 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/30/2036, <br>5.07% <sup>(A)</sup>, 01/30/2037<br>| 494000 | 483981 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/16/2029, <br>5.17% <sup>(A)</sup>, 01/16/2030<br>| 325000 | 329571 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/15/2030, <br>5.23% <sup>(A)</sup>, 01/15/2031<br>| 480000 | 487383 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/18/2036, <br>5.31% <sup>(A)</sup>, 01/18/2041<br>| 195000 | 188238 |
| &nbsp;&nbsp;&nbsp; Fixed until 07/20/2028, <br>5.45% <sup>(A)</sup>, 07/20/2029<br>| 76000 | 77355 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/18/2029, <br>5.66% <sup>(A)</sup>, 04/18/2030<br>| 461000 | 474241 |
| Morgan Stanley Private Bank NA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/19/2030, <br>4.47% <sup>(A)</sup>, 11/19/2031<br>| 990000 | 974636 |
| &nbsp;&nbsp;&nbsp; Fixed until 07/18/2030, <br>4.73% <sup>(A)</sup>, 07/18/2031<br>| 455000 | 453591 |
| MPLX LP |  |  |
| 5.30%, 04/01/2036 | 470000 | 463276 |
| 5.40%, 09/15/2035 | 203000 | 202093 |
| 5.95%, 04/01/2055 | 236000 | 224722 |
| Netflix, Inc. |  |  |
| 5.38%, 11/15/2029 <sup>(B)</sup> <br>| 128000 | 132194 |

---

**Transamerica Series Trust**

**Page 12**

------

**Transamerica JPMorgan Tactical Allocation VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Nevada Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/15/2030, <br>6.25% <sup>(A)</sup>, 05/15/2055<br>| $725000 | $724717 |
| New York & Presbyterian Hospital |  |  |
| 2.26%, 08/01/2040 | 234000 | 160583 |
| New York Life Global Funding |  |  |
| 1.20%, 08/07/2030 <sup>(B)</sup> <br>| 242000 | 210654 |
| 1.85%, 08/01/2031 <sup>(B)</sup> <br>| 230000 | 199988 |
| New York Life Insurance Co. |  |  |
| 3.75%, 05/15/2050 <sup>(B)</sup> <br>| 72000 | 52216 |
| 4.45%, 05/15/2069 <sup>(B)</sup> <br>| 86000 | 64999 |
| NextEra Energy Capital Holdings, Inc. |  |  |
| 5.90%, 03/15/2055 | 80000 | 78525 |
| &nbsp;&nbsp;&nbsp; Fixed until 03/15/2034, <br>6.75% <sup>(A)</sup>, 06/15/2054<br>| 216000 | 223459 |
| NGPL PipeCo LLC |  |  |
| 4.88%, 08/15/2027 <sup>(B)</sup> <br>| 394000 | 394804 |
| NiSource, Inc. |  |  |
| 5.80%, 02/01/2042 | 36000 | 35387 |
| &nbsp;&nbsp;&nbsp; Fixed until 08/30/2029, <br>6.95% <sup>(A)</sup>, 11/30/2054<br>| 216000 | 222113 |
| NNN REIT, Inc. |  |  |
| 3.00%, 04/15/2052 | 80000 | 49206 |
| 3.10%, 04/15/2050 | 250000 | 159358 |
| 3.50%, 04/15/2051 | 170000 | 117613 |
| Norfolk Southern Corp. |  |  |
| 3.05%, 05/15/2050 | 218000 | 139878 |
| 3.95%, 10/01/2042 | 76000 | 61590 |
| 4.45%, 06/15/2045 | 165000 | 139396 |
| Northern Natural Gas Co. |  |  |
| 3.40%, 10/16/2051 <sup>(B)</sup> <br>| 119000 | 79701 |
| 4.30%, 01/15/2049 <sup>(B)</sup> <br>| 58000 | 45973 |
| Northwestern Mutual Life Insurance Co. |  |  |
| 3.85%, 09/30/2047 <sup>(B)</sup> <br>| 224000 | 170287 |
| 6.06%, 03/30/2040 <sup>(B)</sup> <br>| 284000 | 294438 |
| NRG Energy, Inc. |  |  |
| 4.45%, 06/15/2029 <sup>(B)</sup> <br>| 439000 | 433581 |
| 4.73%, 10/15/2030 <sup>(B)</sup> <br>| 230000 | 227764 |
| 5.41%, 10/15/2035 <sup>(B)</sup> <br>| 325000 | 318801 |
| 7.00%, 03/15/2033 <sup>(B)</sup> <br>| 243000 | 263069 |
| Occidental Petroleum Corp. |  |  |
| 4.63%, 06/15/2045 | 164000 | 130621 |
| Ohio Power Co. |  |  |
| 2.90%, 10/01/2051 | 218000 | 130386 |
| ONEOK, Inc. |  |  |
| 5.05%, 04/01/2045 | 80000 | 68609 |
| 5.38%, 06/01/2029 | 96000 | 97818 |
| 5.40%, 10/15/2035 | 235000 | 233448 |
| 5.60%, 04/01/2044 | 338000 | 310791 |
| 5.63%, 01/15/2028 <sup>(B)</sup> <br>| 212000 | 214717 |
| Oracle Corp. |  |  |
| 3.60%, 04/01/2040 - 04/01/2050 | 515000 | 334443 |
| 3.65%, 03/25/2041 | 580000 | 412765 |
| 3.85%, 07/15/2036 | 78000 | 64631 |
| 3.95%, 03/25/2051 | 277000 | 175523 |
| 4.00%, 07/15/2046 | 45000 | 30304 |
| 4.38%, 05/15/2055 | 180000 | 118969 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Oracle Corp. (continued) |  |  |
| 4.95%, 02/04/2031 | $390000 | $381592 |
| 5.35%, 05/04/2033 | 577000 | 561697 |
| 5.38%, 09/27/2054 | 77000 | 59561 |
| 5.70%, 02/04/2036 | 178000 | 171145 |
| 6.00%, 08/03/2055 | 375000 | 314393 |
| 6.55%, 02/04/2046 | 230000 | 214580 |
| 6.70%, 02/04/2056 | 350000 | 324836 |
| 6.85%, 02/04/2066 | 290000 | 266603 |
| Ovintiv, Inc. |  |  |
| 6.25%, 07/15/2033 | 162000 | 170930 |
| 6.50%, 02/01/2038 | 51000 | 53431 |
| Pacific Gas & Electric Co. |  |  |
| 3.25%, 06/01/2031 | 415000 | 382771 |
| 4.40%, 03/01/2032 | 121000 | 116541 |
| 4.45%, 04/15/2042 | 326000 | 268516 |
| 4.50%, 07/01/2040 | 416371 | 355306 |
| 4.55%, 07/01/2030 | 206830 | 204027 |
| 4.60%, 06/15/2043 | 333000 | 273990 |
| 5.55%, 05/15/2029 | 321000 | 328624 |
| 6.00%, 05/01/2056 | 75000 | 71178 |
| 6.10%, 01/15/2029 | 136000 | 140730 |
| 6.15%, 01/15/2033 | 83000 | 86785 |
| PacifiCorp |  |  |
| 2.90%, 06/15/2052 | 78000 | 44367 |
| PECO Energy Co. |  |  |
| 2.80%, 06/15/2050 | 266000 | 164424 |
| Pfizer, Inc. |  |  |
| 4.88%, 11/15/2035 | 290000 | 287104 |
| PG&E Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 12/15/2029, <br>7.38% <sup>(A)</sup>, 03/15/2055<br>| 318000 | 320040 |
| Philip Morris International, Inc. |  |  |
| 3.88%, 08/21/2042 | 253000 | 203030 |
| 4.63%, 10/29/2035 | 855000 | 822485 |
| 4.75%, 11/01/2031 | 465000 | 467114 |
| Piedmont Natural Gas Co., Inc. |  |  |
| 3.35%, 06/01/2050 | 202000 | 136197 |
| Pioneer Natural Resources Co. |  |  |
| 2.15%, 01/15/2031 | 768000 | 692114 |
| Plains All American Pipeline LP/PAA <br> Finance Corp. |  |  |
| 5.60%, 01/15/2036 | 295000 | 295956 |
| PNC Financial Services Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/15/2026 <sup>(E)</sup>, <br>3.40% <sup>(A)</sup> <br>| 11000 | 10826 |
| &nbsp;&nbsp;&nbsp; Fixed until 07/21/2035, <br>5.37% <sup>(A)</sup>, 07/21/2036<br>| 125000 | 125546 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/25/2036, <br>5.42% <sup>(A)</sup>, 01/25/2041<br>| 275000 | 269403 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/22/2034, <br>5.68% <sup>(A)</sup>, 01/22/2035<br>| 216000 | 222201 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/20/2033, <br>6.88% <sup>(A)</sup>, 10/20/2034<br>| 189000 | 208802 |
| Prologis LP |  |  |
| 5.25%, 05/15/2035 <sup>(C)</sup> <br>| 85000 | 86400 |

---

**Transamerica Series Trust**

**Page 13**

------

**Transamerica JPMorgan Tactical Allocation VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Prudential Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 12/15/2033, <br>6.50% <sup>(A)</sup>, 03/15/2054<br>| $184000 | $188480 |
| Public Service Co. of Colorado |  |  |
| 2.70%, 01/15/2051 | 132000 | 78057 |
| 4.30%, 03/15/2044 | 185000 | 153872 |
| 4.50%, 06/01/2052 | 125000 | 101674 |
| Public Service Co. of Oklahoma |  |  |
| 5.45%, 01/15/2036 | 725000 | 729651 |
| Puget Energy, Inc. |  |  |
| 5.73%, 03/15/2035 | 422000 | 425070 |
| Puget Sound Energy, Inc. |  |  |
| 5.64%, 04/15/2041 | 199000 | 196751 |
| Qnity Electronics, Inc. |  |  |
| 5.75%, 08/15/2032 <sup>(B)</sup> <br>| 156000 | 156186 |
| Quanta Services, Inc. |  |  |
| 2.90%, 10/01/2030 | 103000 | 95538 |
| 4.50%, 01/15/2031 | 435000 | 431456 |
| 5.10%, 08/09/2035 | 260000 | 256429 |
| 5.25%, 08/09/2034 | 526000 | 529150 |
| Quest Diagnostics, Inc. |  |  |
| 4.60%, 12/15/2027 | 75000 | 75336 |
| 5.00%, 12/15/2034 | 698000 | 693232 |
| Realty Income Corp. |  |  |
| 4.75%, 04/15/2033 <sup>(F)</sup> <br>| 275000 | 271263 |
| Regal Rexnord Corp. |  |  |
| 6.05%, 04/15/2028 | 361000 | 370260 |
| 6.40%, 04/15/2033 | 147000 | 155377 |
| Regency Centers LP |  |  |
| 2.95%, 09/15/2029 | 194000 | 184917 |
| Roper Technologies, Inc. |  |  |
| 4.45%, 09/15/2030 | 100000 | 98479 |
| 4.50%, 10/15/2029 | 166000 | 165038 |
| 4.75%, 02/15/2032 | 91000 | 89922 |
| RTX Corp. |  |  |
| 3.13%, 07/01/2050 | 114000 | 74963 |
| S&P Global, Inc. |  |  |
| 2.30%, 08/15/2060 | 184000 | 88891 |
| Sabine Pass Liquefaction LLC |  |  |
| 4.20%, 03/15/2028 | 329000 | 327634 |
| 4.50%, 05/15/2030 | 295000 | 292858 |
| Salesforce, Inc. |  |  |
| 2.70%, 07/15/2041 | 250000 | 170261 |
| San Diego Gas & Electric Co. |  |  |
| 2.95%, 08/15/2051 | 222000 | 139406 |
| 3.32%, 04/15/2050 | 65000 | 43618 |
| 4.30%, 04/01/2042 | 37000 | 31458 |
| 5.20%, 03/15/2036 | 75000 | 74790 |
| 5.35%, 04/01/2053 | 299000 | 275074 |
| 5.40%, 04/15/2035 | 410000 | 416949 |
| Shell Finance U.S., Inc. |  |  |
| 5.13%, 10/15/2041 <sup>(B)</sup> <br>| 210000 | 200835 |
| Sierra Pacific Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/16/2030, <br>6.20% <sup>(A)</sup>, 12/15/2055<br>| 155000 | 150756 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Simon Property Group LP |  |  |
| 5.13%, 10/01/2035 | $403000 | $403634 |
| Solventum Corp. |  |  |
| 5.45%, 03/13/2031 | 270000 | 277012 |
| 5.60%, 03/23/2034 | 856000 | 875098 |
| Sonoco Products Co. |  |  |
| 4.60%, 09/01/2029 | 241000 | 240302 |
| 5.00%, 09/01/2034 <sup>(C)</sup> <br>| 239000 | 233782 |
| South Bow USA Infrastructure <br> Holdings LLC |  |  |
| 4.91%, 09/01/2027 | 141000 | 141567 |
| 5.03%, 10/01/2029 | 403000 | 405596 |
| Southern California Edison Co. |  |  |
| 2.95%, 02/01/2051 | 196000 | 117543 |
| 3.60%, 02/01/2045 | 168000 | 119365 |
| 3.65%, 03/01/2028 | 185000 | 182067 |
| 5.20%, 06/01/2034 | 444000 | 440698 |
| 5.25%, 03/15/2030 | 189000 | 191844 |
| 5.70%, 03/01/2053 | 69000 | 63345 |
| Southern Co. Gas Capital Corp. |  |  |
| 1.75%, 01/15/2031 | 121000 | 106137 |
| 3.15%, 09/30/2051 | 282000 | 180680 |
| 5.75%, 09/15/2033 | 135000 | 140299 |
| Southern Power Co. |  |  |
| 4.25%, 10/01/2030 | 137000 | 135232 |
| 4.90%, 10/01/2035 | 682000 | 659560 |
| 5.15%, 09/15/2041 | 329000 | 309441 |
| 5.25%, 07/15/2043 | 314000 | 293238 |
| Sprint Capital Corp. |  |  |
| 6.88%, 11/15/2028 | 327000 | 345740 |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/15/2029 <sup>(E)</sup>, <br>6.70% <sup>(A)</sup><sup>(C)</sup> <br>| 432000 | 443894 |
| Stellantis Finance U.S., Inc. |  |  |
| 5.75%, 03/18/2030 <sup>(B)</sup> <br>| 230000 | 228749 |
| 6.45%, 03/18/2035 <sup>(B)</sup> <br>| 310000 | 305370 |
| Synopsys, Inc. |  |  |
| 4.85%, 04/01/2030 | 260000 | 261912 |
| 5.00%, 04/01/2032 | 126000 | 127093 |
| 5.15%, 04/01/2035 | 225000 | 225430 |
| Take-Two Interactive Software, Inc. |  |  |
| 5.40%, 06/12/2029 | 80000 | 81753 |
| Teachers Insurance & Annuity Association <br> of America |  |  |
| 6.85%, 12/16/2039 <sup>(B)</sup> <br>| 610000 | 683967 |
| Tennessee Gas Pipeline Co. LLC |  |  |
| 2.90%, 03/01/2030 <sup>(B)</sup> <br>| 66000 | 61842 |
| Time Warner Cable Enterprises LLC |  |  |
| 8.38%, 07/15/2033 | 185000 | 209471 |
| Time Warner Cable LLC |  |  |
| 4.50%, 09/15/2042 | 65000 | 48812 |
| 5.50%, 09/01/2041 | 275000 | 237009 |
| 5.88%, 11/15/2040 | 108000 | 97873 |
| 6.55%, 05/01/2037 | 316000 | 318590 |
| T-Mobile USA, Inc. |  |  |
| 2.63%, 02/15/2029 | 597000 | 567822 |
| 3.30%, 02/15/2051 | 455000 | 297788 |

---

**Transamerica Series Trust**

**Page 14**

------

**Transamerica JPMorgan Tactical Allocation VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| T-Mobile USA, Inc. (continued) |  |  |
| 3.88%, 04/15/2030 | $263000 | $256128 |
| 5.13%, 05/15/2032 | 319000 | 323581 |
| 6.70%, 12/15/2033 | 272000 | 299505 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/23/2035, <br>4.96% <sup>(A)</sup>, 10/23/2036<br>| 330000 | 319640 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/26/2033, <br>5.12% <sup>(A)</sup>, 01/26/2034<br>| 659000 | 657228 |
| Trustees of Boston University |  |  |
| 3.17%, 10/01/2050 | 282000 | 184421 |
| U.S. Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/23/2034, <br>5.68% <sup>(A)</sup>, 01/23/2035<br>| 178000 | 183849 |
| &nbsp;&nbsp;&nbsp; Fixed until 06/10/2033, <br>5.84% <sup>(A)</sup>, 06/12/2034<br>| 287000 | 299551 |
| Uber Technologies, Inc. |  |  |
| 4.50%, 08/15/2029 <sup>(B)</sup> <br>| 380000 | 376781 |
| 4.80%, 09/15/2035 | 300000 | 291106 |
| UDR, Inc. |  |  |
| 4.40%, 01/26/2029 | 149000 | 148537 |
| 5.13%, 09/01/2034 | 415000 | 411820 |
| Union Electric Co. |  |  |
| 5.20%, 04/01/2034 | 370000 | 375874 |
| 5.25%, 01/15/2054 | 178000 | 163659 |
| United Airlines Pass-Through Trust |  |  |
| 2.88%, 04/07/2030 | 328809 | 317171 |
| 5.88%, 08/15/2038 | 339248 | 348561 |
| UnitedHealth Group, Inc. |  |  |
| 2.75%, 05/15/2040 | 167000 | 121470 |
| 3.05%, 05/15/2041 | 86000 | 63752 |
| 3.25%, 05/15/2051 | 194000 | 127799 |
| 3.50%, 08/15/2039 | 539000 | 435955 |
| 5.35%, 02/15/2033 | 66000 | 67761 |
| 5.38%, 04/15/2054 | 44000 | 40462 |
| University of Miami |  |  |
| 4.06%, 04/01/2052 | 272000 | 211179 |
| Venture Global Calcasieu Pass LLC |  |  |
| 3.88%, 08/15/2029 <sup>(B)</sup> <br>| 437000 | 415385 |
| 4.13%, 08/15/2031 <sup>(B)</sup> <br>| 110000 | 102037 |
| 6.25%, 01/15/2030 <sup>(B)</sup> <br>| 340000 | 347759 |
| Venture Global Plaquemines LNG LLC |  |  |
| 6.75%, 01/15/2036 <sup>(B)</sup> <br>| 52000 | 55076 |
| Veralto Corp. |  |  |
| 5.35%, 09/18/2028 | 314000 | 320893 |
| Verisk Analytics, Inc. |  |  |
| 4.45%, 03/15/2031 | 245000 | 240925 |
| Verizon Communications, Inc. |  |  |
| 1.75%, 01/20/2031 | 929000 | 814470 |
| 5.40%, 07/02/2037 | 547000 | 545005 |
| Virginia Electric & Power Co. |  |  |
| 2.45%, 12/15/2050 | 274000 | 152728 |
| 4.65%, 08/15/2043 | 195000 | 169341 |
| 5.70%, 08/15/2053 | 71000 | 68736 |
| Vistra Operations Co. LLC |  |  |
| 4.60%, 10/15/2030 <sup>(B)</sup> <br>| 67000 | 65673 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Vistra Operations Co. LLC (continued) |  |  |
| 5.25%, 10/15/2035 <sup>(B)</sup> <br>| $161000 | $156351 |
| 5.35%, 01/31/2036 <sup>(B)</sup> <br>| 795000 | 777664 |
| Volkswagen Group of America <br> Finance LLC |  |  |
| 4.45%, 09/11/2027 <sup>(B)</sup> <br>| 200000 | 199414 |
| 5.80%, 03/27/2035 <sup>(B)</sup> <br>| 245000 | 244856 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/23/2036, <br>4.96% <sup>(A)</sup>, 01/23/2037<br>| 1203000 | 1171893 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/23/2030, <br>5.15% <sup>(A)</sup>, 04/23/2031<br>| 2113000 | 2149103 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/24/2030, <br>5.24% <sup>(A)</sup>, 01/24/2031<br>| 580000 | 591241 |
| &nbsp;&nbsp;&nbsp; Fixed until 07/25/2033, <br>5.56% <sup>(A)</sup>, 07/25/2034<br>| 640000 | 655914 |
| &nbsp;&nbsp;&nbsp; Fixed until 06/15/2031 <sup>(E)</sup>, <br>6.13% <sup>(A)</sup> <br>| 327000 | 328231 |
| Western Midstream Operating LP |  |  |
| 5.45%, 04/01/2044 | 131000 | 116536 |
| WP Carey, Inc. |  |  |
| 2.40%, 02/01/2031 | 403000 | 360590 |
| 2.45%, 02/01/2032 | 283000 | 246431 |
| Zimmer Biomet Holdings, Inc. |  |  |
| 5.50%, 02/19/2035 <sup>(C)</sup> <br>| 209000 | 213335 |
| Zoetis, Inc. |  |  |
| 2.00%, 05/15/2030 | 427000 | 387844 |
| 4.70%, 02/01/2043 | 124000 | 110574 |
|  |  | 160083490 |
| &nbsp;&nbsp; **Total Corporate Debt Securities** <br>**(Cost $200,528,136)**<br>|  | 196750155 |
| **U.S. GOVERNMENT OBLIGATIONS - 17.2%**  | **U.S. GOVERNMENT OBLIGATIONS - 17.2%**  | **U.S. GOVERNMENT OBLIGATIONS - 17.2%**  |
| **U.S. Treasury - 17.2%**  | **U.S. Treasury - 17.2%**  | **U.S. Treasury - 17.2%**  |
| U.S. Treasury Bonds |  |  |
| 1.13%, 05/15/2040 | 300 | 189 |
| 1.88%, 02/15/2051 | 384000 | 213225 |
| 2.25%, 02/15/2052 | 1520000 | 916037 |
| 2.38%, 05/15/2051 | 1535000 | 960274 |
| 2.88%, 05/15/2043 - 05/15/2052 | 1930000 | 1420427 |
| 3.00%, 08/15/2052 | 660000 | 469167 |
| 3.13%, 02/15/2043 | 1780000 | 1425182 |
| 3.63%, 08/15/2043 | 1010000 | 862564 |
| 3.88%, 05/15/2043 | 1710000 | 1515554 |
| 4.00%, 11/15/2052 | 862300 | 740871 |
| 4.13%, 08/15/2044 | 4475000 | 4060014 |
| 4.25%, 02/15/2054 - 08/15/2054 | 9564000 | 8566384 |
| 4.38%, 05/15/2040 | 125000 | 121411 |
| 4.50%, 02/15/2044 - 11/15/2054 | 3870000 | 3678769 |
| 4.63%, 11/15/2044 | 4005000 | 3875307 |
| 4.75%, 05/15/2055 | 55000 | 53554 |
| U.S. Treasury Bonds, Principal Only <br> STRIPS |  |  |
| 11/15/2026 - 11/15/2040 <sup>(C)</sup> <br>| 3735000 | 2431569 |
| 08/15/2031 - 08/15/2041 | 21700000 | 16238539 |
| U.S. Treasury Notes |  |  |
| 1.13%, 10/31/2026 <sup>(G)</sup> <br>| 3440000 | 3387647 |

---

**Transamerica Series Trust**

**Page 15**

------

**Transamerica JPMorgan Tactical Allocation VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **U.S. GOVERNMENT OBLIGATIONS (continued)** | **U.S. GOVERNMENT OBLIGATIONS (continued)** | **U.S. GOVERNMENT OBLIGATIONS (continued)** |
| **U.S. Treasury (continued)** | **U.S. Treasury (continued)** | **U.S. Treasury (continued)** |
| U.S. Treasury Notes (continued) |  |  |
| 1.25%, 04/30/2028 - 06/30/2028 | $3835000 | $3626723 |
| 1.38%, 10/31/2028 | 16335000 | 15361281 |
| 1.63%, 10/31/2026 - 08/15/2029 | 940000 | 926007 |
| 1.75%, 12/31/2026 | 130000 | 128077 |
| 2.00%, 11/15/2026 | 245000 | 242350 |
| 2.25%, 02/15/2027 | 185000 | 182599 |
| 2.50%, 03/31/2027 | 2291000 | 2264081 |
| 2.63%, 05/31/2027 | 20942000 | 20658138 |
| 2.88%, 05/15/2028 | 355000 | 348247 |
| 3.50%, 09/30/2027 <sup>(G)</sup> <br>| 100000 | 99512 |
| 3.50%, 02/28/2031 | 2500000 | 2451562 |
| 3.88%, 05/31/2027 <sup>(G)</sup> <br>| 520000 | 520345 |
| 4.13%, 01/31/2027 <sup>(G)</sup> <br>| 5081700 | 5097382 |
| 4.13%, 09/30/2027 - 11/30/2029 | 35485000 | 35767002 |
| 4.25%, 11/30/2026 | 1620000 | 1625395 |
| U.S. Treasury STRIPS |  |  |
| Zero Coupon, 02/15/2037 - 08/15/2037 | 507000 | 304260 |
|  |  | 140539645 |
| **U.S. Treasury Inflation-Protected Securities - 0.0% \*** | **U.S. Treasury Inflation-Protected Securities - 0.0% \*** | **U.S. Treasury Inflation-Protected Securities - 0.0% \*** |
| U.S. Treasury Inflation-Protected Indexed <br> Bonds |  |  |
| 2.50%, 01/15/2029 | 75737 | 78557 |
|  |  | 78557 |
| &nbsp;&nbsp; **Total U.S. Government Obligations** <br>**(Cost $144,552,368)**<br>|  | 140618202 |
| **ASSET-BACKED SECURITIES - 2.0%**  | **ASSET-BACKED SECURITIES - 2.0%**  | **ASSET-BACKED SECURITIES - 2.0%**  |
| **United States - 2.0%**  |  |  |
| &nbsp;&nbsp; American Credit Acceptance Receivables <br> Trust <br>Series 2024-4, Class D, <br>5.34%, 08/12/2031 <sup>(B)</sup> <br>| 193000 | 194067 |
| AMSR Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-SFR1, Class A, <br>3.78%, 04/17/2031<br>| 375000 | 352107 |
| &nbsp;&nbsp;&nbsp; Series 2024-SFR2, Class A, <br>4.15%, 11/17/2041 <sup>(B)</sup> <br>| 725000 | 707662 |
| Aqua Finance Issuer Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-B, Class A, <br>4.79%, 05/17/2051 <sup>(B)</sup> <br>| 259943 | 261046 |
| &nbsp;&nbsp;&nbsp; Series 2025-A, Class A, <br>5.25%, 12/19/2050 <sup>(B)</sup> <br>| 306219 | 309960 |
| &nbsp;&nbsp; Bridge Trust <br>Series 2025-SFR1, Class B, <br>4.20%, 09/17/2042 <sup>(B)</sup> <br>| 404375 | 383436 |
| Bridgecrest Lending Auto Securitization <br> Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-1, Class C, <br>4.44%, 11/17/2031<br>| 136000 | 134860 |
| &nbsp;&nbsp;&nbsp; Series 2025-4, Class C, <br>4.80%, 08/15/2031<br>| 124000 | 123711 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| **United States (continued)** |  |  |
| &nbsp;&nbsp; Capital One Multi-Asset Execution Trust <br>Series 2025-A3, Class A, <br>4.65%, 10/15/2037<br>| $904000 | $892504 |
| &nbsp;&nbsp; Consumer Portfolio Services Auto Trust <br>Series 2025-B, Class C, <br>5.12%, 07/15/2031 <sup>(B)</sup> <br>| 390000 | 392654 |
| COOPR Residential Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-CES3, Class A1A, <br>4.84% <sup>(A)</sup>, 09/25/2060 <sup>(B)</sup> <br>| 607150 | 602518 |
| &nbsp;&nbsp;&nbsp; Series 2025-CES1, Class A1A, <br>5.65% <sup>(A)</sup>, 05/25/2060 <sup>(B)</sup> <br>| 348079 | 349956 |
| &nbsp;&nbsp; CoreVest American Finance Trust <br>Series 2019-3, Class A, <br>2.71%, 10/15/2052 <sup>(B)</sup> <br>| 43632 | 43551 |
| Credit Acceptance Auto Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class B, <br>4.87%, 01/15/2036 <sup>(B)</sup> <br>| 195000 | 195355 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class C, <br>5.71%, 07/16/2035 <sup>(B)</sup> <br>| 760000 | 767709 |
| Foundation Finance Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class A, <br>4.56%, 08/15/2052 <sup>(B)</sup> <br>| 340532 | 337852 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A, <br>4.95%, 04/15/2050 <sup>(B)</sup> <br>| 330776 | 331434 |
| &nbsp;&nbsp; GreatAmerica Leasing Receivables <br> Funding LLC <br>Series 2025-1, Class A4, <br>4.58%, 01/15/2032 <sup>(B)</sup> <br>| 193000 | 194670 |
| &nbsp;&nbsp; GreenSky Home Improvement Issuer Trust <br>Series 2025-2A, Class A3, <br>5.02%, 06/25/2060 <sup>(B)</sup> <br>| 135000 | 136479 |
| Lendmark Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-2A, Class A, <br>2.00%, 04/20/2032 <sup>(B)</sup> <br>| 600000 | 580136 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A, <br>4.78%, 10/20/2034 <sup>(B)</sup> <br>| 1030000 | 1027607 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class C, <br>5.68%, 09/20/2034 <sup>(B)</sup> <br>| 230000 | 231949 |
| &nbsp;&nbsp; Mariner Finance Issuance Trust <br>Series 2025-BA, Class A, <br>4.59%, 11/22/2038 <sup>(B)</sup> <br>| 346000 | 344299 |
| &nbsp;&nbsp; NMEF Funding LLC <br>Series 2025-B, Class A2, <br>4.64%, 01/18/2033 <sup>(B)</sup> <br>| 400305 | 401556 |
| &nbsp;&nbsp; NRZ Excess Spread-Collateralized Notes <br>Series 2021-FHT1, Class A, <br>3.10%, 07/25/2026 <sup>(B)</sup> <br>| 641362 | 636265 |
| &nbsp;&nbsp; OneMain Financial Issuance Trust <br>Series 2020-2A, Class B, <br>2.21%, 09/14/2035 <sup>(B)</sup> <br>| 465000 | 450355 |
| Oportun Issuance Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-A, Class B, <br>5.06%, 01/09/2034 <sup>(B)</sup> <br>| 390000 | 389031 |
| &nbsp;&nbsp;&nbsp; Series 2025-D, Class C, <br>5.80%, 02/08/2033 <sup>(B)</sup> <br>| 179000 | 179163 |
| &nbsp;&nbsp; P4 SFR Holdco LLC <br>Series 2019-STL, Class A, <br>7.25%, 10/11/2026<br>| 770392 | 762303 |

---

**Transamerica Series Trust**

**Page 16**

------

**Transamerica JPMorgan Tactical Allocation VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| **United States (continued)** |  |  |
| Progress Residential Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-SFR2, Class A, <br>3.31%, 04/17/2042 <sup>(B)</sup> <br>| $546578 | $515015 |
| &nbsp;&nbsp;&nbsp; Series 2025-SFR3, Class A, <br>3.39%, 07/17/2042 <sup>(B)</sup> <br>| 400000 | 378191 |
| RCKT Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-CES2, Class A1A, <br>4.76% <sup>(A)</sup>, 02/25/2056 <sup>(B)</sup> <br>| 459731 | 454671 |
| &nbsp;&nbsp;&nbsp; Series 2025-CES9, Class A1A, <br>4.80% <sup>(A)</sup>, 09/25/2055 <sup>(B)</sup> <br>| 401662 | 398278 |
| &nbsp;&nbsp;&nbsp; Series 2025-CES11, Class A1A, <br>4.97% <sup>(A)</sup>, 11/25/2055 <sup>(B)</sup> <br>| 312606 | 310828 |
| &nbsp;&nbsp;&nbsp; Series 2025-CES12, Class A1A, <br>5.03% <sup>(A)</sup>, 11/25/2055 <sup>(B)</sup> <br>| 434661 | 432587 |
| &nbsp;&nbsp; Research-Driven Pagaya Motor Trust <br>Series 2025-5A, Class A3, <br>4.84%, 06/26/2034 <sup>(B)</sup> <br>| 500000 | 500299 |
| Santander Drive Auto Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-3, Class C, <br>4.68%, 09/15/2031<br>| 205000 | 205292 |
| &nbsp;&nbsp;&nbsp; Series 2024-4, Class D, <br>5.32%, 12/15/2031<br>| 200000 | 201698 |
| SCF Equipment Leasing LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A3, <br>4.33%, 06/20/2036 <sup>(B)</sup> <br>| 505000 | 502504 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class B, <br>5.23%, 09/20/2034 <sup>(B)</sup> <br>| 667000 | 684386 |
| &nbsp;&nbsp; Sierra Timeshare Receivables Funding LLC <br>Series 2025-2A, Class B, <br>4.93%, 04/20/2044 <sup>(B)</sup> <br>| 140320 | 140173 |
| &nbsp;&nbsp; UPG HI Issuer Trust <br>Series 2025-2, Class A, <br>5.00%, 09/25/2047 <sup>(B)</sup> <br>| 115641 | 114966 |
| &nbsp;&nbsp; Westlake Automobile Receivables Trust <br>Series 2024-1A, Class D, <br>6.02%, 10/15/2029 <sup>(B)</sup> <br>| 134000 | 136462 |
| &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $16,657,396)** | &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $16,657,396)** | 16689545 |
| **MORTGAGE-BACKED SECURITIES - 0.5%**  | **MORTGAGE-BACKED SECURITIES - 0.5%**  | **MORTGAGE-BACKED SECURITIES - 0.5%**  |
| **United States - 0.5%**  | **United States - 0.5%**  | **United States - 0.5%**  |
| FREMF Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-W5FX, Class BFX, <br>3.42% <sup>(A)</sup>, 04/25/2028 <sup>(B)</sup> <br>| 1441000 | 1378652 |
| LHOME Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-RTL1, Class A1, <br>4.91% <sup>(A)</sup>, 01/25/2041 <sup>(B)</sup> <br>| 143000 | 142452 |
| MRCD Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-PARK, Class A, <br>2.72%, 12/15/2036 <sup>(B)</sup> <br>| 1230000 | 1094700 |
| PRM7 Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-PRM7, Class A, <br>4.36% <sup>(A)</sup>, 11/10/2042 <sup>(B)</sup> <br>| 496000 | 484366 |
| ROCK Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-CNTR, Class A, <br>5.39%, 11/13/2041 <sup>(B)</sup> <br>| 441393 | 448715 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| SDR Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-DSNY, Class B, <br>1-Month Term SOFR + 1.74%, <br>5.41% <sup>(A)</sup>, 05/15/2039 <sup>(B)</sup> <br>| $246000 | $245605 |
|  |  | 3794490 |
| &nbsp;&nbsp; **Total Mortgage-Backed Securities** <br>**(Cost $4,089,960)**<br>|  | 3794490 |
| **FOREIGN GOVERNMENT OBLIGATIONS - 0.4%**  | **FOREIGN GOVERNMENT OBLIGATIONS - 0.4%**  | **FOREIGN GOVERNMENT OBLIGATIONS - 0.4%**  |
| **Israel - 0.1%**  | **Israel - 0.1%**  | **Israel - 0.1%**  |
| Israel Government International Bonds |  |  |
| 5.63%, 02/19/2035 | 685000 | 696546 |
| **Mexico - 0.2%**  | **Mexico - 0.2%**  | **Mexico - 0.2%**  |
| Mexico Government International Bonds |  |  |
| 3.77%, 05/24/2061 | 205000 | 122334 |
| 4.28%, 08/14/2041 | 200000 | 156350 |
| 4.50%, 01/31/2050 | 265000 | 194484 |
| 4.75%, 03/08/2044 | 234000 | 187516 |
| 5.63%, 09/22/2035 | 667000 | 645322 |
| 6.00%, 05/07/2036 | 247000 | 245308 |
| 6.34%, 05/04/2053 | 350000 | 325237 |
|  |  | 1876551 |
| **Panama - 0.1%**  | **Panama - 0.1%**  | **Panama - 0.1%**  |
| Panama Government International Bonds |  |  |
| 4.50%, 04/16/2050 | 200000 | 151710 |
| 5.23%, 02/23/2034 | 367000 | 353788 |
|  |  | 505498 |
| &nbsp;&nbsp; **Total Foreign Government Obligations** <br>**(Cost $3,415,368)**<br>|  | 3078595 |
| **SHORT-TERM U.S. GOVERNMENT OBLIGATION - 0.1%**  | **SHORT-TERM U.S. GOVERNMENT OBLIGATION - 0.1%**  | **SHORT-TERM U.S. GOVERNMENT OBLIGATION - 0.1%**  |
| &nbsp;&nbsp; U.S. Treasury Bills <br>4.31% <sup>(H)</sup>, 06/30/2026 <sup>(G)</sup> <br>| 630000 | 624336 |
| &nbsp;&nbsp; **Total Short-Term U.S. Government Obligation** <br>**(Cost $624,363)** | &nbsp;&nbsp; **Total Short-Term U.S. Government Obligation** <br>**(Cost $624,363)** | 624336 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **OTHER INVESTMENT COMPANY - 0.4%**  | **OTHER INVESTMENT COMPANY - 0.4%**  | **OTHER INVESTMENT COMPANY - 0.4%**  |
| **Securities Lending Collateral - 0.4%**  | **Securities Lending Collateral - 0.4%**  | **Securities Lending Collateral - 0.4%**  |
| &nbsp;&nbsp; State Street Navigator Securities Lending <br> Trust - Government Money Market Portfolio, <br> 3.64% <sup>(H)</sup> <br>| 3048635 | 3048635 |
| &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $3,048,635)** | &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $3,048,635)** | 3048635 |

---

**Transamerica Series Trust**

**Page 17**

------

**Transamerica JPMorgan Tactical Allocation VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **REPURCHASE AGREEMENT - 3.2%**  | **REPURCHASE AGREEMENT - 3.2%**  | **REPURCHASE AGREEMENT - 3.2%**  |
| &nbsp;&nbsp; Fixed Income Clearing Corp., <br>1.35% <sup>(H)</sup>, dated 03/31/2026, to be <br> repurchased at $26,677,452 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 $27,210,195.<br>| $26676451 | $26676451 |
| &nbsp;&nbsp; **Total Repurchase Agreement** <br>**(Cost $26,676,451)** | &nbsp;&nbsp; **Total Repurchase Agreement** <br>**(Cost $26,676,451)** | 26676451 |
| &nbsp;&nbsp; **Total Investments** <br>**(Cost $797,404,920)** | &nbsp;&nbsp; **Total Investments** <br>**(Cost $797,404,920)** | 813028972 |
| **Net Other Assets (Liabilities) - 0.4%** | **Net Other Assets (Liabilities) - 0.4%** | 3585532 |
| **Net Assets - 100.0%** | **Net Assets - 100.0%** | **$816614504** |

---

**FUTURES CONTRACTS:**

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  |
| **Description** | **Number of** <br>**Contracts**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation**<br>| &nbsp;&nbsp; **Unrealized** <br>**Depreciation**<br>|
| 2-Year U.S. Treasury Notes | 216 | &nbsp;&nbsp;&nbsp;&nbsp; 06/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; $44925613 | &nbsp;&nbsp;&nbsp;&nbsp; $44808187 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(117426)<br>|
| 10-Year U.S. Treasury Notes | 566 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 64013410 | &nbsp;&nbsp;&nbsp;&nbsp; 62852531 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1160879)<br>|
| 30-Year U.S. Treasury Bonds | 117 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 13741040 | &nbsp;&nbsp;&nbsp;&nbsp; 13323375 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (417665)<br>|
| AUD Currency | 151 | &nbsp;&nbsp;&nbsp;&nbsp; 06/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 10821702 | &nbsp;&nbsp;&nbsp;&nbsp; 10392575 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (429127)<br>|
| E-Mini Russell 1000<sup>®</sup> Index | 31 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6900666 | &nbsp;&nbsp;&nbsp;&nbsp; 6704990 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (195676)<br>|
| Euro-BTP Italy Government Bonds | 134 | &nbsp;&nbsp;&nbsp;&nbsp; 06/08/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 18575377 | &nbsp;&nbsp;&nbsp;&nbsp; 18009903 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (565474)<br>|
| S&P 500<sup>®</sup> E-Mini Index | 12 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4011796 | &nbsp;&nbsp;&nbsp;&nbsp; 3942450 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (69346)<br>|
| TOPIX Index | 35 | &nbsp;&nbsp;&nbsp;&nbsp; 06/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8014295 | &nbsp;&nbsp;&nbsp;&nbsp; 7727545 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (286750)<br>|
| U.K. Gilt | 206 | &nbsp;&nbsp;&nbsp;&nbsp; 06/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 25244996 | &nbsp;&nbsp;&nbsp;&nbsp; 23936970 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1308026)<br>|
| **Total** | **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp;&nbsp; **$—** | &nbsp;&nbsp;&nbsp; **$(4550369)**<br>|

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Short Futures Contracts**  | **Short Futures Contracts**  | **Short Futures Contracts**  | **Short Futures Contracts**  | **Short Futures Contracts**  | **Short Futures Contracts**  | **Short Futures Contracts**  |
| **Description** | **Number of** <br>**Contracts**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation**<br>| &nbsp;&nbsp; **Unrealized** <br>**Depreciation**<br>|
| 5-Year U.S. Treasury Notes | (51)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; $(5492000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(5517164)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(25164)<br>|
| 10-Year Australia Treasury Bonds | (83)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (6216667)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (6170613)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 46054 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 10-Year Japan Government Bonds | (33)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (27412160)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (27095744)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 316416 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 10-Year U.S. Treasury Ultra Notes | (111)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (12815051)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (12600234)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 214817 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CHF Currency | (39)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (6325312)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (6141525)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 183787 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| DJ U.S. Real Estate Index | (124)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (4595155)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (4461520)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 133635 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| E-Mini Russell 1000<sup>®</sup> Index | (62)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (6595258)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (6560530)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 34728 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GBP Currency | (75)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (6292826)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (6199687)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 93139 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| German Euro Bund | (164)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/08/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (24190777)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (23768858)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 421919 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPY Currency | (26)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (2065846)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (2058550)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 7296 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MSCI EAFE Index | (34)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (4987903)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (4931870)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 56033 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Ultra Bonds | (28)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 06/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (3293926)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (3263750)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 30176 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| **Total** | **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp;&nbsp; **$1538000** | &nbsp;&nbsp;&nbsp; **$(25164)**<br>|
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | &nbsp;&nbsp;&nbsp; **$1538000** | &nbsp;&nbsp;&nbsp; **$(4575533)**<br>|

---

**INVESTMENTS BY INDUSTRY:**

------

---

| | | |
|:---|:---|:---|
| **Industry** | **Percentage of** <br>**Total Investments**<br>| **Value** |
| U.S. Government Agency Obligations | &nbsp;&nbsp; 26.5% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $215402744 |
| U.S. Government Obligations | &nbsp;&nbsp; 17.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140618202 |
| Banks | &nbsp;&nbsp;&nbsp;&nbsp; 8.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70150274 |
| Electric Utilities | &nbsp;&nbsp;&nbsp;&nbsp; 3.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29619282 |
| Oil, Gas & Consumable Fuels | &nbsp;&nbsp;&nbsp;&nbsp; 3.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29376670 |

---

**Transamerica Series Trust**

**Page 18**

------

**Transamerica JPMorgan Tactical Allocation VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

**INVESTMENTS BY INDUSTRY (continued):**

------

---

| | | |
|:---|:---|:---|
| **Industry** | **Percentage of**<br> **Total Investments**<br>| **Value** |
| Semiconductors & Semiconductor Equipment | &nbsp;&nbsp;&nbsp;&nbsp; 3.4% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $27479327 |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; 2.0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16689545 |
| Insurance | &nbsp;&nbsp;&nbsp;&nbsp; 1.7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13830249 |
| Pharmaceuticals | &nbsp;&nbsp;&nbsp;&nbsp; 1.7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13772903 |
| Software | &nbsp;&nbsp;&nbsp;&nbsp; 1.5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12192398 |
| Food Products | &nbsp;&nbsp;&nbsp;&nbsp; 1.4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11315077 |
| Financial Services | &nbsp;&nbsp;&nbsp;&nbsp; 1.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10687566 |
| Interactive Media & Services | &nbsp;&nbsp;&nbsp;&nbsp; 1.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9527561 |
| Health Care Providers & Services | &nbsp;&nbsp;&nbsp;&nbsp; 1.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8658636 |
| Capital Markets | &nbsp;&nbsp;&nbsp;&nbsp; 1.0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7986955 |
| Biotechnology | &nbsp;&nbsp;&nbsp;&nbsp; 1.0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7758017 |
| Aerospace & Defense | &nbsp;&nbsp;&nbsp;&nbsp; 0.9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7700313 |
| Communications Equipment | &nbsp;&nbsp;&nbsp;&nbsp; 0.9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7679186 |
| Technology Hardware, Storage & Peripherals | &nbsp;&nbsp;&nbsp;&nbsp; 0.9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7386371 |
| Automobiles | &nbsp;&nbsp;&nbsp;&nbsp; 0.9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7337414 |
| Commercial Services & Supplies | &nbsp;&nbsp;&nbsp;&nbsp; 0.8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6647564 |
| Hotels, Restaurants & Leisure | &nbsp;&nbsp;&nbsp;&nbsp; 0.8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6223937 |
| Broadline Retail | &nbsp;&nbsp;&nbsp;&nbsp; 0.7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6004506 |
| Machinery | &nbsp;&nbsp;&nbsp;&nbsp; 0.7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5980854 |
| Specialty Retail | &nbsp;&nbsp;&nbsp;&nbsp; 0.7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5537855 |
| Metals & Mining | &nbsp;&nbsp;&nbsp;&nbsp; 0.7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5380501 |
| Internet & Catalog Retail | &nbsp;&nbsp;&nbsp;&nbsp; 0.7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5364710 |
| Health Care Equipment & Supplies | &nbsp;&nbsp;&nbsp;&nbsp; 0.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4890840 |
| Media | &nbsp;&nbsp;&nbsp;&nbsp; 0.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4820138 |
| Entertainment | &nbsp;&nbsp;&nbsp;&nbsp; 0.5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4084346 |
| Consumer Staples Distribution & Retail | &nbsp;&nbsp;&nbsp;&nbsp; 0.5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3976182 |
| Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; 0.5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3794490 |
| IT Services | &nbsp;&nbsp;&nbsp;&nbsp; 0.5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3696011 |
| Foreign Government Obligations | &nbsp;&nbsp;&nbsp;&nbsp; 0.4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3078595 |
| Diversified Telecommunication Services | &nbsp;&nbsp;&nbsp;&nbsp; 0.4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2999331 |
| Diversified REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2705911 |
| Electrical Equipment | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2692765 |
| Electronic Equipment, Instruments & Components | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2632851 |
| Containers & Packaging | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2572036 |
| Chemicals | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2568066 |
| Industrial Conglomerates | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2463796 |
| Textiles, Apparel & Luxury Goods | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2370183 |
| Construction & Engineering | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2368468 |
| Building Products | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2281845 |
| Specialized REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2213859 |
| Passenger Airlines | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2213088 |
| Retail REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2109710 |
| Tobacco | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1984813 |
| Household Durables | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1910733 |
| Consumer Finance | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1794197 |
| Residential REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1655372 |
| Energy Equipment & Services | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1577754 |
| Transportation Infrastructure | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1567671 |
| Beverages | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1561239 |
| Professional Services | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1374198 |
| Life Sciences Tools & Services | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1372493 |
| Multi-Utilities | &nbsp;&nbsp;&nbsp;&nbsp; 0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1356973 |
| Real Estate Management & Development | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1217539 |
| Health Care REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1133225 |
| Trading Companies & Distributors | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1045936 |
| Ground Transportation | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1010277 |
| Automobile Components | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 975035 |

---

**Transamerica Series Trust**

**Page 19**

------

**Transamerica JPMorgan Tactical Allocation VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

**INVESTMENTS BY INDUSTRY (continued):**

------

---

| | | |
|:---|:---|:---|
| **Industry** | **Percentage of**<br> **Total Investments**<br>| **Value** |
| Gas Utilities | &nbsp;&nbsp;&nbsp;&nbsp; 0.1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $820813 |
| Personal Care Products | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 785162 |
| Air Freight & Logistics | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 536407 |
| Household Products | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 477085 |
| Office REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 459841 |
| Independent Power & Renewable Electricity Producers | &nbsp;&nbsp;&nbsp;&nbsp; 0.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 448481 |
| Construction Materials | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 327895 |
| Industrial REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272786 |
| Hotel & Resort REITs | &nbsp;&nbsp;&nbsp;&nbsp; 0.0 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172497 |
| **Investments** | **96.3** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **782679550** |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp; 3.7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30349422 |
| **Total Investments** | **100.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$813028972** |

---

**INVESTMENT VALUATION:**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Valuation Inputs** <sup>(I)</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** |  |  |  |  |
| U.S. Government Agency Obligations | $— | &nbsp;&nbsp; $215402744 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $215402744 |
| Common Stocks | 148697944 | &nbsp;&nbsp; 57647875 | &nbsp;&nbsp; — | &nbsp;&nbsp; 206345819 |
| Corporate Debt Securities |  | &nbsp;&nbsp; 196750155 | &nbsp;&nbsp; — | &nbsp;&nbsp; 196750155 |
| U.S. Government Obligations |  | &nbsp;&nbsp; 140618202 | &nbsp;&nbsp; — | &nbsp;&nbsp; 140618202 |
| Asset-Backed Securities |  | &nbsp;&nbsp; 16689545 | &nbsp;&nbsp; — | &nbsp;&nbsp; 16689545 |
| Mortgage-Backed Securities |  | &nbsp;&nbsp; 3794490 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3794490 |
| Foreign Government Obligations |  | &nbsp;&nbsp; 3078595 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3078595 |
| Short-Term U.S. Government Obligation |  | &nbsp;&nbsp; 624336 | &nbsp;&nbsp; — | &nbsp;&nbsp; 624336 |
| Other Investment Company | 3048635 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 3048635 |
| Repurchase Agreement |  | &nbsp;&nbsp; 26676451 | &nbsp;&nbsp; — | &nbsp;&nbsp; 26676451 |
| **Total Investments** | **$151746579** | &nbsp;&nbsp; **$661282393** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$813028972** |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts <sup>(J)</sup> <br>| $1538000 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1538000 |
| **Total Other Financial Instruments** | **$1538000** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$1538000** |
| **LIABILITIES** |  |  |  |  |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts <sup>(J)</sup> <br>| $(4575533)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(4575533)<br>|
| **Total Other Financial Instruments** | **$(4575533)**<br>| &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$(4575533)**<br>|

---

**FOOTNOTES TO SCHEDULE OF INVESTMENTS:** 

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

<sup>(A)</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>(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 $66,225,002, representing 8.1% of the* *Portfolio's net assets.* 

<sup>(C)</sup> *All or a portion of the security is on loan. The total value of the securities on loan is $4,204,493, collateralized by cash collateral of $3,048,635 and* *non-cash collateral, such as U.S. government securities of $1,279,364. 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>(D)</sup> *Non-income producing security.*

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

**Transamerica Series Trust**

**Page 20**

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**Transamerica JPMorgan Tactical Allocation VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

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

<sup>(F)</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>(G)</sup> *All or a portion of the security has been segregated by the custodian as collateral to cover margin requirements for open futures contracts. The total* *value of the securities is $5,406,454.* 

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

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

**CURRENCY ABBREVIATION(S):** 

---

| | |
|:---|:---|
| *AUD* | *Australian Dollar* |
| *CHF* | *Swiss Franc* |
| *GBP* | *British Pound* |
| *JPY* | *Japanese Yen* |

---

**PORTFOLIO ABBREVIATION(S):** 

---

| | |
|:---|:---|
| *ADR* | *American Depositary Receipt* |
| *BTP* | *Buoni del Tesoro Poliennali (Italian Treasury Bonds)* |
| *CMT* | *Constant Maturity Treasury* |
| *DJ* | *Dow Jones* |
| *EAFE* | *Europe, Australasia and Far East* |
| *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* |
| *TOPIX* | *Tokyo Price Index* |

---

**Transamerica Series Trust**

**Page 21**

------

**Transamerica JPMorgan Tactical Allocation VP**

------

**NOTES TO SCHEDULE OF INVESTMENTS**

**At March 31, 2026**

**(unaudited)**

**INVESTMENT VALUATION**

Transamerica JPMorgan Tactical Allocation VP (the "Portfolio") is a series of the Transamerica Series Trust.

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

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

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

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

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

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

*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.

*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.

**Transamerica Series Trust**

**Page 22**

------

**Transamerica JPMorgan Tactical Allocation VP**

------

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

**At March 31, 2026**

**(unaudited)**

*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.

*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 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 23**

------

## 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 JPMorgan Tactical Allocation VP

- **b. EDGAR series identifier (if any):** S000007899

- **c. LEI of Series:** 549300LYI93XXXJI5949

**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:** $830565904.34

**Total Liabilities:** $13760495.95

**Net Assets:** $816805408.39

**Delayed Delivery Securities:** $1782935.85

**Cash Not Reported:** $3601168.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -388.44000000 | **1-Year:** -11072.95000000 | **5-Year:** -43421.86000000 | **10-Year:** -71082.51000000 | **30-Year:** -25898.66000000

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

- **3-Month:** -47.91000000 | **1-Year:** -1174.01000000 | **5-Year:** -2551.70000000 | **10-Year:** -924.81000000 | **30-Year:** -711.81000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021443 | 0.68%                | 1.59%                | -3.49%               |
| Class ID C000021444 | 0.64%                | 1.61%                | -3.59%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2397574.73              | $1510961.90                                |
| Month 2  | $2001140.80              | $7307439.99                                |
| Month 3  | $757306.39               | $-27040165.26                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AES CORP/THE                                                                    | AES Corp.                                                                     | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    317000 | PA      | $319900.79    | 0.04%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                    | AES Corp.                                                                     | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150837.43    | 0.02%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                   | AIB Group PLC                                                                 | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    294000 | PA      | $299286.31    | 0.04%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                         | Corebridge Global Funding                                                     | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201856.93    | 0.02%             | 2032-08-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                      | AMSR Trust                                                                    | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $707661.77    | 0.09%             | 2041-11-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     32759 | NS      | $949683.41    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    230000 | PA      | $178405.99    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     74000 | PA      | $48524.49     | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    358000 | PA      | $232829.68    | 0.03%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    354000 | PA      | $229384.77    | 0.03%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    873000 | PA      | $738765.22    | 0.09%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    133000 | PA      | $135991.61    | 0.02%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    465000 | PA      | $440215.27    | 0.05%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51498.10     | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    490000 | PA      | $479420.53    | 0.06%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | Abbott Laboratories                                                           | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    948000 | PA      | $927009.76    | 0.11%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie, Inc.                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      8778 | NS      | $1909127.22   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc.                                                                  | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    167000 | PA      | $146688.59    | 0.02%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc.                                                                  | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    490000 | PA      | $430084.92    | 0.05%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc.                                                                  | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    241000 | PA      | $195627.65    | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc.                                                                  | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    442000 | PA      | $397526.07    | 0.05%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc.                                                                  | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48632.85     | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc.                                                                  | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    305000 | PA      | $299241.21    | 0.04%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc.                                                                  | CUSIP: 00287YEH8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112470.84    | 0.01%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                        | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    847000 | PA      | $815309.05    | 0.10%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                        | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                       | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $144892.12    | 0.02%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2AA PTT                                                         | Air Canada Pass-Through Trust                                                 | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    528350 | PA      | $521869.27    | 0.06%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                     | Aker BP ASA                                                                   | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    300000 | PA      | $291737.08    | 0.04%             | 2035-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                        | Alexandria Real Estate Equities, Inc.                                         | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    575000 | PA      | $481065.38    | 0.06%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                        | Alexandria Real Estate Equities, Inc.                                         | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    290000 | PA      | $283207.12    | 0.03%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                             | Alliant Energy Corp.                                                          | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126393.24    | 0.02%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                                     | Alnylam Pharmaceuticals, Inc.                                                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      1220 | NS      | $403661.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc.                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     12924 | NS      | $3707378.64   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc.                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3978 | NS      | $1143913.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                                    | Alphabet, Inc.                                                                | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125866.19    | 0.02%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | Alphabet, Inc.                                                                | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    560000 | PA      | $557601.20    | 0.07%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | Alphabet, Inc.                                                                | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232730.33    | 0.03%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | Altria Group, Inc.                                                            | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    480000 | PA      | $421195.47    | 0.05%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | Altria Group, Inc.                                                            | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    475000 | PA      | $358539.05    | 0.04%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc.                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     25991 | NS      | $5413145.57   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc.                                                              | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89229.89     | 0.01%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc.                                                              | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    302000 | PA      | $299093.38    | 0.04%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc.                                                              | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    549000 | PA      | $543996.55    | 0.07%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc.                                                              | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244152.38    | 0.03%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc.                                                              | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749397.29    | 0.09%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc.                                                              | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134208.79    | 0.02%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                        | Amcor Flexibles North America, Inc.                                           | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181684.43    | 0.02%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                        | Amcor Flexibles North America, Inc.                                           | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288263.67    | 0.04%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                        | Amcor Flexibles North America, Inc.                                           | CUSIP: 02344AAK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    182000 | PA      | $176943.73    | 0.02%             | 2036-03-12      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1B PTT                                                          | American Airlines Pass-Through Trust                                          | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27400 | PA      | $26129.86     | 0.00%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 A PTT                                                         | American Airlines Pass-Through Trust                                          | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148531 | PA      | $145856.29    | 0.02%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                    | American Credit Acceptance Receivables Trust                                  | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193000 | PA      | $194067.27    | 0.02%             | 2031-08-12      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co.                                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      2635 | NS      | $797034.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | American Express Co.                                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134357.66    | 0.02%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | American Express Co.                                                          | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90164.43     | 0.01%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                 | BAE Systems PLC                                                               | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     25915 | NS      | $759788.98    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                           | American Homes 4 Rent                                                         | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |     11271 | NS      | $314686.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                                                    | British American Tobacco PLC                                                  | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     11831 | NS      | $686893.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp.                                                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      2210 | NS      | $381401.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp.                                                          | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    412000 | PA      | $418983.14    | 0.05%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | Cencora, Inc.                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      3552 | NS      | $1115825.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                                                     | Cencora, Inc.                                                                 | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69956.49     | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | Cencora, Inc.                                                                 | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     57000 | PA      | $51980.32     | 0.01%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | Cencora, Inc.                                                                 | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55750.09     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | Cencora, Inc.                                                                 | CUSIP: 03073EBD6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142570.45    | 0.02%             | 2033-02-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | Cencora, Inc.                                                                 | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72501.06     | 0.01%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                                                      | AMETEK, Inc.                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      2376 | NS      | $509319.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc.                                                                   | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62922.58     | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc.                                                                   | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    137000 | PA      | $106554.59    | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc.                                                                   | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    586000 | PA      | $544195.77    | 0.07%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc.                                                                   | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    369000 | PA      | $286708.05    | 0.04%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc.                                                                   | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    415000 | PA      | $359505.56    | 0.04%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc.                                                                   | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154966.74    | 0.02%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc.                                                                   | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    267000 | PA      | $256828.66    | 0.03%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | Amphenol Corp.                                                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      3381 | NS      | $427189.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                                              | Analog Devices, Inc.                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      1486 | NS      | $472756.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersen Group Inc                                                              | Andersen Group, Inc.                                                          | CUSIP: 033853102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4114 | NS      | $111900.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                          | Anglo American Capital PLC                                                    | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    735000 | PA      | $670568.30    | 0.08%             | 2030-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                          | Anglo American Capital PLC                                                    | CUSIP: 034863BC3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $163610.58    | 0.02%             | 2052-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                          | Anglo American Capital PLC                                                    | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $221294.40    | 0.03%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                          | Anglo American Capital PLC                                                    | CUSIP: 034863BH2<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    385000 | PA      | $379070.88    | 0.05%             | 2033-03-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                        | Anheuser-Busch InBev Worldwide, Inc.                                          | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    460000 | PA      | $429107.56    | 0.05%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                           | Antero Resources Corp.                                                        | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    303000 | PA      | $304543.79    | 0.04%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                           | Antero Resources Corp.                                                        | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    340000 | PA      | $334343.06    | 0.04%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc.                                                         | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151479.15    | 0.02%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc.                                                         | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133385.13    | 0.02%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple, Inc.                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     24354 | NS      | $6180801.66   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc.                                                                   | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130993.86    | 0.02%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                   | AppLovin Corp.                                                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       662 | NS      | $263476.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aqua Finance Trust                                                              | Aqua Finance Issuer Trust                                                     | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    259943 | PA      | $261045.63    | 0.03%             | 2051-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                              | Aqua Finance Issuer Trust                                                     | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    306218 | PA      | $309960.05    | 0.04%             | 2050-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | Standard Chartered PLC                                                        | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     29604 | NS      | $616943.14    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | Athene Global Funding                                                         | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    705000 | PA      | $697176.29    | 0.09%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | Athene Global Funding                                                         | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    497000 | PA      | $487922.96    | 0.06%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AutoZone, Inc.                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       392 | NS      | $1324089.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AvalonBay Communities, Inc.                                                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |      1136 | NS      | $185565.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                        | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    348000 | PA      | $358198.17    | 0.04%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                        | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    195000 | PA      | $199804.62    | 0.02%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                        | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    839000 | PA      | $842030.37    | 0.10%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                        | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    445000 | PA      | $449852.04    | 0.06%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                        | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    295000 | PA      | $292944.74    | 0.04%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                        | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    140000 | PA      | $136356.77    | 0.02%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                        | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    220000 | PA      | $215577.02    | 0.03%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                        | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    249000 | PA      | $238533.35    | 0.03%             | 2033-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | Equitable Holdings, Inc.                                                      | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    152000 | PA      | $151017.30    | 0.02%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp.                                                             | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    415000 | PA      | $456158.93    | 0.06%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp.                                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $243579.77    | 0.03%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp.                                                             | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    377000 | PA      | $299635.52    | 0.04%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp.                                                             | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41859.12     | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                                                | BJ's Wholesale Club Holdings, Inc.                                            | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      4010 | NS      | $394664.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP Paribas SA                                                                | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    285000 | PA      | $293974.08    | 0.04%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                       | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $257538.39    | 0.03%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                       | CUSIP: 05571ABE4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    345000 | PA      | $340219.26    | 0.04%             | 2032-01-13      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                       | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    270000 | PA      | $263215.88    | 0.03%             | 2037-01-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                                                            | BWX Technologies, Inc.                                                        | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      2239 | NS      | $457853.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                                                 | Baker Hughes Co.                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4191 | NS      | $255860.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                         | Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc.                       | CUSIP: 05724BAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    464000 | PA      | $456680.53    | 0.06%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                         | Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc.                       | CUSIP: 05724BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $206178.53    | 0.03%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                         | Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc.                       | CUSIP: 05724BAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $190815.74    | 0.02%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                        | Banco Bilbao Vizcaya Argentaria SA                                            | CUSIP: 05946KAU5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $194542.51    | 0.02%             | 2036-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                                        | Banco Nacional de Panama                                                      | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    300000 | PA      | $265948.83    | 0.03%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | Banco Santander SA                                                            | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $592344.49    | 0.07%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp.                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     23689 | NS      | $1154838.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315743.26    | 0.04%             | 2037-02-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1107132.67   | 0.14%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    608000 | PA      | $599634.59    | 0.07%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1096299.47   | 0.13%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    228000 | PA      | $203066.77    | 0.02%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    228000 | PA      | $202063.79    | 0.02%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    470000 | PA      | $425922.72    | 0.05%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    439000 | PA      | $406643.70    | 0.05%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    744000 | PA      | $754593.75    | 0.09%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    351000 | PA      | $355266.36    | 0.04%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    719000 | PA      | $741712.61    | 0.09%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249994.27    | 0.03%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    316000 | PA      | $317903.27    | 0.04%             | 2030-07-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                                           | Bank of Ireland Group PLC                                                     | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    435000 | PA      | $446105.96    | 0.05%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays PLC                                                                  | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195618.72    | 0.02%             | 2032-02-24      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays PLC                                                                  | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    875000 | PA      | $846812.58    | 0.10%             | 2037-02-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                                   | Rio Tinto PLC                                                                 | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     13798 | NS      | $1280091.14   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                            | Beignet Investor LLC                                                          | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102815.62    | 0.01%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                         | SSE PLC                                                                       | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     11746 | NS      | $406042.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                        | Berkshire Hathaway Energy Co.                                                 | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     54000 | PA      | $44123.48     | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                          | Berkshire Hathaway Finance Corp.                                              | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     56000 | PA      | $42267.24     | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | Berkshire Hathaway, Inc.                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      4309 | NS      | $2064872.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL INC                                                                | Berry Global, Inc.                                                            | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    279000 | PA      | $288797.14    | 0.04%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                                                 | Best Buy Co., Inc.                                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      5163 | NS      | $331464.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BIMBO BAKERIES USA INC                                                          | Bimbo Bakeries USA, Inc.                                                      | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    219000 | PA      | $226277.81    | 0.03%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | Biogen, Inc.                                                                  | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20682.98     | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | Biogen, Inc.                                                                  | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    570000 | PA      | $591474.54    | 0.07%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP Paribas SA                                                                | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    305000 | PA      | $306084.25    | 0.04%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co.                                                                    | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $172492.58    | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co.                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    327000 | PA      | $316119.53    | 0.04%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | Boeing Co.                                                                    | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    136000 | PA      | $150350.73    | 0.02%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | Booking Holdings, Inc.                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       298 | NS      | $1254675.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                                 | AstraZeneca PLC                                                               | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      6696 | NS      | $1309335.49   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                                                | Booz Allen Hamilton Holding Corp.                                             | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      3607 | NS      | $281454.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON UNIVERSITY                                                               | Trustees of Boston University                                                 | CUSIP: 10115CAB0<br>LEI: 549300M1CR2B2GU2ZU17 | Long             | DBT              | CORP              | US        |    282000 | PA      | $184420.94    | 0.02%             | 2050-10-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                                   | Bridgecrest Lending Auto Securitization Trust                                 | CUSIP: 107927AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136000 | PA      | $134860.31    | 0.02%             | 2031-11-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                                                                    | Bridge Trust                                                                  | CUSIP: 10807GAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    404375 | PA      | $383436.08    | 0.05%             | 2042-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                                   | Bridgecrest Lending Auto Securitization Trust                                 | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124000 | PA      | $123711.39    | 0.02%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     11708 | NS      | $710090.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     51000 | PA      | $35562.39     | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     99000 | PA      | $71378.10     | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     92000 | PA      | $88587.36     | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                          | Brixmor Operating Partnership LP                                              | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    115000 | PA      | $116628.01    | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                          | Brixmor Operating Partnership LP                                              | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    210000 | PA      | $206274.83    | 0.03%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     12162 | NS      | $3764260.62   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    134000 | PA      | $113844.51    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82278.41     | 0.01%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    106000 | PA      | $78896.21     | 0.01%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    153000 | PA      | $137767.04    | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    573000 | PA      | $523964.73    | 0.06%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    304000 | PA      | $296380.45    | 0.04%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                          | Bunge Ltd. Finance Corp.                                                      | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125859.18    | 0.02%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                          | Bunge Ltd. Finance Corp.                                                      | CUSIP: 120568BS8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    435000 | PA      | $429383.02    | 0.05%             | 2033-03-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                          | Bunge Ltd. Finance Corp.                                                      | CUSIP: 120568BT6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    560000 | PA      | $552396.71    | 0.07%             | 2036-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                              | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $39948.23     | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                              | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $37812.03     | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                              | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $173479.81    | 0.02%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                                           | Burlington Stores, Inc.                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      1030 | NS      | $335141.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                          | CCO Holdings LLC/CCO Holdings Capital Corp.                                   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $218749.10    | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                          | CCO Holdings LLC/CCO Holdings Capital Corp.                                   | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $501377.15    | 0.06%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                                                  | CBRE Group, Inc.                                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      3711 | NS      | $502692.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                                                     | CDW Corp.                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      2754 | NS      | $333289.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES INC                                                               | CF Industries, Inc.                                                           | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     54000 | PA      | $48177.16     | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                               | CF Industries, Inc.                                                           | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308748.35    | 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        |      2636 | NS      | $703153.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group                                                                   | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219257.59    | 0.03%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                   | CME Group, Inc.                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2885 | NS      | $852084.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS Energy Corp.                                                              | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    169000 | PA      | $154172.46    | 0.02%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust                                                | COOPR Residential Mortgage Trust                                              | CUSIP: 12596SAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    348079 | PA      | $349955.51    | 0.04%             | 2060-05-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                                  | Consumer Portfolio Services Auto Trust                                        | CUSIP: 12630SAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $392653.87    | 0.05%             | 2031-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COOF Securitization Trust                                                       | COOF Securitization Trust Ltd., Interest Only STRIPS                          | CUSIP: 12631UAA3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     25056 | PA      | $1571.36      | 0.00%             | 2040-06-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                         | CRH America Finance, Inc.                                                     | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93619.98     | 0.01%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp.                                                              | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $121035.46    | 0.01%             | 2040-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp.                                                              | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    370000 | PA      | $350345.17    | 0.04%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                            | COPT Defense Properties LP                                                    | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    176000 | PA      | $173725.99    | 0.02%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CaixaBank SA                                                                  | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    395000 | PA      | $398682.42    | 0.05%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CaixaBank SA                                                                  | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    245000 | PA      | $266827.22    | 0.03%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CaixaBank SA                                                                  | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $201137.87    | 0.02%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co.                                                  | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    536000 | PA      | $350010.45    | 0.04%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co.                                                  | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    261000 | PA      | $226458.87    | 0.03%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp.                                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      5466 | NS      | $997162.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                         | Capital One Multi-Asset Execution Trust                                       | CUSIP: 14041NGH8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    904000 | PA      | $892504.01    | 0.11%             | 2037-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                | Carlisle Cos., Inc.                                                           | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       655 | NS      | $218521.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                                      | Carvana Co.                                                                   | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       708 | NS      | $222581.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                                                      | Casey's General Stores, Inc.                                                  | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       586 | NS      | $426525.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $208364.10    | 0.03%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    116000 | PA      | $85765.40     | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $156376.20    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $69162.22     | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $100627.51    | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $290683.09    | 0.04%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                        | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238950.24    | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                        | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    404000 | PA      | $368209.61    | 0.05%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                        | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    316000 | PA      | $325486.79    | 0.04%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                             | Cheniere Energy, Inc.                                                         | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314203.98    | 0.04%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                        | Cheniere Corpus Christi Holdings LLC                                          | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    219000 | PA      | $212769.86    | 0.03%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                              | Expand Energy Corp.                                                           | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    355000 | PA      | $355235.59    | 0.04%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                    | Chevron Corp.                                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3688 | NS      | $763047.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                                                      | Ciena Corp.                                                                   | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      1424 | NS      | $552839.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                                               | Cisco Systems, Inc.                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      4575 | NS      | $354974.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    447000 | PA      | $440348.66    | 0.05%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    239000 | PA      | $242139.92    | 0.03%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    209000 | PA      | $211054.89    | 0.03%             | 2029-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    510000 | PA      | $509770.30    | 0.06%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006481.52   | 0.12%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    274000 | PA      | $270885.72    | 0.03%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    257000 | PA      | $254762.10    | 0.03%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    549000 | PA      | $518533.67    | 0.06%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317339.22    | 0.04%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    830000 | PA      | $832528.44    | 0.10%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    267000 | PA      | $268884.49    | 0.03%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                                                  | Cloudflare, Inc.                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       839 | NS      | $173119.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COLONIAL ENTERPRISES INC                                                        | Colonial Enterprises, Inc.                                                    | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $239367.59    | 0.03%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                        | Columbia Pipelines Holding Co. LLC                                            | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35189.19     | 0.00%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                        | Columbia Pipelines Holding Co. LLC                                            | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $362596.00    | 0.04%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                         | Columbia Pipelines Operating Co. LLC                                          | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $135024.99    | 0.02%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                         | Columbia Pipelines Operating Co. LLC                                          | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    422000 | PA      | $444646.74    | 0.05%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Columbia Sportswear Co                                                          | Columbia Sportswear Co.                                                       | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      5526 | NS      | $302880.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                                         | Comfort Systems USA, Inc.                                                     | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       406 | NS      | $559869.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp.                                                                 | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    178000 | PA      | $144305.00    | 0.02%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp.                                                                 | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    236000 | PA      | $135003.90    | 0.02%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp.                                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $655526.38    | 0.08%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp.                                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    970000 | PA      | $537346.12    | 0.07%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp.                                                                 | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    122000 | PA      | $118796.64    | 0.01%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | Commonwealth Edison Co.                                                       | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    158000 | PA      | $138576.21    | 0.02%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Federal National Mortgage Association Connecticut Avenue Securities Trust     | CUSIP: 20754YAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    227082 | PA      | $226753.14    | 0.03%             | 2045-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                  | ConocoPhillips                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      7657 | NS      | $1010724.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | ConocoPhillips Co.                                                            | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    213000 | PA      | $204991.75    | 0.03%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                        | Constellation Energy Generation LLC                                           | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    365000 | PA      | $360584.95    | 0.04%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                        | Constellation Energy Generation LLC                                           | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105282.58    | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | Consumers Energy Co.                                                          | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    224000 | PA      | $181593.35    | 0.02%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust                                                | COOPR Residential Mortgage Trust                                              | CUSIP: 216926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    607150 | PA      | $602517.44    | 0.07%             | 2060-09-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                                                     | CoreVest American Finance Trust                                               | CUSIP: 21872NAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43632 | PA      | $43551.19     | 0.01%             | 2052-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                     | Corp. Nacional del Cobre de Chile                                             | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    280000 | PA      | $296525.60    | 0.04%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                                                      | Corpay, Inc.                                                                  | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      1868 | NS      | $543569.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT DEFENSE PROP LP                                                            | COPT Defense Properties LP                                                    | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    316000 | PA      | $286115.43    | 0.04%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                               | Credit Acceptance Auto Loan Trust                                             | CUSIP: 224940AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $195354.74    | 0.02%             | 2036-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                              | Credit Agricole SA                                                            | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    805000 | PA      | $793931.68    | 0.10%             | 2032-01-12      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                               | Credit Acceptance Auto Loan Trust                                             | CUSIP: 22536KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    760000 | PA      | $767709.36    | 0.09%             | 2035-07-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1157959.80   | 0.14%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    189000 | PA      | $196033.34    | 0.02%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                                        | Crowdstrike Holdings, Inc.                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       589 | NS      | $229951.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle, Inc.                                                            | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    360000 | PA      | $317939.15    | 0.04%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle, Inc.                                                            | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    315000 | PA      | $274452.24    | 0.03%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle, Inc.                                                            | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    170000 | PA      | $171218.79    | 0.02%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle, Inc.                                                            | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    404000 | PA      | $413566.36    | 0.05%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE Energy Co.                                                                | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    650000 | PA      | $662912.25    | 0.08%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                | DT Midstream, Inc.                                                            | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $186981.44    | 0.02%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                 | Danske Bank AS                                                                | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $205702.31    | 0.03%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                          | Darden Restaurants, Inc.                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1149 | NS      | $225249.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                                      | Deere & Co.                                                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       608 | NS      | $342486.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG                                                              | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    460000 | PA      | $453727.74    | 0.06%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG                                                              | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $375054.04    | 0.05%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG                                                              | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    940000 | PA      | $936459.24    | 0.11%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG                                                              | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $147485.07    | 0.02%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG                                                              | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    460000 | PA      | $463102.81    | 0.06%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG                                                              | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $147716.54    | 0.02%             | 2032-02-06      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | Diamondback Energy, Inc.                                                      | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    215000 | PA      | $203334.64    | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DigitalOcean Holdings Inc                                                       | DigitalOcean Holdings, Inc.                                                   | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |      1941 | NS      | $166498.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                                              | Walt Disney Co.                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     14337 | NS      | $1381800.06   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy, Inc.                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      4568 | NS      | $282393.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                             | Dominion Energy, Inc.                                                         | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    299000 | PA      | $266744.53    | 0.03%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | Dominion Energy, Inc.                                                         | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    305000 | PA      | $226257.25    | 0.03%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | Dominion Energy, Inc.                                                         | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    526000 | PA      | $522647.75    | 0.06%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                                    | DoorDash, Inc.                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      2494 | NS      | $374474.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                                      | Dover Corp.                                                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      5112 | NS      | $1065596.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                           | DuPont de Nemours, Inc.                                                       | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    397000 | PA      | $391123.58    | 0.05%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                           | DuPont de Nemours, Inc.                                                       | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22210.64     | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                        | EIDP, Inc.                                                                    | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202874.54    | 0.02%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | Duke Energy Corp.                                                             | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    168000 | PA      | $158763.58    | 0.02%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                           | Duke Energy Carolinas LLC                                                     | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    159000 | PA      | $130385.23    | 0.02%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | Duke Energy Ohio, Inc.                                                        | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    510000 | PA      | $516681.95    | 0.06%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC                                                      | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    230000 | PA      | $141681.79    | 0.02%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                         | Duke Energy Indiana LLC                                                       | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    181000 | PA      | $110020.14    | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                         | Duke Energy Indiana LLC                                                       | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    227000 | PA      | $210759.83    | 0.03%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                         | Duke Energy Indiana LLC                                                       | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225300.42    | 0.03%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                                                         | Duquesne Light Holdings, Inc.                                                 | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    336000 | PA      | $331830.73    | 0.04%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| elf Beauty Inc                                                                  | elf Beauty, Inc.                                                              | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      5046 | NS      | $305838.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENI SPA                                                                         | Eni SpA                                                                       | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    405000 | PA      | $398573.91    | 0.05%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                         | Eni SpA                                                                       | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $397982.19    | 0.05%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG Resources, Inc.                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      9405 | NS      | $1359680.85   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                                                        | EQT Corp.                                                                     | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65845.64     | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EastGroup Properties Inc                                                        | EastGroup Properties, Inc.                                                    | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |      1007 | NS      | $186385.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP                                                                      | Eaton Corp.                                                                   | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276161.42    | 0.03%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | Eaton Corp.                                                                   | CUSIP: 278058EA6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    495000 | PA      | $479162.89    | 0.06%             | 2056-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | Eaton Corp.                                                                   | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    315000 | PA      | $270241.59    | 0.03%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | Edison International                                                          | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    134000 | PA      | $132621.78    | 0.02%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | Electricite de France SA                                                      | CUSIP: 28504DAG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    320000 | PA      | $326831.44    | 0.04%             | 2055-01-13      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | Emerson Electric Co.                                                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      3393 | NS      | $444550.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERA US FINANCE LP                                                             | Emera U.S. Finance LP                                                         | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $106420.69    | 0.01%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | Emera U.S. Finance LP                                                         | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    416000 | PA      | $371062.63    | 0.05%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                                                            | Emera U.S. Finance LLC                                                        | CUSIP: 29103HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $472350.08    | 0.06%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | Ovintiv, Inc.                                                                 | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     51000 | PA      | $53431.01     | 0.01%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge, Inc.                                                                | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    214000 | PA      | $225878.07    | 0.03%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     76000 | PA      | $82054.29     | 0.01%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89079.23     | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    199000 | PA      | $202813.78    | 0.02%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223296.89    | 0.03%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    528000 | PA      | $521652.84    | 0.06%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84409.67     | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 29273VBL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    215000 | PA      | $211707.68    | 0.03%             | 2056-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                            | ENEL Finance International NV                                                 | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $196140.38    | 0.02%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                            | ENEL Finance International NV                                                 | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $189858.36    | 0.02%             | 2028-07-12      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                            | ENEL Finance International NV                                                 | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    490000 | PA      | $434932.70    | 0.05%             | 2031-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                            | ENEL Finance International NV                                                 | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    355000 | PA      | $360034.38    | 0.04%             | 2029-06-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                            | ENEL Finance International NV                                                 | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $198350.56    | 0.02%             | 2028-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                        | Engie SA                                                                      | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    240000 | PA      | $245368.11    | 0.03%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                            | Entergy Arkansas LLC                                                          | CUSIP: 29364DAT7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     51000 | PA      | $46394.19     | 0.01%             | 2044-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                    | Entergy Corp.                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    558000 | PA      | $571770.32    | 0.07%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                    | Entergy Corp.                                                                 | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320670.78    | 0.04%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | Entergy Louisiana LLC                                                         | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    333000 | PA      | $204156.00    | 0.02%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | Entergy Louisiana LLC                                                         | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    132000 | PA      | $128205.11    | 0.02%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | Entergy Louisiana LLC                                                         | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215739.15    | 0.03%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                               | Entergy Texas, Inc.                                                           | CUSIP: 29365TAD6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13754.45     | 0.00%             | 2045-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                               | Entergy Texas, Inc.                                                           | CUSIP: 29365TAF1<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28573.81     | 0.00%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                               | Entergy Texas, Inc.                                                           | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58350.33     | 0.01%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                         | Entergy Mississippi LLC                                                       | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     38000 | PA      | $26109.04     | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                        | Equinix Europe 2 Financing Corp. LLC                                          | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    175000 | PA      | $173368.08    | 0.02%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                        | Equinix Europe 2 Financing Corp. LLC                                          | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    250000 | PA      | $243153.17    | 0.03%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | Equinix, Inc.                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       373 | NS      | $365629.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                                        | Equitable America Global Funding                                              | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    553000 | PA      | $537083.01    | 0.07%             | 2032-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                                               | EUSHI Finance, Inc.                                                           | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212000 | PA      | $208110.01    | 0.03%             | 2056-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                        | Constellation Energy Generation LLC                                           | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318491.42    | 0.04%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | Extra Space Storage LP                                                        | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    439000 | PA      | $450324.34    | 0.06%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | Extra Space Storage LP                                                        | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     90000 | PA      | $88816.51     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | Exxon Mobil Corp.                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      8569 | NS      | $1453816.54   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                              | Meta Platforms, Inc.                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      7471 | NS      | $4274383.23   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc.                                                          | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    359000 | PA      | $282411.43    | 0.03%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc.                                                          | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    166000 | PA      | $154880.26    | 0.02%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc.                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    660000 | PA      | $597799.42    | 0.07%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc.                                                          | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    116000 | PA      | $104255.89    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc.                                                          | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    280000 | PA      | $264968.35    | 0.03%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                            | FREMF Mortgage Trust                                                          | CUSIP: 30307MAS7<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |   1441000 | PA      | $1378651.68   | 0.17%             | 2028-04-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128ME4Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243262 | PA      | $240248.54    | 0.03%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128MT6K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       627 | PA      | $637.32       | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128P7RY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26778 | PA      | $26284.94     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128P7SE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52556 | PA      | $51612.84     | 0.01%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128UNDW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1826 | PA      | $1833.82      | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31295NJF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4101 | PA      | $4177.95      | 0.00%             | 2031-12-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31300LLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6235 | PA      | $6397.73      | 0.00%             | 2036-02-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31300LUY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10417 | PA      | $10813.60     | 0.00%             | 2040-07-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | Federal Home Loan Banks                                                       | CUSIP: 3130AL5Y6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2339569.05   | 0.29%             | 2036-02-11      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | Federal Home Loan Banks                                                       | CUSIP: 3130ALDV3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   4510000 | PA      | $3642551.20   | 0.45%             | 2036-02-22      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132D6J50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    486325 | PA      | $490080.07    | 0.06%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DM2N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1024218 | PA      | $905060.46    | 0.11%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DM3Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    780309 | PA      | $669900.95    | 0.08%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DQYY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4242806 | PA      | $4409145.64   | 0.54%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DSGF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    575949 | PA      | $591523.25    | 0.07%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5710291 | PA      | $5655035.75   | 0.69%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DT2J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5828564 | PA      | $5768575.48   | 0.71%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DTCE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1880597 | PA      | $1926757.82   | 0.24%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DTQC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2245635 | PA      | $2296990.92   | 0.28%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DULR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2216512 | PA      | $2246791.42   | 0.28%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DUTE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    438668 | PA      | $449725.01    | 0.06%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DUUQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    614894 | PA      | $630826.83    | 0.08%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DVLR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    535748 | PA      | $459706.68    | 0.06%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7436741 | PA      | $6282930.72   | 0.77%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2754531 | PA      | $2733530.67   | 0.33%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6990957 | PA      | $6780347.27   | 0.83%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1112141 | PA      | $1102406.58   | 0.13%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1952214 | PA      | $1934926.28   | 0.24%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8102258 | PA      | $8169535.58   | 1.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWHH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63800 | PA      | $65359.92     | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2435245 | PA      | $2455268.85   | 0.30%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWJD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    646792 | PA      | $625506.19    | 0.08%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1749713 | PA      | $1763518.13   | 0.22%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1030983 | PA      | $1055856.57   | 0.13%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWJK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    416636 | PA      | $412345.56    | 0.05%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E0K92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2747558 | PA      | $2851888.68   | 0.35%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132G7CD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36764 | PA      | $36008.37     | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132H3XT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63065 | PA      | $59334.57     | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133BSPX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109625 | PA      | $110616.11    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133CAQ45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    529431 | PA      | $542827.77    | 0.07%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                        | Federal Farm Credit Banks Funding Corp.                                       | CUSIP: 3133ELY65<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $3915833.65   | 0.48%             | 2035-07-23      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                        | Federal Farm Credit Banks Funding Corp.                                       | CUSIP: 3133EMRX2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1525000 | PA      | $1232557.05   | 0.15%             | 2036-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                        | Federal Farm Credit Banks Funding Corp.                                       | CUSIP: 3133EMSR4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2660000 | PA      | $2175532.42   | 0.27%             | 2036-03-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                        | Federal Farm Credit Banks Funding Corp.                                       | CUSIP: 3133EMVU3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   4647000 | PA      | $3883658.31   | 0.48%             | 2036-04-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                        | Federal Farm Credit Banks Funding Corp.                                       | CUSIP: 3133ENMU1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   3831000 | PA      | $3227093.30   | 0.40%             | 2037-02-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KLA98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247118 | PA      | $212036.48    | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KMLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1875392 | PA      | $1592286.31   | 0.19%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KPFQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    432325 | PA      | $382017.63    | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133W6EA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    436252 | PA      | $447280.09    | 0.05%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Principal Only STRIPS           | CUSIP: 3136AGZH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143992 | PA      | $105215.62    | 0.01%             | 2043-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Principal Only STRIPS           | CUSIP: 3136AHNE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135645 | PA      | $105303.74    | 0.01%             | 2043-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                  | Federal National Mortgage Association-ACES, Interest Only STRIPS              | CUSIP: 3136BBSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1474616 | PA      | $49821.09     | 0.01%             | 2028-11-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                  | Federal National Mortgage Association-ACES, Interest Only STRIPS              | CUSIP: 3136BBTD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2342172 | PA      | $107079.88    | 0.01%             | 2030-07-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                  | Federal National Mortgage Association-ACES, Interest Only STRIPS              | CUSIP: 3136BDXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2303438 | PA      | $132899.61    | 0.02%             | 2033-11-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS                                  | CUSIP: 3136BKYQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4026967 | PA      | $3595579.37   | 0.44%             | 2048-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS                                  | CUSIP: 3136BPNB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    418162 | PA      | $424380.40    | 0.05%             | 2033-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS                                  | CUSIP: 3136BRQC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1013848 | PA      | $1035267.37   | 0.13%             | 2046-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS                                  | CUSIP: 3136BVX86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    459178 | PA      | $461699.80    | 0.06%             | 2052-05-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                 | Federal National Mortgage Association Interest, Principal Only STRIPS         | CUSIP: 3136FAQR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4670 | PA      | $4319.88      | 0.00%             | 2032-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31371NGL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1639 | PA      | $1671.20      | 0.00%             | 2027-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31371NH57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1737 | PA      | $1770.95      | 0.00%             | 2027-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31371NNB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8316 | PA      | $8475.27      | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS                                       | CUSIP: 3137ABAC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10047 | PA      | $9574.43      | 0.00%             | 2041-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS                                       | CUSIP: 3137ABB59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19782 | PA      | $19361.18     | 0.00%             | 2041-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS                                       | CUSIP: 3137ACX95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5991 | PA      | $6173.70      | 0.00%             | 2038-10-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS                                       | CUSIP: 3137H5PG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2662618 | PA      | $2398128.20   | 0.29%             | 2047-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS                                       | CUSIP: 3137HLDH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    349898 | PA      | $352843.37    | 0.04%             | 2036-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS                                       | CUSIP: 3137HMYR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    975590 | PA      | $985360.83    | 0.12%             | 2036-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138WMME8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182819 | PA      | $171788.58    | 0.02%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138X0AZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198551 | PA      | $186574.91    | 0.02%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Interest Only STRIPS            | CUSIP: 31394VX47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76137 | PA      | $6862.42      | 0.00%             | 2036-03-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Principal Only STRIPS           | CUSIP: 31395BTU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4866 | PA      | $4186.86      | 0.00%             | 2036-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Principal Only STRIPS           | CUSIP: 31395DEB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2930 | PA      | $2450.42      | 0.00%             | 2034-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Interest Only STRIPS            | CUSIP: 31395DP45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31555 | PA      | $3135.32      | 0.00%             | 2036-06-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Principal Only STRIPS           | CUSIP: 31395DUD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5363 | PA      | $4674.02      | 0.00%             | 2036-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS                                       | CUSIP: 31395WWM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19440 | PA      | $20322.62     | 0.00%             | 2035-06-15      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31396HVT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1856 | PA      | $1645.35      | 0.00%             | 2036-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31396JLG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1933 | PA      | $1687.39      | 0.00%             | 2036-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31396NGH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       791 | PA      | $693.81       | 0.00%             | 2036-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Principal Only STRIPS           | CUSIP: 31396VD39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3275 | PA      | $2915.18      | 0.00%             | 2037-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Interest Only STRIPS            | CUSIP: 31396VKQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39900 | PA      | $4243.35      | 0.00%             | 2035-08-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31397AJ95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6685 | PA      | $5750.49      | 0.00%             | 2036-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31397FVL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3252 | PA      | $2856.62      | 0.00%             | 2037-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Interest Only STRIPS                 | CUSIP: 31397KTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86984 | PA      | $7303.30      | 0.00%             | 2037-10-15      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31397PGA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4257 | PA      | $3882.37      | 0.00%             | 2032-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Interest Only STRIPS            | CUSIP: 31397QW95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85254 | PA      | $9150.14      | 0.00%             | 2041-01-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Principal Only STRIPS           | CUSIP: 31398FRR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2491 | PA      | $2242.67      | 0.00%             | 2037-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31398LQT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8728 | PA      | $7267.24      | 0.00%             | 2037-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31398LYU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7987 | PA      | $6672.69      | 0.00%             | 2040-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31398LZP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5274 | PA      | $4595.87      | 0.00%             | 2040-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Principal Only STRIPS           | CUSIP: 31398NR22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42455 | PA      | $35714.46     | 0.00%             | 2040-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31398QCA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7339 | PA      | $6214.72      | 0.00%             | 2036-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31398W2B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8212 | PA      | $6849.10      | 0.00%             | 2040-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140BFDC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146892 | PA      | $148043.82    | 0.02%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140BS5L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    419162 | PA      | $423200.94    | 0.05%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140BS5U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228733 | PA      | $230744.20    | 0.03%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140FXHG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1128889 | PA      | $1169842.05   | 0.14%             | 2058-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140FXLX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    848530 | PA      | $864669.69    | 0.11%             | 2059-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140FXRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1205218 | PA      | $1041423.81   | 0.13%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140N5KN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161436 | PA      | $165723.86    | 0.02%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QEN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241056 | PA      | $206678.37    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QKF78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1195828 | PA      | $1064496.47   | 0.13%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QLR40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3053287 | PA      | $2706563.18   | 0.33%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QMCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6409340 | PA      | $5681538.73   | 0.70%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QMZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1673032 | PA      | $1433873.29   | 0.18%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QN3C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1548915 | PA      | $1372993.59   | 0.17%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QNPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1581181 | PA      | $1407089.54   | 0.17%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QQCY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    727093 | PA      | $640016.32    | 0.08%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QQEM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1035211 | PA      | $1067398.62   | 0.13%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QVW83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2894415 | PA      | $2937919.65   | 0.36%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140W1HR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    955153 | PA      | $966032.72    | 0.12%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140W1MC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2011430 | PA      | $2047194.52   | 0.25%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140W4CP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2305258 | PA      | $2322821.02   | 0.28%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XB4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2782984 | PA      | $2466963.92   | 0.30%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XF7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    536794 | PA      | $475828.22    | 0.06%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XGJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231609 | PA      | $205448.32    | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XHRT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2435462 | PA      | $2254942.68   | 0.28%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XHXF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2734075 | PA      | $2341684.75   | 0.29%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XLYK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1824876 | PA      | $1869949.77   | 0.23%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XQM38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    659302 | PA      | $671024.99    | 0.08%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XQXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245339 | PA      | $250106.22    | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XRGM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334226 | PA      | $341412.62    | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31417GGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92818 | PA      | $87217.42     | 0.01%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418AHQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34671 | PA      | $34078.39     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418AJX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121723 | PA      | $114982.84    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418AM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222955 | PA      | $209505.81    | 0.03%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418APN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73007 | PA      | $68873.15     | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418AS33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148228 | PA      | $139650.71    | 0.02%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418AWG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313483 | PA      | $294569.13    | 0.04%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3653229 | PA      | $3096665.09   | 0.38%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    766535 | PA      | $710932.14    | 0.09%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1371786 | PA      | $1162149.99   | 0.14%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3777674 | PA      | $3326399.37   | 0.41%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1221288 | PA      | $1075142.16   | 0.13%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4832362 | PA      | $4253497.91   | 0.52%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3271724 | PA      | $3243255.84   | 0.40%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5976171 | PA      | $5925704.19   | 0.73%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2754205 | PA      | $2781560.97   | 0.34%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2727996 | PA      | $2805671.58   | 0.34%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1505762 | PA      | $1542039.40   | 0.19%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1080496 | PA      | $1089467.57   | 0.13%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189310 | PA      | $193451.19    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2504950 | PA      | $2479168.61   | 0.30%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418FQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2940256 | PA      | $2955072.73   | 0.36%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418FTA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2339090 | PA      | $2307809.92   | 0.28%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31425UTB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214141 | PA      | $218288.26    | 0.03%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31426TVH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380118 | PA      | $389496.38    | 0.05%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31427D7A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    538055 | PA      | $550049.42    | 0.07%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31427NAR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1053010 | PA      | $971475.02    | 0.12%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31427Q5M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    429107 | PA      | $424953.21    | 0.05%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31427Q5S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    325018 | PA      | $328815.27    | 0.04%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31427Q5T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    509917 | PA      | $515098.94    | 0.06%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp.                                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1506 | NS      | $536407.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                                                      | FedEx Corp.                                                                   | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    141000 | PA      | $106152.01    | 0.01%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3142GSFK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2599145 | PA      | $2679845.45   | 0.33%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3142JCAC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1860453 | PA      | $1875757.66   | 0.23%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | Fidelity National Information Services, Inc.                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      4747 | NS      | $222681.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                             | Fifth Third Bancorp                                                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      7699 | NS      | $357695.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | Fifth Third Bancorp                                                           | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183098.29    | 0.02%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | Fifth Third Bancorp                                                           | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186247.61    | 0.02%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                                                | First Citizens BancShares, Inc.                                               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       166 | NS      | $312853.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                                        | Next PLC                                                                      | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      2044 | NS      | $345331.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                        | FirstEnergy Transmission LLC                                                  | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    388000 | PA      | $321563.83    | 0.04%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | Fiserv, Inc.                                                                  | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233403.39    | 0.03%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR COMPANY                                                              | Ford Motor Co.                                                                | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    115000 | PA      | $99883.38     | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    574000 | PA      | $604610.58    | 0.07%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202255.77    | 0.02%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210366.57    | 0.03%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                        | Foundation Finance Trust                                                      | CUSIP: 35040WAA5<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    330775 | PA      | $331434.19    | 0.04%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                        | Foundation Finance Trust                                                      | CUSIP: 35042TAA0<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    340532 | PA      | $337852.13    | 0.04%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                           | Foundry JV Holdco LLC                                                         | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1136411.97   | 0.14%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                           | Foundry JV Holdco LLC                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204215.01    | 0.03%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                                              | Federal Home Loan Mortgage Corp. Multifamily Structured Credit Risk           | CUSIP: 35563YAA8<br>LEI: 529900E2V0BG2KXC9E18 | Long             | ABS-MBS          | USGSE             | US        |    307196 | PA      | $306883.44    | 0.04%             | 2045-07-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | Freeport-McMoRan, Inc.                                                        | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    290000 | PA      | $274364.95    | 0.03%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                                                          | GE Capital Funding LLC                                                        | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199442.47    | 0.02%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                           | GFL Environmental, Inc.                                                       | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $106954.02    | 0.01%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                           | GFL Environmental, Inc.                                                       | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |   1010000 | PA      | $1045175.62   | 0.13%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5823162 | PA      | $4813257.63   | 0.59%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 36179XDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2232731 | PA      | $1998585.16   | 0.24%             | 2052-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 36179XDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    750818 | PA      | $749405.54    | 0.09%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1968488 | PA      | $1960160.36   | 0.24%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 36179XHV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1491704 | PA      | $1335499.47   | 0.16%             | 2052-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1807119 | PA      | $1711910.19   | 0.21%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3362625 | PA      | $3415819.41   | 0.42%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 36179XNB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2389669 | PA      | $2138589.36   | 0.26%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 3618N5GJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1542126 | PA      | $1380964.41   | 0.17%             | 2055-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 3618N5GM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2363284 | PA      | $2284653.96   | 0.28%             | 2055-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 3622ADEV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1367233 | PA      | $1390237.94   | 0.17%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 3622ADHZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1974419 | PA      | $2007641.78   | 0.25%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 3622ADJN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1782598 | PA      | $1813105.21   | 0.22%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                                                  | GE Vernova, Inc.                                                              | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |    235000 | PA      | $226068.94    | 0.03%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | General Dynamics Corp.                                                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      1692 | NS      | $580728.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                                               | General Motors Co.                                                            | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     81000 | PA      | $75985.90     | 0.01%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | General Motors Co.                                                            | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    129000 | PA      | $120707.71    | 0.01%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co., Inc.                                            | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    144000 | PA      | $149580.53    | 0.02%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co., Inc.                                            | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    306000 | PA      | $314418.83    | 0.04%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co., Inc.                                            | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    430000 | PA      | $437690.89    | 0.05%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co., Inc.                                            | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134432.17    | 0.02%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | Gilead Sciences, Inc.                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      3043 | NS      | $424102.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                                            | Glencore Funding LLC                                                          | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131802.66    | 0.02%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                            | Glencore Funding LLC                                                          | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    783000 | PA      | $799908.67    | 0.10%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                            | Glencore Funding LLC                                                          | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310671.07    | 0.04%             | 2036-04-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | Global Payments, Inc.                                                         | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    600000 | PA      | $525743.49    | 0.06%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | Global Payments, Inc.                                                         | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1222640.77   | 0.15%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | Global Payments, Inc.                                                         | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169873.64    | 0.02%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | Global Payments, Inc.                                                         | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192727.74    | 0.02%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                                                     | GoDaddy, Inc.                                                                 | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      2354 | NS      | $194605.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Fields Ltd                                                                 | Gold Fields Ltd.                                                              | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      3745 | NS      | $170023.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       703 | NS      | $594730.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1651862.40   | 0.20%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    931000 | PA      | $934152.87    | 0.11%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    216000 | PA      | $216169.12    | 0.03%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    169000 | PA      | $171786.11    | 0.02%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1245659.75   | 0.15%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1034455.21   | 0.13%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    984000 | PA      | $971247.39    | 0.12%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    535000 | PA      | $526890.44    | 0.06%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    312000 | PA      | $305033.72    | 0.04%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    178000 | PA      | $169626.13    | 0.02%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    670000 | PA      | $647321.04    | 0.08%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    277000 | PA      | $241808.03    | 0.03%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38373MA91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10929 | PA      | $11528.87     | 0.00%             | 2037-04-20      | Floating      | 10.01%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38375BE73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         4 | PA      | $3.59         | 0.00%             | 2063-01-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38375BEL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       382 | PA      | $382.60       | 0.00%             | 2060-07-20      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38375BK84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1108 | PA      | $1065.56      | 0.00%             | 2063-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38375BR61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        31 | PA      | $31.45        | 0.00%             | 2062-04-20      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38375BR95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4981 | PA      | $4765.88      | 0.00%             | 2063-04-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38375BUB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         4 | PA      | $3.71         | 0.00%             | 2062-05-20      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38375BWC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        59 | PA      | $58.94        | 0.00%             | 2061-05-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38375BWP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3690 | PA      | $3674.17      | 0.00%             | 2060-03-20      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38375BYQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       303 | PA      | $303.50       | 0.00%             | 2062-07-20      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS, Interest Only STRIPS         | CUSIP: 38375GBA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       136 | PA      | $7.01         | 0.00%             | 2031-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS, Principal Only STRIPS        | CUSIP: 38375PCK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3852 | PA      | $3127.17      | 0.00%             | 2038-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS, Interest Only STRIPS         | CUSIP: 38376R5T9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    764174 | PA      | $19381.75     | 0.00%             | 2067-06-20      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38376RN28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71812 | PA      | $72268.97     | 0.01%             | 2066-12-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38377UD88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    315740 | PA      | $316083.97    | 0.04%             | 2041-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS, Interest Only STRIPS         | CUSIP: 38377WFA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24214 | PA      | $1490.33      | 0.00%             | 2041-05-20      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38378GKK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54341 | PA      | $52366.69     | 0.01%             | 2042-11-16      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38385CKW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1026876 | PA      | $983973.98    | 0.12%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                               | GreatAmerica Leasing Receivables Funding LLC                                  | CUSIP: 39154GAK2<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    193000 | PA      | $194670.11    | 0.02%             | 2032-01-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                          | GreenSky Home Improvement Issuer Trust                                        | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $136479.09    | 0.02%             | 2060-06-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                                         | Guardian Life Global Funding                                                  | CUSIP: 40139LBL6<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    430000 | PA      | $424389.76    | 0.05%             | 2032-09-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54981.07     | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    207000 | PA      | $182666.71    | 0.02%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    124000 | PA      | $98988.33     | 0.01%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    363000 | PA      | $368461.34    | 0.05%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    460000 | PA      | $471571.37    | 0.06%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69338.09     | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    206000 | PA      | $200372.74    | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134885.08    | 0.02%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224365.26    | 0.03%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115422.80    | 0.01%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                                              | HCA Healthcare, Inc.                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       588 | NS      | $278265.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd                                                                   | HDFC Bank Ltd.                                                                | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      5775 | NS      | $143682.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings PLC                                                             | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    485000 | PA      | $505550.31    | 0.06%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings PLC                                                             | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $483499.22    | 0.06%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings PLC                                                             | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    620000 | PA      | $628732.73    | 0.08%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings PLC                                                             | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $690723.59    | 0.08%             | 2032-03-10      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings PLC                                                             | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    465000 | PA      | $456647.83    | 0.06%             | 2037-03-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                             | LVMH Moet Hennessy Louis Vuitton SE                                           | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       896 | NS      | $489797.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                    | Capgemini SE                                                                  | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      2713 | NS      | $320129.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayward Holdings Inc                                                            | Hayward Holdings, Inc.                                                        | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20978 | NS      | $280685.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | Healthpeak OP LLC                                                             | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    130000 | PA      | $130400.82    | 0.02%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | Hess Corp.                                                                    | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    350000 | PA      | $370137.01    | 0.05%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                        | Hess Midstream Operations LP                                                  | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    607000 | PA      | $602202.33    | 0.07%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                        | Hess Midstream Operations LP                                                  | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $254359.76    | 0.03%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | Hewlett Packard Enterprise Co.                                                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     29094 | NS      | $692728.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                   | Hilton Worldwide Holdings, Inc.                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      1359 | NS      | $413244.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc.                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    118000 | PA      | $94276.21     | 0.01%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc.                                                              | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    458000 | PA      | $256476.25    | 0.03%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                         | Honeywell Aerospace, Inc.                                                     | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    615000 | PA      | $607944.82    | 0.07%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                         | Honeywell Aerospace, Inc.                                                     | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    420000 | PA      | $416725.26    | 0.05%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                         | Honeywell Aerospace, Inc.                                                     | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444802.94    | 0.05%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                                       | Host Hotels & Resorts, Inc.                                                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |      9003 | NS      | $172497.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                                            | Howmet Aerospace, Inc.                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      1863 | NS      | $429346.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                                                            | Howmet Aerospace, Inc.                                                        | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174988.40    | 0.02%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HubSpot Inc                                                                     | HubSpot, Inc.                                                                 | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       691 | NS      | $168673.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                                      | Humana, Inc.                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1630 | NS      | $282625.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                                                  | JB Hunt Transport Services, Inc.                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      1990 | NS      | $421681.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                           | Huntington Bancshares, Inc.                                                   | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    262000 | PA      | $271803.76    | 0.03%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                           | Huntington Bancshares, Inc.                                                   | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    264000 | PA      | $269389.57    | 0.03%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                                                              | Kingspan Group PLC                                                            | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |      3572 | NS      | $305441.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                    | KBC Group NV                                                                  | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      3815 | NS      | $466925.33    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT Inc                                                                         | ITT, Inc.                                                                     | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      2998 | NS      | $571208.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                         | Imperial Brands Finance PLC                                                   | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    597000 | PA      | $614033.12    | 0.08%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING Groep NV                                                                  | CUSIP: 456837BP7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    515000 | PA      | $516385.35    | 0.06%             | 2029-03-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Insmed Inc                                                                      | Insmed, Inc.                                                                  | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      4113 | NS      | $672557.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp.                                                                   | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $104467.73    | 0.01%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp.                                                                   | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $45420.15     | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc                                                   | Interactive Brokers Group, Inc.                                               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      5016 | NS      | $336423.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | Intercontinental Exchange, Inc.                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1082 | NS      | $170176.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                                            | International Business Machines Corp.                                         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       945 | NS      | $229058.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                                                                  | Continental AG                                                                | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |      3265 | NS      | $227920.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | Intesa Sanpaolo SpA                                                           | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    925000 | PA      | $774690.03    | 0.09%             | 2042-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                      | Intuit, Inc.                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1038 | NS      | $448810.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                                          | Intuitive Surgical, Inc.                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       927 | NS      | $427337.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                                              | IQVIA Holdings, Inc.                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      3611 | NS      | $615819.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE OF ISRAEL                                                                 | Israel Government International Bonds                                         | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    685000 | PA      | $696545.57    | 0.09%             | 2035-02-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                               | ITC Holdings Corp.                                                            | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1045234.34   | 0.13%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                               | ITC Holdings Corp.                                                            | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    492000 | PA      | $505775.64    | 0.06%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                               | ITC Holdings Corp.                                                            | CUSIP: 465685AU9<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    380000 | PA      | $380197.95    | 0.05%             | 2031-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                               | ITC Holdings Corp.                                                            | CUSIP: 465685AV7<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190561.97    | 0.02%             | 2036-04-15      | Fixed         | 5.50%                 | 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: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    120000 | PA      | $106636.52    | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | 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: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    199000 | PA      | $151489.03    | 0.02%             | 2052-02-02      | Fixed         | 4.38%                 | 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: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $185258.02    | 0.02%             | 2032-01-15      | Fixed         | 3.63%                 | 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: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     45000 | PA      | $45554.31     | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | 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: 46590XBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    190000 | PA      | $189648.50    | 0.02%             | 2057-05-10      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                       | Jabil, Inc.                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      1695 | NS      | $450242.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                                                       | Jabil, Inc.                                                                   | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    192000 | PA      | $186951.03    | 0.02%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                               | Japan Tobacco, Inc.                                                           | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    340000 | PA      | $356792.88    | 0.04%             | 2035-06-15      | Fixed         | 5.85%                 | 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        |    570000 | PA      | $570262.20    | 0.07%             | 2036-01-15      | Fixed         | 5.50%                 | 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: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    190000 | PA      | $186439.76    | 0.02%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                          | RWE AG                                                                        | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      6666 | NS      | $448480.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                                         | JetBlue Pass-Through Trust                                                    | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109374 | PA      | $96930.72     | 0.01%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     10764 | NS      | $2631152.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC GROUP NV                                                                    | KBC Group NV                                                                  | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $201301.07    | 0.02%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| KGS-Alpha SBA COOF Trust                                                        | KGS-Alpha SBA COOF Trust, Interest Only STRIPS                                | CUSIP: 48247KAA5<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     86999 | PA      | $1217.75      | 0.00%             | 2038-08-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| KGS-Alpha SBA COOF Trust                                                        | KGS-Alpha SBA COOF Trust, Interest Only STRIPS                                | CUSIP: 48248XAA6<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     78853 | PA      | $1800.75      | 0.00%             | 2039-03-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| KGS-Alpha SBA COOF Trust                                                        | KGS-Alpha SBA COOF Trust, Interest Only STRIPS                                | CUSIP: 48249GAA2<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     23505 | PA      | $1155.03      | 0.00%             | 2040-04-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | Kenvue, Inc.                                                                  | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27763.89     | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | Keurig Dr. Pepper, Inc.                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      5014 | NS      | $132018.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | Keurig Dr. Pepper, Inc.                                                       | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    112000 | PA      | $71803.03     | 0.01%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KeyCorp                                                                       | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    469000 | PA      | $458310.07    | 0.06%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSN                                                           | Keybank National Association                                                  | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    590000 | PA      | $575598.95    | 0.07%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                                                         | Kinder Morgan Energy Partners LP                                              | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    185000 | PA      | $194719.68    | 0.02%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | Kinder Morgan, Inc.                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      9160 | NS      | $307134.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KINETIK HOLDINGS LP                                                             | Kinetik Holdings LP                                                           | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    677000 | PA      | $679490.68    | 0.08%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kinsale Capital Group Inc                                                       | Kinsale Capital Group, Inc.                                                   | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       860 | NS      | $293827.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                                              | Kontoor Brands, Inc.                                                          | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      4229 | NS      | $297256.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | Kraft Heinz Foods Co.                                                         | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    415000 | PA      | $324464.44    | 0.04%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | Kraft Heinz Foods Co.                                                         | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    220000 | PA      | $196606.45    | 0.02%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co.                                                                    | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     66000 | PA      | $54187.71     | 0.01%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                            | LHOME Mortgage Trust                                                          | CUSIP: 50206JAA3<br>LEI: 52990026MRD22HI0T740 | Long             | ABS-MBS          | CORP              | US        |    143000 | PA      | $142451.92    | 0.02%             | 2041-01-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                             | LYB International Finance III LLC                                             | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    230000 | PA      | $166472.25    | 0.02%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                             | LYB International Finance III LLC                                             | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361189.60    | 0.04%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                                                            | Labcorp Holdings, Inc.                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2421 | NS      | $645947.01    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                                      | Allianz SE                                                                    | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      1750 | NS      | $739057.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN BROTHERS HOLDINGS                                                        | Lehman Brothers Holdings, Inc.                                                | CUSIP: 52522L590<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    899000 | PA      | $99.97        | 0.00%             | 2009-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                      | Leidos, Inc.                                                                  | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    655000 | PA      | $582894.41    | 0.07%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                      | Leidos, Inc.                                                                  | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    249000 | PA      | $253818.20    | 0.03%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                      | Leidos, Inc.                                                                  | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    270000 | PA      | $261037.96    | 0.03%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                          | Lendmark Funding Trust                                                        | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030000 | PA      | $1027607.41   | 0.13%             | 2034-10-20      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                          | Lendmark Funding Trust                                                        | CUSIP: 52604DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $580136.04    | 0.07%             | 2032-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                          | Lendmark Funding Trust                                                        | CUSIP: 52604QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $231949.16    | 0.03%             | 2034-09-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | Erste Group Bank AG                                                           | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      3971 | NS      | $428968.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                     | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      2749 | NS      | $1736107.20   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co.                                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       939 | NS      | $863664.03    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                                                  | Eli Lilly & Co.                                                               | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98220.37     | 0.01%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | Live Nation Entertainment, Inc.                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      1442 | NS      | $219919.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | Lockheed Martin Corp.                                                         | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219650.30    | 0.03%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                      | Loews Corp.                                                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      6337 | NS      | $676411.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos., Inc.                                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      6276 | NS      | $1482893.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos., Inc.                                                             | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    416000 | PA      | $292944.70    | 0.04%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                       | Kering SA                                                                     | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       816 | NS      | $247789.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T Bank Corp.                                                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      3397 | NS      | $702227.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                                            | M&T Bank Corp.                                                                | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    501000 | PA      | $525189.93    | 0.06%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                            | M&T Bank Corp.                                                                | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    231000 | PA      | $229098.22    | 0.03%             | 2036-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp                                                            | MGIC Investment Corp.                                                         | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     15879 | NS      | $416823.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                       | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    236000 | PA      | $224721.82    | 0.03%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                       | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    203000 | PA      | $202092.59    | 0.02%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                       | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    470000 | PA      | $463276.23    | 0.06%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                                             | MRCD Mortgage Trust                                                           | CUSIP: 55348UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1230000 | PA      | $1094700.00   | 0.13%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| UCB SA                                                                          | UCB SA                                                                        | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       980 | NS      | $295270.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| MANULIFE FINANCIAL CORP                                                         | Manulife Financial Corp.                                                      | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    169000 | PA      | $167717.92    | 0.02%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                                            | Maple Parent Holdings Corp.                                                   | CUSIP: 56530KAB2<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68708.31     | 0.01%             | 2031-03-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                                            | Maple Parent Holdings Corp.                                                   | CUSIP: 56530KAC0<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    111000 | PA      | $110288.27    | 0.01%             | 2036-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                                            | Maple Parent Holdings Corp.                                                   | CUSIP: 56530KAD8<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58423.37     | 0.01%             | 2056-03-26      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | Marathon Petroleum Corp.                                                      | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     74000 | PA      | $62915.18     | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                  | Mariner Finance Issuance Trust                                                | CUSIP: 56847TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    346000 | PA      | $344298.99    | 0.04%             | 2038-11-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                            | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     75170 | NS      | $842709.88    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | Mars, Inc.                                                                    | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    525000 | PA      | $528163.79    | 0.06%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | Mars, Inc.                                                                    | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182137.33    | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | Mars, Inc.                                                                    | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262475.40    | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | Mars, Inc.                                                                    | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    174000 | PA      | $171827.81    | 0.02%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | Mars, Inc.                                                                    | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    167000 | PA      | $163844.80    | 0.02%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | Marsh & McLennan Cos., Inc.                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1849 | NS      | $320709.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                                                   | Marriott International, Inc.                                                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       181 | NS      | $59199.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                          | Marriott International, Inc.                                                  | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224015.19    | 0.03%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                                      | Siemens AG                                                                    | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      4266 | NS      | $1039343.13   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                   | Martin Marietta Materials, Inc.                                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       557 | NS      | $327894.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | Marvell Technology, Inc.                                                      | CUSIP: 573874AJ3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    348000 | PA      | $319370.87    | 0.04%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | Marvell Technology, Inc.                                                      | CUSIP: 573874AP9<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    494000 | PA      | $510044.70    | 0.06%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | Marvell Technology, Inc.                                                      | CUSIP: 573874AQ7<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    506000 | PA      | $535489.96    | 0.07%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | Marvell Technology, Inc.                                                      | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19064.61     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | Marvell Technology, Inc.                                                      | CUSIP: 573874AS3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    273000 | PA      | $277397.99    | 0.03%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ELECTRIC                                                          | Massachusetts Electric Co.                                                    | CUSIP: 575634AU4<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |    334000 | PA      | $290830.01    | 0.04%             | 2030-11-24      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | Mastercard, Inc.                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      5400 | NS      | $2698164.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                                                 | McDonald's Corp.                                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      5276 | NS      | $1639728.04   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORP                                                                 | McDonald's Corp.                                                              | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    271000 | PA      | $217661.89    | 0.03%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | Deutsche Telekom AG                                                           | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     18813 | NS      | $702162.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                        | Infineon Technologies AG                                                      | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     16495 | NS      | $748314.19    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | Merck & Co., Inc.                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      8488 | NS      | $1021021.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co., Inc.                                                             | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     86000 | PA      | $77148.21     | 0.01%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co., Inc.                                                             | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    483000 | PA      | $469042.16    | 0.06%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                                        | MetLife Capital Trust IV                                                      | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $458175.93    | 0.06%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | MetLife, Inc.                                                                 | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85389.79     | 0.01%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                         | Metropolitan Life Global Funding I                                            | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $216014.67    | 0.03%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                         | Metropolitan Life Global Funding I                                            | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    545000 | PA      | $550389.12    | 0.07%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                                                | Mettler-Toledo International, Inc.                                            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       134 | NS      | $169000.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                          | Mexico City Airport Trust                                                     | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $166476.00    | 0.02%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | Microsoft Corp.                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     13647 | NS      | $5051709.99   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                                  | Microsoft Corp.                                                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    115000 | PA      | $68954.57     | 0.01%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | Micron Technology, Inc.                                                       | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    635000 | PA      | $678687.89    | 0.08%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | Micron Technology, Inc.                                                       | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    190000 | PA      | $205018.08    | 0.03%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities Inc                                           | Mid-America Apartment Communities, Inc.                                       | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      4428 | NS      | $540747.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                          | Mid-America Apartments LP                                                     | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     55000 | PA      | $54016.48     | 0.01%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INTERSTATE                                                         | Mid-Atlantic Interstate Transmission LLC                                      | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $27836.71     | 0.00%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                              | Koninklijke KPN NV                                                            | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    117030 | NS      | $652281.51    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corp/The                                                               | Middleby Corp.                                                                | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      2487 | NS      | $329726.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co Inc                                                                | Ajinomoto Co., Inc.                                                           | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |     20400 | NS      | $576733.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                                                      | Asics Corp.                                                                   | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |     10500 | NS      | $282293.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    440000 | PA      | $435866.88    | 0.05%             | 2031-09-12      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    345000 | PA      | $340001.01    | 0.04%             | 2032-01-14      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                           | Mohawk Industries, Inc.                                                       | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      2492 | NS      | $245362.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd                                                               | Telstra Group Ltd.                                                            | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    188320 | NS      | $695203.38    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | Mondelez International, Inc.                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      7111 | NS      | $409878.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      4980 | NS      | $819558.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    417000 | PA      | $361096.30    | 0.04%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $182031.45    | 0.02%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    797000 | PA      | $685729.05    | 0.08%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77355.01     | 0.01%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $329571.03    | 0.04%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    461000 | PA      | $474240.56    | 0.06%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    307000 | PA      | $310551.18    | 0.04%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    615000 | PA      | $614746.37    | 0.08%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1132324.29   | 0.14%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    480000 | PA      | $487382.56    | 0.06%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    330000 | PA      | $323396.48    | 0.04%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    279000 | PA      | $269710.68    | 0.03%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    195000 | PA      | $188237.89    | 0.02%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250713.02    | 0.03%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    494000 | PA      | $483981.44    | 0.06%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                          | DBS Group Holdings Ltd.                                                       | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     33480 | NS      | $1489863.98   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                         | Morgan Stanley Private Bank NA                                                | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    455000 | PA      | $453590.67    | 0.06%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                         | Morgan Stanley Private Bank NA                                                | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    990000 | PA      | $974636.22    | 0.12%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | Commonwealth Bank of Australia                                                | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      2714 | NS      | $317827.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                                                   | Rio Tinto Ltd.                                                                | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      3458 | NS      | $392875.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                                              | Hong Kong Exchanges & Clearing Ltd.                                           | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     15700 | NS      | $792033.18    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy USA Inc                                                                  | Murphy USA, Inc.                                                              | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       770 | NS      | $380356.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NGPL PIPECO LLC                                                                 | NGPL PipeCo LLC                                                               | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    394000 | PA      | $394803.52    | 0.05%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                                                | NMEF Funding LLC                                                              | CUSIP: 62919WAB5<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    400305 | PA      | $401555.90    | 0.05%             | 2033-01-18      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG Energy, Inc.                                                              | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    439000 | PA      | $433580.55    | 0.05%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG Energy, Inc.                                                              | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    243000 | PA      | $263069.37    | 0.03%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG Energy, Inc.                                                              | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227763.60    | 0.03%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG Energy, Inc.                                                              | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318800.55    | 0.04%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                          | NRZ Excess Spread-Collateralized Notes                                        | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    641362 | PA      | $636265.32    | 0.08%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Natera Inc                                                                      | Natera, Inc.                                                                  | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |      1945 | NS      | $388980.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     83200 | NS      | $1408902.16   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT, Inc.                                                                | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    250000 | PA      | $159358.03    | 0.02%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT, Inc.                                                                | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    170000 | PA      | $117613.10    | 0.01%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT, Inc.                                                                | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     80000 | PA      | $49205.57     | 0.01%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NatWest Group PLC                                                             | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $216505.40    | 0.03%             | 2033-11-10      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                             | NatWest Markets PLC                                                           | CUSIP: 63906YAS7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $552353.96    | 0.07%             | 2030-11-06      | Fixed         | 4.41%                 | No            |                  2 | On Loan: —       |
| Netflix Inc                                                                     | Netflix, Inc.                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     11063 | NS      | $1063707.45   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                                                     | Netflix, Inc.                                                                 | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    128000 | PA      | $132194.10    | 0.02%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                                                      | Neurocrine Biosciences, Inc.                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      3600 | NS      | $474264.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEVADA POWER CO                                                                 | Nevada Power Co.                                                              | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    725000 | PA      | $724716.55    | 0.09%             | 2055-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                                                     | Hitachi Ltd.                                                                  | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     22200 | NS      | $651247.83    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                                                       | Hoya Corp.                                                                    | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      3400 | NS      | $589425.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corp                                                                        | IHI Corp.                                                                     | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |     12900 | NS      | $266165.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| ITOCHU Corp                                                                     | ITOCHU Corp.                                                                  | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     52900 | NS      | $672913.41    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp                                                                        | Kao Corp.                                                                     | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |     11600 | NS      | $451559.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                                                    | Keyence Corp.                                                                 | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      1400 | NS      | $498269.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                        | New York & Presbyterian Hospital                                              | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    234000 | PA      | $160583.17    | 0.02%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                                         | New York Life Insurance Co.                                                   | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     86000 | PA      | $64999.05     | 0.01%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                                         | New York Life Insurance Co.                                                   | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     72000 | PA      | $52215.95     | 0.01%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                        | New York Life Global Funding                                                  | CUSIP: 64952WDS9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    242000 | PA      | $210654.39    | 0.03%             | 2030-08-07      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                        | New York Life Global Funding                                                  | CUSIP: 64952WEG4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    230000 | PA      | $199988.10    | 0.02%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Kubota Corp                                                                     | Kubota Corp.                                                                  | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |     19000 | NS      | $304478.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                                       | Tokio Marine Holdings, Inc.                                                   | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     24900 | NS      | $1168829.20   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Group Inc                                                         | Nexstar Media Group, Inc.                                                     | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      1603 | NS      | $289870.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                                              | NextEra Energy, Inc.                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     18980 | NS      | $1762862.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                          | NextEra Energy Capital Holdings, Inc.                                         | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    216000 | PA      | $223459.34    | 0.03%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                          | NextEra Energy Capital Holdings, Inc.                                         | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78524.55     | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                        | NIKE, Inc.                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      2302 | NS      | $121591.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON LIFE INSURANCE                                                           | Nippon Life Insurance Co.                                                     | CUSIP: 654579AQ4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    340000 | PA      | $340850.72    | 0.04%             | 2031-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                                           | Nippon Life Insurance Co.                                                     | CUSIP: 654579AR2<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $215263.61    | 0.03%             | 2033-04-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NiSource, Inc.                                                                | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    216000 | PA      | $222112.58    | 0.03%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NiSource, Inc.                                                                | CUSIP: 65473QAZ6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35387.24     | 0.00%             | 2042-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                 | Nordea Bank Abp                                                               | CUSIP: 65557FAH9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    270000 | PA      | $268348.79    | 0.03%             | 2033-09-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp.                                                        | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     76000 | PA      | $61590.14     | 0.01%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp.                                                        | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    165000 | PA      | $139396.05    | 0.02%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp.                                                        | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    218000 | PA      | $139878.34    | 0.02%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                           | Mitsui Fudosan Co. Ltd.                                                       | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     43100 | NS      | $459464.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                                                 | Nintendo Co. Ltd.                                                             | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      6300 | NS      | $359639.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                                                         | Northern Natural Gas Co.                                                      | CUSIP: 665501AL6<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     58000 | PA      | $45973.43     | 0.01%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                                                         | Northern Natural Gas Co.                                                      | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    119000 | PA      | $79701.42     | 0.01%             | 2051-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp                                                                   | Obayashi Corp.                                                                | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |     18600 | NS      | $450500.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                        | Northwestern Mutual Life Insurance Co.                                        | CUSIP: 668131AA3<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    284000 | PA      | $294438.46    | 0.04%             | 2040-03-30      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                        | Northwestern Mutual Life Insurance Co.                                        | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    224000 | PA      | $170286.85    | 0.02%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                      | AMSR Trust                                                                    | CUSIP: 66982GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $352106.81    | 0.04%             | 2031-04-17      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                     | NVIDIA Corp.                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     56333 | NS      | $9824475.20   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                                                    | Nuvalent, Inc.                                                                | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1911 | NS      | $195781.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                        | Occidental Petroleum Corp.                                                    | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    164000 | PA      | $130621.31    | 0.02%             | 2045-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                                      | Samsung Electronics Co. Ltd.                                                  | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      1110 | NS      | $129827.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                              | Ohio Power Co.                                                                | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    218000 | PA      | $130385.90    | 0.02%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                               | Omnicom Group, Inc.                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      5264 | NS      | $396431.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                                                 | Sony Group Corp.                                                              | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     59600 | NS      | $1242226.01   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                                                           | ON Semiconductor Corp.                                                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      6526 | NS      | $404089.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc.                                                                   | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    212000 | PA      | $214716.69    | 0.03%             | 2028-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc.                                                                   | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97817.57     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc.                                                                   | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    338000 | PA      | $310790.81    | 0.04%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc.                                                                   | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68609.36     | 0.01%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc.                                                                   | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233447.54    | 0.03%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                | OneMain Financial Issuance Trust                                              | CUSIP: 682696AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $450355.15    | 0.06%             | 2035-09-14      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                             | Oportun Issuance Trust                                                        | CUSIP: 68379HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179000 | PA      | $179162.87    | 0.02%             | 2033-02-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp.                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      2443 | NS      | $359389.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    180000 | PA      | $118969.26    | 0.01%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     78000 | PA      | $64630.76     | 0.01%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $30304.32     | 0.00%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    194000 | PA      | $140645.71    | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    321000 | PA      | $193796.78    | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    580000 | PA      | $412765.10    | 0.05%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    277000 | PA      | $175522.59    | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     77000 | PA      | $59561.29     | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    375000 | PA      | $314393.51    | 0.04%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    390000 | PA      | $381591.55    | 0.05%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    577000 | PA      | $561697.31    | 0.07%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    257000 | PA      | $247102.49    | 0.03%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    230000 | PA      | $214579.89    | 0.03%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $324836.24    | 0.04%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    290000 | PA      | $266603.38    | 0.03%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                             | Oportun Issuance Trust                                                        | CUSIP: 68390VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $389030.85    | 0.05%             | 2034-01-09      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd                                                | Sumitomo Electric Industries Ltd.                                             | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     10400 | NS      | $590928.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co Ltd                                            | Sumitomo Realty & Development Co. Ltd.                                        | CUSIP: 000000000<br>LEI: 353800SO2DCLOI3LNZ64 | Long             | EC               | CORP              | JP        |      9000 | NS      | $255382.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                                               | Suzuki Motor Corp.                                                            | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     32500 | NS      | $396133.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                       | Taiwan Semiconductor Manufacturing Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      6000 | NS      | $347007.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                                              | Tokyo Electron Ltd.                                                           | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      2100 | NS      | $521746.95    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                               | Toyota Motor Corp.                                                            | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     46100 | NS      | $958296.06    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | Ovintiv, Inc.                                                                 | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    162000 | PA      | $170930.03    | 0.02%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO Energy Co.                                                               | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    266000 | PA      | $164423.73    | 0.02%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                                                       | PG&E Corp.                                                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     23299 | NS      | $409363.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                       | PG&E Corp.                                                                    | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    318000 | PA      | $320039.79    | 0.04%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc.                                            | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10826.12     | 0.00%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc.                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    189000 | PA      | $208801.53    | 0.03%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc.                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    216000 | PA      | $222200.85    | 0.03%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc.                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125545.65    | 0.02%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc.                                            | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269403.35    | 0.03%             | 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        |      2289 | NS      | $244648.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                    | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    326000 | PA      | $268515.71    | 0.03%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                    | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    333000 | PA      | $273990.40    | 0.03%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                    | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    206830 | PA      | $204026.63    | 0.02%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                    | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    416371 | PA      | $355306.28    | 0.04%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                    | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    415000 | PA      | $382770.74    | 0.05%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                    | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    121000 | PA      | $116540.72    | 0.01%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                    | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     83000 | PA      | $86784.66     | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                    | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    136000 | PA      | $140730.22    | 0.02%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                    | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    321000 | PA      | $328624.46    | 0.04%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                    | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71177.63     | 0.01%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PacifiCorp                                                                    | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     78000 | PA      | $44366.58     | 0.01%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                       | Packaging Corp. of America                                                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      2131 | NS      | $452240.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                                          | Palo Alto Networks, Inc.                                                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      2720 | NS      | $436070.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Panama Government International Bonds                                           | Panama Government International Bonds                                         | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $151710.00    | 0.02%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                              | Panama Government International Bonds                                         | CUSIP: 698299CB8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    367000 | PA      | $353788.00    | 0.04%             | 2034-02-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                              | Deutsche Boerse AG                                                            | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      3620 | NS      | $1060462.19   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Paylocity Holding Corp                                                          | Paylocity Holding Corp.                                                       | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      1806 | NS      | $195120.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                     | Novartis AG                                                                   | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      6453 | NS      | $990498.82    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                                       | Nestle SA                                                                     | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      9549 | NS      | $936670.99    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo, Inc.                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      3817 | NS      | $592741.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                                                       | Performance Food Group Co.                                                    | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      6286 | NS      | $538458.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                         | Pfizer Investment Enterprises Pte. Ltd.                                       | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    623000 | PA      | $565887.52    | 0.07%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | Pfizer, Inc.                                                                  | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287104.45    | 0.04%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | Philip Morris International, Inc.                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      7850 | NS      | $1297919.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc.                                             | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    253000 | PA      | $203030.51    | 0.02%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc.                                             | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    465000 | PA      | $467113.95    | 0.06%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc.                                             | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    855000 | PA      | $822484.55    | 0.10%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                         | Piedmont Natural Gas Co., Inc.                                                | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    202000 | PA      | $136197.34    | 0.02%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                        | Pioneer Natural Resources Co.                                                 | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    768000 | PA      | $692114.35    | 0.08%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                        | Plains All American Pipeline LP/PAA Finance Corp.                             | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $295955.95    | 0.04%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                  | Lonza Group AG                                                                | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |       369 | NS      | $236720.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | Post Holdings, Inc.                                                           | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      4597 | NS      | $454459.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                                         | Procter & Gamble Co.                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      3303 | NS      | $477085.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PRM7 Trust                                                                      | PRM7 Trust                                                                    | CUSIP: 74290HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496000 | PA      | $484366.42    | 0.06%             | 2042-11-10      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | Progressive Corp.                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1260 | NS      | $249782.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                                                      | Progress Residential Trust                                                    | CUSIP: 74334BAA5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $378191.40    | 0.05%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                      | Progress Residential Trust                                                    | CUSIP: 74334GAA4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    546578 | PA      | $515014.44    | 0.06%             | 2042-04-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | Prologis LP                                                                   | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     85000 | PA      | $86400.17     | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial, Inc.                                                    | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    184000 | PA      | $188480.03    | 0.02%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                         | Public Service Co. of Colorado                                                | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    185000 | PA      | $153871.81    | 0.02%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                         | Public Service Co. of Colorado                                                | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    132000 | PA      | $78057.28     | 0.01%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                         | Public Service Co. of Colorado                                                | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101674.32    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                         | Public Service Co. of Oklahoma                                                | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    725000 | PA      | $729650.94    | 0.09%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      2627 | NS      | $212655.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                  | Public Storage                                                                | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |      1548 | NS      | $419322.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PUGET ENERGY INC                                                                | Puget Energy, Inc.                                                            | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    422000 | PA      | $425070.38    | 0.05%             | 2035-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                          | Puget Sound Energy, Inc.                                                      | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    199000 | PA      | $196751.42    | 0.02%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                           | Qnity Electronics, Inc.                                                       | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    156000 | PA      | $156185.80    | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | Quanta Services, Inc.                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      1296 | NS      | $711529.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC                                                             | Quanta Services, Inc.                                                         | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    103000 | PA      | $95537.64     | 0.01%             | 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        |    526000 | PA      | $529150.36    | 0.06%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                             | Quanta Services, Inc.                                                         | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    435000 | PA      | $431455.61    | 0.05%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                             | Quanta Services, Inc.                                                         | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256428.71    | 0.03%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                           | Quest Diagnostics, Inc.                                                       | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75336.05     | 0.01%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                           | Quest Diagnostics, Inc.                                                       | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    698000 | PA      | $693231.87    | 0.08%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                     | RCKT Mortgage Trust                                                           | CUSIP: 749349AA4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    434661 | PA      | $432586.69    | 0.05%             | 2055-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                     | RCKT Mortgage Trust                                                           | CUSIP: 74940EAA5<br>LEI: 254900JZ559190WVJ551 | Long             | ABS-MBS          | CORP              | US        |    459731 | PA      | $454670.44    | 0.06%             | 2056-02-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                     | RCKT Mortgage Trust                                                           | CUSIP: 749423AA7<br>LEI: 254900BTBXWWIQBK4D47 | Long             | ABS-MBS          | CORP              | US        |    312606 | PA      | $310828.19    | 0.04%             | 2055-11-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                     | RCKT Mortgage Trust                                                           | CUSIP: 74942JAA2<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |    401662 | PA      | $398277.81    | 0.05%             | 2055-09-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                      | ROCK Trust                                                                    | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441393 | PA      | $448714.74    | 0.05%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                     | Raymond James Financial, Inc.                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      2673 | NS      | $387023.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                                                    | Rayonier, Inc.                                                                | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |     10765 | NS      | $221974.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                                        | RTX Corp.                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      5086 | NS      | $981089.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                                        | RTX Corp.                                                                     | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    114000 | PA      | $74963.17     | 0.01%             | 2050-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | Realty Income Corp.                                                           | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    275000 | PA      | $271263.12    | 0.03%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Reddit Inc                                                                      | Reddit, Inc.                                                                  | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |      1111 | NS      | $149596.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                                                              | Regal Rexnord Corp.                                                           | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    361000 | PA      | $370259.84    | 0.05%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                              | Regal Rexnord Corp.                                                           | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    147000 | PA      | $155377.48    | 0.02%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp                                                            | Regency Centers Corp.                                                         | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |      7941 | NS      | $600816.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS LP                                                              | Regency Centers LP                                                            | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    194000 | PA      | $184916.65    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                   | Regeneron Pharmaceuticals, Inc.                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       826 | NS      | $638200.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                                          | Regions Financial Corp.                                                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     11600 | NS      | $302992.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I                                      | Research-Driven Pagaya Motor Trust                                            | CUSIP: 76089KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500298.60    | 0.06%             | 2034-06-26      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| RFC PRINCIPAL STRIP                                                             | Resolution Funding Corp., Principal Only STRIPS                               | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    400000 | PA      | $339510.76    | 0.04%             | 2030-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Robinhood Markets Inc                                                           | Robinhood Markets, Inc.                                                       | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      2842 | NS      | $196950.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                                                     | ROBLOX Corp.                                                                  | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |      1602 | NS      | $90609.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                                                  | Rocket Cos., Inc.                                                             | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9275 | NS      | $132168.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                        | Rogers Communications, Inc.                                                   | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    693000 | PA      | $646906.79    | 0.08%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                        | Rogers Communications, Inc.                                                   | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $139390.27    | 0.02%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | Roper Technologies, Inc.                                                      | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    166000 | PA      | $165037.53    | 0.02%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | Roper Technologies, Inc.                                                      | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89922.13     | 0.01%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | Roper Technologies, Inc.                                                      | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98478.80     | 0.01%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                     | Heineken NV                                                                   | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      1276 | NS      | $98147.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                         | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    225000 | PA      | $227217.95    | 0.03%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                                                            | Ryanair Holdings PLC                                                          | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      7218 | NS      | $417200.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                                                  | S&P Global, Inc.                                                              | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    184000 | PA      | $88890.73     | 0.01%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                         | SBA Communications Corp.                                                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |      1664 | NS      | $286391.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SCF Equipment Trust Llc                                                         | SCF Equipment Leasing LLC                                                     | CUSIP: 78437DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    667000 | PA      | $684385.62    | 0.08%             | 2034-09-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                                         | SCF Equipment Leasing LLC                                                     | CUSIP: 78439XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505000 | PA      | $502504.39    | 0.06%             | 2036-06-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                        | Sabine Pass Liquefaction LLC                                                  | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    329000 | PA      | $327633.96    | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                        | Sabine Pass Liquefaction LLC                                                  | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    295000 | PA      | $292858.19    | 0.04%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | Salesforce, Inc.                                                              | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $170260.78    | 0.02%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                 | San Diego Gas & Electric Co.                                                  | CUSIP: 797440BQ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31457.90     | 0.00%             | 2042-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                 | San Diego Gas & Electric Co.                                                  | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $43617.65     | 0.01%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                 | San Diego Gas & Electric Co.                                                  | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    222000 | PA      | $139405.86    | 0.02%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                 | San Diego Gas & Electric Co.                                                  | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    299000 | PA      | $275074.30    | 0.03%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                 | San Diego Gas & Electric Co.                                                  | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    410000 | PA      | $416948.84    | 0.05%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                 | San Diego Gas & Electric Co.                                                  | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74790.12     | 0.01%             | 2036-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                        | Santander U.K. Group Holdings PLC                                             | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    602000 | PA      | $603309.28    | 0.07%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                        | Santander U.K. Group Holdings PLC                                             | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $606806.36    | 0.07%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                          | Santander Drive Auto Receivables Trust                                        | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $205292.27    | 0.03%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                          | Santander Drive Auto Receivables Trust                                        | CUSIP: 802919AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201698.14    | 0.02%             | 2031-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                              | Santos Finance Ltd.                                                           | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    319000 | PA      | $298499.66    | 0.04%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                              | Santos Finance Ltd.                                                           | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    196000 | PA      | $213391.86    | 0.03%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                              | Santos Finance Ltd.                                                           | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    385000 | PA      | $385892.55    | 0.05%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Henry Schein Inc                                                                | Henry Schein, Inc.                                                            | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      5706 | NS      | $420532.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                                         | Charles Schwab Corp.                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     12656 | NS      | $1189410.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                                             | Charles Schwab Corp.                                                          | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    460000 | PA      | $447126.52    | 0.05%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                                   | SDR Commercial Mortgage Trust                                                 | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246000 | PA      | $245605.61    | 0.03%             | 2039-05-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                                                         | Sea Ltd.                                                                      | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      2971 | NS      | $246028.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                                  | ServiceNow, Inc.                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      2688 | NS      | $281030.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL FINANCE US INC                                                            | Shell Finance U.S., Inc.                                                      | CUSIP: 822905AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $200835.26    | 0.02%             | 2041-10-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                                                     | Shopify, Inc.                                                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      1120 | NS      | $132854.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                         | Sierra Pacific Power Co.                                                      | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150756.36    | 0.02%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                               | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140320 | PA      | $140173.22    | 0.02%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings Inc                                                             | Silgan Holdings, Inc.                                                         | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      8791 | NS      | $341090.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | Simon Property Group LP                                                       | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    403000 | PA      | $403634.39    | 0.05%             | 2035-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                        | South Bow USA Infrastructure Holdings LLC                                     | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    141000 | PA      | $141566.63    | 0.02%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                        | South Bow USA Infrastructure Holdings LLC                                     | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    403000 | PA      | $405596.50    | 0.05%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                                   | Snowflake, Inc.                                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      2083 | NS      | $314158.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                                | Societe Generale SA                                                           | CUSIP: 83368RCN0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $193485.46    | 0.02%             | 2037-04-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                  | Solventum Corp.                                                               | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277011.82    | 0.03%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                  | Solventum Corp.                                                               | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    856000 | PA      | $875097.82    | 0.11%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                              | Sonoco Products Co.                                                           | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    241000 | PA      | $240302.20    | 0.03%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                              | Sonoco Products Co.                                                           | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    239000 | PA      | $233781.97    | 0.03%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co.                                                | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    168000 | PA      | $119364.77    | 0.01%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co.                                                | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182067.24    | 0.02%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co.                                                | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    196000 | PA      | $117542.76    | 0.01%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co.                                                | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     69000 | PA      | $63344.68     | 0.01%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co.                                                | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    444000 | PA      | $440697.61    | 0.05%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co.                                                | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    189000 | PA      | $191843.78    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | Southern Co.                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      3017 | NS      | $291200.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                         | Southern Co. Gas Capital Corp.                                                | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    121000 | PA      | $106136.59    | 0.01%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                         | Southern Co. Gas Capital Corp.                                                | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    282000 | PA      | $180680.10    | 0.02%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                         | Southern Co. Gas Capital Corp.                                                | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140298.63    | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                               | Southern Power Co.                                                            | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    329000 | PA      | $309440.73    | 0.04%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                               | Southern Power Co.                                                            | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    314000 | PA      | $293238.18    | 0.04%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                               | Southern Power Co.                                                            | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    137000 | PA      | $135231.65    | 0.02%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                               | Southern Power Co.                                                            | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    682000 | PA      | $659560.17    | 0.08%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                           | Southwest Airlines Co.                                                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      8121 | NS      | $305105.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                                              | Expand Energy Corp.                                                           | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39964.51     | 0.00%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                              | Expand Energy Corp.                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    581000 | PA      | $585828.44    | 0.07%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                              | Expand Energy Corp.                                                           | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    487000 | PA      | $474517.34    | 0.06%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                             | Sprint Capital Corp.                                                          | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    327000 | PA      | $345739.98    | 0.04%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | Standard Chartered PLC                                                        | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    715000 | PA      | $759109.94    | 0.09%             | 2030-02-08      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp.                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      6450 | NS      | $816312.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                                               | State Street Corp.                                                            | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    432000 | PA      | $443894.26    | 0.05%             | 2029-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Fixed Income Clearing Corp.                                                     | Repurchase Agreement                                                          | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  26676451 | PA      | $26676451.19  | 3.27%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                           | Stellantis Finance U.S., Inc.                                                 | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228748.88    | 0.03%             | 2030-03-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                           | Stellantis Finance U.S., Inc.                                                 | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    310000 | PA      | $305369.70    | 0.04%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | Stryker Corp.                                                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1785 | NS      | $586533.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                        | Sumitomo Mitsui Financial Group, Inc.                                         | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $206809.13    | 0.03%             | 2032-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | Synopsys, Inc.                                                                | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261912.27    | 0.03%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | Synopsys, Inc.                                                                | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127093.31    | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | Synopsys, Inc.                                                                | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225430.22    | 0.03%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                                  | TD SYNNEX Corp.                                                               | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      2331 | NS      | $393263.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                                                 | TJX Cos., Inc.                                                                | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      4215 | NS      | $673135.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc.                                                            | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    263000 | PA      | $256128.06    | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc.                                                            | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    455000 | PA      | $297788.20    | 0.04%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc.                                                            | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    597000 | PA      | $567821.55    | 0.07%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc.                                                            | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    319000 | PA      | $323580.99    | 0.04%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc.                                                            | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    272000 | PA      | $299505.38    | 0.04%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                       | Taiwan Semiconductor Manufacturing Co. Ltd.                                   | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      6117 | NS      | $2067240.15   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | Take-Two Interactive Software, Inc.                                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      2191 | NS      | $432722.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                        | Take-Two Interactive Software, Inc.                                           | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81752.57     | 0.01%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                        | Teachers Insurance & Annuity Association of America                           | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    610000 | PA      | $683967.50    | 0.08%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                       | Teledyne Technologies, Inc.                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       568 | NS      | $343645.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc                                                    | Somnigroup International, Inc.                                                | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      1936 | NS      | $143109.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                          | Tennessee Gas Pipeline Co. LLC                                                | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $61842.28     | 0.01%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                           | Tennessee Valley Authority                                                    | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    874000 | PA      | $968896.70    | 0.12%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                           | Tennessee Valley Authority                                                    | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    155000 | PA      | $136503.27    | 0.02%             | 2060-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                           | Tennessee Valley Authority                                                    | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    264000 | PA      | $217157.10    | 0.03%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| TENN VAL AUTH CPN STRIP                                                         | Tennessee Valley Authority, Interest Only STRIPS                              | CUSIP: 88059ENP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1000000 | PA      | $915318.50    | 0.11%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                                                    | Teradyne, Inc.                                                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      1706 | NS      | $505760.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                                       | Tesla, Inc.                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      6482 | NS      | $2409683.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                           | Texas Instruments, Inc.                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      4681 | NS      | $908769.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | Thermo Fisher Scientific, Inc.                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       714 | NS      | $350952.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                                           | 3M Co.                                                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      5324 | NS      | $773204.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                                        | Time Warner Cable Enterprises LLC                                             | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $209471.30    | 0.03%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                         | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    316000 | PA      | $318589.89    | 0.04%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                         | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    108000 | PA      | $97873.49     | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                         | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $237009.19    | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                         | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $48811.63     | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                           | Toronto-Dominion Bank                                                         | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $309913.35    | 0.04%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                          | TotalEnergies Capital International SA                                        | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    493000 | PA      | $367229.48    | 0.04%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TotalEnergies Capital SA                                                      | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     85000 | PA      | $81594.66     | 0.01%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TotalEnergies Capital SA                                                      | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    174000 | PA      | $166966.63    | 0.02%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TotalEnergies Capital SA                                                      | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     42000 | PA      | $39175.61     | 0.00%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                           | TransCanada PipeLines Ltd.                                                    | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $113118.32    | 0.01%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                           | TransCanada PipeLines Ltd.                                                    | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     78000 | PA      | $80844.90     | 0.01%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                               | Transcanada Trust                                                             | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    208000 | PA      | $208220.06    | 0.03%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                                      | TransUnion                                                                    | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      5864 | NS      | $405730.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                                           | Travelers Cos., Inc.                                                          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1906 | NS      | $555942.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | Truist Financial Corp.                                                        | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    659000 | PA      | $657227.59    | 0.08%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | Truist Financial Corp.                                                        | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    330000 | PA      | $319639.84    | 0.04%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                                                      | Twilio, Inc.                                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      1796 | NS      | $225972.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS Group AG                                                                  | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $225247.80    | 0.03%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS Group AG                                                                  | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $213165.04    | 0.03%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS Group AG                                                                  | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    345000 | PA      | $339338.85    | 0.04%             | 2033-11-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR, Inc.                                                                     | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    149000 | PA      | $148536.81    | 0.02%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR, Inc.                                                                     | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    415000 | PA      | $411819.56    | 0.05%             | 2034-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | U.S. Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      8238 | NS      | $428458.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UPG HI Issuer Trust                                                             | UPG HI Issuer Trust                                                           | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115641 | PA      | $114966.00    | 0.01%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | Uber Technologies, Inc.                                                       | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    380000 | PA      | $376780.68    | 0.05%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | Uber Technologies, Inc.                                                       | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291106.26    | 0.04%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                                 | Ulta Beauty, Inc.                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       758 | NS      | $396214.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                                                   | UniCredit SpA                                                                 | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    493000 | PA      | $492111.74    | 0.06%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                   | UniCredit SpA                                                                 | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $183761.16    | 0.02%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | Union Electric Co.                                                            | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    178000 | PA      | $163659.26    | 0.02%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | Union Electric Co.                                                            | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375873.54    | 0.05%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | Union Pacific Corp.                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      2426 | NS      | $588596.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                                                        | United Airlines Pass-Through Trust                                            | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328809 | PA      | $317170.81    | 0.04%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 A PTT                                                         | United Airlines Pass-Through Trust                                            | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    339248 | PA      | $348561.30    | 0.04%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                           | Mexico Government International Bonds                                         | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    234000 | PA      | $187515.90    | 0.02%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                           | Mexico Government International Bonds                                         | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    265000 | PA      | $194483.50    | 0.02%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                           | Mexico Government International Bonds                                         | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    205000 | PA      | $122333.75    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                           | Mexico Government International Bonds                                         | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $156350.00    | 0.02%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                           | Mexico Government International Bonds                                         | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    350000 | PA      | $325237.50    | 0.04%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                           | Mexico Government International Bonds                                         | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    247000 | PA      | $245308.05    | 0.03%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                           | Mexico Government International Bonds                                         | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    667000 | PA      | $645322.50    | 0.08%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                                              | United Rentals, Inc.                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       512 | NS      | $373022.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                                      | U.S. Bancorp                                                                  | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    287000 | PA      | $299550.61    | 0.04%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | U.S. Bancorp                                                                  | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    178000 | PA      | $183848.96    | 0.02%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bills                                                           | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    630000 | PA      | $624335.51    | 0.08%             | 2026-06-30      | 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        |     75737 | PA      | $78556.83     | 0.01%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $121411.13    | 0.01%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1780000 | PA      | $1425182.03   | 0.17%             | 2043-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $844808.59    | 0.10%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1010000 | PA      | $862563.67    | 0.11%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       300 | PA      | $188.98       | 0.00%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         0 | PA      | $0.00         | 0.00%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    384000 | PA      | $213225.00    | 0.03%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1535000 | PA      | $960274.42    | 0.12%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1520000 | PA      | $916037.50    | 0.11%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    830000 | PA      | $575617.96    | 0.07%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    660000 | PA      | $469167.19    | 0.06%             | 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        |    862300 | PA      | $740870.65    | 0.09%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1710000 | PA      | $1515554.29   | 0.19%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4009000 | PA      | $3591187.03   | 0.44%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2870000 | PA      | $2744549.60   | 0.34%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5555000 | PA      | $4975196.88   | 0.61%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4475000 | PA      | $4060013.65   | 0.50%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $934218.75    | 0.11%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4005000 | PA      | $3875306.85   | 0.47%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $53554.10     | 0.01%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    355000 | PA      | $348246.68    | 0.04%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    245000 | PA      | $242350.17    | 0.03%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $182598.76    | 0.02%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $37223.44     | 0.00%             | 2029-08-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $888783.75    | 0.11%             | 2026-10-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000 | PA      | $128076.66    | 0.02%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    530000 | PA      | $502982.42    | 0.06%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3305000 | PA      | $3123741.41   | 0.38%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16335000 | PA      | $15361280.78  | 1.88%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3440000 | PA      | $3387647.50   | 0.41%             | 2026-10-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2291000 | PA      | $2264080.75   | 0.28%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20942000 | PA      | $20658137.68  | 2.53%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2480000 | PA      | $2490171.87   | 0.30%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19105000 | PA      | $19261720.61  | 2.36%             | 2029-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3870000 | PA      | $3882887.41   | 0.48%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13900000 | PA      | $14015109.38  | 1.72%             | 2029-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5081700 | PA      | $5097381.82   | 0.62%             | 2027-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    520000 | PA      | $520345.31    | 0.06%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99511.72     | 0.01%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2451562.50   | 0.30%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds, Principal Only STRIPS                                    | CUSIP: 9128334S6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13015000 | PA      | $10484693.07  | 1.28%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds, Principal Only STRIPS                                    | CUSIP: 9128334Z0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $115777.89    | 0.01%             | 2035-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury STRIPS Coupon                                                   | CUSIP: 9128337F1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    169000 | PA      | $103320.15    | 0.01%             | 2037-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds, Principal Only STRIPS                                    | CUSIP: 9128337Q7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4980000 | PA      | $3967476.81   | 0.49%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds, Principal Only STRIPS                                    | CUSIP: 912833PB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1241000 | PA      | $1212390.15   | 0.15%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                          | U.S. Treasury STRIPS Coupon                                                   | CUSIP: 912833Z52<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    338000 | PA      | $200940.25    | 0.02%             | 2037-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds, Principal Only STRIPS                                    | CUSIP: 912834FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    410000 | PA      | $209818.03    | 0.03%             | 2040-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds, Principal Only STRIPS                                    | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2494000 | PA      | $1219178.98   | 0.15%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                          | U.S. Treasury Bonds, Principal Only STRIPS                                    | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3125000 | PA      | $1460773.53   | 0.18%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group, Inc.                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2828 | NS      | $765228.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    539000 | PA      | $435954.60    | 0.05%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    167000 | PA      | $121469.66    | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     86000 | PA      | $63752.20     | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    194000 | PA      | $127799.21    | 0.02%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67760.98     | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     44000 | PA      | $40461.69     | 0.00%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MIAMI                                                             | University of Miami                                                           | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    272000 | PA      | $211178.81    | 0.03%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                                                      | Ventas, Inc.                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |      2917 | NS      | $238552.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                           | Venture Global Plaquemines LNG LLC                                            | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     52000 | PA      | $55075.90     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                        | Venture Global Calcasieu Pass LLC                                             | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    437000 | PA      | $415385.50    | 0.05%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                        | Venture Global Calcasieu Pass LLC                                             | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102036.61    | 0.01%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                        | Venture Global Calcasieu Pass LLC                                             | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    340000 | PA      | $347759.48    | 0.04%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                    | Veralto Corp.                                                                 | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    314000 | PA      | $320892.55    | 0.04%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc.                                                  | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    929000 | PA      | $814469.86    | 0.10%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc.                                                  | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    547000 | PA      | $545005.21    | 0.07%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | Verisk Analytics, Inc.                                                        | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    245000 | PA      | $240925.23    | 0.03%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                      | Vertex Pharmaceuticals, Inc.                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       542 | NS      | $242024.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                                              | Expand Energy Corp.                                                           | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    466000 | PA      | $466327.53    | 0.06%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                        | Virginia Electric & Power Co.                                                 | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    195000 | PA      | $169341.43    | 0.02%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                        | Virginia Electric & Power Co.                                                 | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    274000 | PA      | $152728.07    | 0.02%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                        | Virginia Electric & Power Co.                                                 | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     71000 | PA      | $68736.00     | 0.01%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65672.71     | 0.01%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    161000 | PA      | $156350.55    | 0.02%             | 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        |    795000 | PA      | $777663.83    | 0.10%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                        | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244856.28    | 0.03%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                        | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199413.92    | 0.02%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP Carey, Inc.                                                                | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    403000 | PA      | $360590.30    | 0.04%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP Carey, Inc.                                                                | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    283000 | PA      | $246430.96    | 0.03%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | Walmart, Inc.                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     10266 | NS      | $1275858.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                                                         | Warner Music Group Corp.                                                      | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8093 | NS      | $206695.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| P4 SFR HOLDCO LLC                                                               | P4 SFR Holdco LLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770392 | PA      | $762302.88    | 0.09%             | 2026-10-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc.                                                         | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    123000 | PA      | $107701.26    | 0.01%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc.                                                         | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     86000 | PA      | $74430.36     | 0.01%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co.                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     23107 | NS      | $1839548.27   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co.                                                             | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    640000 | PA      | $655913.72    | 0.08%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co.                                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    580000 | PA      | $591241.11    | 0.07%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co.                                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2113000 | PA      | $2149102.55   | 0.26%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co.                                                             | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1171892.93   | 0.14%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co.                                                             | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    327000 | PA      | $328230.73    | 0.04%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                            | Western Digital Corp.                                                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      1416 | NS      | $383013.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                        | Western Midstream Operating LP                                                | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    131000 | PA      | $116536.47    | 0.01%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                           | Westlake Automobile Receivables Trust                                         | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134000 | PA      | $136462.36    | 0.02%             | 2029-10-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | Williams Cos., Inc.                                                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     11998 | NS      | $873214.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp                                                          | WillScot Holdings Corp.                                                       | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     27655 | NS      | $480090.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                                                 | Xcel Energy, Inc.                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      8159 | NS      | $648150.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                                                 | Yum! Brands, Inc.                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      2973 | NS      | $462242.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc                                                          | Yum China Holdings, Inc.                                                      | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |      8925 | NS      | $435361.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                          | Zimmer Biomet Holdings, Inc.                                                  | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    209000 | PA      | $213335.07    | 0.03%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ZOETIS INC                                                                      | Zoetis, Inc.                                                                  | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    124000 | PA      | $110573.54    | 0.01%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | Zoetis, Inc.                                                                  | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    427000 | PA      | $387844.45    | 0.05%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                 | ASML Holding NV                                                               | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1991 | NS      | $2647544.19   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                                     | Cie Financiere Richemont SA                                                   | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      3560 | NS      | $628574.95    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                                   | Industria de Diseno Textil SA                                                 | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      6734 | NS      | $391978.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                                      | Ferrari NV                                                                    | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |       722 | NS      | $244977.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                                        | RELX PLC                                                                      | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     11410 | NS      | $379992.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                      | National Bank of Greece SA                                                    | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |     31974 | NS      | $493930.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                               | InterContinental Hotels Group PLC                                             | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      2711 | NS      | $357512.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                                | Roche Holding AG                                                              | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      2436 | NS      | $972185.29    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | AUDUSD CRNCY FUT JUN26                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |       151 | NC      | $-429126.90   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | JPN YEN CURR FUT JUN26                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |       -26 | NC      | $7295.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | S+P500 EMINI FUT JUN26                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        12 | NC      | $-69345.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | CHF CURRENCY FUT JUN26                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |       -39 | NC      | $183787.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                          | MSCI EAFE JUN26                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       -34 | NC      | $56033.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | BP CURRENCY FUT JUN26                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |       -75 | NC      | $93138.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | US LONG BOND(CBT) MAR26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        12 | NC      | $-40707.03    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | US 2YR NOTE (CBT) MAR26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $-1313.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | US 10YR ULTRA FUT MAR26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -5 | NC      | $13196.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                               | EURO-BUND FUTURE JUN26                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -164 | NC      | $421919.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                               | EURO-BTP FUTURE JUN26                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       134 | NC      | $-565473.48   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                                  | TOPIX INDX FUTR JUN26                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        35 | NC      | $-286749.91   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | US LONG BOND(CBT) JUN26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       124 | NC      | $-443817.69   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | US ULTRA BOND CBT JUN26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -33 | NC      | $49073.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | US 10YR NOTE (CBT)JUN26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       565 | NC      | $-1160924.77  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                             | AUST 10Y BOND FUT JUN26                                                       | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -83 | NC      | $46054.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | US 5YR NOTE (CBT) JUN26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -64 | NC      | $-31578.11    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | US 2YR NOTE (CBT) JUN26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       159 | NC      | $-100895.54   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                | LONG GILT FUTURE JUN26                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       206 | NC      | $-1308025.65  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | US 10YR ULTRA FUT JUN26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -118 | NC      | $232445.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                                  | JPN 10Y BOND(OSE) JUN26                                                       | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -33 | NC      | $316415.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | DJ US REAL ESTATE JUN26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |      -124 | NC      | $133634.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | E-MINI RUSS 1000 VJUN26                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -62 | NC      | $34727.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | E-MINI RUSS 1000 GJUN26                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        31 | NC      | $-195676.03   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                                       | Safran SA                                                                     | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      5238 | NS      | $1714027.49   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | Engie SA                                                                      | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     26745 | NS      | $861922.95    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                 | London Stock Exchange Group PLC                                               | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      3661 | NS      | $432319.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                                      | Legrand SA                                                                    | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      6379 | NS      | $991007.13    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TotalEnergies SE                                                              | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     10652 | NS      | $977577.78    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                                        | Volvo AB                                                                      | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     45606 | NS      | $1499493.44   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                                    | 3i Group PLC                                                                  | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     10416 | NS      | $339467.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                                  | Air Liquide SA                                                                | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      3649 | NS      | $754242.84    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                                    | Iberdrola SA                                                                  | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     28952 | NS      | $662831.49    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                                                    | Glencore PLC                                                                  | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     38249 | NS      | $289693.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                                   | AIA Group Ltd.                                                                | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     85600 | NS      | $951129.20    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Novonesis Novozymes B                                                           | Novonesis Novozymes B                                                         | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |      5862 | NS      | $348268.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                   | Koninklijke Ahold Delhaize NV                                                 | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      9566 | NS      | $445481.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                               | Compass Group PLC                                                             | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     19749 | NS      | $551015.12    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | Nordea Bank Abp                                                               | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     41104 | NS      | $707776.43    | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Atlas Copco AB                                                                  | Atlas Copco AB                                                                | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     46484 | NS      | $820294.94    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group PLC                                                             | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    119341 | NS      | $884071.32    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                            | Tencent Holdings Ltd.                                                         | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      4000 | NS      | $252289.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                | Novo Nordisk AS                                                               | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      8032 | NS      | $293926.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                       | Shell PLC                                                                     | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     52636 | NS      | $2437839.39   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                                                | Medibank Pvt Ltd.                                                             | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |    109661 | NS      | $331810.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UniCredit SpA                                                                 | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      9127 | NS      | $654805.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                    | State Street Navigator Securities Lending Government Money Market Portfolio   | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   3045002 | NS      | $3045002.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                                         | Aon PLC                                                                       | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       776 | NS      | $250477.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                                          | Arch Capital Group Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      2569 | NS      | $246598.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                                                   | Accenture PLC                                                                 | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      3585 | NS      | $710869.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                                                  | Eaton Corp. PLC                                                               | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      2091 | NS      | $747887.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                                   | Medtronic PLC                                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     11484 | NS      | $995088.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock PLC                                                            | Smurfit Westrock PLC                                                          | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |      9258 | NS      | $368931.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                                                  | TechnipFMC PLC                                                                | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      7049 | NS      | $487297.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                                          | Trane Technologies PLC                                                        | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      3320 | NS      | $1383576.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                                       | Chubb Ltd.                                                                    | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1246 | NS      | $406108.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                                                      | Garmin Ltd.                                                                   | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      1207 | NS      | $280036.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                                           | Spotify Technology SA                                                         | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       679 | NS      | $329253.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                                                                      | uniQure NV                                                                    | CUSIP: 000000000<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |      1558 | NS      | $25473.30     | 0.00%             |  |  |  | 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