# EDGAR Filing Document

**Accession Number:** 0000778207
**File Stem:** 0001410368-26-051044
**Filing Date:** 2026-5
**Character Count:** 375139
**Document Hash:** 13be4c27c95364280737716d45e31d74
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051044.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051044

**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:** 261016550

**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 Janus Balanced VP (Series ID: S000025012)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000074409 | Service      |  |
| C000074410 | Initial      |  |

## Nport-Ex

**Transamerica Janus Balanced VP**

------

**SCHEDULE OF INVESTMENTS**

**At March 31, 2026**

**(unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS - 58.7%**  | **COMMON STOCKS - 58.7%**  | **COMMON STOCKS - 58.7%**  |
| **Aerospace & Defense - 1.7%**  | **Aerospace & Defense - 1.7%**  | **Aerospace & Defense - 1.7%**  |
| General Electric Co. | 19428 | $5513084 |
| Howmet Aerospace, Inc. | 18521 | 4268350 |
| Lockheed Martin Corp. | 5160 | 3118652 |
|  |  | 12900086 |
| **Banks - 1.8%**  | **Banks - 1.8%**  | **Banks - 1.8%**  |
| JPMorgan Chase & Co. | 32509 | 9562847 |
| PNC Financial Services Group, Inc. | 19198 | 3994912 |
|  |  | 13557759 |
| **Beverages - 0.5%**  | **Beverages - 0.5%**  | **Beverages - 0.5%**  |
| Monster Beverage Corp. <sup>(A)</sup> <br>| 56334 | 4081962 |
| **Biotechnology - 1.2%**  | **Biotechnology - 1.2%**  | **Biotechnology - 1.2%**  |
| AbbVie, Inc. | 23277 | 5062515 |
| Vertex Pharmaceuticals, Inc. <sup>(A)</sup> <br>| 9579 | 4277406 |
|  |  | 9339921 |
| **Broadline Retail - 2.7%**  | **Broadline Retail - 2.7%**  | **Broadline Retail - 2.7%**  |
| Amazon.com, Inc. <sup>(A)</sup> <br>| 97506 | 20307575 |
| **Building Products - 0.6%**  | **Building Products - 0.6%**  | **Building Products - 0.6%**  |
| Trane Technologies PLC | 10834 | 4514961 |
| **Capital Markets - 2.7%**  | **Capital Markets - 2.7%**  | **Capital Markets - 2.7%**  |
| CME Group, Inc. | 16001 | 4725896 |
| Goldman Sachs Group, Inc. | 6895 | 5833101 |
| Intercontinental Exchange, Inc. | 32879 | 5171209 |
| Morgan Stanley | 32058 | 5275785 |
|  |  | 21005991 |
| **Chemicals - 0.4%**  | **Chemicals - 0.4%**  | **Chemicals - 0.4%**  |
| Ecolab, Inc. | 10993 | 2924358 |
| **Communications Equipment - 0.9%**  | **Communications Equipment - 0.9%**  | **Communications Equipment - 0.9%**  |
| Arista Networks, Inc. <sup>(A)</sup> <br>| 20394 | 2503975 |
| Motorola Solutions, Inc. | 10979 | 4764557 |
|  |  | 7268532 |
| **Consumer Finance - 1.0%**  | **Consumer Finance - 1.0%**  | **Consumer Finance - 1.0%**  |
| American Express Co. | 24708 | 7473676 |
| **Consumer Staples Distribution & Retail - 0.5%**  | **Consumer Staples Distribution & Retail - 0.5%**  | **Consumer Staples Distribution & Retail - 0.5%**  |
| Costco Wholesale Corp. | 3931 | 3916966 |
| **Electric Utilities - 1.5%**  | **Electric Utilities - 1.5%**  | **Electric Utilities - 1.5%**  |
| American Electric Power Co., Inc. | 26912 | 3527625 |
| Duke Energy Corp. | 41156 | 5388966 |
| Southern Co. | 24690 | 2383079 |
|  |  | 11299670 |
| **Electrical Equipment - 1.5%**  | **Electrical Equipment - 1.5%**  | **Electrical Equipment - 1.5%**  |
| Eaton Corp. PLC | 15650 | 5597536 |
| Emerson Electric Co. | 22293 | 2920829 |
| GE Vernova, Inc. | 3718 | 3245442 |
|  |  | 11763807 |
| **Electronic Equipment, Instruments & Components - 0.8%**  | **Electronic Equipment, Instruments & Components - 0.8%**  | **Electronic Equipment, Instruments & Components - 0.8%**  |
| Amphenol Corp., Class A | 45933 | 5803634 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Entertainment - 1.7%**  | **Entertainment - 1.7%**  | **Entertainment - 1.7%**  |
| Netflix, Inc. <sup>(A)</sup> <br>| 77157 | $7418645 |
| Walt Disney Co. | 58862 | 5673120 |
|  |  | 13091765 |
| **Financial Services - 2.1%**  | **Financial Services - 2.1%**  | **Financial Services - 2.1%**  |
| Mastercard, Inc., Class A | 19977 | 9981708 |
| Visa, Inc., Class A | 20031 | 6054169 |
|  |  | 16035877 |
| **Ground Transportation - 1.4%**  | **Ground Transportation - 1.4%**  | **Ground Transportation - 1.4%**  |
| Uber Technologies, Inc. <sup>(A)</sup> <br>| 82124 | 5907179 |
| Union Pacific Corp. | 18871 | 4578482 |
|  |  | 10485661 |
| **Health Care Equipment & Supplies - 2.0%**  | **Health Care Equipment & Supplies - 2.0%**  | **Health Care Equipment & Supplies - 2.0%**  |
| Abbott Laboratories | 49165 | 5047771 |
| Boston Scientific Corp. <sup>(A)</sup> <br>| 33922 | 2128605 |
| Intuitive Surgical, Inc. <sup>(A)</sup> <br>| 6791 | 3130583 |
| Stryker Corp. | 14708 | 4832902 |
|  |  | 15139861 |
| **Health Care Providers & Services - 0.3%**  | **Health Care Providers & Services - 0.3%**  | **Health Care Providers & Services - 0.3%**  |
| HCA Healthcare, Inc. | 5419 | 2564488 |
| **Hotels, Restaurants & Leisure - 1.8%**  | **Hotels, Restaurants & Leisure - 1.8%**  | **Hotels, Restaurants & Leisure - 1.8%**  |
| Booking Holdings, Inc. | 1138 | 4791344 |
| Hilton Worldwide Holdings, Inc. | 11991 | 3646223 |
| McDonald's Corp. | 3751 | 1165773 |
| Royal Caribbean Cruises Ltd. | 15971 | 4394900 |
|  |  | 13998240 |
| **Insurance - 0.9%**  | **Insurance - 0.9%**  | **Insurance - 0.9%**  |
| Progressive Corp. | 35256 | 6989149 |
| **Interactive Media & Services - 5.3%**  | **Interactive Media & Services - 5.3%**  | **Interactive Media & Services - 5.3%**  |
| Alphabet, Inc., Class C | 98032 | 28121459 |
| Meta Platforms, Inc., Class A | 22190 | 12695565 |
|  |  | 40817024 |
| **Life Sciences Tools & Services - 0.7%**  | **Life Sciences Tools & Services - 0.7%**  | **Life Sciences Tools & Services - 0.7%**  |
| Danaher Corp. | 28960 | 5490816 |
| **Machinery - 0.4%**  | **Machinery - 0.4%**  | **Machinery - 0.4%**  |
| Deere & Co. | 5266 | 2966338 |
| **Metals & Mining - 0.5%**  | **Metals & Mining - 0.5%**  | **Metals & Mining - 0.5%**  |
| Freeport-McMoRan, Inc. | 70714 | 4156569 |
| **Oil, Gas & Consumable Fuels - 1.5%**  | **Oil, Gas & Consumable Fuels - 1.5%**  | **Oil, Gas & Consumable Fuels - 1.5%**  |
| Chevron Corp. | 33817 | 6996737 |
| ConocoPhillips | 31382 | 4142424 |
|  |  | 11139161 |
| **Pharmaceuticals - 2.9%**  | **Pharmaceuticals - 2.9%**  | **Pharmaceuticals - 2.9%**  |
| Eli Lilly & Co. | 11347 | 10436630 |
| Johnson & Johnson | 30270 | 7399199 |
| Zoetis, Inc. | 36917 | 4363958 |
|  |  | 22199787 |

---

**Transamerica Series Trust**

**Page 1**

------

**Transamerica Janus Balanced VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Semiconductors & Semiconductor Equipment - 9.9%**  | **Semiconductors & Semiconductor Equipment - 9.9%**  | **Semiconductors & Semiconductor Equipment - 9.9%**  |
| Broadcom, Inc. | 54703 | $16931126 |
| KLA Corp. | 4825 | 7104378 |
| Lam Research Corp. | 34077 | 7280892 |
| Micron Technology, Inc. | 16186 | 5468278 |
| NVIDIA Corp. | 224806 | 39206166 |
|  |  | 75990840 |
| **Software - 4.0%**  | **Software - 4.0%**  | **Software - 4.0%**  |
| Cadence Design Systems, Inc. <sup>(A)</sup> <br>| 10834 | 3010444 |
| Intuit, Inc. | 7817 | 3379914 |
| Microsoft Corp. | 66004 | 24432701 |
|  |  | 30823059 |
| **Specialty Retail - 1.2%**  | **Specialty Retail - 1.2%**  | **Specialty Retail - 1.2%**  |
| Home Depot, Inc. | 14947 | 4915919 |
| O'Reilly Automotive, Inc. <sup>(A)</sup> <br>| 8719 | 804851 |
| TJX Cos., Inc. | 20940 | 3344118 |
|  |  | 9064888 |
| **Technology Hardware, Storage & Peripherals - 2.8%**  | **Technology Hardware, Storage & Peripherals - 2.8%**  | **Technology Hardware, Storage & Peripherals - 2.8%**  |
| Apple, Inc. | 83378 | 21160503 |
| **Textiles, Apparel & Luxury Goods - 0.4%**  | **Textiles, Apparel & Luxury Goods - 0.4%**  | **Textiles, Apparel & Luxury Goods - 0.4%**  |
| NIKE, Inc., Class B | 65006 | 3433617 |
| **Tobacco - 1.1%**  | **Tobacco - 1.1%**  | **Tobacco - 1.1%**  |
| Philip Morris International, Inc. | 48752 | 8060656 |
| &nbsp;&nbsp; **Total Common Stocks** <br>**(Cost $305,390,193)**<br>|  | 449767197 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES - 12.0%**  | **CORPORATE DEBT SECURITIES - 12.0%**  | **CORPORATE DEBT SECURITIES - 12.0%**  |
| **Aerospace & Defense - 0.1%**  | **Aerospace & Defense - 0.1%**  | **Aerospace & Defense - 0.1%**  |
| TransDigm, Inc. |  |  |
| 6.25%, 01/31/2034 <sup>(B)</sup> <br>| $108000 | 109191 |
| 6.75%, 01/31/2034 <sup>(B)</sup> <br>| 371000 | 375862 |
|  |  | 485053 |
| **Automobile Components - 0.0% \*** | **Automobile Components - 0.0% \*** | **Automobile Components - 0.0% \*** |
| Qnity Electronics, Inc. |  |  |
| 5.75%, 08/15/2032 <sup>(B)</sup> <br>| 361000 | 361430 |
| **Automobiles - 0.1%**  | **Automobiles - 0.1%**  | **Automobiles - 0.1%**  |
| Ford Motor Credit Co. LLC |  |  |
| 7.12%, 11/07/2033 | 474000 | 497911 |
| **Banks - 2.4%**  | **Banks - 2.4%**  | **Banks - 2.4%**  |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/12/2035, <br>5.74% <sup>(C)</sup>, 02/12/2036<br>| 2959000 | 3010104 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/15/2033, <br>5.87% <sup>(C)</sup>, 09/15/2034<br>| 799000 | 836682 |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/11/2030, <br>4.50% <sup>(C)</sup>, 09/11/2031<br>| 346000 | 342067 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/11/2035, <br>5.17% <sup>(C)</sup>, 09/11/2036<br>| 298000 | 295405 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Citigroup, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/13/2034, <br>5.83% <sup>(C)</sup>, 02/13/2035<br>| $2098000 | $2125563 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/15/2031 <sup>(D)</sup>, <br>6.63% <sup>(C)</sup> <br>| 462000 | 462347 |
| Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/21/2031, <br>4.52% <sup>(C)</sup>, 01/21/2032<br>| 390000 | 384088 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/21/2036, <br>5.07% <sup>(C)</sup>, 01/21/2037<br>| 390000 | 381292 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/28/2035, <br>5.54% <sup>(C)</sup>, 01/28/2036<br>| 830000 | 843683 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/24/2035, <br>5.50% <sup>(C)</sup>, 01/24/2036<br>| 761000 | 778913 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/21/2032, <br>2.94% <sup>(C)</sup>, 01/21/2033<br>| 676000 | 607818 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/16/2031, <br>4.49% <sup>(C)</sup>, 01/16/2032<br>| 1121000 | 1102154 |
| &nbsp;&nbsp;&nbsp; Fixed until 07/19/2034, <br>5.32% <sup>(C)</sup>, 07/19/2035<br>| 968000 | 971357 |
| &nbsp;&nbsp;&nbsp; Fixed until 07/21/2033, <br>5.42% <sup>(C)</sup>, 07/21/2034<br>| 774000 | 785346 |
| PNC Financial Services Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/23/2034, <br>5.40% <sup>(C)</sup>, 07/23/2035<br>| 803000 | 813194 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/20/2033, <br>6.88% <sup>(C)</sup>, 10/20/2034<br>| 769000 | 849568 |
| Societe Generale SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 04/13/2032, <br>6.10% <sup>(C)</sup>, 04/13/2033 <sup>(B)</sup> <br>| 1300000 | 1350601 |
| U.S. Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/03/2031, <br>2.49% <sup>(C)</sup>, 11/03/2036<br>| 857000 | 740911 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/12/2030, <br>5.05% <sup>(C)</sup>, 02/12/2031<br>| 783000 | 794407 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/12/2035, <br>5.42% <sup>(C)</sup>, 02/12/2036<br>| 862000 | 880835 |
|  |  | 18356335 |
| **Beverages - 0.1%**  | **Beverages - 0.1%**  | **Beverages - 0.1%**  |
| Maple Parent Holdings Corp. |  |  |
| 5.70%, 03/26/2036 <sup>(B)</sup> <br>| 261000 | 259326 |
| 6.63%, 03/26/2056 <sup>(B)</sup> <br>| 162000 | 160417 |
|  |  | 419743 |
| **Building Products - 0.1%**  | **Building Products - 0.1%**  | **Building Products - 0.1%**  |
| Quikrete Holdings, Inc. |  |  |
| 6.38%, 03/01/2032 <sup>(B)</sup> <br>| 608000 | 616514 |
| **Capital Markets - 0.1%**  | **Capital Markets - 0.1%**  | **Capital Markets - 0.1%**  |
| Blackstone Private Credit Fund |  |  |
| 7.30%, 11/27/2028 | 604000 | 616360 |
| Blue Owl Credit Income Corp. |  |  |
| 4.70%, 02/08/2027 | 113000 | 111723 |
| 7.95%, 06/13/2028 | 371000 | 380061 |
|  |  | 1108144 |

---

**Transamerica Series Trust**

**Page 2**

------

**Transamerica Janus Balanced VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Communications Equipment - 0.4%**  | **Communications Equipment - 0.4%**  | **Communications Equipment - 0.4%**  |
| APLD ComputeCo 2 LLC |  |  |
| 6.75%, 03/15/2031 <sup>(B)</sup> <br>| $822000 | $816015 |
| Black Pearl Compute LLC |  |  |
| 6.13%, 02/15/2031 <sup>(B)</sup> <br>| 800000 | 814238 |
| SV RNO Property Owner 1 LLC |  |  |
| 5.88%, 03/01/2031 <sup>(B)</sup> <br>| 1647000 | 1628047 |
|  |  | 3258300 |
| **Construction & Engineering - 0.0% \*** | **Construction & Engineering - 0.0% \*** | **Construction & Engineering - 0.0% \*** |
| KB Home |  |  |
| 4.00%, 06/15/2031 | 253000 | 233261 |
| **Diversified REITs - 0.4%**  | **Diversified REITs - 0.4%**  | **Diversified REITs - 0.4%**  |
| Equinix Asia Financing Corp. Pte. Ltd. |  |  |
| 4.40%, 03/15/2031 | 479000 | 468891 |
| Equinix Europe 2 Financing Corp. LLC |  |  |
| 4.70%, 03/15/2033 | 985000 | 958023 |
| GLP Capital LP/GLP Financing II, Inc. |  |  |
| 5.63%, 09/15/2034 - 03/01/2036 | 1537000 | 1509270 |
| 5.30%, 01/15/2029 | 73000 | 73633 |
|  |  | 3009817 |
| **Electric Utilities - 1.1%**  | **Electric Utilities - 1.1%**  | **Electric Utilities - 1.1%**  |
| Alpha Generation LLC |  |  |
| 6.25%, 01/15/2034 <sup>(B)</sup> <br>| 991000 | 973502 |
| American Electric Power Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 12/15/2030, <br>5.80% <sup>(C)</sup>, 03/15/2056<br>| 364000 | 359565 |
| &nbsp;&nbsp;&nbsp; Fixed until 12/15/2035, <br>6.05% <sup>(C)</sup>, 03/15/2056<br>| 291000 | 288403 |
| Duke Energy Corp. |  |  |
| 5.45%, 06/15/2034 | 1332000 | 1361491 |
| Exelon Corp. |  |  |
| 5.45%, 03/15/2034 | 679000 | 694156 |
| NRG Energy, Inc. |  |  |
| 4.73%, 10/15/2030 <sup>(B)</sup> <br>| 760000 | 752610 |
| 5.75%, 01/15/2034 <sup>(B)</sup> <br>| 409000 | 403447 |
| 6.00%, 01/15/2036 <sup>(B)</sup> <br>| 767000 | 760026 |
| Talen Energy Supply LLC |  |  |
| 6.25%, 02/01/2034 <sup>(B)</sup> <br>| 688000 | 680334 |
| 6.50%, 02/01/2036 <sup>(B)</sup> <br>| 1129000 | 1136825 |
| Vistra Operations Co. LLC |  |  |
| 4.70%, 01/31/2031 <sup>(B)</sup> <br>| 142000 | 139714 |
| 5.35%, 01/31/2036 <sup>(B)</sup> <br>| 280000 | 273894 |
| Xcel Energy, Inc. |  |  |
| 5.60%, 04/15/2035 | 438000 | 445119 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/03/2031, <br>5.75% <sup>(C)</sup>, 12/03/2056<br>| 544000 | 531041 |
|  |  | 8800127 |
| **Financial Services - 1.4%**  | **Financial Services - 1.4%**  | **Financial Services - 1.4%**  |
| Atlas Warehouse Lending Co. LP |  |  |
| 4.63%, 11/15/2028 <sup>(B)</sup> <br>| 374000 | 368340 |
| 4.95%, 11/15/2030 <sup>(B)</sup> <br>| 334000 | 327627 |
| 5.25%, 01/15/2033 <sup>(B)</sup> <br>| 250000 | 242118 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/26/2034, <br>5.88% <sup>(C)</sup>, 07/26/2035<br>| 944000 | 966891 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Capital One Financial Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/30/2035, <br>6.18% <sup>(C)</sup>, 01/30/2036<br>| $688000 | $699802 |
| &nbsp;&nbsp;&nbsp; Fixed until 11/02/2033, <br>7.96% <sup>(C)</sup>, 11/02/2034<br>| 1157000 | 1326903 |
| Jane Street Group/JSG Finance, Inc. |  |  |
| 6.13%, 11/01/2032 <sup>(B)</sup> <br>| 1326000 | 1311267 |
| 6.75%, 05/01/2033 <sup>(B)</sup> <br>| 1032000 | 1047034 |
| 7.13%, 04/30/2031 <sup>(B)</sup> <br>| 528000 | 542761 |
| LPL Holdings, Inc. |  |  |
| 5.15%, 06/15/2030 | 490000 | 492132 |
| 5.75%, 06/15/2035 | 608000 | 605594 |
| 6.00%, 05/20/2034 | 787000 | 802702 |
| Rocket Cos., Inc. |  |  |
| 6.13%, 08/01/2030 <sup>(B)</sup> <br>| 374000 | 377451 |
| 6.38%, 08/01/2033 <sup>(B)</sup> <br>| 1565000 | 1581814 |
| Takeoff Merger Sub, Inc. |  |  |
| 5.50%, 03/24/2036 <sup>(B)</sup> <br>| 278000 | 273860 |
|  |  | 10966296 |
| **Health Care Equipment & Supplies - 0.4%**  | **Health Care Equipment & Supplies - 0.4%**  | **Health Care Equipment & Supplies - 0.4%**  |
| Solventum Corp. |  |  |
| 5.45%, 03/13/2031 | 1292000 | 1325553 |
| 5.60%, 03/23/2034 | 1703000 | 1740995 |
|  |  | 3066548 |
| **Health Care Providers & Services - 0.6%**  | **Health Care Providers & Services - 0.6%**  | **Health Care Providers & Services - 0.6%**  |
| Elevance Health, Inc. |  |  |
| 5.20%, 02/15/2035 | 499000 | 498181 |
| HCA, Inc. |  |  |
| 3.63%, 03/15/2032 | 450000 | 418183 |
| 5.60%, 04/01/2034 | 690000 | 704657 |
| Health Care Service Corp. A Mutual Legal <br> Reserve Co. |  |  |
| 2.20%, 06/01/2030 <sup>(B)</sup> <br>| 510000 | 461384 |
| 5.20%, 06/15/2029 <sup>(B)</sup> <br>| 575000 | 583240 |
| 5.45%, 06/15/2034 <sup>(B)</sup> <br>| 1297000 | 1297686 |
| Humana, Inc. |  |  |
| 5.88%, 03/01/2033 | 220000 | 224792 |
| 5.95%, 03/15/2034 | 544000 | 554761 |
|  |  | 4742884 |
| **Hotels, Restaurants & Leisure - 0.4%**  | **Hotels, Restaurants & Leisure - 0.4%**  | **Hotels, Restaurants & Leisure - 0.4%**  |
| Carnival Corp. |  |  |
| 5.75%, 08/01/2032 <sup>(B)</sup> <br>| 670000 | 669782 |
| Flutter Treasury DAC |  |  |
| 5.88%, 06/04/2031 <sup>(B)</sup> <br>| 389000 | 385378 |
| NCL Corp. Ltd. |  |  |
| 5.88%, 01/15/2031 <sup>(B)</sup> <br>| 1355000 | 1316472 |
| 6.25%, 09/15/2033 <sup>(B)</sup> <br>| 840000 | 815084 |
|  |  | 3186716 |
| **Insurance - 0.4%**  | **Insurance - 0.4%**  | **Insurance - 0.4%**  |
| Aon North America, Inc. |  |  |
| 5.45%, 03/01/2034 | 1584000 | 1617635 |
| Asurion LLC/Asurion Co-Issuer, Inc. |  |  |
| 8.00%, 12/31/2032 <sup>(B)</sup> <br>| 550000 | 570597 |

---

**Transamerica Series Trust**

**Page 3**

------

**Transamerica Janus Balanced VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Athene Global Funding |  |  |
| 2.65%, 10/04/2031 <sup>(B)</sup> <br>| $712000 | $617349 |
|  |  | 2805581 |
| **Internet & Catalog Retail - 0.4%**  | **Internet & Catalog Retail - 0.4%**  | **Internet & Catalog Retail - 0.4%**  |
| AppLovin Corp. |  |  |
| 5.38%, 12/01/2031 | 721000 | 728074 |
| 5.50%, 12/01/2034 | 1412000 | 1400310 |
| 5.95%, 12/01/2054 | 682000 | 619487 |
|  |  | 2747871 |
| **IT Services - 0.3%**  | **IT Services - 0.3%**  | **IT Services - 0.3%**  |
| Booz Allen Hamilton, Inc. |  |  |
| 5.95%, 08/04/2033 | 932000 | 951115 |
| 5.95%, 04/15/2035 <sup>(E)</sup> <br>| 1242000 | 1252127 |
| CACI International, Inc. |  |  |
| 6.38%, 06/15/2033 <sup>(B)</sup> <br>| 319000 | 324719 |
|  |  | 2527961 |
| **Metals & Mining - 0.1%**  | **Metals & Mining - 0.1%**  | **Metals & Mining - 0.1%**  |
| First Quantum Minerals Ltd. |  |  |
| 6.38%, 02/15/2036 <sup>(B)</sup> <br>| 399000 | 383845 |
| **Oil, Gas & Consumable Fuels - 1.3%**  | **Oil, Gas & Consumable Fuels - 1.3%**  | **Oil, Gas & Consumable Fuels - 1.3%**  |
| Antero Resources Corp. |  |  |
| 5.40%, 02/01/2036 | 1194000 | 1174134 |
| Columbia Pipelines Operating Co. LLC |  |  |
| 6.04%, 11/15/2033 <sup>(B)</sup> <br>| 510000 | 537369 |
| 6.50%, 08/15/2043 <sup>(B)</sup> <br>| 103000 | 107544 |
| 6.54%, 11/15/2053 <sup>(B)</sup> <br>| 532000 | 558087 |
| DT Midstream, Inc. |  |  |
| 4.30%, 04/15/2032 <sup>(B)</sup> <br>| 288000 | 274755 |
| 4.38%, 06/15/2031 <sup>(B)</sup> <br>| 1628000 | 1569281 |
| Hess Midstream Operations LP |  |  |
| 4.25%, 02/15/2030 <sup>(B)</sup> <br>| 556000 | 534281 |
| 5.13%, 06/15/2028 <sup>(B)</sup> <br>| 460000 | 458648 |
| Occidental Petroleum Corp. |  |  |
| 8.88%, 07/15/2030 | 420000 | 478076 |
| SM Energy Co. |  |  |
| 8.63%, 11/01/2030 <sup>(B)</sup> <br>| 204000 | 215238 |
| 8.75%, 07/01/2031 <sup>(B)</sup> <br>| 583000 | 609405 |
| 9.63%, 06/15/2033 <sup>(B)</sup> <br>| 921000 | 1017448 |
| Sunoco LP |  |  |
| 5.63%, 03/15/2031 <sup>(B)</sup> <br>| 286000 | 284688 |
| 7.00%, 05/01/2029 <sup>(B)</sup> <br>| 908000 | 931388 |
| 7.25%, 05/01/2032 <sup>(B)</sup> <br>| 512000 | 529751 |
| Viper Energy Partners LLC |  |  |
| 5.70%, 08/01/2035 | 614000 | 618796 |
|  |  | 9898889 |
| **Pharmaceuticals - 0.7%**  | **Pharmaceuticals - 0.7%**  | **Pharmaceuticals - 0.7%**  |
| CVS Health Corp. |  |  |
| 4.78%, 03/25/2038 | 1214000 | 1118747 |
| 5.00%, 09/15/2032 | 299000 | 299240 |
| 5.25%, 02/21/2033 | 109000 | 110245 |
| 5.45%, 09/15/2035 | 531000 | 533065 |
| 5.70%, 06/01/2034 | 561000 | 576536 |
| 6.20%, 09/15/2055 | 308000 | 305076 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Teva Pharmaceutical Finance Co. LLC |  |  |
| 6.15%, 02/01/2036 | $311000 | $320428 |
| Teva Pharmaceutical Finance Netherlands <br> III BV |  |  |
| 6.00%, 12/01/2032 | 1136000 | 1165922 |
| Teva Pharmaceutical Finance Netherlands <br> IV BV |  |  |
| 5.75%, 12/01/2030 | 896000 | 907371 |
|  |  | 5336630 |
| **Semiconductors & Semiconductor Equipment - 0.2%**  | **Semiconductors & Semiconductor Equipment - 0.2%**  | **Semiconductors & Semiconductor Equipment - 0.2%**  |
| Foundry JV Holdco LLC |  |  |
| 5.88%, 01/25/2034 <sup>(B)</sup> <br>| 941000 | 952761 |
| 5.90%, 01/25/2033 <sup>(B)</sup> <br>| 200000 | 205622 |
| 6.25%, 01/25/2035 <sup>(B)</sup> <br>| 200000 | 209477 |
|  |  | 1367860 |
| **Software - 1.0%**  | **Software - 1.0%**  | **Software - 1.0%**  |
| MSCI, Inc. |  |  |
| 4.00%, 11/15/2029 <sup>(B)</sup> <br>| 184000 | 178721 |
| Oracle Corp. |  |  |
| 5.20%, 09/26/2035 | 672000 | 630333 |
| 5.35%, 05/04/2033 | 409000 | 398153 |
| 5.50%, 08/03/2035 | 218000 | 208102 |
| 5.70%, 02/04/2036 | 422000 | 405748 |
| 5.95%, 09/26/2055 | 423000 | 355857 |
| 6.10%, 09/26/2065 | 750000 | 621886 |
| 6.85%, 02/04/2066 | 299000 | 274877 |
| ROBLOX Corp. |  |  |
| 3.88%, 05/01/2030 <sup>(B)</sup> <br>| 1061000 | 997110 |
| Salesforce, Inc. |  |  |
| 4.90%, 09/15/2031 | 1107000 | 1105432 |
| 5.20%, 03/15/2033 | 834000 | 832576 |
| 5.55%, 03/15/2036 | 877000 | 874272 |
| 6.40%, 03/15/2046 | 163000 | 164128 |
| 6.55%, 03/15/2056 | 552000 | 553915 |
|  |  | 7601110 |
| &nbsp;&nbsp; **Total Corporate Debt Securities** <br>**(Cost $91,565,180)**<br>|  | 91778826 |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS - 10.0%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 10.0%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 10.0%**  |
| Federal Home Loan Mortgage Corp. |  |  |
| 2.50%, 12/01/2033 - 01/01/2054 | 8406643 | 7325284 |
| 3.00%, 05/01/2031 - 06/01/2052 | 1342175 | 1241959 |
| 3.50%, 07/01/2046 - 06/01/2052 | 451728 | 422298 |
| 4.00%, 03/01/2047 - 03/01/2050 | 942307 | 902843 |
| 4.50%, 03/01/2048 - 03/01/2052 | 1330867 | 1296635 |
| 5.00%, 09/01/2048 - 01/01/2056 | 3681497 | 3668308 |
| 5.50%, 09/01/2052 - 01/01/2056 | 2865852 | 2909492 |
| 6.00%, 04/01/2040 - 04/01/2054 | 2021527 | 2090803 |
| 6.50%, 11/01/2053 | 490220 | 521654 |
| Federal Home Loan Mortgage Corp. <br> STACR REMICS Trust |  |  |
| 1-Month SOFR Average + 1.05%, |  |  |
| 4.71% <sup>(C)</sup>, 01/25/2045 <sup>(B)</sup> <br>| 140602 | 140295 |
| 1-Month SOFR Average + 1.10%, |  |  |
| 4.76% <sup>(C)</sup>, 09/25/2045 <sup>(B)</sup> <br>| 49431 | 49405 |

---

**Transamerica Series Trust**

**Page 4**

------

**Transamerica Janus Balanced VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** |
| &nbsp;&nbsp; Federal Home Loan Mortgage Corp. <br> STACR REMICS Trust (continued)<br>|  |  |
| 1-Month SOFR Average + 1.15%, |  |  |
| 4.81% <sup>(C)</sup>, 02/25/2045 <sup>(B)</sup> <br>| $293403 | $293531 |
| 1-Month SOFR Average + 1.20%, |  |  |
| 4.86% <sup>(C)</sup>, 05/25/2044 - 05/25/2045 <sup>(B)</sup> <br>| 51731 | 51686 |
| 1-Month SOFR Average + 1.30%, |  |  |
| 4.96% <sup>(C)</sup>, 02/25/2042 <sup>(B)</sup> <br>| 25460 | 25460 |
| 1-Month SOFR Average + 1.85%, |  |  |
| 5.51% <sup>(C)</sup>, 11/25/2043 <sup>(B)</sup> <br>| 164546 | 165321 |
| 1-Month SOFR Average + 2.00%, |  |  |
| 5.66% <sup>(C)</sup>, 06/25/2043 <sup>(B)</sup> <br>| 8224 | 8226 |
| 1-Month SOFR Average + 2.10%, |  |  |
| 5.76% <sup>(C)</sup>, 09/25/2041 - 04/25/2043 <sup>(B)</sup> <br>| 334326 | 336255 |
| 1-Month SOFR Average + 2.35%, |  |  |
| 6.01% <sup>(C)</sup>, 12/25/2041 <sup>(B)</sup> <br>| 388361 | 391033 |
| 1-Month SOFR Average + 2.90%, |  |  |
| 6.56% <sup>(C)</sup>, 04/25/2042 <sup>(B)</sup> <br>| 354238 | 360582 |
| 1-Month SOFR Average + 3.75%, |  |  |
| 7.41% <sup>(C)</sup>, 02/25/2042 <sup>(B)</sup> <br>| 84114 | 85850 |
| 1-Month SOFR Average + 4.35%, |  |  |
| 8.01% <sup>(C)</sup>, 04/25/2042 <sup>(B)</sup> <br>| 206199 | 212191 |
| 1-Month SOFR Average + 5.25%, |  |  |
| 8.91% <sup>(C)</sup>, 05/25/2042 <sup>(B)</sup> <br>| 59443 | 62043 |
| 1-Month SOFR Average + 5.75%, |  |  |
| 9.41% <sup>(C)</sup>, 09/25/2042 <sup>(B)</sup> <br>| 52857 | 56212 |
| 1-Month SOFR Average + 6.75%, |  |  |
| 10.41% <sup>(C)</sup>, 06/25/2042 <sup>(B)</sup> <br>| 32398 | 34348 |
| Federal National Mortgage Association |  |  |
| 2.00%, 07/01/2051 | 197121 | 159956 |
| 2.50%, 11/01/2034 - 03/01/2062 | 15494064 | 13255082 |
| 3.00%, 10/01/2034 - 06/01/2057 | 4289621 | 3813655 |
| 3.50%, 08/01/2047 - 08/01/2056 | 1813906 | 1684357 |
| 4.00%, 05/01/2045 - 05/01/2052 | 861790 | 821763 |
| 4.50%, 11/01/2042 - 08/01/2053 | 2374999 | 2310144 |
| 5.00%, 07/01/2044 - 12/01/2055 | 1703091 | 1700069 |
| 5.50%, 06/01/2053 - 11/01/2055 | 2415850 | 2472486 |
| 6.00%, 02/01/2037 - 04/01/2054 | 1001970 | 1039898 |
| Federal National Mortgage Association <br> Connecticut Avenue Securities Trust |  |  |
| 1-Month SOFR Average + 1.10%, |  |  |
| 4.76% <sup>(C)</sup>, 01/25/2045 <sup>(B)</sup> <br>| 77822 | 77677 |
| 1-Month SOFR Average + 1.15%, |  |  |
| 4.81% <sup>(C)</sup>, 03/25/2044 - 02/25/2045 <sup>(B)</sup> <br>| 218024 | 217864 |
| 1-Month SOFR Average + 1.20%, |  |  |
| 4.86% <sup>(C)</sup>, 07/25/2045 <sup>(B)</sup> <br>| 246601 | 246369 |
| 1-Month SOFR Average + 1.50%, |  |  |
| 5.16% <sup>(C)</sup>, 10/25/2043 <sup>(B)</sup> <br>| 125990 | 126029 |
| 1-Month SOFR Average + 1.65%, |  |  |
| 5.31% <sup>(C)</sup>, 12/25/2041 <sup>(B)</sup> <br>| 420930 | 421574 |
| 1-Month SOFR Average + 1.70%, |  |  |
| 5.36% <sup>(C)</sup>, 07/25/2043 <sup>(B)</sup> <br>| 177895 | 178172 |
| 1-Month SOFR Average + 3.00%, |  |  |
| 6.66% <sup>(C)</sup>, 01/25/2042 - 04/25/2042 <sup>(B)</sup> <br>| 884642 | 895313 |
| 1-Month SOFR Average + 3.10%, |  |  |
| 6.76% <sup>(C)</sup>, 03/25/2042 <sup>(B)</sup> <br>| 26719 | 27085 |

---

---

| | | |
|:---|:---|:---|
|  | **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> REMICS |  |  |
| 3.00%, 05/25/2048 - 11/25/2049 | $805406 | $719762 |
| Government National Mortgage <br> Association |  |  |
| 2.50%, 03/20/2051 - 01/20/2052 | 2353253 | 2016302 |
| 3.00%, 11/20/2046 - 08/20/2051 | 4409124 | 3953129 |
| 3.50%, 05/20/2049 | 1374164 | 1286256 |
| 4.00%, 01/15/2045 - 05/20/2048 | 1068830 | 1021397 |
| 4.50%, 08/15/2046 - 05/20/2048 | 544104 | 534340 |
| 5.00%, 08/20/2048 | 136002 | 137270 |
| Seasoned Loans Structured Transaction <br> Trust |  |  |
| 4.75% <sup>(C)</sup>, 09/25/2060 <sup>(B)</sup> <br>| 69364 | 68996 |
| Uniform Mortgage-Backed Security, TBA |  |  |
| 2.50%, 04/01/2056 <sup>(F)</sup> <br>| 2567075 | 2157947 |
| 3.00%, 04/01/2056 <sup>(F)</sup> <br>| 24818 | 21795 |
| 4.50%, 04/01/2056 <sup>(F)</sup> <br>| 1229257 | 1186240 |
| 5.00%, 05/01/2056 <sup>(F)</sup> <br>| 4042556 | 3981893 |
| 6.00%, 04/01/2056 - 05/01/2056 <sup>(F)</sup> <br>| 7603000 | 7748100 |
| &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $78,605,688)** | &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $78,605,688)** | 76932634 |
| **ASSET-BACKED SECURITIES - 6.8%**  | **ASSET-BACKED SECURITIES - 6.8%**  | **ASSET-BACKED SECURITIES - 6.8%**  |
| AGL CLO 26 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-26A, Class A1R, <br>3-Month Term SOFR + 1.28%, <br>4.95% <sup>(C)</sup>, 10/21/2038 <sup>(B)</sup> <br>| 1267000 | 1266966 |
| Ansley Park Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-A, Class A2, <br>4.43%, 04/20/2035 <sup>(B)</sup> <br>| 331475 | 330305 |
| Aqua Finance Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-A, Class A, <br>1.54%, 07/17/2046 <sup>(B)</sup> <br>| 72990 | 66991 |
| Avis Budget Rental Car Funding <br> AESOP LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-4A, Class A, <br>5.49%, 06/20/2029 <sup>(B)</sup> <br>| 244000 | 248581 |
| &nbsp;&nbsp;&nbsp; Series 2026-1A, Class A, <br>4.28%, 08/20/2030 <sup>(B)</sup> <br>| 165000 | 163572 |
| Ballyrock CLO 14 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-14A, Class A1BR, <br>3-Month Term SOFR + 1.58%, <br>5.25% <sup>(C)</sup>, 07/20/2037 <sup>(B)</sup> <br>| 250000 | 249015 |
| Barings Loan Partners CLO Ltd. 5 |  |  |
| &nbsp;&nbsp;&nbsp; Series LP-5A, Class A, <br>3-Month Term SOFR + 1.22%, <br>4.89% <sup>(C)</sup>, 01/20/2035 <sup>(B)</sup> <br>| 895249 | 893753 |
| Bayview Opportunity Master Fund VII LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-EDU1, Class B, <br>1-Month SOFR Average + 1.70%, <br>5.36% <sup>(C)</sup>, 07/27/2048 <sup>(B)</sup> <br>| 208860 | 209242 |
| Benefit Street Partners CLO 43 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-43A, Class A, <br>3-Month Term SOFR + 1.27%, <br>5.07% <sup>(C)</sup>, 10/20/2038 <sup>(B)</sup> <br>| 1006000 | 1006010 |
| Benefit Street Partners CLO XV Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-15A, Class A1R, <br>3-Month Term SOFR + 1.39%, <br>5.06% <sup>(C)</sup>, 07/15/2037 <sup>(B)</sup> <br>| 1283000 | 1283172 |

---

**Transamerica Series Trust**

**Page 5**

------

**Transamerica Janus Balanced VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| Carlyle U.S. CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-4A, Class A2R, <br>3-Month Term SOFR + 1.56%, <br>5.23% <sup>(C)</sup>, 10/17/2037 <sup>(B)</sup> <br>| $1284000 | $1278949 |
| &nbsp;&nbsp;&nbsp; Series 2023-2A, Class A1R, <br>3-Month Term SOFR + 1.32%, <br>4.99% <sup>(C)</sup>, 07/20/2038 <sup>(B)</sup> <br>| 1132000 | 1132311 |
| CBAM Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-5A, Class A1R, <br>3-Month Term SOFR + 1.34%, <br>5.45% <sup>(C)</sup>, 10/17/2038 <sup>(B)</sup> <br>| 588000 | 588135 |
| CF Hippolyta Issuer LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class A1, <br>1.69%, 07/15/2060 <sup>(B)</sup> <br>| 432565 | 362424 |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class B1, <br>2.28%, 07/15/2060 <sup>(B)</sup> <br>| 89945 | 55316 |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A1, <br>1.53%, 03/15/2061 <sup>(B)</sup> <br>| 763663 | 614271 |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class B1, <br>1.98%, 03/15/2061 <sup>(B)</sup> <br>| 199207 | 121353 |
| &nbsp;&nbsp;&nbsp; Series 2022-1A, Class A1, <br>5.97%, 08/15/2062 <sup>(B)</sup> <br>| 711348 | 706877 |
| &nbsp;&nbsp;&nbsp; Series 2022-1A, Class A2, <br>6.11%, 08/15/2062 <sup>(B)</sup> <br>| 2025426 | 1988510 |
| CIFC Funding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-7A, Class A1R, <br>3-Month Term SOFR + 1.28%, <br>4.95% <sup>(C)</sup>, 10/19/2038 <sup>(B)</sup> <br>| 829000 | 829001 |
| Compass Datacenters Issuer II LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-2A, Class A1, <br>5.02%, 08/25/2049 <sup>(B)</sup> <br>| 112000 | 111067 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A1, <br>5.32%, 05/25/2050 <sup>(B)</sup> <br>| 2006000 | 1993570 |
| Compass Datacenters Issuer III LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, <br>5.66%, 02/25/2050 <sup>(B)</sup> <br>| 731000 | 734602 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A2, <br>5.84%, 02/25/2050 <sup>(B)</sup> <br>| 455000 | 458314 |
| COOPR Residential Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-CES3, Class A1A, <br>4.84% <sup>(C)</sup>, 09/25/2060 <sup>(B)</sup> <br>| 410994 | 407858 |
| &nbsp;&nbsp;&nbsp; Series 2025-CES4, Class A1A, <br>5.04% <sup>(C)</sup>, 11/25/2060 <sup>(B)</sup> <br>| 168765 | 168197 |
| &nbsp;&nbsp;&nbsp; Series 2026-CES1, Class A1A, <br>4.87% <sup>(C)</sup>, 01/01/2061 <sup>(B)</sup> <br>| 364944 | 361885 |
| CP EF Asset Securitization II LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A, <br>7.48%, 03/15/2032 <sup>(B)</sup> <br>| 34254 | 34416 |
| Croton Park CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2014-1A, Class A2, <br>3-Month Term SOFR + 1.56%, <br>5.23% <sup>(C)</sup>, 10/15/2036 <sup>(B)</sup> <br>| 594000 | 591313 |
| CyrusOne Data Centers Issuer I LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2, <br>4.76%, 03/22/2049 <sup>(B)</sup> <br>| 372724 | 365281 |
| &nbsp;&nbsp;&nbsp; Series 2024-2A, Class A2, <br>4.50%, 05/20/2049 <sup>(B)</sup> <br>| 135000 | 131228 |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class A2, <br>4.65%, 05/20/2049 <sup>(B)</sup> <br>| 1339000 | 1271729 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| DB Master Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-1A, Class A2II, <br>4.03%, 11/20/2047 <sup>(B)</sup> <br>| $166520 | $164858 |
| Diamond Infrastructure Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A, <br>1.76%, 04/15/2049 <sup>(B)</sup> <br>| 821000 | 802592 |
| Elmwood CLO X Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-3A, Class AR2, <br>3-Month Term SOFR + 1.30%, <br>4.97% <sup>(C)</sup>, 07/20/2038 <sup>(B)</sup> <br>| 766000 | 766093 |
| FIGRE Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-HE2, Class A, <br>6.38% <sup>(C)</sup>, 05/25/2054 <sup>(B)</sup> <br>| 245146 | 250017 |
| &nbsp;&nbsp;&nbsp; Series 2024-HE4, Class A, <br>5.06% <sup>(C)</sup>, 09/25/2054 <sup>(B)</sup> <br>| 285811 | 285935 |
| &nbsp;&nbsp;&nbsp; Series 2025-HE2, Class A, <br>5.78% <sup>(C)</sup>, 03/25/2055 <sup>(B)</sup> <br>| 349301 | 351528 |
| &nbsp;&nbsp;&nbsp; Series 2025-HE3, Class A, <br>5.56% <sup>(C)</sup>, 05/25/2055 <sup>(B)</sup> <br>| 380609 | 381899 |
| &nbsp;&nbsp;&nbsp; Series 2025-HE5, Class A, <br>5.29% <sup>(C)</sup>, 08/25/2055 <sup>(B)</sup> <br>| 262006 | 261295 |
| &nbsp;&nbsp;&nbsp; Series 2025-HE6, Class A, <br>5.04% <sup>(C)</sup>, 09/25/2055 <sup>(B)</sup> <br>| 193335 | 191503 |
| Foundation Finance Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class A, <br>4.56%, 08/15/2052 <sup>(B)</sup> <br>| 354503 | 351713 |
| GoldenTree Loan Management U.S. CLO <br> 17 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-17A, Class AR, <br>3-Month Term SOFR + 1.28%, <br>4.95% <sup>(C)</sup>, 01/20/2039 <sup>(B)</sup> <br>| 950000 | 949971 |
| GS Mortgage-Backed Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-CES2, Class A1, <br>5.18% <sup>(C)</sup>, 09/25/2055 <sup>(B)</sup> <br>| 339552 | 338419 |
| &nbsp;&nbsp;&nbsp; Series 2026-CES1, Class A1, <br>4.90% <sup>(C)</sup>, 05/25/2056 <sup>(B)</sup> <br>| 95542 | 94706 |
| Hertz Vehicle Financing III LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-5A, Class A, <br>4.62%, 05/25/2030 <sup>(B)</sup> <br>| 331000 | 330004 |
| Lendbuzz Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A2, <br>6.92%, 08/15/2028 <sup>(B)</sup> <br>| 63986 | 64608 |
| Libra Solutions LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, <br>5.88%, 09/30/2038 <sup>(B)</sup><sup>(G)</sup> <br>| 439000 | 437835 |
| Lmdv Issuer Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, <br>5.31%, 12/15/2055 <sup>(B)</sup> <br>| 238000 | 237689 |
| M&T Equipment Notes |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A3, <br>5.74%, 07/15/2030 <sup>(B)</sup> <br>| 67863 | 68124 |
| Madison Park Funding LXII Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-62A, Class A1R2, <br>3-Month Term SOFR + 1.30%, <br>4.97% <sup>(C)</sup>, 07/16/2038 <sup>(B)</sup> <br>| 850000 | 850213 |
| Madison Park Funding LXXIII Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-73A, Class A1, <br>3-Month Term SOFR + 1.30%, <br>5.26% <sup>(C)</sup>, 10/17/2038 <sup>(B)</sup> <br>| 872000 | 872107 |

---

**Transamerica Series Trust**

**Page 6**

------

**Transamerica Janus Balanced VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| Madison Park Funding XXXIV Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-34A, Class A2RR, <br>3-Month Term SOFR + 1.60%, <br>5.27% <sup>(C)</sup>, 10/16/2037 <sup>(B)</sup> <br>| $435000 | $433009 |
| Magnetite 50 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-50A, Class A1, <br>3-Month Term SOFR + 1.28%, <br>4.95% <sup>(C)</sup>, 07/25/2038 <sup>(B)</sup> <br>| 652000 | 652969 |
| Merchants Fleet Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A, <br>4.49%, 01/20/2039 <sup>(B)</sup> <br>| 235000 | 235342 |
| MVW LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A, <br>4.48%, 10/20/2044 <sup>(B)</sup> <br>| 115402 | 114560 |
| Neuberger Berman CLO 32R Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-32RA, Class A, <br>3-Month Term SOFR + 1.31%, <br>4.98% <sup>(C)</sup>, 07/20/2039 <sup>(B)</sup> <br>| 788611 | 789064 |
| New Economy Assets Phase 1 <br> Sponsor LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class B1, <br>2.41%, 10/20/2061 <sup>(B)</sup> <br>| 353000 | 222171 |
| NRM FNT1 Excess LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-FNT1, Class A, <br>7.40% <sup>(C)</sup>, 11/25/2031 <sup>(B)</sup> <br>| 377898 | 379395 |
| NRZ Excess Spread-Collateralized Notes |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-FHT1, Class A, <br>3.10%, 07/25/2026 <sup>(B)</sup> <br>| 161305 | 160023 |
| Oak Street Investment Grade Net <br> Lease Fund |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1A, Class A1, <br>1.85%, 11/20/2050 <sup>(B)</sup> <br>| 546511 | 497482 |
| Oaktree ABF Equipment ST 1 LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-1A, Class A2, <br>4.50%, 10/17/2033 <sup>(B)</sup> <br>| 180000 | 180004 |
| OCP CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-18A, Class A2R2, <br>3-Month Term SOFR + 1.57%, <br>5.24% <sup>(C)</sup>, 07/20/2037 <sup>(B)</sup> <br>| 337764 | 336458 |
| &nbsp;&nbsp;&nbsp; Series 2025-44A, Class A, <br>3-Month Term SOFR + 1.30%, <br>4.97% <sup>(C)</sup>, 10/24/2038 <sup>(B)</sup> <br>| 455000 | 455276 |
| OHA Credit Funding 7 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-7A, Class A1R2, <br>3-Month Term SOFR + 1.28%, <br>4.95% <sup>(C)</sup>, 07/19/2038 <sup>(B)</sup> <br>| 812000 | 812044 |
| OHA Credit Funding 9 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-9A, Class A2R, <br>3-Month Term SOFR + 1.58%, <br>5.25% <sup>(C)</sup>, 10/19/2037 <sup>(B)</sup> <br>| 630000 | 627142 |
| QTS Issuer ABS I LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, <br>5.44%, 05/25/2055 <sup>(B)</sup> <br>| 1061000 | 1049188 |
| QTS Issuer ABS II LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, <br>5.04%, 10/05/2055 <sup>(B)</sup> <br>| 737000 | 721904 |
| &nbsp;&nbsp;&nbsp; Series 2026-5A, Class A2, <br>6.18%, 03/05/2056 <sup>(B)</sup> <br>| 588000 | 587953 |
| RCKT Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-CES1, Class A1A, <br>6.03% <sup>(C)</sup>, 02/25/2044 <sup>(B)</sup> <br>| 178974 | 179713 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| RCKT Mortgage Trust (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-CES2, Class A1A, <br>6.14% <sup>(C)</sup>, 04/25/2044 <sup>(B)</sup> <br>| $470122 | $472957 |
| &nbsp;&nbsp;&nbsp; Series 2024-CES6, Class A1A, <br>5.34% <sup>(C)</sup>, 09/25/2044 <sup>(B)</sup> <br>| 417777 | 418046 |
| &nbsp;&nbsp;&nbsp; Series 2025-CES10, Class A1A, <br>4.89% <sup>(C)</sup>, 11/25/2055 <sup>(B)</sup> <br>| 268035 | 266274 |
| &nbsp;&nbsp;&nbsp; Series 2025-CES7, Class A1A, <br>5.38% <sup>(C)</sup>, 07/25/2055 <sup>(B)</sup> <br>| 168237 | 168585 |
| &nbsp;&nbsp;&nbsp; Series 2026-CES2, Class A1A, <br>4.76% <sup>(C)</sup>, 02/25/2056 <sup>(B)</sup> <br>| 254088 | 251291 |
| &nbsp;&nbsp;&nbsp; Series 2026-CES2, Class A1B, <br>4.86% <sup>(C)</sup>, 02/25/2056 <sup>(B)</sup> <br>| 148300 | 146670 |
| Research-Driven Pagaya Motor Asset <br> Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-R1A, Class A, <br>5.66%, 07/25/2034 <sup>(B)</sup> <br>| 219000 | 219140 |
| Saluda Grade Alternative Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-FIG3, Class A, <br>7.07% <sup>(C)</sup>, 08/25/2053 <sup>(B)</sup> <br>| 747003 | 764259 |
| &nbsp;&nbsp;&nbsp; Series 2023-FIG4, Class A, <br>6.72% <sup>(C)</sup>, 11/25/2053 <sup>(B)</sup> <br>| 388939 | 399451 |
| &nbsp;&nbsp;&nbsp; Series 2025-LOC5, Class A1A, <br>1-Month Term SOFR + 1.60%, <br>5.28% <sup>(C)</sup>, 10/25/2055 <sup>(B)</sup> <br>| 477731 | 479310 |
| &nbsp;&nbsp;&nbsp; Series 2026-HB1, Class A1A, <br>1-Month Term SOFR + 1.40%, <br>5.08% <sup>(C)</sup>, 04/25/2056 <sup>(B)</sup> <br>| 311708 | 311355 |
| Santander Bank Auto Credit-Linked Notes |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-B, Class A2, <br>5.59%, 08/16/2032 <sup>(B)</sup> <br>| 31144 | 31224 |
| SCF Equipment Leasing LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A2, <br>4.26%, 12/22/2031 <sup>(B)</sup> <br>| 192000 | 192303 |
| SEB Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-1A, Class A2, <br>6.67%, 01/30/2056 <sup>(B)</sup> <br>| 424000 | 419731 |
| SF ABS Issuer LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, <br>5.38%, 11/25/2055 <sup>(B)</sup> <br>| 1172000 | 1146889 |
| Sixth Street CLO IX Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-9A, Class AR, <br>3-Month Term SOFR + 1.38%, <br>5.05% <sup>(C)</sup>, 07/21/2037 <sup>(B)</sup> <br>| 957000 | 957398 |
| Stack Infrastructure Issuer LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-1A, Class A2, <br>5.00%, 03/27/2056 <sup>(B)</sup> <br>| 565000 | 543645 |
| Switch ABS Issuer LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-1A, Class A21, <br>5.61%, 03/27/2056 <sup>(B)</sup> <br>| 579000 | 577777 |
| Taco Bell Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A2II, <br>2.29%, 08/25/2051 <sup>(B)</sup> <br>| 205342 | 189966 |
| Texas Debt Capital CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-2A, Class A1R, <br>3-Month Term SOFR + 1.37%, <br>5.04% <sup>(C)</sup>, 10/21/2037 <sup>(B)</sup> <br>| 934000 | 934939 |
| Towd Point Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-FIX2, Class A1, <br>5.25% <sup>(C)</sup>, 10/25/2065 <sup>(B)</sup> <br>| 586248 | 585267 |

---

**Transamerica Series Trust**

**Page 7**

------

**Transamerica Janus Balanced VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| Trackside Rail LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-1A, Class A, <br>4.89%, 03/20/2056 <sup>(B)</sup> <br>| $482000 | $475941 |
| U.S. Bank NA |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-RVM1, Class B1, <br>4.96%, 12/25/2046 <sup>(B)</sup> <br>| 276000 | 274716 |
| UPG HI Issuer Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-2, Class A, <br>5.00%, 09/25/2047 <sup>(B)</sup> <br>| 207806 | 206593 |
| Vantage Data Centers Issuer LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A2, <br>2.17%, 10/15/2046 <sup>(B)</sup> <br>| 1953558 | 1920350 |
| Vantage Data Centers LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-2A, Class A2, <br>1.99%, 09/15/2045 <sup>(B)</sup> <br>| 596000 | 569097 |
| VB-S1 Issuer LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-1A, Class C2, <br>4.69%, 03/15/2056 <sup>(B)</sup> <br>| 267000 | 262339 |
| Vista Point Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-CES1, Class A1, <br>5.04% <sup>(C)</sup>, 02/25/2056 <sup>(B)</sup> <br>| 217914 | 215815 |
| Voya CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-4A, Class A2, <br>3-Month Term SOFR + 1.55%, <br>5.22% <sup>(C)</sup>, 07/20/2037 <sup>(B)</sup> <br>| 386336 | 384599 |
| Wendy's Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-1A, Class A2II, <br>3.88%, 03/15/2048 <sup>(B)</sup> <br>| 467769 | 458899 |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A2I, <br>2.37%, 06/15/2051 <sup>(B)</sup> <br>| 132271 | 122333 |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A2II, <br>2.78%, 06/15/2051 <sup>(B)</sup> <br>| 351469 | 310144 |
| &nbsp;&nbsp;&nbsp; Series 2022-1A, Class A2II, <br>4.54%, 03/15/2052 <sup>(B)</sup> <br>| 69282 | 65992 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2I, <br>5.42%, 12/15/2055 <sup>(B)</sup> <br>| 426193 | 421845 |
| &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $51,961,165)** | &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $51,961,165)** | 51674160 |
| **MORTGAGE-BACKED SECURITIES - 6.6%**  | **MORTGAGE-BACKED SECURITIES - 6.6%**  | **MORTGAGE-BACKED SECURITIES - 6.6%**  |
| 280 Park Avenue Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-280P, Class A, <br>1-Month Term SOFR + 1.18%, <br>4.85% <sup>(C)</sup>, 09/15/2034 <sup>(B)</sup> <br>| 592515 | 589552 |
| A&D Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM5, Class A1, <br>5.70%, 11/25/2069 <sup>(B)</sup> <br>| 241638 | 242513 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM4, Class A1, <br>5.23% <sup>(C)</sup>, 10/25/2070 <sup>(B)</sup> <br>| 125264 | 124995 |
| ALA Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-OANA, Class A, <br>1-Month Term SOFR + 1.74%, <br>5.42% <sup>(C)</sup>, 06/15/2040 <sup>(B)</sup> <br>| 1333000 | 1336332 |
| Angel Oak Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-5, Class A1, <br>2.59% <sup>(C)</sup>, 10/25/2049 <sup>(B)</sup> <br>| 14001 | 13883 |
| &nbsp;&nbsp;&nbsp; Series 2019-6, Class A1, <br>2.62% <sup>(C)</sup>, 11/25/2059 <sup>(B)</sup> <br>| 11301 | 11213 |
| &nbsp;&nbsp;&nbsp; Series 2020-3, Class A2, <br>2.41% <sup>(C)</sup>, 04/25/2065 <sup>(B)</sup> <br>| 76993 | 74254 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| Angel Oak Mortgage Trust (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-5, Class A1, <br>4.95% <sup>(C)</sup>, 07/25/2068 <sup>(B)</sup> <br>| $798345 | $794862 |
| &nbsp;&nbsp;&nbsp; Series 2025-6, Class A1, <br>5.52% <sup>(C)</sup>, 04/25/2070 <sup>(B)</sup> <br>| 502883 | 504567 |
| BAMLL Re-REMICS Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-FRR2, Class E, <br>1.27% <sup>(C)</sup>, 07/27/2050 <sup>(B)</sup> <br>| 328000 | 289770 |
| &nbsp;&nbsp;&nbsp; Series 2024-FRR3, Class E, <br>0.47% <sup>(C)</sup>, 01/27/2050 <sup>(B)</sup> <br>| 380014 | 353538 |
| Bayview MSR Opportunity Master Fund <br> Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-5, Class AF, <br>1-Month SOFR Average + 0.85%, <br>4.51% <sup>(C)</sup>, 11/25/2051 <sup>(B)</sup> <br>| 561563 | 523909 |
| &nbsp;&nbsp;&nbsp; Series 2022-2, Class A1, <br>3.00% <sup>(C)</sup>, 12/25/2051 <sup>(B)</sup> <br>| 416079 | 361365 |
| BLP Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-IND2, Class A, <br>1-Month Term SOFR + 1.50%, <br>5.17% <sup>(C)</sup>, 12/15/2042 <sup>(B)</sup> <br>| 480000 | 480000 |
| BPR Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-BRK2, Class A, <br>6.90% <sup>(C)</sup>, 10/05/2038 <sup>(B)</sup> <br>| 831000 | 850109 |
| &nbsp;&nbsp;&nbsp; Series 2024-PMDW, Class A, <br>5.36% <sup>(C)</sup>, 11/05/2041 <sup>(B)</sup> <br>| 1191755 | 1206656 |
| &nbsp;&nbsp;&nbsp; Series 2024-PMDW, Class D, <br>5.85% <sup>(C)</sup>, 11/05/2041 <sup>(B)</sup> <br>| 391000 | 388407 |
| BX Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-AIR2, Class A, <br>1-Month Term SOFR + 1.49%, <br>5.17% <sup>(C)</sup>, 10/15/2041 <sup>(B)</sup> <br>| 939997 | 940878 |
| &nbsp;&nbsp;&nbsp; Series 2024-AIRC, Class C, <br>1-Month Term SOFR + 2.59%, <br>6.26% <sup>(C)</sup>, 08/15/2041 <sup>(B)</sup> <br>| 370316 | 370663 |
| &nbsp;&nbsp;&nbsp; Series 2024-BRBK, Class A, <br>1-Month Term SOFR + 2.88%, <br>6.56% <sup>(C)</sup>, 10/15/2041 <sup>(B)</sup> <br>| 1070787 | 1068110 |
| &nbsp;&nbsp;&nbsp; Series 2024-GPA3, Class A, <br>1-Month Term SOFR + 1.29%, <br>4.97% <sup>(C)</sup>, 12/15/2039 <sup>(B)</sup> <br>| 478690 | 478690 |
| &nbsp;&nbsp;&nbsp; Series 2024-GPA3, Class B, <br>1-Month Term SOFR + 1.64%, <br>5.31% <sup>(C)</sup>, 12/15/2039 <sup>(B)</sup> <br>| 330901 | 330901 |
| &nbsp;&nbsp;&nbsp; Series 2024-VLT5, Class A, <br>5.05% <sup>(C)</sup>, 11/13/2046 <sup>(B)</sup> <br>| 742000 | 741455 |
| &nbsp;&nbsp;&nbsp; Series 2024-VLT5, Class B, <br>5.41% <sup>(C)</sup>, 11/13/2046 <sup>(B)</sup> <br>| 151000 | 152633 |
| &nbsp;&nbsp;&nbsp; Series 2025-SPOT, Class A, <br>1-Month Term SOFR + 1.44%, <br>5.12% <sup>(C)</sup>, 04/15/2040 <sup>(B)</sup> <br>| 391669 | 391730 |
| &nbsp;&nbsp;&nbsp; Series 2026-CSMO, Class A, <br>1-Month Term SOFR + 1.40%, <br>5.07% <sup>(C)</sup>, 02/15/2043 <sup>(B)</sup> <br>| 656000 | 655997 |
| &nbsp;&nbsp;&nbsp; Series 2026-CSMO, Class B, <br>1-Month Term SOFR + 1.70%, <br>5.37% <sup>(C)</sup>, 02/15/2043 <sup>(B)</sup> <br>| 228000 | 228000 |
| &nbsp;&nbsp;&nbsp; Series 2026-CSMO, Class C, <br>1-Month Term SOFR + 2.00%, <br>5.67% <sup>(C)</sup>, 02/15/2043 <sup>(B)</sup> <br>| 143000 | 143134 |

---

**Transamerica Series Trust**

**Page 8**

------

**Transamerica Janus Balanced VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| BX Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-OC11, Class B, <br>3.61%, 12/09/2041 <sup>(B)</sup> <br>| $173000 | $164002 |
| &nbsp;&nbsp;&nbsp; Series 2019-OC11, Class C, <br>3.86%, 12/09/2041 <sup>(B)</sup> <br>| 481000 | 456930 |
| &nbsp;&nbsp;&nbsp; Series 2021-LBA, Class AJV, <br>1-Month Term SOFR + 1.16%, <br>4.84% <sup>(C)</sup>, 02/15/2036 <sup>(B)</sup> <br>| 820000 | 819488 |
| &nbsp;&nbsp;&nbsp; Series 2021-LBA, Class AV, <br>1-Month Term SOFR + 1.16%, <br>4.84% <sup>(C)</sup>, 02/15/2036 <sup>(B)</sup> <br>| 737035 | 736574 |
| &nbsp;&nbsp;&nbsp; Series 2024-VLT4, Class A, <br>1-Month Term SOFR + 1.49%, <br>5.16% <sup>(C)</sup>, 06/15/2041 <sup>(B)</sup> <br>| 939765 | 933891 |
| &nbsp;&nbsp;&nbsp; Series 2025-ARIA, Class A, <br>5.03% <sup>(C)</sup>, 12/13/2042 <sup>(B)</sup> <br>| 928000 | 932886 |
| &nbsp;&nbsp;&nbsp; Series 2025-DIME, Class A, <br>1-Month Term SOFR + 1.15%, <br>4.82% <sup>(C)</sup>, 02/15/2035 <sup>(B)</sup> <br>| 861000 | 856533 |
| &nbsp;&nbsp;&nbsp; Series 2025-GW, Class A, <br>1-Month Term SOFR + 1.60%, <br>5.27% <sup>(C)</sup>, 07/15/2042 <sup>(B)</sup> <br>| 758000 | 758236 |
| &nbsp;&nbsp;&nbsp; Series 2025-ROIC, Class A, <br>1-Month Term SOFR + 1.14%, <br>4.82% <sup>(C)</sup>, 03/15/2030 <sup>(B)</sup> <br>| 1068737 | 1063393 |
| &nbsp;&nbsp;&nbsp; Series 2025-ROIC, Class B, <br>1-Month Term SOFR + 1.39%, <br>5.07% <sup>(C)</sup>, 03/15/2030 <sup>(B)</sup> <br>| 234244 | 232341 |
| &nbsp;&nbsp;&nbsp; Series 2025-VLT7, Class A, <br>1-Month Term SOFR + 1.70%, <br>5.37% <sup>(C)</sup>, 07/15/2044 <sup>(B)</sup> <br>| 1589000 | 1582048 |
| BXHPP Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-FILM, Class A, <br>1-Month Term SOFR + 0.76%, <br>4.44% <sup>(C)</sup>, 08/15/2036 <sup>(B)</sup> <br>| 107000 | 101383 |
| BXP Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-GM, Class A, <br>3.38%, 06/13/2039 <sup>(B)</sup> <br>| 324000 | 318499 |
| Chase Mortgage Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-CL1, Class M1, <br>1-Month SOFR Average + 1.20%, <br>4.86% <sup>(C)</sup>, 02/25/2050 <sup>(B)</sup> <br>| 555963 | 542696 |
| Citigroup Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-LTV1, Class A1, <br>5.24% <sup>(C)</sup>, 12/25/2055 <sup>(B)</sup> <br>| 667445 | 665714 |
| CONE Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-DFW1, Class A, <br>1-Month Term SOFR + 1.64%, <br>5.31% <sup>(C)</sup>, 08/15/2041 <sup>(B)</sup> <br>| 632000 | 627458 |
| &nbsp;&nbsp;&nbsp; Series 2024-DFW1, Class B, <br>1-Month Term SOFR + 2.29%, <br>5.96% <sup>(C)</sup>, 08/15/2041 <sup>(B)</sup> <br>| 465108 | 461618 |
| CSTL Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-GATE3, Class A, <br>4.69% <sup>(C)</sup>, 02/10/2043 <sup>(B)</sup> <br>| 159000 | 157294 |
| DATA Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-CTR2, Class A, <br>5.30% <sup>(C)</sup>, 05/10/2046 <sup>(B)</sup> <br>| 263256 | 258716 |
| Ellington Financial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-RTL1, Class A1, <br>5.22% <sup>(C)</sup>, 11/25/2040 <sup>(B)</sup> <br>| 210000 | 209357 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| Finance of America Structured Securities <br> Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-S1, Class A1, <br>3.50%, 02/25/2075 <sup>(B)</sup> <br>| $327476 | $317066 |
| Flagstar Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-13IN, Class A2, <br>3.00% <sup>(C)</sup>, 12/30/2051 <sup>(B)</sup> <br>| 1130504 | 981111 |
| FREMF Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-K511, Class C, <br>5.63% <sup>(C)</sup>, 11/25/2028 <sup>(B)</sup> <br>| 187000 | 175692 |
| FS Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-ORL, Class A, <br>1-Month Term SOFR + 1.35%, <br>5.02% <sup>(C)</sup>, 02/15/2041 <sup>(B)</sup> <br>| 296000 | 295445 |
| GCAT Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-INV1, Class A1, <br>6.00% <sup>(C)</sup>, 08/25/2053 <sup>(B)</sup> <br>| 633352 | 640081 |
| GS Mortgage Securities Corp. Trust |  |  |
| &nbsp;&nbsp;&nbsp; 1-Month Term SOFR + 2.65%, <br>6.33% <sup>(C)</sup>, 11/25/2041 <sup>(B)</sup> <br>| 349871 | 349502 |
| GWT Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-WLF2, Class A, <br>1-Month Term SOFR + 1.69%, <br>5.36% <sup>(C)</sup>, 05/15/2041 <sup>(B)</sup> <br>| 1141000 | 1141000 |
| Homeward Opportunities Fund Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-RRTL2, Class A1, <br>5.99% <sup>(C)</sup>, 09/25/2039 <sup>(B)</sup> <br>| 424000 | 424214 |
| &nbsp;&nbsp;&nbsp; Series 2025-RRTL1, Class A1, <br>5.48% <sup>(C)</sup>, 03/25/2040 <sup>(B)</sup> <br>| 566000 | 566951 |
| &nbsp;&nbsp;&nbsp; Series 2025-RRTL2, Class A1, <br>5.24% <sup>(C)</sup>, 09/25/2040 <sup>(B)</sup> <br>| 230000 | 230336 |
| Hudson's Bay Simon JV Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2015-HB10, Class A10, <br>4.15%, 08/05/2034 <sup>(B)</sup> <br>| 321959 | 308477 |
| JPMorgan Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-5MPR, Class A1D, <br>5.50% <sup>(C)</sup>, 11/25/2055 <sup>(B)</sup> <br>| 205508 | 205203 |
| KRE Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-AIP4, Class A, <br>1-Month Term SOFR + 1.30%, <br>4.97% <sup>(C)</sup>, 03/15/2042 <sup>(B)</sup> <br>| 699847 | 697222 |
| LEX Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-BBG, Class A, <br>4.87% <sup>(C)</sup>, 10/13/2033 <sup>(B)</sup> <br>| 215000 | 214091 |
| LEX Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-450, Class A, <br>1-Month Term SOFR + 1.35%, <br>5.02% <sup>(C)</sup>, 03/15/2043 <sup>(B)</sup> <br>| 261000 | 259858 |
| LHOME Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-RTL2, Class A1, <br>7.13% <sup>(C)</sup>, 03/25/2029 <sup>(B)</sup> <br>| 249645 | 249851 |
| &nbsp;&nbsp;&nbsp; Series 2024-RTL3, Class A1, <br>6.90% <sup>(C)</sup>, 05/25/2029 <sup>(B)</sup> <br>| 311653 | 313045 |
| &nbsp;&nbsp;&nbsp; Series 2024-RTL4, Class A1, <br>5.92% <sup>(C)</sup>, 07/25/2039 <sup>(B)</sup> <br>| 820061 | 821984 |
| &nbsp;&nbsp;&nbsp; Series 2025-RTL3, Class A1, <br>5.24% <sup>(C)</sup>, 08/25/2040 <sup>(B)</sup> <br>| 260000 | 259503 |
| &nbsp;&nbsp;&nbsp; Series 2026-RTL1, Class A1, <br>4.91% <sup>(C)</sup>, 01/25/2041 <sup>(B)</sup> <br>| 100000 | 99617 |

---

**Transamerica Series Trust**

**Page 9**

------

**Transamerica Janus Balanced VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| Life Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-BMR, Class C, <br>1-Month Term SOFR + 1.21%, <br>4.89% <sup>(C)</sup>, 03/15/2038 <sup>(B)</sup> <br>| $80420 | $79616 |
| &nbsp;&nbsp;&nbsp; Series 2022-BMR2, Class A1, <br>1-Month Term SOFR + 1.30%, <br>4.97% <sup>(C)</sup>, 05/15/2039 <sup>(B)</sup> <br>| 425500 | 410608 |
| Mello Mortgage Capital Acceptance |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-INV2, Class A11, <br>1-Month SOFR Average + 0.95%, <br>4.62% <sup>(C)</sup>, 08/25/2051 <sup>(B)</sup> <br>| 418357 | 391175 |
| &nbsp;&nbsp;&nbsp; Series 2021-INV3, Class A11, <br>1-Month SOFR Average + 0.95%, <br>4.62% <sup>(C)</sup>, 10/25/2051 <sup>(B)</sup> <br>| 522933 | 489180 |
| &nbsp;&nbsp;&nbsp; Series 2024-SD1, Class A1, <br>4.00% <sup>(C)</sup>, 04/25/2054 <sup>(B)</sup> <br>| 264434 | 258646 |
| MIC Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-MIC, Class A, <br>8.44% <sup>(C)</sup>, 12/05/2038 <sup>(B)</sup> <br>| 584328 | 621848 |
| Morgan Stanley Residential Mortgage <br> Loan Trust |  |  |
| 4.25% <sup>(C)</sup>, 02/25/2065 <sup>(B)</sup> <br>| 308403 | 299877 |
| New Residential Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-2A, Class A1, <br>4.50% <sup>(C)</sup>, 02/25/2058 <sup>(B)</sup> <br>| 64602 | 63789 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM2, Class A1, <br>5.12% <sup>(C)</sup>, 09/25/2064 <sup>(B)</sup> <br>| 396523 | 395163 |
| &nbsp;&nbsp;&nbsp; Series 2024-RTL2, Class A1, <br>5.44% <sup>(C)</sup>, 09/25/2039 <sup>(B)</sup> <br>| 343000 | 344805 |
| NRTH Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-PARK, Class A, <br>1-Month Term SOFR + 1.39%, <br>5.07% <sup>(C)</sup>, 10/15/2040 <sup>(B)</sup> <br>| 654000 | 653387 |
| OBX Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-INV1, Class A1, <br>3.00% <sup>(C)</sup>, 12/25/2051 <sup>(B)</sup> <br>| 175817 | 152697 |
| &nbsp;&nbsp;&nbsp; Series 2022-INV1, Class A18, <br>3.00% <sup>(C)</sup>, 12/25/2051 <sup>(B)</sup> <br>| 465814 | 399599 |
| PLYM Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-IND, Class A, <br>1-Month Term SOFR + 1.25%, <br>4.92% <sup>(C)</sup>, 03/15/2043 <sup>(B)</sup> <br>| 369000 | 367155 |
| Pretium Mortgage Credit Partners LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-RPL1, Class A1, <br>4.00% <sup>(C)</sup>, 07/25/2069 <sup>(B)</sup> <br>| 411231 | 399724 |
| &nbsp;&nbsp;&nbsp; Series 2025-RPL2, Class A1, <br>4.00% <sup>(C)</sup>, 08/25/2064 <sup>(B)</sup> <br>| 431735 | 418809 |
| &nbsp;&nbsp;&nbsp; Series 2025-RPL5, Class A1, <br>4.15% <sup>(C)</sup>, 01/25/2070 <sup>(B)</sup> <br>| 661976 | 642511 |
| PRPM LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-RCF2, Class A1, <br>3.75% <sup>(C)</sup>, 03/25/2054 <sup>(B)</sup> <br>| 176486 | 172875 |
| &nbsp;&nbsp;&nbsp; Series 2025-RCF4, Class A1, <br>4.50% <sup>(C)</sup>, 08/25/2055 <sup>(B)</sup> <br>| 256973 | 252742 |
| &nbsp;&nbsp;&nbsp; Series 2025-RPL4, Class A1, <br>3.00% <sup>(C)</sup>, 05/25/2055 <sup>(B)</sup> <br>| 541824 | 514039 |
| RCKT Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-3, Class A21, <br>1-Month SOFR Average + 0.80%, <br>4.46% <sup>(C)</sup>, 07/25/2051 <sup>(B)</sup> <br>| 378826 | 352569 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| RCKT Mortgage Trust (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-CES1, Class A1A, <br>6.52% <sup>(C)</sup>, 06/25/2043 <sup>(B)</sup> <br>| $121051 | $120978 |
| &nbsp;&nbsp;&nbsp; Series 2024-CES5, Class A1A, <br>5.85% <sup>(C)</sup>, 08/25/2044 <sup>(B)</sup> <br>| 527998 | 530669 |
| &nbsp;&nbsp;&nbsp; Series 2024-CES7, Class A1A, <br>5.16% <sup>(C)</sup>, 10/25/2044 <sup>(B)</sup> <br>| 632018 | 631231 |
| &nbsp;&nbsp;&nbsp; Series 2024-CES9, Class A1A, <br>5.58% <sup>(C)</sup>, 12/25/2044 <sup>(B)</sup> <br>| 101161 | 101562 |
| &nbsp;&nbsp;&nbsp; Series 2025-CES8, Class A1A, <br>5.15% <sup>(C)</sup>, 08/25/2055 <sup>(B)</sup> <br>| 447180 | 446311 |
| Saluda Grade Alternative Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-CES1, Class A1, <br>6.31% <sup>(C)</sup>, 03/25/2054 <sup>(B)</sup> <br>| 193582 | 195693 |
| &nbsp;&nbsp;&nbsp; Series 2024-FIG5, Class A, <br>6.26% <sup>(C)</sup>, 04/25/2054 <sup>(B)</sup> <br>| 303770 | 308292 |
| &nbsp;&nbsp;&nbsp; Series 2024-RTL6, Class A1, <br>7.44% <sup>(C)</sup>, 07/25/2030 <sup>(B)</sup> <br>| 775000 | 780126 |
| &nbsp;&nbsp;&nbsp; Series 2026-RTL7, Class A1, <br>5.75% <sup>(C)</sup>, 03/25/2031 <sup>(B)</sup> <br>| 700000 | 690825 |
| Saluds Grade Alternative Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-RRTL1, Class A1, <br>5.32% <sup>(C)</sup>, 10/25/2040 <sup>(B)</sup> <br>| 320000 | 318533 |
| SELF Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-STRG, Class A, <br>1-Month Term SOFR + 1.54%, <br>5.21% <sup>(C)</sup>, 11/15/2034 <sup>(B)</sup> <br>| 89054 | 88999 |
| Sequoia Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2013-5, Class A1, <br>2.50% <sup>(C)</sup>, 05/25/2043 <sup>(B)</sup> <br>| 81012 | 72090 |
| &nbsp;&nbsp;&nbsp; Series 2020-2, Class A19, <br>3.50% <sup>(C)</sup>, 03/25/2050 <sup>(B)</sup> <br>| 37580 | 33675 |
| SMRT |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-MINI, Class A, <br>1-Month Term SOFR + 1.00%, <br>4.67% <sup>(C)</sup>, 01/15/2039 <sup>(B)</sup> <br>| 451000 | 450718 |
| TEXAS Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-TWR, Class A, <br>1-Month Term SOFR + 1.29%, <br>4.97% <sup>(C)</sup>, 04/15/2042 <sup>(B)</sup> <br>| 284000 | 282403 |
| Toorak Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-RRTL1, Class A1, <br>5.52% <sup>(C)</sup>, 02/25/2040 <sup>(B)</sup> <br>| 260000 | 260916 |
| TVC Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-RRTL1, Class A1, <br>4.96% <sup>(C)</sup>, 02/25/2041 <sup>(B)</sup> <br>| 283000 | 281587 |
| TYSN Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-CRNR, Class A, <br>6.58% <sup>(C)</sup>, 12/10/2033 <sup>(B)</sup> <br>| 924755 | 961025 |
| UWM Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-INV1, Class A9, <br>1-Month SOFR Average + 0.90%, <br>4.57% <sup>(C)</sup>, 08/25/2051 <sup>(B)</sup> <br>| 510657 | 476892 |
| VASA Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-VASA, Class A, <br>1-Month Term SOFR + 1.01%, <br>4.69% <sup>(C)</sup>, 07/15/2039 <sup>(B)</sup> <br>| 425000 | 416823 |

---

**Transamerica Series Trust**

**Page 10**

------

**Transamerica Janus Balanced VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| Wells Fargo Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-VTT, Class A, <br>4.76% <sup>(C)</sup>, 03/15/2038 <sup>(B)</sup> <br>| $1014000 | $1013728 |
| &nbsp;&nbsp; **Total Mortgage-Backed Securities** <br>**(Cost $50,462,661)**<br>|  | 50221312 |
| **U.S. GOVERNMENT OBLIGATIONS - 4.7%**  | **U.S. GOVERNMENT OBLIGATIONS - 4.7%**  | **U.S. GOVERNMENT OBLIGATIONS - 4.7%**  |
| **U.S. Treasury - 4.7%**  | **U.S. Treasury - 4.7%**  | **U.S. Treasury - 4.7%**  |
| U.S. Treasury Bonds |  |  |
| 4.63%, 02/15/2046 <sup>(E)</sup> <br>| 5198900 | 5012065 |
| 4.63%, 11/15/2055 | 32053300 | 30625926 |
| U.S. Treasury Notes |  |  |
| 3.88%, 03/31/2031 | 173000 | 172446 |
| &nbsp;&nbsp; **Total U.S. Government Obligations** <br>**(Cost $37,100,818)**<br>|  | 35810437 |
| **LOAN ASSIGNMENTS - 1.1%**  | **LOAN ASSIGNMENTS - 1.1%**  | **LOAN ASSIGNMENTS - 1.1%**  |
| **Aerospace & Defense - 0.1%**  | **Aerospace & Defense - 0.1%**  | **Aerospace & Defense - 0.1%**  |
| &nbsp;&nbsp; TransDigm, Inc. <br>Term Loan M, <br>1-Month Term SOFR + 2.50%, <br>6.17% <sup>(C)</sup>, 08/19/2032<br>| 670630 | 670134 |
| **Building Products - 0.2%**  | **Building Products - 0.2%**  | **Building Products - 0.2%**  |
| EMRLD Borrower LP |  |  |
| &nbsp;&nbsp;&nbsp; Term Loan B, <br>3-Month Term SOFR + 2.25%, <br>5.92% <sup>(C)</sup>, 05/31/2030<br>| 290340 | 289680 |
| &nbsp;&nbsp;&nbsp; Term Loan B, <br>3-Month Term SOFR + 2.25%, <br>5.95% <sup>(C)</sup>, 08/04/2031<br>| 1582761 | 1578624 |
|  |  | 1868304 |
| **Chemicals - 0.0% \*** | **Chemicals - 0.0% \*** | **Chemicals - 0.0% \*** |
| &nbsp;&nbsp; Qnity Electronics, Inc. <br>Term Loan B, <br>1-Month Term SOFR + 2.00%, <br>5.67% <sup>(C)</sup>, 11/01/2032<br>| 289275 | 288552 |
| **Commercial Services & Supplies - 0.1%**  | **Commercial Services & Supplies - 0.1%**  | **Commercial Services & Supplies - 0.1%**  |
| &nbsp;&nbsp; Belron Finance LLC <br>Repriced Term Loan B, <br>3-Month Term SOFR + 2.25%, <br>5.91% <sup>(C)</sup>, 10/16/2031<br>| 474018 | 473544 |
| &nbsp;&nbsp; CompoSecure Holdings LLC <br>Term Loan, <br>1-Month Term SOFR + 2.25%, <br>5.93% <sup>(C)</sup>, 01/14/2033<br>| 94000 | 93530 |
|  |  | 567074 |
| **Communications Equipment - 0.1%**  | **Communications Equipment - 0.1%**  | **Communications Equipment - 0.1%**  |
| &nbsp;&nbsp; Vantor Holdings, Inc. <br>1st Lien Term Loan, <br>3-Month Term SOFR + 4.50%, <br>8.17% <sup>(C)</sup>, 03/03/2033<br>| 560490 | 549981 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** |
| **Electric Utilities - 0.3%**  | **Electric Utilities - 0.3%**  | **Electric Utilities - 0.3%**  |
| &nbsp;&nbsp; Alpha Generation LLC <br>Term Loan B, <br>1-Month Term SOFR + 1.75%, <br>5.42% <sup>(C)</sup>, 09/30/2031<br>| $550615 | $548688 |
| &nbsp;&nbsp; Lightning Power LLC <br>Term Loan B, <br>1-Month Term SOFR + 2.25%, <br>5.92% <sup>(C)</sup>, 08/18/2031<br>| 1049025 | 1050118 |
| &nbsp;&nbsp; Talen Energy Supply LLC <br>Term Loan B, <br>1-Month Term SOFR + 2.00%, <br>5.67% <sup>(C)</sup>, 11/25/2032<br>| 664575 | 664575 |
|  |  | 2263381 |
| **Health Care Equipment & Supplies - 0.1%**  | **Health Care Equipment & Supplies - 0.1%**  | **Health Care Equipment & Supplies - 0.1%**  |
| &nbsp;&nbsp; Medline Borrower LP <br>Term Loan B, <br>1-Month Term SOFR + 1.75%, <br>5.42% <sup>(C)</sup>, 10/23/2030<br>| 911177 | 911620 |
| **Transportation Infrastructure - 0.2%**  | **Transportation Infrastructure - 0.2%**  | **Transportation Infrastructure - 0.2%**  |
| &nbsp;&nbsp; Genesee & Wyoming, Inc. <br>Term Loan, <br>3-Month Term SOFR + 1.75%, <br>5.45% <sup>(C)</sup>, 04/10/2031<br>| 1499781 | 1491089 |
| &nbsp;&nbsp; **Total Loan Assignments** <br>**(Cost $8,611,249)**<br>|  | 8610135 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **OTHER INVESTMENT COMPANY - 0.7%**  | **OTHER INVESTMENT COMPANY - 0.7%**  | **OTHER INVESTMENT COMPANY - 0.7%**  |
| **Securities Lending Collateral - 0.7%**  | **Securities Lending Collateral - 0.7%**  | **Securities Lending Collateral - 0.7%**  |
| &nbsp;&nbsp; State Street Navigator Securities Lending <br> Trust - Government Money Market Portfolio, <br> 3.64% <sup>(H)</sup> <br>| 5819985 | 5819985 |
| &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $5,819,985)** | &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $5,819,985)** | 5819985 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **REPURCHASE AGREEMENT - 2.0%**  | **REPURCHASE AGREEMENT - 2.0%**  | **REPURCHASE AGREEMENT - 2.0%**  |
| &nbsp;&nbsp; Fixed Income Clearing Corp., <br>1.35% <sup>(H)</sup>, dated 03/31/2026, to be <br> repurchased at $15,289,180 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 $15,594,390.<br>| $15288606 | 15288606 |
| &nbsp;&nbsp; **Total Repurchase Agreement** <br>**(Cost $15,288,606)** | &nbsp;&nbsp; **Total Repurchase Agreement** <br>**(Cost $15,288,606)** | 15288606 |
| &nbsp;&nbsp; **Total Investments** <br>**(Cost $644,805,545)** | &nbsp;&nbsp; **Total Investments** <br>**(Cost $644,805,545)** | 785903292 |
| **Net Other Assets (Liabilities) - (2.6)%** | **Net Other Assets (Liabilities) - (2.6)%** | (20057789) |
| **Net Assets - 100.0%** | **Net Assets - 100.0%** | **$765845503** |

---

**Transamerica Series Trust**

**Page 11**

------

**Transamerica Janus Balanced VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

**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** |  |  |  |  |
| Common Stocks | $449767197 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $449767197 |
| Corporate Debt Securities |  | &nbsp;&nbsp; 91778826 | &nbsp;&nbsp; — | &nbsp;&nbsp; 91778826 |
| U.S. Government Agency Obligations |  | &nbsp;&nbsp; 76932634 | &nbsp;&nbsp; — | &nbsp;&nbsp; 76932634 |
| Asset-Backed Securities |  | &nbsp;&nbsp; 51674160 | &nbsp;&nbsp; — | &nbsp;&nbsp; 51674160 |
| Mortgage-Backed Securities |  | &nbsp;&nbsp; 50221312 | &nbsp;&nbsp; — | &nbsp;&nbsp; 50221312 |
| U.S. Government Obligations |  | &nbsp;&nbsp; 35810437 | &nbsp;&nbsp; — | &nbsp;&nbsp; 35810437 |
| Loan Assignments |  | &nbsp;&nbsp; 8610135 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8610135 |
| Other Investment Company | 5819985 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 5819985 |
| Repurchase Agreement |  | &nbsp;&nbsp; 15288606 | &nbsp;&nbsp; — | &nbsp;&nbsp; 15288606 |
| **Total Investments** | **$455587182** | &nbsp;&nbsp; **$330316110** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$785903292** |

---

**FOOTNOTES TO SCHEDULE OF INVESTMENTS:** 

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

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

<sup>(B)</sup> *Security is exempt from registration pursuant to Rule 144A of the Securities Act of 1933. Security may be resold as transactions exempt from* *registration, normally to qualified institutional buyers. At March 31, 2026, the total value of 144A securities is $141,708,364, representing 18.5% of the* *Portfolio's net assets.* 

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

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

<sup>(E)</sup> *All or a portion of the security is on loan. The total value of the securities on loan is $5,701,254, collateralized by cash collateral of $5,819,985. The* *amount on loan indicated may not correspond with the securities on loan identified because a security with pending sales are in the process of recall* *from the brokers.* 

<sup>(F)</sup> *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> *Restricted security. At March 31, 2026, the total value of such securities held by the Portfolio is as follows:*

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Description** | &nbsp;&nbsp; **Acquisition** <br>**Date**<br>| **Acquisition** <br>**Cost**<br>| **Value** | **Value as** <br>**Percentage of** <br>**Net Assets**<br>|
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp; Libra Solutions LLC <br>Series 2024-1A, Class A <br>5.88%, 09/30/2038<br>| 09/24/2024 | &nbsp;&nbsp; $438931 | &nbsp;&nbsp; $437835 | 0.1<br> %<br>|

---

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

<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.* 

**PORTFOLIO ABBREVIATION(S):** 

---

| | |
|:---|:---|
| *CLO* | *Collateralized Loan Obligation* |
| *REIT* | *Real Estate Investment Trust* |
| *SOFR* | *Secured Overnight Financing Rate* |
| *STACR* | *Structured Agency Credit Risk* |
| *TBA* | *To Be Announced* |

---

**Transamerica Series Trust**

**Page 12**

------

**Transamerica Janus Balanced VP**

------

**NOTES TO SCHEDULE OF INVESTMENTS**

**At March 31, 2026**

**(unaudited)**

**INVESTMENT VALUATION**

Transamerica Janus Balanced VP (the "Portfolio") is a series of the Transamerica Series Trust.

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

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

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

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

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

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 13**

------

**Transamerica Janus Balanced 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.

*Loan assignments:* Loan assignments are normally valued using an income approach, which projects future cash flows and converts those future cash flows to a present value using a discount rate. The resulting present value reflects the likely fair value of the loan. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise are categorized in Level 3.

*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.

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

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

**Transamerica Series Trust**

**Page 14**

------

## 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 Janus Balanced VP

- **b. EDGAR series identifier (if any):** S000025012

- **c. LEI of Series:** 549300H5SRTFMXMC7006

**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:** $795034414.50

**Total Liabilities:** $28334839.39

**Net Assets:** $766699575.11

**Delayed Delivery Securities:** $15942772.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -402.96000000 | **1-Year:** -6718.91000000 | **5-Year:** -30952.08000000 | **10-Year:** -25309.29000000 | **30-Year:** -3476.97000000

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

- **3-Month:** -146.86000000 | **1-Year:** -3486.77000000 | **5-Year:** -12620.64000000 | **10-Year:** -3948.00000000 | **30-Year:** -399.72000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000074409 | 0.58%                | -0.64%               | -4.44%               |
| Class ID C000074410 | 0.63%                | -0.62%               | -4.39%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4176825.19              | $-750748.00                                |
| Month 2  | $9887217.65              | $-16307847.55                              |
| Month 3  | $5742673.46              | $-42714999.11                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A&D Mortgage Trust                             | A&D Mortgage Trust                                                          | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |    241638 | PA      | $242512.76    | 0.03%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     49165 | NS      | $5047770.55   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                     | AbbVie, Inc.                                                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     23277 | NS      | $5062514.73   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| A&D Mortgage Trust                             | A&D Mortgage Trust                                                          | CUSIP: 002941AA0<br>LEI: 9845006Y6D399D9E8O78 | Long             | ABS-MBS          | CORP              | US        |    125264 | PA      | $124995.35    | 0.02%             | 2070-10-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 26 Ltd.                                                             | CUSIP: 00852HAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1267000 | PA      | $1266965.79   | 0.17%             | 2038-10-21      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                      | ALA Trust                                                                   | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1333000 | PA      | $1336332.50   | 0.17%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                       | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2567075 | PA      | $2157947.42   | 0.28%             | 2056-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                       | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24818 | PA      | $21794.66     | 0.00%             | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                       | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1229257 | PA      | $1186239.97   | 0.15%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                       | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4042556 | PA      | $3981892.72   | 0.52%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                       | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7603000 | PA      | $7749950.78   | 1.01%             | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                           | Alpha Generation LLC                                                        | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    550615 | PA      | $548687.85    | 0.07%             | 2031-09-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                           | Alpha Generation LLC                                                        | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    991000 | PA      | $973502.51    | 0.13%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                   | Alphabet, Inc.                                                              | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     98032 | NS      | $28121459.52  | 3.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com, Inc.                                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     97506 | NS      | $20307574.62  | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                 | American Electric Power Co., Inc.                                           | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     26912 | NS      | $3527624.96   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co., Inc.                                           | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    364000 | PA      | $359564.66    | 0.05%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co., Inc.                                           | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    291000 | PA      | $288402.77    | 0.04%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co.                                                        | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     24708 | NS      | $7473675.84   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                  | Amphenol Corp.                                                              | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     45933 | NS      | $5803634.55   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust                                                    | CUSIP: 03464KAA6<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     14001 | PA      | $13883.38     | 0.00%             | 2049-10-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust                                                    | CUSIP: 03464VAA2<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     11301 | PA      | $11212.94     | 0.00%             | 2059-11-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust                                                    | CUSIP: 03465LAB1<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     76993 | PA      | $74253.62     | 0.01%             | 2065-04-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust                                                    | CUSIP: 03465YAA5<br>LEI: 25490045FDNHIWZ12934 | Long             | ABS-MBS          | CORP              | US        |    798345 | PA      | $794861.75    | 0.10%             | 2068-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust                                                    | CUSIP: 034937AA0<br>LEI: 254900GRN1I3WMM1H095 | Long             | ABS-MBS          | CORP              | US        |    502883 | PA      | $504566.69    | 0.07%             | 2070-04-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Ansley Park Capital LLC                        | Ansley Park Capital LLC                                                     | CUSIP: 03637AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    331475 | PA      | $330304.84    | 0.04%             | 2035-04-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                          | Antero Resources Corp.                                                      | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1174134.14   | 0.15%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health, Inc.                                                       | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    499000 | PA      | $498180.60    | 0.06%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                          | Aon North America, Inc.                                                     | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1617634.96   | 0.21%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                           | APLD ComputeCo 2 LLC                                                        | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    822000 | PA      | $816015.10    | 0.11%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple, Inc.                                                                 | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     83378 | NS      | $21160502.62  | 2.76%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP                                  | AppLovin Corp.                                                              | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    721000 | PA      | $728074.32    | 0.09%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                  | AppLovin Corp.                                                              | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1412000 | PA      | $1400309.98   | 0.18%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                  | AppLovin Corp.                                                              | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    682000 | PA      | $619486.42    | 0.08%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                             | Aqua Finance Trust                                                          | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72990 | PA      | $66990.79     | 0.01%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                            | Arista Networks, Inc.                                                       | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     20394 | NS      | $2503975.32   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ASURION LLC/ASURION CO                         | Asurion LLC/Asurion Co-Issuer, Inc.                                         | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    550000 | PA      | $570596.39    | 0.07%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                       | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    712000 | PA      | $617349.20    | 0.08%             | 2031-10-04      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                           | Atlas Warehouse Lending Co. LP                                              | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    374000 | PA      | $368340.25    | 0.05%             | 2028-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                           | Atlas Warehouse Lending Co. LP                                              | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    334000 | PA      | $327627.41    | 0.04%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                           | Atlas Warehouse Lending Co. LP                                              | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242117.77    | 0.03%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC       | Avis Budget Rental Car Funding AESOP LLC                                    | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    244000 | PA      | $248580.90    | 0.03%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC       | Avis Budget Rental Car Funding AESOP LLC                                    | CUSIP: 05377RLL6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $163572.16    | 0.02%             | 2030-08-20      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc   | BAMLL Re-REMICS Trust                                                       | CUSIP: 05493UAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    328000 | PA      | $289770.12    | 0.04%             | 2050-07-27      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc   | BAMLL Re-REMICS Trust                                                       | CUSIP: 054988AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380014 | PA      | $353537.97    | 0.05%             | 2050-01-27      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                  | BLP Commercial Mortgage Trust                                               | CUSIP: 05556WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $480000.00    | 0.06%             | 2042-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                      | BPR Trust                                                                   | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1191755 | PA      | $1206656.35   | 0.16%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                      | BPR Trust                                                                   | CUSIP: 05592VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    391000 | PA      | $388407.08    | 0.05%             | 2041-11-05      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust                                                                    | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1068737 | PA      | $1063393.47   | 0.14%             | 2030-03-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust                                                                    | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234244 | PA      | $232340.54    | 0.03%             | 2030-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                             | BX Trust                                                                    | CUSIP: 05606FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173000 | PA      | $164002.22    | 0.02%             | 2041-12-09      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                             | BX Trust                                                                    | CUSIP: 05606FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    481000 | PA      | $456929.89    | 0.06%             | 2041-12-09      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                      | BXP Trust                                                                   | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324000 | PA      | $318498.61    | 0.04%             | 2039-06-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust                                                                    | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    737035 | PA      | $736574.06    | 0.10%             | 2036-02-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust                                                                    | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $819487.50    | 0.11%             | 2036-02-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                    | BXHPP Trust                                                                 | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107000 | PA      | $101382.50    | 0.01%             | 2036-08-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                      | BPR Trust                                                                   | CUSIP: 05610WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    831000 | PA      | $850109.34    | 0.11%             | 2038-10-05      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust                                                                    | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    939765 | PA      | $933891.47    | 0.12%             | 2041-06-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070787 | PA      | $1068110.03   | 0.14%             | 2041-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    939997 | PA      | $940877.80    | 0.12%             | 2041-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust                                                                    | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    861000 | PA      | $856533.30    | 0.11%             | 2035-02-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    742000 | PA      | $741455.45    | 0.10%             | 2046-11-13      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151000 | PA      | $152633.14    | 0.02%             | 2046-11-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust                                                                    | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    928000 | PA      | $932886.11    | 0.12%             | 2042-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 14 Ltd.                                                       | CUSIP: 05874XAN9<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249015.50    | 0.03%             | 2037-07-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp.                                                       | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    799000 | PA      | $836681.66    | 0.11%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp.                                                       | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2959000 | PA      | $3010104.03   | 0.39%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                 | Barings Loan Partners CLO Ltd. 5                                            | CUSIP: 06764CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    895249 | PA      | $893753.04    | 0.12%             | 2035-01-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                       | Bayview MSR Opportunity Master Fund Trust                                   | CUSIP: 07336JAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    561563 | PA      | $523908.98    | 0.07%             | 2051-11-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                       | Bayview MSR Opportunity Master Fund Trust                                   | CUSIP: 07336NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416079 | PA      | $361365.04    | 0.05%             | 2051-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII            | Bayview Opportunity Master Fund VII LLC                                     | CUSIP: 07337GAB9<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    208860 | PA      | $209241.64    | 0.03%             | 2048-07-27      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                        | Belron Finance LLC                                                          | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    474018 | PA      | $473543.98    | 0.06%             | 2031-10-16      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners CLO XV Ltd.                                         | CUSIP: 08179MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1283000 | PA      | $1283171.92   | 0.17%             | 2037-07-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners CLO 43 Ltd.                                         | CUSIP: 08179QAA8<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |   1006000 | PA      | $1006010.06   | 0.13%             | 2038-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                        | Black Pearl Compute LLC                                                     | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $814237.60    | 0.11%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                              | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    604000 | PA      | $616360.28    | 0.08%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                           | Booking Holdings, Inc.                                                      | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1138 | NS      | $4791344.16   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                        | Booz Allen Hamilton, Inc.                                                   | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    932000 | PA      | $951115.33    | 0.12%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                        | Booz Allen Hamilton, Inc.                                                   | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1252127.38   | 0.16%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Boston Scientific Corp                         | Boston Scientific Corp.                                                     | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     33922 | NS      | $2128605.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                   | Broadcom, Inc.                                                              | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     54703 | NS      | $16931125.53  | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    478690 | PA      | $478689.56    | 0.06%             | 2039-12-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330901 | PA      | $330900.79    | 0.04%             | 2039-12-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust                                                                    | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1589000 | PA      | $1582048.13   | 0.21%             | 2044-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370316 | PA      | $370663.43    | 0.05%             | 2041-08-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    391669 | PA      | $391730.29    | 0.05%             | 2040-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust                                                                    | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    758000 | PA      | $758236.04    | 0.10%             | 2042-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    656000 | PA      | $655996.85    | 0.09%             | 2043-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                | CUSIP: 12433LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228000 | PA      | $228000.00    | 0.03%             | 2043-02-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                | CUSIP: 12433LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143000 | PA      | $143134.06    | 0.02%             | 2043-02-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                      | CBAM Ltd.                                                                   | CUSIP: 12516LAC9<br>LEI: 25490038OT2B8HTRW786 | Long             | ABS-CBDO         | CORP              | KY        |    588000 | PA      | $588134.65    | 0.08%             | 2038-10-17      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                        | CF Hippolyta Issuer LLC                                                     | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    432565 | PA      | $362424.44    | 0.05%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                        | CF Hippolyta Issuer LLC                                                     | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89945 | PA      | $55316.23     | 0.01%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                        | CF Hippolyta Issuer LLC                                                     | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    763663 | PA      | $614270.89    | 0.08%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                        | CF Hippolyta Issuer LLC                                                     | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199207 | PA      | $121353.29    | 0.02%             | 2061-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                        | CF Hippolyta Issuer LLC                                                     | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    711348 | PA      | $706877.20    | 0.09%             | 2062-08-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                        | CF Hippolyta Issuer LLC                                                     | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2025426 | PA      | $1988509.85   | 0.26%             | 2062-08-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                  | CME Group, Inc.                                                             | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     16001 | NS      | $4725895.35   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPR Residential Mortgage Trust               | COOPR Residential Mortgage Trust                                            | CUSIP: 12636SAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168765 | PA      | $168196.62    | 0.02%             | 2060-11-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp.                                                            | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1118746.95   | 0.15%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp.                                                            | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    109000 | PA      | $110245.44    | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp.                                                            | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    561000 | PA      | $576536.17    | 0.08%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp.                                                            | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    299000 | PA      | $299239.79    | 0.04%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp.                                                            | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    531000 | PA      | $533064.78    | 0.07%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp.                                                            | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    308000 | PA      | $305076.29    | 0.04%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                         | CACI International, Inc.                                                    | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    319000 | PA      | $324718.39    | 0.04%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                     | Cadence Design Systems, Inc.                                                | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     10834 | NS      | $3010443.58   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                 | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    944000 | PA      | $966890.53    | 0.13%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                 | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    688000 | PA      | $699802.23    | 0.09%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies               | Carlyle U.S. CLO Ltd.                                                       | CUSIP: 14315RAN1<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |   1284000 | PA      | $1278948.74   | 0.17%             | 2037-10-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies               | Carlyle U.S. CLO Ltd.                                                       | CUSIP: 14318GAN2<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |   1132000 | PA      | $1132311.30   | 0.15%             | 2038-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp.                                                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    670000 | PA      | $669782.12    | 0.09%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                   | Chevron Corp.                                                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33817 | NS      | $6996737.30   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding Ltd.                                                           | CUSIP: 171935AA7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    829000 | PA      | $829000.83    | 0.11%             | 2038-10-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup, Inc.                                                             | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2098000 | PA      | $2125563.00   | 0.28%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup, Inc.                                                             | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    346000 | PA      | $342067.37    | 0.04%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup, Inc.                                                             | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    298000 | PA      | $295405.08    | 0.04%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup, Inc.                                                             | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    462000 | PA      | $462346.61    | 0.06%             | 2031-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc              | Citigroup Mortgage Loan Trust                                               | CUSIP: 17332XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667445 | PA      | $665714.26    | 0.09%             | 2055-12-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                   | SM Energy Co.                                                               | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    583000 | PA      | $609405.24    | 0.08%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                   | SM Energy Co.                                                               | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    204000 | PA      | $215237.54    | 0.03%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                   | SM Energy Co.                                                               | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    921000 | PA      | $1017448.04   | 0.13%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                        | Columbia Pipelines Operating Co. LLC                                        | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $537369.29    | 0.07%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                        | Columbia Pipelines Operating Co. LLC                                        | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    532000 | PA      | $558086.97    | 0.07%             | 2053-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                        | Columbia Pipelines Operating Co. LLC                                        | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $107543.79    | 0.01%             | 2043-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                       | CompoSecure Holdings LLC                                                    | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94000 | PA      | $93530.00     | 0.01%             | 2033-01-14      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC             | Compass Datacenters Issuer II LLC                                           | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112000 | PA      | $111066.67    | 0.01%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC            | Compass Datacenters Issuer III LLC                                          | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    731000 | PA      | $734601.64    | 0.10%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC            | Compass Datacenters Issuer III LLC                                          | CUSIP: 20469BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455000 | PA      | $458314.22    | 0.06%             | 2050-02-25      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC             | Compass Datacenters Issuer II LLC                                           | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2006000 | PA      | $1993569.82   | 0.26%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CART                                           | CONE Trust                                                                  | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    632000 | PA      | $627457.50    | 0.08%             | 2041-08-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| CART                                           | CONE Trust                                                                  | CUSIP: 20682AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465108 | PA      | $461618.25    | 0.06%             | 2041-08-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Federal National Mortgage Association Connecticut Avenue Securities Trust   | CUSIP: 20753CAB6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    246601 | PA      | $246368.92    | 0.03%             | 2045-07-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Federal National Mortgage Association Connecticut Avenue Securities Trust   | CUSIP: 20753YCK6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     26719 | PA      | $27085.38     | 0.00%             | 2042-03-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Federal National Mortgage Association Connecticut Avenue Securities Trust   | CUSIP: 20754AAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    420930 | PA      | $421573.89    | 0.05%             | 2041-12-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Federal National Mortgage Association Connecticut Avenue Securities Trust   | CUSIP: 20754BAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    508642 | PA      | $513967.05    | 0.07%             | 2042-01-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Federal National Mortgage Association Connecticut Avenue Securities Trust   | CUSIP: 20754DAB3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    376000 | PA      | $381345.59    | 0.05%             | 2042-04-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Federal National Mortgage Association Connecticut Avenue Securities Trust   | CUSIP: 20754EAA3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    177895 | PA      | $178172.25    | 0.02%             | 2043-07-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Federal National Mortgage Association Connecticut Avenue Securities Trust   | CUSIP: 20754TAC6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    135542 | PA      | $135458.71    | 0.02%             | 2045-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Federal National Mortgage Association Connecticut Avenue Securities Trust   | CUSIP: 20755CAA6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    125990 | PA      | $126029.03    | 0.02%             | 2043-10-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Federal National Mortgage Association Connecticut Avenue Securities Trust   | CUSIP: 20755JAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     77822 | PA      | $77676.90     | 0.01%             | 2045-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Federal National Mortgage Association Connecticut Avenue Securities Trust   | CUSIP: 207941AA3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     82482 | PA      | $82405.18     | 0.01%             | 2044-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                 | ConocoPhillips                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     31382 | NS      | $4142424.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPR Residential Mortgage Trust               | COOPR Residential Mortgage Trust                                            | CUSIP: 21689GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    364944 | PA      | $361885.16    | 0.05%             | 2061-01-01      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust               | COOPR Residential Mortgage Trust                                            | CUSIP: 216926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410994 | PA      | $407857.96    | 0.05%             | 2060-09-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                          | Costco Wholesale Corp.                                                      | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      3931 | NS      | $3916966.33   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CPF IV, LLC, CP EF ASSET SECURITIZATION, LLC   | CP EF Asset Securitization II LLC                                           | CUSIP: 224092AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34254 | PA      | $34416.42     | 0.00%             | 2032-03-15      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| Croton Park CLO Ltd                            | Croton Park CLO Ltd.                                                        | CUSIP: 227800AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    594000 | PA      | $591312.74    | 0.08%             | 2036-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                 | CSTL Commercial Mortgage Trust                                              | CUSIP: 228920AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159000 | PA      | $157293.72    | 0.02%             | 2043-02-10      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC             | CyrusOne Data Centers Issuer I LLC                                          | CUSIP: 23284BAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    372724 | PA      | $365281.00    | 0.05%             | 2049-03-22      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC             | CyrusOne Data Centers Issuer I LLC                                          | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $131228.45    | 0.02%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC             | CyrusOne Data Centers Issuer I LLC                                          | CUSIP: 23284BAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1339000 | PA      | $1271729.31   | 0.17%             | 2049-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                          | DB Master Finance LLC                                                       | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    166520 | PA      | $164858.21    | 0.02%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                               | DT Midstream, Inc.                                                          | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1569281.23   | 0.20%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                               | DT Midstream, Inc.                                                          | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    288000 | PA      | $274754.35    | 0.04%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                   | Danaher Corp.                                                               | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     28960 | NS      | $5490816.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| DATA 2024-CNTR2 Mortgage Trust                 | DATA Mortgage Trust                                                         | CUSIP: 238020AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263256 | PA      | $258716.31    | 0.03%             | 2046-05-10      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                     | Deere & Co.                                                                 | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      5266 | NS      | $2966337.80   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Infrastructure Funding LLC             | Diamond Infrastructure Funding LLC                                          | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    821000 | PA      | $802591.78    | 0.10%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                             | Walt Disney Co.                                                             | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     58862 | NS      | $5673119.56   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                 | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1157000 | PA      | $1326903.34   | 0.17%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp.                                                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     41156 | NS      | $5388966.64   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp.                                                           | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1361491.17   | 0.18%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust             | Ellington Financial Mortgage Trust                                          | CUSIP: 26846FAA7<br>LEI: 254900NFBGFOBK1G2B84 | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $209357.13    | 0.03%             | 2040-11-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                              | EMRLD Borrower LP                                                           | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    290340 | PA      | $289680.19    | 0.04%             | 2030-05-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                              | EMRLD Borrower LP                                                           | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   1582761 | PA      | $1578623.42   | 0.21%             | 2031-08-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                     | Ecolab, Inc.                                                                | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     10993 | NS      | $2924357.86   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO X Ltd                              | Elmwood CLO X Ltd.                                                          | CUSIP: 29002VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    766000 | PA      | $766092.69    | 0.10%             | 2038-07-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                            | Emerson Electric Co.                                                        | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     22293 | NS      | $2920828.86   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                       | Equinix Europe 2 Financing Corp. LLC                                        | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    985000 | PA      | $958023.50    | 0.12%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQUINIX ASIA FIN CORP                          | Equinix Asia Financing Corp. Pte. Ltd.                                      | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              |  | SG        |    479000 | PA      | $468890.85    | 0.06%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp.                                                                | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    679000 | PA      | $694155.85    | 0.09%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                             | Meta Platforms, Inc.                                                        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     22190 | NS      | $12695564.70  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF Mortgage Trust                                                        | CUSIP: 30334FAG5<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |    187000 | PA      | $175692.02    | 0.02%             | 2028-11-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| FS Trust                                       | FS Trust                                                                    | CUSIP: 30343YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296000 | PA      | $295445.00    | 0.04%             | 2041-02-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3131XC5X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74243 | PA      | $72123.23     | 0.01%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3131XDAJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25684 | PA      | $24929.89     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3131XDFC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45839 | PA      | $44470.12     | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3131XUSX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51167 | PA      | $47894.56     | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3131Y04D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100850 | PA      | $96560.82     | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3131Y06M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53405 | PA      | $51317.04     | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3131Y0KU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63096 | PA      | $58843.48     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3131Y0QS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81456 | PA      | $79673.40     | 0.01%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3131Y0TA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57113 | PA      | $54863.39     | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3131Y1D80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227242 | PA      | $217636.45    | 0.03%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3131Y8MN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104667 | PA      | $103032.72    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 31329Q5T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15824 | PA      | $15568.74     | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132A4C89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24796 | PA      | $26009.45     | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132A8GL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292400 | PA      | $285861.29    | 0.04%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132ACSX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123069 | PA      | $115416.07    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132ADPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16676 | PA      | $15969.17     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132ADY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32711 | PA      | $31476.67     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132CW6B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    745178 | PA      | $708995.60    | 0.09%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132CWBH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    355533 | PA      | $342337.47    | 0.04%             | 2033-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132CWDV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53982 | PA      | $51209.86     | 0.01%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DMXR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1376477 | PA      | $1179422.46   | 0.15%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DNA86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1053100 | PA      | $901187.90    | 0.12%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DNBL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79688 | PA      | $74377.36     | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DNH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72618 | PA      | $68054.65     | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DNHN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    506812 | PA      | $436742.75    | 0.06%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    573758 | PA      | $561796.03    | 0.07%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DNWL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198194 | PA      | $189655.09    | 0.02%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DPBH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146264 | PA      | $129507.18    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DQ3A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    433975 | PA      | $372495.99    | 0.05%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DQGE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159111 | PA      | $161922.71    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DSFH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    754643 | PA      | $776018.59    | 0.10%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DUYU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201771 | PA      | $178853.99    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DV4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17447 | PA      | $17029.50     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    488312 | PA      | $420068.55    | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610512 | PA      | $516452.02    | 0.07%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132E0N24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    432181 | PA      | $450168.24    | 0.06%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132E0WG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    490220 | PA      | $521654.31    | 0.07%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132E0XX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208074 | PA      | $213508.90    | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132Y2B54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6611 | PA      | $6641.65      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132Y2M37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50640 | PA      | $48557.04     | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 31334YMG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8733 | PA      | $7691.00      | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133A0G73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36956 | PA      | $32967.81     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133A73R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38663 | PA      | $33339.26     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133A9JV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17402 | PA      | $15013.47     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133A9WN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74101 | PA      | $64049.35     | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133AQP92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148313 | PA      | $125832.31    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133B2LX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103688 | PA      | $89732.58     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133B3XQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167240 | PA      | $144733.19    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133B42A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    256801 | PA      | $220575.01    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133B4H73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114429 | PA      | $101319.91    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133B4H81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77600 | PA      | $69262.51     | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133B6F54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37690 | PA      | $32321.25     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133B7F86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27004 | PA      | $25230.74     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133B7FX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111092 | PA      | $99128.94     | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133B7SA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11811 | PA      | $10124.79     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133B9K78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11812 | PA      | $11457.55     | 0.00%             | 2052-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133BAFN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35086 | PA      | $32481.06     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133BMRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236889 | PA      | $240862.79    | 0.03%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133BPL22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14752 | PA      | $14694.88     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133BPUK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    430973 | PA      | $430026.39    | 0.06%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133BPV62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14142 | PA      | $14442.48     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133BUS65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18181 | PA      | $18074.13     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133BVVE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20806 | PA      | $20760.31     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133BWKK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74151 | PA      | $73765.93     | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133BX6G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62984 | PA      | $62634.72     | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133C1S76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81675 | PA      | $81536.61     | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133C2UD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211928 | PA      | $211462.24    | 0.03%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133C37K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70134 | PA      | $69980.07     | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133C4EP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14560 | PA      | $14526.27     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133C5FR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26069 | PA      | $25816.66     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133C5HS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50508 | PA      | $51108.66     | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133C5HT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89050 | PA      | $88242.80     | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133C5TL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61654 | PA      | $60869.88     | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133C5WW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83433 | PA      | $82496.76     | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133C7NJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    212436 | PA      | $217900.99    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133C8HS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124570 | PA      | $127774.36    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133G62Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49389 | PA      | $47538.11     | 0.01%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133G62T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106727 | PA      | $102766.71    | 0.01%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133G7BU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142770 | PA      | $135254.59    | 0.02%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133KGF45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103790 | PA      | $101561.80    | 0.01%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133KGF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20606 | PA      | $20148.47     | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133KGJ90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104135 | PA      | $101856.49    | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133KHGG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73493 | PA      | $71934.70     | 0.01%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224605 | PA      | $191533.07    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133KMR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1206315 | PA      | $1036038.45   | 0.14%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133SKBZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    223879 | PA      | $212574.62    | 0.03%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133USG21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    205475 | PA      | $196807.83    | 0.03%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133W87L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133456 | PA      | $136941.97    | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 31346YPV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51047 | PA      | $45538.28     | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association REMICS                                | CUSIP: 3136B1N26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318593 | PA      | $285054.08    | 0.04%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association REMICS                                | CUSIP: 3136B6B77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    486813 | PA      | $434707.84    | 0.06%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138ENRH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57689 | PA      | $56985.52     | 0.01%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138ENS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225304 | PA      | $226734.76    | 0.03%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138EPHU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94356 | PA      | $93204.62     | 0.01%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138EPS88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21837 | PA      | $20904.11     | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138EPX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25771 | PA      | $25504.51     | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138WQJB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41809 | PA      | $38307.36     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140FXEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468127 | PA      | $425910.74    | 0.06%             | 2056-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140FXF72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8703 | PA      | $7563.07      | 0.00%             | 2057-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140FXFH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    579220 | PA      | $504761.30    | 0.07%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140FXUY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225469 | PA      | $188053.87    | 0.02%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140FXVM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1958168 | PA      | $1610156.86   | 0.21%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140GQDG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17380 | PA      | $16358.32     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140H6B57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65334 | PA      | $61062.39     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140H6CC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229789 | PA      | $216971.69    | 0.03%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140H6W88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20951 | PA      | $19718.75     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140HBFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51280 | PA      | $51553.25     | 0.01%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140HFFE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71049 | PA      | $68275.76     | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140HGGX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80879 | PA      | $69694.71     | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140HGR90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88261 | PA      | $86801.92     | 0.01%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140J7UG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12583 | PA      | $11870.32     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140J8K28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260134 | PA      | $234965.90    | 0.03%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140JB2B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515332 | PA      | $489313.41    | 0.06%             | 2050-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140JGAN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48727 | PA      | $47602.51     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140JLKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27767 | PA      | $26587.25     | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140JXJ58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31258 | PA      | $28338.50     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140JXSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33249 | PA      | $32049.61     | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140K0HB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148505 | PA      | $140753.38    | 0.02%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140K1TP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10328 | PA      | $9896.64      | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140K3SF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8108 | PA      | $7783.39      | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140LQQJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84596 | PA      | $72544.37     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140LW4F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90129 | PA      | $89976.37     | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140MGJG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28421 | PA      | $24549.35     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140MGJK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66184 | PA      | $56847.80     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140MHTA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    412344 | PA      | $366954.12    | 0.05%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140MHU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55152 | PA      | $51192.45     | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140MJ6R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361529 | PA      | $322637.98    | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140MJ6S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311573 | PA      | $277704.50    | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140MJ7F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156145 | PA      | $144708.16    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140MJWN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64760 | PA      | $55714.69     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140ML4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14090 | PA      | $13635.54     | 0.00%             | 2052-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140ML4S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17650 | PA      | $17096.81     | 0.00%             | 2052-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140MLUD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44337 | PA      | $43006.16     | 0.01%             | 2052-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140MMPS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34065 | PA      | $33217.30     | 0.00%             | 2052-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140MNNA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54522 | PA      | $50731.94     | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140MRCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14884 | PA      | $14437.43     | 0.00%             | 2052-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140MRCT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25075 | PA      | $24319.92     | 0.00%             | 2052-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140MRLZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69171 | PA      | $67087.42     | 0.01%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140MSNE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106473 | PA      | $106238.93    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140N0FK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233618 | PA      | $233223.45    | 0.03%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140NAMH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31648 | PA      | $31428.56     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140NAT37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37024 | PA      | $36875.08     | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140NC6H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19077 | PA      | $18978.38     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140NEL94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42330 | PA      | $42080.16     | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140NJD27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23071 | PA      | $22926.74     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140NKCV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25402 | PA      | $25252.37     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140NKTV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46799 | PA      | $46648.83     | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140NLXN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19059 | PA      | $19509.72     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140NPCL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50592 | PA      | $51321.00     | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140NPNG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27228 | PA      | $27181.68     | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140NPYA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17537 | PA      | $17935.58     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140Q7DN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42635 | PA      | $40211.87     | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QBCV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10736 | PA      | $10519.69     | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QBPV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15865 | PA      | $15519.72     | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QDFP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70161 | PA      | $67001.93     | 0.01%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QELR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1617846 | PA      | $1390511.26   | 0.18%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QKQJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165101 | PA      | $139103.94    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QM6T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72676 | PA      | $68171.21     | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QNBU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    939443 | PA      | $797066.76    | 0.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QNGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196720 | PA      | $184358.28    | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QNLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341798 | PA      | $294445.81    | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QNLZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    946161 | PA      | $812681.97    | 0.11%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QNS60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    574867 | PA      | $511286.87    | 0.07%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QPY35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47656 | PA      | $44729.52     | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QS3W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    871265 | PA      | $892657.07    | 0.12%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QSNC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216781 | PA      | $212768.09    | 0.03%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QSTH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192315 | PA      | $188564.35    | 0.02%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QTHG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284471 | PA      | $291902.45    | 0.04%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QUBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    521459 | PA      | $534705.73    | 0.07%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140W35Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349178 | PA      | $356988.67    | 0.05%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140W4W86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    743708 | PA      | $740970.96    | 0.10%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140W5DE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294507 | PA      | $248314.94    | 0.03%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38645 | PA      | $36731.76     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140X8UA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62190 | PA      | $59398.61     | 0.01%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XA5V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    585189 | PA      | $493628.43    | 0.06%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XFMH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    518501 | PA      | $446440.80    | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XFWY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2547360 | PA      | $2180950.33   | 0.28%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XGFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    910302 | PA      | $781884.46    | 0.10%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XGJ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56035 | PA      | $52513.92     | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XHL21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    547990 | PA      | $512819.57    | 0.07%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XHZL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15465 | PA      | $14804.99     | 0.00%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XJAP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385988 | PA      | $377992.69    | 0.05%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XJXF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138494 | PA      | $132611.54    | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XKDT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546495 | PA      | $519984.25    | 0.07%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XL4Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    428694 | PA      | $379580.52    | 0.05%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XL5Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481348 | PA      | $470575.30    | 0.06%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XMC53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122179 | PA      | $108182.15    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XMUN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    808133 | PA      | $693396.49    | 0.09%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XNCS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    526482 | PA      | $443579.29    | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XNVU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2089764 | PA      | $1794780.25   | 0.23%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XP4X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253515 | PA      | $264066.52    | 0.03%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XPNZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216202 | PA      | $222216.55    | 0.03%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XPP52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    531010 | PA      | $552310.50    | 0.07%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140Y6DB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302289 | PA      | $307465.41    | 0.04%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31416CE69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1243 | PA      | $1304.20      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31417EMM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29473 | PA      | $27001.00     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418AQR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7978 | PA      | $7309.80      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186393 | PA      | $178473.76    | 0.02%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197121 | PA      | $159956.33    | 0.02%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418DFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320910 | PA      | $285975.93    | 0.04%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418DKW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22558 | PA      | $21990.42     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418DQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    747264 | PA      | $663354.77    | 0.09%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 31427RN97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    302551 | PA      | $306873.45    | 0.04%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 31427RUD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    353362 | PA      | $297824.67    | 0.04%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3142GRP38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    809907 | PA      | $838607.05    | 0.11%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3142GTLB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1424115 | PA      | $1438156.32   | 0.19%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3142GWPV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2414536 | PA      | $2406778.21   | 0.31%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust                                                                 | CUSIP: 31684KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    349301 | PA      | $351528.21    | 0.05%             | 2055-03-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust                                                                 | CUSIP: 31684LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380609 | PA      | $381899.39    | 0.05%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust                                                                 | CUSIP: 31684MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262006 | PA      | $261295.11    | 0.03%             | 2055-08-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust                                                                 | CUSIP: 31684NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193335 | PA      | $191503.24    | 0.02%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust                                                                 | CUSIP: 31684UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285811 | PA      | $285934.71    | 0.04%             | 2054-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust                                                                 | CUSIP: 316927AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245146 | PA      | $250017.29    | 0.03%             | 2054-05-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust | Finance of America Structured Securities Trust                              | CUSIP: 31741BAB0<br>LEI: 254900W0S6GNEJ457023 | Long             | ABS-MBS          | CORP              | US        |    327476 | PA      | $317066.41    | 0.04%             | 2075-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd.                                                 | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    399000 | PA      | $383844.70    | 0.05%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust                                                     | CUSIP: 33853HAB7<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |   1130504 | PA      | $981110.50    | 0.13%             | 2051-12-30      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                           | Flutter Treasury DAC                                                        | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    389000 | PA      | $385378.41    | 0.05%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co. LLC                                                   | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    474000 | PA      | $497910.81    | 0.06%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                       | Foundation Finance Trust                                                    | CUSIP: 35042TAA0<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    354503 | PA      | $351712.73    | 0.05%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                          | Foundry JV Holdco LLC                                                       | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    941000 | PA      | $952760.44    | 0.12%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                          | Foundry JV Holdco LLC                                                       | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209476.86    | 0.03%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                          | Foundry JV Holdco LLC                                                       | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205622.35    | 0.03%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                             | Seasoned Loans Structured Transaction Trust                                 | CUSIP: 35564CGD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69364 | PA      | $68996.29     | 0.01%             | 2060-09-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                         | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |      8224 | PA      | $8226.21      | 0.00%             | 2043-06-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                         | CUSIP: 35564K3G2<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |    164546 | PA      | $165321.06    | 0.02%             | 2043-11-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                         | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |     52857 | PA      | $56211.59     | 0.01%             | 2042-09-25      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                         | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |    194114 | PA      | $194774.63    | 0.03%             | 2041-09-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                         | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |    388361 | PA      | $391032.92    | 0.05%             | 2041-12-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                         | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     25460 | PA      | $25460.25     | 0.00%             | 2042-02-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                         | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     84114 | PA      | $85849.55     | 0.01%             | 2042-02-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                         | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |    140212 | PA      | $141479.74    | 0.02%             | 2043-04-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                         | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |    354238 | PA      | $360582.47    | 0.05%             | 2042-04-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                         | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |    206199 | PA      | $212191.14    | 0.03%             | 2042-04-25      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                         | CUSIP: 35564KXA2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |     59443 | PA      | $62043.30     | 0.01%             | 2042-05-25      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                         | CUSIP: 35564KYW3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |     32398 | PA      | $34347.72     | 0.00%             | 2042-06-25      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                         | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |     27015 | PA      | $27000.72     | 0.00%             | 2044-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                         | CUSIP: 35564NFZ1<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |    140602 | PA      | $140294.76    | 0.02%             | 2045-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                         | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    293403 | PA      | $293531.12    | 0.04%             | 2045-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                         | CUSIP: 35564NHZ9<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |     24716 | PA      | $24685.01     | 0.00%             | 2045-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                         | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |     49431 | PA      | $49405.43     | 0.01%             | 2045-09-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                           | Freeport-McMoRan, Inc.                                                      | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     70714 | NS      | $4156568.92   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1045542 | PA      | $947771.45    | 0.12%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 36179T7M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136002 | PA      | $137269.66    | 0.02%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 36179TSJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24183 | PA      | $23854.94     | 0.00%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    528244 | PA      | $505124.79    | 0.07%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 36179UST0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1374164 | PA      | $1286255.53   | 0.17%             | 2049-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1336149 | PA      | $1150221.27   | 0.15%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    512014 | PA      | $457432.24    | 0.06%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    748551 | PA      | $669093.61    | 0.09%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2103017 | PA      | $1878832.40   | 0.25%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 3617AUZW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88876 | PA      | $84298.62     | 0.01%             | 2047-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 3617B13X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10548 | PA      | $9936.27      | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 3617B14A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32696 | PA      | $30736.14     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 3617B14U4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10263 | PA      | $9656.68      | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 3617BA5W9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12001 | PA      | $11445.42     | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 3617BN3S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10702 | PA      | $10246.87     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 3617BN4U6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40738 | PA      | $38626.19     | 0.01%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 3617H1CH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12570 | PA      | $12175.92     | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 3617H1CJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41658 | PA      | $40372.32     | 0.01%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP/GLP Financing II, Inc.                                       | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |     73000 | PA      | $73633.13     | 0.01%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP/GLP Financing II, Inc.                                       | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              |  | US        |   1220000 | PA      | $1200956.29   | 0.16%             | 2034-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP/GLP Financing II, Inc.                                       | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |    317000 | PA      | $308313.63    | 0.04%             | 2036-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 3622A2QL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    334762 | PA      | $321326.36    | 0.04%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 3622A2UF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    465693 | PA      | $457936.84    | 0.06%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 3622ABLY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1017104 | PA      | $866081.48    | 0.11%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                               | GWT Trust                                                                   | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1141000 | PA      | $1141000.00   | 0.15%             | 2041-05-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust            | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36273BAA7<br>LEI: 254900U0V0TUGIF39T29 | Long             | ABS-MBS          | CORP              | US        |    339552 | PA      | $338418.81    | 0.04%             | 2055-09-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Corp. Trust                                          | CUSIP: 36273XAA9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    349871 | PA      | $349502.10    | 0.05%             | 2041-11-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust            | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36277LAA1<br>LEI: 2549005U12N6A8G3H936 | Long             | ABS-MBS          | CORP              | US        |     95542 | PA      | $94706.12     | 0.01%             | 2056-05-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| VANTOR HOLDINGS INC                            | Vantor Holdings, Inc.                                                       | CUSIP: 36355RAB1<br>LEI: 254900XMZ2ZZ33TF4651 | Long             | LON              | CORP              | US        |    560490 | PA      | $549980.96    | 0.07%             | 2033-03-03      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                 | GE Vernova, Inc.                                                            | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      3718 | NS      | $3245442.20   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                           | GCAT Trust                                                                  | CUSIP: 36830QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    633352 | PA      | $640081.46    | 0.08%             | 2053-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                            | General Electric Co.                                                        | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     19428 | NS      | $5513083.56   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesee & Wyoming Inc (New)                    | Genesee & Wyoming, Inc.                                                     | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |   1499781 | PA      | $1491089.50   | 0.19%             | 2031-04-10      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD        | GoldenTree Loan Management U.S. CLO 17 Ltd.                                 | CUSIP: 38139FAN0<br>LEI: 549300TS068SCJRDSP12 | Long             | ABS-CBDO         | CORP              | JE        |    950000 | PA      | $949970.55    | 0.12%             | 2039-01-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                    | Goldman Sachs Group, Inc.                                                   | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      6895 | NS      | $5833101.05   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc.                                                   | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    830000 | PA      | $843683.28    | 0.11%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc.                                                   | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    390000 | PA      | $384088.36    | 0.05%             | 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        |    390000 | PA      | $381292.15    | 0.05%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA, Inc.                                                                   | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $418183.09    | 0.05%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA, Inc.                                                                   | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    690000 | PA      | $704657.44    | 0.09%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                             | HCA Healthcare, Inc.                                                        | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      5419 | NS      | $2564487.56   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTH CARE SERVICE CORP                       | Health Care Service Corp. A Mutual Legal Reserve Co.                        | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    510000 | PA      | $461384.00    | 0.06%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                       | Health Care Service Corp. A Mutual Legal Reserve Co.                        | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    575000 | PA      | $583239.72    | 0.08%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                       | Health Care Service Corp. A Mutual Legal Reserve Co.                        | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1297686.33   | 0.17%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                    | Hertz Vehicle Financing III LLC                                             | CUSIP: 42806MDL0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    331000 | PA      | $330004.25    | 0.04%             | 2030-05-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                       | Hess Midstream Operations LP                                                | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    556000 | PA      | $534281.14    | 0.07%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                       | Hess Midstream Operations LP                                                | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $458648.29    | 0.06%             | 2028-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                  | Hilton Worldwide Holdings, Inc.                                             | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     11991 | NS      | $3646223.28   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                             | Home Depot, Inc.                                                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     14947 | NS      | $4915918.83   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Homeward Opportunities Fund I Trust            | Homeward Opportunities Fund Trust                                           | CUSIP: 43789GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    424000 | PA      | $424213.65    | 0.06%             | 2039-09-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust            | Homeward Opportunities Fund Trust                                           | CUSIP: 437919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    566000 | PA      | $566951.16    | 0.07%             | 2040-03-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust            | Homeward Opportunities Fund Trust                                           | CUSIP: 437923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $230336.44    | 0.03%             | 2040-09-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                           | Howmet Aerospace, Inc.                                                      | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     18521 | NS      | $4268349.66   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudsons Bay Simon JV Trust                     | Hudsons Bay Simon JV Trust                                                  | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321959 | PA      | $308476.58    | 0.04%             | 2034-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana, Inc.                                                                | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224792.29    | 0.03%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana, Inc.                                                                | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    544000 | PA      | $554760.93    | 0.07%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                  | Intercontinental Exchange, Inc.                                             | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     32879 | NS      | $5171209.12   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                     | Intuit, Inc.                                                                | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      7817 | NS      | $3379914.46   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                         | Intuitive Surgical, Inc.                                                    | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      6791 | NS      | $3130583.09   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Mortgage Finance Corporation             | Chase Mortgage Finance Corp.                                                | CUSIP: 46591HBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555963 | PA      | $542695.87    | 0.07%             | 2050-02-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JPMorgan Mortgage Trust                                                     | CUSIP: 46593VAD9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    205508 | PA      | $205202.55    | 0.03%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co.                                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     32509 | NS      | $9562847.44   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co.                                                        | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    761000 | PA      | $778912.91    | 0.10%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                        | Jane Street Group/JSG Finance, Inc.                                         | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    528000 | PA      | $542760.77    | 0.07%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                        | Jane Street Group/JSG Finance, Inc.                                         | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1311266.42   | 0.17%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                        | Jane Street Group/JSG Finance, Inc.                                         | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1047034.18   | 0.14%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     30270 | NS      | $7399198.80   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                       | KLA Corp.                                                                   | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      4825 | NS      | $7104378.25   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| KRE Commercial Mortgage Trust                  | KRE Commercial Mortgage Trust                                               | CUSIP: 50077KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    699847 | PA      | $697222.45    | 0.09%             | 2042-03-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| LEX Trust                                      | LEX Trust                                                                   | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261000 | PA      | $259858.13    | 0.03%             | 2043-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                           | LHOME Mortgage Trust                                                        | CUSIP: 50205GAA0<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-MBS          | CORP              | US        |    311653 | PA      | $313044.94    | 0.04%             | 2029-05-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                           | LHOME Mortgage Trust                                                        | CUSIP: 50205JAA4<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-MBS          | CORP              | US        |    249645 | PA      | $249850.88    | 0.03%             | 2029-03-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                           | LHOME Mortgage Trust                                                        | CUSIP: 50205PAA0<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-MBS          | CORP              | US        |    820061 | PA      | $821984.04    | 0.11%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                           | LHOME Mortgage Trust                                                        | CUSIP: 50205YAA1<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $259502.54    | 0.03%             | 2040-08-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                           | LHOME Mortgage Trust                                                        | CUSIP: 50206JAA3<br>LEI: 52990026MRD22HI0T740 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99616.73     | 0.01%             | 2041-01-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings, Inc.                                                          | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    787000 | PA      | $802702.03    | 0.10%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings, Inc.                                                          | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    490000 | PA      | $492131.90    | 0.06%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings, Inc.                                                          | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    608000 | PA      | $605593.94    | 0.08%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                              | Lam Research Corp.                                                          | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     34077 | NS      | $7280891.82   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendbuzz Securitization Trust                  | Lendbuzz Securitization Trust                                               | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63986 | PA      | $64607.95     | 0.01%             | 2028-08-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Lex Commercial Loan Master Trust               | LEX Mortgage Trust                                                          | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $214090.89    | 0.03%             | 2033-10-13      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Oasis Securitisation                           | Libra Solutions LLC                                                         | CUSIP: 53161XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    439000 | PA      | $437834.94    | 0.06%             | 2038-09-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Life Financial Services Trust                  | Life Mortgage Trust                                                         | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80420 | PA      | $79616.09     | 0.01%             | 2038-03-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                  | Life Mortgage Trust                                                         | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425500 | PA      | $410607.50    | 0.05%             | 2039-05-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                            | Lightning Power LLC                                                         | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |   1051688 | PA      | $1052783.36   | 0.14%             | 2031-08-18      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                 | Eli Lilly & Co.                                                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     11347 | NS      | $10436630.19  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DI Issuer LLC                                  | Lmdv Issuer Co. LLC                                                         | CUSIP: 538908AA2<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |    238000 | PA      | $237688.67    | 0.03%             | 2055-12-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp.                                                       | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      5160 | NS      | $3118652.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Equipment Notes                            | M&T Equipment Notes                                                         | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67863 | PA      | $68123.60     | 0.01%             | 2030-07-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                       | MSCI, Inc.                                                                  | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    184000 | PA      | $178720.86    | 0.02%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW LLC                                                                     | CUSIP: 55389RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115402 | PA      | $114560.03    | 0.01%             | 2044-10-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding LXII Ltd.                                              | CUSIP: 55817HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $850213.35    | 0.11%             | 2038-07-16      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXXIV Ltd.                                             | CUSIP: 55819GAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    435000 | PA      | $433008.57    | 0.06%             | 2037-10-16      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding LXXIII Ltd.                                            | CUSIP: 55823HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    872000 | PA      | $872107.26    | 0.11%             | 2038-10-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                              | Magnetite 50 Ltd.                                                           | CUSIP: 55956MAA7<br>LEI: 529900LA8YF5OY74OD31 | Long             | ABS-CBDO         | CORP              | KY        |    652000 | PA      | $652968.87    | 0.09%             | 2038-07-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                           | Maple Parent Holdings Corp.                                                 | CUSIP: 56530KAC0<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    261000 | PA      | $259326.48    | 0.03%             | 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        |    162000 | PA      | $160416.71    | 0.02%             | 2056-03-26      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                 | Mastercard, Inc.                                                            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     19977 | NS      | $9981707.82   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp.                                                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      3751 | NS      | $1165773.29   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                            | Medline Borrower LP                                                         | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    911177 | PA      | $911619.85    | 0.12%             | 2030-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust        | Mello Mortgage Capital Acceptance                                           | CUSIP: 585491BC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    522933 | PA      | $489180.31    | 0.06%             | 2051-10-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust        | Mello Mortgage Capital Acceptance                                           | CUSIP: 58549XBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    418357 | PA      | $391174.71    | 0.05%             | 2051-08-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust        | Mello Mortgage Capital Acceptance                                           | CUSIP: 58550DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264434 | PA      | $258645.53    | 0.03%             | 2054-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                    | Merchants Fleet Funding LLC                                                 | CUSIP: 588926AL9<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $235342.16    | 0.03%             | 2039-01-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp.                                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     66004 | NS      | $24432700.68  | 3.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                          | Micron Technology, Inc.                                                     | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     16186 | NS      | $5468278.24   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                          | Monster Beverage Corp.                                                      | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     56334 | NS      | $4081961.64   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     32058 | NS      | $5275785.06   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                              | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    676000 | PA      | $607817.37    | 0.08%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                              | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    774000 | PA      | $785346.28    | 0.10%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                              | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    968000 | PA      | $971357.24    | 0.13%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                              | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1102154.11   | 0.14%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 617946AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    308403 | PA      | $299876.60    | 0.04%             | 2065-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                         | Motorola Solutions, Inc.                                                    | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     10979 | NS      | $4764556.63   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                            | NCL Corp. Ltd.                                                              | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1355000 | PA      | $1316471.70   | 0.17%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                            | NCL Corp. Ltd.                                                              | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    840000 | PA      | $815084.26    | 0.11%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy, Inc.                                                            | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    760000 | PA      | $752610.14    | 0.10%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy, Inc.                                                            | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    409000 | PA      | $403447.58    | 0.05%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy, Inc.                                                            | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    767000 | PA      | $760025.75    | 0.10%             | 2036-01-15      | Fixed         | 6.00%                 | 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        |    161305 | PA      | $160023.13    | 0.02%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes         | NRM FNT1 Excess LLC                                                         | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    377898 | PA      | $379394.86    | 0.05%             | 2031-11-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                    | Netflix, Inc.                                                               | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     77157 | NS      | $7418645.55   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman CLO 32R Ltd.                                               | CUSIP: 64135XAA9<br>LEI: 25490093SHVBS5BLDZ40 | Long             | ABS-CBDO         | CORP              | KY        |    788611 | PA      | $789064.45    | 0.10%             | 2039-07-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC          | New Economy Assets Phase 1 Sponsor LLC                                      | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    353000 | PA      | $222171.28    | 0.03%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                         | CUSIP: 64828CAA7<br>LEI: 549300U1MV4J7YQZG974 | Long             | ABS-MBS          | CORP              | US        |     64602 | PA      | $63789.38     | 0.01%             | 2058-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                         | CUSIP: 64831WAA8<br>LEI: 213800H34ZKQ2LAZZL53 | Long             | ABS-MBS          | CORP              | US        |    343000 | PA      | $344805.28    | 0.04%             | 2039-09-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                         | CUSIP: 64832BAC9<br>LEI: 213800Z6O4V4V96AU133 | Long             | ABS-MBS          | CORP              | US        |    396523 | PA      | $395163.11    | 0.05%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                       | NIKE, Inc.                                                                  | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     65006 | NS      | $3433616.92   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NRTH PARK Mortgage Trust                       | NRTH Commercial Mortgage Trust                                              | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    654000 | PA      | $653387.20    | 0.09%             | 2040-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                    | NVIDIA Corp.                                                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    224806 | NS      | $39206166.40  | 5.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 7 Ltd.                                                   | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    812000 | PA      | $812043.85    | 0.11%             | 2038-07-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                        | O'Reilly Automotive, Inc.                                                   | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      8719 | NS      | $804850.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO Ltd.                                                                | CUSIP: 671078AY9<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |    337764 | PA      | $336457.87    | 0.04%             | 2037-07-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                   | CUSIP: 67115NAA8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    175817 | PA      | $152697.23    | 0.02%             | 2051-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                   | CUSIP: 67115NAU4<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    465814 | PA      | $399599.07    | 0.05%             | 2051-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Net Lease Fund     | Oak Street Investment Grade Net Lease Fund                                  | CUSIP: 67181DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    546511 | PA      | $497481.95    | 0.06%             | 2050-11-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Oaktree ABF Equipment ST LLC                   | Oaktree ABF Equipment ST 1 LLC                                              | CUSIP: 67403GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $180004.34    | 0.02%             | 2033-10-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp.                                                  | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    420000 | PA      | $478076.34    | 0.06%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp.                                                  | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    211000 | PA      | $226894.91    | 0.03%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO Ltd.                                                                | CUSIP: 67570UAA0<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |    455000 | PA      | $455275.73    | 0.06%             | 2038-10-24      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 9 Ltd.                                                   | CUSIP: 67690AAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    630000 | PA      | $627141.69    | 0.08%             | 2037-10-19      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    218000 | PA      | $208101.84    | 0.03%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    672000 | PA      | $630332.61    | 0.08%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    423000 | PA      | $355857.51    | 0.05%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $621886.15    | 0.08%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    409000 | PA      | $398152.86    | 0.05%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    422000 | PA      | $405748.06    | 0.05%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    299000 | PA      | $274877.28    | 0.04%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                         | Blue Owl Credit Income Corp.                                                | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    113000 | PA      | $111722.61    | 0.01%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                         | Blue Owl Credit Income Corp.                                                | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    371000 | PA      | $380061.43    | 0.05%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust                 | PLYM Commercial Mortgage Trust                                              | CUSIP: 69292BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    369000 | PA      | $367155.00    | 0.05%             | 2043-03-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The           | PNC Financial Services Group, Inc.                                          | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     19198 | NS      | $3994911.82   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group, Inc.                                          | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    769000 | PA      | $849568.13    | 0.11%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group, Inc.                                          | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    803000 | PA      | $813194.14    | 0.11%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust          | PRPM LLC                                                                    | CUSIP: 69382WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256973 | PA      | $252742.26    | 0.03%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC           | Pretium Mortgage Credit Partners LLC                                        | CUSIP: 69392FAA5<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |    411231 | PA      | $399724.19    | 0.05%             | 2069-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC           | Pretium Mortgage Credit Partners LLC                                        | CUSIP: 69392LAA2<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |    431735 | PA      | $418808.90    | 0.05%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC           | Pretium Mortgage Credit Partners LLC                                        | CUSIP: 69393AAA5<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |    661976 | PA      | $642510.90    | 0.08%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust          | PRPM LLC                                                                    | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176486 | PA      | $172875.27    | 0.02%             | 2054-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                | Philip Morris International, Inc.                                           | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     48752 | NS      | $8060655.68   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                           | Progressive Corp.                                                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     35256 | NS      | $6989149.44   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust          | PRPM LLC                                                                    | CUSIP: 74448NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    541824 | PA      | $514038.98    | 0.07%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I LLC                           | QTS Issuer ABS I LLC                                                        | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1061000 | PA      | $1049188.10   | 0.14%             | 2055-05-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                          | QTS Issuer ABS II LLC                                                       | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    737000 | PA      | $721904.40    | 0.09%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                          | QTS Issuer ABS II LLC                                                       | CUSIP: 74690FBE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    588000 | PA      | $587952.96    | 0.08%             | 2056-03-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                          | Qnity Electronics, Inc.                                                     | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |    289275 | PA      | $288551.81    | 0.04%             | 2032-11-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                          | Qnity Electronics, Inc.                                                     | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    361000 | PA      | $361429.95    | 0.05%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                          | Quikrete Holdings, Inc.                                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    608000 | PA      | $616513.82    | 0.08%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                         | CUSIP: 74935WAA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    121051 | PA      | $120978.44    | 0.02%             | 2043-06-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                         | CUSIP: 74938DAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    378826 | PA      | $352568.57    | 0.05%             | 2051-07-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                         | CUSIP: 74938KAA5<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    527997 | PA      | $530669.16    | 0.07%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                         | CUSIP: 74938PAA4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    470122 | PA      | $472956.55    | 0.06%             | 2044-04-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                         | CUSIP: 74939LAA2<br>LEI: 2549008ADDIO9CIJ8W08 | Long             | ABS-MBS          | CORP              | US        |    268035 | PA      | $266274.22    | 0.03%             | 2055-11-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                         | CUSIP: 74939WAA8<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |    447180 | PA      | $446311.29    | 0.06%             | 2055-08-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                         | CUSIP: 74940EAA5<br>LEI: 254900JZ559190WVJ551 | Long             | ABS-MBS          | CORP              | US        |    254088 | PA      | $251290.97    | 0.03%             | 2056-02-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                         | CUSIP: 74940EAB3<br>LEI: 254900JZ559190WVJ551 | Long             | ABS-MBS          | CORP              | US        |    148300 | PA      | $146670.24    | 0.02%             | 2056-02-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                         | CUSIP: 749410AA4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    417777 | PA      | $418046.19    | 0.05%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                         | CUSIP: 749414AA6<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    632018 | PA      | $631230.80    | 0.08%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                         | CUSIP: 749424AA5<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    178974 | PA      | $179712.96    | 0.02%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                         | CUSIP: 749426AA0<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    101161 | PA      | $101562.05    | 0.01%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                         | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |    168237 | PA      | $168585.05    | 0.02%             | 2055-07-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I     | Research-Driven Pagaya Motor Asset Trust                                    | CUSIP: 76089TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    219000 | PA      | $219140.47    | 0.03%             | 2034-07-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                    | ROBLOX Corp.                                                                | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $997109.55    | 0.13%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                 | Rocket Cos., Inc.                                                           | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    374000 | PA      | $377450.90    | 0.05%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                 | Rocket Cos., Inc.                                                           | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1581814.36   | 0.21%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SF ABS Issuer LLC                              | SF ABS Issuer LLC                                                           | CUSIP: 784193AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1172000 | PA      | $1146888.73   | 0.15%             | 2055-11-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                | SEB Funding LLC                                                             | CUSIP: 78433DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    424000 | PA      | $419731.13    | 0.05%             | 2056-01-30      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                        | SCF Equipment Leasing LLC                                                   | CUSIP: 78439XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192000 | PA      | $192302.55    | 0.03%             | 2031-12-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| SMRT                                           | SMRT Commercial Mortgage Trust                                              | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451000 | PA      | $450718.13    | 0.06%             | 2039-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                        | SV RNO Property Owner 1 LLC                                                 | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1628047.25   | 0.21%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce, Inc.                                                            | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1105432.16   | 0.14%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce, Inc.                                                            | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    834000 | PA      | $832575.74    | 0.11%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce, Inc.                                                            | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    877000 | PA      | $874271.99    | 0.11%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce, Inc.                                                            | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    163000 | PA      | $164128.43    | 0.02%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce, Inc.                                                            | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    552000 | PA      | $553914.97    | 0.07%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust                                     | CUSIP: 79581UAA2<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |    388939 | PA      | $399451.33    | 0.05%             | 2053-11-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust                                     | CUSIP: 79581VAA0<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-MBS          | CORP              | US        |    193582 | PA      | $195692.56    | 0.03%             | 2054-03-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust                                     | CUSIP: 79581XAB4<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |    477731 | PA      | $479310.51    | 0.06%             | 2055-10-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust                                     | CUSIP: 79582AAA5<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |    747003 | PA      | $764259.16    | 0.10%             | 2053-08-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust                                     | CUSIP: 79582MAA9<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-MBS          | CORP              | US        |    303770 | PA      | $308291.69    | 0.04%             | 2054-04-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluds Grade Alternative Mortgage Trust                                     | CUSIP: 79582NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $318532.80    | 0.04%             | 2040-10-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust                                     | CUSIP: 79584UAA9<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $690824.96    | 0.09%             | 2031-03-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust                                     | CUSIP: 79585UAA8<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $780125.70    | 0.10%             | 2030-07-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust                                     | CUSIP: 795939AB3<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |    311708 | PA      | $311354.57    | 0.04%             | 2056-04-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes        | Santander Bank Auto Credit-Linked Notes                                     | CUSIP: 80290CBD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31144 | PA      | $31223.53     | 0.00%             | 2032-08-16      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                 | SELF Commercial Mortgage Trust                                              | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89054 | PA      | $88998.61     | 0.01%             | 2034-11-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust                                                      | CUSIP: 81745AAA5<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     81012 | PA      | $72090.21     | 0.01%             | 2043-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust                                                      | CUSIP: 81748KBN1<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     37580 | PA      | $33675.00     | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                     | Sixth Street CLO IX Ltd.                                                    | CUSIP: 83012CAC9<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |    957000 | PA      | $957398.11    | 0.12%             | 2037-07-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                         | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1350601.17   | 0.18%             | 2033-04-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                 | Solventum Corp.                                                             | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1325552.87   | 0.17%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                 | Solventum Corp.                                                             | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1740994.85   | 0.23%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                | Southern Co.                                                                | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     24690 | NS      | $2383078.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Stack Infrastructure Issuer LLC                | Stack Infrastructure Issuer LLC                                             | CUSIP: 85236KAR3<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    565000 | PA      | $543644.58    | 0.07%             | 2056-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                    | Repurchase Agreement                                                        | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  15288606 | PA      | $15288606.18  | 1.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp                                   | Stryker Corp.                                                               | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     14708 | NS      | $4832901.72   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                      | Sunoco LP                                                                   | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    908000 | PA      | $931388.26    | 0.12%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                      | Sunoco LP                                                                   | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    512000 | PA      | $529750.53    | 0.07%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                      | Sunoco LP                                                                   | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    286000 | PA      | $284688.20    | 0.04%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                         | Switch ABS Issuer LLC                                                       | CUSIP: 871044BA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    579000 | PA      | $577777.21    | 0.08%             | 2056-03-27      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                | TJX Cos., Inc.                                                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     20940 | NS      | $3344118.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| THE 2023-MIC Trust                             | MIC Trust                                                                   | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584328 | PA      | $621847.58    | 0.08%             | 2038-12-05      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| tvc mortgage trust                             | TVC Mortgage Trust                                                          | CUSIP: 87306XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283000 | PA      | $281586.90    | 0.04%             | 2041-02-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR Mortgage Trust                  | TYSN Mortgage Trust                                                         | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    924755 | PA      | $961024.82    | 0.13%             | 2033-12-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                         | Taco Bell Funding LLC                                                       | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205342 | PA      | $189965.67    | 0.02%             | 2051-08-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                         | Takeoff Merger Sub, Inc.                                                    | CUSIP: 873923AG1<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    278000 | PA      | $273860.26    | 0.04%             | 2036-03-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                        | Talen Energy Supply LLC                                                     | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    664575 | PA      | $664575.15    | 0.09%             | 2032-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                        | Talen Energy Supply LLC                                                     | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    688000 | PA      | $680334.58    | 0.09%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                        | Talen Energy Supply LLC                                                     | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1136824.79   | 0.15%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                          | Teva Pharmaceutical Finance Co. LLC                                         | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    311000 | PA      | $320427.65    | 0.04%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                              | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1136000 | PA      | $1165922.24   | 0.15%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                              | Teva Pharmaceutical Finance Netherlands IV BV                               | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    896000 | PA      | $907371.14    | 0.12%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                | TEXAS Commercial Mortgage Trust                                             | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    284000 | PA      | $282402.50    | 0.04%             | 2042-04-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                    | Texas Debt Capital CLO Ltd.                                                 | CUSIP: 88239MAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    934000 | PA      | $934938.67    | 0.12%             | 2037-10-21      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                          | Toorak Mortgage Trust                                                       | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $260916.08    | 0.03%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                   | CUSIP: 89183RAA0<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-O            | CORP              | US        |    586248 | PA      | $585267.47    | 0.08%             | 2065-10-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Trackside Rail, LLC                            | Trackside Rail LLC                                                          | CUSIP: 89239YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    482000 | PA      | $475941.07    | 0.06%             | 2056-03-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm, Inc.                                                             | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    108000 | PA      | $109191.35    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm, Inc.                                                             | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    371000 | PA      | $375861.96    | 0.05%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                  | TransDigm, Inc.                                                             | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    670630 | PA      | $670134.40    | 0.09%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                 | 280 Park Avenue Mortgage Trust                                              | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    592515 | PA      | $589552.43    | 0.08%             | 2034-09-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| UPG HI Issuer Trust                            | UPG HI Issuer Trust                                                         | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207806 | PA      | $206593.02    | 0.03%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                          | Uber Technologies, Inc.                                                     | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     82124 | NS      | $5907179.32   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| United Wholsale Mortgage LLC                   | UWM Mortgage Trust                                                          | CUSIP: 90354XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510657 | PA      | $476891.75    | 0.06%             | 2051-08-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                 | U.S. Bank NA                                                                | CUSIP: 90355PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276000 | PA      | $274715.66    | 0.04%             | 2046-12-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp.                                                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     18871 | NS      | $4578482.02   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                     | U.S. Bancorp                                                                | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    857000 | PA      | $740910.99    | 0.10%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | U.S. Bancorp                                                                | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    783000 | PA      | $794406.56    | 0.10%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | U.S. Bancorp                                                                | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    862000 | PA      | $880834.46    | 0.11%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                         | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32053300 | PA      | $30625926.48  | 3.99%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                         | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5198900 | PA      | $5012064.53   | 0.65%             | 2046-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| VB-S1 Issuer LLC                               | VB-S1 Issuer LLC                                                            | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267000 | PA      | $262339.49    | 0.03%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                       | Vantage Data Centers LLC                                                    | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    596000 | PA      | $569096.80    | 0.07%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                       | Vantage Data Centers Issuer LLC                                             | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   1953558 | PA      | $1920349.66   | 0.25%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| VASA Trust                                     | VASA Trust                                                                  | CUSIP: 92230AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $416823.04    | 0.05%             | 2039-07-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                     | Vertex Pharmaceuticals, Inc.                                                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      9579 | NS      | $4277406.66   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                       | Viper Energy Partners LLC                                                   | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    614000 | PA      | $618795.34    | 0.08%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust               | Vista Point Securitization Trust                                            | CUSIP: 92790EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217914 | PA      | $215814.67    | 0.03%             | 2056-02-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                       | Visa, Inc.                                                                  | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     20031 | NS      | $6054169.44   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co. LLC                                                   | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    142000 | PA      | $139713.71    | 0.02%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co. LLC                                                   | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273894.18    | 0.04%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                   | Voya CLO Ltd.                                                               | CUSIP: 92920KAC3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    386336 | PA      | $384599.03    | 0.05%             | 2037-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 94990GAA7<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   1014000 | PA      | $1013728.45   | 0.13%             | 2038-03-15      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                             | Wendy's Funding LLC                                                         | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    467769 | PA      | $458898.74    | 0.06%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                             | Wendy's Funding LLC                                                         | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    132271 | PA      | $122333.39    | 0.02%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                             | Wendy's Funding LLC                                                         | CUSIP: 95058XAL2<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    351469 | PA      | $310143.94    | 0.04%             | 2051-06-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                             | Wendy's Funding LLC                                                         | CUSIP: 95058XAP3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |     69282 | PA      | $65991.90     | 0.01%             | 2052-03-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                             | Wendy's Funding LLC                                                         | CUSIP: 95058XAR9<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    426193 | PA      | $421845.30    | 0.06%             | 2055-12-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                | Xcel Energy, Inc.                                                           | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    438000 | PA      | $445118.81    | 0.06%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                | Xcel Energy, Inc.                                                           | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    544000 | PA      | $531040.74    | 0.07%             | 2056-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                     | Zoetis, Inc.                                                                | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     36917 | NS      | $4363958.57   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                   | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   5811838 | NS      | $5811837.50   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                 | Eaton Corp. PLC                                                             | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     15650 | NS      | $5597535.50   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                         | Trane Technologies PLC                                                      | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     10834 | NS      | $4514961.16   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                    | Royal Caribbean Cruises Ltd.                                                | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |     15971 | NS      | $4394899.78   | 0.57%             |  |  |  | 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